From 5cf4b9eea639ed16a44e5a47c2b333813aee258c Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Sat, 30 May 2026 10:10:34 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8Dokx=20=E8=B6=8B=E5=8A=BF?=
 =?UTF-8?q?=E5=9B=9E=E8=B0=83?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 crypto_monitor_okx/app.py      | 33 ++++++++++++++----
 scripts/verify_okx_trend_sl.py | 62 ++++++++++++++++++++++++++++++++++
 2 files changed, 88 insertions(+), 7 deletions(-)
 create mode 100644 scripts/verify_okx_trend_sl.py

diff --git a/crypto_monitor_okx/app.py b/crypto_monitor_okx/app.py
index ac446a5..8f3dc2d 100644
--- a/crypto_monitor_okx/app.py
+++ b/crypto_monitor_okx/app.py
@@ -2971,7 +2971,11 @@ def replace_active_monitor_tpsl_on_exchange(order_row, stop_loss, take_profit):
 
 
 def _okx_place_stop_loss_only(exchange_symbol, direction, stop_loss):
-    """OKX 永续：仅挂止损（趋势回调），止盈由程序监控。"""
+    """OKX 永续：仅挂止损（趋势回调），止盈由程序监控。
+
+    须用 stopLossPrice 挂条件单；勿用 reduce-only 市价单 + params['stopLoss']，
+    后者会当成立即市价平仓（开仓后约 1 秒内全平）。
+    """
     ensure_markets_loaded()
     pos_amt = get_live_position_contracts(exchange_symbol, direction)
     if pos_amt is None or float(pos_amt) <= 0:
@@ -2979,12 +2983,27 @@ def _okx_place_stop_loss_only(exchange_symbol, direction, stop_loss):
     cancel_okx_swap_open_orders(exchange_symbol)
     close_side = "sell" if direction == "long" else "buy"
     amt = float(exchange.amount_to_precision(exchange_symbol, float(pos_amt)))
-    params = build_okx_order_params(direction, reduce_only=True)
-    params["stopLoss"] = {
-        "triggerPrice": _okx_algo_trigger_price_str(exchange_symbol, stop_loss),
-        "type": "market",
-    }
-    exchange.create_order(exchange_symbol, "market", close_side, amt, None, params)
+    if amt <= 0:
+        raise RuntimeError("止损：可平数量经精度舍入后为 0")
+    base = build_okx_order_params(direction, reduce_only=True)
+    sl_px = float(stop_loss)
+    last_err = None
+    for attempt in range(6):
+        try:
+            exchange.create_order(
+                exchange_symbol,
+                "market",
+                close_side,
+                amt,
+                None,
+                {**base, "stopLossPrice": sl_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 未接受止损条件单：{last_err}")
 
 
 def calc_trend_manual_breakeven_stop(direction, entry_price, offset_pct=None):
diff --git a/scripts/verify_okx_trend_sl.py b/scripts/verify_okx_trend_sl.py
new file mode 100644
index 0000000..e48e0f1
--- /dev/null
+++ b/scripts/verify_okx_trend_sl.py
@@ -0,0 +1,62 @@
+"""验证 OKX 趋势回调止损挂单：须为 stopLossPrice 条件单，不得为立即市价平仓。"""
+from __future__ import annotations
+
+import sys
+from pathlib import Path
+from unittest.mock import MagicMock, patch
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT / "crypto_monitor_okx"))
+
+
+def main() -> int:
+    captured: list[dict] = []
+
+    def fake_create_order(symbol, order_type, side, amount, price, params):
+        captured.append(
+            {
+                "symbol": symbol,
+                "type": order_type,
+                "side": side,
+                "amount": amount,
+                "params": dict(params or {}),
+            }
+        )
+        return {"id": "test-order", "average": 1.358}
+
+    mock_exchange = MagicMock()
+    mock_exchange.create_order = fake_create_order
+    mock_exchange.amount_to_precision = lambda sym, amt: amt
+    mock_exchange.market = lambda sym: {"contractSize": 1, "limits": {"amount": {"min": 0.01}}}
+    mock_exchange.load_markets = MagicMock()
+    mock_exchange.price_to_precision = lambda sym, px: str(px)
+
+    with patch.dict(
+        "os.environ",
+        {"LIVE_TRADING_ENABLED": "true", "OKX_API_KEY": "k", "OKX_API_SECRET": "s", "OKX_API_PASSPHRASE": "p"},
+        clear=False,
+    ):
+        import app as okx_app
+
+        okx_app.exchange = mock_exchange
+        okx_app.MARKETS_LOADED = True
+
+        with patch.object(okx_app, "ensure_okx_live_ready", return_value=(True, "")), patch.object(
+            okx_app, "get_live_position_contracts", return_value=12.0
+        ), patch.object(okx_app, "cancel_okx_swap_open_orders"):
+            okx_app._okx_place_stop_loss_only("XRP/USDT:USDT", "long", 1.1)
+
+    assert len(captured) == 1, f"expected 1 create_order call, got {len(captured)}"
+    call = captured[0]
+    params = call["params"]
+    assert call["side"] == "sell", call
+    assert params.get("reduceOnly") is True, params
+    assert "stopLossPrice" in params, f"missing stopLossPrice: {params}"
+    assert params["stopLossPrice"] == 1.1, params
+    assert "stopLoss" not in params, f"nested stopLoss causes immediate close: {params}"
+    print("OK: _okx_place_stop_loss_only uses stopLossPrice conditional attach, not immediate close")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())