Show bid/ask liquidity as price per sheet in options chain.

Display OKX askSz and bidSz beside top-of-book prices in the chain table and order panel using price/sheets format.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-07 16:28:08 +08:00
parent 99f13817f8
commit 2cfc1a490f
6 changed files with 76 additions and 12 deletions
+18
View File
@@ -28,6 +28,24 @@ def premium_per_sheet(quote_per_unit: float, ct_mult: float = 0.01) -> float:
return float(quote_per_unit) * float(ct_mult)
def format_quote_liquidity(px: float | None, sz: float | None, *, px_decimals: int = 4) -> str | None:
"""盘口展示:价格/张数,如 17.2/150。"""
if px is None:
return None
try:
price = f"{float(px):.{px_decimals}f}".rstrip("0").rstrip(".")
except (TypeError, ValueError):
return None
if sz is None:
return price
try:
s = float(sz)
size = str(int(s)) if abs(s - int(s)) < 1e-9 else str(s).rstrip("0").rstrip(".")
except (TypeError, ValueError):
return price
return f"{price}/{size}"
def total_premium(quote_per_unit: float, eth_amount: float, ct_mult: float = 0.01) -> float:
return float(quote_per_unit) * float(eth_amount)