fix: use isolated margin for OKX option buys (error 51019)

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

crypto_monitor_okx/.env.example

@@ -118,7 +118,7 @@ OKX_SUB_ACCOUNT_NAME=
 OKX_OPTIONS_ITM_MAX_DIST_USD=30
 OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
 OKX_OPTIONS_POLL_SECONDS=15
-OKX_OPTIONS_TD_MODE=cross
+OKX_OPTIONS_TD_MODE=isolated
 OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
 
 # =============================================================================

lib/exchange/okx_options_lib.py

@@ -1,7 +1,9 @@
 """OKX USDⓈ 期权 API 封装（主账户 exchange_options 专用）。"""
 from __future__ import annotations
 
+import json
 import math
+import re
 import time
 from typing import Any, Callable
 
@@ -9,6 +11,50 @@ import ccxt
 
 from lib.options.options_pricing_lib import is_shallow_itm, option_moneyness, option_moneyness_label
 
+_OKX_OPTION_ERR_ZH: dict[str, str] = {
+    "51018": "期权账户不能持有净空头头寸",
+    "51019": "期权买入须使用逐仓模式（全仓模式下不能持有多头净头寸）",
+}
+
+
+def _okx_trade_error_message(exc: BaseException | None = None, resp: Any = None) -> str:
+    row: dict[str, Any] | None = None
+    if isinstance(resp, dict):
+        data = resp.get("data") or []
+        if data and isinstance(data[0], dict):
+            row = data[0]
+    if row is None and exc is not None:
+        text = str(exc)
+        match = re.search(r"\{.*\}", text, re.DOTALL)
+        if match:
+            try:
+                payload = json.loads(match.group(0))
+                data = payload.get("data") or []
+                if data and isinstance(data[0], dict):
+                    row = data[0]
+            except json.JSONDecodeError:
+                pass
+    if row:
+        code = str(row.get("sCode") or "")
+        zh = _OKX_OPTION_ERR_ZH.get(code)
+        if zh:
+            return zh
+        msg = str(row.get("sMsg") or "").strip()
+        if msg:
+            return msg
+    if exc is not None:
+        text = str(exc).strip()
+        if text.lower().startswith("okx "):
+            text = text[4:].strip()
+        return text or "下单失败"
+    return "下单失败"
+
+
+def td_mode_for_option_buy(configured: str | None = None) -> str:
+    """OKX 买入期权（多头）必须使用逐仓。"""
+    mode = (configured or "isolated").strip().lower()
+    return "isolated" if mode == "cross" else mode or "isolated"
+
 
 def create_options_exchange(
     api_key: str,
@@ -327,7 +373,7 @@ def place_option_limit_order(
     side: str,
     sheets: int,
     price: float,
-    td_mode: str = "cross",
+    td_mode: str = "isolated",
     tick_sz: Any = None,
     reduce_only: bool = False,
     pos_side: str | None = None,
@@ -357,10 +403,9 @@ def place_option_limit_order(
         data = (resp or {}).get("data") or []
         if data and str(data[0].get("sCode")) == "0":
             return {"ok": True, "data": data[0], "raw": resp, "px": px}
-        msg = data[0].get("sMsg") if data else str(resp)
+        return {"ok": False, "msg": _okx_trade_error_message(resp=resp), "raw": resp, "px": px}
-        return {"ok": False, "msg": msg or "下单失败", "raw": resp, "px": px}
     except Exception as e:
-        return {"ok": False, "msg": str(e), "px": px}
+        return {"ok": False, "msg": _okx_trade_error_message(e), "px": px}
 
 
 def place_option_market_order(
@@ -369,7 +414,7 @@ def place_option_market_order(
     inst_id: str,
     side: str,
     sheets: int,
-    td_mode: str = "cross",
+    td_mode: str = "isolated",
     reduce_only: bool = False,
     pos_side: str | None = None,
 ) -> dict[str, Any]:
@@ -394,10 +439,9 @@ def place_option_market_order(
         data = (resp or {}).get("data") or []
         if data and str(data[0].get("sCode")) == "0":
             return {"ok": True, "data": data[0], "raw": resp}
-        msg = data[0].get("sMsg") if data else str(resp)
+        return {"ok": False, "msg": _okx_trade_error_message(resp=resp), "raw": resp}
-        return {"ok": False, "msg": msg or "下单失败", "raw": resp}
     except Exception as e:
-        return {"ok": False, "msg": str(e)}
+        return {"ok": False, "msg": _okx_trade_error_message(e)}
 
 
 def fetch_option_positions(ex: ccxt.okx) -> list[dict[str, Any]]:

lib/options/options_register.py

@@ -17,7 +17,7 @@ from lib.options.options_pricing_lib import (
     premium_per_sheet,
     total_premium,
 )
-from lib.exchange.okx_options_lib import _pos_side_from_position, _safe_float
+from lib.exchange.okx_options_lib import _pos_side_from_position, _safe_float, td_mode_for_option_buy
 
 
 def _env_bool(key: str, default: bool = False) -> bool:
@@ -89,7 +89,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
         "chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
         "itm_max_dist": _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0),
-        "td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "cross").strip(),
+        "td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "isolated").strip(),
         "allow_market_close": _env_bool("OKX_OPTIONS_ALLOW_MARKET_CLOSE", False),
         "profit_ratio": _env_float("OKX_OPTIONS_PROFIT_ALERT_RATIO", 1.0),
         "poll_seconds": _env_float("OKX_OPTIONS_POLL_SECONDS", 15.0),
@@ -250,7 +250,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             side="buy",
             sheets=sheets,
             price=float(ask),
-            td_mode=cfg["td_mode"],
+            td_mode=td_mode_for_option_buy(cfg["td_mode"]),
             tick_sz=tick_sz,
         )
         if not order.get("ok"):