Fetch option Delta from OKX opt-summary into the chain.

market/tickers has no greeks; merge public/opt-summary delta/gamma when building the strike table.

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/exchange/okx_options_lib.py

@@ -841,6 +841,27 @@ def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str,
     return out
 
 
+def fetch_option_summary(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str, Any]]:
+    """期权希腊字母摘要(delta/gamma);tickers 接口无此字段."""
+    out: dict[str, dict[str, Any]] = {}
+    try:
+        from lib.exchange.okx_public_http_lib import fetch_option_summary_public
+
+        got = fetch_option_summary_public(inst_family)
+        if got:
+            return got
+    except Exception:
+        pass
+    try:
+        rows = ex.public_get_public_opt_summary({"instFamily": inst_family}).get("data") or []
+        for r in rows:
+            if isinstance(r, dict) and r.get("instId"):
+                out[str(r["instId"])] = r
+    except Exception:
+        pass
+    return out
+
+
 def build_option_chain(
     ex: ccxt.okx,
     underlying: str,
@@ -890,6 +911,8 @@ def build_option_chain(
             except Exception as e2:
                 instruments_err = str(e2) or e2.__class__.__name__
     tickers = fetch_option_tickers(ex, family)
+    # 希腊字母在 opt-summary,不在 market/tickers
+    summaries = fetch_option_summary(ex, family)
     expiries: dict[str, list[dict[str, Any]]] = {}
     skipped_no_index = 0
     for meta in instruments:
@@ -914,7 +937,12 @@ def build_option_chain(
         ):
             continue
         inst_id = str(meta.get("instId") or "")
-        t = tickers.get(inst_id) or {}
+        t = dict(tickers.get(inst_id) or {})
+        sm = summaries.get(inst_id) or {}
+        # 合并摘要里的 delta/gamma(优先币本位 delta,回退 deltaBS)
+        for k in ("delta", "deltaBS", "gamma", "gammaBS", "lever", "markVol"):
+            if sm.get(k) not in (None, ""):
+                t[k] = sm.get(k)
         q = _resolve_chain_quote(
             ticker=t,
             meta=meta,

lib/exchange/okx_public_http_lib.py

@@ -165,3 +165,20 @@ def fetch_option_tickers_public(inst_family: str) -> dict[str, dict[str, Any]]:
         if isinstance(r, dict) and r.get("instId"):
             out[str(r["instId"])] = r
     return out
+
+
+def fetch_option_summary_public(inst_family: str) -> dict[str, dict[str, Any]]:
+    """期权摘要(含 delta/gamma 等);market/tickers 不含希腊字母."""
+    family = str(inst_family or "").strip()
+    if not family:
+        return {}
+    payload = okx_public_get(
+        "/api/v5/public/opt-summary",
+        {"instFamily": family},
+        timeout_sec=12.0,
+    )
+    out: dict[str, dict[str, Any]] = {}
+    for r in payload.get("data") or []:
+        if isinstance(r, dict) and r.get("instId"):
+            out[str(r["instId"])] = r
+    return out