fix(okx): use OCO algo orders for hub TP/SL to avoid instant close

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-03 21:00:08 +08:00
parent 2d8f65bf1d
commit fac28c402b
4 changed files with 120 additions and 46 deletions
@@ -0,0 +1,67 @@
+"""OKX 中控委托：须为 OCO 条件单，不得带 reduceOnly 或分两笔 market。"""
+from __future__ import annotations
+
+import sys
+import unittest
+from pathlib import Path
+from unittest.mock import MagicMock, patch
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT / "manual_trading_hub"))
+
+from exchange_orders import _okx_place_tp_sl  # noqa: E402
+
+
+class TestHubOkxPlaceTpsl(unittest.TestCase):
+    def test_okx_place_tpsl_single_oco_without_reduce_only(self):
+        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": "algo-1"}
+
+        ex = MagicMock()
+        ex.create_order = fake_create_order
+        ex.load_markets = MagicMock()
+        ex.amount_to_precision = lambda sym, amt: str(amt)
+        ex.price_to_precision = lambda sym, px: str(px)
+
+        with patch.dict(
+            "os.environ",
+            {"OKX_POS_MODE": "hedge", "OKX_TD_MODE": "cross"},
+            clear=False,
+        ):
+            _okx_place_tp_sl(
+                ex,
+                "HYPE/USDT:USDT",
+                "short",
+                6.0,
+                75.5,
+                70.2,
+            )
+
+        self.assertEqual(len(captured), 1, captured)
+        call = captured[0]
+        self.assertEqual(call["type"], "oco")
+        self.assertEqual(call["side"], "buy")
+        params = call["params"]
+        self.assertNotIn("reduceOnly", params)
+        self.assertEqual(params.get("posSide"), "short")
+        self.assertEqual(params.get("positionSide"), "short")
+        self.assertEqual(params.get("stopLossPrice"), 75.5)
+        self.assertEqual(params.get("takeProfitPrice"), 70.2)
+        self.assertEqual(params.get("tpOrdPx"), "-1")
+        self.assertEqual(params.get("slOrdPx"), "-1")
+        self.assertNotIn("stopLoss", params)
+
+
+if __name__ == "__main__":
+    unittest.main()