package market import ( "encoding/json" "fmt" "log" "nofx/pool" "strings" "time" ) // PositionInfo 持仓信息 type PositionInfo struct { Symbol string `json:"symbol"` Side string `json:"side"` // "long" or "short" EntryPrice float64 `json:"entry_price"` MarkPrice float64 `json:"mark_price"` Quantity float64 `json:"quantity"` Leverage int `json:"leverage"` UnrealizedPnL float64 `json:"unrealized_pnl"` UnrealizedPnLPct float64 `json:"unrealized_pnl_pct"` LiquidationPrice float64 `json:"liquidation_price"` MarginUsed float64 `json:"margin_used"` } // AccountInfo 账户信息 type AccountInfo struct { TotalEquity float64 `json:"total_equity"` // 账户净值 AvailableBalance float64 `json:"available_balance"` // 可用余额 TotalPnL float64 `json:"total_pnl"` // 总盈亏 TotalPnLPct float64 `json:"total_pnl_pct"` // 总盈亏百分比 MarginUsed float64 `json:"margin_used"` // 已用保证金 MarginUsedPct float64 `json:"margin_used_pct"` // 保证金使用率 PositionCount int `json:"position_count"` // 持仓数量 } // CandidateCoin 候选币种(来自币种池) type CandidateCoin struct { Symbol string `json:"symbol"` Sources []string `json:"sources"` // 来源: "ai500" 和/或 "oi_top" } // OITopData 持仓量增长Top数据(用于AI决策参考) type OITopData struct { Rank int // OI Top排名 OIDeltaPercent float64 // 持仓量变化百分比(1小时) OIDeltaValue float64 // 持仓量变化价值 PriceDeltaPercent float64 // 价格变化百分比 NetLong float64 // 净多仓 NetShort float64 // 净空仓 } // TradingContext 交易上下文(传递给AI的完整信息) type TradingContext struct { CurrentTime string `json:"current_time"` RuntimeMinutes int `json:"runtime_minutes"` CallCount int `json:"call_count"` Account AccountInfo `json:"account"` Positions []PositionInfo `json:"positions"` CandidateCoins []CandidateCoin `json:"candidate_coins"` MarketDataMap map[string]*MarketData `json:"-"` // 不序列化,但内部使用 OITopDataMap map[string]*OITopData `json:"-"` // OI Top数据映射 Performance interface{} `json:"-"` // 历史表现分析(logger.PerformanceAnalysis) } // TradingDecision AI的交易决策 type TradingDecision struct { Symbol string `json:"symbol"` Action string `json:"action"` // "open_long", "open_short", "close_long", "close_short", "hold", "wait" Leverage int `json:"leverage,omitempty"` PositionSizeUSD float64 `json:"position_size_usd,omitempty"` StopLoss float64 `json:"stop_loss,omitempty"` TakeProfit float64 `json:"take_profit,omitempty"` Reasoning string `json:"reasoning"` } // AIFullDecision AI的完整决策(包含思维链) type AIFullDecision struct { CoTTrace string `json:"cot_trace"` // 思维链分析 Decisions []TradingDecision `json:"decisions"` // 具体决策列表 Timestamp time.Time `json:"timestamp"` } // GetFullTradingDecision 获取AI的完整交易决策(批量分析所有币种和持仓) func GetFullTradingDecision(ctx *TradingContext) (*AIFullDecision, error) { // 1. 为所有币种获取市场数据 if err := fetchMarketDataForContext(ctx); err != nil { return nil, fmt.Errorf("获取市场数据失败: %w", err) } // 2. 构建AI提示 prompt := buildFullDecisionPrompt(ctx) // 3. 调用AI API aiResponse, err := callDeepSeekAPI(prompt) if err != nil { return nil, fmt.Errorf("调用AI API失败: %w", err) } // 4. 