Mirror option expiry settlements from exchange bills; debit OO LIVE open premiums.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-08 16:02:16 +08:00
parent 8d67f3fc6c
commit 3491681c28
10 changed files with 739 additions and 54 deletions
@@ -394,6 +394,42 @@ class OkxTradeClient:
            total += to_usdt(float(raw), ccy)
        return total

+    def get_option_settlement_bills(
+        self, inst_id: str, *, begin_ms: int, end_ms: int | None = None
+    ) -> list[dict] | None:
+        """期权交割/行权相关账单（近 7 日 bills；失败再试 archive）。"""
+        end = int(end_ms or int(time.time() * 1000))
+        begin = int(begin_ms)
+        # type=3 Delivery；再本地按 subType 170/171/172 过滤
+        path = (
+            f"/api/v5/account/bills?instType=OPTION&instId={inst_id}"
+            f"&type=3&begin={begin}&end={end}"
+        )
+        try:
+            rows = self._request("GET", path)
+        except Exception as e:
+            logger.warning("okx option bills type=3 failed: %s; try all types", e)
+            try:
+                rows = self._request(
+                    "GET",
+                    f"/api/v5/account/bills?instType=OPTION&instId={inst_id}"
+                    f"&begin={begin}&end={end}",
+                )
+            except Exception as e2:
+                logger.warning("okx option bills failed: %s; try archive", e2)
+                try:
+                    rows = self._request(
+                        "GET",
+                        f"/api/v5/account/bills-archive?instType=OPTION&instId={inst_id}"
+                        f"&begin={begin}&end={end}",
+                    )
+                except Exception as e3:
+                    logger.warning("okx option bills-archive failed: %s", e3)
+                    return None
+        if not isinstance(rows, list):
+            return []
+        return [r for r in rows if isinstance(r, dict)]
+
    def get_closed_perp_pnl_usdt(
        self, inst_id: str, *, begin_ms: int, end_ms: int | None = None
    ) -> float | None: