Refactor/trading actions (#1169)

* refactor: 简化交易动作，移除 update_stop_loss/update_take_profit/partial_close
- 移除 Decision 结构体中的 NewStopLoss, NewTakeProfit, ClosePercentage 字段
- 删除 executeUpdateStopLossWithRecord, executeUpdateTakeProfitWithRecord, executePartialCloseWithRecord 函数
- 简化 logger 中的 partial_close 聚合逻辑
- 更新 AI prompt 和验证逻辑，只保留 6 个核心动作
- 清理相关测试代码
保留的交易动作: open_long, open_short, close_long, close_short, hold, wait
* refactor: 移除 AI学习与反思 模块
- 删除前端 AILearning.tsx 组件和相关引用
- 删除后端 /performance API 接口
- 删除 logger 中 AnalyzePerformance、calculateSharpeRatio 等函数
- 删除 PerformanceAnalysis、TradeOutcome、SymbolPerformance 等结构体
- 删除 Context 中的 Performance 字段
- 移除 AI prompt 中夏普比率自我进化相关内容
- 清理 i18n 翻译文件中的相关条目
该模块基于磁盘存储计算，经常出错，做减法移除
* refactor: 将数据库操作统一迁移到 store 包
- 新增 store/ 包，统一管理所有数据库操作
  - store.go: 主 Store 结构，懒加载各子模块
  - user.go, ai_model.go, exchange.go, trader.go 等子模块
  - 支持加密/解密函数注入 (SetCryptoFuncs)
- 更新 main.go 使用 store.New() 替代 config.NewDatabase()
- 更新 api/server.go 使用 *store.Store 替代 *config.Database
- 更新 manager/trader_manager.go:
  - 新增 LoadTradersFromStore, LoadUserTradersFromStore 方法
  - 删除旧版 LoadUserTraders, LoadTraderByID, loadSingleTrader 等方法
  - 移除 nofx/config 依赖
- 删除 config/database.go 和 config/database_test.go
- 更新 api/server_test.go 使用 store.Trader 类型
- 清理 logger/ 包中未使用的 telegram 相关代码
* refactor: unify encryption key management via .env
- Remove redundant EncryptionManager and SecureStorage
- Simplify CryptoService to load keys from environment variables only
  - RSA_PRIVATE_KEY: RSA private key for client-server encryption
  - DATA_ENCRYPTION_KEY: AES-256 key for database encryption
  - JWT_SECRET: JWT signing key for authentication
- Update start.sh to auto-generate missing keys on first run
- Remove secrets/ directory and file-based key storage
- Delete obsolete encryption setup scripts
- Update .env.example with all required keys
* refactor: unify logger usage across mcp package
- Add MCPLogger adapter in logger package to implement mcp.Logger interface
- Update mcp/config.go to use global logger by default
- Remove redundant defaultLogger from mcp/logger.go
- Keep noopLogger for testing purposes
* chore: remove leftover test RSA key file
* chore: remove unused bootstrap package
* refactor: unify logging to use logger package instead of fmt/log
- Replace all fmt.Print/log.Print calls with logger package
- Add auto-initialization in logger package init() for test compatibility
- Update main.go to initialize logger at startup
- Migrate all packages: api, backtest, config, decision, manager, market, store, trader
* refactor: rename database file from config.db to data.db
- Update main.go, start.sh, docker-compose.yml
- Update migration script and documentation
- Update .gitignore and translations
* fix: add RSA_PRIVATE_KEY to docker-compose environment
* fix: add registration_enabled to /api/config response
* fix: Fix navigation between login and register pages
Use window.location.href instead of react-router's navigate() to fix
the issue where URL changes but the page doesn't reload due to App.tsx
using custom route state management.
* fix: Switch SQLite from WAL to DELETE mode for Docker compatibility
WAL mode causes data sync issues with Docker bind mounts on macOS due
to incompatible file locking mechanisms between the container and host.
DELETE mode (traditional journaling) ensures data is written directly
to the main database file.
* refactor: Remove default user from database initialization
The default user was a legacy placeholder that is no longer needed now
that proper user registration is in place.
* feat: Add order tracking system with centralized status sync
- Add trader_orders table for tracking all order lifecycle
- Implement GetOrderStatus interface for all exchanges (Binance, Bybit, Hyperliquid, Aster, Lighter)
- Create OrderSyncManager for centralized order status polling
- Add trading statistics (Sharpe ratio, win rate, profit factor) to AI context
- Include recent completed orders in AI decision input
- Remove per-order goroutine polling in favor of global sync manager
* feat: Add TradingView K-line chart to dashboard
- Create TradingViewChart component with exchange/symbol selectors
- Support Binance, Bybit, OKX, Coinbase, Kraken, KuCoin exchanges
- Add popular symbols quick selection
- Support multiple timeframes (1m to 1W)
- Add fullscreen mode
- Integrate with Dashboard page below equity chart
- Add i18n translations for zh/en
* refactor: Replace separate charts with tabbed ChartTabs component
- Create ChartTabs component with tab switching between equity curve and K-line
- Add embedded mode support for EquityChart and TradingViewChart
- User can now switch between account equity and market chart in same area
* fix: Use ChartTabs in App.tsx and fix embedded mode in EquityChart
- Replace EquityChart with ChartTabs in App.tsx (the actual dashboard renderer)
- Fix EquityChart embedded mode for error and empty data states
- Rename interval state to timeInterval to avoid shadowing window.setInterval
- Add debug logging to ChartTabs component
* feat: Add position tracking system for accurate trade history
- Add trader_positions table to track complete open/close trades
- Add PositionSyncManager to detect manual closes via polling
- Record position on open, update on close with PnL calculation
- Use positions table for trading stats and recent trades (replacing orders table)
- Fix TradingView chart symbol format (add .P suffix for futures)
- Fix DecisionCard wait/hold action color (gray instead of red)
- Auto-append USDT suffix for custom symbol input
* update
---------