解析AI响应 decision, err := parseFullDecisionResponse(aiResponse, ctx.Account.TotalEquity) if err != nil { return nil, fmt.Errorf("解析AI响应失败: %w", err) } decision.Timestamp = time.Now() return decision, nil } // fetchMarketDataForContext 为上下文中的所有币种获取市场数据和OI数据 func fetchMarketDataForContext(ctx *TradingContext) error { ctx.MarketDataMap = make(map[string]*MarketData) ctx.OITopDataMap = make(map[string]*OITopData) // 收集所有需要获取数据的币种 symbolSet := make(map[string]bool) // 1. 优先获取持仓币种的数据(这是必须的) for _, pos := range ctx.Positions { symbolSet[pos.Symbol] = true } // 2. 候选币种数量根据账户状态动态调整 maxCandidates := calculateMaxCandidates(ctx) for i, coin := range ctx.CandidateCoins { if i >= maxCandidates { break } symbolSet[coin.Symbol] = true } // 并发获取市场数据 // 持仓币种集合(用于判断是否跳过OI检查) positionSymbols := make(map[string]bool) for _, pos := range ctx.Positions { positionSymbols[pos.Symbol] = true } for symbol := range symbolSet { data, err := GetMarketData(symbol) if err != nil { // 单个币种失败不影响整体,只记录错误 continue } // ⚠️ 流动性过滤:持仓价值低于15M USD的币种不做(多空都不做) // 持仓价值 = 持仓量 × 当前价格 // 但现有持仓必须保留(需要决策是否平仓) isExistingPosition := positionSymbols[symbol] if !isExistingPosition && data.OpenInterest != nil && data.CurrentPrice > 0 { // 计算持仓价值(USD)= 持仓量 × 当前价格 oiValue := data.OpenInterest.Latest * data.CurrentPrice oiValueInMillions := oiValue / 1_000_000 // 转换为百万美元单位 if oiValueInMillions < 15 { log.Printf("⚠️ %s 持仓价值过低(%.2fM USD < 15M),跳过此币种 [持仓量:%.0f × 价格:%.4f]", symbol, oiValueInMillions, data.OpenInterest.Latest, data.CurrentPrice) continue } } ctx.MarketDataMap[symbol] = data } // 加载OI Top数据(不影响主流程) oiPositions, err := pool.GetOITopPositions() if err == nil { for _, pos := range oiPositions { // 标准化符号匹配 symbol := pos.Symbol ctx.OITopDataMap[symbol] = &OITopData{ Rank: pos.Rank, OIDeltaPercent: pos.OIDeltaPercent, OIDeltaValue: pos.OIDeltaValue, PriceDeltaPercent: pos.PriceDeltaPercent, NetLong: pos.NetLong, NetShort: pos.NetShort, } } } return nil } // calculateMaxCandidates 根据账户状态计算需要分析的候选币种数量 func calculateMaxCandidates(ctx *TradingContext) int { // 直接返回候选池的全部币种数量 // 因为候选池已经在 auto_trader.go 中筛选过了 // 固定分析前20个评分最高的币种(来自AI500) return len(ctx.CandidateCoins) } // buildFullDecisionPrompt 构建完整的AI决策提示 func buildFullDecisionPrompt(ctx *TradingContext) string { var sb strings.Builder sb.WriteString("# 🤖 加密货币交易AI竞赛系统\n\n") sb.WriteString("你是专业的加密货币交易AI,根据市场数据自主决策,做多做空均可。\n\n") // 添加BTC市场趋势 sb.WriteString("## 🌍 BTC市场趋势\n") if btcData, hasBTC := ctx.MarketDataMap["BTCUSDT"]; hasBTC { sb.WriteString(fmt.Sprintf("- 价格: %.2f | 1h: %+.2f%% | 4h: %+.2f%%\n", btcData.CurrentPrice, btcData.PriceChange1h, btcData.PriceChange4h)) sb.WriteString(fmt.Sprintf("- MACD: %.4f | RSI: %.2f | 资金费率: %.6f\n\n", btcData.CurrentMACD, btcData.CurrentRSI7, btcData.FundingRate)) } else { sb.WriteString("BTC数据暂无\n\n") } // 系统状态 sb.WriteString("## 📊 系统状态\n") sb.WriteString(fmt.Sprintf("- **当前时间**: %s\n", ctx.CurrentTime)) sb.WriteString(fmt.Sprintf("- **运行时长**: %d 分钟\n", ctx.RuntimeMinutes)) sb.WriteString(fmt.Sprintf("- **调用次数**: 第 %d 次\n\n", ctx.CallCount)) // 账户信息 sb.WriteString("## 💰 账户信息\n") sb.WriteString(fmt.Sprintf("- **账户净值**: %.2f USDT\n", ctx.Account.TotalEquity)) sb.WriteString(fmt.Sprintf("- **可用余额**: %.2f USDT (%.1f%%)\n", ctx.Account.AvailableBalance, (ctx.Account.AvailableBalance/ctx.Account.TotalEquity)*100)) sb.WriteString(fmt.Sprintf("- **总盈亏**: %.2f USDT (%+.2f%%)\n", ctx.Account.TotalPnL, ctx.Account.TotalPnLPct)) sb.WriteString(fmt.Sprintf("- **已用保证金**: %.2f USDT (%.1f%%)\n", ctx.Account.MarginUsed, ctx.Account.MarginUsedPct)) sb.WriteString(fmt.Sprintf("- **持仓数量**: %d\n\n", ctx.Account.PositionCount)) // 当前持仓详情 if len(ctx.Positions) > 0 { sb.WriteString("## 📈 当前持仓\n") for i, pos := range ctx.Positions { sb.WriteString(fmt.Sprintf("\n### 持仓 #%d: %s %s\n", i+1, pos.Symbol, strings.ToUpper(pos.Side))) sb.WriteString(fmt.Sprintf("- **入场价**: %.4f USDT\n", pos.EntryPrice)) sb.WriteString(fmt.Sprintf("- **当前价**: %.4f USDT\n", pos.MarkPrice)) sb.WriteString(fmt.Sprintf("- **数量**: %.4f\n", pos.Quantity)) sb.WriteString(fmt.Sprintf("- **杠杆**: %dx\n", pos.Leverage)) sb.WriteString(fmt.Sprintf("- **未实现盈亏**: %.2f USDT (%+.2f%%)\n", pos.UnrealizedPnL, pos.UnrealizedPnLPct)) sb.WriteString(fmt.Sprintf("- **强平价**: %.4f USDT\n", pos.LiquidationPrice)) sb.WriteString(fmt.Sprintf("- **占用保证金**: %.2f USDT\n", pos.MarginUsed)) // 添加市场数据 if marketData, ok := ctx.MarketDataMap[pos.Symbol]; ok { sb.WriteString(formatMarketDataBrief(marketData)) } } sb.WriteString("\n") } else { sb.WriteString("## 📈 当前持仓\n") sb.WriteString("暂无持仓\n\n") } // 候选币种池 sb.WriteString("## 🎯 候选币种池\n") sb.WriteString(fmt.Sprintf("共 %d 个币种(已过滤持仓价值<15M USD的低流动性币种)\n\n", len(ctx.MarketDataMap))) displayedCount := 0 for _, coin := range ctx.CandidateCoins { // 只显示已获取市场数据的币种 marketData, hasData := ctx.MarketDataMap[coin.Symbol] if !hasData { continue } displayedCount++ // 显示币种来源标签 - 使用圆括号避免与JSON混淆 sourceTags := "" hasAI500 := false hasOITop := false for _, source := range coin.Sources { if source == "ai500" { hasAI500 = true } else if source == "oi_top" { hasOITop = true } } if hasAI500 && hasOITop { sourceTags = "(AI500+OI_Top双重信号)" } else if hasAI500 { sourceTags = "(AI500高评分)" } else if hasOITop { sourceTags = "(OI_Top持仓增长)" } sb.WriteString(fmt.Sprintf("\n### 币种 #%d: %s %s\n", displayedCount, coin.Symbol, sourceTags)) sb.WriteString(formatMarketDataBrief(marketData)) // 如果有OI Top数据,也显示出来 if oiTopData, hasOI := ctx.OITopDataMap[coin.Symbol]; hasOI { sb.WriteString(fmt.Sprintf("**市场热度数据** (OI Top排名 #%d):\n", oiTopData.Rank)) sb.WriteString(fmt.Sprintf(" - 持仓量1h变化: %+.2f%% (价值: $%.0f)\n", oiTopData.OIDeltaPercent, oiTopData.OIDeltaValue)) sb.WriteString(fmt.Sprintf(" - 价格1h变化: %+.2f%% | 净多仓: %.0f | 净空仓: %.0f\n", oiTopData.PriceDeltaPercent, oiTopData.NetLong, oiTopData.NetShort)) } } // 添加历史表现反馈(如果有) if ctx.Performance != nil { sb.WriteString(formatPerformanceFeedback(ctx.Performance)) } // AI决策要求 sb.WriteString("## 🎯 任务\n\n") sb.WriteString("分析市场数据,自主决策:\n") sb.WriteString("1. 评估现有持仓 → 持有或平仓\n") sb.WriteString(fmt.Sprintf("2. 从%d个候选币种中找交易机会\n", len(ctx.MarketDataMap))) sb.WriteString("3. 