Hedge options open: require full fill (IOC + wait) before success.

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

lib/common/static/hedge_plan.js

@@ -1331,7 +1331,7 @@
         headers: { "Content-Type": "application/json" },
         body: JSON.stringify({}),
       });
-      alert("补开成功 #" + (d.plan_id || planId) + " · 已进入进行中");
+      alert("补开成功 #" + (d.plan_id || planId) + " · 已完全成交并进入进行中");
       void loadActivePlans();
       void loadGates();
     } catch (e) {

lib/exchange/okx_options_lib.py

@@ -962,6 +962,119 @@ def cancel_option_order(ex: ccxt.okx, *, inst_id: str, ord_id: str) -> dict[str,
         return {"ok": False, "msg": _okx_trade_error_message(e)}
 
 
+def fetch_option_order(ex: ccxt.okx, *, inst_id: str, ord_id: str) -> dict[str, Any]:
+    """查询单笔期权订单状态."""
+    inst_id = (inst_id or "").strip()
+    ord_id = (ord_id or "").strip()
+    if not inst_id or not ord_id:
+        return {"ok": False, "msg": "缺少 inst_id 或 ord_id"}
+    try:
+        resp = ex.private_get_trade_order({"instId": inst_id, "ordId": ord_id})
+        data = (resp or {}).get("data") or []
+        if not data or not isinstance(data[0], dict):
+            return {"ok": False, "msg": "订单不存在或暂不可查", "raw": resp}
+        o = data[0]
+        sz = _safe_float(o.get("sz"))
+        acc = _safe_float(o.get("accFillSz"))
+        if acc is None:
+            acc = _safe_float(o.get("fillSz")) or 0.0
+        avg = _safe_float(o.get("avgPx"))
+        fill_px = _safe_float(o.get("fillPx"))
+        if avg is None or avg <= 0:
+            avg = fill_px
+        state = str(o.get("state") or "").strip().lower()
+        return {
+            "ok": True,
+            "ord_id": str(o.get("ordId") or ord_id),
+            "inst_id": str(o.get("instId") or inst_id),
+            "state": state,
+            "sz": int(sz) if sz is not None else None,
+            "acc_fill_sz": float(acc or 0),
+            "avg_px": avg,
+            "side": str(o.get("side") or "").lower(),
+            "ord_type": str(o.get("ordType") or ""),
+            "raw": o,
+        }
+    except Exception as e:
+        return {"ok": False, "msg": _okx_trade_error_message(e)}
+
+
+def wait_option_order_full_fill(
+    ex: ccxt.okx,
+    *,
+    inst_id: str,
+    ord_id: str,
+    need_sheets: int,
+    timeout_sec: float = 12.0,
+    poll_sec: float = 0.35,
+    cancel_on_timeout: bool = True,
+) -> dict[str, Any]:
+    """轮询至完全成交;超时则撤单.未完全成交返回 ok=False."""
+    need = max(1, int(need_sheets))
+    deadline = time.time() + max(0.5, float(timeout_sec))
+    last: dict[str, Any] = {}
+    while time.time() < deadline:
+        last = fetch_option_order(ex, inst_id=inst_id, ord_id=ord_id)
+        if not last.get("ok"):
+            time.sleep(max(0.15, float(poll_sec)))
+            continue
+        acc = float(last.get("acc_fill_sz") or 0)
+        state = str(last.get("state") or "")
+        if acc + 1e-9 >= need or state == "filled":
+            if acc + 1e-9 < need:
+                return {
+                    "ok": False,
+                    "msg": f"订单已结束但成交不足 {need} 张(已成 {acc:g})",
+                    "filled_sheets": acc,
+                    "order": last,
+                }
+            return {
+                "ok": True,
+                "filled_sheets": int(round(acc)),
+                "avg_px": last.get("avg_px"),
+                "state": state,
+                "order": last,
+            }
+        if state in ("canceled", "cancelled", "mmp_canceled"):
+            if acc + 1e-9 >= need:
+                return {
+                    "ok": True,
+                    "filled_sheets": int(round(acc)),
+                    "avg_px": last.get("avg_px"),
+                    "state": state,
+                    "order": last,
+                }
+            return {
+                "ok": False,
+                "msg": f"订单已撤销且未完全成交(已成 {acc:g}/{need})",
+                "filled_sheets": acc,
+                "order": last,
+            }
+        time.sleep(max(0.15, float(poll_sec)))
+
+    if cancel_on_timeout:
+        cancel_option_order(ex, inst_id=inst_id, ord_id=ord_id)
+        time.sleep(0.25)
+        last = fetch_option_order(ex, inst_id=inst_id, ord_id=ord_id)
+    acc = float((last or {}).get("acc_fill_sz") or 0) if (last or {}).get("ok") else 0.0
+    if acc + 1e-9 >= need:
+        return {
+            "ok": True,
+            "filled_sheets": int(round(acc)),
+            "avg_px": (last or {}).get("avg_px"),
+            "state": (last or {}).get("state"),
+            "order": last,
+            "timed_out": True,
+        }
+    return {
+        "ok": False,
+        "msg": f"等待成交超时({float(timeout_sec):g}s),已撤未成交部分;已成 {acc:g}/{need}",
+        "filled_sheets": acc,
+        "order": last,
+        "timed_out": True,
+    }
+
+
 def place_option_limit_order(
     ex: ccxt.okx,
     *,
@@ -973,12 +1086,16 @@ def place_option_limit_order(
     tick_sz: Any = None,
     reduce_only: bool = False,
     pos_side: str | None = None,
+    ord_type: str = "limit",
 ) -> dict[str, Any]:
     side_l = (side or "").lower()
     if side_l not in ("buy", "sell"):
         return {"ok": False, "msg": "side 必须为 buy 或 sell"}
     if sheets < 1:
         return {"ok": False, "msg": "张数至少为 1"}
+    ot = (ord_type or "limit").strip().lower()
+    if ot not in ("limit", "ioc", "fok", "post_only"):
+        return {"ok": False, "msg": f"不支持的 ordType: {ord_type}"}
     px = round_option_px(float(price), tick_sz, side_l)
     if px <= 0:
         return {"ok": False, "msg": "价格无效"}
@@ -986,7 +1103,7 @@ def place_option_limit_order(
         "instId": inst_id,
         "tdMode": td_mode,
         "side": side_l,
-        "ordType": "limit",
+        "ordType": ot,
         "px": format_option_px(px, tick_sz),
         "sz": str(int(sheets)),
     }
@@ -998,7 +1115,7 @@ def place_option_limit_order(
         resp = ex.private_post_trade_order(body)
         data = (resp or {}).get("data") or []
         if data and str(data[0].get("sCode")) == "0":
-            return {"ok": True, "data": data[0], "raw": resp, "px": px}
+            return {"ok": True, "data": data[0], "raw": resp, "px": px, "ord_type": ot}
         return {"ok": False, "msg": _okx_trade_error_message(resp=resp), "raw": resp, "px": px}
     except Exception as e:
         return {"ok": False, "msg": _okx_trade_error_message(e), "px": px}

