From e1c14977e6d27147486e1f3a3b611cfb4586049d Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Tue, 7 Jul 2026 08:58:31 +0800
Subject: [PATCH] fix: OKX option quote requires instFamily with instId

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 lib/exchange/okx_options_lib.py | 110 +++++++++++++++++++++-----------
 tests/test_options_pricing.py   |   7 +-
 2 files changed, 77 insertions(+), 40 deletions(-)

diff --git a/lib/exchange/okx_options_lib.py b/lib/exchange/okx_options_lib.py
index 391413b..43d75f3 100644
--- a/lib/exchange/okx_options_lib.py
+++ b/lib/exchange/okx_options_lib.py
@@ -90,6 +90,35 @@ def _pos_side_from_position(pos: dict[str, Any] | None) -> str | None:
     return "net"
 
 
+def inst_family_from_inst_id(inst_id: str) -> str | None:
+    """从 instId 解析 instFamily，如 ETH-USD_UM-260707-1790-C → ETH-USD_UM。"""
+    parts = (inst_id or "").strip().split("-")
+    if len(parts) < 4:
+        return None
+    return "-".join(parts[:-3])
+
+
+def fetch_option_instrument_meta(ex: ccxt.okx, inst_id: str) -> dict[str, Any] | None:
+    family = inst_family_from_inst_id(inst_id)
+    if not family:
+        return None
+    try:
+        rows = ex.public_get_public_instruments(
+            {"instType": "OPTION", "instFamily": family, "instId": inst_id}
+        ).get("data") or []
+        if rows and isinstance(rows[0], dict):
+            return rows[0]
+        rows = ex.public_get_public_instruments(
+            {"instType": "OPTION", "instFamily": family}
+        ).get("data") or []
+        for r in rows:
+            if isinstance(r, dict) and str(r.get("instId")) == inst_id:
+                return r
+    except Exception:
+        return None
+    return None
+
+
 def _extract_ccy_balance(balance: dict[str, Any], ccy: str) -> float | None:
     ccy = (ccy or "").upper()
     if not isinstance(balance, dict):
@@ -244,45 +273,48 @@ def build_option_chain(
 
 
 def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
-    meta_rows = ex.public_get_public_instruments(
-        {"instType": "OPTION", "instId": inst_id}
-    ).get("data") or []
-    if not meta_rows:
-        return {"ok": False, "msg": "合约不存在"}
-    meta = meta_rows[0]
-    t_rows = ex.public_get_market_ticker({"instId": inst_id}).get("data") or []
-    t = t_rows[0] if t_rows else {}
-    ask = _safe_float(t.get("askPx"))
-    bid = _safe_float(t.get("bidPx"))
-    if ask is None or bid is None:
-        book_bid, book_ask = _fetch_book_bid_ask(ex, inst_id)
-        if ask is None:
-            ask = book_ask
-        if bid is None:
-            bid = book_bid
-    mark = _safe_float(t.get("markPx"))
-    tick_sz = meta.get("tickSz")
-    if ask is None and mark is not None:
-        ask = round_option_px(mark, tick_sz, "buy")
-    if bid is None and mark is not None:
-        bid = round_option_px(mark, tick_sz, "sell")
-    uly = str(meta.get("uly") or "")
-    idx = fetch_index_price(ex, uly)
-    return {
-        "ok": True,
-        "inst_id": inst_id,
-        "meta": meta,
-        "ask": ask,
-        "bid": bid,
-        "mark": mark,
-        "index_px": idx,
-        "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
-        "min_sz": int(_safe_float(meta.get("minSz")) or 1),
-        "tick_sz": meta.get("tickSz"),
-        "strike": _safe_float(meta.get("stk")),
-        "opt_type": meta.get("optType"),
-        "exp_time": meta.get("expTime"),
-    }
+    inst_id = (inst_id or "").strip()
+    if not inst_id:
+        return {"ok": False, "msg": "缺少 inst_id"}
+    try:
+        meta = fetch_option_instrument_meta(ex, inst_id)
+        if not meta:
+            return {"ok": False, "msg": "合约不存在"}
+        t_rows = ex.public_get_market_ticker({"instId": inst_id}).get("data") or []
+        t = t_rows[0] if t_rows else {}
+        ask = _safe_float(t.get("askPx"))
+        bid = _safe_float(t.get("bidPx"))
+        if ask is None or bid is None:
+            book_bid, book_ask = _fetch_book_bid_ask(ex, inst_id)
+            if ask is None:
+                ask = book_ask
+            if bid is None:
+                bid = book_bid
+        mark = _safe_float(t.get("markPx"))
+        tick_sz = meta.get("tickSz")
+        if ask is None and mark is not None:
+            ask = round_option_px(mark, tick_sz, "buy")
+        if bid is None and mark is not None:
+            bid = round_option_px(mark, tick_sz, "sell")
+        uly = str(meta.get("uly") or "")
+        idx = fetch_index_price(ex, uly)
+        return {
+            "ok": True,
+            "inst_id": inst_id,
+            "meta": meta,
+            "ask": ask,
+            "bid": bid,
+            "mark": mark,
+            "index_px": idx,
+            "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
+            "min_sz": int(_safe_float(meta.get("minSz")) or 1),
+            "tick_sz": tick_sz,
+            "strike": _safe_float(meta.get("stk")),
+            "opt_type": meta.get("optType"),
+            "exp_time": meta.get("expTime"),
+        }
+    except Exception as e:
+        return {"ok": False, "msg": str(e)}
 
 
 def place_option_limit_order(
diff --git a/tests/test_options_pricing.py b/tests/test_options_pricing.py
index d110956..8ee4fa1 100644
--- a/tests/test_options_pricing.py
+++ b/tests/test_options_pricing.py
@@ -5,7 +5,12 @@ from lib.options.options_pricing_lib import (
     sheets_from_eth_amount,
     total_premium,
 )
-from lib.exchange.okx_options_lib import format_option_px, round_option_px
+from lib.exchange.okx_options_lib import format_option_px, inst_family_from_inst_id, round_option_px
+
+
+def test_inst_family_from_inst_id():
+    assert inst_family_from_inst_id("ETH-USD_UM-260707-1790-C") == "ETH-USD_UM"
+    assert inst_family_from_inst_id("BTC-USD-260925-60000-C") == "BTC-USD"
 
 
 def test_round_option_px():