修复期权币本位高危缺陷：开仓估量、卖回封顶、握库超时与条件单嵌套锁。

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

docs/修复报告-高危-2026-10-07.md

@@ -0,0 +1,55 @@
+# 修复报告：期权币本位高危缺陷（2026-10-07）
+
+## 1. 目标
+
+按审计清单修复全部 **Critical / High** 项，本地测试 + 不少于两轮审计后，再通知更新实例。
+
+## 2. 修复对照表
+
+| 原问题 | 修复要点 | 主要文件 |
+| --- | --- | --- |
+| 买币增量≤0 误用整户余额 | 短重试取增量；仅用订单回执 `coin_bought`；否则回滚 | `options_coin_open_lib.py` |
+| IOC 部分成交 / 51008 减半残留币 | `_sell_excess_bridge_coin` 按桥买入量封顶卖掉多余币 | `options_coin_open_lib.py` |
+| 卖回扫光无关余额 | `spot_market_sell_coin_to_usdt` 尊重 `coin_amount`；桥卖按 `coin_bought` 封顶 | `options_spot_bridge_lib.py`, `sim/hooks.py` |
+| 粉尘桥 `None` 拦开仓 | 用桥记录量判断粉尘；开仓前清桥 + 扫尾；holding 仅在确认无仓时清 | `options_spot_bridge_lib.py`, `options_coin_open_lib.py` |
+| 握库拉盘口 | 持仓/历史：先读库再 enrich；中控快照关闭 close_preview | `options_positions_lib.py`, `options_history_lib.py`, `options_hub_lib.py` |
+| 条件单嵌套开仓锁库 | `run_cond_orders_tick(get_db)`，开仓前关连接 | `options_cond_order_lib.py`, `options_register.py`, `options_monitor_lib.py` |
+| 目标/翻倍握库平仓 | 传 `get_db`，收集任务后无连接再 `close_fn` | `options_target_lib.py`, `options_profit_exit_lib.py`, `options_monitor_lib.py` |
+| 开仓等成交握库 | 等成交前 `commit+close`，结束后再开短连接写库 | `options_coin_open_lib.py` |
+| 模拟到期卖币静默失败 | 打印 `[sim_expiry_sell]` 日志 | `sim/broker_lib.py` |
+| 中控条件单不验上限 | 创建前调用 `option_position_limit_block_msg` | `hub_bridge_register.py` |
+| 持仓查询失败误卖 | `None`/异常不卖币，只清粉尘 pending | `options_coin_open_lib.py` |
+| 查询失败误关 holding | `positions_ok` 为假时不关 holding | `options_spot_bridge_lib.py` |
+| 回滚卖币无封顶 | 回滚按桥 `coin_bought` 封顶 | `options_spot_bridge_lib.py` |
+
+## 3. 测试
+
+新增：`tests/test_spot_dust_and_sell_cap.py`
+
+已跑通：
+
+- `tests.test_spot_dust_and_sell_cap`
+- `tests.test_options_partial_close_accum`
+- `tests.test_options_profit_exit_recycle`
+- `tests.test_options_btc_pnl_usdt`
+
+## 4. 审计轮次
+
+| 轮次 | 结果 |
+| --- | --- |
+| 修复前 | 多条 Critical/High（见审计报告 §3） |
+| 第 1 轮 Bugbot | 2 High → 已修 |
+| 第 2 轮 Bugbot + 人工 | 无确认残留 High/Critical |
+
+详见：`docs/审计报告-高危修复-2026-10-07.md`
+
+## 5. 部署建议
+
+1. 推送本仓库后，对**所有实例**（含模拟盘「波段-复利」）远程更新并重启  
+2. 验证：中控平仓后自动卖回；粉尘不再显示/不拦开仓；模拟盘不再频繁「数据库锁定」  
+3. 若仍见旧 pending 桥：开仓流程会自动清粉尘；或重启后再试一次开仓  
+
+## 6. 未改（有意保留）
+
+- 永续监控 `check_order_monitors` 长连接（Medium，非本次高危范围）
+- 粉尘仍会留在交易所账户内，仅程序忽略展示与重试

docs/审计报告-高危修复-2026-10-07.md

@@ -0,0 +1,68 @@
+# 审计报告：期权币本位 / 模拟盘锁库 / 中控超时（2026-10-07）
+
+## 1. 范围
+
+- 币本位开仓、平仓、卖回、粉尘桥
+- SQLite `database is locked` 与中控快照超时
+- 条件单、目标/翻倍出场、模拟盘到期卖币
+- 中控条件单创建与持仓上限
+
+## 2. 审计方法
+
+1. 静态代码审阅（开仓/卖回/监控/中控快照路径）
+2. Bugbot 未提交变更审阅（第 1、2 轮）
+3. 本地 `unittest`（粉尘阈值、分批平仓累计、翻倍出场、BTC 盈亏折 U 等）
+
+## 3. 第 0 轮（修复前）高危清单（摘要）
+
+| 级别 | 问题 |
+| --- | --- |
+| Critical | 买币增量≤0 时误用整户余额估张数 |
+| High | IOC 部分成交 / 51008 减半后未卖多余币 |
+| High | 卖回扫光交易户该币（未按桥封顶） |
+| High | 粉尘桥余额 `None` 时不清、拦开仓且无重试按钮 |
+| High | 展示持仓/历史握库拉盘口 → 锁库/超时 |
+| High | 中控快照每次算 close_preview 加重超时 |
+| High | 条件单/目标/翻倍出场握库嵌套开平仓 |
+| High | 模拟到期卖币失败静默吞掉 |
+| High | 中控建条件单不校验持仓上限 |
+| High | 持仓查询失败被当成空仓仍可能卖币（第 1 轮复现相关） |
+
+## 4. 第 1 轮审计（修复后 Bugbot）
+
+仍发现 2 条 High，已当场修复：
+
+| 级别 | 位置 | 问题 | 处置 |
+| --- | --- | --- | --- |
+| High | `options_spot_bridge_lib.clear_dust_pending_sell_bridges` | 持仓查询失败时 `live_uly` 为空，误关 `holding` 桥 | 持仓未确认成功时禁止关 holding |
+| High | `sweep_spot_after_options_flat` | `fetch_option_positions` 返回 `None` 被当成 `[]` 后卖币 | `None` 直接失败返回，只清粉尘 pending |
+
+## 5. 第 2 轮审计
+
+- Bugbot：无通过校验器确认的 High/Critical 残留
+- 人工复查：Critical/High 项均有对应修复；`check_order_monitors` 长连接等属 Medium，本次未纳入高危闭环
+
+## 6. 本地测试
+
+```text
+PYTHONPATH=<repo> python -m unittest \
+  tests.test_spot_dust_and_sell_cap \
+  tests.test_options_partial_close_accum \
+  tests.test_options_profit_exit_recycle \
+  tests.test_options_btc_pnl_usdt \
+  -q
+→ OK
+```
+
+## 7. 结论
+
+在「高危」范围内，经不少于两轮审计与本地单测，**未发现仍确认存在的 Critical/High 缺陷**。  
+建议实例更新到含本批修复的提交后，用模拟盘走一遍：开仓 → 中控平仓 → 自动卖回 → 再开仓（确认粉尘桥不再拦截）。
+
+## 8. 残留风险（非高危，供后续）
+
+| 级别 | 说明 |
+| --- | --- |
+| Medium | `app.py` 永续 `check_order_monitors` 仍单连接贯穿价格/平仓/微信 |
+| Medium | 开仓路径部分阶段仍较长，极端并发下 WAL 写锁仍可能短暂排队 |
+| Low | 现货 `minSz` 拉取失败时用固定兜底，与交易所实际上调可能短暂不一致 |

lib/hub/hub_bridge_register.py

@@ -350,10 +350,18 @@ def register_hub_bridge_routes(app: Flask, app_module: Any) -> None:
             machine_has_option_position,
         )
         from lib.options.options_db import init_options_tables
+        from lib.options.options_position_limit_lib import option_position_limit_block_msg
 
         ex = cfg.get("exchange_options")
         if machine_has_option_position(cfg, ex):
             return jsonify({"ok": False, "msg": "本机已有期权仓,拒绝条件单", "version": 1})
+        limit_msg = option_position_limit_block_msg(
+            ex,
+            opening_inst_id="",
+            fetch_positions=cfg.get("fetch_option_positions"),
+        )
+        if limit_msg:
+            return jsonify({"ok": False, "msg": limit_msg, "version": 1})
         data = request.get_json(silent=True) or {}
         conn = cfg["get_db"]()
         try:

lib/options/options_coin_open_lib.py

@@ -27,6 +27,43 @@ from lib.options.options_spot_bridge_lib import (
 )
 
 
+def _sell_excess_bridge_coin(
+    cfg: dict[str, Any],
+    ex: Any,
+    conn: Any,
+    *,
+    bridge_id: int,
+    underlying: str,
+    keep_coin: float,
+    coin_bought: float,
+) -> dict[str, Any] | None:
+    """开仓后卖掉多买的币:卖量不超过 bridge 买入量,并保留权利金所需 keep_coin."""
+    try:
+        keep = max(0.0, float(keep_coin))
+    except (TypeError, ValueError):
+        keep = 0.0
+    try:
+        bought = max(0.0, float(coin_bought))
+    except (TypeError, ValueError):
+        bought = 0.0
+    excess_cap = max(0.0, bought - keep)
+    if excess_cap <= 0:
+        return None
+    try:
+        conn.commit()
+    except Exception:
+        pass
+    avail = _spot_bridge.fetch_trading_coin_available(ex, underlying)
+    if avail is None:
+        return None
+    sell_amt = min(float(avail), excess_cap)
+    if not _spot_bridge.is_sellable_spot_coin(ex, underlying, sell_amt):
+        return None
+    return _spot_bridge.spot_market_sell_coin_to_usdt(
+        ex, underlying=underlying, coin_amount=sell_amt
+    )
+
+
 def coin_budget_preview(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
     from lib.exchange.okx_options_lib import fetch_options_balances
 
@@ -69,19 +106,33 @@ def open_coin_option_buy_full(
     parts = inst_id.split("-")
     underlying = (parts[0] if parts else "ETH").upper()
 
-    # 先清粉尘 pending 桥(自管短连接),再开业务连接,避免模拟盘读余额嵌套锁库
+    # 先清粉尘桥 + 空仓扫尾卖回(短连接),再开业务连接
     try:
         _spot_bridge.clear_dust_pending_sell_bridges(cfg["get_db"], ex)
     except Exception:
         pass
+    try:
+        sweep_spot_after_options_flat(cfg, ex)
+    except Exception:
+        pass
 
+    conn: Any = None
     conn = cfg["get_db"]()
     try:
         init_options_tables(conn)
+        try:
+            conn.commit()
+        except Exception:
+            pass
         block = _spot_bridge.bridge_blocks_new_open_msg(conn)
         if block:
             return {"ok": False, "msg": block, "can_open": False}
 
+        # 网络检查前再提交,避免握锁拉持仓/行情
+        try:
+            conn.commit()
+        except Exception:
+            pass
         compound_block = compound_full_single_position_block_msg(
             ex, fetch_positions=cfg.get("fetch_option_positions")
         )
@@ -198,14 +249,45 @@ def open_coin_option_buy_full(
             }
         coin_bought = max(0.0, float(coin_after) - float(coin_before or 0))
         if coin_bought <= 0:
-            # 落账延迟时退化为用当前可用,但仍写入上限提示
-            coin_bought = float(coin_after)
+            # 落账延迟:短重试取增量;绝不把整户余额当成「本次买入」
+            for _ in range(3):
+                time.sleep(0.6)
+                try:
+                    from lib.exchange.okx_options_lib import invalidate_options_balance_cache
+
+                    invalidate_options_balance_cache()
+                except Exception:
+                    pass
+                again = _spot_bridge.fetch_trading_coin_available(ex, underlying)
+                if again is None:
+                    continue
+                coin_bought = max(0.0, float(again) - float(coin_before or 0))
+                if coin_bought > 0:
+                    coin_after = again
+                    break
             if coin_bought <= 0:
+                # 订单回执有数量则用之,否则回滚
+                try:
+                    hinted = float(buy.get("coin_bought") or 0)
+                except (TypeError, ValueError):
+                    hinted = 0.0
+                if hinted > 0:
+                    coin_bought = hinted
+                else:
                     rb = _spot_bridge.rollback_bought_coin_to_usdt(
                         conn, ex, bridge_id=bridge_id, underlying=underlying, reason="买入量无效"
                     )
-            return {"ok": False, "msg": "买币后可用增量无效", "rollback": rb, "budget": budget_info}
+                    return {
+                        "ok": False,
+                        "msg": "买币后可用增量无效",
+                        "rollback": rb,
+                        "budget": budget_info,
+                    }
         _spot_bridge.update_bridge(conn, bridge_id, coin_bought=float(coin_bought))
+        try:
+            conn.commit()
+        except Exception:
+            pass
 
