修改okx挂单

crypto_monitor_okx/app.py

@@ -2481,21 +2481,44 @@ def cancel_okx_swap_open_orders(exchange_symbol):
 
 
 def _okx_place_tp_sl_orders(exchange_symbol, direction, amount, stop_loss, take_profit):
+    """
+    为已有持仓挂条件止盈/止损（算法单）。
+    勿在同一笔 reduce-only 市价单上同时带 stopLoss+takeProfit，OKX/ccxt 可能当成立即全平。
+    """
     ensure_markets_loaded()
     close_side = "sell" if direction == "long" else "buy"
     amt = float(exchange.amount_to_precision(exchange_symbol, float(amount)))
     if amt <= 0:
         raise RuntimeError("止盈止损：可平数量经精度舍入后为 0")
-    params = build_okx_order_params(direction, reduce_only=True)
-    params["stopLoss"] = {
-        "triggerPrice": _okx_algo_trigger_price_str(exchange_symbol, stop_loss),
-        "type": "market",
-    }
-    params["takeProfit"] = {
-        "triggerPrice": _okx_algo_trigger_price_str(exchange_symbol, take_profit),
-        "type": "market",
-    }
-    exchange.create_order(exchange_symbol, "market", close_side, amt, None, params)
+    base = build_okx_order_params(direction, reduce_only=True)
+    sl_px = float(stop_loss)
+    tp_px = float(take_profit)
+    last_err = None
+    for attempt in range(6):
+        try:
+            exchange.create_order(
+                exchange_symbol,
+                "market",
+                close_side,
+                amt,
+                None,
+                {**base, "stopLossPrice": sl_px},
+            )
+            time.sleep(0.05)
+            exchange.create_order(
+                exchange_symbol,
+                "market",
+                close_side,
+                amt,
+                None,
+                {**base, "takeProfitPrice": tp_px},
+            )
+            return
+        except Exception as e:
+            last_err = e
+            cancel_okx_swap_open_orders(exchange_symbol)
+            time.sleep(0.2 * (attempt + 1))
+    raise RuntimeError(f"OKX 未接受止盈/止损条件单：{last_err}")
 
 
 
@@ -3756,7 +3779,15 @@ def fib_limit_order_status(exchange_symbol, order_id):
     return "unknown"
 
 
-def place_fib_limit_order(exchange_symbol, direction, amount, leverage, limit_price):
+def place_fib_limit_order(
+    exchange_symbol,
+    direction,
+    amount,
+    leverage,
+    limit_price,
+    stop_loss=None,
+    take_profit=None,
+):
     ensure_markets_loaded()
     exchange.set_leverage(leverage, exchange_symbol)
     side = "buy" if direction == "long" else "sell"
@@ -3764,6 +3795,15 @@ def place_fib_limit_order(exchange_symbol, direction, amount, leverage, limit_pr
     if price is None or price <= 0:
         raise ValueError("挂单价无效")
     params = build_okx_order_params(direction, reduce_only=False)
+    if stop_loss and take_profit:
+        params["attachAlgoOrds"] = [
+            {
+                "tpTriggerPx": _okx_algo_trigger_price_str(exchange_symbol, take_profit),
+                "tpOrdPx": "-1",
+                "slTriggerPx": _okx_algo_trigger_price_str(exchange_symbol, stop_loss),
+                "slOrdPx": "-1",
+            }
+        ]
     return exchange.create_order(exchange_symbol, "limit", side, amount, price, params)
 
 
@@ -3933,8 +3973,13 @@ def _finalize_fib_key_fill(conn, row):
         return
     tpsl_attached = False
     try:
-        _okx_place_tp_sl_orders(ex_sym, direction, amount, sl, tp)
-        tpsl_attached = True
+        slots = fetch_exchange_tpsl_slots(ex_sym, direction, plan_sl=sl, plan_tp=tp)
+        if slots.get("sl") and slots.get("tp"):
+            tpsl_attached = True
+        else:
+            _okx_place_tp_sl_orders(ex_sym, direction, amount, sl, tp)
+            slots2 = fetch_exchange_tpsl_slots(ex_sym, direction, plan_sl=sl, plan_tp=tp)
+            tpsl_attached = bool(slots2.get("sl") and slots2.get("tp"))
     except Exception as e:
         msg = (
             f"# ❌ {symbol} 斐波成交后挂 TP/SL 失败\n"
@@ -4079,7 +4124,9 @@ def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px, br
             )
     try:
         amount, _ = prepare_order_amount(ex_sym, margin_capital, leverage, entry)
-        order_resp = place_fib_limit_order(ex_sym, direction_sel, amount, leverage, entry)
+        order_resp = place_fib_limit_order(
+            ex_sym, direction_sel, amount, leverage, entry, stop_loss=sl, take_profit=tp
+        )
         oid = str(order_resp.get("id") or "")
         if not oid:
             return False, "交易所未返回限价单 ID"

manual_trading_hub/exchange_orders.py

@@ -514,12 +514,35 @@ def _okx_place_tp_sl(
     amt = float(ex.amount_to_precision(symbol, float(amount)))
     if amt <= 0:
         raise RuntimeError("止盈止损：可平数量经精度舍入后为 0")
-    params = _okx_order_params(direction, reduce_only=True, pos_mode=pos_mode, td_mode=td_mode)
-    sl_s = ex.price_to_precision(symbol, float(stop_loss))
-    tp_s = ex.price_to_precision(symbol, float(take_profit))
-    params["stopLoss"] = {"triggerPrice": sl_s, "type": "market"}
-    params["takeProfit"] = {"triggerPrice": tp_s, "type": "market"}
-    ex.create_order(symbol, "market", close_side, amt, None, params)
+    base = _okx_order_params(direction, reduce_only=True, pos_mode=pos_mode, td_mode=td_mode)
+    sl_px = float(stop_loss)
+    tp_px = float(take_profit)
+    last_err: Exception | None = None
+    for attempt in range(6):
+        try:
+            ex.create_order(
+                symbol,
+                "market",
+                close_side,
+                amt,
+                None,
+                {**base, "stopLossPrice": sl_px},
+            )
+            time.sleep(0.05)
+            ex.create_order(
+                symbol,
+                "market",
+                close_side,
+                amt,
+                None,
+                {**base, "takeProfitPrice": tp_px},
+            )
+            return
+        except Exception as e:
+            last_err = e
+            cancel_orders_for_symbol(ex, "okx", symbol, scope="conditional")
+            time.sleep(0.2 * (attempt + 1))
+    raise RuntimeError(f"OKX 未接受止盈/止损条件单：{last_err}")
 
 
 def _gate_tpsl_env() -> tuple[bool, int, int, str]: