From 1cb5c268c529cf98dcd244868bd368632e4f3256 Mon Sep 17 00:00:00 2001
From: ZhouYongyou <128128010+zhouyongyou@users.noreply.github.com>
Date: Wed, 5 Nov 2025 01:13:06 +0800
Subject: [PATCH] =?UTF-8?q?fix(trader+decision):=20prevent=20quantity=3D0?=
 =?UTF-8?q?=20error=20with=20min=20notional=20checks=20User=20encountered?=
 =?UTF-8?q?=20API=20error=20when=20opening=20BTC=20position:=20-=20Account?=
 =?UTF-8?q?=20equity:=209.20=20USDT=20-=20AI=20suggested:=20~7.36=20USDT?=
 =?UTF-8?q?=20position=20-=20Error:=20`code=3D-4003,=20msg=3DQuantity=20le?=
 =?UTF-8?q?ss=20than=20or=20equal=20to=20zero.`=20```=20quantity=20=3D=207?=
 =?UTF-8?q?.36=20/=20101808.2=20=E2=89=88=200.00007228=20BTC=20formatted?=
 =?UTF-8?q?=20(%.3f)=20=E2=86=92=20"0.000"=20=E2=9D=8C=20Rounded=20down=20?=
 =?UTF-8?q?to=200!=20```=20BTCUSDT=20precision=20is=203=20decimals=20(step?=
 =?UTF-8?q?Size=3D0.001),=20causing=20small=20quantities=20to=20round=20to?=
 =?UTF-8?q?=200.=20-=20=E2=9C=85=20CloseLong()=20and=20CloseShort()=20have?=
 =?UTF-8?q?=20CheckMinNotional()=20-=20=E2=9D=8C=20OpenLong()=20and=20Open?=
 =?UTF-8?q?Short()=20**missing**=20CheckMinNotional()=20-=20AI=20could=20s?=
 =?UTF-8?q?uggest=20position=5Fsize=5Fusd=20<=20minimum=20notional=20value?=
 =?UTF-8?q?=20-=20No=20validation=20prevented=20tiny=20positions=20that=20?=
 =?UTF-8?q?would=20fail=20---=20**OpenLong()=20and=20OpenShort()**=20-=20A?=
 =?UTF-8?q?dded=20two=20checks:=20```go=20//=20=E2=9C=85=20Check=20if=20fo?=
 =?UTF-8?q?rmatted=20quantity=20became=200=20(rounding=20issue)=20quantity?=
 =?UTF-8?q?Float,=20=5F=20:=3D=20strconv.ParseFloat(quantityStr,=2064)=20i?=
 =?UTF-8?q?f=20quantityFloat=20<=3D=200=20{=20=20=20=20=20return=20error("?=
 =?UTF-8?q?Quantity=20too=20small,=20formatted=20to=200...")=20}=20//=20?=
 =?UTF-8?q?=E2=9C=85=20Check=20minimum=20notional=20value=20(Binance=20req?=
 =?UTF-8?q?uires=20=E2=89=A510=20USDT)=20if=20err=20:=3D=20t.CheckMinNotio?=
 =?UTF-8?q?nal(symbol,=20quantityFloat);=20err=20!=3D=20nil=20{=20=20=20?=
 =?UTF-8?q?=20=20return=20err=20}=20```=20**Impact**:=20Prevents=20API=20e?=
 =?UTF-8?q?rrors=20by=20catching=20invalid=20quantities=20before=20submiss?=
 =?UTF-8?q?ion.=20---=20Added=20minimum=20position=20size=20validation:=20?=
 =?UTF-8?q?```go=20const=20minPositionSizeGeneral=20=3D=2015.0=20=20=20//?=
 =?UTF-8?q?=20Altcoins=20const=20minPositionSizeBTCETH=20=3D=20100.0=20=20?=
 =?UTF-8?q?=20//=20BTC/ETH=20(high=20price=20+=20precision=20limits)=20if?=
 =?UTF-8?q?=20symbol=20=3D=3D=20BTC/ETH=20&&=20position=5Fsize=5Fusd=20<?=
 =?UTF-8?q?=20100=20{=20=20=20=20=20return=20error("BTC/ETH=20requires=20?=
 =?UTF-8?q?=E2=89=A5100=20USDT=20to=20avoid=20rounding=20to=200")=20}=20if?=
 =?UTF-8?q?=20position=5Fsize=5Fusd=20<=2015=20{=20=20=20=20=20return=20er?=
 =?UTF-8?q?ror("Position=20size=20must=20be=20=E2=89=A515=20USDT=20(min=20?=
 =?UTF-8?q?notional=20requirement)")=20}=20```=20**Impact**:=20Rejects=20i?=
 =?UTF-8?q?nvalid=20decisions=20before=20execution,=20saving=20API=20calls?=