         sizing = calc_sheets_from_coin_balance(
             quote_per_unit=float(ask),
@@ -303,6 +385,17 @@ def open_coin_option_buy_full(
             fill_timeout = max(2.0, float(os.getenv("OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC") or "12"))
         except (TypeError, ValueError):
             fill_timeout = 12.0
+        # 等待成交可能十余秒:先提交并释放业务连接,避免锁死中控/卖币
+        try:
+            conn.commit()
+        except Exception:
+            pass
+        try:
+            conn.close()
+        except Exception:
+            pass
+        conn = None
+
         fill = wait_option_order_full_fill(
             ex,
             inst_id=inst_id,
@@ -311,6 +404,9 @@ def open_coin_option_buy_full(
             timeout_sec=fill_timeout,
             cancel_on_timeout=True,
         )
+
+        conn = cfg["get_db"]()
+        init_options_tables(conn)
         if not fill.get("ok"):
             filled_n = int(fill.get("filled_sheets") or 0)
             if filled_n <= 0:
@@ -328,11 +424,27 @@ def open_coin_option_buy_full(
         premium_paid = round(float(ask) * eth_amount, 8)
         premium_ccy = premium_ccy_for_mode("coin", underlying)
 
+        # 部分成交/减半张数后卖掉多余买币(按 bridge coin_bought 封顶)
+        need_coin = float(premium_paid)
+        try:
+            _sell_excess_bridge_coin(
+                cfg,
+                ex,
+                conn,
+                bridge_id=bridge_id,
+                underlying=underlying,
+                keep_coin=need_coin,
+                coin_bought=float(coin_bought),
+            )
+        except Exception:
+            pass
+
         _spot_bridge.update_bridge(
             conn,
             bridge_id,
             status=BRIDGE_HOLDING,
             inst_id=inst_id,
+            coin_bought=float(need_coin),
             message="期权持仓中",
         )
 
@@ -408,6 +520,7 @@ def open_coin_option_buy_full(
             "fill": fill,
         }
     finally:
+        if conn is not None:
             try:
                 conn.close()
             except Exception:
@@ -502,8 +615,21 @@ def sweep_spot_after_options_flat(
         return {"ok": False, "msg": "exchange 未就绪"}
     live_uly: set[str] = set()
     try:
-        rows = cfg["fetch_option_positions"](exchange) or []
-        for p in rows:
+        rows = cfg["fetch_option_positions"](exchange)
+    except Exception as e:
+        # 持仓查询失败:只清 pending 粉尘桥,绝不卖币
+        try:
+            _spot_bridge.clear_dust_pending_sell_bridges(cfg["get_db"], exchange)
+        except Exception:
+            pass
+        return {"ok": False, "msg": f"持仓查询失败: {e}"}
+    if rows is None:
+        try:
+            _spot_bridge.clear_dust_pending_sell_bridges(cfg["get_db"], exchange)
+        except Exception:
+            pass
+        return {"ok": False, "msg": "持仓查询失败: 空响应"}
+    for p in rows or []:
         try:
             if abs(float(p.get("pos") or 0)) <= 1e-12:
                 continue
@@ -513,8 +639,6 @@ def sweep_spot_after_options_flat(
         if not inst:
             continue
         live_uly.add(inst.split("-")[0].upper())
-    except Exception as e:
-        return {"ok": False, "msg": f"持仓查询失败: {e}"}
 
     # 先关掉只剩粉尘的 pending 桥,避免拦开仓又看不到重试按钮
     try:

lib/options/options_cond_order_lib.py

@@ -668,13 +668,19 @@ def _try_open_full(
 
 
 def run_cond_orders_tick(
-    conn: sqlite3.Connection,
+    conn_or_get_db: Any,
     cfg: dict[str, Any],
     *,
     send_wechat: Any = None,
     account_label: str = "",
 ) -> None:
-    """监控循环单步:周四未触发取消 / 穿越 / 偏离区 / 开仓 / 出场收尾."""
+    """监控循环单步:周四未触发取消 / 穿越 / 偏离区 / 开仓 / 出场收尾.
+
+    推荐传 get_db:开仓前会关闭连接,避免与买币/等待成交嵌套锁库。
+    """
+    get_db = conn_or_get_db if callable(conn_or_get_db) else None
+    if get_db is None:
+        conn = conn_or_get_db
         ensure_cond_order_table(conn)
         expire_untriggered_cond_orders(
             conn, send_wechat=send_wechat, account_label=account_label
@@ -682,11 +688,7 @@ def run_cond_orders_tick(
         ex = cfg.get("exchange_options")
         if ex is None:
             return
-    orders = list_cond_orders(conn, active_only=True)
-    if not orders:
-        return
-
-    for order in orders:
+        for order in list_cond_orders(conn, active_only=True):
             try:
                 _tick_one(
                     conn,
@@ -695,6 +697,7 @@ def run_cond_orders_tick(
                     order,
                     send_wechat=send_wechat,
                     account_label=account_label,
+                    get_db=None,
                 )
             except Exception as e:
                 try:
@@ -705,6 +708,60 @@ def run_cond_orders_tick(
                     conn.commit()
                 except Exception:
                     pass
+        return
+
+    ex: Any = None
+    orders: list[dict[str, Any]] = []
+    conn = get_db()
+    try:
+        ensure_cond_order_table(conn)
+        expire_untriggered_cond_orders(
+            conn, send_wechat=send_wechat, account_label=account_label
+        )
+        ex = cfg.get("exchange_options")
+        if ex is not None:
+            orders = list_cond_orders(conn, active_only=True)
+        try:
+            conn.commit()
+        except Exception:
+            pass
+    finally:
+        try:
+            conn.close()
+        except Exception:
+            pass
+    if ex is None or not orders:
+        return
+    for order in orders:
+        conn = get_db()
+        try:
+            _tick_one(
+                conn,
+                cfg,
+                ex,
+                order,
+                send_wechat=send_wechat,
+                account_label=account_label,
+                get_db=get_db,
+            )
+            try:
+                conn.commit()
+            except Exception:
+                pass
+        except Exception as e:
+            try:
+                conn.execute(
+                    "UPDATE options_cond_orders SET message=?, updated_at=? WHERE hub_order_id=?",
+                    (f"监控异常: {e}"[:200], _now(), order["hub_order_id"]),
+                )
+                conn.commit()
+            except Exception:
+                pass
+        finally:
+            try:
+                conn.close()
+            except Exception:
+                pass
 
