Halsall claimed her second gold in 24 hours when she set a new Games record in the 50m butterfly - and will be looking for a third in Monday's 100m freestyle final.
And rising star O'Connor took her fifth medal of the Games - and her first gold - when she set a world leading time in the 200m medley.
The England swimmers were joined on the podium by team-mate Liam Tancock in the 50m backstroke and Scotland's Erraid Davies and Hannah Miley, who won bronze in the 100m breaststroke SB9 and 200m medley.
And the host nation nearly served up a perfect finale - pushing Australia all the way in the 4x200m freestyle relay before settling for silver.
“It’s my tenth Commonwealth medal so it’s a special one – I never thought I would get that many,” said Halsall, who has now won as many medals at these Games as Isle of Man and Mauritius.
“[The 50m free gold] took ages to get out of my head and out of my system, but it’s always good to have a morning swim to flush it all out and refocus on what I had to do. Things are going really well and I’m really happy."
O'Connor admitted she was shocked by her performance as her week to remember continued, especially considering she claimed the scalp of two-time Olympian Miley - her swimming idol.
"The 200 medley is something special to me and I knew it was going to be so hard to even get a medal because of the strength of the Australians and the British girls too," she said.
"Hannah has been my role model in swimming for a few years and training with her has been incredible.
"I didn’t come into the meet thinking a gold medal was a realistic target because there were some amazing swimmers in that race. I’ve trained so hard this year and that was the dream result."
Meanwhile, Welsh swimmer Jazz Carlin earlier set a new Games record in qualifying for Monday night's 800m freestyle final, finishing more than 11 seconds ahead of her nearest rival in 8:22.69.
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