Block option auto-close on stub bids far below mark.

Reject target and depth closes when bid is a residual tick, and show invalid-bid UI instead of recycling at junk prices.

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

lib/options/options_register.py

@@ -13,8 +13,12 @@ from lib.options.options_db import init_options_tables
 from lib.options.options_monitor_lib import options_monitor_loop
 from lib.options.options_pricing_lib import (
     calc_order_size,
+    close_ref_prices,
     ct_mult_from_meta,
     estimate_close_by_bids,
+    fetch_option_mark_px,
+    filter_bids_for_close,
+    is_stub_bid_px,
     min_sz_from_meta,
     premium_per_sheet,
     total_premium,
@@ -707,6 +711,41 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 return jsonify(order)
         elif depth_split:
             ct_mult = float(q.get("ct_mult") or 0.01)
+            from lib.exchange.okx_options_lib import option_fields_from_inst_id
+
+            mark_px = _safe_float(pos.get("markPx")) or _safe_float(q.get("mark_px") or q.get("mark"))
+            if mark_px is None:
+                mark_px = fetch_option_mark_px(ex, inst_id)
+            opt_type = pos.get("optType") or q.get("opt_type")
+            strike = _safe_float(pos.get("stk")) or _safe_float(q.get("strike"))
+            if not opt_type or strike is None:
+                pt, ps = option_fields_from_inst_id(inst_id)
+                opt_type = opt_type or pt
+                if strike is None:
+                    strike = ps
+            idx_px = _safe_float(pos.get("idxPx")) or _safe_float(q.get("index_px"))
+            mark_px, intrinsic_px = close_ref_prices(
+                mark_px=mark_px, opt_type=str(opt_type or ""), strike=strike, index_px=idx_px
+            )
+            book0 = cfg["fetch_option_book_depth"](ex, inst_id, 5)
+            usable0, stub_only0, stub_reason0 = filter_bids_for_close(
+                book0.get("bids") or [], mark_px=mark_px, intrinsic_px=intrinsic_px
+            )
+            if stub_only0 or not usable0:
+                bid_chk = None
+                if book0.get("bids"):
+                    bid_chk = _safe_float((book0.get("bids") or [{}])[0].get("px"))
+                bid_chk = bid_chk or _safe_float(bid)
+                stub, stub_reason = is_stub_bid_px(bid_chk, mark_px=mark_px, intrinsic_px=intrinsic_px)
+                if stub or stub_only0:
+                    return jsonify(
+                        {
+                            "ok": False,
+                            "msg": stub_reason0 or stub_reason or "暂无有效买盘,禁止按买盘自动平仓",
+                            "stopped_reason": "stub_bid",
+                            "auto_close_blocked": True,
+                        }
+                    )
             remaining = close_sheets
             submitted_sheets = 0
             filled_or_reduced_sheets = 0
@@ -726,7 +765,22 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     break
                 remaining = min(remaining, current_avail)
                 book = cfg["fetch_option_book_depth"](ex, inst_id, 5)
-                preview = estimate_close_by_bids(book.get("bids") or [], remaining, ct_mult=ct_mult)
+                preview = estimate_close_by_bids(
+                    book.get("bids") or [],
+                    remaining,
+                    ct_mult=ct_mult,
+                    mark_px=mark_px,
+                    intrinsic_px=intrinsic_px,
+                )
+                if preview.get("auto_close_blocked") or preview.get("bid_invalid"):
+                    return jsonify(
+                        {
+                            "ok": False,
+                            "msg": preview.get("bid_invalid_reason") or "暂无有效买盘,禁止按买盘自动平仓",
+                            "stopped_reason": "stub_bid",
+                            "auto_close_blocked": True,
+                        }
+                    )
                 levels = preview.get("levels") or []
                 if not levels:
                     stopped_reason = "no_bid_depth"
@@ -829,7 +883,33 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 }
             )
         else:
+            from lib.exchange.okx_options_lib import option_fields_from_inst_id
+
+            mark_px = _safe_float(pos.get("markPx")) or _safe_float(q.get("mark_px") or q.get("mark"))
+            if mark_px is None:
+                mark_px = fetch_option_mark_px(ex, inst_id)
+            opt_type = pos.get("optType") or q.get("opt_type")
+            strike = _safe_float(pos.get("stk")) or _safe_float(q.get("strike"))
+            if not opt_type or strike is None:
+                pt, ps = option_fields_from_inst_id(inst_id)
+                opt_type = opt_type or pt
+                if strike is None:
+                    strike = ps
+            idx_px = _safe_float(pos.get("idxPx")) or _safe_float(q.get("index_px"))
+            mark_px, intrinsic_px = close_ref_prices(
+                mark_px=mark_px, opt_type=str(opt_type or ""), strike=strike, index_px=idx_px
+            )
             close_px = float(bid)
+            stub, stub_reason = is_stub_bid_px(close_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
+            if stub:
+                return jsonify(
+                    {
+                        "ok": False,
+                        "msg": stub_reason or "暂无有效买盘,禁止按买盘自动平仓",
+                        "stopped_reason": "stub_bid",
+                        "auto_close_blocked": True,
+                    }
+                )
             order = cfg["place_option_limit_order"](
                 ex,
                 inst_id=inst_id,