trader/binance_futures.go

@@ -5,8 +5,8 @@ import (
 	"crypto/rand"
 	"encoding/hex"
 	"fmt"
-	"log"
 	"nofx/hook"
+	"nofx/logger"
 	"strconv"
 	"strings"
 	"sync"
@@ -80,7 +80,7 @@ func NewFuturesTrader(apiKey, secretKey string, userId string) *FuturesTrader {
 	// 设置双向持仓模式（Hedge Mode）
 	// 这是必需的，因为代码中使用了 PositionSide (LONG/SHORT)
 	if err := trader.setDualSidePosition(); err != nil {
-		log.Printf("⚠️ 设置双向持仓模式失败: %v (如果已是双向模式则忽略此警告)", err)
+		logger.Infof("⚠️ 设置双向持仓模式失败: %v (如果已是双向模式则忽略此警告)", err)
 	}
 
 	return trader
@@ -96,15 +96,15 @@ func (t *FuturesTrader) setDualSidePosition() error {
 	if err != nil {
 		// 如果错误信息包含"No need to change"，说明已经是双向持仓模式
 		if strings.Contains(err.Error(), "No need to change position side") {
-			log.Printf("  ✓ 账户已是双向持仓模式（Hedge Mode）")
+			logger.Infof("  ✓ 账户已是双向持仓模式（Hedge Mode）")
 			return nil
 		}
 		// 其他错误则返回（但在调用方不会中断初始化）
 		return err
 	}
 
-	log.Printf("  ✓ 账户已切换为双向持仓模式（Hedge Mode）")
-	log.Printf("  ℹ️  双向持仓模式允许同时持有多单和空单")
+	logger.Infof("  ✓ 账户已切换为双向持仓模式（Hedge Mode）")
+	logger.Infof("  ℹ️  双向持仓模式允许同时持有多单和空单")
 	return nil
 }
 
