From 6a3b842a3bf6eba88c6f394f707c770083fbf882 Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Wed, 8 Oct 2025 20:05:02 +0800
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---
 src/core/order-coordinator.ts    |  3 ++-
 src/exchanges/paradex/gateway.ts | 19 ++++++++++++++++---
 2 files changed, 18 insertions(+), 4 deletions(-)

diff --git a/src/core/order-coordinator.ts b/src/core/order-coordinator.ts
index b3adb80..aa8b37e 100644
--- a/src/core/order-coordinator.ts
+++ b/src/core/order-coordinator.ts
@@ -249,7 +249,8 @@ export async function placeStopLossOrder(
     reduceOnly: "true",
     closePosition: "true",
     timeInForce: "GTC",
-    quantity: roundQtyDownToStep(quantity, qtyStep),
+    // Do not round down stop quantity here to avoid underflow to exchange min; gateway will quantize precisely
+    quantity,
     triggerType: "STOP_LOSS",
   };
   // 部分交易所（例如 Paradex）要求 STOP_MARKET 同时提供 price 字段
diff --git a/src/exchanges/paradex/gateway.ts b/src/exchanges/paradex/gateway.ts
index d222c66..b164bce 100644
--- a/src/exchanges/paradex/gateway.ts
+++ b/src/exchanges/paradex/gateway.ts
@@ -566,8 +566,7 @@ export class ParadexGateway {
     }
 
     // Normalize amount for Paradex according to market precision/limits.
-    // Particularly important for STOP_MARKET closePosition orders where rounding
-    // upstream may result in 0 due to larger strategy qtyStep.
+    // For STOP_MARKET closePosition orders, prefer using the current position size.
     try {
       const market = typeof (this.exchange as any).market === "function"
         ? (this.exchange as any).market(symbol)
@@ -577,9 +576,13 @@ export class ParadexGateway {
       // Only trust explicit exchange min limit; do NOT infer 1 from precision=0
       const minAmount = Number.isFinite(limitMin) && limitMin > 0 ? limitMin : undefined;
 
-      // If closePosition is requested and amount is missing or too small, bump to minimum allowed
+      // If closePosition is requested and amount is missing or too small, prefer using current position size
       const isClosePosition = (extraParams as any).closePosition === true;
       if (isClosePosition) {
+        const posAbs = this.getCurrentPositionAbs();
+        if (Number.isFinite(posAbs) && posAbs > 0) {
+          amount = posAbs;
+        }
         const current = Number(amount);
         if (!Number.isFinite(current) || current <= 0 || (minAmount !== undefined && current < minAmount)) {
           amount = (minAmount as number) ?? 1e-5; // fallback if market data is missing
@@ -615,6 +618,16 @@ export class ParadexGateway {
     }
   }
 
+  private getCurrentPositionAbs(): number | undefined {
+    const snapshot = this.lastBalanceSnapshot;
+    if (!snapshot) return undefined;
+    const pos = (snapshot.positions || []).find((p) => p.symbol === this.displaySymbol);
+    if (!pos) return undefined;
+    const amt = Number(pos.positionAmt);
+    if (!Number.isFinite(amt)) return undefined;
+    return Math.abs(amt);
+  }
+
   async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
     await this.ensureInitialized(params.symbol);
     try {