 
 def _tick_one(
@@ -715,6 +772,7 @@ def _tick_one(
     *,
     send_wechat: Any,
     account_label: str,
+    get_db: Any = None,
 ) -> None:
     status = str(order.get("status") or "")
     underlying = str(order.get("underlying") or "ETH")
@@ -814,11 +872,27 @@ def _tick_one(
             )
             conn.commit()
             return
+        # 开仓(买币/等成交)前释放本连接,避免嵌套锁库
+        try:
+            conn.commit()
+        except Exception:
+            pass
+        hub_id = order["hub_order_id"]
+        if get_db is not None:
+            try:
+                conn.close()
+            except Exception:
+                pass
+            conn = None
         result = _try_open_full(cfg, ex, inst_id=inst_id, order=order)
+        if get_db is not None:
+            conn = get_db()
+            ensure_cond_order_table(conn)
+        assert conn is not None
         if not result.get("ok"):
             conn.execute(
                 "UPDATE options_cond_orders SET message=?, updated_at=? WHERE hub_order_id=?",
-                (f"开仓未成继续等: {result.get('msg') or '失败'}"[:180], _now(), order["hub_order_id"]),
+                (f"开仓未成继续等: {result.get('msg') or '失败'}"[:180], _now(), hub_id),
             )
             conn.commit()
             return
@@ -837,7 +911,7 @@ def _tick_one(
                 _now(),
                 f"已开仓 {inst_id}",
                 _now(),
-                order["hub_order_id"],
+                hub_id,
             ),
         )
         conn.commit()

lib/options/options_history_lib.py

@@ -67,6 +67,8 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
     if raw_live is None:
         return []
 
+    prem_by_inst: dict[str, float | None] = {}
+    hidden_keys: set[str] = set()
     conn = cfg["get_db"]()
     try:
         init_options_tables(conn)
@@ -76,7 +78,18 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
         }
         for p in raw_live:
             inst = str(p.get("instId") or "").strip()
-            premium_override = sum_open_premium_paid(conn, inst) if inst else None
+            if inst:
+                prem_by_inst[inst] = sum_open_premium_paid(conn, inst)
+        try:
+            conn.commit()
+        except Exception:
+            pass
+    finally:
+        conn.close()
+
+    for p in raw_live:
+        inst = str(p.get("instId") or "").strip()
+        premium_override = prem_by_inst.get(inst)
         row = enrich_position_row_display(
             cfg,
             ex,
@@ -92,8 +105,6 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
         except (TypeError, ValueError):
             open_ms = None
         items.append(format_live_option_history_row(row, open_ms=open_ms))
-    finally:
-        conn.close()
 
     hist_raw = fetch_all_option_positions_history(ex, limit=200)
     for raw in hist_raw:

lib/options/options_hub_lib.py

@@ -23,7 +23,10 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
         raw = cfg["fetch_option_positions"](ex)
         if raw is None:
             return {"ok": False, "enabled": True, "msg": "获取期权持仓失败"}
-        positions = build_display_option_positions(cfg, ex, raw)
+        # 中控轮询勿拉买一深度(close_preview),避免超时离线
+        positions = build_display_option_positions(
+            cfg, ex, raw, include_close_preview=False
+        )
         target_monitors: list[dict[str, Any]] = []
         try:
             conn = cfg["get_db"]()

lib/options/options_monitor_lib.py

@@ -129,12 +129,16 @@ def run_options_profit_alerts(
             premium_ccy=str(bucket.get("premium_ccy") or pos.get("premium_ccy") or ""),
         )
         try:
+            # 推送前先提交,避免握锁等 webhook
+            try:
+                conn.commit()
+            except Exception:
+                pass
             send_wechat(msg)
             conn.execute(
                 f"UPDATE options_trades SET profit_alert_sent = 1 WHERE id IN ({','.join('?' * len(bucket['ids']))})",
                 tuple(bucket["ids"]),
             )
-            # 立即提交,避免后续目标/翻倍/同步异常回滚后每轮重推
             try:
                 conn.commit()
             except Exception:
@@ -532,17 +536,10 @@ def options_monitor_loop(
             pe_cfg.setdefault("send_wechat", send_wechat)
             pe_cfg.setdefault("account_label", account_label)
 
-            # 条件单可能嵌套开仓/卖币:单独短连接
+            # 条件单自管连接(开仓前会释放)
             if cond_order_tick_fn is not None:
-                conn = get_db()
                 try:
-                    cond_order_tick_fn(conn)
-                    conn.commit()
-                except Exception:
-                    pass
-                finally:
-                    try:
-                        conn.close()
+                    cond_order_tick_fn(None)
                 except Exception:
                     pass
 
@@ -565,37 +562,28 @@ def options_monitor_loop(
                 except Exception:
                     pass
 
-            # 目标/翻倍出场:短连接内扫描;close_fn 在连接关闭后由内部仍可能嵌套—
-            # 此处每段自管连接,平仓前必 close
+            # 目标/翻倍出场:传 get_db,平仓时不握业务连接
             if target_close_fn is not None:
                 from lib.options.options_target_lib import run_options_target_closes
 
-                conn = get_db()
                 try:
                     run_options_target_closes(
-                        conn,
+                        get_db,
                         positions,
                         close_fn=target_close_fn,
                         send_wechat=send_wechat,
                         account_label=account_label,
                         cfg=pe_cfg,
                     )
-                    conn.commit()
-                except Exception:
-                    pass
-                finally:
-                    try:
-                        conn.close()
                 except Exception:
                     pass
 
             if profit_exit_close_fn is not None:
                 from lib.options.options_profit_exit_lib import run_options_profit_exits
 
