Auto-cancel stale option close limits after pending TTL.

Default 10m via OKX_OPTIONS_PENDING_TTL_SECONDS; show age/countdown in pending panel; monitor loop cancels sell closes.

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

docs/对冲计划开发方案.md

@@ -163,6 +163,7 @@
 | 分批 | 买一不够则剩余下一轮再平再锁新买一 |
 | 有效流动性 | 残档买一禁止按买盘平 |
 | 2× 门控 | 目标位/自动类路径首次需可回收≥2×权利金并持续 hold;手动买一平只验流动性 |
+| 平仓挂单 TTL | 卖出限价超 `OKX_OPTIONS_PENDING_TTL_SECONDS`(默认 10 分钟)自动撤;UI「委托」可见 |
 
 完整说明(可单独打开):**[期权开平仓与监控说明.md](./期权开平仓与监控说明.md)** · 线上 `/options/guide`.
 

docs/期权开平仓与监控说明.md

@@ -27,6 +27,7 @@
 2. **只锁买一**:本轮张数 = `min(持仓, 买一深度)`,限价 = 校验通过当刻的买一价.
 3. **不吃买二及以下**;买一不够则只平本轮能吃掉的部分,**剩余仓位保留**,下次再平再锁新的买一.
 4. 全程 `reduceOnly` 限价卖.
+5. **平仓限价挂单超时自动撤**:卖出/平仓委托未成交超过默认 **10 分钟**(`OKX_OPTIONS_PENDING_TTL_SECONDS`,默认 600)由监控自动撤销,并可微信通知;UI「委托」面板实时展示挂单与剩余自动撤倒计时.
 
 示例:持仓 300、买一深度 200 → 本轮只平 200;剩 100 等下次「买一平仓」或目标位再次触发.
 
@@ -52,6 +53,8 @@
 |------|------|
 | 持仓 / 买盘预览 | 轮询刷新;净盈亏按**本轮买一可回收 − 权利金** |
 | 残档买一 | 买一 ≪ 标记/内在价值(默认 < 30%) → 禁止按买盘平,UI 显示无效 |
+| 未成交委托 | 期权下单区右侧「委托」列表展示开/平仓限价单,可手动撤销;页面轮询刷新 |
+| 平仓挂单超时 | 卖出平仓限价超 TTL 未成交 → 自动撤单(默认 10 分钟) |
 | 目标位 | 独立监控表;触发后买一平;推送企业微信(防重复) |
 | 翻倍提醒 | 未实现口径达权利金 × `OKX_OPTIONS_PROFIT_ALERT_RATIO` 时推送一次 |
 | 到期 | 无系统止损;到期交割/保险腿自灭(对冲计划另有退出规则) |
@@ -71,12 +74,13 @@
 
 ## 5. 风险点
 
-1. **流动性不足**:只平买一深度,大仓位可能多次才能平完;若买一突然撤单,限价可能挂而不成交.
-2. **残档假买一**:若未拦住残档会严重贱卖 — 系统用标记/内在价值比例拦截,但不等于保证最优成交价.
-3. **权利金沉没**:手动可在未达 2× 时平仓,可能主动止损或提前锁利不及预期.
-4. **无市价强平**:盘口真空时系统**不会**市价砸盘,仓位可能留到到期.
-5. **目标位只看指数**:触达后仍受买一/2×门控约束,可能「到价却平不掉」.
-6. **对冲计划腿**:期权腿退出规则见对冲方案;独立期权页平仓勿与计划状态脱节.
+1. **流动性不足**:只平买一深度,大仓位可能多次才能平完;若买一突然撤档,限价可能挂着 — 超 TTL 会自动撤,之后需再次点平或等目标触发.
+2. **开仓挂单**:买入委托不在超时自动撤范围(仅平仓卖单);可在「委托」面板手动撤销.
+3. **残档假买一**:若未拦住残档会严重贱卖 — 系统用标记/内在价值比例拦截,但不等于保证最优成交价.
+4. **权利金沉没**:手动可在未达 2× 时平仓,可能主动止损或提前锁利不及预期.
+5. **无市价强平**:盘口真空时系统**不会**市价砸盘,仓位可能留到到期.
+6. **目标位只看指数**:触达后仍受买一/2×门控约束,可能「到价却平不掉」.
+7. **对冲计划腿**:期权腿退出规则见对冲方案;独立期权页平仓勿与计划状态脱节.
 
