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,