-                conn = get_db()
                 try:
                     run_options_profit_exits(
-                        conn,
+                        get_db,
                         positions,
                         close_fn=profit_exit_close_fn,
                         send_wechat=send_wechat,
@@ -603,12 +591,6 @@ def options_monitor_loop(
                         cfg=pe_cfg,
                         ex=pe_cfg.get("exchange_options"),
                     )
-                    conn.commit()
-                except Exception:
-                    pass
-                finally:
-                    try:
-                        conn.close()
                 except Exception:
                     pass
 

lib/options/options_positions_lib.py

@@ -212,19 +212,39 @@ def build_display_option_positions(
     cfg: dict[str, Any],
     ex: Any,
     raw_positions: list[dict[str, Any]],
+    *,
+    include_close_preview: bool = True,
 ) -> list[dict[str, Any]]:
-    """与实例 /api/options/positions 相同 enrichment + close_preview."""
+    """与实例 /api/options/positions 相同 enrichment;可选 close_preview.
+
+    DB 读写与交易所拉盘口分离,避免握库期间网络导致 database is locked / 中控超时。
+    """
     from lib.options.options_db import init_options_tables, sum_open_budget_usdt, sum_open_premium_paid
 
     meta_cache: dict[str, dict[str, Any] | None] = {}
-    rows: list[dict[str, Any]] = []
+    prem_by_inst: dict[str, float | None] = {}
+    budget_by_inst: dict[str, float | None] = {}
     conn = cfg["get_db"]()
     try:
         init_options_tables(conn)
         for p in raw_positions:
             inst = str(p.get("instId") or "").strip()
-            premium_override = sum_open_premium_paid(conn, inst) if inst else None
-            budget_usdt = sum_open_budget_usdt(conn, inst) if inst else None
+            if not inst:
+                continue
+            prem_by_inst[inst] = sum_open_premium_paid(conn, inst)
+            budget_by_inst[inst] = sum_open_budget_usdt(conn, inst)
+        try:
+            conn.commit()
+        except Exception:
+            pass
+    finally:
+        conn.close()
+
+    rows: list[dict[str, Any]] = []
+    for p in raw_positions:
+        inst = str(p.get("instId") or "").strip()
+        premium_override = prem_by_inst.get(inst)
+        budget_usdt = budget_by_inst.get(inst)
         row = enrich_position_row_display(
             cfg,
             ex,
@@ -235,8 +255,7 @@ def build_display_option_positions(
         if budget_usdt is not None:
             row["budget_usdt"] = round(float(budget_usdt), 4)
             row["premium_entry_usdt"] = round(float(budget_usdt), 4)
+        if include_close_preview:
             attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid")))
         rows.append(row)
-    finally:
-        conn.close()
     return rows

lib/options/options_profit_exit_lib.py

@@ -300,7 +300,7 @@ def _notify_profit_exit_close(
 
 
 def run_options_profit_exits(
-    conn: sqlite3.Connection,
+    conn_or_get_db: Any,
     positions: list[dict[str, Any]],
     *,
     close_fn: Callable[[str], dict[str, Any]],
@@ -310,38 +310,62 @@ def run_options_profit_exits(
     cfg: dict[str, Any] | None = None,
     ex: Any = None,
 ) -> int:
-    """扫描开启翻倍出场的 open 仓;买一可回收达标后限价平仓.返回本次新触发条数."""
+    """扫描开启翻倍出场的 open 仓;买一可回收达标后限价平仓.返回本次新触发条数.
+
+    可传 get_db:拉盘口/平仓时不握业务连接。
+    """
+    get_db = conn_or_get_db if callable(conn_or_get_db) else None
+    conn = conn_or_get_db() if get_db else conn_or_get_db
     ensure_profit_exit_columns(conn)
     pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
     rules = profit_exit_by_inst(conn)
     triggered = 0
 
+    closing_ids: list[str] = []
+    scan_jobs: list[tuple[str, dict[str, Any], float, float]] = []
     for inst_id, info in list(rules.items()):
         if not inst_id:
             continue
         pos = pos_by_inst.get(inst_id)
         if not pos:
-            # 本轮暂无持仓:不改状态(避免接口抖动误标 done);真正平完由 sync 收尾
             continue
-
         state = str(info.get("profit_exit_state") or "active")
         mult = normalize_profit_exit_mult(info.get("profit_exit_mult"), default=1.0)
         prem = sum_open_premium_paid(conn, inst_id)
         if prem is None or prem <= 0:
             continue
-
-        # done/idle 不再扫描(查询层已过滤;此处双保险)
         if state in ("done", "idle"):
             continue
-
         if state == "closing":
-            # 平仓/卖币会另开连接写库,先提交释放锁(模拟盘尤其敏感)
+            closing_ids.append(inst_id)
+            continue
+        if not info.get("profit_exit_enabled"):
+            continue
+        scan_jobs.append((inst_id, pos, float(prem), float(mult)))
     _commit(conn)
-            result = close_fn(inst_id)
-            if result.get("already_flat") or _result_fully_done(result):
-                _mark_state(conn, inst_id, "done")
+    if get_db is not None:
         try:
-                    conn.execute(
+            conn.close()
+        except Exception:
+            pass
+        conn = None
+
+    def _ensure_conn() -> sqlite3.Connection:
+        nonlocal conn
+        if conn is not None:
+            return conn
+        assert get_db is not None
+        conn = get_db()
+        ensure_profit_exit_columns(conn)
+        return conn
+
+    for inst_id in closing_ids:
+        result = close_fn(inst_id)
+        c = _ensure_conn()
+        if result.get("already_flat") or _result_fully_done(result):
+            _mark_state(c, inst_id, "done")
+            try:
+                c.execute(
                     """
                     UPDATE options_trades
                     SET profit_exit_enabled = 0
@@ -351,15 +375,12 @@ def run_options_profit_exits(
                 )
             except Exception:
                 pass
-                _commit(conn)
+            _commit(c)
         else:
-                _mark_state(conn, inst_id, "closing")
-                _commit(conn)
-            continue
-
-        if not info.get("profit_exit_enabled"):
-            continue
+            _mark_state(c, inst_id, "closing")
+            _commit(c)
 
+    for inst_id, pos, prem, mult in scan_jobs:
         if recycle_fn is not None:
             recycle = recycle_fn(pos, prem)
         elif cfg is not None and ex is not None:
@@ -371,12 +392,12 @@ def run_options_profit_exits(
         if not profit_exit_hit(premium_paid=prem, recycle_usdc=recycle, mult=mult):
             continue
 
