refactor: 将共用代码迁入 lib/ 模块化目录

统一 strategy、key_monitor、trade、hub 等共用库到 lib/ 子包，并补充 lib-structure 文档，便于四所与中控维护。

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/exchange/okx_orders_lib.py

@@ -0,0 +1,116 @@
+"""
+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 _okx_algo_cancel_id(order_id: str) -> str:
+    oid = str(order_id or "")
+    if ":" in oid:
+        return oid.split(":", 1)[0]
+    return oid
+
+
+def _okx_order_needs_stop_cancel_param(order: dict) -> bool:
+    """OKX 条件/算法单撤单须 params.stop=True，否则 cancel_order 走普通单接口会静默失败。"""
+    if not isinstance(order, dict):
+        return False
+    info = order.get("info") or {}
+    if not isinstance(info, dict):
+        info = {}
+    if order.get("stopLossPrice") is not None or order.get("takeProfitPrice") is not None:
+        return True
+    if info.get("algoId") or info.get("slTriggerPx") or info.get("tpTriggerPx"):
+        return True
+    typ = str(order.get("type") or info.get("ordType") or "").lower()
+    for token in ("conditional", "oco", "trigger", "move_order_stop", "iceberg"):
+        if token in typ:
+            return True
+    return False
+
+
+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
+
+
+def cancel_okx_all_open_orders(ex, exchange_symbol: str) -> int:
+    """
+    撤销某合约全部挂单（普通 + 条件/算法）。
+    OKX 止盈止损在 orders-algo-pending，必须用 stop=True 才能撤掉。
+    """
+    if not exchange_symbol:
+        return 0
+    ex.load_markets()
+    sym = exchange_symbol
+    try:
+        sym = ex.market(exchange_symbol)["symbol"]
+    except Exception:
+        pass
+    n = 0
+    for o in fetch_okx_all_open_orders(ex, sym):
+        oid = _order_dedupe_key(o)
+        if not oid:
+            continue
+        cancel_id = _okx_algo_cancel_id(oid)
+        params = {"stop": True} if _okx_order_needs_stop_cancel_param(o) else None
+        try:
+            ex.cancel_order(cancel_id, sym, params)
+            n += 1
+            continue
+        except Exception:
+            pass
+        try:
+            ex.cancel_order(oid, sym, params)
+            n += 1
+        except Exception:
+            pass
+    try:
+        ex.cancel_all_orders(sym)
+    except Exception:
+        pass
+    return n