okx-auto-position: 新增脚本 (whitelist.json 驱动白名单/manual_order/代理测试/执行验证)

2026-09-25 01:26:15 +08:00
parent 3f17a4eb1f
commit b58cec523e
4 changed files with 377 additions and 0 deletions
@@ -0,0 +1,134 @@
+#!/usr/bin/env python3
+"""
+manual_order.py - 用户手动 raw REST 下单 OKX 永续合约
+
+用法:
+    python3 manual_order.py <INST_ID> <SIDE> <SZ> [leverage]
+
+示例:
+    python3 manual_order.py MSTR-USDT-SWAP sell 0.01 5
+    python3 manual_order.py BTC-USDT-SWAP buy 0.1 5
+    python3 manual_order.py ETH-USDT-SWAP sell 1 5
+
+参数:
+    INST_ID  : OKX 合约 instId, 如 MSTR-USDT-SWAP
+    SIDE     : buy / sell
+    SZ       : 张数 (OKX 最小变动单位一般是 0.01 张)
+    leverage : 可选, 默认 5, 自动调杠杆
+
+⚠ 部署位置: ~/.hermes/skills/trading/okx-auto-position/scripts/manual_order.py
+   调用方: process_signal 或用户手动 raw execute
+   反查: 调用后必须跑 check_account.py 验实际 contracts
+"""
+
+import json
+import os
+import sys
+import time
+import hmac
+import hashlib
+import base64
+import requests
+from pathlib import Path
+
+
+def okx_get(path, t=15):
+    """GET 请求 (用于查持仓/余额/调杠杆)"""
+    creds = open(Path.home() / '.bashrc').read()
+    k = s = pw = None
+    for l in creds.splitlines():
+        if l.startswith('export OKX_API_KEY='):
+            k = l.split('=', 1)[1].strip().strip('"')
+        elif l.startswith('export OKX_SECRET='):
+            s = l.split('=', 1)[1].strip().strip('"')
+        elif l.startswith('export OKX_PASSPHRASE='):
+            pw = l.split('=', 1)[1].strip().strip('"')
+    ts = time.strftime('%Y-%m-%dT%H:%M:%S.000Z', time.gmtime())
+    method = 'GET'
+    pre = ts + method + path
+    sig = base64.b64encode(hmac.new(s.encode(), pre.encode(), hashlib.sha256).digest()).decode()
+    h = {'OK-ACCESS-KEY': k, 'OK-ACCESS-SIGN': sig, 'OK-ACCESS-TIMESTAMP': ts,
+         'OK-ACCESS-PASSPHRASE': pw, 'Content-Type': 'application/json'}
+    r = requests.get('https://www.okx.com' + path, headers=h, timeout=t,
+                     proxies={'http': 'http://127.0.0.1:7890', 'https': 'http://127.0.0.1:7890'})
+    return r.json()
+
+
+def okx_post(path, body, t=15):
+    """POST 请求 (用于下单/撤单/调杠杆)"""
+    creds = open(Path.home() / '.bashrc').read()
+    k = s = pw = None
+    for l in creds.splitlines():
+        if l.startswith('export OKX_API_KEY='):
+            k = l.split('=', 1)[1].strip().strip('"')
+        elif l.startswith('export OKX_SECRET='):
+            s = l.split('=', 1)[1].strip().strip('"')
+        elif l.startswith('export OKX_PASSPHRASE='):
+            pw = l.split('=', 1)[1].strip().strip('"')
+    ts = time.strftime('%Y-%m-%dT%H:%M:%S.000Z', time.gmtime())
+    method = 'POST'  # ⚠ 必须是字符串, 别写 method=POST
+    body_str = json.dumps(body)
+    pre = ts + method + path + body_str
+    sig = base64.b64encode(hmac.new(s.encode(), pre.encode(), hashlib.sha256).digest()).decode()
+    h = {'OK-ACCESS-KEY': k, 'OK-ACCESS-SIGN': sig, 'OK-ACCESS-TIMESTAMP': ts,
+         'OK-ACCESS-PASSPHRASE': pw, 'Content-Type': 'application/json'}
+    r = requests.post('https://www.okx.com' + path, headers=h, data=body_str,
+                      timeout=t, proxies={'http': 'http://127.0.0.1:7890',
+                                          'https': 'http://127.0.0.1:7890'})
+    return r.json()
+
+
+def set_leverage(inst_id, lever, side='net'):
+    """调杠杆 (调杠杆后下单才能用对应张数)"""
+    body = {'instId': inst_id, 'lever': str(lever), 'mgnMode': 'cross', 'posSide': side}
+    return okx_post('/api/v5/account/set-leverage', body)
+
+
+def market_order(inst_id, side, sz, td_mode='cross', reduce_only=False):
+    """市价单"""
+    body = {
+        'instId': inst_id,
+        'tdMode': td_mode,
+        'side': side,
+        'posSide': 'net',
+        'ordType': 'market',
+        'sz': str(sz),
+    }
+    if reduce_only:
+        body['reduceOnly'] = True
+    return okx_post('/api/v5/trade/order', body)
+
+
+def main():
+    if len(sys.argv) < 4:
+        print(__doc__)
+        sys.exit(1)
+
+    inst_id = sys.argv[1]
+    side = sys.argv[2]  # buy / sell
+    sz = sys.argv[3]
+    leverage = int(sys.argv[4]) if len(sys.argv) > 4 else 5
+
+    print(f'📊 准备下单:')
+    print(f'  币种: {inst_id}')
+    print(f'  方向: {side}')
+    print(f'  张数: {sz}')
+    print(f'  杠杆: {leverage}x')
+
+    # 1. 调杠杆
+    print(f'\n1️⃣ 调杠杆 {leverage}x...')