-        _commit(conn)
         result = close_fn(inst_id)
+        c = _ensure_conn()
         if result.get("already_flat"):
-            _mark_state(conn, inst_id, "done")
+            _mark_state(c, inst_id, "done")
             try:
-                conn.execute(
+                c.execute(
                     """
                     UPDATE options_trades
                     SET profit_exit_enabled = 0
@@ -386,18 +407,18 @@ def run_options_profit_exits(
                 )
             except Exception:
                 pass
-            _commit(conn)
+            _commit(c)
             continue
         if not result.get("ok"):
-            _mark_state(conn, inst_id, "active")
-            _commit(conn)
+            _mark_state(c, inst_id, "active")
+            _commit(c)
             continue
 
         done = _result_fully_done(result)
-        _mark_state(conn, inst_id, "done" if done else "closing")
+        _mark_state(c, inst_id, "done" if done else "closing")
         if done:
             try:
-                conn.execute(
+                c.execute(
                     """
                     UPDATE options_trades
                     SET profit_exit_enabled = 0
@@ -407,8 +428,7 @@ def run_options_profit_exits(
                 )
             except Exception:
                 pass
-        # 先落库再推送:同一笔只推一次;closing 重试不再进本分支
-        _commit(conn)
+        _commit(c)
         triggered += 1
         _notify_profit_exit_close(
             cfg,
@@ -419,6 +439,11 @@ def run_options_profit_exits(
             premium_paid=prem,
             recycle=recycle,
             result=result,
-            conn=conn,
+            conn=c,
         )
+    if get_db is not None and conn is not None:
+        try:
+            conn.close()
+        except Exception:
+            pass
     return triggered

lib/options/options_register.py

@@ -2098,11 +2098,12 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
                 pass
         return out
 
-    def _cond_order_tick(conn) -> None:
+    def _cond_order_tick(_conn=None) -> None:
         from lib.options.options_cond_order_lib import run_cond_orders_tick
 
+        # 传 get_db:条件单开仓前会释放连接,避免嵌套锁库
         run_cond_orders_tick(
-            conn,
+            cfg["get_db"],
             cfg,
             send_wechat=cfg.get("send_wechat"),
             account_label=str(cfg.get("account_label") or ""),

lib/options/options_spot_bridge_lib.py

@@ -276,12 +276,23 @@ def spot_market_sell_coin_to_usdt(
     underlying: str,
     coin_amount: float | None = None,
 ) -> dict[str, Any]:
-    """交易账户:市价卖出标的币换 USDT.始终卖光交易户可用余额(coin_amount 仅兼容旧调用,不参与定量)."""
+    """交易账户:市价卖出标的币换 USDT.
+
+    coin_amount 有值时按 min(可用, coin_amount) 卖,避免误卖无关余额;
+    未传时卖光该币可用(空仓扫尾).
+    """
     ccy = (underlying or "ETH").upper()
     avail = fetch_trading_coin_available(ex, ccy)
     if avail is None or float(avail) <= 0:
         return {"ok": False, "msg": f"交易账户无可用 {ccy}"}
     amt = float(avail)
+    if coin_amount is not None:
+        try:
+            lim = float(coin_amount)
+        except (TypeError, ValueError):
+            lim = 0.0
+        if lim > 0:
+            amt = min(amt, lim)
     if amt <= 0:
         return {"ok": False, "msg": f"{ccy} 数量须大于 0"}
     min_sz = spot_min_sell_sz(ex, ccy)
@@ -334,14 +345,29 @@ def rollback_bought_coin_to_usdt(
     reason: str = "",
     coin_amount: float | None = None,
 ) -> dict[str, Any]:
-    """买币后开期权失败:卖回 USDT 并关闭桥.卖光交易户可用标的币."""
-    _ = coin_amount  # 兼容旧签名;定量以交易户可用为准
+    """买币后开期权失败:按本桥买入量封顶卖回 USDT 并关闭桥."""
+    ensure_bridge_table(conn)
+    cap = coin_amount
+    if cap is None:
+        try:
+            row = conn.execute(
+                "SELECT coin_bought FROM options_spot_bridge WHERE id=?",
+                (int(bridge_id),),
+            ).fetchone()
+            if row is not None:
+                cap = _safe_float(row["coin_bought"] if hasattr(row, "keys") else row[0])
+        except Exception:
+            cap = None
     # 卖币(模拟盘)会另开连接写钱包,须先释放本连接事务锁
     try:
         conn.commit()
     except Exception:
         pass
-    sell = spot_market_sell_coin_to_usdt(ex, underlying=underlying)
+    sell = spot_market_sell_coin_to_usdt(
+        ex,
+        underlying=underlying,
+        coin_amount=float(cap) if cap is not None and float(cap) > 0 else None,
+    )
     if not sell.get("ok"):
         update_bridge(
             conn,
@@ -376,16 +402,34 @@ def sell_residual_after_option_flat(
     """
     get_db = conn_or_get_db if callable(conn_or_get_db) else None
     bid: int | None = None
+    sell_cap: float | None = None
+    want_inst = str(inst_id or "").strip()
+
+    def _pick_bridge(bridges: list[dict[str, Any]]) -> dict[str, Any] | None:
+        uly_u = (underlying or "").upper()
+        matched: list[dict[str, Any]] = []
+        for b in bridges:
+            if str(b.get("status")) not in (BRIDGE_HOLDING, BRIDGE_PENDING_SELL, BRIDGE_BOUGHT):
+                continue
+            if uly_u and str(b.get("underlying") or "").upper() != uly_u:
+                continue
+            matched.append(b)
+        if not matched:
+            return None
+        if want_inst:
+            for b in matched:
+                if str(b.get("inst_id") or "").strip() == want_inst:
+                    return b
+        return matched[0]
+
     if get_db is not None:
         conn = get_db()
         try:
             ensure_bridge_table(conn)
-            bridges = list_open_bridges(conn)
-            for b in bridges:
-                if str(b.get("status")) in (BRIDGE_HOLDING, BRIDGE_PENDING_SELL, BRIDGE_BOUGHT):
-                    if not underlying or str(b.get("underlying") or "").upper() == underlying.upper():
-                        bid = int(b["id"])
-                        break
+            target = _pick_bridge(list_open_bridges(conn))
+            if target is not None:
+                bid = int(target["id"])
+                sell_cap = _safe_float(target.get("coin_bought"))
             try:
                 conn.commit()
             except Exception:
@@ -398,12 +442,10 @@ def sell_residual_after_option_flat(
     else:
         conn = conn_or_get_db
         ensure_bridge_table(conn)
-        bridges = list_open_bridges(conn)
-        for b in bridges:
-            if str(b.get("status")) in (BRIDGE_HOLDING, BRIDGE_PENDING_SELL, BRIDGE_BOUGHT):
-                if not underlying or str(b.get("underlying") or "").upper() == underlying.upper():
-                    bid = int(b["id"])
-                    break
+        target = _pick_bridge(list_open_bridges(conn))
+        if target is not None:
+            bid = int(target["id"])
+            sell_cap = _safe_float(target.get("coin_bought"))
         try:
             conn.commit()
         except Exception:
@@ -414,7 +456,10 @@ def sell_residual_after_option_flat(
         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_amt = avail_chk
+    if dust_amt is None and sell_cap is not None:
+        dust_amt = sell_cap
+    if dust_amt is not None and not is_sellable_spot_coin(ex, underlying, dust_amt):
         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}
@@ -446,8 +491,13 @@ def sell_residual_after_option_flat(
                     pass
         return _close_dust(conn_or_get_db)
 
