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>
2026-08-20 12:10:29 +08:00
parent dd8fbae0dd
commit 72c84bb993
20 changed files with 1377 additions and 21 deletions
@@ -0,0 +1,83 @@
+"""币本位模式预算与合约族单测."""
+from __future__ import annotations
+
+import os
+import unittest
+from unittest.mock import patch
+
+
+class TestOptionsMarginMode(unittest.TestCase):
+    def test_normalize_mode(self):
+        from lib.options.options_margin_mode_lib import normalize_options_margin_mode
+
+        self.assertEqual(normalize_options_margin_mode("usdc"), "usdc")
+        self.assertEqual(normalize_options_margin_mode("coin"), "coin")
+        self.assertEqual(normalize_options_margin_mode("币本位"), "coin")
+
+    def test_inst_family(self):
+        from lib.options.options_margin_mode_lib import inst_family_for_underlying
+
+        self.assertEqual(inst_family_for_underlying("ETH", margin_mode="usdc"), "ETH-USD_UM")
+        self.assertEqual(inst_family_for_underlying("ETH", margin_mode="coin"), "ETH-USD")
+
+    def test_margin_mode_from_inst_id(self):
+        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id
+
+        self.assertEqual(margin_mode_from_inst_id("ETH-USD_UM-260701-2500-C"), "usdc")
+        self.assertEqual(margin_mode_from_inst_id("ETH-USD-260701-2500-C"), "coin")
+
+    def test_coin_budget_compound(self):
+        from lib.options.options_margin_mode_lib import compute_coin_budget_usdt
+
+        with patch.dict(os.environ, {}, clear=False):
+            r = compute_coin_budget_usdt(
+                20.0,
+                compound=True,
+                buffer=0.95,
+                max_enabled=False,
+            )
+            self.assertTrue(r["ok"])
+            self.assertAlmostEqual(r["budget_usdt"], 19.0, places=6)
+
+    def test_coin_budget_max_cap(self):
+        from lib.options.options_margin_mode_lib import compute_coin_budget_usdt
+
+        r = compute_coin_budget_usdt(
+            100.0,
+            compound=True,
+            buffer=0.95,
+            max_enabled=True,
+            max_usdt=50.0,
+        )
+        self.assertTrue(r["ok"])
+        self.assertAlmostEqual(r["budget_usdt"], 50.0, places=6)
+        self.assertTrue(r["capped_by_max"])
+
+    def test_coin_budget_fixed(self):
+        from lib.options.options_margin_mode_lib import compute_coin_budget_usdt
+
+        r = compute_coin_budget_usdt(
+            100.0,
+            compound=False,
+            buffer=0.95,
+            fixed_budget_usdt=10.0,
+            max_enabled=False,
+        )
+        self.assertAlmostEqual(r["budget_usdt"], 9.5, places=6)
+
+    def test_sheets_from_coin(self):
+        from lib.options.options_margin_mode_lib import calc_sheets_from_coin_balance
+
+        # ask 0.01 ETH per 1 ETH, ctMult 0.01 → 每张 0.0001 ETH; 0.01 ETH 可开 100 张
+        r = calc_sheets_from_coin_balance(
+            quote_per_unit=0.01,
+            ct_mult=0.01,
+            min_sz=1,
+            coin_available=0.01,
+        )
+        self.assertTrue(r["ok"])
+        self.assertEqual(r["sheets"], 100)
+
+
+if __name__ == "__main__":
+    unittest.main()