开新仓(如果有机会)\n\n") sb.WriteString("## 📋 规则\n\n") sb.WriteString(fmt.Sprintf("1. **单币种仓位上限**: 山寨币≤%.0f USDT | BTC/ETH≤%.0f USDT\n", ctx.Account.TotalEquity*1.5, ctx.Account.TotalEquity*10)) sb.WriteString("2. **杠杆**: 山寨币=20倍 | BTC/ETH=50倍\n") sb.WriteString("3. **保证金上限**: 总使用率≤90%%\n") sb.WriteString("4. **风险回报比**: ≥1:2\n\n") sb.WriteString("### 📤 输出格式\n\n") sb.WriteString("**思维链分析** (纯文本)\n") sb.WriteString("- 分析持仓 → 找新机会 → 账户检查\n") sb.WriteString("- **最后必须列出最终决策摘要**(例如:持有XX,平仓XX,开多XX,开空XX)\n\n") sb.WriteString("---\n\n") sb.WriteString("**决策JSON** (不要用```标记)\n") sb.WriteString("[\n") sb.WriteString(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_long\", \"leverage\": 50, \"position_size_usd\": 15000, \"stop_loss\": 92000, \"take_profit\": 98000, \"reasoning\": \"突破做多\"},\n") sb.WriteString(" {\"symbol\": \"ETHUSDT\", \"action\": \"hold\", \"reasoning\": \"持续观察\"}\n") sb.WriteString("]\n\n") sb.WriteString("**action类型**: open_long | open_short | close_long | close_short | hold | wait\n") sb.WriteString("**开仓必填**: leverage, position_size_usd, stop_loss, take_profit\n") sb.WriteString("**position_size_usd**: 仓位价值(非保证金),保证金=position_size_usd/leverage\n\n") sb.WriteString("### 📝 完整示例\n\n") // 简化示例仓位(使用新的仓位上限) btcSize := ctx.Account.TotalEquity * 8 // BTC示例:8倍净值(不超过10倍上限) altSize := ctx.Account.TotalEquity * 1 // 山寨币示例:1倍净值(不超过1.5倍上限) sb.WriteString("**思维链**:\n") sb.WriteString("当前持仓:ETHUSDT多头盈利+2.3%,趋势良好继续持有。\n") sb.WriteString("新机会:BTC突破上涨,MACD金叉,资金费率低,做多信号强。\n") sb.WriteString(" SOLUSDT回调至支撑位,出现反弹信号,可小仓位做多。\n") sb.WriteString("账户:可用余额充足,保证金使用率32%,可分散开仓。\n") sb.WriteString("**最终决策**:持有ETHUSDT,开多BTCUSDT(8倍净值),开多SOLUSDT(1倍净值)。\n\n") sb.WriteString("---\n\n") sb.WriteString("[\n") sb.WriteString(" {\"symbol\": \"ETHUSDT\", \"action\": \"hold\", \"reasoning\": \"盈利良好,趋势延续\"},\n") sb.WriteString(fmt.Sprintf(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_long\", \"leverage\": 50, \"position_size_usd\": %.0f, \"stop_loss\": 92000, \"take_profit\": 98000, \"reasoning\": \"突破做多\"},\n", btcSize)) sb.WriteString(fmt.Sprintf(" {\"symbol\": \"SOLUSDT\", \"action\": \"open_long\", \"leverage\": 20, \"position_size_usd\": %.0f, \"stop_loss\": 180, \"take_profit\": 210, \"reasoning\": \"支撑位反弹\"}\n", altSize)) sb.WriteString("]\n\n") sb.WriteString("现在请开始分析并给出你的决策!\n") return sb.String() } // formatPerformanceFeedback 格式化历史表现反馈 func formatPerformanceFeedback(perfInterface interface{}) string { // 类型断言(避免循环依赖,使用interface{}) type TradeOutcome struct { Symbol string Side string OpenPrice float64 ClosePrice float64 PnL float64 PnLPct float64 Duration string } type SymbolPerformance struct { Symbol string TotalTrades int WinningTrades int LosingTrades int WinRate float64 TotalPnL float64 AvgPnL float64 } type PerformanceAnalysis struct { TotalTrades int WinningTrades int LosingTrades int WinRate float64 AvgWin float64 AvgLoss float64 ProfitFactor float64 RecentTrades []TradeOutcome SymbolStats map[string]*SymbolPerformance BestSymbol string WorstSymbol string } // 使用JSON转换进行类型转换(避免直接类型断言) jsonData, _ := json.Marshal(perfInterface) var perf PerformanceAnalysis if err := json.Unmarshal(jsonData, &perf); err != nil { return "" } var sb strings.Builder sb.WriteString("## 📊 历史表现反馈\n\n") if perf.TotalTrades == 0 { sb.WriteString("暂无历史交易数据\n\n") return sb.String() } // 整体统计 sb.WriteString("### 