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>

tests/test_option_buy_liquidity.py

@@ -0,0 +1,22 @@
+"""期权买入流动性门禁:真实卖一价+深度."""
+from lib.exchange.okx_options_lib import (
+    cap_option_buy_sheets_to_ask_depth,
+    option_buy_liquidity_ok,
+)
+
+
+def test_option_buy_liquidity_ok_requires_ask_and_depth():
+    assert option_buy_liquidity_ok(10, 1)[0] is True
+    assert option_buy_liquidity_ok(10, 0)[0] is False
+    assert option_buy_liquidity_ok(10, None)[0] is False
+    assert option_buy_liquidity_ok(None, 5)[0] is False
+    assert option_buy_liquidity_ok(0, 5)[0] is False
+
+
+def test_cap_option_buy_sheets_to_ask_depth():
+    capped, msg = cap_option_buy_sheets_to_ask_depth(9, 2.8, min_sz=1)
+    assert capped == 2
+    assert msg == ""
+    capped, msg = cap_option_buy_sheets_to_ask_depth(1, 0.4, min_sz=1)
+    assert capped is None
+    assert "深度不足" in msg