dekun
4686cf049a
Block mark-as-ask opens, show reference mark when no depth, cap sheets to ask size; leave close paths unchanged. Document in docs/更新文档.md. Co-authored-by: Cursor <cursoragent@cursor.com>
23 lines
800 B
Python
23 lines
800 B
Python
"""期权买入流动性门禁:真实卖一价+深度."""
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from lib.exchange.okx_options_lib import (
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cap_option_buy_sheets_to_ask_depth,
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option_buy_liquidity_ok,
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)
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def test_option_buy_liquidity_ok_requires_ask_and_depth():
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assert option_buy_liquidity_ok(10, 1)[0] is True
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assert option_buy_liquidity_ok(10, 0)[0] is False
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assert option_buy_liquidity_ok(10, None)[0] is False
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assert option_buy_liquidity_ok(None, 5)[0] is False
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assert option_buy_liquidity_ok(0, 5)[0] is False
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def test_cap_option_buy_sheets_to_ask_depth():
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capped, msg = cap_option_buy_sheets_to_ask_depth(9, 2.8, min_sz=1)
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assert capped == 2
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assert msg == ""
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capped, msg = cap_option_buy_sheets_to_ask_depth(1, 0.4, min_sz=1)
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assert capped is None
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assert "深度不足" in msg
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