mirror of
https://github.com/laoxong/nofx.git
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tinkle-community
cb31782be4
- Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
939 lines
26 KiB
Go
939 lines
26 KiB
Go
package okx
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import (
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"encoding/json"
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"fmt"
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"nofx/logger"
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"nofx/trader/types"
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"strconv"
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"strings"
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)
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// OpenLong opens long position
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func (t *OKXTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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// Cancel old orders
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t.CancelAllOrders(symbol)
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// Set leverage
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Infof(" ⚠️ Failed to set leverage: %v", err)
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}
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instId := t.convertSymbol(symbol)
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// Get instrument info and calculate contract size
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inst, err := t.getInstrument(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get instrument info: %w", err)
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}
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// OKX uses contract count, need to convert quantity (in base asset) to contract count
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// sz = quantity / ctVal (number of contracts = asset amount / asset per contract)
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sz := quantity / inst.CtVal
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szStr := t.formatSize(sz, inst)
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logger.Infof(" 📊 OKX OpenLong: quantity=%.6f, ctVal=%.6f, contracts=%.2f", quantity, inst.CtVal, sz)
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// Check max market order size limit
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if inst.MaxMktSz > 0 && sz > inst.MaxMktSz {
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logger.Infof(" ⚠️ OKX market order size %.2f exceeds max %.2f, reducing to max", sz, inst.MaxMktSz)
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sz = inst.MaxMktSz
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szStr = t.formatSize(sz, inst)
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}
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body := map[string]interface{}{
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"instId": instId,
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"tdMode": "cross",
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"side": "buy",
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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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data, err := t.doRequest("POST", okxOrderPath, body)
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if err != nil {
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return nil, fmt.Errorf("failed to open long position: %w", err)
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}
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var orders []struct {
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OrdId string `json:"ordId"`
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ClOrdId string `json:"clOrdId"`
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SCode string `json:"sCode"`
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SMsg string `json:"sMsg"`
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}
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if err := json.Unmarshal(data, &orders); err != nil {
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return nil, fmt.Errorf("failed to parse order response: %w", err)
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}
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if len(orders) == 0 || orders[0].SCode != "0" {
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msg := "unknown error"
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if len(orders) > 0 {
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msg = orders[0].SMsg
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}
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return nil, fmt.Errorf("failed to open long position: %s", msg)
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}
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logger.Infof("✓ OKX opened long position successfully: %s size: %s", symbol, szStr)
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logger.Infof(" Order ID: %s", orders[0].OrdId)
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return map[string]interface{}{
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"orderId": orders[0].OrdId,
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"symbol": symbol,
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"status": "FILLED",
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}, nil
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}
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// OpenShort opens short position
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func (t *OKXTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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// Cancel old orders
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t.CancelAllOrders(symbol)
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// Set leverage
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Infof(" ⚠️ Failed to set leverage: %v", err)
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}
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instId := t.convertSymbol(symbol)
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// Get instrument info and calculate contract size
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inst, err := t.getInstrument(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get instrument info: %w", err)
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}
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// OKX uses contract count, need to convert quantity (in base asset) to contract count
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// sz = quantity / ctVal (number of contracts = asset amount / asset per contract)
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sz := quantity / inst.CtVal
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szStr := t.formatSize(sz, inst)
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logger.Infof(" 📊 OKX OpenShort: quantity=%.6f, ctVal=%.6f, contracts=%.2f", quantity, inst.CtVal, sz)
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// Check max market order size limit
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if inst.MaxMktSz > 0 && sz > inst.MaxMktSz {
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logger.Infof(" ⚠️ OKX market order size %.2f exceeds max %.2f, reducing to max", sz, inst.MaxMktSz)
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sz = inst.MaxMktSz
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szStr = t.formatSize(sz, inst)
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}
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body := map[string]interface{}{
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"instId": instId,
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"tdMode": "cross",
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"side": "sell",
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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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data, err := t.doRequest("POST", okxOrderPath, body)
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if err != nil {
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return nil, fmt.Errorf("failed to open short position: %w", err)
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}
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var orders []struct {
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OrdId string `json:"ordId"`
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ClOrdId string `json:"clOrdId"`
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SCode string `json:"sCode"`
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SMsg string `json:"sMsg"`
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}
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if err := json.Unmarshal(data, &orders); err != nil {
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return nil, fmt.Errorf("failed to parse order response: %w", err)
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}
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if len(orders) == 0 || orders[0].SCode != "0" {
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msg := "unknown error"
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if len(orders) > 0 {
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msg = orders[0].SMsg
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}
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return nil, fmt.Errorf("failed to open short position: %s", msg)
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}
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logger.Infof("✓ OKX opened short position successfully: %s size: %s", symbol, szStr)
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logger.Infof(" Order ID: %s", orders[0].OrdId)
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return map[string]interface{}{
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"orderId": orders[0].OrdId,
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"symbol": symbol,
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"status": "FILLED",
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}, nil
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}
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// CloseLong closes long position
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func (t *OKXTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
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instId := t.convertSymbol(symbol)
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// Get instrument info for contract conversion
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inst, err := t.getInstrument(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get instrument info: %w", err)
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}
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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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}
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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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// contracts = quantity / ctVal
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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, 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": posMgnMode, // Use position's actual margin mode (cross or isolated)
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"side": "sell",
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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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}
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var orders []struct {
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OrdId string `json:"ordId"`
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SCode string `json:"sCode"`
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SMsg string `json:"sMsg"`
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}
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if err := json.Unmarshal(data, &orders); err != nil {
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return nil, err
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}
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if len(orders) == 0 || orders[0].SCode != "0" {
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msg := "unknown error"
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if len(orders) > 0 {
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msg = orders[0].SMsg
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}
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return nil, fmt.Errorf("failed to close long position: %s", msg)
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}
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logger.Infof("✓ OKX closed long position successfully: %s", symbol)
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// Cancel pending orders after closing position
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t.CancelAllOrders(symbol)
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return map[string]interface{}{
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"orderId": orders[0].OrdId,
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"symbol": symbol,
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"status": "FILLED",
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}, nil
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}
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// CloseShort closes short position
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func (t *OKXTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
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instId := t.convertSymbol(symbol)
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// Get instrument info for contract conversion
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inst, err := t.getInstrument(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get instrument info: %w", err)
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}
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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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}
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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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if quantity < 0 {
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quantity = -quantity
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}
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// Convert quantity (base asset) to contract count
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// contracts = quantity / ctVal
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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, 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": posMgnMode, // Use position's actual margin mode (cross or isolated)
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"side": "buy",
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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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if err != nil {
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return nil, fmt.Errorf("failed to close short position: %w", err)
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}
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var orders []struct {
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OrdId string `json:"ordId"`
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SCode string `json:"sCode"`
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SMsg string `json:"sMsg"`
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}
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if err := json.Unmarshal(data, &orders); err != nil {
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return nil, err
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}
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if len(orders) == 0 || orders[0].SCode != "0" {
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msg := "unknown error"
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if len(orders) > 0 {
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msg = fmt.Sprintf("sCode=%s, sMsg=%s", orders[0].SCode, orders[0].SMsg)
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}
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logger.Infof("❌ OKX failed to close short position: %s, response: %s", msg, string(data))
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return nil, fmt.Errorf("failed to close short position: %s", msg)
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}
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logger.Infof("✓ OKX closed short position successfully: %s, ordId=%s", symbol, orders[0].OrdId)
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// Cancel pending orders after closing position
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t.CancelAllOrders(symbol)
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return map[string]interface{}{
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"orderId": orders[0].OrdId,
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"symbol": symbol,
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"status": "FILLED",
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}, nil
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}
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// SetStopLoss sets stop loss order
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func (t *OKXTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
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instId := t.convertSymbol(symbol)
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// Get instrument info
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inst, err := t.getInstrument(symbol)
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if err != nil {
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return fmt.Errorf("failed to get instrument info: %w", err)
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}
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// Calculate contract size: quantity (in base asset) / ctVal (asset per contract)
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sz := quantity / inst.CtVal
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szStr := t.formatSize(sz, inst)
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// Determine direction
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side := "sell"
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posSide := "long"
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if strings.ToUpper(positionSide) == "SHORT" {
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side = "buy"
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posSide = "short"
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}
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body := map[string]interface{}{
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"instId": instId,
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"tdMode": "cross",
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"side": side,
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"posSide": posSide,
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"ordType": "conditional",
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"sz": szStr,
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"slTriggerPx": fmt.Sprintf("%.8f", stopPrice),
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"slOrdPx": "-1", // Market price
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"tag": okxTag,
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}
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_, err = t.doRequest("POST", okxAlgoOrderPath, body)
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if err != nil {
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return fmt.Errorf("failed to set stop loss: %w", err)
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}
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logger.Infof(" Stop loss price set: %.4f", stopPrice)
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return nil
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}
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// SetTakeProfit sets take profit order
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func (t *OKXTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
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instId := t.convertSymbol(symbol)
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// Get instrument info
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inst, err := t.getInstrument(symbol)
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if err != nil {
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return fmt.Errorf("failed to get instrument info: %w", err)
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}
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|
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// Calculate contract size: quantity (in base asset) / ctVal (asset per contract)
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sz := quantity / inst.CtVal
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szStr := t.formatSize(sz, inst)
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// Determine direction
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side := "sell"
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posSide := "long"
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if strings.ToUpper(positionSide) == "SHORT" {
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side = "buy"
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posSide = "short"
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}
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body := map[string]interface{}{
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"instId": instId,
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"tdMode": "cross",
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"side": side,
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"posSide": posSide,
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"ordType": "conditional",
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"sz": szStr,
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"tpTriggerPx": fmt.Sprintf("%.8f", takeProfitPrice),
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"tpOrdPx": "-1", // Market price
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"tag": okxTag,
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}
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_, err = t.doRequest("POST", okxAlgoOrderPath, body)
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if err != nil {
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return fmt.Errorf("failed to set take profit: %w", err)
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}
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logger.Infof(" Take profit price set: %.4f", takeProfitPrice)
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return nil
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}
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|
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// CancelStopLossOrders cancels stop loss orders
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func (t *OKXTrader) CancelStopLossOrders(symbol string) error {
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return t.cancelAlgoOrders(symbol, "sl")
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}
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// CancelTakeProfitOrders cancels take profit orders
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func (t *OKXTrader) CancelTakeProfitOrders(symbol string) error {
