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Fix dist-to-breakeven as strike-to-equilibrium spread.

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Chain and order panel now show expiry_be minus strike instead of index distance.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-23 08:16:03 +08:00
parent 6d2d345b70
commit af3bc5f62a
2 changed files with 13 additions and 4 deletions
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lib/exchange/okx_options_lib.py
+5 -3
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@@ -13,6 +13,7 @@ import ccxt
from lib.options.options_pricing_lib import (
expiry_breakeven_from_ask,
idx_distance_to_be,
strike_distance_to_be,
is_shallow_itm,
option_moneyness,
option_moneyness_label,
@@ -906,7 +907,7 @@ def build_option_chain(
"mark_px": mark,
"ask_estimated": q["ask_estimated"],
"expiry_be_px": expiry_be,
"dist_expiry_be": idx_distance_to_be(idx, expiry_be),
"dist_expiry_be": strike_distance_to_be(strike, expiry_be),
"moneyness": mny,
"moneyness_label": option_moneyness_label(mny),
"ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
@@ -1059,7 +1060,7 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
"open_block_msg": "" if can_open else open_block_msg,
"index_px": idx,
"expiry_be_px": expiry_be,
"dist_expiry_be": idx_distance_to_be(idx, expiry_be),
"dist_expiry_be": strike_distance_to_be(strike, expiry_be),
"ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
"min_sz": int(_safe_float(meta.get("minSz")) or 1),
"tick_sz": tick_sz,
@@ -1810,6 +1811,7 @@ def format_position_row(
close_breakeven_idx,
expiry_breakeven_px,
idx_distance_to_be,
strike_distance_to_be,
total_premium,
)
@@ -1890,7 +1892,7 @@ def format_position_row(
"avail_pos": _safe_float(pos.get("availPos")),
"expiry_be_px": expiry_be,
"close_be_px": close_be,
"dist_expiry_be": idx_distance_to_be(idx_px, expiry_be),
"dist_expiry_be": strike_distance_to_be(strike, expiry_be),
"dist_close_be": idx_distance_to_be(idx_px, close_be),
"raw": pos,
}