Show OTM options in chain even when ticker has no quotes.

Stop skipping contracts with empty ask, bid, and mark so out-of-the-money strikes remain visible in the list.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-08 07:28:11 +08:00
parent 7f225c7407
commit 43fa1ad1f3
3 changed files with 16 additions and 3 deletions
+15
View File
@@ -90,6 +90,21 @@ def test_estimate_expiry_profit_at_index():
assert p2 == round(-12.2 * 0.01, 4)
def test_resolve_chain_quote_otm_no_quote():
from lib.exchange.okx_options_lib import _resolve_chain_quote
q = _resolve_chain_quote(
ticker={},
meta={"tickSz": "0.2"},
opt_type="C",
strike=1800,
index_px=1776,
)
assert q["ask"] is None
assert q["bid"] is None
assert q["ask_estimated"] is False
def test_resolve_chain_quote_estimated_ask():
from lib.exchange.okx_options_lib import _resolve_chain_quote