整体表现\n") sb.WriteString(fmt.Sprintf("- **总交易数**: %d 笔 (盈利: %d | 亏损: %d)\n", perf.TotalTrades, perf.WinningTrades, perf.LosingTrades)) sb.WriteString(fmt.Sprintf("- **胜率**: %.1f%%\n", perf.WinRate)) sb.WriteString(fmt.Sprintf("- **平均盈利**: +%.2f%% | 平均亏损: %.2f%%\n", perf.AvgWin, perf.AvgLoss)) if perf.ProfitFactor > 0 { sb.WriteString(fmt.Sprintf("- **盈亏比**: %.2f:1\n", perf.ProfitFactor)) } sb.WriteString("\n") // 最近交易 if len(perf.RecentTrades) > 0 { sb.WriteString("### 最近交易\n") displayCount := len(perf.RecentTrades) if displayCount > 5 { displayCount = 5 } for i := 0; i < displayCount; i++ { trade := perf.RecentTrades[i] outcome := "✓" if trade.PnL < 0 { outcome = "✗" } sb.WriteString(fmt.Sprintf("%d. %s %s: %.4f → %.4f = %+.2f%% %s\n", i+1, trade.Symbol, strings.ToUpper(trade.Side), trade.OpenPrice, trade.ClosePrice, trade.PnLPct, outcome)) } sb.WriteString("\n") } // 币种表现(显示前3个最好和最差) if len(perf.SymbolStats) > 0 { sb.WriteString("### 币种表现\n") if perf.BestSymbol != "" { if stats, exists := perf.SymbolStats[perf.BestSymbol]; exists { sb.WriteString(fmt.Sprintf("- **最佳**: %s (胜率%.0f%%, 平均%+.2f%%)\n", stats.Symbol, stats.WinRate, stats.AvgPnL)) } } if perf.WorstSymbol != "" { if stats, exists := perf.SymbolStats[perf.WorstSymbol]; exists { sb.WriteString(fmt.Sprintf("- **最差**: %s (胜率%.0f%%, 平均%+.2f%%)\n", stats.Symbol, stats.WinRate, stats.AvgPnL)) } } sb.WriteString("\n") } return sb.String() } // formatMarketDataBrief 格式化市场数据(简洁版) func formatMarketDataBrief(data *MarketData) string { var sb strings.Builder sb.WriteString("**市场数据** (3分钟线):\n") sb.WriteString(fmt.Sprintf(" - 价格: %.4f | 1h变化: %+.2f%% | 4h变化: %+.2f%% (%s)\n", data.CurrentPrice, data.PriceChange1h, data.PriceChange4h, priceTrend(data.PriceChange1h, data.PriceChange4h))) sb.WriteString(fmt.Sprintf(" - EMA20: %.4f (%s) | MACD: %.4f (%s) | RSI(7): %.2f (%s)\n", data.CurrentEMA20, pricePosition(data.CurrentPrice, data.CurrentEMA20), data.CurrentMACD, macdTrend(data.CurrentMACD), data.CurrentRSI7, rsiStatus(data.CurrentRSI7))) if data.OpenInterest != nil { oiChange := ((data.OpenInterest.Latest - data.OpenInterest.Average) / data.OpenInterest.Average) * 100 fundingSignal := fundingRateSignal(data.FundingRate) sb.WriteString(fmt.Sprintf(" - 持仓量: %+.2f%% | 资金费率: %.6f (%s)\n", oiChange, data.FundingRate, fundingSignal)) } return sb.String() } // parseFullDecisionResponse 解析AI的完整决策响应 func parseFullDecisionResponse(aiResponse string, accountEquity float64) (*AIFullDecision, error) { // 1. 提取 cot_trace(思维链) cotTrace := extractCoTTrace(aiResponse) // 2. 提取 JSON 决策列表 decisions, err := extractDecisions(aiResponse) if err != nil { // 即使JSON解析失败,也返回思维链 return &AIFullDecision{ CoTTrace: cotTrace, Decisions: []TradingDecision{}, }, fmt.Errorf("提取决策失败: %w\n\n=== AI思维链分析 ===\n%s", err, cotTrace) } // 3. 