diff --git a/lib/common/static/hedge_plan.js b/lib/common/static/hedge_plan.js
index 04576a2..9f794a2 100644
--- a/lib/common/static/hedge_plan.js
+++ b/lib/common/static/hedge_plan.js
@@ -487,9 +487,9 @@
else if (b.msg) parts.push(b.msg);
line.textContent = parts.join(" · ");
line.title =
- "预算=min(交易×" +
+ "对冲预算=min(交易×" +
fmt(b.buf, 2) +
- ", 单笔)" +
+ ", 单笔) · 缓冲 HEDGE_PLAN_BUDGET_BUFFER" +
(b.tradingCap != null ? " · 交易×缓冲 " + fmt(b.tradingCap, 2) : "") +
(b.tradeCap != null ? " · 单笔 " + fmt(b.tradeCap, 2) : "");
line.classList.toggle("hp-oo-budget-warn", !!(extra && extra.msg) || !b.ok);
@@ -1692,6 +1692,7 @@
target_price_down: down,
target_price: up,
oo_close_mode: state.ooCloseModeEnabled ? state.ooCloseMode : "hold_expiry",
+ oo_sheets_mode: state.ooSheetsMode || "same_sheets",
leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
leg_b: legPayload(state.legB, ooSheets("hp-oo-sheets-b")),
};
@@ -1731,19 +1732,28 @@
});
setGateLine(d.gates);
closePreviewModal();
+ const refreshHint =
+ d.refresh && d.refresh.msg ? "\n" + String(d.refresh.msg) : "";
if (d.partial) {
alert(
(d.msg || "半腿失败,已挂待补") +
(d.plan_id ? "\n计划 #" + d.plan_id : "") +
+ refreshHint +
"\n请到「进行中的计划」补开缺失腿"
);
state.tab = "active";
syncTabUI();
void loadActivePlans();
} else {
- alert("计划已启动 #" + (d.plan_id || "") + (d.dry_run ? " (dry_run)" : ""));
+ alert(
+ "计划已启动 #" +
+ (d.plan_id || "") +
+ (d.dry_run ? " (dry_run)" : "") +
+ refreshHint
+ );
}
void loadGates();
+ if (isOo) void loadChain();
} catch (e) {
alert(e.message || String(e));
syncPreviewStartBtn();
diff --git a/lib/env/env_schema.py b/lib/env/env_schema.py
index 81086d8..24aa0d4 100644
--- a/lib/env/env_schema.py
+++ b/lib/env/env_schema.py
@@ -94,6 +94,7 @@ HOT_RELOAD_EXACT = frozenset({
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
"HEDGE_PLAN_OO_BIAS_SPLIT_BY",
"HEDGE_PLAN_OO_BIAS_RATIO",
+ "HEDGE_PLAN_BUDGET_BUFFER",
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
"MAX_ACTIVE_HEDGE_PLANS",
diff --git a/lib/env/env_ui_manifest.py b/lib/env/env_ui_manifest.py
index 378869d..dcc9d00 100644
--- a/lib/env/env_ui_manifest.py
+++ b/lib/env/env_ui_manifest.py
@@ -165,6 +165,11 @@ _HEDGE_PLAN_SECTION: dict[str, Any] = {
"期期做多做空主腿占比",
"默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
),
+ (
+ "HEDGE_PLAN_BUDGET_BUFFER",
+ "对冲预算缓冲比例",
+ "默认 0.95;仅对冲计划(期期可用预算=交易户×本比例);与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立",
+ ),
(
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
"对冲与期权互斥门控",
@@ -199,6 +204,7 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED": "true",
"HEDGE_PLAN_OO_BIAS_SPLIT_BY": "budget",
"HEDGE_PLAN_OO_BIAS_RATIO": "0.7",
+ "HEDGE_PLAN_BUDGET_BUFFER": "0.95",
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE": "true",
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL": "true",
}
diff --git a/lib/hedge_plan/hedge_plan_orders_lib.py b/lib/hedge_plan/hedge_plan_orders_lib.py
index d42ce52..d4816f4 100644
--- a/lib/hedge_plan/hedge_plan_orders_lib.py
+++ b/lib/hedge_plan/hedge_plan_orders_lib.py
@@ -350,6 +350,201 @@ def _park_partial(
return out
+def _hedge_budget_buffer(cfg: dict[str, Any] | None = None) -> float:
+ """对冲专用预算缓冲;默认 0.95.与 OKX_OPTIONS_BUDGET_BUFFER 独立."""
+ raw = None
+ if cfg is not None:
+ raw = cfg.get("budget_buffer")
+ if raw is None or raw == "":
+ raw = os.getenv("HEDGE_PLAN_BUDGET_BUFFER") or "0.95"
+ try:
+ buf = float(raw)
+ except (TypeError, ValueError):
+ buf = 0.95
+ if buf <= 0:
+ buf = 0.95
+ if buf > 1:
+ buf = 1.0
+ return float(buf)
+
+
+def _oo_bias_settings(cfg: dict[str, Any] | None = None) -> tuple[str, float]:
+ from lib.hedge_plan.hedge_plan_calc_lib import _clamp_oo_bias_ratio, _normalize_oo_bias_split_by
+
+ split = None
+ ratio = None
+ if cfg is not None:
+ split = cfg.get("oo_bias_split_by")
+ ratio = cfg.get("oo_bias_ratio")
+ if split in (None, ""):
+ split = os.getenv("HEDGE_PLAN_OO_BIAS_SPLIT_BY") or "budget"
+ if ratio in (None, ""):
+ ratio = os.getenv("HEDGE_PLAN_OO_BIAS_RATIO") or "0.7"
+ return _normalize_oo_bias_split_by(split), _clamp_oo_bias_ratio(ratio)
+
+
+def refresh_oo_sizing_before_start(cfg: dict[str, Any], body: dict[str, Any]) -> dict[str, Any]:
+ """启动前再拉两腿卖一,按对冲预算缓冲重算张数;就地写回 body.leg_*.
+
+ 方案 A:成交价与张数均基于点击启动瞬间的最新卖一/余额.
+ """
+ from lib.exchange.okx_options_lib import fetch_options_trading_usdc, option_buy_liquidity_ok
+ from lib.hedge_plan.hedge_plan_calc_lib import resolve_oo_budget_usdc, suggest_oo_sheets
+
+ leg_a = dict(body.get("leg_a") or {})
+ leg_b = dict(body.get("leg_b") or {})
+ inst_a = str(leg_a.get("inst_id") or "").strip()
+ inst_b = str(leg_b.get("inst_id") or "").strip()
+ if not inst_a or not inst_b:
+ return {"ok": False, "msg": "缺少期权合约"}
+ quote_fn = cfg.get("quote_option_contract")
+ ex = cfg.get("exchange_options")
+ if not callable(quote_fn) or ex is None:
+ return {"ok": False, "msg": "期权报价能力未就绪"}
+
+ qa = quote_fn(ex, inst_a)
+ if not qa.get("ok"):
+ return {"ok": False, "msg": qa.get("msg") or "腿A报价失败", "quote_a": qa}
+ qb = quote_fn(ex, inst_b)
+ if not qb.get("ok"):
+ return {"ok": False, "msg": qb.get("msg") or "腿B报价失败", "quote_b": qb}
+
+ for tag, q in (("A", qa), ("B", qb)):
+ can_open, block_msg = option_buy_liquidity_ok(q.get("ask"), q.get("ask_sz"))
+ if not can_open:
+ return {
+ "ok": False,
+ "msg": f"腿{tag}: {block_msg or '暂无卖一深度,无法买入'}",
+ "quote_a": qa,
+ "quote_b": qb,
+ }
+
+ trading = fetch_options_trading_usdc(ex)
+ buf = _hedge_budget_buffer(cfg)
+ budget_info = resolve_oo_budget_usdc(
+ trading_usdc=trading,
+ trade_budget_usdc=cfg.get("trade_budget_usdc"),
