Add depth-based option close flow.

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

lib/common/static/options_panel.js

@@ -185,6 +185,34 @@
     return price + "/" + size;
   }
 
+  function fmtBidDepth(levels) {
+    const bids = (levels || []).slice(0, 5);
+    if (!bids.length) return "—";
+    return bids.map(function (x, idx) {
+      return "买" + (idx + 1) + " " + fmtPxSz(x.px, x.sz);
+    }).join(" · ");
+  }
+
+  function fmtClosePreview(preview) {
+    if (!preview || preview.total_received == null) return "—";
+    let text = fmt(preview.total_received, 4) + " USDC";
+    if (preview.covered_sheets != null) {
+      text += " · 覆盖 " + preview.covered_sheets + "张";
+    }
+    if (preview.uncovered_sheets > 0) {
+      text += " · 缺 " + preview.uncovered_sheets + "张";
+    }
+    return text;
+  }
+
+  function fmtPreviewLevels(preview) {
+    const levels = (preview && preview.levels) || [];
+    if (!levels.length) return "暂无可用买盘深度";
+    return levels.map(function (x) {
+      return "买" + x.level + " " + fmt(x.px, 4) + " × " + x.sheets + "张 ≈ " + fmt(x.received, 4) + " USDC";
+    }).join("\n");
+  }
+
   function pnlCls(v) {
     if (v === null || v === undefined || Number.isNaN(Number(v))) return "";
     const n = Number(v);
@@ -456,12 +484,15 @@
     const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
     const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
     const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
+    const closePreview = p.close_preview || {};
+    const closePreviewCls = pnlCls(closePreview.estimated_pnl);
+    const closeSheets = p.avail_pos != null && Number(p.avail_pos) > 0 ? p.avail_pos : p.pos;
     return (
       '<div class="pos-card-head">' +
       '<div class="pos-card-symbol"><strong>' + (p.inst_id || "") + '</strong>' +
       '<span class="pos-side-badge ' + sideCls + '">' + optTypeLabel(p.opt_type) + "</span></div>" +
       '<div class="pos-head-actions">' +
-      '<button type="button" class="btn-primary opt-close-btn" data-inst="' + p.inst_id + '">限价平仓</button>' +
+      '<button type="button" class="btn-primary opt-close-btn" data-inst="' + p.inst_id + '" data-sheets="' + closeSheets + '">多档平仓</button>' +
       "</div></div>" +
       '<div class="pos-meta">' +
       '<span class="pos-meta-item">行权价: ' + fmt(p.strike, 0) + "</span>" +
@@ -475,6 +506,8 @@
       '<div class="pos-cell"><span class="pos-label">开仓均价</span><span class="pos-value">' + fmt(p.avg_px, 4) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">标记价</span><span class="pos-value">' + fmt(p.mark_px, 4) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">买盘深度</span><span class="pos-value">' + fmtBidDepth(p.bid_depth) + "</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">按买盘收回</span><span class="pos-value ' + closePreviewCls + '">' + fmtClosePreview(closePreview) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">浮盈亏</span><span class="pos-value ' + uplCls + '">' + fmt(p.upl, 2) + "</span></div>" +
@@ -562,26 +595,42 @@
   }
 
