v4.5.38: 实时数据查询硬规则(回复前必查)+ check_account.py封装
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# execute 后判定成败的完整 self-check (2026-07-08)
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## 触发场景
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**用户原话(本次 session)**: "要是我没发现,就一直不推了吗? 重试机制呢"
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**问题链路**: 熬鹰 ETH short 减仓信号 → 紧跟"已平仓提醒"信号 → process_signal dedup 误跳过 → agent 没自动平 → ETH 涨到 1795 → 用户 ETH short 浮亏扩大到 -$6.58 → 用户质问"自动平仓的retry在哪?"
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## 三大failure mode必须能识别
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### 1. execute 静默失败(advisor stdout 看起来 OK,实际没下单)
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**症状**:
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- advisor --execute 返回完整 JSON(contracts/margin/tp_price 等字段齐全)
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- 但 raw REST 查持仓:**没新增任何仓**
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- `frozenBal` 也没变化
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**已知受害币种**(2026-07-08 实测):
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- SPCX-USDT-SWAP (新开仓 long/short 都失败)
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- MU-USDT-SWAP (新开仓静默失败,加仓成功)
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- SKHYNIX-USDT-SWAP (新开仓失败,加仓成功)
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**agent 必须做的 self-check**(在推QQ之前):
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```bash
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# 1. 立刻 raw REST 查持仓
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curl -s -X GET "https://www.okx.com/api/v5/account/positions?instId={SYMBOL}-USDT-SWAP" \
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-H "OK-ACCESS-KEY: ..." -H "OK-ACCESS-SIGN: ..." \
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-H "OK-ACCESS-TIMESTAMP: ..." -H "OK-ACCESS-PASSPHRASE: ..." | jq .
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# 2. 看 abs(pos) 是否对应 contracts × leverage
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# 3. 看 frozenBal 变化值 = contracts × markPx / leverage
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# 4. 若两者都不匹配 → 静默失败 → 立即 raw REST 手动重下
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```
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### 2. execute 返回 order_id 但实际 Rejected
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**症状**: stdout 有 `order_id` 字段,但实际 status=Rejected。
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**agent 必须做的 self-check**:
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```bash
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# OKX 私有 API 反查订单状态
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curl -s -X GET "https://www.okx.com/api/v5/trade/order?instId={SYMBOL}-USDT-SWAP&ordId={ID}" \
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-H "OK-ACCESS-KEY: ..." ... | jq '.data[0].state'
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# state 值: filled / live / canceled / Rejected
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```
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**禁止**: 看到 stdout 有 order_id 就推"✅ 下单成功" —— 必须反查 state。
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### 3. 平仓信号被 dedup 跳过(本次 session 实测)
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**症状**: process_signal 返回 `⏭️ 重复信号跳过`,但实际持仓仍存在,平仓信号没触发市价平仓。
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**agent 必须做的 self-check**(强化 v4.5.12 章节):
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```bash
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# 当 process_signal 返回 ⏭️ 重复信号跳过时:
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# 1. raw REST 查同币种持仓
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# 2. 若有持仓 + 信号是平仓类型 + 持仓方向与信号同方向 → 立即手动 raw REST 平仓
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# 3. 不等下次信号,不等用户质问
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```
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**关键判断逻辑**(process_signal.py 应该自动化,但 agent 也得会手动):
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```
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process_signal 返回值: ⏭️ 重复信号跳过
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↓ raw REST 查持仓
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持仓: pos = -2.89 (short)
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信号类型: 平仓(close)
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信号方向: short
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方向一致? ✅ 同方向 → 立即 raw REST 市价全平 reduceOnly=true
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方向不一致? ⛔ 反向 → 不动,推"⏭️ 反向持仓不跟平"
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无持仓? ⏭️ → 不动,推"⏭️ 无持仓可平"
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```
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## 三层验证 checklist (agent 每次 execute 后必跑)
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### 第 1 层:raw REST 反查持仓(< 1秒)
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```python
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import json,time,hmac,hashlib,base64,requests
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# 用 v4.5.2 提供的 okx_get 函数模板
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result = okx_get('/api/v5/account/positions', {'instId': f'{symbol}-USDT-SWAP'})
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for p in result.get('data', []):
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pos = abs(float(p.get('pos', 0) or 0))
