update

backend/app/crypto_agent/executor/hyperliquid_executor.py

@@ -281,13 +281,20 @@ class HyperliquidExecutor(BaseExecutor):
     # ==================== 辅助方法 ====================
 
     def _calculate_position_size(self, symbol: str, margin: float, price: float, leverage: int) -> float:
-        """计算仓位大小"""
+        """计算仓位大小（按 Hyperliquid szDecimals 精度截断）"""
         try:
+            import math
+
             # Hyperliquid 的仓位计算
             position_value = margin * leverage
             position_size = position_value / price
 
-            logger.info(f"   仓位计算: ${margin:.2f} × {leverage}x = ${position_value:.2f} → {position_size:.6f} {symbol}")
+            # 按 Hyperliquid 要求的精度截断（szDecimals）
+            sz_decimals = self.hyperliquid.get_sz_decimals(symbol)
+            factor = 10 ** sz_decimals
+            position_size = math.floor(position_size * factor) / factor
+
+            logger.info(f"   仓位计算: ${margin:.2f} × {leverage}x = ${position_value:.2f} → {position_size:.6f} {symbol} (精度: {sz_decimals}位)")
 
             return position_size
 

backend/app/crypto_agent/executor/paper_trading_executor.py

@@ -34,6 +34,17 @@ class PaperTradingExecutor(BaseExecutor):
             # 调整保证金（模拟盘无手续费）
             adjusted_margin = margin
 
+            # 根据 confidence 推算信号等级
+            confidence = decision.get('confidence', 0)
+            if confidence >= 80:
+                signal_grade = 'A'
+            elif confidence >= 60:
+                signal_grade = 'B'
+            elif confidence >= 40:
+                signal_grade = 'C'
+            else:
+                signal_grade = 'D'
+
             # 构建信号字典
             signal = {
                 'symbol': symbol,
@@ -42,6 +53,10 @@ class PaperTradingExecutor(BaseExecutor):
                 'entry_price': entry_price if order_type == 'limit' else current_price,
                 'stop_loss': stop_loss,
                 'take_profit': take_profit,
+                'signal_grade': signal_grade,
+                'confidence': confidence,
+                'quantity': adjusted_margin,
+                'position_size': decision.get('position_size', 'light'),
             }
 
             # 执行下单（统一调用方式）

backend/app/services/hyperliquid_trading_service.py

@@ -160,6 +160,9 @@ class HyperliquidTradingService:
         # 风险检查
         self.check_risk_limits()
 
+        # 精度保护：确保 size 符合 szDecimals 要求
+        size = self._sanitize_size(symbol, size)
+
         try:
             if reduce_only:
                 # 平仓使用 market_close（不需要指定 is_buy，自动判断）
@@ -216,6 +219,10 @@ class HyperliquidTradingService:
         """下限价单"""
         self.check_risk_limits()
 
+        # 精度保护：确保 size 和 price 符合要求
+        size = self._sanitize_size(symbol, size)
+        price = round(float(price), 5)  # Hyperliquid 价格最多 5 位小数
+
         try:
             result = self.exchange.order(symbol, is_buy, size, price,
                                        {"limit": {"tif": "Gtc"}},
@@ -582,6 +589,24 @@ class HyperliquidTradingService:
             logger.warning(f"获取 {symbol} szDecimals 失败，使用默认值 3")
             return 3
 
+    def _sanitize_size(self, symbol: str, size: float) -> float:
+        """
+        精度保护：确保 size 符合 Hyperliquid szDecimals 要求
+
+        这是防止 float_to_wire causes rounding 错误的最后防线。
+        """
+        import math
+        try:
+            sz_decimals = self.get_sz_decimals(symbol)
+            factor = 10 ** sz_decimals
+            sanitized = math.floor(float(size) * factor) / factor
+            if sanitized != size:
+                logger.info(f"   精度截断: {size} → {sanitized} ({symbol} szDecimals={sz_decimals})")
+            return sanitized
+        except Exception as e:
+            logger.warning(f"   精度截断失败: {e}，使用原值 {size}")
+            return size
+
 
 # 单例
 _hyperliquid_service_instance = None