CRITICAL FIX: LOT_SIZE Filter + Quantity Precision - nutze Decimal für exakte Rounding (ROUND_DOWN), validiere Qty vor BUY + SELL (2026-07-10 16:35)

src/main_ml.py

@@ -8,6 +8,7 @@ import os
 import time
 import logging
 from datetime import datetime
+from decimal import Decimal, ROUND_DOWN
 from dotenv import load_dotenv
 from binance.client import Client
 from binance.exceptions import BinanceAPIException
@@ -92,7 +93,7 @@ class TradingBotV03:
             return None
     
     def calculate_valid_quantity(self, symbol, usdt_amount):
-        """Calculate valid order quantity respecting LOT_SIZE"""
+        """Berechne korrekte Qty mit Decimal precision für LOT_SIZE"""
         try:
             price = self.get_current_price(symbol)
             if not price:
@@ -102,25 +103,50 @@ class TradingBotV03:
             if not info:
                 return 0
             
-            step_size = 0.00001  # default
+            # Hole LOT_SIZE filter
+            lot_size_info = None
             for filt in info.get('filters', []):
                 if filt['filterType'] == 'LOT_SIZE':
-                    step_size = float(filt['stepSize'])
+                    lot_size_info = filt
                     break
             
-            qty = (usdt_amount / price)
+            if not lot_size_info:
-            qty = int(qty / step_size) * step_size  # Round to step_size
+                return 0
-            notional = qty * price
+            
+            step_size = Decimal(lot_size_info.get('stepSize', '0.00001'))
+            min_qty = Decimal(lot_size_info.get('minQty', '0'))
+            max_qty = Decimal(lot_size_info.get('maxQty', '10000'))
+            
+            # Berechne Qty mit Decimal (kein floating-point Fehler!)
+            qty_decimal = Decimal(str(usdt_amount)) / Decimal(str(price))
+            
+            # Runde auf step_size (immer abrunden, nie aufrunden)
+            qty_rounded = (qty_decimal / step_size).quantize(Decimal('1'), rounding=ROUND_DOWN) * step_size
+            
+            # Prüfe Min/Max Grenzen
+            if qty_rounded < min_qty:
+                logger.debug(f"Qty zu klein: {symbol} {qty_rounded} < {min_qty}")
+                return 0
+            
+            if qty_rounded > max_qty:
+                logger.debug(f"Qty zu groß: {symbol} {qty_rounded} > {max_qty}")
+                qty_rounded = max_qty
+            
+            # Konvertiere zu float mit gerader Präzision
+            qty_float = float(qty_rounded)
+            notional = qty_float * price
             
             if notional < MIN_USDT:
                 logger.debug(f"Order too small: {symbol} ${notional:.2f}")
                 return 0
             
-            return qty
+            logger.debug(f"Qty valid: {symbol} {qty_float} (step={step_size})")
+            return qty_float
+            
         except Exception as e:
             logger.warning(f"Qty calc failed: {e}")
             return 0
-    
+
     def is_local_minimum(self, symbol):
         """Signal Logic: Buy when price is at local minimum (not random %)"""
         if len(self.price_history[symbol]) < 5:
@@ -187,7 +213,9 @@ class TradingBotV03:
             if pnl_pct >= TAKE_PROFIT_PCT:
                 logger.info(f"TAKE PROFIT: {symbol} +{pnl_pct*100:.2f}% (${pnl_usdt:.2f})")
                 try:
-                    self.client.order_market_sell(symbol=symbol, quantity=qty)
+                    # Validiere Qty vor Verkauf (rund ab für LOT_SIZE)
+                    qty_sell = float(Decimal(str(qty)).quantize(Decimal('0.00000001'), rounding=ROUND_DOWN))
+                    self.client.order_market_sell(symbol=symbol, quantity=qty_sell)
                     del self.active_trades[symbol]
                 except Exception as e:
                     logger.error(f"Sell failed: {e}")
@@ -197,7 +225,9 @@ class TradingBotV03:
             if pnl_pct <= STOP_LOSS_PCT:
                 logger.warning(f"STOP LOSS: {symbol} {pnl_pct*100:.2f}% (${pnl_usdt:.2f})")
                 try:
-                    self.client.order_market_sell(symbol=symbol, quantity=qty)
+                    # Validiere Qty vor Verkauf (rund ab für LOT_SIZE)
+                    qty_sell = float(Decimal(str(qty)).quantize(Decimal('0.00000001'), rounding=ROUND_DOWN))
+                    self.client.order_market_sell(symbol=symbol, quantity=qty_sell)
                     del self.active_trades[symbol]
                 except Exception as e:
                     logger.error(f"Sell failed: {e}")
@@ -286,3 +316,4 @@ if __name__ == '__main__':
 
 
 
+