fix: resolve 4 critical bugs from code review
1. Margin ratio calculated on per_symbol_balance instead of total balance — previously amplified margin reduction by num_symbols factor 2. Replace Algo Order API (algoType=CONDITIONAL) with standard futures_create_order for SL/TP — algo API is for VP/TWAP, not conditional orders; SL/TP may have silently failed 3. Fallback PnL (SYNC close) now sums all recent income rows instead of using only the last entry — prevents daily_pnl corruption in multi-fill scenarios 4. Explicit state transition in _close_and_reenter — clear local position state after close order to prevent race with User Data Stream callback on position count Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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@@ -91,8 +91,6 @@ class BinanceFuturesClient:
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return float(b["balance"])
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return 0.0
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_ALGO_ORDER_TYPES = {"STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT", "TRAILING_STOP_MARKET"}
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async def place_order(
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self,
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side: str,
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@@ -104,15 +102,6 @@ class BinanceFuturesClient:
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) -> dict:
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loop = asyncio.get_event_loop()
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if order_type in self._ALGO_ORDER_TYPES:
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return await self._place_algo_order(
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side=side,
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quantity=quantity,
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order_type=order_type,
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stop_price=stop_price,
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reduce_only=reduce_only,
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)
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params = dict(
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symbol=self.symbol,
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side=side,
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@@ -133,34 +122,6 @@ class BinanceFuturesClient:
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logger.error(f"주문 실패: {e}")
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raise
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async def _place_algo_order(
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self,
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side: str,
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quantity: float,
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order_type: str,
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stop_price: float = None,
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reduce_only: bool = False,
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) -> dict:
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"""STOP_MARKET / TAKE_PROFIT_MARKET 등 Algo Order API(/fapi/v1/algoOrder)로 전송."""
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loop = asyncio.get_event_loop()
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params = dict(
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symbol=self.symbol,
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side=side,
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algoType="CONDITIONAL",
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type=order_type,
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quantity=quantity,
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reduceOnly="true" if reduce_only else "false",
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)
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if stop_price:
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params["triggerPrice"] = stop_price
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try:
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return await loop.run_in_executor(
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None, lambda: self.client.futures_create_algo_order(**params)
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)
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except BinanceAPIException as e:
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logger.error(f"Algo 주문 실패: {e}")
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raise
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async def get_position(self) -> dict | None:
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loop = asyncio.get_event_loop()
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positions = await loop.run_in_executor(
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@@ -175,7 +136,7 @@ class BinanceFuturesClient:
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return None
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async def cancel_all_orders(self):
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"""일반 오픈 주문과 Algo 오픈 주문을 모두 취소한다."""
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"""오픈 주문을 모두 취소한다."""
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loop = asyncio.get_event_loop()
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await loop.run_in_executor(
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None,
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@@ -183,15 +144,6 @@ class BinanceFuturesClient:
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symbol=self.symbol
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),
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)
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try:
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await loop.run_in_executor(
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None,
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lambda: self.client.futures_cancel_all_algo_open_orders(
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symbol=self.symbol
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),
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)
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except Exception as e:
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logger.warning(f"Algo 주문 전체 취소 실패 (무시): {e}")
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async def get_recent_income(self, limit: int = 5) -> list[dict]:
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"""최근 REALIZED_PNL + COMMISSION 내역을 조회한다."""
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