 =?UTF-8?q?.=20---=20Updated=20hard=20constraints=20in=20AI=20prompt:=20``?=
 =?UTF-8?q?`=206.=20=E6=9C=80=E5=B0=8F=E5=BC=80=E4=BB=93=E9=87=91=E9=A2=9D?=
 =?UTF-8?q?:=20**BTC/ETH=20=E2=89=A5100=20USDT=20|=20=E5=B1=B1=E5=AF=A8?=
 =?UTF-8?q?=E5=B8=81=20=E2=89=A515=20USDT**=20=20=20=20(=E2=9A=A0=EF=B8=8F?=
 =?UTF-8?q?=20=E4=BD=8E=E4=BA=8E=E6=AD=A4=E9=87=91=E9=A2=9D=E4=BC=9A?=
 =?UTF-8?q?=E5=9B=A0=E7=B2=BE=E5=BA=A6=E9=97=AE=E9=A2=98=E5=AF=BC=E8=87=B4?=
 =?UTF-8?q?=E5=BC=80=E4=BB=93=E5=A4=B1=E8=B4=A5)=20```=20**Impact**:=20AI?=
 =?UTF-8?q?=20proactively=20avoids=20suggesting=20too-small=20positions.?=
 =?UTF-8?q?=20---=20-=20=E2=9D=8C=20User=20equity=209.20=20USDT=20?=
 =?UTF-8?q?=E2=86=92=20suggested=207.36=20USDT=20BTC=20position=20?=
 =?UTF-8?q?=E2=86=92=20**FAIL**=20-=20=E2=9D=8C=20No=20validation,=20error?=
 =?UTF-8?q?=20only=20at=20API=20level=20-=20=E2=9C=85=20AI=20validation=20?=
 =?UTF-8?q?rejects=20position=5Fsize=5Fusd=20<=20100=20for=20BTC=20-=20?=
 =?UTF-8?q?=E2=9C=85=20Binance=20trader=20checks=20quantity=20!=3D=200=20b?=
 =?UTF-8?q?efore=20submission=20-=20=E2=9C=85=20Clear=20error:=20"BTC/ETH?=
 =?UTF-8?q?=20requires=20=E2=89=A5100=20USDT..."=20|=20Symbol=20|=20positi?=
 =?UTF-8?q?on=5Fsize=5Fusd=20|=20Price=20|=20quantity=20|=20Formatted=20|?=
 =?UTF-8?q?=20Result=20|=20|--------|-------------------|-------|---------?=
 =?UTF-8?q?-|-----------|--------|=20|=20BTCUSDT=20|=207.36=20|=20101808.2?=
 =?UTF-8?q?=20|=200.00007228=20|=20"0.000"=20|=20=E2=9D=8C=20Rejected=20(v?=
 =?UTF-8?q?alidation)=20|=20|=20BTCUSDT=20|=20150=20|=20101808.2=20|=200.0?=
 =?UTF-8?q?0147=20|=20"0.001"=20|=20=E2=9C=85=20Pass=20|=20|=20ADAUSDT=20|?=
 =?UTF-8?q?=2015=20|=201.2=20|=2012.5=20|=20"12.500"=20|=20=E2=9C=85=20Pas?=
 =?UTF-8?q?s=20|=20---=20**Immediate**:=20-=20=E2=9C=85=20Prevents=20quant?=
 =?UTF-8?q?ity=3D0=20API=20errors=20-=20=E2=9C=85=20Clear=20error=20messag?=
 =?UTF-8?q?es=20guide=20users=20-=20=E2=9C=85=20Saves=20wasted=20API=20cal?=
 =?UTF-8?q?ls=20**Long-term**:=20-=20=E2=9C=85=20AI=20learns=20minimum=20p?=
 =?UTF-8?q?osition=20sizes=20-=20=E2=9C=85=20Better=20user=20experience=20?=
 =?UTF-8?q?for=20small=20accounts=20-=20=E2=9C=85=20Prevents=20confusion?=
 =?UTF-8?q?=20from=20cryptic=20API=20errors=20---=20-=20Diagnostic=20repor?=
 =?UTF-8?q?t:=20/tmp/quantity=5Fzero=5Fdiagnosis.md=20-=20Binance=20min=20?=
 =?UTF-8?q?notional:=2010=20USDT=20(hardcoded=20in=20GetMinNotional())?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 decision/engine.go        | 24 +++++++++++++++++++++---
 trader/binance_futures.go | 22 ++++++++++++++++++++++
 2 files changed, 43 insertions(+), 3 deletions(-)

diff --git a/decision/engine.go b/decision/engine.go
index df48d534..ebe49fff 100644
--- a/decision/engine.go
+++ b/decision/engine.go
@@ -264,9 +264,11 @@ func buildSystemPrompt(accountEquity float64, btcEthLeverage, altcoinLeverage in
 	sb.WriteString("# 硬约束（风险控制）\n\n")
 	sb.WriteString("1. 风险回报比: 必须 ≥ 1:3（冒1%风险，赚3%+收益）\n")
