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

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

lib/common/static/instance_theme.css

@@ -2390,4 +2390,15 @@ html[data-theme="light"] .settings-export-link {
   font-size: 0.85rem;
   margin-bottom: 8px;
 }
+#opt-order-msg.opt-error,
+.opt-error {
+  color: #ff6b6b;
+}
+.opt-row-actions {
+  white-space: nowrap;
+}
+.opt-row-actions .btn-primary,
+.opt-row-actions .btn-secondary {
+  margin-right: 4px;
+}
 

lib/common/static/options_panel.js

@@ -22,6 +22,13 @@
     return r.json();
   }
 
+  function scrollToOrderPanel() {
+    const panel = document.getElementById("opt-order-panel");
+    if (panel && panel.style.display !== "none") {
+      panel.scrollIntoView({ behavior: "smooth", block: "nearest" });
+    }
+  }
+
   async function refreshBalances() {
     const d = await apiJson("/api/options/balances");
     if (!d.ok) return;
@@ -81,7 +88,10 @@
         "<td><code>" + c.inst_id + "</code></td>" +
         "<td>" + fmt(c.ask, 4) + "</td>" +
         "<td>" + fmt(c.bid, 4) + "</td>" +
-        '<td><button type="button" class="btn-secondary opt-pick-btn" data-inst="' + c.inst_id + '">选择</button></td>';
+        '<td class="opt-row-actions">' +
+        '<button type="button" class="btn-secondary opt-pick-btn" data-inst="' + c.inst_id + '">选择</button> ' +
+        '<button type="button" class="btn-primary opt-buy-btn" data-inst="' + c.inst_id + '">买入</button>' +
+        "</td>";
       tbody.appendChild(tr);
     });
     tbody.querySelectorAll(".opt-pick-btn").forEach(function (btn) {
@@ -89,6 +99,12 @@
         selectContract(btn.getAttribute("data-inst"));
       });
     });
+    tbody.querySelectorAll(".opt-buy-btn").forEach(function (btn) {
+      btn.addEventListener("click", async function () {
+        await selectContract(btn.getAttribute("data-inst"));
+        await openPosition();
+      });
+    });
   }
 
   async function selectContract(instId) {
@@ -108,7 +124,19 @@
     document.getElementById("opt-order-sheets").textContent = sz.sheets != null ? sz.sheets : "—";
     document.getElementById("opt-order-eth").textContent = sz.eth_amount != null ? sz.eth_amount : "—";
     document.getElementById("opt-order-premium").textContent = sz.total_premium != null ? fmt(sz.total_premium, 4) + " USDC" : "—";
-    document.getElementById("opt-order-msg").textContent = sz.ok === false ? (sz.msg || "") : "";
+    const msgEl = document.getElementById("opt-order-msg");
+    if (!d.ok) {
+      msgEl.textContent = d.msg || "报价失败";
+      msgEl.classList.add("opt-error");
+    } else if (sz.ok === false) {
+      msgEl.textContent = sz.msg || "";
+      msgEl.classList.add("opt-error");
+    } else {
+      msgEl.textContent = "";
+      msgEl.classList.remove("opt-error");
+    }
+    scrollToOrderPanel();
+    return d;
   }
 
   async function loadChain() {
@@ -123,25 +151,69 @@
   }
 
   async function openPosition() {
-    if (!state.selectedInst) return;
+    if (!state.selectedInst) {
-    const mode = document.querySelector('input[name="opt-size-mode"]:checked').value;
+      alert("请先选择合约");
-    const body = {
+      return;
-      inst_id: state.selectedInst,
-      mode: mode,
-      signal_note: document.getElementById("opt-signal-note").value || "",
-    };
-    if (mode === "eth_amount") {
-      body.eth_amount = parseFloat(document.getElementById("opt-eth-amount").value);
     }
-    const d = await apiJson("/api/options/open", {
+    const btn = document.getElementById("opt-open-btn");
-      method: "POST",
+    btn.disabled = true;
-      headers: { "Content-Type": "application/json" },
+    try {
-      body: JSON.stringify(body),
+      const mode = document.querySelector('input[name="opt-size-mode"]:checked').value;
-    });
+      const body = {
-    document.getElementById("opt-order-msg").textContent = d.ok ? "下单已提交" : (d.msg || "失败");
+        inst_id: state.selectedInst,
-    if (d.ok) {
+        mode: mode,
-      refreshBalances();
+        signal_note: document.getElementById("opt-signal-note").value || "",
+      };
+      if (mode === "eth_amount") {
+        body.eth_amount = parseFloat(document.getElementById("opt-eth-amount").value);
+      }
+      const d = await apiJson("/api/options/open", {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify(body),
+      });
+      const msgEl = document.getElementById("opt-order-msg");
+      msgEl.textContent = d.ok ? "下单已提交，可在 OKX 委托中查看" : (d.msg || "失败");
+      msgEl.classList.toggle("opt-error", !d.ok);
+      if (d.ok) {
+        refreshBalances();
+        refreshPositions();
+      } else {
+        alert(d.msg || "下单失败");
+      }
+    } finally {
+      btn.disabled = false;
+    }
+  }
+
+  async function closePosition(inst, btn) {
+    const q = await apiJson("/api/options/quote?inst_id=" + encodeURIComponent(inst) + "&mode=budget_full");
+    if (!q.ok) {
+      alert(q.msg || "获取买一价失败");
+      return;
+    }
+    const bid = q.bid;
+    if (bid == null || bid <= 0) {
+      alert("暂无买一价，请稍后在 OKX App 平仓或等盘口恢复");
+      return;
+    }
+    if (!confirm("限价卖出 @ 买一 " + fmt(bid, 4) + "（每 1 ETH/BTC）？\n合约：" + inst)) return;
+    if (btn) btn.disabled = true;
+    try {
+      const r = await apiJson("/api/options/close", {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ inst_id: inst }),
+      });
+      if (r.ok) {
+        alert("平仓单已提交" + (r.bid != null ? " @ " + fmt(r.bid, 4) : ""));
+      } else {
+        alert(r.msg || "平仓失败");
+      }
       refreshPositions();
+      refreshBalances();
+    } finally {
+      if (btn) btn.disabled = false;
     }
   }
 
@@ -168,17 +240,8 @@
       tbody.appendChild(tr);
     });
     tbody.querySelectorAll(".opt-close-btn").forEach(function (btn) {
-      btn.addEventListener("click", async function () {
+      btn.addEventListener("click", function () {
-        const inst = btn.getAttribute("data-inst");
+        closePosition(btn.getAttribute("data-inst"), btn);
-        if (!confirm("确认限价卖出 @ 买一？")) return;
-        const r = await apiJson("/api/options/close", {
-          method: "POST",
-          headers: { "Content-Type": "application/json" },
-          body: JSON.stringify({ inst_id: inst }),
-        });
-        alert(r.ok ? "平仓单已提交" : (r.msg || "失败"));
-        refreshPositions();
-        refreshBalances();
       });
     });
   }

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")),
+        "ask": ask,
-        "bid": _safe_float(t.get("bidPx")),
+        "bid": bid,
-        "mark": _safe_float(t.get("markPx")),
+        "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(
+        resp = ex.private_post_trade_order(body)
-            {
+        data = (resp or {}).get("data") or []
-                "instId": inst_id,
+        if data and str(data[0].get("sCode")) == "0":
-                "tdMode": td_mode,
+            return {"ok": True, "data": data[0], "raw": resp, "px": px}
-                "side": side_l,
+        msg = data[0].get("sMsg") if data else str(resp)
-                "ordType": "limit",
+        return {"ok": False, "msg": msg or "下单失败", "raw": resp, "px": px}
-                "px": str(price),
+    except Exception as e:
-                "sz": str(int(sheets)),
+        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}

lib/options/options_register.py

@@ -59,6 +59,8 @@ def install_options_trading(app: Flask, repo_root: str, app_module: Any) -> None
 
