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Merge pull request #437 from zhouyongyou/fix/margin-calculation

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fix(margin): correct position sizing formula to prevent insufficient margin errors
This commit is contained in:
Icyoung
2025-11-05 16:13:37 +08:00
committed by GitHub
parent c06842a501 4e6b868531
commit 89f95d2bef
4 changed files with 84 additions and 19 deletions
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trader/auto_trader.go
+42
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@@ -744,6 +744,27 @@ func (at *AutoTrader) executeOpenLongWithRecord(decision *decision.Decision, act
actionRecord.Quantity = quantity
actionRecord.Price = marketData.CurrentPrice
// ⚠️ 保证金验证：防止保证金不足错误（code=-2019）
requiredMargin := decision.PositionSizeUSD / float64(decision.Leverage)
balance, err := at.trader.GetBalance()
if err != nil {
return fmt.Errorf("获取账户余额失败: %w", err)
}
availableBalance := 0.0
if avail, ok := balance["availableBalance"].(float64); ok {
availableBalance = avail
}
// 手续费估算（Taker费率 0.04%）
estimatedFee := decision.PositionSizeUSD * 0.0004
totalRequired := requiredMargin + estimatedFee
if totalRequired > availableBalance {
return fmt.Errorf("❌ 保证金不足: 需要 %.2f USDT（保证金 %.2f + 手续费 %.2f），可用 %.2f USDT",
totalRequired, requiredMargin, estimatedFee, availableBalance)
}
// 设置仓位模式
if err := at.trader.SetMarginMode(decision.Symbol, at.config.IsCrossMargin); err != nil {
log.Printf(" ⚠️ 设置仓位模式失败: %v", err)
@@ -803,6 +824,27 @@ func (at *AutoTrader) executeOpenShortWithRecord(decision *decision.Decision, ac
actionRecord.Quantity = quantity
actionRecord.Price = marketData.CurrentPrice
// ⚠️ 保证金验证：防止保证金不足错误（code=-2019）
requiredMargin := decision.PositionSizeUSD / float64(decision.Leverage)
balance, err := at.trader.GetBalance()
if err != nil {
return fmt.Errorf("获取账户余额失败: %w", err)
}
availableBalance := 0.0
if avail, ok := balance["availableBalance"].(float64); ok {
availableBalance = avail
}
// 手续费估算（Taker费率 0.04%）
estimatedFee := decision.PositionSizeUSD * 0.0004
totalRequired := requiredMargin + estimatedFee
if totalRequired > availableBalance {
return fmt.Errorf("❌ 保证金不足: 需要 %.2f USDT（保证金 %.2f + 手续费 %.2f），可用 %.2f USDT",
totalRequired, requiredMargin, estimatedFee, availableBalance)
}
// 设置仓位模式
if err := at.trader.SetMarginMode(decision.Symbol, at.config.IsCrossMargin); err != nil {
log.Printf(" ⚠️ 设置仓位模式失败: %v", err)