fix: OKX options buy/close orders with tick alignment and reduceOnly

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

lib/exchange/okx_options_lib.py

@@ -1,6 +1,7 @@
 """OKX USDⓈ 期权 API 封装（主账户 exchange_options 专用）。"""
 from __future__ import annotations
 
+import math
 import time
 from typing import Any, Callable
 
@@ -38,6 +39,57 @@ def _safe_float(v: Any) -> float | None:
         return None
 
 
+def round_option_px(px: float, tick_sz: Any, side: str) -> float:
+    """按 OKX tickSz 对齐：买入向上取整，卖出向下取整。"""
+    tick = _safe_float(tick_sz)
+    if tick is None or tick <= 0 or px <= 0:
+        return px
+    steps = px / tick
+    side_l = (side or "").lower()
+    if side_l == "buy":
+        return math.ceil(steps - 1e-12) * tick
+    return math.floor(steps + 1e-12) * tick
+
+
+def format_option_px(px: float, tick_sz: Any) -> str:
+    tick = _safe_float(tick_sz)
+    if tick is None or tick <= 0:
+        return str(px)
+    decimals = max(0, -int(round(math.log10(tick)))) if tick < 1 else 0
+    if tick >= 1:
+        decimals = len(str(tick).split(".")[-1]) if "." in str(tick) else 0
+    return f"{px:.{decimals}f}".rstrip("0").rstrip(".") or "0"
+
+
+def _fetch_book_bid_ask(ex: ccxt.okx, inst_id: str) -> tuple[float | None, float | None]:
+    try:
+        rows = ex.public_get_market_books({"instId": inst_id, "sz": "1"}).get("data") or []
+        if not rows:
+            return None, None
+        row = rows[0]
+        asks = row.get("asks") or []
+        bids = row.get("bids") or []
+        ask = _safe_float(asks[0][0]) if asks else None
+        bid = _safe_float(bids[0][0]) if bids else None
+        return bid, ask
+    except Exception:
+        return None, None
+
+
+def _pos_side_from_position(pos: dict[str, Any] | None) -> str | None:
+    if not pos:
+        return None
+    ps = str(pos.get("posSide") or "").strip().lower()
+    if ps in ("long", "short", "net"):
+        return ps
+    sheets = _safe_float(pos.get("pos")) or 0.0
+    if sheets > 0:
+        return "long"
+    if sheets < 0:
+        return "short"
+    return "net"
+
+
 def _extract_ccy_balance(balance: dict[str, Any], ccy: str) -> float | None:
     ccy = (ccy or "").upper()
     if not isinstance(balance, dict):
@@ -200,15 +252,29 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
     meta = meta_rows[0]
     t_rows = ex.public_get_market_ticker({"instId": inst_id}).get("data") or []
     t = t_rows[0] if t_rows else {}
+    ask = _safe_float(t.get("askPx"))
+    bid = _safe_float(t.get("bidPx"))
+    if ask is None or bid is None:
+        book_bid, book_ask = _fetch_book_bid_ask(ex, inst_id)
+        if ask is None:
+            ask = book_ask
+        if bid is None:
+            bid = book_bid
+    mark = _safe_float(t.get("markPx"))
+    tick_sz = meta.get("tickSz")
+    if ask is None and mark is not None:
+        ask = round_option_px(mark, tick_sz, "buy")
+    if bid is None and mark is not None:
+        bid = round_option_px(mark, tick_sz, "sell")
     uly = str(meta.get("uly") or "")
     idx = fetch_index_price(ex, uly)
     return {
         "ok": True,
         "inst_id": inst_id,
         "meta": meta,
-        "ask": _safe_float(t.get("askPx")),
-        "bid": _safe_float(t.get("bidPx")),
-        "mark": _safe_float(t.get("markPx")),
+        "ask": ask,
+        "bid": bid,
+        "mark": mark,
         "index_px": idx,
         "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
         "min_sz": int(_safe_float(meta.get("minSz")) or 1),
@@ -227,23 +293,69 @@ def place_option_limit_order(
     sheets: int,
     price: float,
     td_mode: str = "cross",
+    tick_sz: Any = None,
+    reduce_only: bool = False,
+    pos_side: str | None = None,
 ) -> dict[str, Any]:
     side_l = (side or "").lower()
     if side_l not in ("buy", "sell"):
         return {"ok": False, "msg": "side 必须为 buy 或 sell"}
     if sheets < 1:
         return {"ok": False, "msg": "张数至少为 1"}
+    px = round_option_px(float(price), tick_sz, side_l)
+    if px <= 0:
+        return {"ok": False, "msg": "价格无效"}
+    body: dict[str, Any] = {
+        "instId": inst_id,
+        "tdMode": td_mode,
+        "side": side_l,
+        "ordType": "limit",
+        "px": format_option_px(px, tick_sz),
+        "sz": str(int(sheets)),
+    }
+    if pos_side:
+        body["posSide"] = pos_side
+    if reduce_only:
+        body["reduceOnly"] = True
     try:
-        resp = ex.private_post_trade_order(
-            {
-                "instId": inst_id,
-                "tdMode": td_mode,
-                "side": side_l,
-                "ordType": "limit",
-                "px": str(price),
-                "sz": str(int(sheets)),
-            }
-        )
+        resp = ex.private_post_trade_order(body)
+        data = (resp or {}).get("data") or []
+        if data and str(data[0].get("sCode")) == "0":
+            return {"ok": True, "data": data[0], "raw": resp, "px": px}
+        msg = data[0].get("sMsg") if data else str(resp)
+        return {"ok": False, "msg": msg or "下单失败", "raw": resp, "px": px}
+    except Exception as e:
+        return {"ok": False, "msg": str(e), "px": px}
+
+
+def place_option_market_order(
+    ex: ccxt.okx,
+    *,
+    inst_id: str,
+    side: str,
+    sheets: int,
+    td_mode: str = "cross",
+    reduce_only: bool = False,
+    pos_side: str | None = None,
+) -> dict[str, Any]:
+    side_l = (side or "").lower()
+    if side_l not in ("buy", "sell"):
+        return {"ok": False, "msg": "side 必须为 buy 或 sell"}
+    if sheets < 1:
+        return {"ok": False, "msg": "张数至少为 1"}
+    body: dict[str, Any] = {
+        "instId": inst_id,
+        "tdMode": td_mode,
+        "side": side_l,
+        "ordType": "market",
+        "sz": str(int(sheets)),
+    }
+    if pos_side:
+        body["posSide"] = pos_side
+    if reduce_only:
+        body["reduceOnly"] = True
+    try:
+        resp = ex.private_post_trade_order(body)
         data = (resp or {}).get("data") or []
         if data and str(data[0].get("sCode")) == "0":
             return {"ok": True, "data": data[0], "raw": resp}