+ buffer_ratio=buf,
+ )
+ if not budget_info.get("ok"):
+ return {
+ "ok": False,
+ "msg": budget_info.get("msg") or "可用预算不足",
+ "budget": budget_info,
+ "quote_a": qa,
+ "quote_b": qb,
+ }
+
+ mode = str(body.get("oo_sheets_mode") or "same_sheets")
+ split_by, bias_ratio = _oo_bias_settings(cfg)
+ opt_a = str(
+ leg_a.get("opt_type")
+ or (qa.get("meta") or {}).get("optType")
+ or qa.get("opt_type")
+ or ""
+ )
+ opt_b = str(
+ leg_b.get("opt_type")
+ or (qb.get("meta") or {}).get("optType")
+ or qb.get("opt_type")
+ or ""
+ )
+ sug = suggest_oo_sheets(
+ mode=mode,
+ budget_usdc=float(budget_info["budget_usdc"]),
+ ask_a=float(qa["ask"]),
+ ct_mult_a=float(qa.get("ct_mult") or leg_a.get("ct_mult") or 0.01),
+ ask_sz_a=qa.get("ask_sz"),
+ opt_type_a=opt_a,
+ ask_b=float(qb["ask"]),
+ ct_mult_b=float(qb.get("ct_mult") or leg_b.get("ct_mult") or 0.01),
+ ask_sz_b=qb.get("ask_sz"),
+ opt_type_b=opt_b,
+ bias_split_by=split_by,
+ bias_ratio=bias_ratio,
+ )
+ if not sug.get("ok"):
+ return {
+ "ok": False,
+ "msg": sug.get("msg") or "按最新卖一无法建议张数",
+ "sizing": sug,
+ "budget": budget_info,
+ "quote_a": qa,
+ "quote_b": qb,
+ }
+
+ prev_a = leg_a.get("sheets")
+ prev_b = leg_b.get("sheets")
+ leg_a["sheets"] = int(sug["sheets_a"])
+ leg_a["ask"] = float(qa["ask"])
+ leg_a["ask_sz"] = qa.get("ask_sz")
+ leg_a["ct_mult"] = float(qa.get("ct_mult") or leg_a.get("ct_mult") or 0.01)
+ if opt_a:
+ leg_a["opt_type"] = opt_a
+ leg_b["sheets"] = int(sug["sheets_b"])
+ leg_b["ask"] = float(qb["ask"])
+ leg_b["ask_sz"] = qb.get("ask_sz")
+ leg_b["ct_mult"] = float(qb.get("ct_mult") or leg_b.get("ct_mult") or 0.01)
+ if opt_b:
+ leg_b["opt_type"] = opt_b
+ body["leg_a"] = leg_a
+ body["leg_b"] = leg_b
+ return {
+ "ok": True,
+ "buffer_ratio": buf,
+ "budget": budget_info,
+ "sizing": sug,
+ "quote_a": qa,
+ "quote_b": qb,
+ "prev_sheets_a": prev_a,
+ "prev_sheets_b": prev_b,
+ "sheets_a": int(sug["sheets_a"]),
+ "sheets_b": int(sug["sheets_b"]),
+ "ask_a": float(qa["ask"]),
+ "ask_b": float(qb["ask"]),
+ "premium_est": sug.get("premium_est"),
+ "msg": (
+ f"已按最新卖一重算: A {sug['sheets_a']}张@{qa['ask']} + "
+ f"B {sug['sheets_b']}张@{qb['ask']} · 预估 {sug.get('premium_est')}U"
+ ),
+ }
+
+
+def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, Any]) -> dict[str, Any]:
+ """永期启动前再拉保险腿卖一(张数沿用页面值,不按预算重算)."""
