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

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

tests/test_hedge_plan_orders.py

@@ -50,12 +50,28 @@ class TestHedgePlanOrderPath(unittest.TestCase):
                 "tp": 1900,
                 "sl": 1700,
                 "contracts": 1,
-                "opt_inst_id": "X",
+                "opt_inst_id": "ETH-USD-260731-1800-P",
+                "opt_type": "P",
                 "sheets": 1,
                 "exchange_symbol": "ETH/USDT:USDT",
             },
         )
         self.assertIsNone(ok)
+        bad_type = validate_start_body(
+            "perp_options",
+            {
+                "direction": "long",
+                "entry": 1800,
+                "tp": 1900,
+                "sl": 1700,
+                "contracts": 1,
+                "opt_inst_id": "ETH-USD-260731-1800-C",
+                "opt_type": "C",
+                "sheets": 1,
+                "exchange_symbol": "ETH/USDT:USDT",
+            },
+        )
+        self.assertIsNotNone(bad_type)
 
     def test_gate_can_start_when_live(self):
         g = gate_status(
@@ -196,7 +212,7 @@ class TestHedgePlanOrderPath(unittest.TestCase):
         self.assertIn("卖一", out["msg"])
         cfg["place_option_limit_order"].assert_not_called()
 
-    def test_buy_caps_sheets_to_ask_depth(self):
+    def test_buy_rejects_when_ask_depth_below_request(self):
         from lib.hedge_plan.hedge_plan_orders_lib import _buy_option
 
         quote = MagicMock(
@@ -217,8 +233,9 @@ class TestHedgePlanOrderPath(unittest.TestCase):
             "td_mode_for_option_buy": lambda x: "isolated",
         }
         out = _buy_option(cfg, inst_id="X", sheets=9, dry_run=True)
-        self.assertTrue(out["ok"])
-        self.assertEqual(out["sheets"], 2)
+        self.assertFalse(out["ok"])
+        self.assertIn("不足请求", out["msg"])
+        cfg["place_option_limit_order"].assert_not_called()
 
 
 if __name__ == "__main__":