 ---
 

docs/期权方案.md

@@ -96,6 +96,8 @@ OKX_OPTIONS_TD_MODE=cross
 # OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
 OKX_OPTIONS_CLOSE_RECYCLE_MULT=2
 OKX_OPTIONS_CLOSE_HOLD_SECONDS=120
+# 平仓限价挂单超时自动撤(秒),默认 600=10 分钟;联调可临时改 60
+OKX_OPTIONS_PENDING_TTL_SECONDS=600
 ```
 
 平仓执行:**只锁买一限价**,说明见 [期权开平仓与监控说明.md](./期权开平仓与监控说明.md);线上 `/options/guide`.

lib/common/static/instance_theme.css

@@ -3669,6 +3669,11 @@ html[data-theme="light"] .options-strike-table--t .opt-strike-row-atm td {
   color: #9ec0ff;
   font-weight: 600;
 }
+.opt-pending-ttl-hint {
+  margin: 0 0 8px;
+  font-size: 12px;
+  line-height: 1.4;
+}
 .opt-order-pending-head .btn-secondary {
   font-size: 0.68rem;
   padding: 2px 8px;

lib/common/static/options_panel.js

@@ -28,6 +28,7 @@
   let positionsRefreshSeq = 0;
   let refreshAllTimer = null;
   let pendingRefreshTimer = null;
+  let pendingTtlSeconds = 600;
   const POSITIONS_STALE_MS = 45000;
   const PENDING_POLL_MS = 8000;
 
@@ -123,8 +124,30 @@
     startPendingOrdersPoll();
   }
 
-  function paintPendingOrders(orders) {
+  function fmtPendingAge(sec) {
+    if (sec == null || Number.isNaN(Number(sec))) return "—";
+    let s = Math.max(0, Math.round(Number(sec)));
+    if (s < 60) return s + "秒";
+    const m = Math.floor(s / 60);
+    const rs = s % 60;
+    if (m < 60) return rs ? m + "分" + rs + "秒" : m + "分";
+    const h = Math.floor(m / 60);
+    const rm = m % 60;
+    return rm ? h + "时" + rm + "分" : h + "时";
+  }
+
+  function paintPendingOrders(orders, ttlSec) {
     const host = document.getElementById("opt-pending-list");
+    const hint = document.getElementById("opt-pending-ttl-hint");
+    if (ttlSec != null && !Number.isNaN(Number(ttlSec))) {
+      pendingTtlSeconds = Number(ttlSec);
+    }
+    if (hint) {
+      const ttl = pendingTtlSeconds;
+      hint.textContent = ttl > 0
+        ? ("平仓限价超 " + fmtPendingAge(ttl) + " 未成交将自动撤销")
+        : "平仓超时自动撤单已关闭";
+    }
     if (!host) return;
     const rows = Array.isArray(orders) ? orders : [];
     if (!rows.length) {
@@ -136,10 +159,17 @@
       const sideCls = side === "buy" ? "is-buy" : side === "sell" ? "is-sell" : "";
       const remain = (o.sz != null && o.fill_sz != null) ? Math.max(0, Number(o.sz) - Number(o.fill_sz)) : o.sz;
       const pxTxt = o.px != null ? fmtOptionPx(o.px, null) : "—";
+      const kind = o.is_close_order ? "平仓" : "开仓";
+      let ttlTxt = "";
+      if (o.auto_cancel_enabled) {
+        if (o.stale) ttlTxt = " · 超时待撤";
+        else if (o.expire_in_sec != null) ttlTxt = " · 剩 " + fmtPendingAge(o.expire_in_sec) + " 自动撤";
+      }
+      const ageTxt = o.age_sec != null ? ("已挂 " + fmtPendingAge(o.age_sec)) : "";
       return (
         '<div class="opt-pending-item" data-ord="' + (o.ord_id || "") + '" data-inst="' + (o.inst_id || "") + '">' +
         '<div class="opt-pending-item-top">' +
-        '<span class="opt-pending-side ' + sideCls + '">' + (o.side_label || side || "—") + "</span>" +
+        '<span class="opt-pending-side ' + sideCls + '">' + kind + " · " + (o.side_label || side || "—") + "</span>" +
         '<button type="button" class="btn-secondary opt-pending-cancel" data-ord="' + (o.ord_id || "") +
         '" data-inst="' + (o.inst_id || "") + '">撤销</button>' +
         "</div>" +
@@ -148,6 +178,8 @@
         " · 张数 " + (o.sz != null ? o.sz : "—") +
         (o.fill_sz != null && Number(o.fill_sz) > 0 ? " · 已成 " + o.fill_sz : "") +
