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

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

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>