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/hedge_plan/hedge_plan_orders_lib.py

@@ -77,6 +77,11 @@ def _buy_option(
     sheets: float,
     dry_run: bool,
 ) -> dict[str, Any]:
+    from lib.exchange.okx_options_lib import (
+        cap_option_buy_sheets_to_ask_depth,
+        option_buy_liquidity_ok,
+    )
+
     ex = cfg.get("exchange_options")
     quote_fn = cfg.get("quote_option_contract")
     place_fn = cfg.get("place_option_limit_order")
@@ -89,9 +94,22 @@ def _buy_option(
     if not q.get("ok"):
         return {"ok": False, "msg": q.get("msg") or "期权报价失败", "quote": q}
     ask = q.get("ask")
-    if ask is None or float(ask) <= 0:
-        return {"ok": False, "msg": "暂无卖一价,无法买入"}
+    ask_sz = q.get("ask_sz")
+    can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
+    if not can_open:
+        return {
+            "ok": False,
+            "msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
+            "quote": q,
+            "mark": q.get("mark"),
+            "ref_ask": q.get("ref_ask"),
+            "can_open": False,
+        }
     sheets_i = max(1, int(round(float(sheets))))
+    capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets_i, ask_sz, min_sz=1)
+    if capped is None:
+        return {"ok": False, "msg": cap_msg or "卖一深度不足,无法买入", "quote": q}
+    sheets_i = capped
     ct_mult = float(q.get("ct_mult") or 0.01)
     premium = float(ask) * sheets_i * ct_mult
     if dry_run:
@@ -101,6 +119,7 @@ def _buy_option(
             "inst_id": inst_id,
             "sheets": sheets_i,
             "ask": float(ask),
+            "ask_sz": float(ask_sz),
             "premium": premium,
             "ct_mult": ct_mult,
             "tick_sz": q.get("tick_sz"),
@@ -108,6 +127,7 @@ def _buy_option(
             "strike": q.get("strike"),
             "exp_time": q.get("exp_time"),
             "opt_type": (q.get("meta") or {}).get("optType") or q.get("opt_type"),
+            "can_open": True,
         }
     if not callable(place_fn):
         return {"ok": False, "msg": "期权限价下单未注入"}
@@ -130,6 +150,7 @@ def _buy_option(
         "inst_id": inst_id,
         "sheets": sheets_i,
         "ask": float(ask),
+        "ask_sz": float(ask_sz),
         "premium": premium,
         "ct_mult": ct_mult,
         "tick_sz": q.get("tick_sz"),
@@ -139,6 +160,7 @@ def _buy_option(
         "opt_type": (q.get("meta") or {}).get("optType") or q.get("opt_type"),
         "exchange_ord_id": (order.get("data") or {}).get("ordId"),
         "order": order,
+        "can_open": True,
     }
 
 

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -82,7 +82,7 @@
           <label>张数 <span class="hp-unit">期权张</span> <input type="number" step="1" min="1" id="hp-sheets" value="1" /></label>
           <span class="muted" id="hp-premium-line"></span>
         </div>
-        <p class="muted hp-unit-hint">单位说明:权利金结算币=<strong>USDC</strong> · 张数=期权张(整张) · 卖一/买一=价格/张</p>
+        <p class="muted hp-unit-hint">单位说明:权利金结算币=<strong>USDC</strong> · 张数=期权张(整张) · 卖一/买一=价格/张.期权买入仅认真实卖一价且卖一深度&gt;0;无深度不可开仓(链上~为参考估算).</p>
         <div id="hp-opt-bal-line" class="muted hp-quote-line hp-opt-bal-line"></div>
         <div class="form-row hp-action-row">
           <button type="button" class="primary" id="hp-preview-btn">计算</button>