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

Co-authored-by: Cursor <cursoragent@cursor.com>

crypto_monitor_okx/app.py

@@ -2610,37 +2610,31 @@ def cancel_okx_swap_open_orders(exchange_symbol):
 
 def _okx_place_tp_sl_orders(exchange_symbol, direction, amount, stop_loss, take_profit):
     """
-    为已有持仓挂条件止盈/止损（算法单）。
-    勿在同一笔 reduce-only 市价单上同时带 stopLoss+takeProfit，OKX/ccxt 可能当成立即全平。
+    为已有持仓挂条件止盈/止损（一笔 OCO 算法单）。
+    勿带 reduceOnly，勿分两笔 reduce-only 市价单，否则 OKX/ccxt 可能当成立即全平。
     """
     ensure_markets_loaded()
     close_side = "sell" if direction == "long" else "buy"
     amt = float(exchange.amount_to_precision(exchange_symbol, float(amount)))
     if amt <= 0:
         raise RuntimeError("止盈止损：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)
-    tp_px = float(take_profit)
+    base = build_okx_order_params(direction, reduce_only=False)
+    sl_px = _okx_algo_trigger_price_str(exchange_symbol, stop_loss)
+    tp_px = _okx_algo_trigger_price_str(exchange_symbol, take_profit)
+    order_params = {
+        **base,
+        "stopLossPrice": float(sl_px),
+        "takeProfitPrice": float(tp_px),
+        "tpOrdPx": "-1",
+        "slOrdPx": "-1",
+    }
+    if OKX_POS_MODE == "hedge":
+        ps = "long" if direction == "long" else "short"
+        order_params["positionSide"] = ps
     last_err = None
     for attempt in range(6):
         try:
-            exchange.create_order(
-                exchange_symbol,
-                "market",
-                close_side,
-                amt,
-                None,
-                {**base, "stopLossPrice": sl_px},
-            )
-            time.sleep(0.05)
-            exchange.create_order(
-                exchange_symbol,
-                "market",
-                close_side,
-                amt,
-                None,
-                {**base, "takeProfitPrice": tp_px},
-            )
+            exchange.create_order(exchange_symbol, "oco", close_side, amt, None, order_params)
             return
         except Exception as e:
             last_err = e

manual_trading_hub/agent.py

@@ -131,7 +131,10 @@ def _make_exchange() -> Any:
                 "secret": secret,
                 "password": password,
                 "enableRateLimit": True,
-                "options": {"defaultType": "swap"},
+                "options": {
+                    "defaultType": "swap",
+                    "hedged": OKX_POS_MODE == "hedge",
+                },
             }
         )
         _attach_proxies(ex, "OKX")

manual_trading_hub/exchange_orders.py

@@ -398,6 +398,8 @@ def cancel_order(
     params = None
     if kind == "gate" and ch == "algo":
         params = _gate_trigger_params(ex)
+    elif kind == "okx" and ch == "algo":
+        params = {"stop": True}
     oid = _okx_algo_order_id(order_id) if kind == "okx" else str(order_id)
     ex.cancel_order(oid, unified, params)
 
@@ -489,11 +491,21 @@ def _binance_place_tp_sl(
     raise RuntimeError(f"Binance 未接受止盈/止损：{last_err}")
 
 
-def _okx_order_params(direction: str, *, reduce_only: bool, pos_mode: str, td_mode: str) -> dict:
+def _okx_order_params(
+    direction: str,
+    *,
+    reduce_only: bool,
+    pos_mode: str,
+    td_mode: str,
+    for_algo_tpsl: bool = False,
+) -> dict:
     params: dict[str, Any] = {"tdMode": td_mode or "cross"}
     if (pos_mode or "hedge").lower() in ("hedge", "long_short_mode", "dual"):
-        params["posSide"] = "long" if direction == "long" else "short"
-    if reduce_only:
+        ps = "long" if direction == "long" else "short"
+        params["posSide"] = ps
+        params["positionSide"] = ps
+    # OKX 条件/OCO 算法单勿带 reduceOnly，否则可能被当市价减仓立即成交
+    if reduce_only and not for_algo_tpsl:
         params["reduceOnly"] = True
     return params
 
@@ -509,34 +521,32 @@ def _okx_place_tp_sl(
     pos_mode: str = "hedge",
     td_mode: str = "cross",
 ) -> None:
+    """OKX 永续：一笔 OCO 算法单挂止盈+止损（勿 reduceOnly + 分两笔 market）。"""
     ex.load_markets()
     close_side = "sell" if direction == "long" else "buy"
     amt = float(ex.amount_to_precision(symbol, float(amount)))
     if amt <= 0:
         raise RuntimeError("止盈止损：可平数量经精度舍入后为 0")
-    base = _okx_order_params(direction, reduce_only=True, pos_mode=pos_mode, td_mode=td_mode)
-    sl_px = float(stop_loss)
-    tp_px = float(take_profit)
+    base = _okx_order_params(
+        direction,
+        reduce_only=False,
+        pos_mode=pos_mode,
+        td_mode=td_mode,
+        for_algo_tpsl=True,
+    )
+    sl_px = ex.price_to_precision(symbol, float(stop_loss))
+    tp_px = ex.price_to_precision(symbol, float(take_profit))
+    order_params = {
+        **base,
+        "stopLossPrice": float(sl_px),
+        "takeProfitPrice": float(tp_px),
+        "tpOrdPx": "-1",
+        "slOrdPx": "-1",
+    }
     last_err: Exception | None = None
     for attempt in range(6):
         try:
-            ex.create_order(
-                symbol,
-                "market",
-                close_side,
-                amt,
-                None,
-                {**base, "stopLossPrice": sl_px},
-            )
-            time.sleep(0.05)
-            ex.create_order(
-                symbol,
-                "market",
-                close_side,
-                amt,
-                None,
-                {**base, "takeProfitPrice": tp_px},
-            )
+            ex.create_order(symbol, "oco", close_side, amt, None, order_params)
             return
         except Exception as e:
             last_err = e

tests/test_hub_exchange_orders_okx.py

@@ -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()