修复okx止盈止损

crypto_monitor_okx/app.py

@@ -45,6 +45,7 @@ from fib_key_monitor_lib import (
     key_signal_type_for_trade_record,
     stored_key_signal_type,
 )
+from okx_orders_lib import fetch_okx_all_open_orders
 from key_sl_tp_lib import (
     breakeven_enabled_from_row,
     normalize_sl_tp_mode,
@@ -2467,7 +2468,7 @@ def cancel_okx_swap_open_orders(exchange_symbol):
     except Exception:
         pass
     try:
-        for o in exchange.fetch_open_orders(exchange_symbol) or []:
+        for o in fetch_okx_all_open_orders(exchange, exchange_symbol):
             oid = o.get("id")
             if oid is None:
                 continue
@@ -2616,26 +2617,52 @@ def _resolve_tpsl_prices_for_manual(direction, live_price, sltp_mode, data):
     return stop_loss, take_profit
 
 
-def _okx_tpsl_slot_from_order(order, exchange_symbol):
+def _okx_tpsl_slot_build(exchange_symbol, order_id, trigger_price, order_type=""):
+    if trigger_price is None or order_id is None:
+        return None
+    sym = exchange_symbol.replace(":USDT", "").replace("/USDT:USDT", "")
+    return {
+        "order_id": str(order_id),
+        "trigger_price": float(trigger_price),
+        "trigger_display": format_price_for_symbol(sym, trigger_price),
+        "type": str(order_type or ""),
+    }
+
+
+def _okx_tpsl_slots_from_order(order, exchange_symbol):
+    """从单笔 OKX 订单解析 SL/TP（算法单常同时带 slTriggerPx 与 tpTriggerPx）。"""
+    if not isinstance(order, dict):
+        return None, None
     info = order.get("info") or {}
+    if not isinstance(info, dict):
+        info = {}
     oid = order.get("id") or info.get("algoId") or info.get("ordId")
-    trig = _coerce_float(
+    if oid is None:
-        info.get("slTriggerPx"),
+        return None, None
-        info.get("tpTriggerPx"),
+    ord_type = str(order.get("type") or info.get("ordType") or "")
+    sl_px = _coerce_float(
         order.get("stopLossPrice"),
+        info.get("slTriggerPx"),
+        info.get("slOrdPx"),
+    )
+    tp_px = _coerce_float(
         order.get("takeProfitPrice"),
+        info.get("tpTriggerPx"),
+        info.get("tpOrdPx"),
+    )
+    sl_slot = _okx_tpsl_slot_build(exchange_symbol, oid, sl_px, ord_type) if sl_px is not None else None
+    tp_slot = _okx_tpsl_slot_build(exchange_symbol, oid, tp_px, ord_type) if tp_px is not None else None
+    if sl_slot or tp_slot:
+        return sl_slot, tp_slot
+    trig = _coerce_float(
+        info.get("triggerPx"),
+        order.get("triggerPrice"),
+        order.get("stopPrice"),
     )
     if trig is None:
-        return None
+        return None, None
-    return {
+    one = _okx_tpsl_slot_build(exchange_symbol, oid, trig, ord_type)
-        "order_id": str(oid) if oid is not None else None,
+    return one, None
-        "trigger_price": float(trig),
-        "trigger_display": format_price_for_symbol(
-            exchange_symbol.replace(":USDT", "").replace("/USDT:USDT", ""),
-            trig,
-        ),
-        "type": str(order.get("type") or info.get("ordType") or ""),
-    }
 