+    # 有桥时按 coin_bought 封顶,避免误卖无关余额;无桥空仓扫尾仍卖光可用
     # 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)
+    sell = spot_market_sell_coin_to_usdt(
+        ex,
+        underlying=underlying,
+        coin_amount=sell_cap if (bid is not None and sell_cap is not None and sell_cap > 0) else None,
+    )
     if bid is None:
         if not sell.get("ok"):
             msg = str(sell.get("msg") or "")
@@ -527,12 +577,34 @@ def clear_dust_pending_sell_bridges(
     get_db = conn_or_get_db if callable(conn_or_get_db) else None
 
     def _pending(c: sqlite3.Connection) -> list[dict[str, Any]]:
+        # pending_sell 始终可清粉尘;holding 仅在无对应标的期权仓时清(避免误关持仓中桥)
         return [
             b
             for b in list_open_bridges(c)
-            if str(b.get("status") or "") == BRIDGE_PENDING_SELL
+            if str(b.get("status") or "") in (BRIDGE_PENDING_SELL, BRIDGE_HOLDING)
         ]
 
+    live_uly: set[str] = set()
+    positions_ok = False
+    try:
+        from lib.exchange.okx_options_lib import fetch_option_positions
+
+        raw_pos = fetch_option_positions(ex)
+        if raw_pos is not None:
+            positions_ok = True
+            for p in raw_pos or []:
+                try:
+                    if abs(float(p.get("pos") or 0)) <= 1e-12:
+                        continue
+                except (TypeError, ValueError):
+                    continue
+                inst = str(p.get("instId") or p.get("inst_id") or "").strip()
+                if inst:
+                    live_uly.add(inst.split("-")[0].upper())
+    except Exception:
+        positions_ok = False
+        live_uly = set()
+
     if get_db is not None:
         conn = get_db()
         try:
@@ -556,12 +628,21 @@ def clear_dust_pending_sell_bridges(
 
     to_close: list[dict[str, Any]] = []
     for b in pending:
+        st = str(b.get("status") or "")
         uly = str(b.get("underlying") or "ETH").upper() or "ETH"
+        # holding 仅在「确认无该标的期权仓」时才可按粉尘关闭;持仓查询失败绝不关 holding
+        if st == BRIDGE_HOLDING and (not positions_ok or uly in live_uly):
+            continue
         try:
             avail = fetch_trading_coin_available(ex, uly)
         except Exception:
             continue
+        # 余额查不到时:用桥上记录的买入量判断粉尘,避免永久拦开仓
         if avail is None:
+            cb = _safe_float(b.get("coin_bought"))
+            if cb is None or is_sellable_spot_coin(ex, uly, cb):
+                continue
+            to_close.append(b)
             continue
         if is_sellable_spot_coin(ex, uly, avail):
             continue

lib/options/options_target_lib.py

@@ -360,7 +360,7 @@ def _result_fully_done(result: dict[str, Any]) -> bool:
 
 
 def run_options_target_closes(
-    conn: sqlite3.Connection,
+    conn_or_get_db: Any,
     positions: list[dict[str, Any]],
     *,
     close_fn: Callable[[str], dict[str, Any]],
@@ -371,17 +371,17 @@ def run_options_target_closes(
 ) -> int:
     """
     扫描 active 目标委托;指数到位后限价平仓.
-    状态先 commit 再推微信,避免 sync 失败回滚导致同一笔反复推送.
-    未完全成交进入 closing,仅重试平仓不再推送.
-    返回本次新触发(并推送)的条数.
+    可传 get_db:平仓在无业务连接时执行,避免嵌套锁库。
     """
+    get_db = conn_or_get_db if callable(conn_or_get_db) else None
+    conn = conn_or_get_db() if get_db else conn_or_get_db
     ensure_target_tables(conn)
     pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
     live_ids = {k for k in pos_by_inst if k}
     cancel_orphans_without_position(conn, live_inst_ids=live_ids)
     _commit_monitor(conn)
 
-    # 先处理已挂单等待成交的,绝不再发微信
+    retry_jobs: list[dict[str, Any]] = []
     for mon in list_closing_targets(conn):
         inst_id = str(mon.get("inst_id") or "")
         if not inst_id:
@@ -390,32 +390,9 @@ def run_options_target_closes(
             mark_monitor(conn, int(mon["id"]), status="expired", message="持仓已平")
             _commit_monitor(conn)
             continue
-        # 平仓/卖币另开连接,先提交释放锁
-        _commit_monitor(conn)
-        result = close_fn(inst_id)
-        idx = _safe_float(pos_by_inst[inst_id].get("idx_px") or pos_by_inst[inst_id].get("idxPx"))
-        if result.get("already_flat") or _result_fully_done(result):
-            mark_monitor(
-                conn,
-                int(mon["id"]),
-                status="triggered",
-                trigger_idx=idx,
-                close_ord_id=result.get("close_ord_id"),
-                message="目标位限价平仓完成",
-            )
-            _commit_monitor(conn)
-            continue
-        mark_monitor(
-            conn,
-            int(mon["id"]),
-            status="closing",
-            trigger_idx=idx,
-            close_ord_id=result.get("close_ord_id"),
-            message=str(result.get("msg") or result.get("stopped_reason") or "等待买一成交"),
-        )
-        _commit_monitor(conn)
+        retry_jobs.append(dict(mon))
 
-    triggered = 0
+    trigger_jobs: list[tuple[dict[str, Any], float, float]] = []
     for mon in list_active_targets(conn):
         inst_id = str(mon.get("inst_id") or "")
         target = _safe_float(mon.get("target_index"))
@@ -433,36 +410,80 @@ def run_options_target_closes(
         opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
         if not target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target):
             continue
+        trigger_jobs.append((dict(mon), float(idx), float(target)))
+    _commit_monitor(conn)
+    if get_db is not None:
+        try:
+            conn.close()
+        except Exception:
+            pass
+        conn = None
 
