Initial CoinOX instance: coin-margined options + USDT hedge.

Forked from crypto_monitor OKX instance (copy-only). Keeps standalone options, perp-options and options-options hedge; drops standalone perp entrypoints; forces coin margin; adds sim wallets; default port 5010. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-14 00:18:40 +08:00
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+"""期权平仓/到期状态同步单测."""
+import sqlite3
+
+from lib.exchange.okx_options_lib import (
+    format_option_history_row,
+    format_usdc_amount,
+    is_option_full_close_history,
+    resolve_option_close_from_history,
+)
+from lib.options.options_db import init_options_tables
+from lib.options.options_monitor_lib import sync_open_options_trades
+
+
+def test_format_usdc_amount():
+    assert format_usdc_amount(4.896) == "4.90"
+    assert format_usdc_amount(4.9) == "4.90"
+    assert format_usdc_amount(4.0) == "4.00"
+
+
+def test_is_option_full_close_history():
+    assert is_option_full_close_history({"type": "2"})
+    assert is_option_full_close_history({"type": "3"})
+    assert not is_option_full_close_history({"type": "1"})
+    assert not is_option_full_close_history({"type": "5"})
+
+
+def test_format_option_history_row():
+    raw = {
+        "instId": "BTC-USD_UM-260710-62000-P",
+        "openAvgPx": "380",
+        "closeAvgPx": "0",
+        "closeTotalPos": "1",
+        "openMaxPos": "1",
+        "realizedPnl": "-3.99",
+        "pnlRatio": "-1.049",
+        "type": "2",
+        "cTime": "1784000000000",
+        "uTime": "1784088035000",
+        "posId": "pos-btc",
+    }
+    row = format_option_history_row(raw, tick_sz="0.1", ct_mult=0.01)
+    assert row["inst_id"] == "BTC-USD_UM-260710-62000-P"
+    assert row["sheets"] == 1
+    assert row["realized_pnl"] == -3.99
+    assert row["status_label"] == "已平"
+    assert row["open_avg_px_fmt"] == "380"
+    assert row["premium_paid_fmt"] == "3.80"
+    assert row["history_key"] == "ex:pos-btc:1784088035000"
+
+
+def test_resolve_option_close_from_history_picks_latest():
+    rows = [
+        {"instId": "ETH-USD_UM-260709-1700-P", "uTime": "1000", "realizedPnl": "-1.0", "closeAvgPx": "0"},
+        {"instId": "ETH-USD_UM-260709-1700-P", "uTime": "2000", "realizedPnl": "-1.24", "closeAvgPx": "0", "posId": "9"},
+    ]
+    got = resolve_option_close_from_history(rows, open_ms=500)
+    assert got is not None
+    assert got["realized_pnl"] == -1.24
+    assert got["pos_id"] == "9"
+
+
+def test_resolve_option_close_from_history_matches_open_and_sheets():
+    rows = [
+        {
+            "instId": "ETH-USD_UM-260806-1875-C",
+            "cTime": "1785932775047",
+            "uTime": "1785933936733",
+            "realizedPnl": "-3.036",
+            "closeAvgPx": "12.4",
+            "closeTotalPos": "57",
+            "posId": "same-pos",
+        },
+        {
+            "instId": "ETH-USD_UM-260806-1875-C",
+            "cTime": "1785938392445",
+            "uTime": "1785957764279",
+            "realizedPnl": "16.937",
+            "closeAvgPx": "41.0",
+            "closeTotalPos": "66",
+            "posId": "same-pos",
+        },
+    ]
+    # 本地时间相对交易所偏 8h 时,仍应按 cTime/张数对齐到正确一笔
+    early = resolve_option_close_from_history(
+        rows, open_ms=1785902775000, close_ms=1785903937000, sheets=57
+    )
+    late = resolve_option_close_from_history(
+        rows, open_ms=1785908392000, close_ms=1785927764000, sheets=66
+    )
+    assert early is not None and early["realized_pnl"] == -3.036
+    assert early["close_quote"] == 12.4
+    assert late is not None and late["realized_pnl"] == 16.937
+    assert late["close_quote"] == 41.0
+
+
+def test_sync_open_options_trades_marks_expired_closed():
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+         open_quote, premium_paid, status)
+        VALUES (?, 'ETH', 'P', 1700, '', 20, 0.2, 6.2, 1.24, 'open')
+        """,
+        ("ETH-USD_UM-260709-1700-P",),
+    )
+    conn.commit()
+
+    n = sync_open_options_trades(
+        conn,
+        live_inst_ids=set(),
+        fetch_history_fn=lambda _inst: [],
+    )
+    assert n == 1
+    row = conn.execute("SELECT status, premium_received, realized_pnl, signal_note FROM options_trades").fetchone()
+    assert row["status"] == "closed"
+    assert row["premium_received"] == 0.0
+    assert row["realized_pnl"] == -1.24
+    assert "到期结算" in (row["signal_note"] or "")
+
+
+def test_sync_open_options_trades_skips_without_close_evidence():
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+         open_quote, premium_paid, status, created_at)
+        VALUES (?, 'BTC', 'P', 62000, '', 1, 0.01, 380.0, 3.8, 'open', '2026-08-05 08:00:00')
+        """,
+        ("BTC-USD_UM-261231-62000-P",),
+    )
+    conn.commit()
+
+    n = sync_open_options_trades(
+        conn,
+        live_inst_ids=set(),
+        fetch_history_fn=lambda _inst: [],
+    )
+    assert n == 0
+    row = conn.execute("SELECT status FROM options_trades").fetchone()
+    assert row["status"] == "open"
+
+
+def test_reconcile_live_open_trades_reopens_sync_artifact():