+ from lib.exchange.okx_options_lib import option_buy_liquidity_ok
+
+ inst = str(body.get("opt_inst_id") or "").strip()
+ if not inst:
+ return {"ok": False, "msg": "缺少期权合约"}
+ quote_fn = cfg.get("quote_option_contract")
+ ex = cfg.get("exchange_options")
+ if not callable(quote_fn) or ex is None:
+ return {"ok": False, "msg": "期权报价能力未就绪"}
+ q = quote_fn(ex, inst)
+ if not q.get("ok"):
+ return {"ok": False, "msg": q.get("msg") or "期权报价失败", "quote": q}
+ can_open, block_msg = option_buy_liquidity_ok(q.get("ask"), q.get("ask_sz"))
+ if not can_open:
+ return {
+ "ok": False,
+ "msg": block_msg or "暂无卖一深度,无法买入",
+ "quote": q,
+ }
+ body["ask"] = float(q["ask"])
+ body["ask_sz"] = q.get("ask_sz")
+ if q.get("ct_mult") is not None:
+ body["ct_mult"] = float(q.get("ct_mult") or 0.01)
+ return {
+ "ok": True,
+ "ask": float(q["ask"]),
+ "ask_sz": q.get("ask_sz"),
+ "sheets": body.get("sheets"),
+ "quote": q,
+ "msg": f"已按最新卖一: {body.get('sheets')}张@{q['ask']}",
+ }
+
+
def execute_perp_options_start(
cfg: dict[str, Any],
body: dict[str, Any],
@@ -357,6 +552,9 @@ def execute_perp_options_start(
dry_run: bool = False,
persist: Optional[Callable[..., Any]] = None,
) -> dict[str, Any]:
+ refresh = refresh_po_option_quote_before_start(cfg, body)
+ if not refresh.get("ok"):
+ return {"ok": False, "msg": refresh.get("msg") or "启动前刷新卖一失败", "refresh": refresh}
path = build_po_path_plan(body)
results: list[dict[str, Any]] = []
opt_res: Optional[dict[str, Any]] = None
@@ -461,6 +659,7 @@ def execute_perp_options_start(
"results": results,
"option": opt_res,
"perp": perp_res,
+ "refresh": refresh,
"opened_at": _now(),
}
if persist and not dry_run:
@@ -475,6 +674,9 @@ def execute_options_options_start(
dry_run: bool = False,
persist: Optional[Callable[..., Any]] = None,
) -> dict[str, Any]:
+ refresh = refresh_oo_sizing_before_start(cfg, body)
+ if not refresh.get("ok"):
+ return {"ok": False, "msg": refresh.get("msg") or "启动前刷新卖一/张数失败", "refresh": refresh}
path = build_oo_path_plan(body)
results: list[dict[str, Any]] = []
leg_a = body.get("leg_a") or {}
@@ -482,7 +684,13 @@ def execute_options_options_start(
a_res = _buy_option(cfg, inst_id=str(leg_a.get("inst_id") or ""), sheets=float(leg_a.get("sheets") or 1), dry_run=dry_run)
results.append({"step": "options_buy_limit", "leg": "a", **a_res})
if not a_res.get("ok"):
- return {"ok": False, "msg": a_res.get("msg") or "腿A开仓失败", "path": path, "results": results}
+ return {
+ "ok": False,
+ "msg": a_res.get("msg") or "腿A开仓失败",
+ "path": path,
+ "results": results,
+ "refresh": refresh,
+ }
b_res = _buy_option(cfg, inst_id=str(leg_b.get("inst_id") or ""), sheets=float(leg_b.get("sheets") or 1), dry_run=dry_run)
results.append({"step": "options_buy_limit", "leg": "b", **b_res})
if not b_res.get("ok"):
@@ -497,9 +705,10 @@ def execute_options_options_start(
"path": path,
"results": results,
"partial": True,
+ "refresh": refresh,
}
if not dry_run and manual_complete_on_partial() and persist:
- return _park_partial(
+ out_p = _park_partial(
cfg,
plan_type="options_options",
body=body,
@@ -512,6 +721,8 @@ def execute_options_options_start(
leg_a=a_res,
leg_b=None,
)
+ out_p["refresh"] = refresh
+ return out_p
msg = b_res.get("msg") or "腿B开仓失败"
if not dry_run:
_notify_partial(cfg, "options_options", msg, results)
@@ -521,6 +732,7 @@ def execute_options_options_start(
"path": path,
