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

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-20 09:14:03 +08:00
parent 88d460d484
commit 8597e47596
6 changed files with 254 additions and 7 deletions
@@ -0,0 +1,90 @@
+"""期权开仓:等待完全成交门禁."""
+from __future__ import annotations
+
+from lib.exchange.okx_options_lib import wait_option_order_full_fill
+
+
+class _FakeEx:
+    def __init__(self, sequence: list[dict]):
+        self._seq = list(sequence)
+        self.cancelled = False
+
+    def private_get_trade_order(self, params):
+        if not self._seq:
+            return {"data": []}
+        row = self._seq.pop(0)
+        return {"data": [row]}
+
+    def private_post_trade_cancel_order(self, params):
+        self.cancelled = True
+        return {"data": [{"sCode": "0"}]}
+
+
+def test_wait_fill_success_when_filled():
+    ex = _FakeEx(
+        [
+            {
+                "ordId": "1",
+                "instId": "ETH-USD_UM-260720-1870-C",
+                "state": "live",
+                "sz": "50",
+                "accFillSz": "0",
+            },
+            {
+                "ordId": "1",
+                "instId": "ETH-USD_UM-260720-1870-C",
+                "state": "filled",
+                "sz": "50",
+                "accFillSz": "50",
+                "avgPx": "12.5",
+            },
+        ]
+    )
+    out = wait_option_order_full_fill(
+        ex,  # type: ignore[arg-type]
+        inst_id="ETH-USD_UM-260720-1870-C",
+        ord_id="1",
+        need_sheets=50,
+        timeout_sec=2,
+        poll_sec=0.01,
+    )
+    assert out["ok"] is True
+    assert out["filled_sheets"] == 50
+    assert float(out["avg_px"]) == 12.5
+    assert ex.cancelled is False
+
+
+def test_wait_fill_timeout_cancels_and_fails():
+    ex = _FakeEx(
+        [
+            {
+                "ordId": "2",
+                "instId": "ETH-USD_UM-260720-1870-C",
+                "state": "live",
+                "sz": "50",
+                "accFillSz": "0",
+            }
+            for _ in range(40)
+        ]
+        + [
+            {
+                "ordId": "2",
+                "instId": "ETH-USD_UM-260720-1870-C",
+                "state": "canceled",
+                "sz": "50",
+                "accFillSz": "0",
+            }
+        ]
+    )
+    out = wait_option_order_full_fill(
+        ex,  # type: ignore[arg-type]
+        inst_id="ETH-USD_UM-260720-1870-C",
+        ord_id="2",
+        need_sheets=50,
+        timeout_sec=0.6,
+        poll_sec=0.05,
+        cancel_on_timeout=True,
+    )
+    assert out["ok"] is False
+    assert "超时" in (out.get("msg") or "")
+    assert ex.cancelled is True