验证决策(包含仓位价值上限检查) if err := validateDecisions(decisions, accountEquity); err != nil { // 验证失败时,也返回思维链和决策,但标记为错误 return &AIFullDecision{ CoTTrace: cotTrace, Decisions: decisions, }, fmt.Errorf("决策验证失败: %w\n\n=== AI思维链分析 ===\n%s", err, cotTrace) } return &AIFullDecision{ CoTTrace: cotTrace, Decisions: decisions, }, nil } // extractCoTTrace 提取思维链分析 func extractCoTTrace(response string) string { // 查找JSON数组的开始位置 jsonStart := strings.Index(response, "[") if jsonStart > 0 { // 思维链是JSON数组之前的内容 return strings.TrimSpace(response[:jsonStart]) } // 如果找不到JSON,整个响应都是思维链 return strings.TrimSpace(response) } // extractDecisions 提取JSON决策列表 func extractDecisions(response string) ([]TradingDecision, error) { // 直接查找JSON数组 - 找第一个完整的JSON数组 arrayStart := strings.Index(response, "[") if arrayStart == -1 { return nil, fmt.Errorf("无法找到JSON数组起始") } // 从 [ 开始,匹配括号找到对应的 ] arrayEnd := findMatchingBracket(response, arrayStart) if arrayEnd == -1 { return nil, fmt.Errorf("无法找到JSON数组结束") } jsonContent := strings.TrimSpace(response[arrayStart : arrayEnd+1]) // 解析JSON var decisions []TradingDecision if err := json.Unmarshal([]byte(jsonContent), &decisions); err != nil { return nil, fmt.Errorf("JSON解析失败: %w\nJSON内容: %s", err, jsonContent) } return decisions, nil } // validateDecisions 验证所有决策(需要账户信息) func validateDecisions(decisions []TradingDecision, accountEquity float64) error { for i, decision := range decisions { if err := validateDecision(&decision, accountEquity); err != nil { return fmt.Errorf("决策 #%d 验证失败: %w", i+1, err) } } return nil } // findMatchingBracket 查找匹配的右括号 func findMatchingBracket(s string, start int) int { if start >= len(s) || s[start] != '[' { return -1 } depth := 0 for i := start; i < len(s); i++ { switch s[i] { case '[': depth++ case ']': depth-- if depth == 0 { return i } } } return -1 } // validateDecision 验证单个决策的有效性 func validateDecision(d *TradingDecision, accountEquity float64) error { // 验证action validActions := map[string]bool{ "open_long": true, "open_short": true, "close_long": true, "close_short": true, "hold": true, "wait": true, } if !validActions[d.Action] { return fmt.Errorf("无效的action: %s", d.Action) } // 开仓操作必须提供完整参数 if d.Action == "open_long" || d.Action == "open_short" { // 根据币种判断杠杆上限和仓位价值上限 maxLeverage := 20 // 山寨币固定20倍 maxPositionValue := accountEquity * 1.5 // 山寨币最多1.5倍账户净值 if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" { maxLeverage = 50 // BTC和ETH固定50倍 maxPositionValue = accountEquity * 10 // BTC/ETH最多10倍账户净值 } if d.Leverage <= 0 || d.Leverage > maxLeverage { return fmt.Errorf("杠杆必须在1-%d之间(%s): %d", maxLeverage, d.Symbol, d.Leverage) } if d.PositionSizeUSD <= 0 { return fmt.Errorf("仓位大小必须大于0: %.2f", d.PositionSizeUSD) } // 验证仓位价值上限(加1%容差以避免浮点数精度问题) tolerance := maxPositionValue * 0.01 // 1%容差 if d.PositionSizeUSD > maxPositionValue+tolerance { if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" { return fmt.Errorf("BTC/ETH单币种仓位价值不能超过%.0f USDT(10倍账户净值),实际: %.0f", maxPositionValue, d.PositionSizeUSD) } else { return fmt.Errorf("山寨币单币种仓位价值不能超过%.0f USDT(1.5倍账户净值),实际: %.0f", maxPositionValue, d.PositionSizeUSD) } } if d.StopLoss <= 0 || d.TakeProfit <= 0 { return fmt.Errorf("止损和止盈必须大于0") } // 验证止损止盈的合理性 if d.Action == "open_long" { if d.StopLoss >= d.TakeProfit { return fmt.Errorf("做多时止损价必须小于止盈价") } } else { if d.StopLoss <= d.TakeProfit { return fmt.Errorf("做空时止损价必须大于止盈价") } } } return nil }