Fix strategy-logic P0s from audit: monitor false-flat, fill-confirmed open/close, mode gates.

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

lib/options/options_close_exec_lib.py

@@ -187,7 +187,7 @@ def close_option_by_bid1(
         max_levels=1,
     )
     if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
-        _cancel_sell_pending(ex, inst_id)
+        # 不撤他人挂单:仅拒绝本轮下单
         update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
         return {
             "ok": False,
@@ -248,8 +248,6 @@ def close_option_by_bid1(
             "auto_close_blocked": True,
             "close_gate": gate,
         }
-    if gate.get("ready"):
-        mark_close_gate_passed(inst_id)
 
     locked_bid_px = level_px
     before_avail = avail
@@ -272,6 +270,9 @@ def close_option_by_bid1(
             "locked_bid_px": locked_bid_px,
             "batch_sheets": level_sheets,
         }
+    # 仅下单被接受后才记门控已通过,避免下单失败却跳过后续 2× 等待
+    if require_recycle_gate and gate.get("ready"):
+        mark_close_gate_passed(inst_id)
 
     px = float(order.get("px", locked_bid_px))
     oid = str((order.get("data") or {}).get("ordId") or "")
@@ -279,12 +280,20 @@ def close_option_by_bid1(
     time.sleep(0.6)
     invalidate_option_positions_cache()
     raw2 = cfg["fetch_option_positions"](ex)
-    after_avail = 0
-    if raw2 is not None:
-        after_pos = next((p for p in raw2 if str(p.get("instId")) == inst_id), None)
-        after_avail = _avail_sheets(after_pos) if after_pos else 0
-    reduced = max(0, before_avail - after_avail) if raw2 is not None else 0
-    remaining_pos = after_avail if raw2 is not None else max(0, before_avail - level_sheets)
+    if raw2 is None:
+        return {
+            "ok": False,
+            "msg": "下单后获取持仓失败,未确认是否成交",
+            "stopped_reason": "position_fetch_failed",
+            "locked_bid_px": locked_bid_px,
+            "batch_sheets": level_sheets,
+            "close_ord_id": oid or None,
+            "fully_closed": False,
+        }
+    after_pos = next((p for p in raw2 if str(p.get("instId")) == inst_id), None)
+    after_avail = _avail_sheets(after_pos) if after_pos else 0
+    reduced = max(0, before_avail - after_avail)
+    remaining_pos = after_avail
     fully_closed = remaining_pos < 1
 
     if fully_closed:

lib/options/options_register.py

@@ -480,8 +480,44 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                         "budget_full_usdc": budget if mode == "budget_full" else None,
                     }
                 )
-        except Exception:
-            pass
+        except Exception as e:
+            return jsonify(
+                {
+                    "ok": False,
+                    "can_open": False,
+                    "msg": f"交易模式校验失败: {e}",
+                }
+            )
+        try:
+            from lib.hedge_plan.hedge_options_exclusive_lib import block_standalone_option_open_msg
+
+            conn_q = cfg["get_db"]()
+            try:
+                excl = block_standalone_option_open_msg(conn_q)
+            finally:
+                conn_q.close()
+            if excl:
+                return jsonify(
+                    {
+                        **q,
+                        "ok": True,
+                        "can_open": False,
+                        "msg": excl,
+                        "quote_per_unit": ask,
+                        "premium_per_sheet": None,
+                        "sizing": {
+                            "ok": False,
+                            "msg": excl,
+                            "sheets": 0,
+                            "eth_amount": 0.0,
+                            "total_premium": 0.0,
+                        },
+                        "available_usdc": available_usdc,
+                        "budget_full_usdc": budget if mode == "budget_full" else None,
+                    }
+                )
+        except Exception as e:
+            return jsonify({"ok": False, "can_open": False, "msg": f"互斥校验失败: {e}"})
         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
@@ -598,8 +634,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             mode_block = block_standalone_open_by_mode_msg()
             if mode_block:
                 return jsonify({"ok": False, "msg": mode_block, "can_open": False})
-        except Exception:
-            pass
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"交易模式校验失败: {e}", "can_open": False})
         try:
             from lib.hedge_plan.hedge_options_exclusive_lib import block_standalone_option_open_msg
 
@@ -610,8 +646,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 conn_gate.close()
             if block_msg:
                 return jsonify({"ok": False, "msg": block_msg})
-        except Exception:
-            pass
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"互斥校验失败: {e}"})
         data = request.get_json(silent=True) or {}
         inst_id = (data.get("inst_id") or "").strip()
         mode = (data.get("mode") or "budget_full").strip()
@@ -690,16 +726,14 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         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,
+            return jsonify(
+                {
+                    "ok": False,
+                    "msg": f"卖一深度仅 {int(capped)} 张,不足请求 {int(sheets)} 张,拒绝缩量成交",
+                    "requested_sheets": int(sheets),
+                    "ask_sz": ask_sz,
+                }
             )
-            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,
@@ -709,9 +743,56 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             price=float(ask),
             td_mode=td_mode_for_option_buy(cfg["td_mode"]),
             tick_sz=tick_sz,
+            ord_type="ioc",
         )
         if not order.get("ok"):
             return jsonify(order)
+        ord_id = str((order.get("data") or {}).get("ordId") or "").strip()
+        if not ord_id:
+            return jsonify({"ok": False, "msg": "下单成功但未返回订单号", "order": order})
+        from lib.exchange.okx_options_lib import wait_option_order_full_fill
+
+        try:
+            fill_timeout = max(2.0, float(os.getenv("OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC") or "12"))
+        except (TypeError, ValueError):
+            fill_timeout = 12.0
+        fill = wait_option_order_full_fill(
+            ex,
+            inst_id=inst_id,
+            ord_id=ord_id,
+            need_sheets=int(sheets),
+            timeout_sec=fill_timeout,
+            cancel_on_timeout=True,
+        )
+        if not fill.get("ok"):
+            filled_n = int(fill.get("filled_sheets") or 0)
+            orphan_close = None
+            if filled_n > 0:
+                try:
+                    from lib.options.options_close_exec_lib import close_option_by_bid1
+
+                    orphan_close = close_option_by_bid1(
+                        cfg, ex, inst_id, sheets=filled_n, require_recycle_gate=False
+                    )
+                except Exception as e:
+                    orphan_close = {"ok": False, "msg": str(e)}
+            return jsonify(
+                {
+                    "ok": False,
+                    "msg": fill.get("msg") or "未完全成交,开仓失败",
+                    "filled_sheets": filled_n,
+                    "orphan_close": orphan_close,
+                    "fill": fill,
+                    "order": order,
+                }
+            )
+        fill_px = float(fill.get("avg_px") or ask)
+        filled_n = int(fill.get("filled_sheets") or sheets)
+        sheets = filled_n
+        sizing = dict(sizing)
+        sizing["sheets"] = sheets
+        sizing["eth_amount"] = round(sheets * ct_mult, 8)
+        sizing["total_premium"] = round(fill_px * sheets * ct_mult, 4)
         conn = cfg["get_db"]()
         trade_id = None
         target_mon = None
@@ -739,10 +820,10 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     str(q.get("exp_time") or ""),
                     sheets,
                     sizing["eth_amount"],
-                    float(ask),
+                    fill_px,
                     sizing["total_premium"],
                     signal_note,
-                    (order.get("data") or {}).get("ordId"),
+                    ord_id,
                 ),
             )
             trade_id = int(cur.lastrowid)
@@ -778,7 +859,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     opt_type=open_opt_type,
                     sheets=sheets,
                     premium_paid=sizing.get("total_premium"),
-                    open_quote=float(ask) if ask is not None else None,
+                    open_quote=fill_px,
                     target_index=target_index,
                     signal_note=signal_note,
                 )
@@ -937,6 +1018,26 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         inst_id = (data.get("inst_id") or "").strip()
         if not inst_id:
             return jsonify({"ok": False, "msg": "缺少 inst_id"})
+        try:
+            from lib.hedge_plan.hedge_plan_db import (
+                active_hedge_option_inst_ids,
+                init_hedge_plan_tables,
+            )
+
+            conn_h = cfg["get_db"]()
+            try:
+                init_hedge_plan_tables(conn_h)
+                if inst_id in active_hedge_option_inst_ids(conn_h):
+                    return jsonify(
+                        {
+                            "ok": False,
+                            "msg": "该合约属于进行中的对冲计划,请在对冲计划中管理,禁止在期权页设置目标",
+                        }
+                    )
+            finally:
+                conn_h.close()
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"对冲托管校验失败: {e}"})
         try:
             target_index = float(data.get("target_index"))
         except (TypeError, ValueError):
@@ -1013,6 +1114,26 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         inst_id = (data.get("inst_id") or "").strip()
         if not inst_id:
             return jsonify({"ok": False, "msg": "缺少 inst_id"})
+        try:
+            from lib.hedge_plan.hedge_plan_db import (
+                active_hedge_option_inst_ids,
+                init_hedge_plan_tables,
+            )
+
+            conn_h = cfg["get_db"]()
+            try:
+                init_hedge_plan_tables(conn_h)
+                if inst_id in active_hedge_option_inst_ids(conn_h):
+                    return jsonify(
+                        {
+                            "ok": False,
+                            "msg": "该合约属于进行中的对冲计划,请在对冲计划中管理,禁止在期权页平仓",
+                        }
+                    )
+            finally:
+                conn_h.close()
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"对冲托管校验失败: {e}"})
         if data.get("market"):
             return jsonify({"ok": False, "msg": "已禁用市价平仓,仅支持买一限价"})
         sheets = data.get("sheets")

