粉尘低于现货最小可卖量时忽略且不展示、不再重试卖回。

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

lib/options/options_spot_bridge_lib.py

@@ -13,6 +13,61 @@ BRIDGE_HOLDING = "holding"
 BRIDGE_PENDING_SELL = "pending_sell_spot"
 BRIDGE_CLOSED = "closed"
 
+# 拉取 instruments 失败时的兜底(与 OKX 现货常见 minSz 对齐)
+_SPOT_MIN_SZ_FALLBACK: dict[str, float] = {"ETH": 0.0001, "BTC": 0.00001}
+_SPOT_MIN_SZ_CACHE: dict[str, tuple[float, float]] = {}  # ccy -> (min_sz, mono_ts)
+_SPOT_MIN_SZ_TTL_SEC = 3600.0
+
+
+def spot_min_sell_sz(ex: Any | None, underlying: str) -> float:
+    """ETH/BTC-USDT 现货最小下单量(base ccy);粉尘低于此值不卖、不展示."""
+    ccy = (underlying or "ETH").strip().upper() or "ETH"
+    fb = float(_SPOT_MIN_SZ_FALLBACK.get(ccy) or _SPOT_MIN_SZ_FALLBACK["ETH"])
+    now = time.monotonic()
+    cached = _SPOT_MIN_SZ_CACHE.get(ccy)
+    if cached and (now - cached[1]) < _SPOT_MIN_SZ_TTL_SEC:
+        return float(cached[0])
+    min_sz = fb
+    if ex is not None:
+        try:
+            inst_id = spot_quote_inst_id(ccy)
+            rows = ex.public_get_public_instruments({"instType": "SPOT", "instId": inst_id}) or {}
+            data = rows.get("data") if isinstance(rows, dict) else None
+            if not data and hasattr(ex, "publicGetPublicInstruments"):
+                rows = ex.publicGetPublicInstruments({"instType": "SPOT", "instId": inst_id}) or {}
+                data = rows.get("data") if isinstance(rows, dict) else None
+            row = (data or [None])[0] if data else None
+            if isinstance(row, dict):
+                raw = _safe_float(row.get("minSz"))
+                if raw is not None and raw > 0:
+                    min_sz = float(raw)
+        except Exception:
+            pass
+    _SPOT_MIN_SZ_CACHE[ccy] = (min_sz, now)
+    return min_sz
+
+
+def is_sellable_spot_coin(ex: Any | None, underlying: str, amount: Any) -> bool:
+    """数量是否达到现货最小可卖(达到才重试/展示)."""
+    try:
+        amt = float(amount or 0)
+    except (TypeError, ValueError):
+        return False
+    if amt <= 0:
+        return False
+    return amt + 1e-15 >= spot_min_sell_sz(ex, underlying)
+
+
+def display_sellable_coin(ex: Any | None, underlying: str, amount: Any) -> float:
+    """展示用:不够 minSz 的粉尘归零."""
+    try:
+        amt = float(amount or 0)
+    except (TypeError, ValueError):
+        return 0.0
+    if not is_sellable_spot_coin(ex, underlying, amt):
+        return 0.0
+    return amt
+
 
 def ensure_bridge_table(conn: sqlite3.Connection) -> None:
     conn.execute(
@@ -229,8 +284,13 @@ def spot_market_sell_coin_to_usdt(
     amt = float(avail)
     if amt <= 0:
         return {"ok": False, "msg": f"{ccy} 数量须大于 0"}
+    min_sz = spot_min_sell_sz(ex, ccy)
+    if amt + 1e-15 < min_sz:
+        return {"ok": False, "msg": f"{ccy} 可卖数量过小(低于现货最小 {min_sz:g})"}
     # 留一点粉尘避免精度拒单
     sell_sz = max(0.0, amt * 0.999)
+    if sell_sz + 1e-15 < min_sz:
+        return {"ok": False, "msg": f"{ccy} 可卖数量过小(低于现货最小 {min_sz:g})"}
     inst_id = spot_quote_inst_id(ccy)
     try:
         # 现货卖出数量精度:截到 8 位
@@ -349,6 +409,43 @@ def sell_residual_after_option_flat(
         except Exception:
             pass
 
+    # 粉尘:不够现货最小下单量则忽略,不再重试;有桥则直接关闭
+    try:
+        avail_chk = fetch_trading_coin_available(ex, underlying)
+    except Exception:
+        avail_chk = None
+    if avail_chk is not None and not is_sellable_spot_coin(ex, underlying, avail_chk):
+        dust_msg = "粉尘低于现货最小可卖,已忽略"
+        if bid is None:
+            return {"ok": True, "msg": dust_msg, "skipped": True, "dust": True}
+        def _close_dust(c: sqlite3.Connection) -> dict[str, Any]:
+            update_bridge(
+                c,
+                bid,
+                status=BRIDGE_CLOSED,
+                inst_id=inst_id,
+                message=dust_msg,
+                close=True,
+            )
+            return {
+                "ok": True,
+                "msg": dust_msg,
+                "skipped": True,
+                "dust": True,
+                "bridge_id": bid,
+                "bridge_status": BRIDGE_CLOSED,
+            }
+        if get_db is not None:
+            conn_d = get_db()
+            try:
+                return _close_dust(conn_d)
+            finally:
+                try:
+                    conn_d.close()
+                except Exception:
+                    pass
+        return _close_dust(conn_or_get_db)
+
     # 此处无业务连接:模拟盘 convert 可安全另开写钱包
     sell = spot_market_sell_coin_to_usdt(ex, underlying=underlying)
     if bid is None:
@@ -361,16 +458,35 @@ def sell_residual_after_option_flat(
 
     def _apply_bridge(c: sqlite3.Connection) -> dict[str, Any]:
         if not sell.get("ok"):
+            msg = str(sell.get("msg") or "卖回 USDT 失败")
+            # 交易所拒单「过小」也按粉尘关闭桥,避免一直 pending 重试
+            if "过小" in msg or "minimum" in msg.lower() or "min sz" in msg.lower():
+                update_bridge(
+                    c,
+                    bid,
+                    status=BRIDGE_CLOSED,
+                    inst_id=inst_id,
+                    message="粉尘低于现货最小可卖,已忽略",
+                    close=True,
+                )
+                return {
+                    "ok": True,
+                    "msg": "粉尘低于现货最小可卖,已忽略",
+                    "skipped": True,
+                    "dust": True,
+                    "bridge_id": bid,
+                    "bridge_status": BRIDGE_CLOSED,
+                }
             update_bridge(
                 c,
                 bid,
                 status=BRIDGE_PENDING_SELL,
                 inst_id=inst_id,
-                message=str(sell.get("msg") or "卖回 USDT 失败"),
+                message=msg,
             )
             return {
                 "ok": False,
-                "msg": sell.get("msg") or "卖回 USDT 失败",
+                "msg": msg,
                 "bridge_id": bid,
                 "bridge_status": BRIDGE_PENDING_SELL,
             }