@@ -112,14 +112,14 @@ func (t *FuturesTrader) setDualSidePosition() error {
 func syncBinanceServerTime(client *futures.Client) {
 	serverTime, err := client.NewServerTimeService().Do(context.Background())
 	if err != nil {
-		log.Printf("⚠️ 同步币安服务器时间失败: %v", err)
+		logger.Infof("⚠️ 同步币安服务器时间失败: %v", err)
 		return
 	}
 
 	now := time.Now().UnixMilli()
 	offset := now - serverTime
 	client.TimeOffset = offset
-	log.Printf("⏱ 已同步币安服务器时间，偏移 %dms", offset)
+	logger.Infof("⏱ 已同步币安服务器时间，偏移 %dms", offset)
 }
 
 // GetBalance 获取账户余额（带缓存）
@@ -129,16 +129,16 @@ func (t *FuturesTrader) GetBalance() (map[string]interface{}, error) {
 	if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
 		cacheAge := time.Since(t.balanceCacheTime)
 		t.balanceCacheMutex.RUnlock()
-		log.Printf("✓ 使用缓存的账户余额（缓存时间: %.1f秒前）", cacheAge.Seconds())
+		logger.Infof("✓ 使用缓存的账户余额（缓存时间: %.1f秒前）", cacheAge.Seconds())
 		return t.cachedBalance, nil
 	}
 	t.balanceCacheMutex.RUnlock()
 
 	// 缓存过期或不存在，调用API
-	log.Printf("🔄 缓存过期，正在调用币安API获取账户余额...")
+	logger.Infof("🔄 缓存过期，正在调用币安API获取账户余额...")
 	account, err := t.client.NewGetAccountService().Do(context.Background())
 	if err != nil {
-		log.Printf("❌ 币安API调用失败: %v", err)
+		logger.Infof("❌ 币安API调用失败: %v", err)
 		return nil, fmt.Errorf("获取账户信息失败: %w", err)
 	}
 
@@ -147,7 +147,7 @@ func (t *FuturesTrader) GetBalance() (map[string]interface{}, error) {
 	result["availableBalance"], _ = strconv.ParseFloat(account.AvailableBalance, 64)
 	result["totalUnrealizedProfit"], _ = strconv.ParseFloat(account.TotalUnrealizedProfit, 64)
 
-	log.Printf("✓ 币安API返回: 总余额=%s, 可用=%s, 未实现盈亏=%s",
+	logger.Infof("✓ 币安API返回: 总余额=%s, 可用=%s, 未实现盈亏=%s",
 		account.TotalWalletBalance,
 		account.AvailableBalance,
 		account.TotalUnrealizedProfit)
@@ -168,13 +168,13 @@ func (t *FuturesTrader) GetPositions() ([]map[string]interface{}, error) {
 	if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
 		cacheAge := time.Since(t.positionsCacheTime)
 		t.positionsCacheMutex.RUnlock()
-		log.Printf("✓ 使用缓存的持仓信息（缓存时间: %.1f秒前）", cacheAge.Seconds())
+		logger.Infof("✓ 使用缓存的持仓信息（缓存时间: %.1f秒前）", cacheAge.Seconds())
 		return t.cachedPositions, nil
 	}
 	t.positionsCacheMutex.RUnlock()
 
 	// 缓存过期或不存在，调用API
-	log.Printf("🔄 缓存过期，正在调用币安API获取持仓信息...")
+	logger.Infof("🔄 缓存过期，正在调用币安API获取持仓信息...")
 	positions, err := t.client.NewGetPositionRiskService().Do(context.Background())
 	if err != nil {
 		return nil, fmt.Errorf("获取持仓失败: %w", err)
@@ -238,31 +238,31 @@ func (t *FuturesTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
 	if err != nil {
 		// 如果错误信息包含"No need to change"，说明仓位模式已经是目标值
 		if contains(err.Error(), "No need to change margin type") {
-			log.Printf("  ✓ %s 仓位模式已是 %s", symbol, marginModeStr)
+			logger.Infof("  ✓ %s 仓位模式已是 %s", symbol, marginModeStr)
 			return nil
 		}
 		// 如果有持仓，无法更改仓位模式，但不影响交易
 		if contains(err.Error(), "Margin type cannot be changed if there exists position") {
-			log.Printf("  ⚠️ %s 有持仓，无法更改仓位模式，继续使用当前模式", symbol)
+			logger.Infof("  ⚠️ %s 有持仓，无法更改仓位模式，继续使用当前模式", symbol)
 			return nil
 		}
 		// 检测多资产模式（错误码 -4168）
 		if contains(err.Error(), "Multi-Assets mode") || contains(err.Error(), "-4168") || contains(err.Error(), "4168") {
-			log.Printf("  ⚠️ %s 检测到多资产模式，强制使用全仓模式", symbol)
-			log.Printf("  💡 提示：如需使用逐仓模式，请在币安关闭多资产模式")
+			logger.Infof("  ⚠️ %s 检测到多资产模式，强制使用全仓模式", symbol)
+			logger.Infof("  💡 提示：如需使用逐仓模式，请在币安关闭多资产模式")
 			return nil
 		}
 		// 检测统一账户 API（Portfolio Margin）
 		if contains(err.Error(), "unified") || contains(err.Error(), "portfolio") || contains(err.Error(), "Portfolio") {
-			log.Printf("  ❌ %s 检测到统一账户 API，无法进行合约交易", symbol)
+			logger.Infof("  ❌ %s 检测到统一账户 API，无法进行合约交易", symbol)
 			return fmt.Errorf("请使用「现货与合约交易」API 权限，不要使用「统一账户 API」")
 		}
-		log.Printf("  ⚠️ 设置仓位模式失败: %v", err)
+		logger.Infof("  ⚠️ 设置仓位模式失败: %v", err)
 		// 不返回错误，让交易继续
 		return nil
 	}
 
-	log.Printf("  ✓ %s 仓位模式已设置为 %s", symbol, marginModeStr)
+	logger.Infof("  ✓ %s 仓位模式已设置为 %s", symbol, marginModeStr)
 	return nil
 }
 
@@ -284,7 +284,7 @@ func (t *FuturesTrader) SetLeverage(symbol string, leverage int) error {
 
 	// 如果当前杠杆已经是目标杠杆，跳过
 	if currentLeverage == leverage && currentLeverage > 0 {
-		log.Printf("  ✓ %s 杠杆已是 %dx，无需切换", symbol, leverage)
+		logger.Infof("  ✓ %s 杠杆已是 %dx，无需切换", symbol, leverage)
 		return nil
 	}
 
@@ -297,16 +297,16 @@ func (t *FuturesTrader) SetLeverage(symbol string, leverage int) error {
 	if err != nil {
 		// 如果错误信息包含"No need to change"，说明杠杆已经是目标值
 		if contains(err.Error(), "No need to change") {
-			log.Printf("  ✓ %s 杠杆已是 %dx", symbol, leverage)
+			logger.Infof("  ✓ %s 杠杆已是 %dx", symbol, leverage)
 			return nil
 		}
 		return fmt.Errorf("设置杠杆失败: %w", err)
 	}
 
-	log.Printf("  ✓ %s 杠杆已切换为 %dx", symbol, leverage)
+	logger.Infof("  ✓ %s 杠杆已切换为 %dx", symbol, leverage)
 
 	// 切换杠杆后等待5秒（避免冷却期错误）
-	log.Printf("  ⏱ 等待5秒冷却期...")
+	logger.Infof("  ⏱ 等待5秒冷却期...")
 	time.Sleep(5 * time.Second)
 
 	return nil
@@ -316,7 +316,7 @@ func (t *FuturesTrader) SetLeverage(symbol string, leverage int) error {
 func (t *FuturesTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
 	// 先取消该币种的所有委托单（清理旧的止损止盈单）
 	if err := t.CancelAllOrders(symbol); err != nil {
-		log.Printf("  ⚠ 取消旧委托单失败（可能没有委托单）: %v", err)
+		logger.Infof("  ⚠ 取消旧委托单失败（可能没有委托单）: %v", err)
 	}
 
 	// 设置杠杆
@@ -357,8 +357,8 @@ func (t *FuturesTrader) OpenLong(symbol string, quantity float64, leverage int)
 		return nil, fmt.Errorf("开多仓失败: %w", err)
 	}
 
-	log.Printf("✓ 开多仓成功: %s 数量: %s", symbol, quantityStr)
-	log.Printf("  订单ID: %d", order.OrderID)
+	logger.Infof("✓ 开多仓成功: %s 数量: %s", symbol, quantityStr)
+	logger.Infof("  订单ID: %d", order.OrderID)
 
 	result := make(map[string]interface{})
 	result["orderId"] = order.OrderID
@@ -371,7 +371,7 @@ func (t *FuturesTrader) OpenLong(symbol string, quantity float64, leverage int)
 func (t *FuturesTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
 	// 先取消该币种的所有委托单（清理旧的止损止盈单）
 	if err := t.CancelAllOrders(symbol); err != nil {
-		log.Printf("  ⚠ 取消旧委托单失败（可能没有委托单）: %v", err)
+		logger.Infof("  ⚠ 取消旧委托单失败（可能没有委托单）: %v", err)
 	}
 
 	// 设置杠杆
@@ -412,8 +412,8 @@ func (t *FuturesTrader) OpenShort(symbol string, quantity float64, leverage int)
 		return nil, fmt.Errorf("开空仓失败: %w", err)
 	}
 
-	log.Printf("✓ 开空仓成功: %s 数量: %s", symbol, quantityStr)
-	log.Printf("  订单ID: %d", order.OrderID)
+	logger.Infof("✓ 开空仓成功: %s 数量: %s", symbol, quantityStr)
+	logger.Infof("  订单ID: %d", order.OrderID)
 
 	result := make(map[string]interface{})
 	result["orderId"] = order.OrderID
@@ -463,11 +463,11 @@ func (t *FuturesTrader) CloseLong(symbol string, quantity float64) (map[string]i
 		return nil, fmt.Errorf("平多仓失败: %w", err)
 	}
 
-	log.Printf("✓ 平多仓成功: %s 数量: %s", symbol, quantityStr)
+	logger.Infof("✓ 平多仓成功: %s 数量: %s", symbol, quantityStr)
 
 	// 平仓后取消该币种的所有挂单（止损止盈单）
 	if err := t.CancelAllOrders(symbol); err != nil {
-		log.Printf("  ⚠ 取消挂单失败: %v", err)
+		logger.Infof("  ⚠ 取消挂单失败: %v", err)
 	}
 
 	result := make(map[string]interface{})
@@ -518,11 +518,11 @@ func (t *FuturesTrader) CloseShort(symbol string, quantity float64) (map[string]
 		return nil, fmt.Errorf("平空仓失败: %w", err)
 	}
 
-	log.Printf("✓ 平空仓成功: %s 数量: %s", symbol, quantityStr)
+	logger.Infof("✓ 平空仓成功: %s 数量: %s", symbol, quantityStr)
 
 	// 平仓后取消该币种的所有挂单（止损止盈单）
 	if err := t.CancelAllOrders(symbol); err != nil {
-		log.Printf("  ⚠ 取消挂单失败: %v", err)
+		logger.Infof("  ⚠ 取消挂单失败: %v", err)
 	}
 
 	result := make(map[string]interface{})
@@ -559,19 +559,19 @@ func (t *FuturesTrader) CancelStopLossOrders(symbol string) error {
 			if err != nil {
 				errMsg := fmt.Sprintf("订单ID %d: %v", order.OrderID, err)
 				cancelErrors = append(cancelErrors, fmt.Errorf("%s", errMsg))
-				log.Printf("  ⚠ 取消止损单失败: %s", errMsg)
+				logger.Infof("  ⚠ 取消止损单失败: %s", errMsg)
 				continue
 			}
 
