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()