"results": results,
"partial": True,
+ "refresh": refresh,
}
out = {
"ok": True,
@@ -530,6 +742,7 @@ def execute_options_options_start(
"results": results,
"leg_a": a_res,
"leg_b": b_res,
+ "refresh": refresh,
"opened_at": _now(),
}
if persist and not dry_run:
diff --git a/lib/hedge_plan/hedge_plan_register.py b/lib/hedge_plan/hedge_plan_register.py
index 2eaa27e..5f7b6eb 100644
--- a/lib/hedge_plan/hedge_plan_register.py
+++ b/lib/hedge_plan/hedge_plan_register.py
@@ -98,7 +98,10 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
"perp_account_label": (os.getenv("OKX_ACCOUNT_LABEL") or "合约账户").strip(),
"options_account_label": (os.getenv("OKX_OPTIONS_ACCOUNT_LABEL") or "期权账户").strip(),
"trade_budget_usdc": float(os.getenv("OKX_OPTIONS_TRADE_BUDGET_USDC") or "10"),
- "budget_buffer": float(os.getenv("OKX_OPTIONS_BUDGET_BUFFER") or "0.95"),
+ # 对冲专用缓冲;与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立
+ "budget_buffer": float(os.getenv("HEDGE_PLAN_BUDGET_BUFFER") or "0.95"),
+ "oo_bias_split_by": _oo_bias_split_by(),
+ "oo_bias_ratio": _oo_bias_ratio(),
"live_trading": _env_bool("LIVE_TRADING_ENABLED", False),
"send_wechat": getattr(app_module, "send_wechat_msg", None),
}
diff --git a/lib/hedge_plan/templates/hedge_plan_panel.html b/lib/hedge_plan/templates/hedge_plan_panel.html
index 84c61e2..c974940 100644
--- a/lib/hedge_plan/templates/hedge_plan_panel.html
+++ b/lib/hedge_plan/templates/hedge_plan_panel.html
@@ -301,4 +301,4 @@
-
+
diff --git a/tests/test_hedge_plan_orders.py b/tests/test_hedge_plan_orders.py
index 0605ef7..34c94db 100644
--- a/tests/test_hedge_plan_orders.py
+++ b/tests/test_hedge_plan_orders.py
@@ -133,15 +133,15 @@ class TestHedgePlanOrderPath(unittest.TestCase):
def test_dry_run_oo(self):
quote = MagicMock(
- return_value={
+ side_effect=lambda _ex, inst_id: {
"ok": True,
"ask": 10,
- "ask_sz": 5,
+ "ask_sz": 50,
"can_open": True,
"ct_mult": 0.01,
"tick_sz": "0.1",
"strike": 1800,
- "meta": {"optType": "C"},
+ "meta": {"optType": "C" if inst_id == "A" else "P"},
}
)
cfg = {
@@ -149,17 +149,27 @@ class TestHedgePlanOrderPath(unittest.TestCase):
"quote_option_contract": quote,
"place_option_limit_order": MagicMock(),
"td_mode_for_option_buy": lambda x: "isolated",
+ "trade_budget_usdc": 10,
+ "budget_buffer": 0.95,
}
body = {
"target_price": 1900,
"target_price_up": 1950,
"target_price_down": 1750,
- "leg_a": {"inst_id": "A", "sheets": 1},
- "leg_b": {"inst_id": "B", "sheets": 1},
+ "oo_sheets_mode": "same_sheets",
+ "leg_a": {"inst_id": "A", "sheets": 1, "opt_type": "C"},
+ "leg_b": {"inst_id": "B", "sheets": 1, "opt_type": "P"},
}
- out = execute_options_options_start(cfg, body, dry_run=True)
- self.assertTrue(out["ok"])
+ from unittest import mock
+
+ with mock.patch(
+ "lib.exchange.okx_options_lib.fetch_options_trading_usdc",
+ return_value=100.0,
+ ):
+ out = execute_options_options_start(cfg, body, dry_run=True)
+ self.assertTrue(out["ok"], out)
self.assertEqual(len(out["results"]), 2)
+ self.assertTrue(out.get("refresh", {}).get("ok"))
def test_buy_rejects_without_ask_depth(self):
from lib.hedge_plan.hedge_plan_orders_lib import _buy_option
diff --git a/tests/test_hedge_start_refresh.py b/tests/test_hedge_start_refresh.py
new file mode 100644
index 0000000..3e7ff65
--- /dev/null
+++ b/tests/test_hedge_start_refresh.py
@@ -0,0 +1,125 @@
+"""对冲启动:再拉卖一 + 对冲专用预算缓冲重算张数."""
