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.

live_trading/okx_client.py

@@ -153,7 +153,7 @@ class OKXClient:
         reduce_only: bool = False
     ) -> dict:
         """
-        Place a market order.
+        Place a market order and fetch the fill price.
         
         Args:
             symbol: Trading pair symbol
@@ -162,7 +162,10 @@ class OKXClient:
             reduce_only: If True, only reduce existing position
             
         Returns:
-            Order result dictionary
+            Order result dictionary with guaranteed 'average' fill price
+            
+        Raises:
+            RuntimeError: If order placement fails or fill price unavailable
         """
         params = {
             'tdMode': self.trading_config.margin_mode,
@@ -173,10 +176,48 @@ class OKXClient:
         order = self.exchange.create_market_order(
             symbol, side, amount, params=params
         )
+        
+        order_id = order.get('id')
+        if not order_id:
+            raise RuntimeError(f"Order placement failed: no order ID returned")
+        
         logger.info(
             f"Market {side.upper()} order placed: {amount} {symbol} "
-            f"@ market price, order_id={order['id']}"
+            f"@ market price, order_id={order_id}"
         )
+        
+        # Fetch order to get actual fill price if not in initial response
+        fill_price = order.get('average')
+        if fill_price is None or fill_price == 0:
+            logger.info(f"Fetching order {order_id} for fill price...")
+            try:
+                fetched_order = self.exchange.fetch_order(order_id, symbol)
+                fill_price = fetched_order.get('average')
+                order['average'] = fill_price
+                order['filled'] = fetched_order.get('filled', order.get('filled'))
+                order['status'] = fetched_order.get('status', order.get('status'))
+            except Exception as e:
+                logger.warning(f"Could not fetch order details: {e}")
+        
+        # Final fallback: use current ticker price
+        if fill_price is None or fill_price == 0:
+            logger.warning(
+                f"No fill price from order response, fetching ticker..."
+            )
+            try:
+                ticker = self.get_ticker(symbol)
+                fill_price = ticker.get('last')
+                order['average'] = fill_price
+            except Exception as e:
+                logger.error(f"Could not fetch ticker: {e}")
+        
+        if fill_price is None or fill_price <= 0:
+            raise RuntimeError(
+                f"Could not determine fill price for order {order_id}. "
+                f"Order response: {order}"
+            )
+        
+        logger.info(f"Order {order_id} filled at {fill_price}")
         return order
     
     def place_limit_order(