+    r = set_leverage(inst_id, leverage)
+    print(json.dumps(r, ensure_ascii=False, indent=2))
+
+    # 2. 市价单
+    print(f'\n2️⃣ 市价单 {side} {sz} 张...')
+    r = market_order(inst_id, side, sz)
+    print(json.dumps(r, ensure_ascii=False, indent=2))
+
+    # 3. 提示反查
+    print(f'\n⚠ execute 后必查:')
+    print(f'  timeout 30 python3 ~/.hermes/skills/trading/okx-auto-position/scripts/check_account.py {inst_id}')
+
+
+if __name__ == '__main__':
+    main()
@@ -0,0 +1,74 @@
+#!/bin/bash
+# okx_proxy_test.sh - 完整测试 OKX 在国内 VPS 的可达性
+# 区分: 直连 vs 走代理 vs 不带 proxies 字段的 ccxt
+# 2026-08-31 实测: 国内 VPS 直连 OKX 不通 (No route to host) -> GFW 屏蔽 (DNS 劫持到 169.254.0.2)
+# OKX 没有"国内节点", 必须依赖代理 (mihomo/clash 127.0.0.1:7890)
+
+set -e
+PYTHON="/home/openclaw/.hermes/hermes-agent/venv/bin/python"
+
+echo "=== OKX 国内 VPS 可达性测试 ==="
+echo ""
+
+echo "--- 1. 直连 (无 proxy env, 无 curl -x) ---"
+unset HTTPS_PROXY HTTP_PROXY https_proxy http_proxy
+RESP=$(curl -sS --max-time 10 -o /tmp/okx_resp.txt -w "%{http_code}" "https://www.okx.com/api/v5/public/time" 2>&1 || echo "FAIL")
+echo "HTTP: $RESP"
+echo "body: $(cat /tmp/okx_resp.txt 2>/dev/null | head -1)"
+echo ""
+
+echo "--- 2. 走 127.0.0.1:7890 代理 ---"
+RESP=$(curl -sS --max-time 10 -x http://127.0.0.1:7890 -o /tmp/okx_resp.txt -w "%{http_code}" "https://www.okx.com/api/v5/public/time" 2>&1 || echo "FAIL")
+echo "HTTP: $RESP"
+echo "body: $(cat /tmp/okx_resp.txt 2>/dev/null | head -1)"
+echo ""
+
+echo "--- 3. ccxt 不带 proxies (Python 默认不捡 shell env, trust_env=False) ---"
+$PYTHON << 'PYEOF'
+import ccxt, os
+bashrc = open('/home/openclaw/.bashrc').read()
+key = bashrc.split('OKX_API_KEY=')[1].split('\n')[0].strip()
+sec = bashrc.split('OKX_SECRET=')[1].split('\n')[0].strip()
+pwd = bashrc.split('OKX_PASSPHRASE=')[1].split('\n')[0].strip()
+ex = ccxt.okx({'apiKey':key,'secret':sec,'password':pwd, 'options':{'defaultType':'swap'}})
+try:
+    bal = ex.fetch_balance()
+    print(f'✅ Free: ${bal["USDT"]["free"]:.2f}')
+except Exception as e:
+    print(f'❌ {type(e).__name__}')
+PYEOF
+echo ""
+
+echo "--- 4. ccxt 带 proxies 127.0.0.1:7890 (推荐方式) ---"
+proxychains4 -f /home/openclaw/.proxychains/proxychains.conf $PYTHON << 'PYEOF'
+import ccxt
+bashrc = open('/home/openclaw/.bashrc').read()
+key = bashrc.split('OKX_API_KEY=')[1].split('\n')[0].strip()
+sec = bashrc.split('OKX_SECRET=')[1].split('\n')[0].strip()
+pwd = bashrc.split('OKX_PASSPHRASE=')[1].split('\n')[0].strip()
+ex = ccxt.okx({'apiKey':key,'secret':sec,'password':pwd,
+    'proxies':{'http':'http://127.0.0.1:7890','https':'http://127.0.0.1:7890'},
+    'options':{'defaultType':'swap'}})
+try:
+    bal = ex.fetch_balance()
+    print(f'✅ Free: ${bal["USDT"]["free"]:.2f}')
+except Exception as e:
+    print(f'❌ {type(e).__name__}')
+PYEOF
+echo ""
+
+echo "--- 5. DNS 验证 (理解为什么直连失败) ---"
+echo "国内 DNS (114):"
+dig @114.114.114.114 www.okx.com +short 2>&1 | head -3
+echo "Google DNS (8.8.8.8):"
+dig @8.8.8.8 www.okx.com +short 2>&1 | head -3
+echo ""
+echo "都解析到 169.254.0.2 (APIPA, 不可路由) = GFW 屏蔽"
+echo ""
+
+echo "=== 结论 ==="
+echo "1. 国内 VPS 必须走 127.0.0.1:7890 代理"
+echo "2. 不是 OKX 限制, 是 GFW 屏蔽 (DNS 劫持 169.254.0.2)"
+echo "3. ccxt 必须显式写 proxies 字段 (不自动捡 shell env)"
+echo "4. okx_position_advisor.py 的 proxies 字段必须保留"
+echo "5. VPS 搬海外 (东京/新加坡/香港) 才能砍掉代理"
@@ -0,0 +1,165 @@
+#!/usr/bin/env python3
+"""
+verify_execution_after_push_fail.py
+
+当 process_signal.py 返回 "❌ 推送失败" / "⚠️ advisor错误" 时,
+自动用 OKX REST API 验证实际是否 execute 成功 (而不是凭推送结果下结论)。
+
+来源: v4.5.115 (2026-09-26 ONDO 加仓实战)
+- 推送失败不等于 execute 失败 (QQ mihomo proxy SSL 抽风 vs OKX execute 成功是独立事件)
+- 唯一金标准: 跑 check_account.py 看实际持仓变化 + /api/v5/trade/fills-history 看最近成交
+
+用法:
+  python3 verify_execution_after_push_fail.py <SYMBOL-USDT-SWAP> [min_minutes_ago]
+  示例: python3 verify_execution_after_push_fail.py ONDO-USDT-SWAP 30
+
+输出:
+  - 当前实际持仓 (symbol/side/contracts/avgPx/markPx/upl)
+  - 最近 N 分钟内成交记录 (sid/sz/px/fillPnl)
+  - 结论: 是否真的 execute 了
+
+依赖: ~/.bashrc OKX_API_KEY / OKX_SECRET / OKX_PASSPHRASE
+"""
+import sys
+import json
+import time
+import hmac
+import hashlib
+import base64
+import datetime
+import requests
+
+PROXY = {"http": "http://127.0.0.1:7890", "https": "http://127.0.0.1:7890"}
+BASE = "https://www.okx.com"
+
+
+def load_creds():
+    creds = open("/home/openclaw/.bashrc").read()
+    k = s = pw = None
+    for line in creds.splitlines():
+        if line.startswith("export OKX_API_KEY="):
+            k = line.split("=", 1)[1].strip().strip('"').strip("'")
+        elif line.startswith("export OKX_SECRET="):
+            s = line.split("=", 1)[1].strip().strip('"').strip("'")
+        elif line.startswith("export OKX_PASSPHRASE="):
+            pw = line.split("=", 1)[1].strip().strip('"').strip("'")
+    if not (k and s and pw):
+        raise SystemExit("❌ ~/.bashrc 缺 OKX_API_KEY/SECRET/PASSPHRASE")
+    return k, s, pw
+
+
+def okx_request(method, path, params=None, body=None, timeout=10):
+    k, s, pw = load_creds()
+    ts = time.strftime("%Y-%m-%dT%H:%M:%S.000Z", time.gmtime())
+    if method == "GET":
+        query = "?" + "&".join(f"{k_}={v}" for k_, v in (params or {}).items())
+        msg = ts + method + path + query
+    else:
+        body_str = json.dumps(body or {})
+        msg = ts + method + path + body_str
+        query = ""
+    sig = base64.b64encode(hmac.new(s.encode(), msg.encode(), hashlib.sha256).digest()).decode()
+    h = {
+        "OK-ACCESS-KEY": k,
+        "OK-ACCESS-SIGN": sig,
+        "OK-ACCESS-TIMESTAMP": ts,
+        "OK-ACCESS-PASSPHRASE": pw,
+        "Content-Type": "application/json",
+    }
+    url = BASE + path + query
+    if method == "GET":
+        r = requests.get(url, headers=h, proxies=PROXY, timeout=timeout)
+    else:
+        r = requests.post(url, headers=h, data=body_str, proxies=PROXY, timeout=timeout)
+    return r.json()
+
+
+def get_current_position(symbol):
+    """实时持仓 (类似 check_account.py)"""
+    return okx_request("GET", "/api/v5/account/positions", {"instId": symbol})
+
+
+def get_recent_fills(symbol, minutes_ago):
+    """最近 N 分钟的 SWAP 成交"""