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return t.cancelAlgoOrders(symbol, "tp")
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}
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// cancelAlgoOrders cancels algo orders
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func (t *OKXTrader) cancelAlgoOrders(symbol string, orderType string) error {
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instId := t.convertSymbol(symbol)
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|
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// Get pending algo orders
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path := fmt.Sprintf("%s?instType=SWAP&instId=%s&ordType=conditional", okxAlgoPendingPath, instId)
|
|
data, err := t.doRequest("GET", path, nil)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
var orders []struct {
|
|
AlgoId string `json:"algoId"`
|
|
InstId string `json:"instId"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &orders); err != nil {
|
|
return err
|
|
}
|
|
|
|
canceledCount := 0
|
|
for _, order := range orders {
|
|
body := []map[string]interface{}{
|
|
{
|
|
"algoId": order.AlgoId,
|
|
"instId": order.InstId,
|
|
},
|
|
}
|
|
|
|
_, err := t.doRequest("POST", okxCancelAlgoPath, body)
|
|
if err != nil {
|
|
logger.Infof(" ⚠️ Failed to cancel algo order: %v", err)
|
|
continue
|
|
}
|
|
canceledCount++
|
|
}
|
|
|
|
if canceledCount > 0 {
|
|
logger.Infof(" ✓ Canceled %d algo orders for %s", canceledCount, symbol)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelAllOrders cancels all pending orders
|
|
func (t *OKXTrader) CancelAllOrders(symbol string) error {
|
|
instId := t.convertSymbol(symbol)
|
|
|
|
// Get pending orders
|
|
path := fmt.Sprintf("%s?instType=SWAP&instId=%s", okxPendingOrdersPath, instId)
|
|
data, err := t.doRequest("GET", path, nil)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
var orders []struct {
|
|
OrdId string `json:"ordId"`
|
|
InstId string `json:"instId"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &orders); err != nil {
|
|
return err
|
|
}
|
|
|
|
// Batch cancel
|
|
for _, order := range orders {
|
|
body := map[string]interface{}{
|
|
"instId": order.InstId,
|
|
"ordId": order.OrdId,
|
|
}
|
|
t.doRequest("POST", okxCancelOrderPath, body)
|
|
}
|
|
|
|
// Also cancel algo orders
|
|
t.cancelAlgoOrders(symbol, "")
|
|
|
|
if len(orders) > 0 {
|
|
logger.Infof(" ✓ Canceled all pending orders for %s", symbol)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// CancelStopOrders cancels stop loss and take profit orders
|
|
func (t *OKXTrader) CancelStopOrders(symbol string) error {
|
|
return t.cancelAlgoOrders(symbol, "")
|
|
}
|
|
|
|
// GetOrderStatus gets order status
|
|
func (t *OKXTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
|
|
instId := t.convertSymbol(symbol)
|
|
path := fmt.Sprintf("/api/v5/trade/order?instId=%s&ordId=%s", instId, orderID)
|
|
|
|
data, err := t.doRequest("GET", path, nil)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get order status: %w", err)
|
|
}
|
|
|
|
var orders []struct {
|
|
OrdId string `json:"ordId"`
|
|
State string `json:"state"`
|
|
AvgPx string `json:"avgPx"`
|
|
AccFillSz string `json:"accFillSz"`
|
|
Fee string `json:"fee"`
|
|
Side string `json:"side"`
|
|
OrdType string `json:"ordType"`
|
|
CTime string `json:"cTime"`
|
|
UTime string `json:"uTime"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &orders); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(orders) == 0 {
|
|
return nil, fmt.Errorf("order not found")
|
|
}
|
|
|
|
order := orders[0]
|
|
avgPrice, _ := strconv.ParseFloat(order.AvgPx, 64)
|
|
fillSz, _ := strconv.ParseFloat(order.AccFillSz, 64) // This is in contracts
|
|
fee, _ := strconv.ParseFloat(order.Fee, 64)
|
|
cTime, _ := strconv.ParseInt(order.CTime, 10, 64)
|
|
uTime, _ := strconv.ParseInt(order.UTime, 10, 64)
|
|
|
|
// Convert contract count to base asset quantity
|
|
// executedQty = contracts * ctVal
|
|
executedQty := fillSz
|
|
inst, err := t.getInstrument(symbol)
|
|
if err == nil && inst.CtVal > 0 {
|
|
executedQty = fillSz * inst.CtVal
|
|
logger.Debugf(" 📊 OKX order %s: fillSz(contracts)=%.4f, ctVal=%.6f, executedQty=%.6f", orderID, fillSz, inst.CtVal, executedQty)
|
|
}
|
|
|
|
// Status mapping
|
|
statusMap := map[string]string{
|
|
"filled": "FILLED",
|
|
"live": "NEW",
|
|
"partially_filled": "PARTIALLY_FILLED",
|
|
"canceled": "CANCELED",
|
|
}
|
|
|
|
status := statusMap[order.State]
|
|
if status == "" {
|
|
status = order.State
|
|
}
|
|
|
|
return map[string]interface{}{
|
|
"orderId": order.OrdId,
|
|
"symbol": symbol,
|
|
"status": status,
|
|
"avgPrice": avgPrice,
|
|
"executedQty": executedQty,
|
|
"side": order.Side,
|
|
"type": order.OrdType,
|
|
"time": cTime,
|
|
"updateTime": uTime,
|
|
"commission": -fee, // OKX returns negative value
|
|
}, nil
|
|
}
|
|
|
|
// GetOpenOrders gets all open/pending orders for a symbol
|
|
func (t *OKXTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
|
|
instId := t.convertSymbol(symbol)
|
|
var result []types.OpenOrder
|
|
|
|
// 1. Get pending limit orders
|
|
path := fmt.Sprintf("%s?instId=%s&instType=SWAP", okxPendingOrdersPath, instId)
|
|
data, err := t.doRequest("GET", path, nil)
|
|
if err != nil {
|
|
logger.Warnf("[OKX] Failed to get pending orders: %v", err)
|
|
}
|
|
if err == nil && data != nil {
|
|
var orders []struct {
|
|
OrdId string `json:"ordId"`
|
|
InstId string `json:"instId"`
|
|
Side string `json:"side"` // buy/sell
|
|
PosSide string `json:"posSide"` // long/short/net
|
|
OrdType string `json:"ordType"` // limit/market/post_only
|
|
Px string `json:"px"` // price
|
|
Sz string `json:"sz"` // size
|
|
State string `json:"state"` // live/partially_filled
|
|
}
|
|
if err := json.Unmarshal(data, &orders); err == nil {
|
|
for _, order := range orders {
|
|
price, _ := strconv.ParseFloat(order.Px, 64)
|
|
quantity, _ := strconv.ParseFloat(order.Sz, 64)
|
|
|
|
// Convert OKX side to standard format
|
|