         (remain != null && o.fill_sz != null && Number(o.fill_sz) > 0 ? " · 剩余 " + remain : "") +
+        (ageTxt ? " · " + ageTxt : "") +
+        ttlTxt +
         "</div></div>"
       );
     }).join("");
@@ -167,7 +199,7 @@
         host.innerHTML = '<div class="muted opt-pending-empty">' + (d.msg || "获取委托失败") + "</div>";
         return;
       }
-      paintPendingOrders(d.orders || []);
+      paintPendingOrders(d.orders || [], d.pending_ttl_seconds);
     } catch (e) {
       host.innerHTML = '<div class="muted opt-pending-empty">获取委托失败</div>';
     }
@@ -176,8 +208,7 @@
   function startPendingOrdersPoll() {
     stopPendingOrdersPoll();
     pendingRefreshTimer = setInterval(function () {
-      const panel = orderPanel();
-      if (!panel || panel.style.display === "none") {
+      if (!document.getElementById("options-root")) {
         stopPendingOrdersPoll();
         return;
       }
@@ -1709,6 +1740,8 @@
     syncMoneyFilterButtons();
     syncChainViewUI();
     updateUnderlyingLabel();
+    refreshPendingOrders();
+    startPendingOrdersPoll();
     const hasCache =
       panelCache.chain &&
       panelCache.underlying === state.underlying &&

lib/instance/templates/embed_shell.html

@@ -7,7 +7,7 @@
     <link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
     <link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
     <link rel="stylesheet" href="/static/instance_page.css?v=6">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=91">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=92">
     <script src="/static/account_risk_badge.js?v=4"></script>
     <meta name="theme-color" content="#0b0d14">
     <title>{{ exchange_display }} · 加密货币 | 交易监控复盘系统</title>

lib/instance/templates/index.html

@@ -17,7 +17,7 @@
     <link rel="manifest" href="/static/icons/manifest.webmanifest">
     <title>{{ exchange_display }} · 加密货币 | 交易监控复盘系统</title>
     <link rel="stylesheet" href="/static/instance_page.css?v=3">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=91">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=92">
 
 </head>
 <body

lib/options/options_monitor_lib.py

@@ -272,6 +272,7 @@ def options_monitor_loop(
     profit_ratio: float,
     sync_trades_fn: Callable[[sqlite3.Connection], int] | None = None,
     target_close_fn: Callable[[str], dict[str, Any]] | None = None,
+    stale_pending_fn: Callable[[], dict[str, Any]] | None = None,
     stop_event: Any = None,
 ) -> None:
     if not enabled:
@@ -306,6 +307,12 @@ def options_monitor_loop(
                 conn.commit()
             finally:
                 conn.close()
+            # 平仓限价挂单超时撤单(独立于 DB 事务)
+            if stale_pending_fn is not None:
+                try:
+                    stale_pending_fn()
+                except Exception:
+                    pass
         except Exception:
             pass
         time.sleep(max(5.0, float(poll_seconds)))

lib/options/options_pending_lib.py

@@ -0,0 +1,124 @@
+"""期权限价挂单:展示 enrichment + 超时自动撤单."""
+from __future__ import annotations
+
+import time
+from typing import Any
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def order_age_seconds(order: dict[str, Any], *, now_ms: float | None = None) -> float | None:
+    """根据交易所 cTime(ms) 估算挂单时长(秒)."""
+    ct = _safe_float(order.get("c_time") or order.get("cTime"))
+    if ct is None or ct <= 0:
+        return None
