vnpy_okx 2025.12.22__tar.gz → 2026.1.11__tar.gz

{vnpy_okx-2025.12.22 → vnpy_okx-2026.1.11}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: vnpy_okx
-Version: 2025.12.22
+Version: 2026.1.11
 Summary: OKX trading gateway for VeighNa.
 Project-URL: Homepage, https://www.github.com/veighna-global
 Project-URL: Source, https://www.github.com/veighna-global
@@ -33,7 +33,7 @@ Description-Content-Type: text/markdown
 </p>
 
 <p align="center">
-    <img src ="https://img.shields.io/badge/version-2025.12.22-blueviolet.svg"/>
+    <img src ="https://img.shields.io/badge/version-2025.12.28-blueviolet.svg"/>
     <img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
     <img src ="https://img.shields.io/badge/python-3.10|3.11|3.12|3.13-blue.svg" />
     <img src ="https://img.shields.io/github/license/veighna-global/vnpy_okx.svg?color=orange"/>

{vnpy_okx-2025.12.22 → vnpy_okx-2026.1.11}/README.md

@@ -5,7 +5,7 @@
 </p>
 
 <p align="center">
-    <img src ="https://img.shields.io/badge/version-2025.12.22-blueviolet.svg"/>
+    <img src ="https://img.shields.io/badge/version-2025.12.28-blueviolet.svg"/>
     <img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
     <img src ="https://img.shields.io/badge/python-3.10|3.11|3.12|3.13-blue.svg" />
     <img src ="https://img.shields.io/github/license/veighna-global/vnpy_okx.svg?color=orange"/>

{vnpy_okx-2025.12.22 → vnpy_okx-2026.1.11}/vnpy_okx/__init__.py

@@ -23,7 +23,7 @@
 from .okx_gateway import OkxGateway
 
 
-__version__ = "2025.12.22"
+__version__ = "2026.01.11"
 
 
 __all__ = ["OkxGateway"]

{vnpy_okx-2025.12.22 → vnpy_okx-2026.1.11}/vnpy_okx/okx_gateway.py

@@ -10,6 +10,7 @@ from types import TracebackType
 from collections.abc import Callable
 from time import sleep
 from decimal import Decimal
+from typing import cast
 
 from vnpy.event import EventEngine, Event, EVENT_TIMER
 from vnpy.trader.constant import (
@@ -116,7 +117,7 @@ class OkxGateway(BaseGateway):
         "Margin Currency": ""
     }
 
-    exchanges: Exchange = [Exchange.GLOBAL]
+    exchanges: list[Exchange] = [Exchange.GLOBAL]
 
     def __init__(self, event_engine: EventEngine, gateway_name: str) -> None:
         """
@@ -339,7 +340,7 @@ class OkxGateway(BaseGateway):
         self.orders[order.orderid] = order
         super().on_order(order)
 
-    def get_order(self, orderid: str) -> OrderData:
+    def get_order(self, orderid: str) -> OrderData | None:
         """
         Get previously saved order by order id.
 
@@ -401,7 +402,7 @@ class OkxGateway(BaseGateway):
         Returns:
             OrderData: VeighNa order object
         """
-        contract: ContractData = self.get_contract_by_name(data["instId"])
+        contract: ContractData = cast(ContractData, self.get_contract_by_name(data["instId"]))
 
         order_id: str = data["clOrdId"]
         if order_id:
@@ -439,7 +440,7 @@ class OkxGateway(BaseGateway):
         Returns:
             OrderData: VeighNa order object
         """
-        contract: ContractData = self.get_contract_by_name(data["sprdId"])
+        contract: ContractData = cast(ContractData, self.get_contract_by_name(data["sprdId"]))
 
         order_id: str = data["clOrdId"]
         if order_id:
@@ -764,6 +765,7 @@ class RestApi(RestClient):
                 net_position=net_position,
                 gateway_name=self.gateway_name,
             )
+            contract.extra = d
 
             self.gateway.on_contract(contract)
 
@@ -795,7 +797,7 @@ class RestApi(RestClient):
             leg_symbols: list[str] = []
             for leg in d["legs"]:
                 leg_name: str = leg["instId"]
-                leg_contract: ContractData = self.gateway.get_contract_by_name(leg_name)
+                leg_contract: ContractData = cast(ContractData, self.gateway.get_contract_by_name(leg_name))
                 leg_symbols.append(leg_contract.symbol)
 
             contract: ContractData = ContractData(
@@ -877,6 +879,11 @@ class RestApi(RestClient):
             self.gateway.write_log(f"Query kline history failed, symbol not found: {req.symbol}")
             return []
 
+        # Validate interval is not None
+        if not req.interval:
+            self.gateway.write_log(f"Query kline history failed, interval not found: {req.symbol}")
+            return []
+
         # Initialize buffer for storing bars
         buf: dict[datetime, BarData] = {}
         limit: str = "100"
@@ -913,7 +920,7 @@ class RestApi(RestClient):
                 break
             else:
                 data: dict = resp.json()
-                bar_data: list = data.get("data", None)
+                bar_data: list | None = data.get("data", None)
 
                 if not bar_data:
                     msg: str = data.get("msg", "No data returned.")
@@ -1395,7 +1402,7 @@ class PrivateApi(WebsocketApi):
             # Process trade data for filled or partially filled orders
             # Round trade volume number to meet minimum volume precision
             trade_volume: float = float(d["fillSz"])
-            contract: ContractData = self.gateway.get_contract_by_symbol(order.symbol)
+            contract: ContractData | None = self.gateway.get_contract_by_symbol(order.symbol)
             if contract:
                 trade_volume = round_to(trade_volume, contract.min_volume)
 
@@ -1451,7 +1458,7 @@ class PrivateApi(WebsocketApi):
         data: list = packet["data"]
         for d in data:
             name: str = d["instId"]
-            contract: ContractData = self.gateway.get_contract_by_name(name)
+            contract: ContractData = cast(ContractData, self.gateway.get_contract_by_name(name))
 
             pos: float = float(d["pos"])
             price: float = get_float_value(d, "avgPx")
@@ -1483,9 +1490,11 @@ class PrivateApi(WebsocketApi):
         # Wrong parameters
         if packet["code"] != "0":
             if not data:
-                order: OrderData = self.reqid_order_map[packet["id"]]
-                order.status = Status.REJECTED
-                self.gateway.on_order(order)
+                order: OrderData | None = self.reqid_order_map.get(packet["id"], None)
+                if order:
+                    order.status = Status.REJECTED
+                    self.gateway.on_order(order)
+
                 return
 
         # Failed to process
@@ -1516,10 +1525,11 @@ class PrivateApi(WebsocketApi):
         """
         # Wrong parameters
         if packet["code"] != "0":
-            code: str = packet["code"]
             msg: str = packet["msg"]
-            self.gateway.write_log(f"Cancel order failed, status code: {code}, message: {msg}")
-            return
+            if msg:
+                code: str = packet["code"]
+                self.gateway.write_log(f"Cancel order failed, status code: {code}, message: {msg}")
+                return
 
         # Failed to process
         data: list = packet["data"]
@@ -1624,9 +1634,15 @@ class PrivateApi(WebsocketApi):
             "tdMode": "cross"       # Only support cross margin mode
         }
 
+        # Add extra field for portfolio margin
         if self.margin_currency:
             arg["ccy"] = self.margin_currency
 
+        # Add extra field for spot
+        if "SPOT" in req.symbol:
+            quote_ccy_list: list[str] = contract.extra["tradeQuoteCcyList"]     # type: ignore
+            arg["tradeQuoteCcy"] = quote_ccy_list[0]
+
         # Create websocket request with unique request ID
         self.reqid += 1
         packet: dict = {
@@ -1660,7 +1676,7 @@ class PrivateApi(WebsocketApi):
             return
 
         # Initialize cancel parameters
-        arg: dict = {}
+        arg: dict = {"instId": contract.name}
 
         # Determine the type of order ID to use for cancellation
         # OKX supports both client order ID and exchange order ID for cancellation
@@ -1954,10 +1970,11 @@ class BusinessApi(WebsocketApi):
         """
         # Wrong parameters
         if packet["code"] != "0":
-            code: str = packet["code"]
             msg: str = packet["msg"]
-            self.gateway.write_log(f"Cancel order failed, status code: {code}, message: {msg}")
-            return
+            if msg:
+                code: str = packet["code"]
+                self.gateway.write_log(f"Cancel order failed, status code: {code}, message: {msg}")
+                return
 
         # Failed to process
         data: list = packet["data"]