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 +1,165 @@
+#!/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()