Options: default nearest expiry and env ask-liquidity chain filter.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -14,6 +14,8 @@
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moneyFilter: "all",
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chainView: "list",
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strikeExpandAll: false,
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/** 环境 OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED;链接口可热更新 */
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askLiqFilter: root.dataset.askLiqFilter !== "0",
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chain: panelCache.chain || null,
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selectedInst: null,
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orderQuote: null,
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@@ -361,21 +363,41 @@
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return "";
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}
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function askLiqFilterOn() {
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return !!state.askLiqFilter;
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}
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function hasAskLiquidity(c) {
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if (!c) return false;
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if (c.ask_estimated) return false;
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const a = Number(c.ask);
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const s = Number(c.ask_sz);
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return Number.isFinite(a) && a > 0 && Number.isFinite(s) && s >= 1;
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}
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function syncAskLiqFilterFromChain(d) {
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if (!d || d.ask_liq_filter_enabled == null) return;
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state.askLiqFilter = !!d.ask_liq_filter_enabled;
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root.dataset.askLiqFilter = state.askLiqFilter ? "1" : "0";
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}
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function countContractsForType(contracts) {
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if (state.chainView === "t") {
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return countStraddleStrikes(contracts);
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}
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return (contracts || []).filter(function (c) {
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return c.opt_type === state.optType;
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if (c.opt_type !== state.optType) return false;
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if (askLiqFilterOn() && !hasAskLiquidity(c)) return false;
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return true;
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}).length;
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}
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function countStraddleStrikes(contracts) {
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const strikes = new Set();
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(contracts || []).forEach(function (c) {
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if (c.strike != null) strikes.add(String(c.strike));
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const rows = buildStraddleRows(contracts).filter(function (row) {
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if (!askLiqFilterOn()) return true;
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return hasAskLiquidity(row.call) || hasAskLiquidity(row.put);
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});
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return strikes.size;
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return rows.length;
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}
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function buildStraddleRows(contracts) {
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@@ -418,7 +440,11 @@
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function filterStraddleRows(rows, indexPx) {
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const atmStrike = findAtmStrike(rows, indexPx);
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return rows.filter(function (row) {
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return matchesStrikeRowFilter(row.strike, indexPx, atmStrike);
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if (!matchesStrikeRowFilter(row.strike, indexPx, atmStrike)) return false;
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if (askLiqFilterOn() && !hasAskLiquidity(row.call) && !hasAskLiquidity(row.put)) {
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return false;
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}
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return true;
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});
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}
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@@ -479,7 +505,10 @@
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function filterChainContracts(contracts) {
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return (contracts || []).filter(function (c) {
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return c.opt_type === state.optType && matchesMoneyFilter(c.moneyness);
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if (c.opt_type !== state.optType) return false;
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if (!matchesMoneyFilter(c.moneyness)) return false;
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if (askLiqFilterOn() && !hasAskLiquidity(c)) return false;
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return true;
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});
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}
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@@ -536,11 +565,32 @@
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}
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const line = document.getElementById("opt-index-line");
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if (line) {
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const liqHint = askLiqFilterOn() ? "仅显示卖一深度≥1张" : "显示全部卖一(含估算~)";
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line.textContent =
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"指数 " + state.underlying + " ≈ " + fmt(idx, 2) + " · 默认显示全部 · 实值含平值 · 虚值=价外";
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"指数 " + state.underlying + " ≈ " + fmt(idx, 2) +
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" · 默认最近一期 · " + liqHint + " · 实值含平值 · 虚值=价外";
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}
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}
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function pickNearestExpiry(exps) {
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if (!exps || !exps.length) return "";
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const now = Date.now();
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let best = null;
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let bestDelta = Infinity;
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exps.forEach(function (e) {
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const t = Number(e.exp_time);
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if (!Number.isFinite(t)) return;
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const delta = t - now;
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if (delta < -60000) return;
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if (delta < bestDelta) {
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bestDelta = delta;
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best = e;
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}
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});
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if (best) return String(best.exp_time);
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return String(exps[0].exp_time);
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}
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function renderExpiryOptions(preserveSelection) {
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const sel = document.getElementById("opt-exp-select");
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if (!sel) return;
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@@ -555,6 +605,8 @@
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});
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if (prev && exps.some(function (e) { return String(e.exp_time) === String(prev); })) {
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sel.value = prev;
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} else if (exps.length) {
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sel.value = pickNearestExpiry(exps);
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}
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}
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@@ -852,7 +904,8 @@
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if (!list.length) {
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const label = moneyFilterLabel();
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const suffix = label ? label : optTypeLabel(state.optType);
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tbody.innerHTML = '<tr><td colspan="' + cols + '" class="muted">该到期日暂无' + suffix + "合约</td></tr>";
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const liqTip = askLiqFilterOn() ? "(卖一深度≥1 时才显示,可在环境配置关闭筛选)" : "";
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tbody.innerHTML = '<tr><td colspan="' + cols + '" class="muted">该到期日暂无' + suffix + "合约" + liqTip + "</td></tr>";
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state.selectedInst = null;
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return;
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}
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@@ -911,8 +964,10 @@
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const atmStrike = findAtmStrike(rows, indexPx);
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let matchedSelected = false;
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rows.forEach(function (row) {
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const call = row.call;
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const put = row.put;
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const callRaw = row.call;
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const putRaw = row.put;
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const call = callRaw && (!askLiqFilterOn() || hasAskLiquidity(callRaw)) ? callRaw : null;
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const put = putRaw && (!askLiqFilterOn() || hasAskLiquidity(putRaw)) ? putRaw : null;
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const combined = straddleAskPerUnit(call && call.ask, put && put.ask);
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const tr = document.createElement("tr");
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tr.className = "opt-strike-row opt-strike-row-t";
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@@ -1090,6 +1145,7 @@
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panelCache.chain = d;
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panelCache.underlying = uly;
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panelCache.optType = state.optType;
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syncAskLiqFilterFromChain(d);
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if (!soft) {
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state.selectedInst = null;
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resetMoneyFilterToAll();
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