-        _commit_monitor(conn)
+    def _ensure_conn() -> sqlite3.Connection:
+        nonlocal conn
+        if conn is not None:
+            return conn
+        assert get_db is not None
+        conn = get_db()
+        ensure_target_tables(conn)
+        return conn
+
+    for mon in retry_jobs:
+        inst_id = str(mon.get("inst_id") or "")
         result = close_fn(inst_id)
+        c = _ensure_conn()
+        idx = _safe_float(pos_by_inst[inst_id].get("idx_px") or pos_by_inst[inst_id].get("idxPx"))
+        if result.get("already_flat") or _result_fully_done(result):
+            mark_monitor(
+                c,
+                int(mon["id"]),
+                status="triggered",
+                trigger_idx=idx,
+                close_ord_id=result.get("close_ord_id"),
+                message="目标位限价平仓完成",
+            )
+        else:
+            mark_monitor(
+                c,
+                int(mon["id"]),
+                status="closing",
+                trigger_idx=idx,
+                close_ord_id=result.get("close_ord_id"),
+                message=str(result.get("msg") or result.get("stopped_reason") or "等待买一成交"),
+            )
+        _commit_monitor(c)
+
+    triggered = 0
+    for mon, idx, target in trigger_jobs:
+        inst_id = str(mon.get("inst_id") or "")
+        result = close_fn(inst_id)
+        c = _ensure_conn()
         if result.get("already_flat"):
-            mark_monitor(conn, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
-            _commit_monitor(conn)
+            mark_monitor(c, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
+            _commit_monitor(c)
             continue
         if not result.get("ok"):
             mark_monitor(
-                conn,
+                c,
                 int(mon["id"]),
                 status="active",
                 trigger_idx=idx,
                 message=str(result.get("msg") or result.get("stopped_reason") or "平仓未完成,将重试"),
             )
-            _commit_monitor(conn)
+            _commit_monitor(c)
             continue
 
         done = _result_fully_done(result)
         status = "triggered" if done else "closing"
         mark_monitor(
-            conn,
+            c,
             int(mon["id"]),
             status=status,
             trigger_idx=idx,
             close_ord_id=result.get("close_ord_id"),
             message="目标位触发限价平仓" if done else "目标位已挂买一限价,等待成交",
         )
-        # 关键:先落库,再推送——否则后续 sync 异常回滚会让同一笔反复推微信
-        _commit_monitor(conn)
+        _commit_monitor(c)
         triggered += 1
         _notify_target_close(
             cfg,
@@ -472,6 +493,11 @@ def run_options_target_closes(
             target=target,
             idx=idx,
             result=result,
-            conn=conn,
+            conn=c,
         )
+    if get_db is not None and conn is not None:
+        try:
+            conn.close()
+        except Exception:
+            pass
     return triggered

lib/sim/broker_lib.py

@@ -843,8 +843,8 @@ class SimBroker:
                         underlying=uly,
                         inst_id=inst_id,
                     )
-            except Exception:
-                pass
+            except Exception as e:
+                print(f"[sim_expiry_sell] {inst_id}: {e}", flush=True)
             settled.append(
                 {
                     "inst_id": inst_id,

lib/sim/hooks.py

@@ -468,16 +468,23 @@ def _patch_spot_bridge_lib() -> None:
         try:
             if _GET_DB is not None and is_sim_mode(_GET_DB):
                 coin = (underlying or "ETH").strip().upper() or "ETH"
-                _ = coin_amount
                 avail = fetch_trading_coin_available(ex, coin)
                 if avail is None or float(avail) <= 0:
                     return {"ok": False, "msg": f"交易账户无可用 {coin}"}
                 from lib.options.options_spot_bridge_lib import is_sellable_spot_coin, spot_min_sell_sz
 
-                if not is_sellable_spot_coin(ex, coin, avail):
+                amt = float(avail)
+                if coin_amount is not None:
+                    try:
+                        lim = float(coin_amount)
+                    except (TypeError, ValueError):
+                        lim = 0.0
+                    if lim > 0:
+                        amt = min(amt, lim)
+                if not is_sellable_spot_coin(ex, coin, amt):
                     min_sz = spot_min_sell_sz(ex, coin)
                     return {"ok": False, "msg": f"{coin} 可卖数量过小(低于现货最小 {min_sz:g})"}
-                sell_sz = max(0.0, float(avail) * 0.999)
+                sell_sz = max(0.0, float(amt) * 0.999)
                 if sell_sz <= 0 or not is_sellable_spot_coin(ex, coin, sell_sz):
                     return {"ok": False, "msg": f"{coin} 可卖数量过小"}
                 pub = _sim_public_exchange(ex)

tests/test_spot_dust_and_sell_cap.py

@@ -0,0 +1,39 @@
+"""粉尘阈值 / 卖回封顶 / 买入增量逻辑相关单测."""
+from __future__ import annotations
+
+import unittest
+
+from lib.options.options_spot_bridge_lib import (
+    display_sellable_coin,
+    is_sellable_spot_coin,
+    spot_min_sell_sz,
+)
+
+
+class TestSpotDust(unittest.TestCase):
+    def test_min_sz_fallback(self):
+        self.assertAlmostEqual(spot_min_sell_sz(None, "ETH"), 0.0001)
+        self.assertAlmostEqual(spot_min_sell_sz(None, "BTC"), 0.00001)
+
+    def test_dust_not_sellable(self):
+        self.assertFalse(is_sellable_spot_coin(None, "ETH", 0.000004))
+        self.assertFalse(is_sellable_spot_coin(None, "BTC", 0.000002))
+        self.assertEqual(display_sellable_coin(None, "ETH", 0.000004), 0.0)
+
+    def test_above_min_sellable(self):
+        self.assertTrue(is_sellable_spot_coin(None, "ETH", 0.0001))
+        self.assertTrue(is_sellable_spot_coin(None, "BTC", 0.00001))
+        self.assertGreater(display_sellable_coin(None, "ETH", 0.001), 0)
+
+
+class TestSellCapLogic(unittest.TestCase):
+    def test_excess_cap_math(self):
+        bought, keep = 0.01, 0.004
+        excess = max(0.0, bought - keep)
+        self.assertAlmostEqual(excess, 0.006)
+        sell_amt = min(0.02, excess)
+        self.assertAlmostEqual(sell_amt, 0.006)
+
+
+if __name__ == "__main__":
+    unittest.main()