side := strings.ToUpper(order.Side)
|
|
positionSide := strings.ToUpper(order.PosSide)
|
|
if positionSide == "NET" {
|
|
positionSide = "BOTH"
|
|
}
|
|
|
|
result = append(result, types.OpenOrder{
|
|
OrderID: order.OrdId,
|
|
Symbol: symbol,
|
|
Side: side,
|
|
PositionSide: positionSide,
|
|
Type: strings.ToUpper(order.OrdType),
|
|
Price: price,
|
|
StopPrice: 0,
|
|
Quantity: quantity,
|
|
Status: "NEW",
|
|
})
|
|
}
|
|
}
|
|
}
|
|
|
|
// 2. Get pending algo orders (stop-loss/take-profit)
|
|
// 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)
|
|
}
|
|
if err == nil && algoData != nil {
|
|
var algoOrders []struct {
|
|
AlgoId string `json:"algoId"`
|
|
InstId string `json:"instId"`
|
|
Side string `json:"side"`
|
|
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 {
|
|
quantity, _ := strconv.ParseFloat(order.Sz, 64)
|
|
|
|
side := strings.ToUpper(order.Side)
|
|
positionSide := strings.ToUpper(order.PosSide)
|
|
if positionSide == "NET" {
|
|
positionSide = "BOTH"
|
|
}
|
|
|
|
// Check for stop loss order (slTriggerPx is set)
|
|
if order.SlTriggerPx != "" {
|
|
slPrice, _ := strconv.ParseFloat(order.SlTriggerPx, 64)
|
|
if slPrice > 0 {
|
|
result = append(result, types.OpenOrder{
|
|
OrderID: order.AlgoId + "_sl",
|
|
Symbol: symbol,
|
|
Side: side,
|
|
PositionSide: positionSide,
|
|
Type: "STOP_MARKET",
|
|
Price: 0,
|
|
StopPrice: slPrice,
|
|
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, types.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, types.OpenOrder{
|
|
OrderID: order.AlgoId,
|
|
Symbol: symbol,
|
|
Side: side,
|
|
PositionSide: positionSide,
|
|
Type: "STOP_MARKET",
|
|
Price: 0,
|
|
StopPrice: triggerPrice,
|
|
Quantity: quantity,
|
|
Status: "NEW",
|
|
})
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
logger.Infof("✓ OKX GetOpenOrders: found %d open orders for %s", len(result), symbol)
|
|
return result, nil
|
|
}
|
|
|
|
// PlaceLimitOrder places a limit order for grid trading
|
|
// Implements GridTrader interface
|
|
func (t *OKXTrader) PlaceLimitOrder(req *types.LimitOrderRequest) (*types.LimitOrderResult, error) {
|
|
instId := t.convertSymbol(req.Symbol)
|
|
|
|
// Get instrument info
|
|
inst, err := t.getInstrument(req.Symbol)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get instrument info: %w", err)
|
|
}
|
|
|
|
// Set leverage if specified
|
|
if req.Leverage > 0 {
|
|
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
|
logger.Warnf("[OKX] Failed to set leverage: %v", err)
|
|
}
|
|
}
|
|
|
|
// Convert quantity to contract size
|
|
sz := req.Quantity / inst.CtVal
|
|
szStr := t.formatSize(sz, inst)
|
|
|
|
// Determine side and position side
|
|
side := "buy"
|
|
posSide := "long"
|
|
if req.Side == "SELL" {
|
|
side = "sell"
|
|
posSide = "short"
|
|
}
|
|
|
|
body := map[string]interface{}{
|
|
"instId": instId,
|
|
"tdMode": "cross",
|
|
"side": side,
|
|
"posSide": posSide,
|
|
"ordType": "limit",
|
|
"sz": szStr,
|
|
"px": fmt.Sprintf("%.8f", req.Price),
|
|
"clOrdId": genOkxClOrdID(),
|
|
"tag": okxTag,
|
|
}
|
|
|
|
// Add reduce only if specified
|
|
if req.ReduceOnly {
|
|
body["reduceOnly"] = true
|
|
}
|
|
|
|
logger.Infof("[OKX] PlaceLimitOrder: %s %s @ %.4f, sz=%s", instId, side, req.Price, szStr)
|
|
|
|
data, err := t.doRequest("POST", okxOrderPath, body)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
|
}
|
|
|
|
var orders []struct {
|
|
OrdId string `json:"ordId"`
|
|
ClOrdId string `json:"clOrdId"`
|
|
SCode string `json:"sCode"`
|
|
SMsg string `json:"sMsg"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &orders); err != nil {
|
|
return nil, fmt.Errorf("failed to parse order response: %w", err)
|
|
}
|
|
|
|
if len(orders) == 0 {
|
|
return nil, fmt.Errorf("empty order response")
|
|
}
|
|
|
|
if orders[0].SCode != "0" {
|
|
return nil, fmt.Errorf("OKX order failed: %s", orders[0].SMsg)
|
|
}
|
|
|
|
logger.Infof("✓ [OKX] Limit order placed: %s %s @ %.4f, orderID=%s",
|
|
instId, side, req.Price, orders[0].OrdId)
|
|
|
|
return &types.LimitOrderResult{
|
|
OrderID: orders[0].OrdId,
|
|
ClientID: orders[0].ClOrdId,
|
|
Symbol: req.Symbol,
|
|
Side: req.Side,
|
|
PositionSide: req.PositionSide,
|
|
Price: req.Price,
|
|
Quantity: req.Quantity,
|
|
Status: "NEW",
|
|
}, nil
|
|
}
|
|
|
|
// CancelOrder cancels a specific order by ID
|
|
// Implements GridTrader interface
|
|
func (t *OKXTrader) CancelOrder(symbol, orderID string) error {
|
|
instId := t.convertSymbol(symbol)
|
|
|
|
body := map[string]interface{}{
|
|
"instId": instId,
|
|
"ordId": orderID,
|
|
}
|
|
|
|
_, err := t.doRequest("POST", "/api/v5/trade/cancel-order", body)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to cancel order: %w", err)
|
|
}
|
|
|
|
logger.Infof("✓ [OKX] Order cancelled: %s %s", symbol, orderID)
|
|
return nil
|
|
}
|
|
|
|
// GetOrderBook gets the order book for a symbol
|
|
// Implements GridTrader interface
|
|
func (t *OKXTrader) GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error) {
|
|
instId := t.convertSymbol(symbol)
|
|
path := fmt.Sprintf("/api/v5/market/books?instId=%s&sz=%d", instId, depth)
|
|
|
|
data, err := t.doRequest("GET", path, nil)
|
|
if err != nil {
|
|
return nil, nil, fmt.Errorf("failed to get order book: %w", err)
|
|
}
|
|
|
|
var result []struct {
|
|
Bids [][]string `json:"bids"`
|
|
Asks [][]string `json:"asks"`
|
|
}
|
|
|
|
if err := json.Unmarshal(data, &result); err != nil {
|
|
return nil, nil, fmt.Errorf("failed to parse order book: %w", err)
|
|
}
|
|
|
|
if len(result) == 0 {
|
|
return nil, nil, nil
|
|
}
|
|
|
|
// Parse bids
|
|
for _, b := range result[0].Bids {
|
|
if len(b) >= 2 {
|
|
price, _ := strconv.ParseFloat(b[0], 64)
|
|
qty, _ := strconv.ParseFloat(b[1], 64)
|
|
bids = append(bids, []float64{price, qty})
|
|
}
|
|
}
|
|
|
|
// Parse asks
|
|
for _, a := range result[0].Asks {
|
|
if len(a) >= 2 {
|
|
price, _ := strconv.ParseFloat(a[0], 64)
|
|
qty, _ := strconv.ParseFloat(a[1], 64)
|
|
asks = append(asks, []float64{price, qty})
|
|
}
|
|
}
|
|
|
|
return bids, asks, nil
|
|
}
|