okx

crypto_monitor_okx/.env.example

@@ -85,6 +85,8 @@ KEY_ALERT_INTERVAL_MINUTES=5
 BALANCE_REFRESH_SECONDS=60
 # 后台监控轮询周期（秒）
 MONITOR_POLL_SECONDS=3
+# 移动保本同步交易所止盈止损的最小间隔（秒），避免频繁撤挂叠单
+BREAKEVEN_EXCHANGE_MIN_INTERVAL_SEC=60
 # 使用可用资金时的缓冲比例（如0.98代表用98%）
 FULL_MARGIN_BUFFER_RATIO=0.98
 

crypto_monitor_okx/app.py

@@ -47,7 +47,7 @@ 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 okx_orders_lib import cancel_okx_all_open_orders, fetch_okx_all_open_orders
 from journal_chart_lib import (
     JOURNAL_CHART_DEFAULT_LIMIT,
     JOURNAL_CHART_DEFAULT_TF1,
@@ -202,6 +202,10 @@ AUTO_TRANSFER_BJ_HOUR = int(os.getenv("AUTO_TRANSFER_BJ_HOUR", "8"))
 WECHAT_TIMEOUT_SECONDS = int(os.getenv("WECHAT_TIMEOUT_SECONDS", "10"))
 AI_TIMEOUT_SECONDS = int(os.getenv("AI_TIMEOUT_SECONDS", "120"))
 MONITOR_POLL_SECONDS = int(os.getenv("MONITOR_POLL_SECONDS", "3"))
+BREAKEVEN_EXCHANGE_MIN_INTERVAL_SEC = max(
+    15, int(os.getenv("BREAKEVEN_EXCHANGE_MIN_INTERVAL_SEC", "60"))
+)
+_BREAKEVEN_LAST_EX_SYNC: dict[int, float] = {}
 KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m")
 FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98"))
 TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT")
@@ -2579,18 +2583,7 @@ def cancel_okx_swap_open_orders(exchange_symbol):
         return
     ensure_markets_loaded()
     try:
-        exchange.cancel_all_orders(exchange_symbol)
-    except Exception:
-        pass
-    try:
-        for o in fetch_okx_all_open_orders(exchange, exchange_symbol):
-            oid = o.get("id")
-            if oid is None:
-                continue
-            try:
-                exchange.cancel_order(str(oid), exchange_symbol)
-            except Exception:
-                pass
+        cancel_okx_all_open_orders(exchange, exchange_symbol)
     except Exception:
         pass
 
@@ -2867,7 +2860,11 @@ def cancel_okx_tpsl_slot(exchange_symbol, slot):
     if not oid:
         return
     ensure_markets_loaded()
-    exchange.cancel_order(str(oid), exchange_symbol)
+    cancel_id = str(oid).split(":", 1)[0]
+    try:
+        exchange.cancel_order(cancel_id, exchange_symbol, {"stop": True})
+    except Exception:
+        exchange.cancel_order(str(oid), exchange_symbol, {"stop": True})
 
 
 def replace_active_monitor_tpsl_on_exchange(order_row, stop_loss, take_profit):
@@ -2877,7 +2874,9 @@ def replace_active_monitor_tpsl_on_exchange(order_row, stop_loss, take_profit):
         raise RuntimeError(reason or "实盘未就绪")
     ex_sym = resolve_monitor_exchange_symbol(order_row)
     direction = order_row["direction"]
-    cancel_okx_swap_open_orders(ex_sym)
+    cancelled = cancel_okx_all_open_orders(exchange, ex_sym)
+    if cancelled > 0:
+        time.sleep(0.12)
     pos_amt = get_live_position_contracts(ex_sym, direction)
     if pos_amt is None or float(pos_amt) <= 0:
         try:
@@ -4687,10 +4686,15 @@ def check_order_monitors():
                             tp_ex = float(take_profit or 0)
                             ok_live, _live_reason = ensure_okx_live_ready()
                             synced_ex = not ok_live
-                            if ok_live and tp_ex > 0:
+                            last_ex_sync = float(_BREAKEVEN_LAST_EX_SYNC.get(pid, 0))
+                            interval_ok = (
+                                time.time() - last_ex_sync
+                            ) >= BREAKEVEN_EXCHANGE_MIN_INTERVAL_SEC
+                            if ok_live and tp_ex > 0 and interval_ok:
                                 try:
                                     replace_active_monitor_tpsl_on_exchange(r, new_sl, tp_ex)
                                     synced_ex = True
+                                    _BREAKEVEN_LAST_EX_SYNC[pid] = time.time()
                                     _clear_breakeven_exchange_warn(pid)
                                 except Exception as e:
                                     print(

okx_orders_lib.py

@@ -14,6 +14,31 @@ def _order_dedupe_key(order: dict) -> str:
     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:
@@ -51,3 +76,41 @@ def fetch_okx_all_open_orders(ex, exchange_symbol: str) -> list[dict]:
         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