mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
fix: use position's actual margin mode when closing OKX positions
- Parse mgnMode field from OKX positions API response - Use position's mgnMode (cross/isolated) in close orders instead of hardcoding cross - This fixes 'no position in this direction' error when closing isolated margin positions
This commit is contained in:
tinkle-community
+150
-44
@@ -33,6 +33,7 @@ const (
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okxCancelAlgoPath = "/api/v5/trade/cancel-algos"
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okxAlgoPendingPath = "/api/v5/trade/orders-algo-pending"
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okxPositionModePath = "/api/v5/account/set-position-mode"
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okxAccountConfigPath = "/api/v5/account/config"
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)
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// OKXTrader OKX futures trader
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@@ -44,6 +45,9 @@ type OKXTrader struct {
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// Margin mode setting
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isCrossMargin bool
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// Position mode: "long_short_mode" (hedge) or "net_mode" (one-way)
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positionMode string
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// HTTP client (proxy disabled)
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httpClient *http.Client
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@@ -117,14 +121,46 @@ func NewOKXTrader(apiKey, secretKey, passphrase string) *OKXTrader {
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instrumentsCache: make(map[string]*OKXInstrument),
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}
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// Set dual position mode
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if err := trader.setPositionMode(); err != nil {
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logger.Infof("⚠️ Failed to set OKX position mode: %v (ignore if already in dual mode)", err)
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// Get current position mode first
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if err := trader.detectPositionMode(); err != nil {
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logger.Infof("⚠️ Failed to detect OKX position mode: %v, assuming dual mode", err)
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trader.positionMode = "long_short_mode"
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}
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// Try to set dual position mode (only if not already)
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if trader.positionMode != "long_short_mode" {
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if err := trader.setPositionMode(); err != nil {
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logger.Infof("⚠️ Failed to set OKX position mode: %v (current mode: %s)", err, trader.positionMode)
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}
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}
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logger.Infof("✓ OKX trader initialized with position mode: %s", trader.positionMode)
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return trader
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}
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// detectPositionMode gets current position mode from account config
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func (t *OKXTrader) detectPositionMode() error {
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data, err := t.doRequest("GET", okxAccountConfigPath, nil)
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if err != nil {
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return fmt.Errorf("failed to get account config: %w", err)
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}
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var configs []struct {
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PosMode string `json:"posMode"`
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}
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if err := json.Unmarshal(data, &configs); err != nil {
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return fmt.Errorf("failed to parse account config: %w", err)
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}
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if len(configs) > 0 {
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t.positionMode = configs[0].PosMode
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logger.Infof("✓ Detected OKX position mode: %s", t.positionMode)
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}
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return nil
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}
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// setPositionMode sets dual position mode
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func (t *OKXTrader) setPositionMode() error {
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body := map[string]string{
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@@ -321,16 +357,19 @@ func (t *OKXTrader) GetPositions() ([]map[string]interface{}, error) {
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Lever string `json:"lever"`
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LiqPx string `json:"liqPx"`
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Margin string `json:"margin"`
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CTime string `json:"cTime"` // Position created time (ms)
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UTime string `json:"uTime"` // Position last update time (ms)
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MgnMode string `json:"mgnMode"` // Margin mode: "cross" or "isolated"
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CTime string `json:"cTime"` // Position created time (ms)
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UTime string `json:"uTime"` // Position last update time (ms)
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}
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if err := json.Unmarshal(data, &positions); err != nil {
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return nil, fmt.Errorf("failed to parse position data: %w", err)
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}
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logger.Infof("🔍 OKX raw positions response: %d positions", len(positions))
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var result []map[string]interface{}
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for _, pos := range positions {
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logger.Infof("🔍 OKX raw position: instId=%s, posSide=%s, pos=%s, mgnMode=%s", pos.InstId, pos.PosSide, pos.Pos, pos.MgnMode)
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contractCount, _ := strconv.ParseFloat(pos.Pos, 64)
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if contractCount == 0 {
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continue
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@@ -344,6 +383,7 @@ func (t *OKXTrader) GetPositions() ([]map[string]interface{}, error) {
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// Convert symbol format
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symbol := t.convertSymbolBack(pos.InstId)
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logger.Infof("🔍 OKX symbol conversion: %s → %s", pos.InstId, symbol)
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// Determine direction and ensure contractCount is positive
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side := "long"
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@@ -368,6 +408,12 @@ func (t *OKXTrader) GetPositions() ([]map[string]interface{}, error) {
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cTime, _ := strconv.ParseInt(pos.CTime, 10, 64)
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uTime, _ := strconv.ParseInt(pos.UTime, 10, 64)
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// Default to cross margin mode if not specified
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mgnMode := pos.MgnMode
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if mgnMode == "" {
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mgnMode = "cross"
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}
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posMap := map[string]interface{}{
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"symbol": symbol,
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"positionAmt": posAmt,
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@@ -377,8 +423,9 @@ func (t *OKXTrader) GetPositions() ([]map[string]interface{}, error) {
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"leverage": leverage,
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"liquidationPrice": liqPrice,
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"side": side,
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"createdTime": cTime, // Position open time (ms)
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"updatedTime": uTime, // Position last update time (ms)
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"mgnMode": mgnMode, // Margin mode: "cross" or "isolated"
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"createdTime": cTime, // Position open time (ms)
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"updatedTime": uTime, // Position last update time (ms)
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}
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result = append(result, posMap)
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}
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@@ -392,6 +439,14 @@ func (t *OKXTrader) GetPositions() ([]map[string]interface{}, error) {
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return result, nil
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}
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// InvalidatePositionCache clears the position cache to force fresh data on next call
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func (t *OKXTrader) InvalidatePositionCache() {
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t.positionsCacheMutex.Lock()
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t.cachedPositions = nil
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t.positionsCacheTime = time.Time{}
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t.positionsCacheMutex.Unlock()
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}
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// getInstrument gets instrument info
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func (t *OKXTrader) getInstrument(symbol string) (*OKXInstrument, error) {
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instId := t.convertSymbol(symbol)
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@@ -682,21 +737,47 @@ func (t *OKXTrader) CloseLong(symbol string, quantity float64) (map[string]inter
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return nil, fmt.Errorf("failed to get instrument info: %w", err)
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}
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// If quantity is 0, get current position (positionAmt is in base asset, e.g. BTC)
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if quantity == 0 {
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positions, err := t.GetPositions()
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if err != nil {
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return nil, err
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}
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for _, pos := range positions {
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if pos["symbol"] == symbol && pos["side"] == "long" {
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quantity = pos["positionAmt"].(float64) // This is in base asset (BTC)
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// Invalidate position cache and get fresh positions
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t.InvalidatePositionCache()
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positions, err := t.GetPositions()
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if err != nil {
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return nil, fmt.Errorf("failed to get positions: %w", err)
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}
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// Find actual position from exchange
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var actualQty float64
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var posFound bool
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var posMgnMode string = "cross" // Default to cross margin
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logger.Infof("🔍 OKX CloseLong: searching for symbol=%s in %d positions", symbol, len(positions))
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for _, pos := range positions {
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logger.Infof("🔍 OKX position: symbol=%v, side=%v, positionAmt=%v, mgnMode=%v", pos["symbol"], pos["side"], pos["positionAmt"], pos["mgnMode"])
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if pos["symbol"] == symbol {
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side := pos["side"].(string)
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// In net_mode, "long" means positive position
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// In dual mode, check explicit "long" side
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if side == "long" || (t.positionMode == "net_mode" && side == "long") {
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actualQty = pos["positionAmt"].(float64)
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posFound = true
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if mgnMode, ok := pos["mgnMode"].(string); ok && mgnMode != "" {
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posMgnMode = mgnMode
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}
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logger.Infof("🔍 OKX CloseLong: found matching position! qty=%.6f, mgnMode=%s", actualQty, posMgnMode)
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break
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}
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}
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if quantity == 0 {
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return nil, fmt.Errorf("long position not found for %s", symbol)
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}
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}
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if !posFound || actualQty == 0 {
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logger.Infof("🔍 OKX CloseLong: NO position found for %s LONG", symbol)
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return map[string]interface{}{
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"status": "NO_POSITION",
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"message": fmt.Sprintf("No long position found for %s on OKX", symbol),
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}, nil
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}
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// Use actual quantity from exchange (more accurate than passed quantity)
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if quantity == 0 || quantity > actualQty {
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quantity = actualQty
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}
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// Convert quantity (base asset) to contract count
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@@ -704,20 +785,24 @@ func (t *OKXTrader) CloseLong(symbol string, quantity float64) (map[string]inter
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contracts := quantity / inst.CtVal
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szStr := t.formatSize(contracts, inst)
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logger.Infof("🔻 OKX close long: symbol=%s, quantity=%.6f, ctVal=%.6f, contracts=%.2f, szStr=%s",
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symbol, quantity, inst.CtVal, contracts, szStr)
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logger.Infof("🔻 OKX close long: symbol=%s, instId=%s, quantity=%.6f, ctVal=%.6f, contracts=%.2f, szStr=%s, posMode=%s, mgnMode=%s",
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symbol, instId, quantity, inst.CtVal, contracts, szStr, t.positionMode, posMgnMode)
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body := map[string]interface{}{
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"instId": instId,
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"tdMode": "cross",