lib/options/options_review_register.py

@@ -29,6 +29,28 @@ from lib.options.options_review_lib import (
 )
 
 
+def _review_source_for_mode(requested: str | None) -> str | None:
+    """按当前交易模式钳制复盘 source_type;不允许跨模式窥探."""
+    try:
+        from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
+
+        mode = get_okx_trade_mode()
+    except Exception:
+        mode = "options"
+    allowed = {
+        "options": "option_spot",
+        "perp_options": "perp_options",
+        "options_options": "options_options",
+    }.get(mode, "option_spot")
+    req = (requested or "").strip()
+    if not req:
+        return allowed
+    if req == allowed:
+        return allowed
+    # 显式 all=1 仍拒绝跨模式,除非管理员扩展;此处一律钳制
+    return allowed
+
+
 def attach_options_review_templates(app: Flask, repo_root: str) -> None:
     tpl_dir = os.path.join(repo_root, "lib", "options", "templates")
     if not os.path.isdir(tpl_dir):
@@ -138,7 +160,7 @@ def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: s
                 ensure_local_review_synced(conn, ex=ex if ex is not None else None)
                 conn.commit()
             filt = dict(
-                source_type=(request.args.get("source_type") or "").strip() or None,
+                source_type=_review_source_for_mode(request.args.get("source_type")),
                 underlying=(request.args.get("underlying") or "").strip() or None,
                 opt_type=(request.args.get("opt_type") or "").strip() or None,
                 strategy_tag=(request.args.get("strategy_tag") or "").strip() or None,
@@ -272,7 +294,7 @@ def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: s
             conn.commit()
             stats = compute_review_stats(
                 conn,
-                source_type=(request.args.get("source_type") or "").strip() or None,
+                source_type=_review_source_for_mode(request.args.get("source_type")),
                 underlying=(request.args.get("underlying") or "").strip() or None,
                 include_hedge_legs=(request.args.get("include_hedge_legs") or "").strip().lower()
                 in ("1", "true", "yes"),

lib/options/options_target_lib.py

@@ -373,6 +373,15 @@ def run_options_target_closes(
     ensure_target_tables(conn)
     pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
     live_ids = {k for k in pos_by_inst if k}
+    hedge_managed: set[str] = set()
+    try:
+        from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
+
+        init_hedge_plan_tables(conn)
+        hedge_managed = active_hedge_option_inst_ids(conn)
+    except Exception:
+        # fail-closed:本轮不执行任何单独目标平仓,避免误平对冲腿
+        return 0
     cancel_orphans_without_position(conn, live_inst_ids=live_ids)
     _commit_monitor(conn)
 
@@ -381,6 +390,15 @@ def run_options_target_closes(
         inst_id = str(mon.get("inst_id") or "")
         if not inst_id:
             continue
+        if inst_id in hedge_managed:
+            mark_monitor(
+                conn,
+                int(mon["id"]),
+                status="expired",
+                message="已移交对冲计划托管,跳过单独目标平仓",
+            )
+            _commit_monitor(conn)
+            continue
         if inst_id not in pos_by_inst:
             mark_monitor(conn, int(mon["id"]), status="expired", message="持仓已平")
             _commit_monitor(conn)
@@ -414,6 +432,15 @@ def run_options_target_closes(
         target = _safe_float(mon.get("target_index"))
         if not inst_id or target is None:
             continue
+        if inst_id in hedge_managed:
+            mark_monitor(
+                conn,
+                int(mon["id"]),
+                status="expired",
+                message="已移交对冲计划托管,跳过单独目标平仓",
+            )
+            _commit_monitor(conn)
+            continue
         pos = pos_by_inst.get(inst_id)
         if not pos:
             continue