Show OKX option Delta on hedge plan strike picker.

Surface ticker delta (gamma in tooltip) in the chain table and selected premium line for easier ITM selection.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-14 21:59:17 +08:00
parent a841c8f31b
commit 37428c0bf9
3 changed files with 34 additions and 6 deletions
+7
View File
@@ -285,6 +285,9 @@ def _resolve_chain_quote(
if ask_estimated:
ask_sz = None
# OKX 期权 ticker 自带希腊字母(选约用);缺省时前端显示 —
delta = _safe_float(ticker.get("delta") or ticker.get("deltaBS"))
gamma = _safe_float(ticker.get("gamma") or ticker.get("gammaBS"))
return {
"ask": ask,
"bid": bid,
@@ -292,6 +295,8 @@ def _resolve_chain_quote(
"bid_sz": bid_sz,
"mark_px": mark,
"ask_estimated": ask_estimated,
"delta": delta,
"gamma": gamma,
}
@@ -945,6 +950,8 @@ def build_option_chain(
"bid_sz": bid_sz,
"mark_px": mark,
"ask_estimated": q["ask_estimated"],
"delta": q.get("delta"),
"gamma": q.get("gamma"),
"expiry_be_px": expiry_be,
"dist_expiry_be": strike_distance_to_be(strike, expiry_be, opt_type=opt_type),
"moneyness": mny,