feat: add OKX options module with dual API, USDT/USDC convert, and docs

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-07 08:17:27 +08:00
parent 814fe67a21
commit 806bb074ab
19 changed files with 2009 additions and 3 deletions
+45
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"""期权定价单测。"""
from lib.options.options_pricing_lib import (
calc_order_size,
premium_per_sheet,
sheets_from_eth_amount,
total_premium,
)
def test_premium_per_sheet():
assert abs(premium_per_sheet(15.6, 0.01) - 0.156) < 1e-9
def test_total_premium_half_eth():
assert abs(total_premium(15.6, 0.5) - 7.8) < 1e-9
def test_sheets_from_eth():
assert sheets_from_eth_amount(0.5, 0.01) == 50
def test_calc_order_size_budget():
r = calc_order_size(
quote_per_unit=15.6,
ct_mult=0.01,
min_sz=1,
budget_usdc=10,
budget_buffer=0.95,
budget_cap=10,
)
assert r["ok"] is True
assert r["sheets"] >= 1
assert r["total_premium"] <= 10
def test_calc_order_size_too_small():
r = calc_order_size(
quote_per_unit=2000.0,
ct_mult=0.01,
min_sz=1,
budget_usdc=10,
budget_buffer=0.95,
budget_cap=10,
)
assert r["ok"] is False