 			canceledCount++
-			log.Printf("  ✓ 已取消止损单 (订单ID: %d, 类型: %s, 方向: %s)", order.OrderID, orderType, order.PositionSide)
+			logger.Infof("  ✓ 已取消止损单 (订单ID: %d, 类型: %s, 方向: %s)", order.OrderID, orderType, order.PositionSide)
 		}
 	}
 
 	if canceledCount == 0 && len(cancelErrors) == 0 {
-		log.Printf("  ℹ %s 没有止损单需要取消", symbol)
+		logger.Infof("  ℹ %s 没有止损单需要取消", symbol)
 	} else if canceledCount > 0 {
-		log.Printf("  ✓ 已取消 %s 的 %d 个止损单", symbol, canceledCount)
+		logger.Infof("  ✓ 已取消 %s 的 %d 个止损单", symbol, canceledCount)
 	}
 
 	// 如果所有取消都失败了，返回错误
@@ -609,19 +609,19 @@ func (t *FuturesTrader) CancelTakeProfitOrders(symbol string) error {
 			if err != nil {
 				errMsg := fmt.Sprintf("订单ID %d: %v", order.OrderID, err)
 				cancelErrors = append(cancelErrors, fmt.Errorf("%s", errMsg))
-				log.Printf("  ⚠ 取消止盈单失败: %s", errMsg)
+				logger.Infof("  ⚠ 取消止盈单失败: %s", errMsg)
 				continue
 			}
 
 			canceledCount++
-			log.Printf("  ✓ 已取消止盈单 (订单ID: %d, 类型: %s, 方向: %s)", order.OrderID, orderType, order.PositionSide)
+			logger.Infof("  ✓ 已取消止盈单 (订单ID: %d, 类型: %s, 方向: %s)", order.OrderID, orderType, order.PositionSide)
 		}
 	}
 
 	if canceledCount == 0 && len(cancelErrors) == 0 {
-		log.Printf("  ℹ %s 没有止盈单需要取消", symbol)
+		logger.Infof("  ℹ %s 没有止盈单需要取消", symbol)
 	} else if canceledCount > 0 {
-		log.Printf("  ✓ 已取消 %s 的 %d 个止盈单", symbol, canceledCount)
+		logger.Infof("  ✓ 已取消 %s 的 %d 个止盈单", symbol, canceledCount)
 	}
 
 	// 如果所有取消都失败了，返回错误
@@ -642,7 +642,7 @@ func (t *FuturesTrader) CancelAllOrders(symbol string) error {
 		return fmt.Errorf("取消挂单失败: %w", err)
 	}
 
-	log.Printf("  ✓ 已取消 %s 的所有挂单", symbol)
+	logger.Infof("  ✓ 已取消 %s 的所有挂单", symbol)
 	return nil
 }
 
@@ -674,20 +674,20 @@ func (t *FuturesTrader) CancelStopOrders(symbol string) error {
 				Do(context.Background())
 
 			if err != nil {
-				log.Printf("  ⚠ 取消订单 %d 失败: %v", order.OrderID, err)
+				logger.Infof("  ⚠ 取消订单 %d 失败: %v", order.OrderID, err)
 				continue
 			}
 
 			canceledCount++
-			log.Printf("  ✓ 已取消 %s 的止盈/止损单 (订单ID: %d, 类型: %s)",
+			logger.Infof("  ✓ 已取消 %s 的止盈/止损单 (订单ID: %d, 类型: %s)",
 				symbol, order.OrderID, orderType)
 		}
 	}
 