+    end = datetime.datetime.utcnow()
+    start = end - datetime.timedelta(minutes=minutes_ago)
+    return okx_request(
+        "GET",
+        "/api/v5/trade/fills-history",
+        {
+            "instType": "SWAP",
+            "instId": symbol,
+            "begin": str(int(start.timestamp() * 1000)),
+            "end": str(int(end.timestamp() * 1000)),
+            "limit": "20",
+        },
+    )
+
+
+def main():
+    if len(sys.argv) < 2:
+        print(__doc__)
+        sys.exit(1)
+    symbol = sys.argv[1].upper()
+    minutes = int(sys.argv[2]) if len(sys.argv) > 2 else 30
+
+    # 不允许包含 / (ccxt 格式) - 强制 OKX REST 格式
+    if "/" in symbol:
+        symbol = symbol.replace("/", "-").replace(":USDT", "-SWAP").replace("/USDT:USDT", "-USDT-SWAP")
+        print(f"⚠️  转换符号 → {symbol}")
+
+    print(f"🔍 验证 {symbol} 最近 {minutes} 分钟内是否 execute\n")
+
+    # 1. 当前持仓
+    pos_resp = get_current_position(symbol)
+    print(f"=== 当前持仓 (实时) ===")
+    if pos_resp.get("code") != "0":
+        print(f"❌ 查询失败: {pos_resp}")
+    else:
+        positions = [p for p in pos_resp.get("data", []) if int(p.get("contracts", "0") or "0") > 0]
+        if not positions:
+            print(f"   无持仓 (但平仓后仍可能有最近成交)")
+        for p in positions:
+            print(
+                f"   {p['instId']:20s} {p['side']:6s} {p['contracts']:>10s} 张 "
+                f"@ avgPx={float(p['avgPx']):.6f} markPx={float(p['markPx']):.6f} "
+                f"upl=${float(p['upl']):.2f} liq={p.get('liqPx')}"
+            )
+
+    # 2. 最近成交
+    fills_resp = get_recent_fills(symbol, minutes)
+    print(f"\n=== 最近 {minutes} 分钟成交 ({len(fills_resp.get('data', []))} 笔) ===")
+    total_pnl = 0.0
+    has_recent = False
+    for f in fills_resp.get("data", []):
+        ts = int(f["ts"]) / 1000
+        age_min = (time.time() - ts) / 60
+        if age_min > minutes:
+            continue
+        has_recent = True
+        pnl = float(f["fillPnl"])
+        fee = float(f["fee"])
+        total_pnl += pnl - abs(fee)
+        print(
+            f"   {age_min:>5.1f}min前 {f['side']:5s} {f['fillSz']:>10s} 张 "
+            f"@ {f['fillPx']:>12s} pnl=${pnl:>+8.2f} fee=${fee:.4f}"
+        )
+
+    # 3. 结论
+    print(f"\n=== 结论 ===")
+    if not positions and not has_recent:
+        print(f"   ❌ {symbol} 无持仓 + 无最近成交 = 信号**未** execute")
+        print(f"   → 建议手动 raw REST 救火 (templates/manual_order_template.py)")
+    elif has_recent:
+        recent_total = sum(
+            float(f["fillPnl"]) - abs(float(f["fee"]))
+            for f in fills_resp.get("data", [])
+            if (time.time() - int(f["ts"]) / 1000) / 60 <= minutes
+        )
+        print(f"   ✅ {symbol} 在最近 {minutes} 分钟内有 execute")
+        print(f"   净 pnl: ${recent_total:.2f}")
+        print(f"   → 推送失败 ≠ execute 失败, 信号处理**成功**, 只需修 QQ 推送")
+
+
+if __name__ == "__main__":
+    main()
@@ -0,0 +1,4 @@
+{
+  "_comment": "跟单白名单配置 - 不要在代码里硬编码,改这里。trader=跟单交易员名字,设置在 trader_whitelist 数组。",
+  "trader_whitelist": ["熬鹰资本", "熬鹰币安实盘", "熬鹰FOMO合约实盘", "熬鹰交易信号"]
+}