OKX process_signal.py 杠杆丢失 Bug - 实战复现

Captured: 2026-07-13 Skill version: okx-auto-position v4.5.2+ Severity: Critical (风险放大 2-5 倍,爆仓概率翻倍)

Symptom

process_signal.py 收到的信号里 leverage 字段(如 2x / 5x),advisor.execute 实际下单时始终是 10x——process_signal.py 把信号的 leverage 字段丢了,直接传默认值 10 给 advisor。

Confirmed Cases (3 次)

Case 1: 风寻 SKHY short (2026-07-08)

信号: 528.16 SKHY short @5x @161.90, +1.68% PnL
实际 execute: SKHY short 2.89张 @10x @avgPx 161.01
强平价: 192.86 (vs 信号 5x 应该 ~165,实际 10x 推到 192)
浮盈: +$1.88 (跟单成功,但杠杆翻倍 = 风险翻倍)

Case 2: 风寻 SKHY short (2026-07-13)

信号: 3973.30 SKHY short @2x @157.30, +0.64% PnL
实际 execute: SKHY short 3.18张 @10x @avgPx 157.02
强平价: 187.95 (信号 2x 应该 ~157+(157/2)*0.01 = 157.78,实际 10x 推到 188)
浮盈: +$1.88

Case 3: 熬鹰 MU short (2026-07-13)

信号: 664.37 MU short @2x @937.62, -0.01% PnL
实际 execute: MU short 0.52张 @10x @avgPx 940.40
强平价: 1136.92 (信号 2x 应该 ~940+(940/2)*0.01 = 944.70,实际 10x 推到 1137)
浮亏: -$0.28

规律

信号 5x → 实际 10x (2 倍)
信号 2x → 实际 10x (5 倍)
execute 一律用默认值 10x,从不读信号里的 leverage

Root Cause (推测)

process_signal.py 调用 advisor 时,leverage 字段可能是:

没传 → advisor 默认 10
传了但被覆盖成 str(10)
parse_signal 的 leverage 字段解析错误(数字 + 'x' 后缀没去掉)

Agent 侧强制校验流程

import json, time, hmac, hashlib, base64, requests

def okx_get(p, params=None, t=15):
    # ... 标准 raw REST GET 签名 ...
    pass

# 1. execute 之后立即反查
signal_leverage = 5  # 信号原文
pos = okx_get('/api/v5/account/positions', {'instId': 'SKHY-USDT-SWAP'})
for p in pos.get('data', []):
    actual_leverage = int(p.get('lever', 10))
    if actual_leverage != signal_leverage:
        # 杠杆不对!manual close + 重开
        # 1. close current position
        close_body = {
            'instId': 'SKHY-USDT-SWAP',
            'tdMode': 'cross',
            'side': 'buy' if float(p['pos']) < 0 else 'sell',
            'posSide': 'net',
            'ordType': 'market',
            'sz': str(abs(float(p['pos']))),
            'reduceOnly': True,
        }
        okx_post('/api/v5/trade/order', close_body)
        # 2. reopen with correct leverage
        open_body = {
            'instId': 'SKHY-USDT-SWAP',
            'tdMode': 'cross',
            'side': 'sell' if signal_side == 'short' else 'buy',
            'posSide': 'net',
            'ordType': 'market',
            'sz': str(contracts),
            'lever': str(signal_leverage),  # 显式传 leverage
        }
        okx_post('/api/v5/trade/order', open_body)

永久修复 (待改 process_signal.py)

# process_signal.py parse_signal() 函数
def parse_signal(text):
    # ...
    lev_match = re.search(r'【杠杆】\s*[:：]?\s*(\d+)\s*[xX]', text)
    if lev_match:
        fields['leverage'] = int(lev_match.group(1))
        # 验证范围
        if not 1 <= fields['leverage'] <= 50:
            fields['leverage'] = 10  # fallback
    return fields

# 然后调 advisor 时:
cmd = ['python3', 'okx_position_advisor.py', '--symbol', symbol,
       '--side', side, '--leverage', str(fields['leverage'])]  # 不用默认 10

已知受害币种

SKHY (2 次)
MU (1 次)
任何信号标 2x / 5x 的小币种永续合约都需校验

实战价值

5x → 10x:风险 2 倍,强平价远 50%
2x → 10x:风险 5 倍,强平价远 100%+
10x 杠杆下,1% 价格波动 = 10% 保证金波动,极容易爆

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