 
 def fetch_exchange_tpsl_slots(exchange_symbol, direction, plan_sl=None, plan_tp=None):
@@ -2647,35 +2674,18 @@ def fetch_exchange_tpsl_slots(exchange_symbol, direction, plan_sl=None, plan_tp=
         return slots
     try:
         ensure_markets_loaded()
-        ambiguous = []
+        plan_sl_f = plan_tp_f = None
-        for order in exchange.fetch_open_orders(exchange_symbol) or []:
-            slot = _okx_tpsl_slot_from_order(order, exchange_symbol)
-            if not slot or not slot.get("order_id"):
-                continue
-            trig = slot.get("trigger_price")
-            if plan_sl is not None and plan_tp is not None:
         try:
-                    role = "sl" if abs(trig - float(plan_sl)) <= abs(trig - float(plan_tp)) else "tp"
+            if plan_sl is not None:
-                except Exception:
+                plan_sl_f = float(plan_sl)
-                    role = None
+            if plan_tp is not None:
-            elif plan_sl is not None:
+                plan_tp_f = float(plan_tp)
-                role = "sl"
-            elif plan_tp is not None:
-                role = "tp"
-            else:
-                ambiguous.append(slot)
-                continue
-            if role in ("sl", "tp") and slots[role] is None:
-                slots[role] = slot
-        for slot in ambiguous:
-            trig = slot.get("trigger_price")
-            if trig is None:
-                continue
-            try:
-                plan_sl_f = float(plan_sl) if plan_sl is not None else None
-                plan_tp_f = float(plan_tp) if plan_tp is not None else None
         except Exception:
             plan_sl_f = plan_tp_f = None
+
+        def assign_role(trig, slot):
+            if trig is None or slot is None:
+                return
             if plan_sl_f is not None and plan_tp_f is not None:
                 role = "sl" if abs(trig - plan_sl_f) <= abs(trig - plan_tp_f) else "tp"
             elif plan_sl_f is not None:
@@ -2683,9 +2693,30 @@ def fetch_exchange_tpsl_slots(exchange_symbol, direction, plan_sl=None, plan_tp=
             elif plan_tp_f is not None:
                 role = "tp"
             else:
-                continue
+                return
             if slots[role] is None:
                 slots[role] = slot
+
+        for order in fetch_okx_all_open_orders(exchange, exchange_symbol):
+            sl_slot, tp_slot = _okx_tpsl_slots_from_order(order, exchange_symbol)
+            if sl_slot and slots["sl"] is None:
+                slots["sl"] = sl_slot
+            if tp_slot and slots["tp"] is None:
+                slots["tp"] = tp_slot
+            if sl_slot or tp_slot:
+                continue
+            info = order.get("info") or {}
+            oid = order.get("id") or info.get("algoId")
+            trig = _coerce_float(info.get("triggerPx"), order.get("triggerPrice"))
+            if oid is None or trig is None:
+                continue
+            slot = _okx_tpsl_slot_build(
+                exchange_symbol,
+                oid,
+                trig,
+                str(order.get("type") or info.get("ordType") or ""),
+            )
+            assign_role(trig, slot)
     except Exception:
         pass
     return slots
@@ -3717,7 +3748,7 @@ def fib_limit_order_status(exchange_symbol, order_id):
     except Exception:
         pass
     try:
-        for o in exchange.fetch_open_orders(exchange_symbol) or []:
+        for o in fetch_okx_all_open_orders(exchange, exchange_symbol):
             if str(o.get("id")) == oid:
                 return "open"
     except Exception:

