Enhance SL/TP calculation and order handling in LiveRegimeStrategy and OKXClient
- Updated `calculate_sl_tp` method to handle invalid entry prices and sides, returning (None, None) when necessary. - Improved logging for SL/TP values in `LiveTradingBot` to display "N/A" for invalid values. - Refined order placement in `OKXClient` to ensure guaranteed fill price retrieval, with fallback mechanisms for fetching order details and ticker prices if needed. - Added error handling for scenarios where fill prices cannot be determined.
This commit is contained in:
@@ -200,34 +200,33 @@ class LiveTradingBot:
|
||||
|
||||
size_eth = size_usdt / current_price
|
||||
|
||||
# Calculate SL/TP
|
||||
# Calculate SL/TP for logging
|
||||
stop_loss, take_profit = self.strategy.calculate_sl_tp(current_price, side)
|
||||
|
||||
sl_str = f"{stop_loss:.2f}" if stop_loss else "N/A"
|
||||
tp_str = f"{take_profit:.2f}" if take_profit else "N/A"
|
||||
self.logger.info(
|
||||
f"Executing {side.upper()} entry: {size_eth:.4f} ETH @ {current_price:.2f} "
|
||||
f"(${size_usdt:.2f}), SL={stop_loss:.2f}, TP={take_profit:.2f}"
|
||||
f"(${size_usdt:.2f}), SL={sl_str}, TP={tp_str}"
|
||||
)
|
||||
|
||||
try:
|
||||
# Place market order
|
||||
# Place market order (guaranteed to have fill price or raises)
|
||||
order_side = "buy" if side == "long" else "sell"
|
||||
order = self.okx_client.place_market_order(symbol, order_side, size_eth)
|
||||
|
||||
# Get filled price (handle None values from OKX response)
|
||||
filled_price = order.get('average') or order.get('price') or current_price
|
||||
filled_amount = order.get('filled') or order.get('amount') or size_eth
|
||||
# Get filled price and amount (guaranteed by OKX client)
|
||||
filled_price = order['average']
|
||||
filled_amount = order.get('filled') or size_eth
|
||||
|
||||
# Ensure we have valid numeric values
|
||||
if filled_price is None or filled_price == 0:
|
||||
self.logger.warning(f"No fill price in order response, using current price: {current_price}")
|
||||
filled_price = current_price
|
||||
if filled_amount is None or filled_amount == 0:
|
||||
self.logger.warning(f"No fill amount in order response, using requested: {size_eth}")
|
||||
filled_amount = size_eth
|
||||
|
||||
# Recalculate SL/TP with filled price
|
||||
# Calculate SL/TP with filled price
|
||||
stop_loss, take_profit = self.strategy.calculate_sl_tp(filled_price, side)
|
||||
|
||||
if stop_loss is None or take_profit is None:
|
||||
raise RuntimeError(
|
||||
f"Failed to calculate SL/TP: filled_price={filled_price}, side={side}"
|
||||
)
|
||||
|
||||
# Get order ID from response
|
||||
order_id = order.get('id', '')
|
||||
|
||||
|
||||
Reference in New Issue
Block a user