   async function closePosition(inst, btn) {
-    const q = await apiJson("/api/options/quote?inst_id=" + encodeURIComponent(inst) + "&mode=sheets&sheets=1");
+    const sheets = btn && btn.getAttribute("data-sheets") ? parseInt(btn.getAttribute("data-sheets"), 10) : null;
+    let url = "/api/options/quote?inst_id=" + encodeURIComponent(inst) + "&mode=close_preview";
+    if (sheets && sheets > 0) url += "&sheets=" + encodeURIComponent(sheets);
+    const q = await apiJson(url);
     if (!q.ok) {
       alert(q.msg || "获取买一价失败");
       return;
     }
-    const bid = q.bid;
-    if (bid == null || bid <= 0) {
-      alert("暂无买一价,请稍后在 OKX App 平仓或等盘口恢复");
+    const preview = q.close_preview || {};
+    if (!preview.covered_sheets || preview.covered_sheets <= 0) {
+      alert("暂无可用买盘深度,请稍后在 OKX App 平仓或等盘口恢复");
       return;
     }
-    if (!confirm("限价卖出 @ 买一 " + fmt(bid, 4) + "(每 1 ETH/BTC)?\n合约:" + inst)) return;
+    const msg = [
+      "按最多5档买盘拆分限价卖出?",
+      "合约: " + inst,
+      "预计收回: " + fmtClosePreview(preview),
+      preview.estimated_pnl != null ? "预估盈亏: " + fmt(preview.estimated_pnl, 4) + " USDC" : "",
+      "",
+      fmtPreviewLevels(preview),
+      preview.uncovered_sheets > 0 ? "\n注意: 当前买盘不足,预计仍剩 " + preview.uncovered_sheets + " 张未覆盖。" : ""
+    ].filter(function (x) { return x !== ""; }).join("\n");
+    if (!confirm(msg)) return;
     if (btn) btn.disabled = true;
     try {
       const r = await apiJson("/api/options/close", {
         method: "POST",
         headers: { "Content-Type": "application/json" },
-        body: JSON.stringify({ inst_id: inst }),
+        body: JSON.stringify({ inst_id: inst, mode: "depth_split", sheets: sheets }),
       });
       if (r.ok) {
-        alert("平仓单已提交" + (r.bid != null ? " @ " + fmt(r.bid, 4) : ""));
+        let okMsg = "平仓单已提交 " + (r.submitted_sheets || 0) + " 张";
+        if (r.premium_received != null) okMsg += "\n预估收回: " + fmt(r.premium_received, 4) + " USDC";
+        if (r.remaining_sheets > 0) okMsg += "\n剩余: " + r.remaining_sheets + " 张";
+        if (r.stopped_reason) okMsg += "\n停止原因: " + r.stopped_reason;
+        alert(okMsg);
       } else {
         alert(r.msg || "平仓失败");
       }

lib/exchange/okx_options_lib.py

@@ -176,6 +176,38 @@ def _fetch_book_bid_ask(ex: ccxt.okx, inst_id: str) -> tuple[float | None, float
     return bid, ask
 
 
+def _normalize_book_levels(rows: list[Any], depth: int) -> list[dict[str, float]]:
+    levels: list[dict[str, float]] = []
+    for row in rows[: max(0, int(depth))]:
+        if not isinstance(row, (list, tuple)) or len(row) < 2:
+            continue
+        px = _safe_float(row[0])
+        sz = _safe_float(row[1])
+        if px is None or sz is None or px <= 0 or sz <= 0:
+            continue
+        levels.append({"px": px, "sz": sz})
+    return levels
+
+
+def fetch_option_book_depth(ex: ccxt.okx, inst_id: str, depth: int = 5) -> dict[str, list[dict[str, float]]]:
+    """获取期权盘口深度,sz 为 OKX 返回的张数口径."""
+    inst_id = (inst_id or "").strip()
+    if not inst_id:
+        return {"bids": [], "asks": []}
+    try:
+        sz = str(max(1, min(int(depth), 10)))
+        rows = ex.public_get_market_books({"instId": inst_id, "sz": sz}).get("data") or []
+        if not rows:
+            return {"bids": [], "asks": []}
+        row = rows[0]
+        return {
+            "bids": _normalize_book_levels(row.get("bids") or [], int(depth)),
+            "asks": _normalize_book_levels(row.get("asks") or [], int(depth)),
+        }
+    except Exception:
+        return {"bids": [], "asks": []}
+
+
 def _fetch_book_top(
     ex: ccxt.okx, inst_id: str
 ) -> tuple[float | None, float | None, float | None, float | None]:

lib/options/options_pricing_lib.py

@@ -50,6 +50,68 @@ def total_premium(quote_per_unit: float, eth_amount: float, ct_mult: float = 0.0
     return float(quote_per_unit) * float(eth_amount)
 
