Merge pull request #18 from talkincode/fix/tpsl-order-structure

fix: 修复止盈止损订单的422反序列化错误

Author: jamiesun

services/hyperliquid_services.py

@@ -788,20 +788,17 @@ async def set_position_tpsl(
 
             # Add take profit order if specified
             if tp_px is not None:
-                # For TP orders, use tick-aligned aggressive price
-                # If closing long (sell), use very low price; if closing short (buy), use very high price
-                slippage = 0.5  # 50% slippage for very aggressive pricing
-                aggressive_px = self._slippage_price(coin, not is_long, slippage)
-
+                # For TP orders, use limit order at trigger price
+                # This ensures the order fills at or better than the TP price
                 tp_order = {
                     "coin": coin,
                     "is_buy": not is_long,
                     "sz": float(position_size),
-                    "limit_px": aggressive_px,  # Tick-aligned aggressive price for market execution
+                    "limit_px": float(tp_px),  # Limit price = trigger price for TP
                     "order_type": {
                         "trigger": {
                             "triggerPx": float(tp_px),
-                            "isMarket": True,
+                            "isMarket": False,  # Use limit order for TP
                             "tpsl": "tp",
                         }
                     },
@@ -812,19 +809,17 @@ async def set_position_tpsl(
 
             # Add stop loss order if specified
             if sl_px is not None:
-                # For SL orders, use tick-aligned aggressive price
-                slippage = 0.5  # 50% slippage for very aggressive pricing
-                aggressive_px = self._slippage_price(coin, not is_long, slippage)
-
+                # For SL orders, use market order for fast execution
+                # No limit_px needed when isMarket=True
                 sl_order = {
                     "coin": coin,
                     "is_buy": not is_long,
                     "sz": float(position_size),
-                    "limit_px": aggressive_px,  # Tick-aligned aggressive price for market execution
+                    "limit_px": float(sl_px),  # Use trigger price as limit_px
                     "order_type": {
                         "trigger": {
                             "triggerPx": float(sl_px),
-                            "isMarket": True,
+                            "isMarket": True,  # Use market order for SL
                             "tpsl": "sl",
                         }
                     },

tests/integration/test_oco_grouping.py

@@ -57,10 +57,12 @@ def mock_bulk_orders(order_requests, grouping="na"):
 async def test_set_position_tpsl_uses_correct_grouping(mock_service, monkeypatch):
     """测试 set_position_tpsl 使用 positionTpSl 分组"""
     captured_grouping = None
+    captured_orders = None
 
     def mock_bulk_orders(order_requests, grouping="na"):
-        nonlocal captured_grouping
+        nonlocal captured_grouping, captured_orders
         captured_grouping = grouping
+        captured_orders = order_requests
         return {"status": "ok", "response": {"type": "default"}}
 
     # Mock info.user_state 返回一个仓位
@@ -74,13 +76,25 @@ def mock_user_state(address):
     monkeypatch.setattr(mock_service, "_bulk_orders_with_grouping", mock_bulk_orders)
     monkeypatch.setattr(mock_service.info, "user_state", mock_user_state)
 
-    # Mock _slippage_price
-    monkeypatch.setattr(
-        mock_service, "_slippage_price", lambda coin, is_buy, slippage: 45000.0
-    )
-
     result = await mock_service.set_position_tpsl(coin="BTC", tp_px=47000, sl_px=43000)
 
     assert captured_grouping == OCO_GROUP_EXISTING_POSITION
     assert result["success"]
     assert result["position_details"]["grouping"] == OCO_GROUP_EXISTING_POSITION
+
+    # 验证订单结构正确性
+    assert len(captured_orders) == 2
+    tp_order = next(
+        o for o in captured_orders if o["order_type"]["trigger"]["tpsl"] == "tp"
+    )
+    sl_order = next(
+        o for o in captured_orders if o["order_type"]["trigger"]["tpsl"] == "sl"
+    )
+
+    # 验证止盈使用限价单
+    assert tp_order["order_type"]["trigger"]["isMarket"] is False
+    assert tp_order["limit_px"] == 47000.0
+
+    # 验证止损使用市价单
+    assert sl_order["order_type"]["trigger"]["isMarket"] is True
+    assert sl_order["limit_px"] == 43000.0