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>

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>