+    # OKX 一般为毫秒时间戳
+    if ct < 1e12:
+        ct *= 1000.0
+    now = float(now_ms if now_ms is not None else time.time() * 1000.0)
+    age = (now - ct) / 1000.0
+    return age if age >= 0 else 0.0
+
+
+def is_close_pending_order(order: dict[str, Any]) -> bool:
+    """平仓向限价挂单:卖出 / reduceOnly."""
+    side = str(order.get("side") or "").lower()
+    if side == "sell":
+        return True
+    return bool(order.get("reduce_only"))
+
+
+def enrich_pending_orders(
+    orders: list[dict[str, Any]] | None,
+    *,
+    ttl_seconds: float = 600.0,
+    now_ms: float | None = None,
+) -> list[dict[str, Any]]:
+    """为 UI 附加挂单时长与自动撤倒计时."""
+    ttl = max(0.0, float(ttl_seconds or 0))
+    now = float(now_ms if now_ms is not None else time.time() * 1000.0)
+    out: list[dict[str, Any]] = []
+    for raw in orders or []:
+        o = dict(raw)
+        age = order_age_seconds(o, now_ms=now)
+        is_close = is_close_pending_order(o)
+        o["age_sec"] = round(age, 1) if age is not None else None
+        o["is_close_order"] = is_close
+        o["auto_cancel_enabled"] = bool(is_close and ttl > 0)
+        if age is not None and is_close and ttl > 0:
+            remain = max(0.0, ttl - age)
+            o["ttl_seconds"] = ttl
+            o["expire_in_sec"] = round(remain, 1)
+            o["stale"] = remain <= 0
+        else:
+            o["ttl_seconds"] = ttl if is_close else None
+            o["expire_in_sec"] = None
+            o["stale"] = False
+        out.append(o)
+    return out
+
+
+def cancel_stale_close_pending_orders(
+    *,
+    fetch_pending: Any,
+    cancel_order: Any,
+    ttl_seconds: float = 600.0,
+    now_ms: float | None = None,
+    ex: Any = None,
+) -> dict[str, Any]:
+    """
+    平仓限价挂单超过 ttl 自动撤销.
+    fetch_pending(ex) -> list; cancel_order(ex, inst_id=..., ord_id=...).
+    """
+    ttl = float(ttl_seconds or 0)
+    if ttl <= 0:
+        return {"ok": True, "cancelled": 0, "checked": 0, "skipped": "ttl_disabled"}
+    try:
+        orders = fetch_pending(ex) if ex is not None else fetch_pending()
+    except TypeError:
+        orders = fetch_pending(ex)
+    except Exception as e:
+        return {"ok": False, "msg": str(e), "cancelled": 0, "checked": 0}
+    enriched = enrich_pending_orders(orders or [], ttl_seconds=ttl, now_ms=now_ms)
+    cancelled: list[dict[str, Any]] = []
+    errors: list[str] = []
+    checked = 0
+    for o in enriched:
+        if not o.get("is_close_order"):
+            continue
+        checked += 1
+        if not o.get("stale"):
+            continue
+        inst = str(o.get("inst_id") or "").strip()
+        oid = str(o.get("ord_id") or "").strip()
+        if not inst or not oid:
+            continue
+        try:
+            if ex is not None:
+                res = cancel_order(ex, inst_id=inst, ord_id=oid)
+            else:
+                res = cancel_order(inst_id=inst, ord_id=oid)
+        except TypeError:
+            res = cancel_order(ex, inst_id=inst, ord_id=oid)
+        except Exception as e:
+            errors.append(f"{oid}:{e}")
+            continue
+        if res.get("ok"):
+            cancelled.append({"inst_id": inst, "ord_id": oid, "age_sec": o.get("age_sec")})
+        else:
+            errors.append(f"{oid}:{res.get('msg') or 'cancel_failed'}")
+    return {
+        "ok": True,
+        "cancelled": len(cancelled),
+        "checked": checked,
