Require real ask depth for options and hedge opens.

Block mark-as-ask opens, show reference mark when no depth, cap sheets to ask size; leave close paths unchanged. Document in docs/更新文档.md.

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

lib/exchange/okx_options_lib.py

@@ -779,6 +779,38 @@ def build_option_chain(
     return out
 
 
+def option_buy_liquidity_ok(ask: Any, ask_sz: Any) -> tuple[bool, str]:
+    """开仓仅认真实卖一价+卖一深度;不接受标记价/内在价值顶包."""
+    a = _safe_float(ask)
+    s = _safe_float(ask_sz)
+    if a is None or a <= 0:
+        return False, "暂无卖一价,无法买入"
+    if s is None or s <= 0:
+        return False, "暂无卖一深度,无法买入"
+    return True, ""
+
+
+def cap_option_buy_sheets_to_ask_depth(
+    sheets: int,
+    ask_sz: Any,
+    *,
+    min_sz: int = 1,
+) -> tuple[int | None, str]:
+    """将买入张数限制在卖一深度内(向下取整)."""
+    depth = _safe_float(ask_sz)
+    if depth is None or depth <= 0:
+        return None, "暂无卖一深度,无法买入"
+    max_sheets = int(math.floor(depth + 1e-12))
+    need = max(1, int(min_sz or 1))
+    if max_sheets < need:
+        return None, f"卖一深度不足 {need} 张(当前 {depth:g})"
+    want = max(0, int(sheets))
+    capped = min(want, max_sheets)
+    if capped < need:
+        return None, f"卖一深度不足 {need} 张(当前 {depth:g})"
+    return capped, ""
+
+
 def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
     inst_id = (inst_id or "").strip()
     if not inst_id:
@@ -805,6 +837,7 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
                 return {"ok": False, "msg": "行情限频,请稍后重试"}
             return {"ok": False, "msg": "合约不存在"}
         t = t_rows[0] if t_rows else {}
+        # 开仓用真实盘口卖一;绝不把标记价写入 ask
         ask = _safe_float(t.get("askPx"))
         bid = _safe_float(t.get("bidPx"))
         ask_sz = _safe_float(t.get("askSz"))
@@ -821,10 +854,15 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
                 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:
-            ask = round_option_px(mark, tick_sz, "buy")
+        # 买一缺失时仍可用标记价补展示(平仓路径读 bid);开仓 ask 不顶包
         if bid is None and mark is not None:
             bid = round_option_px(mark, tick_sz, "sell")
+        ref_ask = None
+        if ask is None and mark is not None and mark > 0:
+            ref_ask = round_option_px(mark, tick_sz, "buy")
+        can_open, open_block_msg = option_buy_liquidity_ok(ask, ask_sz)
+        book_ask = ask
+        book_ask_sz = ask_sz
         uly = str(meta.get("uly") or "")
         idx = fetch_index_price(ex, uly)
         opt_type = meta.get("optType")
@@ -832,18 +870,24 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
         expiry_be = expiry_breakeven_from_ask(
             opt_type=str(opt_type or ""),
             strike=strike,
-            ask_px=ask,
+            ask_px=book_ask if can_open else None,
             mark_px=mark,
         )
         return {
             "ok": True,
             "inst_id": inst_id,
             "meta": meta,
-            "ask": ask,
+            "ask": book_ask if can_open else None,
             "bid": bid,
-            "ask_sz": ask_sz,
+            "ask_sz": book_ask_sz if can_open else None,
             "bid_sz": bid_sz,
             "mark": mark,
+            "ref_ask": ref_ask,
+            "book_ask": book_ask,
+            "book_ask_sz": book_ask_sz,
+            "can_open": can_open,
+            "ask_source": "book" if can_open else "none",
+            "open_block_msg": "" if can_open else open_block_msg,
             "index_px": idx,
             "expiry_be_px": expiry_be,
             "dist_expiry_be": idx_distance_to_be(idx, expiry_be),