From cfc1d42c09a70765ef22f4d8c1560851949b04b8 Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Wed, 15 Jul 2026 15:37:55 +0800
Subject: [PATCH] Fall back to mark price when option target close has no bid
 depth.

Keeps auto limit-close workable on thin books instead of stalling after the index target is hit.

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 lib/options/options_target_lib.py | 34 +++++++++++++++++++++++++++++--
 1 file changed, 32 insertions(+), 2 deletions(-)

diff --git a/lib/options/options_target_lib.py b/lib/options/options_target_lib.py
index e53a808..19ac10d 100644
--- a/lib/options/options_target_lib.py
+++ b/lib/options/options_target_lib.py
@@ -273,8 +273,13 @@ def close_option_by_bid_depth(
         preview = estimate_close_by_bids(book.get("bids") or [], remaining, ct_mult=ct_mult)
         levels = preview.get("levels") or []
         if not levels:
-            stopped_reason = "no_bid_depth"
-            break
+            # 无买盘时回退:报价买一 → 标记价 → 再查一次 quote
+            q2 = cfg["quote_option_contract"](ex, inst_id)
+            fallback_px = _safe_float(q2.get("bid")) or _safe_float(q2.get("mark_px")) or _safe_float(q.get("bid")) or _safe_float(q.get("mark_px"))
+            if fallback_px is None or fallback_px <= 0:
+                stopped_reason = "no_bid_depth"
+                break
+            levels = [{"sheets": remaining, "px": fallback_px, "fallback": True}]
         level = levels[0]
         level_sheets = int(level.get("sheets") or 0)
         level_px = float(level.get("px") or 0)
@@ -319,6 +324,31 @@ def close_option_by_bid_depth(
         remaining = max(0, close_sheets - filled_or_reduced_sheets)
 
     if not orders:
+        # 最后兜底:允许市价平仓时用市价
+        if cfg.get("allow_market_close"):
+            mkt = cfg["place_option_market_order"](
+                ex,
+                inst_id=inst_id,
+                side="sell",
+                sheets=close_sheets,
+                td_mode=td_mode,
+                reduce_only=True,
+                pos_side=pos_side,
+            )
+            if mkt.get("ok"):
+                oid = str((mkt.get("data") or {}).get("ordId") or "")
+                return {
+                    "ok": True,
+                    "mode": "market",
+                    "orders": [{"order": mkt, "sheets": close_sheets}],
+                    "submitted_sheets": close_sheets,
+                    "filled_or_reduced_sheets": close_sheets,
+                    "remaining_sheets": 0,
+                    "premium_received": None,
+                    "close_ord_id": oid or None,
+                    "fully_closed": True,
+                }
+            return {"ok": False, "msg": mkt.get("msg") or "市价平仓失败", "stopped_reason": stopped_reason}
         return {"ok": False, "msg": "暂无可用买盘深度,无法限价平仓", "stopped_reason": stopped_reason}
 
     avg_bid = (total_received / (submitted_sheets * ct_mult)) if submitted_sheets > 0 and ct_mult > 0 else 0