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"tdMode": posMgnMode, // Use position's actual margin mode (cross or isolated)
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"side": "sell",
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"posSide": "long",
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"ordType": "market",
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"sz": szStr,
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"clOrdId": genOkxClOrdID(),
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"tag": okxTag,
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}
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// Only add posSide in dual mode (long_short_mode)
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if t.positionMode == "long_short_mode" {
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body["posSide"] = "long"
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}
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data, err := t.doRequest("POST", okxOrderPath, body)
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if err != nil {
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return nil, fmt.Errorf("failed to close long position: %w", err)
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@@ -763,25 +848,42 @@ func (t *OKXTrader) CloseShort(symbol string, quantity float64) (map[string]inte
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return nil, fmt.Errorf("failed to get instrument info: %w", err)
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}
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// If quantity is 0, get current position (positionAmt is in base asset, e.g. BTC)
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if quantity == 0 {
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positions, err := t.GetPositions()
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if err != nil {
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return nil, err
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}
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logger.Infof("🔍 OKX CloseShort searching positions: symbol=%s, current position count=%d", symbol, len(positions))
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for _, pos := range positions {
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logger.Infof("🔍 OKX position: symbol=%v, side=%v, positionAmt=%v",
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pos["symbol"], pos["side"], pos["positionAmt"])
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if pos["symbol"] == symbol && pos["side"] == "short" {
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quantity = pos["positionAmt"].(float64) // This is in base asset (BTC)
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logger.Infof("🔍 OKX found short position: quantity=%f (base asset)", quantity)
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break
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// Invalidate position cache and get fresh positions
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t.InvalidatePositionCache()
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positions, err := t.GetPositions()
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if err != nil {
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return nil, fmt.Errorf("failed to get positions: %w", err)
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}
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// Find actual position from exchange
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var actualQty float64
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var posFound bool
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var posMgnMode string = "cross" // Default to cross margin
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logger.Infof("🔍 OKX CloseShort searching positions: symbol=%s, current position count=%d", symbol, len(positions))
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for _, pos := range positions {
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logger.Infof("🔍 OKX position: symbol=%v, side=%v, positionAmt=%v, mgnMode=%v",
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pos["symbol"], pos["side"], pos["positionAmt"], pos["mgnMode"])
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if pos["symbol"] == symbol && pos["side"] == "short" {
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actualQty = pos["positionAmt"].(float64)
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posFound = true
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if mgnMode, ok := pos["mgnMode"].(string); ok && mgnMode != "" {
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posMgnMode = mgnMode
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}
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logger.Infof("🔍 OKX found short position: quantity=%f (base asset), mgnMode=%s", actualQty, posMgnMode)
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break
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}
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if quantity == 0 {
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return nil, fmt.Errorf("short position not found for %s", symbol)
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}
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}
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if !posFound || actualQty == 0 {
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return map[string]interface{}{
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"status": "NO_POSITION",
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"message": fmt.Sprintf("No short position found for %s on OKX", symbol),
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}, nil
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}
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// Use actual quantity from exchange (more accurate than passed quantity)
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if quantity == 0 || quantity > actualQty {
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quantity = actualQty
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}
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// Ensure quantity is positive (OKX sz parameter must be positive)
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@@ -794,20 +896,24 @@ func (t *OKXTrader) CloseShort(symbol string, quantity float64) (map[string]inte
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contracts := quantity / inst.CtVal
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szStr := t.formatSize(contracts, inst)
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logger.Infof("🔻 OKX close short: symbol=%s, quantity=%.6f, ctVal=%.6f, contracts=%.2f, szStr=%s",
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symbol, quantity, inst.CtVal, contracts, szStr)
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logger.Infof("🔻 OKX close short: symbol=%s, quantity=%.6f, ctVal=%.6f, contracts=%.2f, szStr=%s, posMode=%s, mgnMode=%s",
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symbol, quantity, inst.CtVal, contracts, szStr, t.positionMode, posMgnMode)
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body := map[string]interface{}{
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"instId": instId,
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"tdMode": "cross",
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"tdMode": posMgnMode, // Use position's actual margin mode (cross or isolated)
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"side": "buy",
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"posSide": "short",
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"ordType": "market",
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"sz": szStr,
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"clOrdId": genOkxClOrdID(),
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"tag": okxTag,
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}
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// Only add posSide in dual mode (long_short_mode)
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if t.positionMode == "long_short_mode" {
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body["posSide"] = "short"
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}
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logger.Infof("🔻 OKX close short request body: %+v", body)
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data, err := t.doRequest("POST", okxOrderPath, body)
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