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fix: OKX trading issues and improve position tracking

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- Add maxMktSz check for OKX market orders to prevent exceeding limits
- Increase margin safety buffer (0.1% fee + 1% buffer) for all exchanges
- Fix Binance position closure detection with direct trade queries
- Move Recent Completed Trades before Current Positions in AI prompt
- Update README screenshots with table layout for better alignment
This commit is contained in:
tinkle-community
2025-12-10 22:01:57 +08:00
parent 870faa0843
commit ecbedc6525
29 changed files with 2141 additions and 1647 deletions
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71
trader/okx_trader.go
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@@ -65,13 +65,14 @@ type OKXTrader struct {
// OKXInstrument OKX instrument info
type OKXInstrument struct {
InstID string // Instrument ID
CtVal float64 // Contract value
CtMult float64 // Contract multiplier
LotSz float64 // Minimum order size
MinSz float64 // Minimum order size
TickSz float64 // Minimum price increment
CtType string // Contract type
InstID string // Instrument ID
CtVal float64 // Contract value
CtMult float64 // Contract multiplier
LotSz float64 // Minimum order size
MinSz float64 // Minimum order size
MaxMktSz float64 // Maximum market order size
TickSz float64 // Minimum price increment
CtType string // Contract type
}
// OKXResponse OKX API response
@@ -97,13 +98,18 @@ func genOkxClOrdID() string {
// NewOKXTrader creates OKX trader
func NewOKXTrader(apiKey, secretKey, passphrase string) *OKXTrader {
// Use http.DefaultClient to stay consistent with Binance/Bybit SDK
// DefaultClient uses DefaultTransport, which reads proxy settings from environment variables
// Use default transport which respects system proxy settings
// OKX requires proxy in China due to DNS pollution
httpClient := &http.Client{
Timeout: 30 * time.Second,
Transport: http.DefaultTransport,
}
trader := &OKXTrader{
apiKey: apiKey,
secretKey: secretKey,
passphrase: passphrase,
httpClient: http.DefaultClient,
httpClient: httpClient,
cacheDuration: 15 * time.Second,
instrumentsCache: make(map[string]*OKXInstrument),
}
@@ -394,13 +400,14 @@ func (t *OKXTrader) getInstrument(symbol string) (*OKXInstrument, error) {
}
var instruments []struct {
InstId string `json:"instId"`
CtVal string `json:"ctVal"`
CtMult string `json:"ctMult"`
LotSz string `json:"lotSz"`
MinSz string `json:"minSz"`
TickSz string `json:"tickSz"`
CtType string `json:"ctType"`
InstId string `json:"instId"`
CtVal string `json:"ctVal"`
CtMult string `json:"ctMult"`
LotSz string `json:"lotSz"`
MinSz string `json:"minSz"`
MaxMktSz string `json:"maxMktSz"` // Maximum market order size
TickSz string `json:"tickSz"`
CtType string `json:"ctType"`
}
if err := json.Unmarshal(data, &instruments); err != nil {
@@ -416,16 +423,18 @@ func (t *OKXTrader) getInstrument(symbol string) (*OKXInstrument, error) {
ctMult, _ := strconv.ParseFloat(inst.CtMult, 64)
lotSz, _ := strconv.ParseFloat(inst.LotSz, 64)
minSz, _ := strconv.ParseFloat(inst.MinSz, 64)
maxMktSz, _ := strconv.ParseFloat(inst.MaxMktSz, 64)
tickSz, _ := strconv.ParseFloat(inst.TickSz, 64)
instrument := &OKXInstrument{
InstID: inst.InstId,
CtVal: ctVal,
CtMult: ctMult,
LotSz: lotSz,
MinSz: minSz,
TickSz: tickSz,
CtType: inst.CtType,
InstID: inst.InstId,
CtVal: ctVal,
CtMult: ctMult,
LotSz: lotSz,
MinSz: minSz,
MaxMktSz: maxMktSz,
TickSz: tickSz,
CtType: inst.CtType,
}
// Update cache
@@ -525,6 +534,13 @@ func (t *OKXTrader) OpenLong(symbol string, quantity float64, leverage int) (map
sz := quantity * price / inst.CtVal
szStr := t.formatSize(sz, inst)
// Check max market order size limit
if inst.MaxMktSz > 0 && sz > inst.MaxMktSz {
logger.Infof(" ⚠️ OKX market order size %.2f exceeds max %.2f, reducing to max", sz, inst.MaxMktSz)
sz = inst.MaxMktSz
szStr = t.formatSize(sz, inst)
}
body := map[string]interface{}{
"instId": instId,
"tdMode": "cross",
@@ -596,6 +612,13 @@ func (t *OKXTrader) OpenShort(symbol string, quantity float64, leverage int) (ma
sz := quantity * price / inst.CtVal
szStr := t.formatSize(sz, inst)
// Check max market order size limit
if inst.MaxMktSz > 0 && sz > inst.MaxMktSz {
logger.Infof(" ⚠️ OKX market order size %.2f exceeds max %.2f, reducing to max", sz, inst.MaxMktSz)
sz = inst.MaxMktSz
szStr = t.formatSize(sz, inst)
}
body := map[string]interface{}{
"instId": instId,
"tdMode": "cross",