Gate option closes behind 2x recycle sustained for 2 minutes.

Require bid-side recoverable premium at least 2x cost continuously before target auto-close or depth close can fire.

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

lib/options/options_target_lib.py

@@ -6,6 +6,7 @@ import time
 from typing import Any, Callable
 
 from lib.options.options_db import init_options_tables
+from lib.options.options_close_gate_lib import update_close_gate
 from lib.options.options_pricing_lib import (
     close_ref_prices,
     estimate_close_by_bids,
@@ -333,28 +334,74 @@ def close_option_by_bid_depth(
         except Exception:
             pass
 
-    # 残档买盘:禁止自动按买盘平仓(并撤掉可能已挂的异常低价卖单)
+    # 残档买盘 / 回收未达 2×权利金持续门槛:禁止自动按买盘平仓
+    premium_paid = None
     try:
-        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
-        )
-        raw_bid0 = None
-        if book0.get("bids"):
-            raw_bid0 = _safe_float((book0.get("bids") or [{}])[0].get("px"))
-        if not usable0:
-            bid_chk = raw_bid0 or _safe_float(q.get("bid"))
-            stub, stub_reason = is_stub_bid_px(bid_chk, mark_px=mark_px, intrinsic_px=intrinsic_px)
-            if stub or stub_only0:
-                _cancel_sell_pending()
-                return {
-                    "ok": False,
-                    "msg": stub_reason0 or stub_reason or "暂无有效买盘,禁止自动平仓",
-                    "stopped_reason": "stub_bid",
-                    "auto_close_blocked": True,
-                }
+        conn_p = cfg["get_db"]()
+        try:
+            from lib.options.options_db import init_options_tables
+
+            init_options_tables(conn_p)
+            prow = conn_p.execute(
+                "SELECT premium_paid FROM options_trades WHERE inst_id = ? AND status = 'open' ORDER BY id DESC LIMIT 1",
+                (inst_id,),
+            ).fetchone()
+            if prow and prow["premium_paid"] is not None:
+                premium_paid = float(prow["premium_paid"])
+        finally:
+            conn_p.close()
     except Exception:
-        pass
+        premium_paid = _safe_float(pos.get("premium_paid"))
+
+    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
+    )
+    raw_bid0 = None
+    if book0.get("bids"):
+        raw_bid0 = _safe_float((book0.get("bids") or [{}])[0].get("px"))
+    if not usable0:
+        bid_chk = raw_bid0 or _safe_float(q.get("bid"))
+        stub, stub_reason = is_stub_bid_px(bid_chk, mark_px=mark_px, intrinsic_px=intrinsic_px)
+        if stub or stub_only0:
+            _cancel_sell_pending()
+            update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+            return {
+                "ok": False,
+                "msg": stub_reason0 or stub_reason or "暂无有效买盘,禁止自动平仓",
+                "stopped_reason": "stub_bid",
+                "auto_close_blocked": True,
+            }
+    preview0 = estimate_close_by_bids(
+        book0.get("bids") or [],
+        close_sheets,
+        ct_mult=ct_mult,
+        premium_paid=premium_paid,
+        mark_px=mark_px,
+        intrinsic_px=intrinsic_px,
+    )
+    if preview0.get("bid_invalid"):
+        _cancel_sell_pending()
+        update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+        return {
+            "ok": False,
+            "msg": preview0.get("bid_invalid_reason") or "暂无有效买盘,禁止自动平仓",
+            "stopped_reason": "stub_bid",
+            "auto_close_blocked": True,
+        }
+    gate0 = update_close_gate(
+        inst_id,
+        recycle_usdc=_safe_float(preview0.get("total_received")),
+        premium_paid=premium_paid,
+    )
+    if not gate0.get("ready"):
+        return {
+            "ok": False,
+            "msg": gate0.get("msg") or "平仓门控未就绪",
+            "stopped_reason": "close_gate",
+            "auto_close_blocked": True,
+            "close_gate": gate0,
+        }
 
     # 已有未成交卖平单时先等成交,避免每轮撤单重挂反复推送/吃档
     try:
@@ -372,6 +419,9 @@ def close_option_by_bid_depth(
                 return {"ok": False, "msg": "获取期权持仓失败"}
             pos = next((p for p in raw_positions if str(p.get("instId")) == inst_id), None)
             if not pos or _avail(pos) < 1:
+                from lib.options.options_close_gate_lib import clear_close_gate
+
+                clear_close_gate(inst_id)
                 return {
                     "ok": True,
                     "already_flat": True,
@@ -564,6 +614,9 @@ def close_option_by_bid_depth(
     prem_recv = round(total_received, 4)
     fully_submitted = submitted_sheets >= close_sheets and stopped_reason is None
     close_ord_id = ",".join(ord_ids) if ord_ids else None
+    from lib.options.options_close_gate_lib import clear_close_gate
+
+    clear_close_gate(inst_id)
 
     conn = cfg["get_db"]()
     try: