Commit Graph

9 Commits

Author SHA1 Message Date
Icyoung
8383f88955 Merge pull request #433 from zhouyongyou/fix/dual-side-position-mode
fix(binance): initialize dual-side position mode to prevent code=-4061 errors
2025-11-05 16:09:37 +08:00
Icyoung
9bd5af307d Merge pull request #434 from zhouyongyou/fix/stop-loss-take-profit-separation
fix(trader): separate stop-loss and take-profit order cancellation to prevent accidental deletions
2025-11-05 16:05:00 +08:00
ZhouYongyou
22f7e8b11d fix(binance): initialize dual-side position mode to prevent code=-4061 errors
## Problem
When opening positions with explicit `PositionSide` parameter (LONG/SHORT), Binance API returned **code=-4061** error:
```
"No need to change position side."
"code":-4061
```

**Root cause:**
- Binance accounts default to **single-side position mode** ("One-Way Mode")
- In this mode, `PositionSide` parameter is **not allowed**
- Code使用了 `PositionSide` 參數 (LONG/SHORT),但帳戶未啟用雙向持倉模式

**Position Mode Comparison:**
| Mode | PositionSide Required | Can Hold Long+Short Simultaneously |
|------|----------------------|------------------------------------|
| One-Way (default) |  No |  No |
| Hedge Mode |  **Required** |  Yes |

## Solution

### 1. Added setDualSidePosition() function
Automatically enables Hedge Mode during trader initialization:

```go
func (t *FuturesTrader) setDualSidePosition() error {
    err := t.client.NewChangePositionModeService().
        DualSide(true). // Enable Hedge Mode
        Do(context.Background())

    if err != nil {
        // Ignore "No need to change" error (already in Hedge Mode)
        if strings.Contains(err.Error(), "No need to change position side") {
            log.Printf("✓ Account already in Hedge Mode")
            return nil
        }
        return err
    }

    log.Printf("✓ Switched to Hedge Mode")
    return nil
}
```

### 2. Called in NewFuturesTrader()
Runs automatically when creating trader instance:

```go
func NewFuturesTrader(apiKey, secretKey string) *FuturesTrader {
    trader := &FuturesTrader{...}

    // Initialize Hedge Mode
    if err := trader.setDualSidePosition(); err != nil {
        log.Printf("⚠️ Failed to set Hedge Mode: %v", err)
    }

    return trader
}
```

## Impact
-  Prevents code=-4061 errors when opening positions
-  Enables simultaneous long+short positions (if needed)
-  Fails gracefully if account already in Hedge Mode
- ⚠️ **One-time change**: Once enabled, cannot revert to One-Way Mode with open positions

## Testing
-  Compiles successfully
- ⚠️ Requires Binance testnet/mainnet validation:
  - [ ] First initialization → switches to Hedge Mode
  - [ ] Subsequent initializations → ignores "No need to change" error
  - [ ] Open long position with PositionSide=LONG → succeeds
  - [ ] Open short position with PositionSide=SHORT → succeeds

## Code Changes
```
trader/binance_futures.go:
- Line 3-12: Added strings import
- Line 33-47: Modified NewFuturesTrader() to call setDualSidePosition()
- Line 49-69: New function setDualSidePosition()
Total: +25 lines
```

## References
- Binance Futures API: https://binance-docs.github.io/apidocs/futures/en/#change-position-mode-trade
- Error code=-4061: "No need to change position side."
- PositionSide ENUM: BOTH (One-Way) | LONG | SHORT (Hedge Mode)
2025-11-04 19:07:58 +08:00
ZhouYongyou
b6ed2c3bcb fix(trader): separate stop-loss and take-profit order cancellation to prevent accidental deletions
## Problem
When adjusting stop-loss or take-profit levels, `CancelStopOrders()` deleted BOTH stop-loss AND take-profit orders simultaneously, causing:
- **Adjusting stop-loss** → Take-profit order deleted → Position has no exit plan 
- **Adjusting take-profit** → Stop-loss order deleted → Position unprotected 

**Root cause:**
```go
CancelStopOrders(symbol) {
  // Cancelled ALL orders with type STOP_MARKET or TAKE_PROFIT_MARKET
  // No distinction between stop-loss and take-profit
}
```

## Solution

### 1. Added new interface methods (trader/interface.go)
```go
CancelStopLossOrders(symbol string) error      // Only cancel stop-loss orders
CancelTakeProfitOrders(symbol string) error    // Only cancel take-profit orders
CancelStopOrders(symbol string) error          // Deprecated (cancels both)
```

### 2. Implemented for all 3 exchanges

**Binance (trader/binance_futures.go)**:
- `CancelStopLossOrders`: Filters `OrderTypeStopMarket | OrderTypeStop`
- `CancelTakeProfitOrders`: Filters `OrderTypeTakeProfitMarket | OrderTypeTakeProfit`
- Full order type differentiation 

**Hyperliquid (trader/hyperliquid_trader.go)**:
- ⚠️ Limitation: SDK's OpenOrder struct doesn't expose trigger field
- Both methods call `CancelStopOrders` (cancels all pending orders)
- Trade-off: Safe but less precise

**Aster (trader/aster_trader.go)**:
- `CancelStopLossOrders`: Filters `STOP_MARKET | STOP`
- `CancelTakeProfitOrders`: Filters `TAKE_PROFIT_MARKET | TAKE_PROFIT`
- Full order type differentiation 

### 3. Usage in auto_trader.go
When `update_stop_loss` or `update_take_profit` actions are implemented, they will use:
```go
// update_stop_loss:
at.trader.CancelStopLossOrders(symbol)  // Only cancel SL, keep TP
at.trader.SetStopLoss(...)

// update_take_profit:
at.trader.CancelTakeProfitOrders(symbol)  // Only cancel TP, keep SL
at.trader.SetTakeProfit(...)
```

## Impact
-  Adjusting stop-loss no longer deletes take-profit
-  Adjusting take-profit no longer deletes stop-loss
-  Backward compatible: `CancelStopOrders` still exists (deprecated)
- ⚠️ Hyperliquid limitation: still cancels all orders (SDK constraint)

## Testing
-  Compiles successfully across all 3 exchanges
- ⚠️ Requires live testing:
  - [ ] Binance: Adjust SL → verify TP remains
  - [ ] Binance: Adjust TP → verify SL remains
  - [ ] Hyperliquid: Verify behavior with limitation
  - [ ] Aster: Verify order filtering works correctly

## Code Changes
```
trader/interface.go: +9 lines (new interface methods)
trader/binance_futures.go: +133 lines (3 new functions)
trader/hyperliquid_trader.go: +56 lines (3 new functions)
trader/aster_trader.go: +157 lines (3 new functions)
Total: +355 lines
```
2025-11-04 19:05:54 +08:00
ZhouYongyou
21f84824a0 修復關鍵缺陷:添加 CancelStopOrders 方法避免多個止損單共存
問題:
- 調整止損/止盈時,直接調用 SetStopLoss/SetTakeProfit 會創建新訂單
- 但舊的止損/止盈單仍然存在,導致多個訂單共存
- 可能造成意外觸發或訂單衝突

解決方案(參考 PR #197):
1. 在 Trader 接口添加 CancelStopOrders 方法
2. 為三個交易所實現:
   - binance_futures.go: 過濾 STOP_MARKET/TAKE_PROFIT_MARKET 類型
   - aster_trader.go: 同樣邏輯
   - hyperliquid_trader.go: 過濾 trigger 訂單(有 triggerPx)
3. 在 executeUpdateStopLossWithRecord 和 executeUpdateTakeProfitWithRecord 中:
   - 先調用 CancelStopOrders 取消舊單
   - 然後設置新止損/止盈
   - 取消失敗不中斷執行(記錄警告)

優勢:
-  避免多個止損單同時存在
-  保留我們的價格驗證邏輯
-  保留執行價格記錄
-  詳細錯誤信息
-  取消失敗時繼續執行(更健壯)

測試建議:
- 開倉後調整止損,檢查舊止損單是否被取消
- 連續調整兩次,確認只有最新止損單存在

致謝:參考 PR #197 的實現思路
2025-11-04 16:40:23 +08:00
hzb1115
febf7f5f33 style(backend): go fmt code 2025-11-03 17:22:11 +00:00
icy
56a6d7e5a7 Add MarginMode configration 2025-10-31 13:14:24 +08:00
SkywalkerJi
27bd26c8a6 Reduce the request frequency to the Binance API and add backend caching. 2025-10-30 14:01:06 +08:00
tinkle-community
8d3981fd3e Initial commit: NOFX AI Trading System
- Multi-AI competition mode (Qwen vs DeepSeek)
- Binance Futures integration
- AI self-learning mechanism
- Professional web dashboard
- Complete risk management system
2025-10-28 15:47:34 +08:00