 def _build_cfg(app_module: Any) -> dict[str, Any]:
     from lib.exchange.okx_options_lib import (
+        _pos_side_from_position,
+        _safe_float,
         build_option_chain,
         estimate_usdt_to_usdc,
         execute_convert,
@@ -67,6 +69,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         format_position_row,
         options_api_ready,
         place_option_limit_order,
+        place_option_market_order,
         quote_option_contract,
         transfer_ccy,
     )
@@ -91,6 +94,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "build_option_chain": build_option_chain,
         "quote_option_contract": quote_option_contract,
         "place_option_limit_order": place_option_limit_order,
+        "place_option_market_order": place_option_market_order,
         "fetch_option_positions": fetch_option_positions,
         "fetch_options_balances": fetch_options_balances,
         "format_position_row": format_position_row,
@@ -220,6 +224,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         if not sizing.get("ok"):
             return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
         sheets = int(sizing["sheets"])
+        tick_sz = q.get("tick_sz")
         order = cfg["place_option_limit_order"](
             ex,
             inst_id=inst_id,
@@ -227,6 +232,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             sheets=sheets,
             price=float(ask),
             td_mode=cfg["td_mode"],
+            tick_sz=tick_sz,
         )
         if not order.get("ok"):
             return jsonify(order)
@@ -291,38 +297,43 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         pos = next((p for p in raw_positions if str(p.get("instId")) == inst_id), None)
         if not pos:
             return jsonify({"ok": False, "msg": "未找到持仓"})
-        avail = float(pos.get("availPos") or pos.get("pos") or 0)
+        avail = _safe_float(pos.get("availPos"))
-        close_sheets = int(sheets) if sheets else int(abs(avail))
+        if avail is None or avail <= 0:
+            avail = abs(_safe_float(pos.get("pos")) or 0)
+        close_sheets = int(sheets) if sheets else int(avail)
         if close_sheets < 1:
             return jsonify({"ok": False, "msg": "可平张数不足"})
+        td_mode = str(pos.get("mgnMode") or cfg["td_mode"])
+        pos_side = _pos_side_from_position(pos) or "net"
+        tick_sz = q.get("tick_sz")
         if use_market:
-            try:
+            order = cfg["place_option_market_order"](
-                resp = ex.private_post_trade_order(
+                ex,
-                    {
+                inst_id=inst_id,
-                        "instId": inst_id,
+                side="sell",
-                        "tdMode": cfg["td_mode"],
+                sheets=close_sheets,
-                        "side": "sell",
+                td_mode=td_mode,
-                        "ordType": "market",
+                reduce_only=True,
-                        "sz": str(close_sheets),
+                pos_side=pos_side,
-                    }
+            )
-                )
+            if not order.get("ok"):
-                data_rows = (resp or {}).get("data") or []
+                return jsonify(order)
-                if not data_rows or str(data_rows[0].get("sCode")) != "0":
-                    return jsonify({"ok": False, "msg": data_rows[0].get("sMsg") if data_rows else "市价平仓失败"})
-                order = {"ok": True, "data": data_rows[0]}
-            except Exception as e:
-                return jsonify({"ok": False, "msg": str(e)})
         else:
+            close_px = float(bid)
             order = cfg["place_option_limit_order"](
                 ex,
                 inst_id=inst_id,
                 side="sell",
                 sheets=close_sheets,
-                price=float(bid),
+                price=close_px,
-                td_mode=cfg["td_mode"],
+                td_mode=td_mode,
+                tick_sz=tick_sz,
+                reduce_only=True,
+                pos_side=pos_side,
             )
             if not order.get("ok"):
                 return jsonify(order)
+            bid = order.get("px", close_px)
         prem_recv = total_premium(float(bid or 0), close_sheets * float(q.get("ct_mult") or 0.01))
         conn = cfg["get_db"]()
         try:

lib/options/templates/options_panel.html

@@ -5,7 +5,7 @@
     {% if not options_enabled %}
     <div class="flash" style="margin-bottom:12px">期权 API 未启用：请在 <code>crypto_monitor_okx/.env</code> 设置 <code>OKX_OPTIONS_ENABLED=true</code> 及主账户 <code>OKX_OPTIONS_API_*</code>，然后 <code>pm2 restart crypto_okx --update-env</code>。</div>
     {% endif %}
-    <p class="muted options-hint">资金账户兑换 USDT→USDC 后，划转到交易账户即可买入。报价单位为每 1 ETH/BTC；1 张 = 0.01 ETH/BTC。</p>
+    <p class="muted options-hint">资金账户兑换 USDT→USDC 后，划转到交易账户即可买入。报价单位为每 1 ETH/BTC；1 张 = 0.01 ETH/BTC。表格中点「买入」直接下单；或点「选择」后在下方确认张数再买入。</p>
 
     <div class="options-funds-grid">
         <div class="options-funds-col">
@@ -128,4 +128,4 @@
         </div>
     </div>
 </div>
-<script src="/static/options_panel.js?v=1"></script>
+<script src="/static/options_panel.js?v=2"></script>

tests/test_options_pricing.py

@@ -5,6 +5,13 @@ from lib.options.options_pricing_lib import (
     sheets_from_eth_amount,
     total_premium,
 )
+from lib.exchange.okx_options_lib import format_option_px, round_option_px
+
+
+def test_round_option_px():
+    assert round_option_px(14.9184, "0.2", "sell") == 14.8
+    assert round_option_px(14.81, "0.2", "buy") == 15.0
+    assert format_option_px(14.8, "0.2") == "14.8"
 
 
 def test_premium_per_sheet():