manual_trading_hub/exchange_orders.py

@@ -7,6 +7,8 @@ import os
 import time
 from typing import Any
 
+from okx_orders_lib import fetch_okx_all_open_orders
+
 
 def _coerce_float(*values) -> float | None:
     for v in values:
@@ -98,23 +100,33 @@ def _normalize_raw_order(order: dict, *, channel: str) -> dict[str, Any] | None:
         reduce_only = bool(reduce_only) if reduce_only is not None else None
     except (TypeError, ValueError):
         reduce_only = None
+    sl_trig = _coerce_float(info.get("slTriggerPx"), order.get("stopLossPrice"))
+    tp_trig = _coerce_float(info.get("tpTriggerPx"), order.get("takeProfitPrice"))
     trig = _coerce_float(
         order.get("stopPrice"),
         order.get("triggerPrice"),
         info.get("triggerPrice"),
         info.get("stopPrice"),
-        info.get("slTriggerPx"),
+        info.get("triggerPx"),
-        info.get("tpTriggerPx"),
+        sl_trig,
+        tp_trig,
     )
-    price = _coerce_float(order.get("price"), info.get("price"))
+    price = _coerce_float(order.get("price"), info.get("price"), info.get("ordPx"))
-    amt = _coerce_float(order.get("amount"), order.get("remaining"), info.get("quantity"), info.get("origQty"))
+    amt = _coerce_float(order.get("amount"), order.get("remaining"), info.get("quantity"), info.get("origQty"), info.get("sz"))
     category = "conditional" if _is_conditional_type(typ) or channel == "algo" else "limit"
+    label = _order_label(typ, side, reduce_only)
+    if sl_trig is not None and tp_trig is not None:
+        label = f"止盈止损 SL={sl_trig:g} TP={tp_trig:g}"
+    elif sl_trig is not None:
+        label = f"止损 {sl_trig:g}"
+    elif tp_trig is not None:
+        label = f"止盈 {tp_trig:g}"
     return {
         "id": str(oid),
         "symbol": sym,
         "channel": channel,
         "category": category,
-        "label": _order_label(typ, side, reduce_only),
+        "label": label,
         "type": typ,
         "side": side,
         "amount": amt,
@@ -210,16 +222,18 @@ def _okx_list(ex: Any, symbol: str | None) -> list[dict]:
             pass
     if symbol and not symbols:
         symbols = [symbol]
-    seen = set()
+    seen: set[tuple[str, str]] = set()
     for sym in symbols:
-        if sym in seen:
-            continue
-        seen.add(sym)
         try:
-            for o in ex.fetch_open_orders(sym) or []:
+            for o in fetch_okx_all_open_orders(ex, sym):
                 ch = "algo" if _is_conditional_type(_order_type_str(o)) else "regular"
                 n = _normalize_raw_order(dict(o), channel=ch)
-                if n:
+                if not n:
+                    continue
+                key = (n["id"], n.get("channel") or ch)
+                if key in seen:
+                    continue
+                seen.add(key)
                 out.append(n)
         except Exception:
             pass

okx_orders_lib.py

@@ -0,0 +1,53 @@
+"""
+OKX 挂单聚合：普通委托 + 算法单（conditional / oco / trigger）。
+交易所 App「止盈止损」页多为 orders-algo-pending，仅 fetch_open_orders 默认拿不到。
+"""
+from __future__ import annotations
+
+from typing import Any
+
+
+def _order_dedupe_key(order: dict) -> str:
+    info = order.get("info") or {}
+    if not isinstance(info, dict):
+        info = {}
+    return str(order.get("id") or info.get("algoId") or info.get("ordId") or "")
+
+
+def fetch_okx_all_open_orders(ex, exchange_symbol: str) -> list[dict]:
+    """合并 OKX 普通挂单与算法挂单（去重）。"""
+    if not exchange_symbol:
+        return []
+    ex.load_markets()
+    sym = exchange_symbol
+    try:
+        sym = ex.market(exchange_symbol)["symbol"]
+    except Exception:
+        pass
+    seen: set[str] = set()
+    out: list[dict] = []
+
+    def add_batch(batch: list | None) -> None:
+        for o in batch or []:
+            if not isinstance(o, dict):
+                continue
+            k = _order_dedupe_key(o)
+            if not k or k in seen:
+                continue
+            seen.add(k)
+            out.append(o)
+
+    try:
+        add_batch(ex.fetch_open_orders(sym))
+    except Exception:
+        pass
+    for params in (
+        {"ordType": "conditional"},
+        {"ordType": "oco"},
+        {"trigger": True},
+    ):
+        try:
+            add_batch(ex.fetch_open_orders(sym, params=dict(params)))
+        except Exception:
+            pass
+    return out