fix期权链 Delta 改为从 opt-summary 拉取。
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -799,6 +799,37 @@ def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str,
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return out
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def fetch_option_summaries(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str, Any]]:
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"""GET /api/v5/public/opt-summary — 含 delta / deltaBS 等希腊字母.
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市场 tickers 不含 Delta,期权链展示必须走本接口.
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"""
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out: dict[str, dict[str, Any]] = {}
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try:
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rows = ex.public_get_public_opt_summary({"instFamily": inst_family}).get("data") or []
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for r in rows:
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if isinstance(r, dict) and r.get("instId"):
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out[str(r["instId"])] = r
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except Exception:
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pass
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return out
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def option_delta_from_summary(
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summary: dict[str, Any] | None = None,
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*,
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ticker: dict[str, Any] | None = None,
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) -> float | None:
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"""优先 Black-Scholes 单位 Delta(deltaBS),其次 delta;兼容 ticker 偶发字段."""
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for src in (summary, ticker):
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if not isinstance(src, dict):
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continue
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for key in ("deltaBS", "delta", "deltaBs", "delta_bs"):
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v = _safe_float(src.get(key))
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if v is not None:
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return v
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return None
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def build_option_chain(
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ex: ccxt.okx,
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underlying: str,
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@@ -847,6 +878,7 @@ def build_option_chain(
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except Exception as e2:
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instruments_err = str(e2) or e2.__class__.__name__
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tickers = fetch_option_tickers(ex, family)
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summaries = fetch_option_summaries(ex, family)
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expiries: dict[str, list[dict[str, Any]]] = {}
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skipped_no_index = 0
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for meta in instruments:
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@@ -872,6 +904,7 @@ def build_option_chain(
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continue
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inst_id = str(meta.get("instId") or "")
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t = tickers.get(inst_id) or {}
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s = summaries.get(inst_id) or {}
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q = _resolve_chain_quote(
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ticker=t,
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meta=meta,
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@@ -884,10 +917,7 @@ def build_option_chain(
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mark = q["mark_px"]
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ask_sz = q["ask_sz"]
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bid_sz = q["bid_sz"]
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# 行情 ticker:delta;兼容个别字段名
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delta = _safe_float(t.get("delta"))
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if delta is None:
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delta = _safe_float(t.get("deltaBS"))
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delta = option_delta_from_summary(s, ticker=t)
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expiry_be = expiry_breakeven_from_ask(
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opt_type=opt_type,
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strike=strike,
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