Preflight options position limit for dual-leg OO hedges.

Reject OO start when max active is under 2 free slots so limit=1 cannot open a half straddle.

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

lib/options/options_position_limit_lib.py

@@ -2,7 +2,7 @@
 from __future__ import annotations
 
 import os
-from typing import Any, Optional
+from typing import Any, Optional, Sequence
 
 
 def options_max_active_positions() -> int:
@@ -41,17 +41,36 @@ def _inst_already_open(rows: list[dict[str, Any]], inst_id: str) -> bool:
     return False
 
 
+def _normalize_inst_ids(
+    opening_inst_id: str = "",
+    opening_inst_ids: Optional[Sequence[str]] = None,
+) -> list[str]:
+    out: list[str] = []
+    seen: set[str] = set()
+    for raw in list(opening_inst_ids or []) + ([opening_inst_id] if opening_inst_id else []):
+        iid = str(raw or "").strip()
+        if not iid or iid in seen:
+            continue
+        seen.add(iid)
+        out.append(iid)
+    return out
+
+
 def option_position_limit_block_msg(
     ex: Any,
     *,
     opening_inst_id: str = "",
+    opening_inst_ids: Optional[Sequence[str]] = None,
+    new_positions: Optional[int] = None,
     max_active: Optional[int] = None,
     fetch_positions=None,
 ) -> Optional[str]:
     """若禁止新开买期权则返回中文原因,否则 None.
 
     - max_active<=0:不限制
-    - 加仓已有合约(opening_inst_id 已在持仓中):不占新笔数,放行
+    - opening_inst_ids:本次要开的合约;已在持仓中的不占新笔数
+    - new_positions:显式指定还需新占几笔(默认按 opening_inst_ids 推算)
+    - 期期两腿应一次传入两个 inst_id,在开仓前预检,避免上限=1 时开出半边仓
     - 拉持仓失败:拒绝开仓(避免绕过上限)
     """
     mx = options_max_active_positions() if max_active is None else int(max_active)
@@ -69,8 +88,26 @@ def option_position_limit_block_msg(
     if rows is None:
         return f"无法获取期权持仓,暂不可开仓(上限 {mx} 笔)"
     active = count_live_option_positions(rows)
-    if _inst_already_open(rows, opening_inst_id):
+    ids = _normalize_inst_ids(opening_inst_id, opening_inst_ids)
+
+    if new_positions is None:
+        if ids:
+            already = sum(1 for i in ids if _inst_already_open(rows, i))
+            need = max(0, len(ids) - already)
+        else:
+            need = 1
+    else:
+        need = max(0, int(new_positions))
+        if need <= 1 and len(ids) == 1 and _inst_already_open(rows, ids[0]):
+            return None
+
+    if need <= 0:
         return None
-    if active >= mx:
-        return f"期权持仓已达上限({active}/{mx}),请先平仓后再开"
-    return None
+    if active + need <= mx:
+        return None
+    if need >= 2:
+        return (
+            f"期期对冲需新开 {need} 笔期权,当前已有 {active} 笔、上限 {mx};"
+            f"请将 OKX_OPTIONS_MAX_ACTIVE_POSITIONS 设为 0(不限制)或不小于 {active + need},或先平仓"
+        )
+    return f"期权持仓已达上限({active}/{mx}),请先平仓后再开"