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -82,6 +82,13 @@ def build_oo_path_plan(body: dict[str, Any]) -> list[dict[str, Any]]:
     ]
 
 
+def _option_open_fill_timeout_sec() -> float:
+    try:
+        return max(2.0, float(os.getenv("OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC") or "12"))
+    except (TypeError, ValueError):
+        return 12.0
+
+
 def _buy_option(
     cfg: dict[str, Any],
     *,
@@ -92,6 +99,7 @@ def _buy_option(
     from lib.exchange.okx_options_lib import (
         cap_option_buy_sheets_to_ask_depth,
         option_buy_liquidity_ok,
+        wait_option_order_full_fill,
     )
 
     ex = cfg.get("exchange_options")
@@ -146,6 +154,7 @@ def _buy_option(
     td = "isolated"
     if callable(td_buy):
         td = td_buy(cfg.get("options_td_mode") or "isolated")
+    # IOC:能成交多少成交多少,剩余立即撤销;再校验是否完全成交
     order = place_fn(
         ex,
         inst_id=inst_id,
@@ -154,14 +163,42 @@ def _buy_option(
         price=float(ask),
         td_mode=td,
         tick_sz=q.get("tick_sz"),
+        ord_type="ioc",
     )
     if not order.get("ok"):
         return order
+    ord_id = str((order.get("data") or {}).get("ordId") or "").strip()
+    if not ord_id:
+        return {"ok": False, "msg": "下单成功但未返回订单号", "order": order}
+    fill = wait_option_order_full_fill(
+        ex,
+        inst_id=inst_id,
+        ord_id=ord_id,
+        need_sheets=sheets_i,
+        timeout_sec=_option_open_fill_timeout_sec(),
+        cancel_on_timeout=True,
+    )
+    if not fill.get("ok"):
+        return {
+            "ok": False,
+            "msg": fill.get("msg") or "未完全成交,开仓失败",
+            "inst_id": inst_id,
+            "sheets": sheets_i,
+            "ask": float(ask),
+            "exchange_ord_id": ord_id,
+            "filled_sheets": fill.get("filled_sheets"),
+            "order": order,
+            "fill": fill,
+            "can_open": False,
+        }
+    fill_px = float(fill.get("avg_px") or ask)
+    filled_n = int(fill.get("filled_sheets") or sheets_i)
+    premium = fill_px * filled_n * ct_mult
     return {
         "ok": True,
         "inst_id": inst_id,
-        "sheets": sheets_i,
-        "ask": float(ask),
+        "sheets": filled_n,
+        "ask": fill_px,
         "ask_sz": float(ask_sz),
         "premium": premium,
         "ct_mult": ct_mult,
@@ -170,8 +207,9 @@ def _buy_option(
         "strike": q.get("strike"),
         "exp_time": q.get("exp_time"),
         "opt_type": (q.get("meta") or {}).get("optType") or q.get("opt_type"),
-        "exchange_ord_id": (order.get("data") or {}).get("ordId"),
+        "exchange_ord_id": ord_id,
         "order": order,
+        "fill": fill,
         "can_open": True,
     }
 

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -301,4 +301,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=26"></script>
+<script src="/static/hedge_plan.js?v=27"></script>