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
+9
View File
@@ -67,6 +67,15 @@ def test_option_moneyness():
assert option_moneyness_label("otm") == "虚值"
def test_format_quote_liquidity():
from lib.options.options_pricing_lib import format_quote_liquidity
assert format_quote_liquidity(17.2, 150) == "17.2/150"
assert format_quote_liquidity(817.6, 11) == "817.6/11"
assert format_quote_liquidity(15.6, None) == "15.6"
assert format_quote_liquidity(None, 10) is None
def test_expiry_breakeven_from_ask():
from lib.options.options_pricing_lib import expiry_breakeven_from_ask