mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
fix(okx): correctly parse slTriggerPx/tpTriggerPx for algo orders
This commit is contained in:
+55
-17
@@ -1438,7 +1438,8 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
}
|
||||
|
||||
// 2. Get pending algo orders (stop-loss/take-profit)
|
||||
algoPath := fmt.Sprintf("%s?instId=%s&instType=SWAP", okxAlgoPendingPath, instId)
|
||||
// OKX requires ordType parameter for algo orders API
|
||||
algoPath := fmt.Sprintf("%s?instId=%s&instType=SWAP&ordType=conditional", okxAlgoPendingPath, instId)
|
||||
algoData, err := t.doRequest("GET", algoPath, nil)
|
||||
if err != nil {
|
||||
logger.Warnf("[OKX] Failed to get algo orders: %v", err)
|
||||
@@ -1451,12 +1452,13 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
PosSide string `json:"posSide"`
|
||||
OrdType string `json:"ordType"` // conditional/oco/trigger
|
||||
TriggerPx string `json:"triggerPx"`
|
||||
SlTriggerPx string `json:"slTriggerPx"` // Stop loss trigger price
|
||||
TpTriggerPx string `json:"tpTriggerPx"` // Take profit trigger price
|
||||
Sz string `json:"sz"`
|
||||
State string `json:"state"`
|
||||
}
|
||||
if err := json.Unmarshal(algoData, &algoOrders); err == nil {
|
||||
for _, order := range algoOrders {
|
||||
triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
|
||||
quantity, _ := strconv.ParseFloat(order.Sz, 64)
|
||||
|
||||
side := strings.ToUpper(order.Side)
|
||||
@@ -1465,23 +1467,59 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
|
||||
positionSide = "BOTH"
|
||||
}
|
||||
|
||||
// Map OKX algo order type
|
||||
orderType := "STOP_MARKET"
|
||||
if order.OrdType == "oco" {
|
||||
orderType = "TAKE_PROFIT_MARKET"
|
||||
// Check for stop loss order (slTriggerPx is set)
|
||||
if order.SlTriggerPx != "" {
|
||||
slPrice, _ := strconv.ParseFloat(order.SlTriggerPx, 64)
|
||||
if slPrice > 0 {
|
||||
result = append(result, OpenOrder{
|
||||
OrderID: order.AlgoId + "_sl",
|
||||
Symbol: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: "STOP_MARKET",
|
||||
Price: 0,
|
||||
StopPrice: slPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
result = append(result, OpenOrder{
|
||||
OrderID: order.AlgoId,
|
||||
Symbol: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: orderType,
|
||||
Price: 0,
|
||||
StopPrice: triggerPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
// Check for take profit order (tpTriggerPx is set)
|
||||
if order.TpTriggerPx != "" {
|
||||
tpPrice, _ := strconv.ParseFloat(order.TpTriggerPx, 64)
|
||||
if tpPrice > 0 {
|
||||
result = append(result, OpenOrder{
|
||||
OrderID: order.AlgoId + "_tp",
|
||||
Symbol: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: "TAKE_PROFIT_MARKET",
|
||||
Price: 0,
|
||||
StopPrice: tpPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
// Fallback for trigger orders (triggerPx is set)
|
||||
if order.TriggerPx != "" && order.SlTriggerPx == "" && order.TpTriggerPx == "" {
|
||||
triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
|
||||
if triggerPrice > 0 {
|
||||
result = append(result, OpenOrder{
|
||||
OrderID: order.AlgoId,
|
||||
Symbol: symbol,
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
Type: "STOP_MARKET",
|
||||
Price: 0,
|
||||
StopPrice: triggerPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user