Add depth-based option close flow.

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

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]: