dekun
63 lines
2.3 KiB
Python
63 lines
2.3 KiB
Python
"""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。"""
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from __future__ import annotations
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import sys
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from pathlib import Path
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from unittest.mock import MagicMock, patch
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ROOT = Path(__file__).resolve().parents[1]
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sys.path.insert(0, str(ROOT / "crypto_monitor_okx"))
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def main() -> int:
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captured: list[dict] = []
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def fake_create_order(symbol, order_type, side, amount, price, params):
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captured.append(
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{
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"symbol": symbol,
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"type": order_type,
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"side": side,
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"amount": amount,
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"params": dict(params or {}),
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}
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)
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return {"id": "test-order", "average": 1.358}
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mock_exchange = MagicMock()
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mock_exchange.create_order = fake_create_order
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mock_exchange.amount_to_precision = lambda sym, amt: amt
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mock_exchange.market = lambda sym: {"contractSize": 1, "limits": {"amount": {"min": 0.01}}}
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mock_exchange.load_markets = MagicMock()
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mock_exchange.price_to_precision = lambda sym, px: str(px)
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with patch.dict(
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"os.environ",
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{"LIVE_TRADING_ENABLED": "true", "OKX_API_KEY": "k", "OKX_API_SECRET": "s", "OKX_API_PASSPHRASE": "p"},
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clear=False,
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):
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import app as okx_app
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okx_app.exchange = mock_exchange
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okx_app.MARKETS_LOADED = True
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with patch.object(okx_app, "ensure_okx_live_ready", return_value=(True, "")), patch.object(
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okx_app, "get_live_position_contracts", return_value=12.0
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), patch.object(okx_app, "cancel_okx_swap_open_orders"):
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okx_app._okx_place_stop_loss_only("XRP/USDT:USDT", "long", 1.1)
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assert len(captured) == 1, f"expected 1 create_order call, got {len(captured)}"
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call = captured[0]
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params = call["params"]
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assert call["side"] == "sell", call
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assert params.get("reduceOnly") is True, params
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assert "stopLossPrice" in params, f"missing stopLossPrice: {params}"
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assert params["stopLossPrice"] == 1.1, params
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assert "stopLoss" not in params, f"nested stopLoss causes immediate close: {params}"
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print("OK: _okx_place_stop_loss_only uses stopLossPrice conditional attach, not immediate close")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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