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fix(okx): correctly parse slTriggerPx/tpTriggerPx for algo orders

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tinkle-community
2026-01-31 14:30:01 +08:00
parent 5ea9a3990e
commit b137122b18
1 changed files with 55 additions and 17 deletions
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72
trader/okx_trader.go
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@@ -1438,7 +1438,8 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
} }
// 2. Get pending algo orders (stop-loss/take-profit) // 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) algoData, err := t.doRequest("GET", algoPath, nil)
if err != nil { if err != nil {
logger.Warnf("[OKX] Failed to get algo orders: %v", err) 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"` PosSide string `json:"posSide"`
OrdType string `json:"ordType"` // conditional/oco/trigger OrdType string `json:"ordType"` // conditional/oco/trigger
TriggerPx string `json:"triggerPx"` TriggerPx string `json:"triggerPx"`
SlTriggerPx string `json:"slTriggerPx"` // Stop loss trigger price
TpTriggerPx string `json:"tpTriggerPx"` // Take profit trigger price
Sz string `json:"sz"` Sz string `json:"sz"`
State string `json:"state"` State string `json:"state"`
} }
if err := json.Unmarshal(algoData, &algoOrders); err == nil { if err := json.Unmarshal(algoData, &algoOrders); err == nil {
for _, order := range algoOrders { for _, order := range algoOrders {
triggerPrice, _ := strconv.ParseFloat(order.TriggerPx, 64)
quantity, _ := strconv.ParseFloat(order.Sz, 64) quantity, _ := strconv.ParseFloat(order.Sz, 64)
side := strings.ToUpper(order.Side) side := strings.ToUpper(order.Side)
@@ -1465,23 +1467,59 @@ func (t *OKXTrader) GetOpenOrders(symbol string) ([]OpenOrder, error) {
positionSide = "BOTH" positionSide = "BOTH"
} }
// Map OKX algo order type // Check for stop loss order (slTriggerPx is set)
orderType := "STOP_MARKET" if order.SlTriggerPx != "" {
if order.OrdType == "oco" { slPrice, _ := strconv.ParseFloat(order.SlTriggerPx, 64)
orderType = "TAKE_PROFIT_MARKET" 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{ // Check for take profit order (tpTriggerPx is set)
OrderID: order.AlgoId, if order.TpTriggerPx != "" {
Symbol: symbol, tpPrice, _ := strconv.ParseFloat(order.TpTriggerPx, 64)
Side: side, if tpPrice > 0 {
PositionSide: positionSide, result = append(result, OpenOrder{
Type: orderType, OrderID: order.AlgoId + "_tp",
Price: 0, Symbol: symbol,
StopPrice: triggerPrice, Side: side,
Quantity: quantity, PositionSide: positionSide,
Status: "NEW", 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",
})
}
}
} }
} }
} }