+from __future__ import annotations
+
+import os
+import unittest
+from unittest import mock
+from unittest.mock import MagicMock
+
+from lib.hedge_plan.hedge_plan_orders_lib import (
+ _hedge_budget_buffer,
+ execute_options_options_start,
+ refresh_oo_sizing_before_start,
+ refresh_po_option_quote_before_start,
+)
+
+
+class TestHedgeStartRefresh(unittest.TestCase):
+ def test_hedge_budget_buffer_independent(self):
+ with mock.patch.dict(
+ os.environ,
+ {
+ "HEDGE_PLAN_BUDGET_BUFFER": "0.9",
+ "OKX_OPTIONS_BUDGET_BUFFER": "0.5",
+ },
+ ):
+ self.assertAlmostEqual(_hedge_budget_buffer(None), 0.9)
+ self.assertAlmostEqual(_hedge_budget_buffer({"budget_buffer": 0.88}), 0.88)
+
+ def test_refresh_oo_resizes_from_fresh_ask(self):
+ def quote(_ex, inst_id):
+ if inst_id == "A":
+ return {
+ "ok": True,
+ "ask": 20,
+ "ask_sz": 100,
+ "ct_mult": 0.01,
+ "meta": {"optType": "C"},
+ }
+ return {
+ "ok": True,
+ "ask": 20,
+ "ask_sz": 100,
+ "ct_mult": 0.01,
+ "meta": {"optType": "P"},
+ }
+
+ cfg = {
+ "exchange_options": object(),
+ "quote_option_contract": quote,
+ "trade_budget_usdc": 10,
+ "budget_buffer": 0.95,
+ }
+ body = {
+ "oo_sheets_mode": "same_sheets",
+ "leg_a": {"inst_id": "A", "sheets": 1, "opt_type": "C"},
+ "leg_b": {"inst_id": "B", "sheets": 1, "opt_type": "P"},
+ }
+ # unit cost = 20*0.01=0.2 each → pair 0.4; budget min(100*0.95,10)=10 → n=25
+ with mock.patch(
+ "lib.exchange.okx_options_lib.fetch_options_trading_usdc",
+ return_value=100.0,
+ ):
+ out = refresh_oo_sizing_before_start(cfg, body)
+ self.assertTrue(out.get("ok"), out)
+ self.assertEqual(body["leg_a"]["sheets"], 25)
+ self.assertEqual(body["leg_b"]["sheets"], 25)
+ self.assertEqual(body["leg_a"]["ask"], 20)
+ self.assertEqual(out["sheets_a"], 25)
+
+ def test_execute_oo_start_uses_refreshed_sheets(self):
+ quote = MagicMock(
+ side_effect=lambda _ex, inst_id: {
+ "ok": True,
+ "ask": 10,
+ "ask_sz": 50,
+ "ct_mult": 0.01,
+ "tick_sz": "0.1",
+ "meta": {"optType": "C" if inst_id == "A" else "P"},
+ }
+ )
+ cfg = {
+ "exchange_options": object(),
+ "quote_option_contract": quote,
+ "place_option_limit_order": MagicMock(),
+ "td_mode_for_option_buy": lambda x: "isolated",
+ "trade_budget_usdc": 4,
+ "budget_buffer": 0.95,
+ }
+ body = {
+ "oo_sheets_mode": "same_sheets",
+ "leg_a": {"inst_id": "A", "sheets": 1, "opt_type": "C"},
+ "leg_b": {"inst_id": "B", "sheets": 1, "opt_type": "P"},
+ }
+ # cost 0.1+0.1=0.2; budget 4 → 20 sheets each
+ with mock.patch(
+ "lib.exchange.okx_options_lib.fetch_options_trading_usdc",
+ return_value=100.0,
+ ):
+ out = execute_options_options_start(cfg, body, dry_run=True)
+ self.assertTrue(out["ok"], out)
+ self.assertEqual(body["leg_a"]["sheets"], 20)
+ self.assertEqual(out["results"][0]["sheets"], 20)
+ self.assertIn("refresh", out)
+ self.assertTrue(out["refresh"]["ok"])
+
+ def test_refresh_po_keeps_sheets(self):
+ quote = MagicMock(
+ return_value={
+ "ok": True,
+ "ask": 12.5,
+ "ask_sz": 8,
+ "ct_mult": 0.01,
+ "meta": {"optType": "P"},
+ }
+ )
+ cfg = {"exchange_options": object(), "quote_option_contract": quote}
+ body = {"opt_inst_id": "X", "sheets": 3}
+ out = refresh_po_option_quote_before_start(cfg, body)
+ self.assertTrue(out["ok"])
+ self.assertEqual(body["ask"], 12.5)
+ self.assertEqual(body["sheets"], 3)
+
+
+if __name__ == "__main__":
+ unittest.main()