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+         open_quote, premium_paid, status, closed_at)
+        VALUES (?, 'BTC', 'P', 62000, '', 1, 0.01, 380.0, 3.8, 'closed', '2026-07-09 09:10:34')
+        """,
+        ("BTC-USD_UM-260710-62000-P",),
+    )
+    conn.commit()
+
+    from lib.options.options_monitor_lib import reconcile_live_open_trades
+
+    n = reconcile_live_open_trades(conn, live_inst_ids={"BTC-USD_UM-260710-62000-P"})
+    assert n == 1
+    row = conn.execute("SELECT status, closed_at FROM options_trades").fetchone()
+    assert row["status"] == "open"
+    assert row["closed_at"] is None
+
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+         open_quote, premium_paid, status, created_at)
+        VALUES (?, 'ETH', 'P', 1700, '', 20, 0.2, 6.2, 1.24, 'open', '2026-07-08 02:32:44')
+        """,
+        ("ETH-USD_UM-260709-1700-P",),
+    )
+    conn.commit()
+
+    def _hist(_inst):
+        return [
+            {
+                "instId": "ETH-USD_UM-260709-1700-P",
+                "uTime": "1784000000000",
+                "realizedPnl": "-0.5",
+                "closeAvgPx": "0.1",
+                "posId": "pos-1",
+            }
+        ]
+
+    n = sync_open_options_trades(
+        conn,
+        live_inst_ids=set(),
+        fetch_history_fn=_hist,
+    )
+    assert n == 1
+    row = conn.execute(
+        "SELECT status, premium_received, realized_pnl, close_ord_id FROM options_trades"
+    ).fetchone()
+    assert row["status"] == "closed"
+    assert row["realized_pnl"] == -0.5
+    assert row["premium_received"] == 0.74
+    assert row["close_ord_id"] == "pos-1"
+
+
+def test_backfill_closed_options_realized_pnl_from_history():
+    from lib.options.options_monitor_lib import backfill_closed_options_realized_pnl_from_history
+
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+         open_quote, close_quote, premium_paid, premium_received, realized_pnl,
+         status, created_at, closed_at, close_ord_id)
+        VALUES (?, 'ETH', 'C', 1860, '', 43, 0.43, 22.4, 50.6, 9.632, 21.758, 12.126,
+                'closed', '2026-07-20 08:02:14', '2026-07-21 01:38:43', 'ord-1')
+        """,
+        ("ETH-USD_UM-260721-1860-C",),
+    )
+    conn.commit()
+    hist = [
+        {
+            "instId": "ETH-USD_UM-260721-1860-C",
+            "uTime": "1784564323000",
+            "realizedPnl": "11.64",
+            "closeAvgPx": "48.5",
+            "closeTotalPos": "43",
+            "posId": "pos-x",
+        }
+    ]
+    n = backfill_closed_options_realized_pnl_from_history(conn, hist)
+    assert n == 1
+    row = conn.execute(
+        "SELECT realized_pnl, premium_received, close_quote FROM options_trades WHERE id=1"
+    ).fetchone()
+    assert row["realized_pnl"] == 11.64
+    assert abs(float(row["premium_received"]) - (9.632 + 11.64)) < 1e-6
+    assert float(row["close_quote"]) == 48.5
+    # idempotent
+    assert backfill_closed_options_realized_pnl_from_history(conn, hist) == 0
+
+
+def test_backfill_does_not_overwrite_earlier_close_with_later_pnl():
+    from lib.options.options_monitor_lib import backfill_closed_options_realized_pnl_from_history
+
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+         open_quote, close_quote, premium_paid, realized_pnl, status, created_at, closed_at)
+        VALUES (?, 'ETH', 'C', 1875, '', 57, 0.57, 16.6, 41.0, 9.462, 16.9368,
+                'closed', '2026-08-05 12:26:15', '2026-08-05 12:45:37')
+        """,
+        ("ETH-USD_UM-260806-1875-C",),
+    )
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+         open_quote, close_quote, premium_paid, realized_pnl, status, created_at, closed_at)
+        VALUES (?, 'ETH', 'C', 1875, '', 66, 0.66, 14.2, 41.0, 9.372, 16.9368,
+                'closed', '2026-08-05 13:59:52', '2026-08-05 19:22:45')
+        """,
+        ("ETH-USD_UM-260806-1875-C",),
+    )
+    conn.commit()
+    hist = [
+        {
+            "instId": "ETH-USD_UM-260806-1875-C",
+            "uTime": "1785933936733",
+            "cTime": "1785932775047",
+            "realizedPnl": "-3.03616314",
+            "closeAvgPx": "12.4",
+            "closeTotalPos": "57",
+            "posId": "3806091806281486337",
+        },
+        {
+            "instId": "ETH-USD_UM-260806-1875-C",
+            "uTime": "1785957764279",
+            "cTime": "1785938392445",
+            "realizedPnl": "16.9368375",
+            "closeAvgPx": "41.0",
+            "closeTotalPos": "66",
+            "posId": "3806091806281486337",
+        },
+    ]
+    n = backfill_closed_options_realized_pnl_from_history(conn, hist)
+    assert n >= 1
+    rows = {
+        int(r["id"]): r
+        for r in conn.execute(
+            "SELECT id, realized_pnl, close_quote FROM options_trades ORDER BY id"
+        ).fetchall()
+    }
+    assert abs(float(rows[1]["realized_pnl"]) - (-3.0362)) < 1e-3
+    assert float(rows[1]["close_quote"]) == 12.4
+    assert abs(float(rows[2]["realized_pnl"]) - 16.9368) < 1e-3
+    assert float(rows[2]["close_quote"]) == 41.0