 
+def estimate_close_by_bids(
+    bids: list[dict[str, Any]] | None,
+    sheets: int | float,
+    *,
+    ct_mult: float = 0.01,
+    premium_paid: float | None = None,
+) -> dict[str, Any]:
+    """按买一到买N逐档估算限价卖出可收回金额."""
+    target = max(0, int(float(sheets or 0)))
+    remaining = target
+    total_received = 0.0
+    levels: list[dict[str, Any]] = []
+    if target <= 0 or ct_mult <= 0:
+        return {
+            "levels": [],
+            "covered_sheets": 0,
+            "uncovered_sheets": target,
+            "total_received": 0.0,
+            "avg_px": None,
+            "estimated_pnl": None,
+        }
+    for i, level in enumerate(bids or [], start=1):
+        if remaining <= 0:
+            break
+        try:
+            px = float(level.get("px"))
+            sz = int(float(level.get("sz")))
+        except (AttributeError, TypeError, ValueError):
+            continue
+        if px <= 0 or sz <= 0:
+            continue
+        take = min(remaining, sz)
+        eth_amount = eth_amount_from_sheets(take, ct_mult)
+        received = total_premium(px, eth_amount)
+        levels.append(
+            {
+                "level": i,
+                "px": px,
+                "available_sheets": sz,
+                "sheets": take,
+                "eth_amount": eth_amount,
+                "received": round(received, 4),
+            }
+        )
+        total_received += received
+        remaining -= take
+    covered = target - remaining
+    avg_px = (total_received / eth_amount_from_sheets(covered, ct_mult)) if covered > 0 else None
+    estimated_pnl = None
+    if premium_paid is not None and covered > 0:
+        paid_basis = float(premium_paid) * (covered / target)
+        estimated_pnl = round(total_received - paid_basis, 4)
+    return {
+        "levels": levels,
+        "covered_sheets": covered,
+        "uncovered_sheets": remaining,
+        "total_received": round(total_received, 4),
+        "avg_px": round(avg_px, 4) if avg_px is not None else None,
+        "estimated_pnl": estimated_pnl,
+    }
+
+
 def sheets_from_eth_amount(eth_amount: float, ct_mult: float = 0.01) -> int:
     if eth_amount <= 0 or ct_mult <= 0:
         return 0

lib/options/options_register.py

@@ -14,6 +14,7 @@ from lib.options.options_monitor_lib import options_monitor_loop
 from lib.options.options_pricing_lib import (
     calc_order_size,
     ct_mult_from_meta,
+    estimate_close_by_bids,
     min_sz_from_meta,
     premium_per_sheet,
     total_premium,
@@ -76,6 +77,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         build_option_chain,
         estimate_usdt_to_usdc,
         execute_convert,
+        fetch_option_book_depth,
         fetch_option_positions,
         fetch_options_balances,
         format_position_row,
@@ -109,6 +111,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "account_label": (os.getenv("OKX_OPTIONS_ACCOUNT_LABEL") or "OKX期权").strip(),
         "build_option_chain": build_option_chain,
         "quote_option_contract": quote_option_contract,
+        "fetch_option_book_depth": fetch_option_book_depth,
         "place_option_limit_order": place_option_limit_order,
         "place_option_market_order": place_option_market_order,
         "fetch_option_positions": fetch_option_positions,
@@ -143,6 +146,75 @@ def _budget_full_usdc(cfg: dict[str, Any], ex: Any) -> tuple[float | None, str]:
     return float(raw), ""
 
 
+def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
+    conn = cfg["get_db"]()
+    try:
+        init_options_tables(conn)
+        rec = conn.execute(
+            """
+            SELECT premium_paid FROM options_trades
+            WHERE inst_id = ? AND status = 'open'
+            ORDER BY id DESC LIMIT 1
+            """,
+            (inst_id,),
+        ).fetchone()
+        if rec and rec["premium_paid"] is not None:
+            return round(float(rec["premium_paid"]), 4)
+    finally:
+        conn.close()
+    return None
+
+
+def _position_avail_sheets(pos: dict[str, Any]) -> int:
+    avail = _safe_float(pos.get("availPos"))
+    if avail is None or avail <= 0:
+        avail = abs(_safe_float(pos.get("pos")) or 0)
+    return max(0, int(avail or 0))
+
+
+def _find_position(rows: list[dict[str, Any]] | None, inst_id: str) -> dict[str, Any] | None:
+    return next((p for p in rows or [] if str(p.get("instId")) == inst_id), None)
+
+
+def _refresh_position_avail(cfg: dict[str, Any], ex: Any, inst_id: str) -> int | None:
+    from lib.exchange.okx_options_lib import invalidate_option_positions_cache
+
+    invalidate_option_positions_cache()
+    raw = cfg["fetch_option_positions"](ex)
+    if raw is None:
+        return None
+    pos = _find_position(raw, inst_id)
+    if not pos:
+        return 0
+    return _position_avail_sheets(pos)
+
+
+def _attach_close_preview(
+    cfg: dict[str, Any],
+    ex: Any,
+    row: dict[str, Any],
+    *,
+    sheets: int | None = None,
+    premium_paid: float | None = None,
+) -> dict[str, Any]:
+    inst_id = str(row.get("inst_id") or row.get("instId") or "").strip()
+    if not inst_id:
+        return row
+    ct_mult = float(row.get("ct_mult") or 0.01)
+    target_sheets = int(sheets) if sheets is not None else int(abs(_safe_float(row.get("pos")) or 0))
+    paid = premium_paid if premium_paid is not None else _safe_float(row.get("premium_paid"))
+    book = cfg["fetch_option_book_depth"](ex, inst_id, 5)
+    row["bid_depth"] = book.get("bids") or []
+    row["ask_depth"] = book.get("asks") or []
+    row["close_preview"] = estimate_close_by_bids(
+        row["bid_depth"],
+        target_sheets,
+        ct_mult=ct_mult,
+        premium_paid=paid,
+    )
+    return row
+
+
 _OPTIONS_SYNC_LOCK = threading.Lock()
 _OPTIONS_SYNC_LAST_AT = 0.0
 _OPTIONS_SYNC_INTERVAL_SEC = 15.0
@@ -231,6 +303,16 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         ct_mult = q.get("ct_mult") or 0.01
         min_sz = q.get("min_sz") or 1
         mode = (request.args.get("mode") or "budget_full").strip()
+        sheet_count = None
+        try:
+            if request.args.get("sheets"):
+                sheet_count = int(request.args.get("sheets"))
+        except (TypeError, ValueError):
+            pass
+        if mode == "close_preview":
+            paid = _open_premium_paid(cfg, inst_id)
+            target = sheet_count if sheet_count is not None else 0
+            return jsonify(_attach_close_preview(cfg, ex, {**q, "pos": target, "premium_paid": paid}, sheets=target, premium_paid=paid))
         budget = cfg["trade_budget"]
         budget_cap = cfg["trade_budget"]
         available_usdc = None
@@ -243,17 +325,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
 
