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>

lib/common/static/instance_theme.css

@@ -2588,6 +2588,10 @@ html[data-theme="light"] .settings-side-export-label {
 .options-page-wrap .options-strike-table code {
   font-size: 0.66rem;
 }
+.opt-px-sz {
+  font-variant-numeric: tabular-nums;
+  white-space: nowrap;
+}
 .opt-be-dist-up {
   color: #5ee89a;
 }

lib/common/static/options_panel.js

@@ -149,6 +149,15 @@
       "指数 " + state.underlying + " ≈ " + fmt(idx, 2) + " · 实值=价内 · 虚值=价外";
   }
 
+  function fmtPxSz(px, sz) {
+    if (px === null || px === undefined || Number.isNaN(Number(px))) return "—";
+    const price = Number(px).toFixed(4).replace(/\.?0+$/, "");
+    if (sz === null || sz === undefined || sz === "" || Number.isNaN(Number(sz))) return price;
+    const s = Number(sz);
+    const size = Math.abs(s - Math.round(s)) < 1e-9 ? String(Math.round(s)) : String(s);
+    return price + "/" + size;
+  }
+
   function fmtDist(v) {
     if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
     const n = Number(v);
@@ -197,8 +206,8 @@
         "<td>" + c.strike + "</td>" +
         "<td>" + moneynessBadge(c) + "</td>" +
         "<td><code>" + c.inst_id + "</code></td>" +
-        "<td>" + fmt(c.ask, 4) + "</td>" +
+        "<td class=\"opt-px-sz\">" + fmtPxSz(c.ask, c.ask_sz) + "</td>" +
-        "<td>" + fmt(c.bid, 4) + "</td>" +
+        "<td class=\"opt-px-sz\">" + fmtPxSz(c.bid, c.bid_sz) + "</td>" +
         "<td>" + (c.expiry_be_px != null ? fmt(c.expiry_be_px, 0) : "—") + "</td>" +
         '<td class="' + distBeClass(c.dist_expiry_be) + '">' + fmtDist(c.dist_expiry_be) + "</td>" +
         '<td class="opt-row-actions">' +
@@ -229,7 +238,9 @@
   function fillOrderPanel(d) {
     const sz = d.sizing || {};
     document.getElementById("opt-order-inst").textContent = d.inst_id || state.selectedInst || "";
-    document.getElementById("opt-order-ask").textContent = fmt(d.ask, 4);
+    document.getElementById("opt-order-ask").textContent = fmtPxSz(d.ask, d.ask_sz);
+    const bidEl = document.getElementById("opt-order-bid");
+    if (bidEl) bidEl.textContent = fmtPxSz(d.bid, d.bid_sz);
     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" : "—";

lib/exchange/okx_options_lib.py

@@ -116,18 +116,27 @@ def format_option_px(px: float, tick_sz: Any) -> str:
 
 
 def _fetch_book_bid_ask(ex: ccxt.okx, inst_id: str) -> tuple[float | None, float | None]:
+    bid, ask, _, _ = _fetch_book_top(ex, inst_id)
+    return bid, ask
+
+
+def _fetch_book_top(
+    ex: ccxt.okx, inst_id: str
+) -> tuple[float | None, float | None, 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
+            return None, None, 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
+        ask_sz = _safe_float(asks[0][1]) if asks and len(asks[0]) > 1 else None
+        bid_sz = _safe_float(bids[0][1]) if bids and len(bids[0]) > 1 else None
+        return bid, ask, bid_sz, ask_sz
     except Exception:
-        return None, None
+        return None, None, None, None
 
