修复okx 趋势回调

2026-05-30 10:10:34 +08:00
parent 8501f7fe0e
commit 5cf4b9eea6
2 changed files with 88 additions and 7 deletions
@@ -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())