"""期权买入流动性门禁:真实卖一价+深度.""" from lib.exchange.okx_options_lib import ( cap_option_buy_sheets_to_ask_depth, option_buy_liquidity_ok, ) def test_option_buy_liquidity_ok_requires_ask_and_depth(): assert option_buy_liquidity_ok(10, 1)[0] is True assert option_buy_liquidity_ok(10, 0)[0] is False assert option_buy_liquidity_ok(10, None)[0] is False assert option_buy_liquidity_ok(None, 5)[0] is False assert option_buy_liquidity_ok(0, 5)[0] is False def test_cap_option_buy_sheets_to_ask_depth(): capped, msg = cap_option_buy_sheets_to_ask_depth(9, 2.8, min_sz=1) assert capped == 2 assert msg == "" capped, msg = cap_option_buy_sheets_to_ask_depth(1, 0.4, min_sz=1) assert capped is None assert "深度不足" in msg