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Hedge start: re-quote ask and resize OO sheets; add HEDGE_PLAN_BUDGET_BUFFER.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-20 10:09:32 +08:00
parent a43cb35d9a
commit 5b346a5760
8 changed files with 382 additions and 14 deletions
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tests/test_hedge_plan_orders.py
+17 -7
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@@ -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