 	if canceledCount == 0 {
-		log.Printf("  ℹ %s 没有止盈/止损单需要取消", symbol)
+		logger.Infof("  ℹ %s 没有止盈/止损单需要取消", symbol)
 	} else {
-		log.Printf("  ✓ 已取消 %s 的 %d 个止盈/止损单", symbol, canceledCount)
+		logger.Infof("  ✓ 已取消 %s 的 %d 个止盈/止损单", symbol, canceledCount)
 	}
 
 	return nil
@@ -748,13 +748,14 @@ func (t *FuturesTrader) SetStopLoss(symbol string, positionSide string, quantity
 		Quantity(quantityStr).
 		WorkingType(futures.WorkingTypeContractPrice).
 		ClosePosition(true).
+		NewClientOrderID(getBrOrderID()).
 		Do(context.Background())
 
 	if err != nil {
 		return fmt.Errorf("设置止损失败: %w", err)
 	}
 
-	log.Printf("  止损价设置: %.4f", stopPrice)
+	logger.Infof("  止损价设置: %.4f", stopPrice)
 	return nil
 }
 
@@ -786,13 +787,14 @@ func (t *FuturesTrader) SetTakeProfit(symbol string, positionSide string, quanti
 		Quantity(quantityStr).
 		WorkingType(futures.WorkingTypeContractPrice).
 		ClosePosition(true).
+		NewClientOrderID(getBrOrderID()).
 		Do(context.Background())
 
 	if err != nil {
 		return fmt.Errorf("设置止盈失败: %w", err)
 	}
 
-	log.Printf("  止盈价设置: %.4f", takeProfitPrice)
+	logger.Infof("  止盈价设置: %.4f", takeProfitPrice)
 	return nil
 }
 
@@ -836,14 +838,14 @@ func (t *FuturesTrader) GetSymbolPrecision(symbol string) (int, error) {
 				if filter["filterType"] == "LOT_SIZE" {
 					stepSize := filter["stepSize"].(string)
 					precision := calculatePrecision(stepSize)
-					log.Printf("  %s 数量精度: %d (stepSize: %s)", symbol, precision, stepSize)
+					logger.Infof("  %s 数量精度: %d (stepSize: %s)", symbol, precision, stepSize)
 					return precision, nil
 				}
 			}
 		}
 	}
 
-	log.Printf("  ⚠ %s 未找到精度信息，使用默认精度3", symbol)
+	logger.Infof("  ⚠ %s 未找到精度信息，使用默认精度3", symbol)
 	return 3, nil // 默认精度为3
 }
 
@@ -915,3 +917,42 @@ func stringContains(s, substr string) bool {
 	}
 	return false
 }
+
+// GetOrderStatus 获取订单状态
+func (t *FuturesTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
+	// 将 orderID 转换为 int64
+	orderIDInt, err := strconv.ParseInt(orderID, 10, 64)
+	if err != nil {
+		return nil, fmt.Errorf("无效的订单ID: %s", orderID)
+	}
+
+	order, err := t.client.NewGetOrderService().
+		Symbol(symbol).
+		OrderID(orderIDInt).
+		Do(context.Background())
+	if err != nil {
+		return nil, fmt.Errorf("获取订单状态失败: %w", err)
+	}
+
+	// 解析成交价格
+	avgPrice, _ := strconv.ParseFloat(order.AvgPrice, 64)
+	executedQty, _ := strconv.ParseFloat(order.ExecutedQuantity, 64)
+
+	result := map[string]interface{}{
+		"orderId":     order.OrderID,
+		"symbol":      order.Symbol,
+		"status":      string(order.Status),
+		"avgPrice":    avgPrice,
+		"executedQty": executedQty,
+		"side":        string(order.Side),
+		"type":        string(order.Type),
+		"time":        order.Time,
+		"updateTime":  order.UpdateTime,
+	}
+
+	// 币安合约的手续费需要通过 GetUserTrades 获取，这里暂时不获取
+	// 后续可以通过 WebSocket 或单独查询获取
+	result["commission"] = 0.0
+
+	return result, nil
+}