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if pos > 0.001:
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print(f"✅ 实际持仓: {symbol} {p['posSide']} {pos}张 @ {p['avgPx']}")
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break
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else:
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print(f"⚠️ {symbol} 无持仓 - execute 可能静默失败")
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```
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### 第 2 层:raw REST 反查余额变化(< 1秒)
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```python
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result = okx_get('/api/v5/account/balance')
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for d in result.get('data', [{}])[0].get('details', []):
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if d['ccy'] == 'USDT':
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frozen = float(d.get('frozenBal', 0))
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avail = float(d.get('availBal', 0))
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print(f"USDT: avail={avail:.2f} frozen={frozen:.2f}")
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# 期望: frozen ≥ contracts × markPx / leverage
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# 若 frozen < 期望 → 静默失败
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```
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### 第 3 层:订单 status 反查(若 advisor stdout 有 order_id)(< 1秒)
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```python
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result = okx_get('/api/v5/trade/order', {'instId': f'{symbol}-USDT-SWAP', 'ordId': order_id})
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if result.get('data'):
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state = result['data'][0].get('state')
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if state == 'filled':
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print(f"✅ 订单已成交: {order_id}")
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elif state == 'live':
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print(f"⏳ 订单挂单中: {order_id}")
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elif state == 'Canceled':
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print(f"🚫 订单已撤: {order_id}")
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elif state == 'Rejected':
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print(f"❌ 订单被拒: {order_id} - 查 OKX App 原因")
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```
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## 实战决策表
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| 第 1 层 | 第 2 层 | 第 3 层 | 综合判定 | agent 动作 |
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|---|---|---|---|---|
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| 有持仓 | frozen ≥ 期望 | filled | ✅ 成功 | 推"已跟单 X 张" |
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| 有持仓 | frozen ≥ 期望 | live | ⏳ 挂单中 | 推"⏳ 挂单中 @ price" |
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| 无持仓 | frozen < 期望 | 无 order_id | ❌ 静默失败 | raw REST 手动重下 |
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| 无持仓 | frozen < 期望 | Rejected | ❌ 拒单 | raw REST 重下 + 调小 size |
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| 无持仓 | frozen < 期望 | Canceled | 🚫 撤单 | raw REST 重下 |
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| 有持仓但反向 | - | - | ⛔ dedup 反向 | 不动,推"⏭️ 反向持仓不跟" |
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| 平仓信号 + 有同向持仓 | - | - | ✅ 应平仓 | raw REST 市价全平 |
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## 用户质问 → 强制改进
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每次用户质问"为什么没自动处理"时,都应触发本 checklist 复盘:
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1. 是哪个 failure mode 触发了?
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2. 当时为什么没识别?
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3. 把识别规则加进 skill 或 process_signal.py
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**已经触发的质问(2026-07-08)**:
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- "你分析这些没有用" → v4.5.2 章节
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- "回复侧不要数据" → v4.5.3 章节
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- "要是我没发现,就一直不推了吗? 重试机制呢" → **本 reference**
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- "执行成功但agent说没成" → v4.5.0 + 本 reference 第 1 层
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## 修复优先级
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未来如果重写 process_signal.py,这 3 层验证应该作为 post-execute 钩子**内置**到脚本里,不是依赖 agent 手动跑:
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```python
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# 建议的 process_signal.py 流程
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def process_signal(text):
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... # 解析 + advisor + execute
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# post-execute hook (新增)
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if signal_type == 'open' or signal_type == 'add':
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time.sleep(1)
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verify_execution(symbol, expected_contracts, expected_margin)
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```
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## 一句话总结
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**不要相信 stdout。要相信 raw REST 反查持仓 + 余额变化。**
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