实现OKX单笔期权币本位与USDT桥复利(中控只读,不改Gate)
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -734,9 +734,19 @@ def build_option_chain(
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itm_only: bool = True,
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itm_max_dist_usd: float = 30.0,
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index_px: float | None = None,
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margin_mode: str | None = None,
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inst_family: str | None = None,
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) -> dict[str, Any]:
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u = (underlying or "ETH").upper()
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family = f"{u}-USD_UM"
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if inst_family:
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family = str(inst_family).strip()
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else:
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try:
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from lib.options.options_margin_mode_lib import inst_family_for_underlying
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family = inst_family_for_underlying(u, margin_mode=margin_mode)
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except Exception:
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family = f"{u}-USD_UM"
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uly = f"{u}-USD"
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idx = index_px if index_px is not None else fetch_index_price(ex, uly)
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now_ms = time.time() * 1000
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@@ -838,6 +848,8 @@ def build_option_chain(
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"underlying": u,
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"index_px": idx,
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"inst_family": family,
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"margin_mode": "usdc" if "_UM" in family.upper() else "coin",
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"premium_ccy": "USDC" if "_UM" in family.upper() else u,
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"expiries": exp_list,
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"instruments_count": len(instruments),
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}
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