Fix exchange minimum sizing for buys

.env

@@ -54,7 +54,7 @@ RISK_GUARD_ENABLED=true
 RISK_RECENT_TRADE_WINDOW=20
 RISK_MAX_CONSECUTIVE_LOSSES=4
 RISK_MIN_RECENT_PROFIT_FACTOR=0.85
-RISK_REDUCE_MULTIPLIER=0.50
+RISK_REDUCE_MULTIPLIER=1.0
 ATR_TRAILING_MULTIPLIER=2.2
 TREND_RSI_MIN=45
 TREND_RSI_MAX=65

crypto_spot_bot/execution.py

@@ -2,7 +2,7 @@ from __future__ import annotations
 
 from collections import deque
 from datetime import timedelta
-from decimal import Decimal, ROUND_DOWN
+from decimal import Decimal, ROUND_DOWN, ROUND_UP
 from typing import Iterable
 from uuid import uuid4
 
@@ -25,6 +25,15 @@ def _round_step(value: float, step: float) -> float:
     return float(rounded * step_decimal)
 
 
+def _round_step_up(value: float, step: float) -> float:
+    if step <= 0:
+        return value
+    value_decimal = Decimal(str(value))
+    step_decimal = Decimal(str(step))
+    rounded = (value_decimal / step_decimal).to_integral_value(rounding=ROUND_UP)
+    return float(rounded * step_decimal)
+
+
 class PaperBroker:
     def __init__(self, settings: Settings, storage: Storage):
         self.settings = settings
@@ -133,13 +142,15 @@ class PaperBroker:
     ) -> Position | None:
 
         fill_price = self._buy_price(ticker)
-        minimum_budget = self._minimum_entry_budget(instrument)
-        notional = self._entry_budget(signal, ticker, minimum_notional=minimum_budget)
-        if notional < max(self.settings.min_position_usdt, minimum_budget):
+        minimum_budget = self._minimum_entry_budget(instrument, fill_price)
+        budget = self._entry_budget(signal, ticker, minimum_notional=minimum_budget)
+        if budget < max(self.settings.min_position_usdt, minimum_budget):
             self.storage.event(f"{ticker.symbol}: покупка пропущена, adaptive-лимит экспозиции исчерпан", "WARN")
             return None
-        notional = notional / (1 + self.settings.taker_fee_rate)
+        notional = budget / (1 + self.settings.taker_fee_rate)
         qty = _round_step(notional / fill_price, instrument.qty_step if instrument else 0)
+        if instrument:
+            qty = self._raise_qty_to_exchange_minimum(qty, fill_price, instrument, budget)
         if instrument and qty < instrument.min_order_qty:
             self.storage.event(f"{ticker.symbol}: количество ниже minOrderQty Bybit", "WARN")
             return None
@@ -267,13 +278,44 @@ class PaperBroker:
             value = default
         return max(low, min(high, value))
 
-    def _minimum_entry_budget(self, instrument: Instrument | None) -> float:
+    def _minimum_entry_budget(self, instrument: Instrument | None, fill_price: float | None = None) -> float:
         minimum = max(0.0, self.settings.min_position_usdt)
-        if instrument and instrument.min_notional_value > 0:
-            exchange_minimum = instrument.min_notional_value * (1 + self.settings.taker_fee_rate) * 1.002 + 0.01
-            minimum = max(minimum, exchange_minimum)
+        if instrument:
+            exchange_notional = max(0.0, instrument.min_notional_value)
+            if fill_price and fill_price > 0:
+                minimum_qty = max(0.0, instrument.min_order_qty)
+                if exchange_notional > 0:
+                    minimum_qty = max(
+                        minimum_qty,
+                        _round_step_up(exchange_notional / fill_price, instrument.qty_step),
+                    )
+                if minimum_qty > 0:
+                    exchange_notional = max(exchange_notional, minimum_qty * fill_price)
+            if exchange_notional > 0:
+                exchange_minimum = exchange_notional * (1 + self.settings.taker_fee_rate) * 1.002 + 0.01
+                minimum = max(minimum, exchange_minimum)
         return minimum
 
+    def _raise_qty_to_exchange_minimum(
+        self,
+        qty: float,
+        fill_price: float,
+        instrument: Instrument,
+        budget: float,
+    ) -> float:
+        minimum_qty = max(0.0, instrument.min_order_qty)
+        if instrument.min_notional_value > 0 and fill_price > 0:
+            minimum_qty = max(
+                minimum_qty,
+                _round_step_up(instrument.min_notional_value / fill_price, instrument.qty_step),
+            )
+        if minimum_qty <= qty:
+            return qty
+        minimum_cost = minimum_qty * fill_price * (1 + self.settings.taker_fee_rate)
+        if minimum_cost <= budget + 1e-9:
+            return minimum_qty
+        return qty
+
     def _entry_budget(
         self,
         signal: Signal,
@@ -335,7 +377,8 @@ class LiveBroker(PaperBroker):
         instrument: Instrument | None,
         prices: dict[str, float],
     ) -> Position | None:
-        minimum_budget = self._minimum_entry_budget(instrument)
+        fill_price = self._buy_price(ticker)
+        minimum_budget = self._minimum_entry_budget(instrument, fill_price)
         requested_notional = min(
             max(self._signal_notional(signal), minimum_budget),
             self.settings.live_order_max_usdt,

tests/test_execution.py

@@ -129,6 +129,35 @@ def test_paper_broker_raises_small_signal_to_exchange_min_notional(make_settings
     assert position.notional_usdt <= settings.max_position_usdt
 
 
+def test_paper_broker_rounds_small_order_up_to_exchange_qty_step(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        min_position_usdt=1,
+        max_position_usdt=20,
+        max_symbol_exposure_usdt=20,
+        max_total_exposure_usdt=80,
+        max_open_positions=20,
+        max_positions_per_symbol=20,
+        max_entries_per_minute=0,
+    )
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("HYPEUSDT", 39.6, 39.59, 39.61, 10_000_000, 100, 0)
+    instrument = Instrument("HYPEUSDT", "HYPE", "USDT", "Trading", 0.001, 0.01, 0.01, 1)
+
+    position = broker.buy(
+        Signal("HYPEUSDT", "BUY", 0.8, "small torch edge", {"position_notional_usdt": 1.05}),
+        ticker,
+        instrument,
+        {"HYPEUSDT": 39.6},
+    )
+
+    assert position is not None
+    assert position.qty == 0.03
+    assert position.notional_usdt >= instrument.min_notional_value
+    assert position.notional_usdt <= settings.max_position_usdt
+
+
 def test_paper_broker_respects_adaptive_exposure_target(make_settings, tmp_path) -> None:
     settings = make_settings(
         tmp_path,