100 lines
3.2 KiB
Markdown
100 lines
3.2 KiB
Markdown
# OKX 条件单API详解
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## Trigger订单（做T用）
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### 基本用法
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```python
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okx_post('/api/v5/trade/order-algo', {
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"instId": "ETH-USDT-SWAP",
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"tdMode": "cross",
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"side": "buy", # buy=买入, sell=卖出
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"ordType": "trigger", # 用trigger不是conditional
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"sz": "4", # 数量
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"triggerPx": "1770", # 触发价
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"triggerPxType": "last", # last=最新价, index=指数, mark=标记
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"orderPx": "-1" # -1=市价单, 或指定限价
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})
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```
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### 关键Pitfalls
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1. **参数名是`orderPx`不是`ordPx`**
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- ❌ `"ordPx": "-1"` → 报错`50014: Parameter orderPx can not be empty`
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- ✅ `"orderPx": "-1"`
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2. **`reduceOnly`不支持trigger订单**
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- ❌ 加`"reduceOnly": "true"` → 报错`51205: Reduce Only is not available`
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- ✅ 不传reduceOnly，直接sell即可
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3. **`conditional`订单的限制**
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- `conditional`的SL触发价不能低于当前价（用于止损）
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- `conditional`的TP触发价不能高于当前价（用于止盈）
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- 做T低吸（价格下跌触发买入）必须用`trigger`类型
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4. **Trigger vs Conditional vs OCO**
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| 类型 | 用途 | 触发方向 |
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|------|------|----------|
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| trigger | 价格到任意方向触发 | 任意 |
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| conditional | 止损/止盈 | SL不能低于现价, TP不能高于现价 |
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| oco | 同时设TP+SL | 双腿 |
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5. **触发后自动市价成交**
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- 不是纯提醒，会自动下单
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- 如果只想提醒不想下单，需要自己写监控脚本
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### 查询pending条件单
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```python
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# 查trigger类型的pending订单
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resp = okx_get('/api/v5/trade/orders-algo-pending', 'ordType=trigger')
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for order in resp.get('data', []):
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print(f"algoId={order['algoId']} triggerPx={order['triggerPx']} side={order['side']} sz={order['sz']}")
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```
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### 取消条件单
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```python
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okx_post('/api/v5/trade/cancel-algos', [{
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"algoId": "3718137391157260288",
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"instId": "ETH-USDT-SWAP"
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}])
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```
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## 实战案例
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### ETH做T条件单设置
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```python
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# 低吸1: 价格跌到$1770时买入4张
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okx_post('/api/v5/trade/order-algo', {
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"instId": "ETH-USDT-SWAP", "tdMode": "cross",
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"side": "buy", "ordType": "trigger",
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"sz": "4", "triggerPx": "1770", "triggerPxType": "last",
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"orderPx": "-1"
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})
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# 返回: {"code":"0","data":[{"algoId":"3718137391157260288"}]}
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# 低吸2: 价格跌到$1764时买入4张
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okx_post('/api/v5/trade/order-algo', {
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"instId": "ETH-USDT-SWAP", "tdMode": "cross",
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"side": "buy", "ordType": "trigger",
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"sz": "4", "triggerPx": "1764", "triggerPxType": "last",
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"orderPx": "-1"
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})
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# 返回: {"code":"0","data":[{"algoId":"3718137438267682816"}]}
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# 高抛: 价格涨到$1787时卖出4张
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okx_post('/api/v5/trade/order-algo', {
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"instId": "ETH-USDT-SWAP", "tdMode": "cross",
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"side": "sell", "ordType": "trigger",
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"sz": "4", "triggerPx": "1787", "triggerPxType": "last",
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"orderPx": "-1"
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})
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# 返回: {"code":"0","data":[{"algoId":"3718137842229489664"}]}
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```
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### 错误排查
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| 错误码 | 含义 | 解决 |
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|--------|------|------|
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| 50014 | orderPx为空 | 用`orderPx`不是`ordPx` |
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| 51205 | reduceOnly不支持 | 去掉reduceOnly参数 |
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| 51278 | SL触发价低于现价 | 用trigger类型代替conditional |
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| 51280 | SL触发价必须低于现价 | 用trigger类型代替conditional |
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