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Add OKX trading-account USDC auto-swap and lock exit target while in position.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-30 00:16:47 +08:00
parent f0b0b91f1b
commit 0837982714
16 changed files with 626 additions and 36 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend/app/live/binance_executor.py
+31 -3
View File
@@ -362,6 +362,15 @@ class BinanceLiveExecutor(Matcher):
)
self.db._conn.commit()
try:
from ..strategy.exits import lock_trade_exit_target
lock_trade_exit_target(
self.db, group_id=group_id, initial_premium=initial_premium
)
except Exception:
logger.exception("lock exit target failed group=%s", group_id)
return OpenResult(
ok=True,
group_id=group_id,
@@ -480,6 +489,14 @@ class BinanceLiveExecutor(Matcher):
),
)
self.db._conn.commit()
try:
from ..strategy.exits import lock_trade_exit_target
lock_trade_exit_target(
self.db, group_id=group_id, initial_premium=initial_premium
)
except Exception:
logger.exception("lock exit target failed half_open group=%s", group_id)
def repair_half_open(self) -> CloseResult:
"""卖出 half_open 残留期权，清本地状态。"""
@@ -557,7 +574,8 @@ class BinanceLiveExecutor(Matcher):
"""UPDATE positions SET
group_id=NULL, perp_side=NULL, perp_qty_eth=0, perp_entry_px=NULL,
option_inst_id=NULL, option_side=NULL, option_qty_eth=0, option_qty_contracts=0,
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0, status='flat'
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0,
exit_target_usdt=NULL, status='flat'
WHERE id=1"""
)
self.db._conn.commit()
@@ -668,6 +686,14 @@ class BinanceLiveExecutor(Matcher):
),
)
self.db._conn.commit()
try:
from ..strategy.exits import lock_trade_exit_target
lock_trade_exit_target(
self.db, group_id=group_id, initial_premium=initial_premium
)
except Exception:
logger.exception("lock exit target failed recover group=%s", group_id)
return CloseResult(
ok=True,
detail="recover_opening: 已提升为 open",
@@ -1053,7 +1079,8 @@ class BinanceLiveExecutor(Matcher):
"""UPDATE positions SET
group_id=NULL, perp_side=NULL, perp_qty_eth=0, perp_entry_px=NULL,
option_inst_id=NULL, option_side=NULL, option_qty_eth=0, option_qty_contracts=0,
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0, status='flat'
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0,
exit_target_usdt=NULL, status='flat'
WHERE id=1"""
)
self.db._conn.commit()
@@ -1270,7 +1297,8 @@ class BinanceLiveExecutor(Matcher):
"""UPDATE positions SET
group_id=NULL, perp_side=NULL, perp_qty_eth=0, perp_entry_px=NULL,
option_inst_id=NULL, option_side=NULL, option_qty_eth=0, option_qty_contracts=0,
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0, status='flat'
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0,
exit_target_usdt=NULL, status='flat'
WHERE id=1"""
)
self.db._conn.commit()
backend/app/live/executor.py
+31 -3
View File
@@ -380,6 +380,15 @@ class OkxLiveExecutor(Matcher):
)
self.db._conn.commit()
try:
from ..strategy.exits import lock_trade_exit_target
lock_trade_exit_target(
self.db, group_id=group_id, initial_premium=initial_premium
)
except Exception:
logger.exception("lock exit target failed group=%s", group_id)
return OpenResult(
ok=True,
group_id=group_id,
@@ -498,6 +507,14 @@ class OkxLiveExecutor(Matcher):
),
)
self.db._conn.commit()
try:
from ..strategy.exits import lock_trade_exit_target
lock_trade_exit_target(
self.db, group_id=group_id, initial_premium=initial_premium
)
except Exception:
logger.exception("lock exit target failed half_open group=%s", group_id)
def repair_half_open(self) -> CloseResult:
"""卖出 half_open 残留期权，清本地状态。"""
@@ -576,7 +593,8 @@ class OkxLiveExecutor(Matcher):
"""UPDATE positions SET
group_id=NULL, perp_side=NULL, perp_qty_eth=0, perp_entry_px=NULL,
option_inst_id=NULL, option_side=NULL, option_qty_eth=0, option_qty_contracts=0,
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0, status='flat'
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0,
exit_target_usdt=NULL, status='flat'
WHERE id=1"""
)
self.db._conn.commit()
@@ -696,6 +714,14 @@ class OkxLiveExecutor(Matcher):
),
)
self.db._conn.commit()
try:
from ..strategy.exits import lock_trade_exit_target
lock_trade_exit_target(
self.db, group_id=group_id, initial_premium=initial_premium
)
except Exception:
logger.exception("lock exit target failed recover group=%s", group_id)
return CloseResult(
ok=True,
detail="recover_opening: 已提升为 open",
@@ -1091,7 +1117,8 @@ class OkxLiveExecutor(Matcher):
"""UPDATE positions SET
group_id=NULL, perp_side=NULL, perp_qty_eth=0, perp_entry_px=NULL,
option_inst_id=NULL, option_side=NULL, option_qty_eth=0, option_qty_contracts=0,
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0, status='flat'
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0,
exit_target_usdt=NULL, status='flat'
WHERE id=1"""
)
self.db._conn.commit()
@@ -1293,7 +1320,8 @@ class OkxLiveExecutor(Matcher):
"""UPDATE positions SET
group_id=NULL, perp_side=NULL, perp_qty_eth=0, perp_entry_px=NULL,
option_inst_id=NULL, option_side=NULL, option_qty_eth=0, option_qty_contracts=0,
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0, status='flat'
option_entry_px=NULL, entry_index_px=NULL, initial_premium=0,
exit_target_usdt=NULL, status='flat'
WHERE id=1"""
)
self.db._conn.commit()