             available_usdc = fetch_options_trading_usdc(ex)
         eth_amount = None
-        sheet_count = None
         try:
             if request.args.get("eth_amount"):
                 eth_amount = float(request.args.get("eth_amount"))
         except (TypeError, ValueError):
             pass
-        try:
-            if request.args.get("sheets"):
-                sheet_count = int(request.args.get("sheets"))
-        except (TypeError, ValueError):
-            pass
         if ask is None or ask <= 0:
             return jsonify({**q, "ok": False, "msg": "暂无卖一价"})
         sizing = calc_order_size(
@@ -266,6 +342,13 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             sheets=sheet_count if mode == "sheets" else None,
             budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
         )
+        q = _attach_close_preview(
+            cfg,
+            ex,
+            q,
+            sheets=int(sizing.get("sheets") or sheet_count or 0),
+            premium_paid=_open_premium_paid(cfg, inst_id),
+        )
         return jsonify(
             {
                 **q,
@@ -403,6 +486,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 ).fetchone()
                 if rec and rec["premium_paid"] is not None:
                     row["premium_paid"] = round(float(rec["premium_paid"]), 4)
+                _attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid")))
         finally:
             conn.close()
         return jsonify({"ok": True, "positions": rows})
@@ -416,23 +500,24 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         data = request.get_json(silent=True) or {}
         inst_id = (data.get("inst_id") or "").strip()
         use_market = bool(data.get("market")) and cfg["allow_market_close"]
+        close_mode = (data.get("mode") or "").strip()
+        depth_split = close_mode == "depth_split" and not use_market
         if not inst_id:
             return jsonify({"ok": False, "msg": "缺少 inst_id"})
         sheets = data.get("sheets")
         q = cfg["quote_option_contract"](ex, inst_id)
         bid = q.get("bid")
-        if not use_market and (bid is None or bid <= 0):
+        if not use_market and not depth_split and (bid is None or bid <= 0):
             return jsonify({"ok": False, "msg": "暂无买一价,无法限价平仓"})
         raw_positions = cfg["fetch_option_positions"](ex)
         if raw_positions is None:
             return jsonify({"ok": False, "msg": "获取期权持仓失败"})
-        pos = next((p for p in raw_positions if str(p.get("instId")) == inst_id), None)
+        pos = _find_position(raw_positions, inst_id)
         if not pos:
             return jsonify({"ok": False, "msg": "未找到持仓"})
-        avail = _safe_float(pos.get("availPos"))
-        if avail is None or avail <= 0:
-            avail = abs(_safe_float(pos.get("pos")) or 0)
+        avail = _position_avail_sheets(pos)
         close_sheets = int(sheets) if sheets else int(avail)
+        close_sheets = min(close_sheets, int(avail))
         if close_sheets < 1:
             return jsonify({"ok": False, "msg": "可平张数不足"})
         td_mode = str(pos.get("mgnMode") or cfg["td_mode"])
@@ -450,6 +535,118 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             )
             if not order.get("ok"):
                 return jsonify(order)
+        elif depth_split:
+            ct_mult = float(q.get("ct_mult") or 0.01)
+            remaining = close_sheets
+            submitted_sheets = 0
+            filled_or_reduced_sheets = 0
+            total_received = 0.0
+            orders: list[dict[str, Any]] = []
+            stopped_reason = None
+            for _ in range(5):
+                if remaining <= 0:
+                    break
+                current_avail = _refresh_position_avail(cfg, ex, inst_id)
+                if current_avail is None:
+                    stopped_reason = "refresh_position_failed"
+                    break
+                if current_avail <= 0:
+                    filled_or_reduced_sheets = close_sheets
+                    remaining = 0
+                    break
+                remaining = min(remaining, current_avail)
+                book = cfg["fetch_option_book_depth"](ex, inst_id, 5)
+                preview = estimate_close_by_bids(book.get("bids") or [], remaining, ct_mult=ct_mult)
+                levels = preview.get("levels") or []
+                if not levels:
+                    stopped_reason = "no_bid_depth"
+                    break
+                level = levels[0]
+                level_sheets = int(level.get("sheets") or 0)
+                level_px = float(level.get("px") or 0)
+                if level_sheets <= 0 or level_px <= 0:
+                    stopped_reason = "invalid_bid_depth"
+                    break
+                before_avail = current_avail
+                order = cfg["place_option_limit_order"](
+                    ex,
+                    inst_id=inst_id,
+                    side="sell",
+                    sheets=level_sheets,
+                    price=level_px,
+                    td_mode=td_mode,
+                    tick_sz=tick_sz,
+                    reduce_only=True,
+                    pos_side=pos_side,
+                )
+                if not order.get("ok"):
+                    stopped_reason = order.get("msg") or "order_failed"
+                    break
+                px = float(order.get("px", level_px))
+                orders.append({"order": order, "px": px, "sheets": level_sheets})
+                submitted_sheets += level_sheets
+                total_received += total_premium(px, level_sheets * ct_mult)
+                time.sleep(0.6)
+                after_avail = _refresh_position_avail(cfg, ex, inst_id)
+                if after_avail is None:
+                    stopped_reason = "refresh_position_failed"
+                    break
+                reduced = max(0, before_avail - after_avail)
+                if reduced <= 0:
+                    stopped_reason = "order_not_filled"
+                    break
+                filled_or_reduced_sheets += min(reduced, level_sheets)
+                remaining = max(0, close_sheets - filled_or_reduced_sheets)
+            if not orders:
+                return jsonify({"ok": False, "msg": "暂无可用买盘深度,无法拆分平仓", "stopped_reason": stopped_reason})
+            bid = (total_received / (submitted_sheets * ct_mult)) if submitted_sheets > 0 and ct_mult > 0 else 0
+            prem_recv = round(total_received, 4)
+            fully_submitted = submitted_sheets >= close_sheets and stopped_reason is None
+            conn = cfg["get_db"]()
+            try:
+                init_options_tables(conn)
+                row = conn.execute(
+                    "SELECT id, premium_paid FROM options_trades WHERE inst_id = ? AND status = 'open' ORDER BY id DESC LIMIT 1",
+                    (inst_id,),
+                ).fetchone()
+                if row and fully_submitted:
+                    paid = float(row["premium_paid"] or 0)
+                    pnl = prem_recv - paid
+                    conn.execute(
+                        """
+                        UPDATE options_trades
+                        SET status = 'closed', close_quote = ?, premium_received = ?,
+                            realized_pnl = ?, close_ord_id = ?, closed_at = CURRENT_TIMESTAMP
+                        WHERE id = ?
+                        """,
+                        (
+                            bid,
+                            prem_recv,
+                            pnl,
+                            ",".join(str((o.get("order", {}).get("data") or {}).get("ordId") or "") for o in orders),
+                            int(row["id"]),
+                        ),
+                    )
+                    conn.commit()
+            finally:
+                conn.close()
+            from lib.exchange.okx_options_lib import invalidate_option_positions_cache
+
+            invalidate_option_positions_cache()
+            _sync_options_trades(cfg, force=True)
+            return jsonify(
+                {
+                    "ok": True,
+                    "mode": "depth_split",
+                    "orders": orders,
+                    "bid": bid,
+                    "submitted_sheets": submitted_sheets,
+                    "filled_or_reduced_sheets": filled_or_reduced_sheets,
+                    "remaining_sheets": max(0, close_sheets - filled_or_reduced_sheets),
+                    "premium_received": prem_recv,
+                    "stopped_reason": stopped_reason,
+                }
+            )
         else:
             close_px = float(bid)
             order = cfg["place_option_limit_order"](

lib/options/templates/options_panel.html

@@ -200,4 +200,4 @@
     </div>
 </div>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
-<script src="/static/options_panel.js?v=20"></script>
+<script src="/static/options_panel.js?v=21"></script>

tests/test_options_pricing.py

@@ -129,6 +129,42 @@ def test_format_quote_liquidity():
     assert format_quote_liquidity(None, 10) is None
 
 
+def test_estimate_close_by_bids_full_depth():
+    from lib.options.options_pricing_lib import estimate_close_by_bids
+
+    out = estimate_close_by_bids(
+        [{"px": 12.3, "sz": 2}, {"px": 12.1, "sz": 3}],
+        4,
+        ct_mult=0.01,
+        premium_paid=0.4,
+    )
+    assert out["covered_sheets"] == 4
+    assert out["uncovered_sheets"] == 0
+    assert out["total_received"] == 0.488
+    assert out["avg_px"] == 12.2
+    assert out["estimated_pnl"] == 0.088
+    assert [x["sheets"] for x in out["levels"]] == [2, 2]
+
+
+def test_estimate_close_by_bids_partial_depth():
+    from lib.options.options_pricing_lib import estimate_close_by_bids
+
+    out = estimate_close_by_bids([{"px": 10, "sz": 1}], 3, ct_mult=0.01, premium_paid=0.6)
+    assert out["covered_sheets"] == 1
+    assert out["uncovered_sheets"] == 2
+    assert out["total_received"] == 0.1
+    assert out["estimated_pnl"] == -0.1
+
+
+def test_estimate_close_by_bids_empty():
+    from lib.options.options_pricing_lib import estimate_close_by_bids
+
+    out = estimate_close_by_bids([], 2)
+    assert out["covered_sheets"] == 0
+    assert out["uncovered_sheets"] == 2
+    assert out["avg_px"] is None
+
+
 def test_expiry_breakeven_from_ask():
     from lib.options.options_pricing_lib import expiry_breakeven_from_ask