修复okx 趋势回调

This commit is contained in:
dekun
2026-05-30 10:10:34 +08:00
parent 8501f7fe0e
commit 5cf4b9eea6
2 changed files with 88 additions and 7 deletions
+26 -7
View File
@@ -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):