+        "orders": cancelled,
+        "errors": errors,
+        "ttl_seconds": ttl,
+    }

lib/options/options_register.py

@@ -107,6 +107,8 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "isolated").strip(),
         # 市价平仓已硬关闭(忽略 env),仅买一限价
         "allow_market_close": False,
+        # 平仓限价挂单超时自动撤单(秒);默认 600=10 分钟,联调可设 60
+        "pending_ttl_seconds": _env_float("OKX_OPTIONS_PENDING_TTL_SECONDS", 600.0),
         "profit_ratio": _env_float("OKX_OPTIONS_PROFIT_ALERT_RATIO", 1.0),
         "poll_seconds": _env_float("OKX_OPTIONS_POLL_SECONDS", 15.0),
         "account_label": (os.getenv("OKX_OPTIONS_ACCOUNT_LABEL") or "OKX期权").strip(),
@@ -586,7 +588,18 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             orders = cfg["fetch_option_pending_orders"](ex, inst_id)
         except Exception as e:
             return jsonify({"ok": False, "msg": f"获取委托失败: {e}"})
-        return jsonify({"ok": True, "orders": orders, "count": len(orders)})
+        from lib.options.options_pending_lib import enrich_pending_orders
+
+        ttl = float(cfg.get("pending_ttl_seconds") or 600.0)
+        enriched = enrich_pending_orders(orders, ttl_seconds=ttl)
+        return jsonify(
+            {
+                "ok": True,
+                "orders": enriched,
+                "count": len(enriched),
+                "pending_ttl_seconds": ttl,
+            }
+        )
 
     @app.route("/api/options/orders/cancel", methods=["POST"])
     @lr
@@ -1079,6 +1092,43 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
                 pass
         return result
 
+    def _stale_pending() -> dict[str, Any]:
+        from lib.exchange.okx_options_lib import invalidate_option_positions_cache
+        from lib.options.options_pending_lib import cancel_stale_close_pending_orders
+
+        ex = cfg.get("exchange_options")
+        if ex is None:
+            return {"ok": False, "msg": "期权 exchange 未就绪"}
+        ttl = float(cfg.get("pending_ttl_seconds") or 600.0)
+        out = cancel_stale_close_pending_orders(
+            fetch_pending=lambda _ex: cfg["fetch_option_pending_orders"](_ex),
+            cancel_order=lambda _ex, inst_id, ord_id: cfg["cancel_option_order"](
+                _ex, inst_id=inst_id, ord_id=ord_id
+            ),
+            ttl_seconds=ttl,
+            ex=ex,
+        )
+        if out.get("cancelled"):
+            try:
+                invalidate_option_positions_cache()
+            except Exception:
+                pass
+            try:
+                send = cfg.get("send_wechat")
+                if callable(send):
+                    parts = [
+                        "【OKX期权·挂单超时撤销】",
+                        f"账户:{cfg.get('account_label') or 'OKX期权'}",
+                        f"超时:{ttl:g}s",
+                        f"撤销:{out.get('cancelled')} 笔",
+                    ]
+                    for o in out.get("orders") or []:
+                        parts.append(f"- {o.get('inst_id')} #{o.get('ord_id')}")
+                    send("\n".join(parts))
+            except Exception:
+                pass
+        return out
+
     t = threading.Thread(
         target=options_monitor_loop,
         kwargs={
@@ -1092,6 +1142,7 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
             "profit_ratio": cfg["profit_ratio"],
             "sync_trades_fn": _sync,
             "target_close_fn": _target_close,