 	sb.WriteString("2. 最多持仓: 3个币种（质量>数量）\n")
-	sb.WriteString(fmt.Sprintf("3. 单币仓位: 山寨%.0f-%.0f U(%dx杠杆) | BTC/ETH %.0f-%.0f U(%dx杠杆)\n",
-		accountEquity*0.8, accountEquity*1.5, altcoinLeverage, accountEquity*5, accountEquity*10, btcEthLeverage))
-	sb.WriteString("4. 保证金: 总使用率 ≤ 90%\n\n")
+	sb.WriteString(fmt.Sprintf("3. 单币仓位: 山寨%.0f-%.0f U | BTC/ETH %.0f-%.0f U\n",
+		accountEquity*0.8, accountEquity*1.5, accountEquity*5, accountEquity*10))
+	sb.WriteString(fmt.Sprintf("4. 杠杆限制: **山寨币最大%dx杠杆** | **BTC/ETH最大%dx杠杆** (⚠️ 严格执行，不可超过)\n", altcoinLeverage, btcEthLeverage))
+	sb.WriteString("5. 保证金: 总使用率 ≤ 90%\n")
+	sb.WriteString("6. 最小开仓金额: **BTC/ETH ≥100 USDT | 山寨币 ≥15 USDT** (⚠️ 低于此金额会因精度问题导致开仓失败)\n\n")
 
 	// 3. 输出格式 - 动态生成
 	sb.WriteString("#输出格式\n\n")
@@ -532,6 +534,22 @@ func validateDecision(d *Decision, accountEquity float64, btcEthLeverage, altcoi
 		if d.PositionSizeUSD <= 0 {
 			return fmt.Errorf("仓位大小必须大于0: %.2f", d.PositionSizeUSD)
 		}
+
+		// ✅ 验证最小开仓金额（防止数量格式化为 0 的错误）
+		// Binance 最小名义价值 10 USDT + 安全边际
+		const minPositionSizeGeneral = 15.0
+		const minPositionSizeBTCETH = 100.0 // BTC/ETH 因价格高和精度限制需要更大金额
+
+		if d.Symbol == "BTCUSDT" || d.Symbol == "ETHUSDT" {
+			if d.PositionSizeUSD < minPositionSizeBTCETH {
+				return fmt.Errorf("%s 开仓金额过小(%.2f USDT)，必须≥%.2f USDT（因价格高且精度限制，避免数量四舍五入为0）", d.Symbol, d.PositionSizeUSD, minPositionSizeBTCETH)
+			}
+		} else {
+			if d.PositionSizeUSD < minPositionSizeGeneral {
+				return fmt.Errorf("开仓金额过小(%.2f USDT)，必须≥%.2f USDT（Binance 最小名义价值要求）", d.PositionSizeUSD, minPositionSizeGeneral)
+			}
+		}
+
 		// 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 {
diff --git a/trader/binance_futures.go b/trader/binance_futures.go
index 354415a0..833826d2 100644
--- a/trader/binance_futures.go
+++ b/trader/binance_futures.go
@@ -237,6 +237,17 @@ func (t *FuturesTrader) OpenLong(symbol string, quantity float64, leverage int)
 		return nil, err
 	}
 
+	// ✅ 检查格式化后的数量是否为 0（防止四舍五入导致的错误）
+	quantityFloat, parseErr := strconv.ParseFloat(quantityStr, 64)
+	if parseErr != nil || quantityFloat <= 0 {
+		return nil, fmt.Errorf("开倉數量過小，格式化後為 0 (原始: %.8f → 格式化: %s)。建議增加開倉金額或選擇價格更低的幣種", quantity, quantityStr)
+	}
+
+	// ✅ 检查最小名义价值（Binance 要求至少 10 USDT）
+	if err := t.CheckMinNotional(symbol, quantityFloat); err != nil {
+		return nil, err
+	}
+
 	// 创建市价买入订单
 	order, err := t.client.NewCreateOrderService().
 		Symbol(symbol).
@@ -280,6 +291,17 @@ func (t *FuturesTrader) OpenShort(symbol string, quantity float64, leverage int)
 		return nil, err
 	}
 
+	// ✅ 检查格式化后的数量是否为 0（防止四舍五入导致的错误）
+	quantityFloat, parseErr := strconv.ParseFloat(quantityStr, 64)
+	if parseErr != nil || quantityFloat <= 0 {
+		return nil, fmt.Errorf("开倉數量過小，格式化後為 0 (原始: %.8f → 格式化: %s)。建議增加開倉金額或選擇價格更低的幣種", quantity, quantityStr)
+	}
+
+	// ✅ 检查最小名义价值（Binance 要求至少 10 USDT）
+	if err := t.CheckMinNotional(symbol, quantityFloat); err != nil {
+		return nil, err
+	}
+
 	// 创建市价卖出订单
 	order, err := t.client.NewCreateOrderService().
 		Symbol(symbol).