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/options/options_register.py

@@ -17,7 +17,12 @@ from lib.options.options_pricing_lib import (
     min_sz_from_meta,
     premium_per_sheet,
 )
-from lib.exchange.okx_options_lib import _safe_float, td_mode_for_option_buy
+from lib.exchange.okx_options_lib import (
+    _safe_float,
+    cap_option_buy_sheets_to_ask_depth,
+    option_buy_liquidity_ok,
+    td_mode_for_option_buy,
+)
 
 
 def _env_bool(key: str, default: bool = False) -> bool:
@@ -419,8 +424,30 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 eth_amount = float(request.args.get("eth_amount"))
         except (TypeError, ValueError):
             pass
-        if ask is None or ask <= 0:
-            return jsonify({**q, "ok": False, "msg": "暂无卖一价"})
+        ask = q.get("ask")
+        ask_sz = q.get("ask_sz")
+        can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
+        if not can_open:
+            # 合约可报价,但不可开仓:返回参考标记价供展示
+            return jsonify(
+                {
+                    **q,
+                    "ok": True,
+                    "can_open": False,
+                    "msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
+                    "quote_per_unit": None,
+                    "premium_per_sheet": None,
+                    "sizing": {
+                        "ok": False,
+                        "msg": block_msg or "暂无卖一深度,无法买入",
+                        "sheets": 0,
+                        "eth_amount": 0.0,
+                        "total_premium": 0.0,
+                    },
+                    "available_usdc": available_usdc,
+                    "budget_full_usdc": budget if mode == "budget_full" else None,
+                }
+            )
         sizing = calc_order_size(
             quote_per_unit=float(ask),
             ct_mult=float(ct_mult),
@@ -431,6 +458,32 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             sheets=sheet_count if mode == "sheets" else None,
             budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
         )
+        if sizing.get("ok"):
+            capped, cap_msg = cap_option_buy_sheets_to_ask_depth(
+                int(sizing.get("sheets") or 0),
+                ask_sz,
+                min_sz=int(min_sz),
+            )
+            if capped is None:
+                sizing = {
+                    "ok": False,
+                    "msg": cap_msg,
+                    "sheets": 0,
+                    "eth_amount": 0.0,
+                    "total_premium": 0.0,
+                }
+            elif capped < int(sizing.get("sheets") or 0):
+                sizing = calc_order_size(
+                    quote_per_unit=float(ask),
+                    ct_mult=float(ct_mult),
+                    min_sz=int(min_sz),
+                    sheets=capped,
+                    budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
+                )
+                if sizing.get("ok"):
+                    sizing["ask_depth_capped"] = True
+                    sizing["ask_sz"] = ask_sz
+                    sizing["msg"] = f"已按卖一深度限制为 {capped} 张"
         q = _attach_close_preview(
             cfg,
             ex,
@@ -441,6 +494,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         return jsonify(
             {
                 **q,
+                "can_open": True,
                 "quote_per_unit": ask,
                 "premium_per_sheet": premium_per_sheet(float(ask), float(ct_mult)),
                 "sizing": sizing,
@@ -474,8 +528,18 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         if not q.get("ok"):
             return jsonify(q)
         ask = q.get("ask")
-        if ask is None or ask <= 0:
-            return jsonify({"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 jsonify(
+                {
+                    "ok": False,
+                    "msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
+                    "can_open": False,
+                    "mark": q.get("mark"),
+                    "ref_ask": q.get("ref_ask"),
+                }
+            )
         ct_mult = float(q.get("ct_mult") or 0.01)
         min_sz = int(q.get("min_sz") or 1)
         eth_amount = None
@@ -510,6 +574,20 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         if not sizing.get("ok"):
             return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
         sheets = int(sizing["sheets"])
+        capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=min_sz)
+        if capped is None:
+            return jsonify({"ok": False, "msg": cap_msg or "卖一深度不足,无法买入"})
+        if capped < sheets:
+            sizing = calc_order_size(
+                quote_per_unit=float(ask),
+                ct_mult=ct_mult,
+                min_sz=min_sz,
+                sheets=capped,
+                budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
+            )
+            if not sizing.get("ok"):
+                return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
+            sheets = int(sizing["sheets"])
         tick_sz = q.get("tick_sz")
         order = cfg["place_option_limit_order"](
             ex,

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 <a class="muted" href="/options/guide" target="_blank" rel="noopener" style="font-size:13px;font-weight:500;margin-left:8px">开平仓与监控说明</a></h2>
-            <p class="muted options-hint">报价单位为每 1 ETH/BTC;1 张 = 0.01.<strong>列表</strong>含卖一/买一;<strong>T 型</strong>仅卖一(买方开仓),中间为跨式双买测算.卖一无挂单时以标记价估算并标 <strong>~</strong>.链展示近 <span id="opt-chain-dte">14</span> 日到期.<strong>T 型</strong>默认 ATM ±5 档,可展开全部.平仓仅买一限价,见说明.</p>
+            <p class="muted options-hint">报价单位为每 1 ETH/BTC;1 张 = 0.01.<strong>列表</strong>含卖一/买一;<strong>T 型</strong>仅卖一(买方开仓),中间为跨式双买测算.链上无卖一挂单时以标记价/内在价值估算并标 <strong>~</strong>(仅参考).<strong>开仓只认真实卖一价且卖一深度&gt;0</strong>;无深度时面板显示参考标记价并禁用买入.链展示近 <span id="opt-chain-dte">14</span> 日到期.<strong>T 型</strong>默认 ATM ±5 档,可展开全部.平仓仅买一限价,见说明.</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>
@@ -73,6 +73,7 @@
                             <div class="options-order-grid">
                                 <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">参考标记价</span><span id="opt-order-ref-ask" class="v muted">—</span></div>
                                 <div><span class="k">张数</span><span id="opt-order-sheets" class="v">—</span></div>
                                 <div><span class="k" id="opt-order-eth-label">ETH 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>
@@ -273,4 +274,4 @@
     </div>
 </div>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
-<script src="/static/options_panel.js?v=36"></script>
+<script src="/static/options_panel.js?v=37"></script>