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