dekun
117 lines
3.3 KiB
Python
117 lines
3.3 KiB
Python
"""
|
|
OKX 挂单聚合：普通委托 + 算法单（conditional / oco / trigger）。
|
|
交易所 App「止盈止损」页多为 orders-algo-pending，仅 fetch_open_orders 默认拿不到。
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
from typing import Any
|
|
|
|
|
|
def _order_dedupe_key(order: dict) -> str:
|
|
info = order.get("info") or {}
|
|
if not isinstance(info, dict):
|
|
info = {}
|
|
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:
|
|
return []
|
|
ex.load_markets()
|
|
sym = exchange_symbol
|
|
try:
|
|
sym = ex.market(exchange_symbol)["symbol"]
|
|
except Exception:
|
|
pass
|
|
seen: set[str] = set()
|
|
out: list[dict] = []
|
|
|
|
def add_batch(batch: list | None) -> None:
|
|
for o in batch or []:
|
|
if not isinstance(o, dict):
|
|
continue
|
|
k = _order_dedupe_key(o)
|
|
if not k or k in seen:
|
|
continue
|
|
seen.add(k)
|
|
out.append(o)
|
|
|
|
try:
|
|
add_batch(ex.fetch_open_orders(sym))
|
|
except Exception:
|
|
pass
|
|
for params in (
|
|
{"ordType": "conditional"},
|
|
{"ordType": "oco"},
|
|
{"trigger": True},
|
|
):
|
|
try:
|
|
add_batch(ex.fetch_open_orders(sym, params=dict(params)))
|
|
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
|