From 4e14c92385b3a122110a1b2408d96d58be9c3b1d Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Wed, 14 Oct 2026 22:20:08 +0800
Subject: [PATCH] =?UTF-8?q?fix=E6=9C=9F=E6=9D=83=E9=93=BE=20Delta=20?=
 =?UTF-8?q?=E6=94=B9=E4=B8=BA=E4=BB=8E=20opt-summary=20=E6=8B=89=E5=8F=96?=
 =?UTF-8?q?=E3=80=82?=
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Co-authored-by: Cursor <cursoragent@cursor.com>
---
 lib/exchange/okx_options_lib.py    | 38 ++++++++++++++++++++++++++----
 tests/test_options_delta_fields.py | 19 ++++++++++++++-
 2 files changed, 52 insertions(+), 5 deletions(-)

diff --git a/lib/exchange/okx_options_lib.py b/lib/exchange/okx_options_lib.py
index 2c18450..557e505 100644
--- a/lib/exchange/okx_options_lib.py
+++ b/lib/exchange/okx_options_lib.py
@@ -799,6 +799,37 @@ def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str,
     return out
 
 
+def fetch_option_summaries(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str, Any]]:
+    """GET /api/v5/public/opt-summary — 含 delta / deltaBS 等希腊字母.
+    市场 tickers 不含 Delta,期权链展示必须走本接口.
+    """
+    out: dict[str, dict[str, Any]] = {}
+    try:
+        rows = ex.public_get_public_opt_summary({"instFamily": inst_family}).get("data") or []
+        for r in rows:
+            if isinstance(r, dict) and r.get("instId"):
+                out[str(r["instId"])] = r
+    except Exception:
+        pass
+    return out
+
+
+def option_delta_from_summary(
+    summary: dict[str, Any] | None = None,
+    *,
+    ticker: dict[str, Any] | None = None,
+) -> float | None:
+    """优先 Black-Scholes 单位 Delta(deltaBS),其次 delta;兼容 ticker 偶发字段."""
+    for src in (summary, ticker):
+        if not isinstance(src, dict):
+            continue
+        for key in ("deltaBS", "delta", "deltaBs", "delta_bs"):
+            v = _safe_float(src.get(key))
+            if v is not None:
+                return v
+    return None
+
+
 def build_option_chain(
     ex: ccxt.okx,
     underlying: str,
@@ -847,6 +878,7 @@ def build_option_chain(
             except Exception as e2:
                 instruments_err = str(e2) or e2.__class__.__name__
     tickers = fetch_option_tickers(ex, family)
+    summaries = fetch_option_summaries(ex, family)
     expiries: dict[str, list[dict[str, Any]]] = {}
     skipped_no_index = 0
     for meta in instruments:
@@ -872,6 +904,7 @@ def build_option_chain(
             continue
         inst_id = str(meta.get("instId") or "")
         t = tickers.get(inst_id) or {}
+        s = summaries.get(inst_id) or {}
         q = _resolve_chain_quote(
             ticker=t,
             meta=meta,
@@ -884,10 +917,7 @@ def build_option_chain(
         mark = q["mark_px"]
         ask_sz = q["ask_sz"]
         bid_sz = q["bid_sz"]
-        # 行情 ticker:delta;兼容个别字段名
-        delta = _safe_float(t.get("delta"))
-        if delta is None:
-            delta = _safe_float(t.get("deltaBS"))
+        delta = option_delta_from_summary(s, ticker=t)
         expiry_be = expiry_breakeven_from_ask(
             opt_type=opt_type,
             strike=strike,
diff --git a/tests/test_options_delta_fields.py b/tests/test_options_delta_fields.py
index 67e59ff..13f561f 100644
--- a/tests/test_options_delta_fields.py
+++ b/tests/test_options_delta_fields.py
@@ -1,10 +1,27 @@
 # -*- coding: utf-8 -*-
 import unittest
 
-from lib.exchange.okx_options_lib import format_position_row
+from lib.exchange.okx_options_lib import format_position_row, option_delta_from_summary
 
 
 class OptionsDeltaFieldsTests(unittest.TestCase):
+    def test_delta_prefers_summary_delta_bs(self):
+        self.assertAlmostEqual(
+            option_delta_from_summary({"deltaBS": "0.55", "delta": "12.3"}),
+            0.55,
+            places=4,
+        )
+
+    def test_delta_falls_back_to_ticker(self):
+        self.assertAlmostEqual(
+            option_delta_from_summary({}, ticker={"delta": "-0.22"}),
+            -0.22,
+            places=4,
+        )
+
+    def test_delta_none_when_missing(self):
+        self.assertIsNone(option_delta_from_summary({}, ticker={}))
+
     def test_format_position_exposes_delta_bs(self):
         row = format_position_row(
             {