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/live_regime_strategy.py

@@ -261,9 +261,9 @@ class LiveRegimeStrategy:
     
     def calculate_sl_tp(
         self,
-        entry_price: float,
+        entry_price: Optional[float],
         side: str
-    ) -> tuple[float, float]:
+    ) -> tuple[Optional[float], Optional[float]]:
         """
         Calculate stop-loss and take-profit prices.
         
@@ -272,8 +272,21 @@ class LiveRegimeStrategy:
             side: "long" or "short"
             
         Returns:
-            Tuple of (stop_loss_price, take_profit_price)
+            Tuple of (stop_loss_price, take_profit_price), or (None, None) if
+            entry_price is invalid
+            
+        Raises:
+            ValueError: If side is not "long" or "short"
         """
+        if entry_price is None or entry_price <= 0:
+            logger.error(
+                f"Invalid entry_price for SL/TP calculation: {entry_price}"
+            )
+            return None, None
+        
+        if side not in ("long", "short"):
+            raise ValueError(f"Invalid side: {side}. Must be 'long' or 'short'")
+        
         sl_pct = self.config.stop_loss_pct
         tp_pct = self.config.take_profit_pct 
         

live_trading/main.py

@@ -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', '')
             

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(