 
 def _pos_side_from_position(pos: dict[str, Any] | None) -> str | None:
@@ -338,6 +347,8 @@ def build_option_chain(
         ask = _safe_float(t.get("askPx"))
         bid = _safe_float(t.get("bidPx"))
         mark = _safe_float(t.get("markPx"))
+        ask_sz = _safe_float(t.get("askSz"))
+        bid_sz = _safe_float(t.get("bidSz"))
         if ask is None and bid is None and mark is None:
             continue
         expiry_be = expiry_breakeven_from_ask(
@@ -356,6 +367,8 @@ def build_option_chain(
                 "exp_time": exp_ms,
                 "ask": ask,
                 "bid": bid,
+                "ask_sz": ask_sz,
+                "bid_sz": bid_sz,
                 "mark_px": mark,
                 "expiry_be_px": expiry_be,
                 "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
@@ -385,12 +398,18 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
         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:
+        ask_sz = _safe_float(t.get("askSz"))
-            book_bid, book_ask = _fetch_book_bid_ask(ex, inst_id)
+        bid_sz = _safe_float(t.get("bidSz"))
+        if ask is None or bid is None or ask_sz is None or bid_sz is None:
+            book_bid, book_ask, book_bid_sz, book_ask_sz = _fetch_book_top(ex, inst_id)
             if ask is None:
                 ask = book_ask
             if bid is None:
                 bid = book_bid
+            if ask_sz is None:
+                ask_sz = book_ask_sz
+            if bid_sz is None:
+                bid_sz = book_bid_sz
         mark = _safe_float(t.get("markPx"))
         tick_sz = meta.get("tickSz")
         if ask is None and mark is not None:
@@ -413,6 +432,8 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
             "meta": meta,
             "ask": ask,
             "bid": bid,
+            "ask_sz": ask_sz,
+            "bid_sz": bid_sz,
             "mark": mark,
             "index_px": idx,
             "expiry_be_px": expiry_be,

lib/options/options_pricing_lib.py

@@ -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)
 

lib/options/templates/options_panel.html

@@ -7,7 +7,7 @@
     <div class="options-dual-grid">
         <div class="card options-order-card">
             <h2>期权下单</h2>
-            <p class="muted options-hint">报价单位为每 1 ETH/BTC；1 张 = 0.01。链展示近 <span id="opt-chain-dte">14</span> 日到期，标注实值/虚值；<strong>到期平衡</strong>按卖一预估（无卖一按标记价）。资金划转与 USDT/USDC 兑换见「系统设置 → 期权设置」。</p>
+            <p class="muted options-hint">报价单位为每 1 ETH/BTC；1 张 = 0.01。卖一/买一列为 <strong>价格/张数</strong>。链展示近 <span id="opt-chain-dte">14</span> 日到期，标注实值/虚值；<strong>到期平衡</strong>按卖一预估（无卖一按标记价）。资金划转与 USDT/USDC 兑换见「系统设置 → 期权设置」。</p>
             <div class="form-row options-chain-toolbar">
                 <button type="button" class="btn-secondary opt-uly-btn active" data-uly="ETH">ETH</button>
                 <button type="button" class="btn-secondary opt-uly-btn" data-uly="BTC">BTC</button>
@@ -24,8 +24,8 @@
                             <th>行权价</th>
                             <th>类型</th>
                             <th>合约</th>
-                            <th>卖一</th>
+                            <th>卖一/张</th>
-                            <th>买一</th>
+                            <th>买一/张</th>
                             <th>到期平衡</th>
                             <th>距平衡</th>
                             <th>操作</th>
@@ -41,7 +41,8 @@
                     <h3 class="opt-order-title">下单</h3>
                     <div id="opt-order-inst" class="options-order-inst"></div>
                     <div class="options-order-grid">
-                        <div><span class="k">卖一（每1币）</span><span id="opt-order-ask" class="v">—</span></div>
+                        <div><span class="k">卖一/张</span><span id="opt-order-ask" class="v">—</span></div>
+                        <div><span class="k">买一/张</span><span id="opt-order-bid" class="v">—</span></div>
                         <div><span class="k">张数</span><span id="opt-order-sheets" class="v">—</span></div>
                         <div><span class="k">ETH/BTC 数量</span><span id="opt-order-eth" class="v">—</span></div>
                         <div><span class="k">预估权利金</span><span id="opt-order-premium" class="v">—</span></div>

tests/test_options_pricing.py

@@ -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