+            "stale_pending_fn": _stale_pending,
         },
         daemon=True,
         name="options-monitor",

lib/options/templates/options_panel.html

@@ -107,6 +107,7 @@
                                 <h4 class="opt-order-pending-title">委托</h4>
                                 <button type="button" class="btn-secondary" id="opt-pending-refresh">刷新</button>
                             </div>
+                            <p class="muted opt-pending-ttl-hint" id="opt-pending-ttl-hint">平仓限价超 10 分未成交将自动撤销</p>
                             <div id="opt-pending-list" class="opt-pending-list">
                                 <div class="muted opt-pending-empty">暂无未成交委托</div>
                             </div>
@@ -272,4 +273,4 @@
     </div>
 </div>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
-<script src="/static/options_panel.js?v=30"></script>
+<script src="/static/options_panel.js?v=31"></script>

tests/test_options_pending_lib.py

@@ -0,0 +1,63 @@
+"""期权挂单超时撤单单测."""
+from unittest import TestCase
+
+from lib.options.options_pending_lib import (
+    cancel_stale_close_pending_orders,
+    enrich_pending_orders,
+    is_close_pending_order,
+    order_age_seconds,
+)
+
+
+class OptionsPendingLibTests(TestCase):
+    def test_order_age_and_close_detect(self):
+        now = 1_700_000_600_000
+        age = order_age_seconds({"c_time": now - 90_000}, now_ms=now)
+        self.assertAlmostEqual(age, 90.0, places=3)
+        self.assertTrue(is_close_pending_order({"side": "sell"}))
+        self.assertTrue(is_close_pending_order({"side": "buy", "reduce_only": True}))
+        self.assertFalse(is_close_pending_order({"side": "buy"}))
+
+    def test_enrich_expire(self):
+        now = 1_700_000_600_000
+        rows = enrich_pending_orders(
+            [
+                {"ord_id": "1", "inst_id": "A", "side": "sell", "c_time": now - 700_000},
+                {"ord_id": "2", "inst_id": "B", "side": "buy", "c_time": now - 700_000},
+                {"ord_id": "3", "inst_id": "C", "side": "sell", "c_time": now - 30_000},
+            ],
+            ttl_seconds=600,
+            now_ms=now,
+        )
+        by_id = {r["ord_id"]: r for r in rows}
+        self.assertTrue(by_id["1"]["stale"])
+        self.assertTrue(by_id["1"]["auto_cancel_enabled"])
+        self.assertFalse(by_id["2"]["auto_cancel_enabled"])
+        self.assertFalse(by_id["3"]["stale"])
+        self.assertAlmostEqual(by_id["3"]["expire_in_sec"], 570.0, places=0)
+
+    def test_cancel_stale_only_close(self):
+        now = 1_700_000_600_000
+        pending = [
+            {"ord_id": "s1", "inst_id": "A", "side": "sell", "c_time": now - 700_000},
+            {"ord_id": "b1", "inst_id": "B", "side": "buy", "c_time": now - 700_000},
+            {"ord_id": "s2", "inst_id": "C", "side": "sell", "c_time": now - 10_000},
+        ]
+        cancelled = []
+
+        def fetch(_ex=None):
+            return pending
+
+        def cancel(_ex=None, inst_id=None, ord_id=None):
+            cancelled.append((inst_id, ord_id))
+            return {"ok": True}
+
+        out = cancel_stale_close_pending_orders(
+            fetch_pending=fetch,
+            cancel_order=cancel,
+            ttl_seconds=60,
+            now_ms=now,
+            ex=object(),
+        )
+        self.assertEqual(out["cancelled"], 1)
+        self.assertEqual(cancelled, [("A", "s1")])