feat中控市价单：实例按第一档实值与杠杆立即全仓开仓。

EOF

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

lib/options/options_cond_order_lib.py

@@ -561,6 +561,22 @@ def band_bounds(trigger_px: float, deviation_pct: float) -> tuple[float, float]:
     return lo, hi
 
 
+def _chain_contract_leverage(c: dict[str, Any], *, index_px: float) -> float | None:
+    """用链上报价估合约杠杆(币本位≈1/ask)."""
+    from lib.options.options_pricing_lib import equivalent_contract_leverage
+
+    ask = _safe_float(c.get("ask"))
+    ct_mult = _safe_float(c.get("ct_mult")) or 0.01
+    if ask is None or ask <= 0 or ct_mult <= 0:
+        return None
+    return equivalent_contract_leverage(
+        index_px=index_px,
+        eth_amount=float(ct_mult),
+        total_premium=float(ask) * float(ct_mult),
+        margin_mode="coin",
+    )
+
+
 def pick_nearest_itm_contract(
     cfg: dict[str, Any],
     ex: Any,
@@ -569,8 +585,12 @@ def pick_nearest_itm_contract(
     opt_type: str,
     index_px: float,
     min_expiry_hours: float,
+    target_leverage: float | None = None,
 ) -> dict[str, Any] | None:
-    """按当前指数选最近一档实值;到期 ≥ min_expiry_hours."""
+    """按当前指数选最近一档实值;到期 ≥ min_expiry_hours.
+
+    target_leverage 有值时:仅在第一档实值(最近行权距)内,选杠杆最接近目标的合约。
+    """
     from lib.exchange.okx_options_lib import build_option_chain, option_buy_liquidity_ok
     from lib.options.options_pricing_lib import option_moneyness
 
@@ -614,6 +634,59 @@ def pick_nearest_itm_contract(
     if not candidates:
         return None
     candidates.sort(key=lambda x: (x[0], str(x[1].get("inst_id") or "")))
+
+    want_lev = _safe_float(target_leverage)
+    if want_lev is not None and want_lev > 0:
+        min_dist = candidates[0][0]
+        rung = [c for d, c in candidates if abs(float(d) - float(min_dist)) <= 1e-9]
+        scored: list[tuple[float, int, dict[str, Any], dict[str, Any] | None]] = []
+        for c in rung:
+            inst = str(c.get("inst_id") or "")
+            if not inst:
+                continue
+            q: dict[str, Any] | None = None
+            try:
+                q = cfg["quote_option_contract"](ex, inst)
+            except Exception:
+                q = None
+            ask = (q or {}).get("ask") if q else c.get("ask")
+            ask_sz = (q or {}).get("ask_sz") if q else c.get("ask_sz")
+            ok_liq, _ = option_buy_liquidity_ok(ask, ask_sz)
+            lev = None
+            if q and ask is not None:
+                ct = _safe_float((q or {}).get("ct_mult")) or _safe_float(c.get("ct_mult")) or 0.01
+                from lib.options.options_pricing_lib import equivalent_contract_leverage
+
+                lev = equivalent_contract_leverage(
+                    index_px=index_px,
+                    eth_amount=float(ct),
+                    total_premium=float(ask) * float(ct),
+                    margin_mode="coin",
+                )
+            if lev is None:
+                lev = _chain_contract_leverage(c, index_px=index_px)
+            if lev is None:
+                continue
+            scored.append((abs(float(lev) - float(want_lev)), 0 if ok_liq else 1, c, q))
+        if scored:
+            scored.sort(key=lambda x: (x[0], x[1], str(x[2].get("inst_id") or "")))
+            best_c = dict(scored[0][2])
+            if scored[0][3]:
+                best_c["quote"] = scored[0][3]
+            best_c["picked_leverage"] = _chain_contract_leverage(best_c, index_px=index_px)
+            if scored[0][3] and scored[0][3].get("ask") is not None:
+                ct = _safe_float(scored[0][3].get("ct_mult")) or _safe_float(best_c.get("ct_mult")) or 0.01
+                from lib.options.options_pricing_lib import equivalent_contract_leverage
+
+                best_c["picked_leverage"] = equivalent_contract_leverage(
+                    index_px=index_px,
+                    eth_amount=float(ct),
+                    total_premium=float(scored[0][3]["ask"]) * float(ct),
+                    margin_mode="coin",
+                )
+            return best_c
+        # 杠杆估不出时退回第一档最近合约
+
     # 优先有卖一深度的最近档
     for _dist, c in candidates[:12]:
         inst = str(c.get("inst_id") or "")