FIX: fix okx margin level calculation #2068
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Pull Request Overview
This PR refines the OKX margin level calculation and adds related fields and metrics for margin ratio.
- Standardizes margin tolerance comment.
- Introduces new notional‐USD breakdown fields in OKX API response.
- Updates OKX exchange logic to compute margin level from borrow notional and registers margin ratio metrics.
Reviewed Changes
Copilot reviewed 6 out of 6 changed files in this pull request and generated 2 comments.
Show a summary per file
| File | Description |
|---|---|
| pkg/util/margin_tolerance.go | Simplified outdated comment on liquidation formula. |
| pkg/types/account.go | Added MarginTolerance, reintroduced MarginRatio, and updated documentation. |
| pkg/metrics/account.go | Added AccountMarginRatioMetrics and combined registration. |
| pkg/exchange/okex/okexapi/get_account_balance_request.go | Added detailed NotionalUsd* and BorrowFroz fields. |
| pkg/exchange/okex/exchange.go | Reworked QueryAccount to set MarginLevel and MarginTolerance based on borrow notional. |
| pkg/bbgo/session.go | Guarded margin level/ratio metric emission when values are positive. |
Comments suppressed due to low confidence (1)
pkg/types/account.go:52
- [nitpick] Consider expanding this comment to include units (e.g., percent) and explain how
MarginRatiodiffers fromMarginLevelto aid future readers.
// MarginRatio = Adjusted equity / (Maintenance margin + Liquidation fees)
pkg/exchange/okex/exchange.go
Outdated
| if accounts[0].NotionalUsdForBorrow.Sign() > 0 { | ||
| account.MarginLevel = accounts[0].TotalEquityInUSD.Div(accounts[0].NotionalUsdForBorrow) | ||
| } else { | ||
| account.MarginLevel = fixedpoint.NewFromFloat(999.9) |
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[nitpick] When NotionalUsdForBorrow is zero, defaulting to a high margin level may mask issues; consider setting the margin level to zero or propagating an error to avoid misleading metrics.
Suggested change
| account.MarginLevel = fixedpoint.NewFromFloat(999.9) | |
| account.MarginLevel = fixedpoint.NewFromFloat(0.0) | |
| log.Warnf("NotionalUsdForBorrow is zero; setting MarginLevel to 0.0 to avoid misleading metrics") |
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kbearXD
approved these changes
Jun 14, 2025
narumiruna
approved these changes
Jun 15, 2025
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