Add pre-buy expiry breakeven columns to options chain table.

Show estimated expiry balance and distance from index in the chain list and order panel using ask price before opening a position.

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

lib/exchange/okx_options_lib.py

@@ -9,7 +9,13 @@ from typing import Any, Callable
 
 import ccxt
 
-from lib.options.options_pricing_lib import is_shallow_itm, option_moneyness, option_moneyness_label
+from lib.options.options_pricing_lib import (
+    expiry_breakeven_from_ask,
+    idx_distance_to_be,
+    is_shallow_itm,
+    option_moneyness,
+    option_moneyness_label,
+)
 
 _OKX_OPTION_ERR_ZH: dict[str, str] = {
     "51018": "期权账户不能持有净空头头寸",
@@ -331,8 +337,15 @@ def build_option_chain(
         t = tickers.get(inst_id) or {}
         ask = _safe_float(t.get("askPx"))
         bid = _safe_float(t.get("bidPx"))
-        if ask is None and bid is None:
+        mark = _safe_float(t.get("markPx"))
+        if ask is None and bid is None and mark is None:
             continue
+        expiry_be = expiry_breakeven_from_ask(
+            opt_type=opt_type,
+            strike=strike,
+            ask_px=ask,
+            mark_px=mark,
+        )
         mny = option_moneyness(opt_type=opt_type, strike=strike, index_px=idx)
         exp_key = str(exp_ms)
         expiries.setdefault(exp_key, []).append(
@@ -343,6 +356,9 @@ def build_option_chain(
                 "exp_time": exp_ms,
                 "ask": ask,
                 "bid": bid,
+                "mark_px": mark,
+                "expiry_be_px": expiry_be,
+                "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
                 "moneyness": mny,
                 "moneyness_label": option_moneyness_label(mny),
                 "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
@@ -383,6 +399,14 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
             bid = round_option_px(mark, tick_sz, "sell")
         uly = str(meta.get("uly") or "")
         idx = fetch_index_price(ex, uly)
+        opt_type = meta.get("optType")
+        strike = _safe_float(meta.get("stk"))
+        expiry_be = expiry_breakeven_from_ask(
+            opt_type=str(opt_type or ""),
+            strike=strike,
+            ask_px=ask,
+            mark_px=mark,
+        )
         return {
             "ok": True,
             "inst_id": inst_id,
@@ -391,11 +415,13 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
             "bid": bid,
             "mark": mark,
             "index_px": idx,
+            "expiry_be_px": expiry_be,
+            "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
             "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
             "min_sz": int(_safe_float(meta.get("minSz")) or 1),
             "tick_sz": tick_sz,
-            "strike": _safe_float(meta.get("stk")),
-            "opt_type": meta.get("optType"),
+            "strike": strike,
+            "opt_type": opt_type,
             "exp_time": meta.get("expTime"),
         }
     except Exception as e: