Add control residual options table with liquidity-only manual close.

Fleet status exposes enriched residuals; manual close skips the premium recovery gate while auto mid-close remains unchanged.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-02 15:13:29 +08:00
parent 92c2e89b0e
commit a7aee8f425
8 changed files with 407 additions and 46 deletions
+23 -11
View File
@@ -1250,21 +1250,26 @@ class OkxLiveExecutor(Matcher):
}
return row
def try_close_one_residual(self, row: dict) -> dict | None:
"""LIVE:权利金达标后按最新买一 IOC 限价卖出归档期权(不扫市价)。"""
def try_close_one_residual(
self, row: dict, *, skip_premium_ratio: bool = False
) -> dict | None:
"""LIVE:流动性通过后按最新买一 IOC 限价卖;自动路径另要求权利金比例。"""
err = self._guard_live()
if err:
logger.warning("residual premium close blocked: %s", err)
logger.warning("residual close blocked: %s", err)
return None
synced = self._sync_residual_contracts_with_exchange(row)
if synced is None:
return None
row = synced
skip, close_bid, _oq = self._evaluate_residual_premium_close(row)
require_ratio = not skip_premium_ratio
skip, close_bid, _oq = self._evaluate_residual_premium_close(
row, require_premium_ratio=require_ratio
)
if skip or close_bid is None:
if skip:
logger.debug(
"residual premium close skip %s: %s",
"residual close skip %s: %s",
row.get("group_id"),
skip,
)
@@ -1277,17 +1282,19 @@ class OkxLiveExecutor(Matcher):
opt_contracts = float(contracts_for_eth(opt_qty, ct) or 0)
if opt_contracts <= 0:
logger.warning(
"residual premium close skip %s: bad contracts", row.get("group_id")
"residual close skip %s: bad contracts", row.get("group_id")
)
return None
oq2 = self._quote_held_option(option_inst_id)
if oq2 is None or oq2.bid is None:
return None
bid_px = float(oq2.bid)
skip2 = self._residual_bid_gate(row, bid=bid_px, oq=oq2)
skip2 = self._residual_bid_gate(
row, bid=bid_px, oq=oq2, require_premium_ratio=require_ratio
)
if skip2:
logger.debug(
"residual premium close recheck skip %s: %s",
"residual close recheck skip %s: %s",
row.get("group_id"),
skip2,
)
@@ -1304,7 +1311,7 @@ class OkxLiveExecutor(Matcher):
)
except Exception as e:
logger.warning(
"residual premium close bid-ioc sell failed %s: %s",
"residual close bid-ioc sell failed %s: %s",
row.get("group_id"),
e,
)
@@ -1321,6 +1328,7 @@ class OkxLiveExecutor(Matcher):
remaining = max(0.0, opt_contracts - filled_c)
fill_eth = eth_from_contracts(filled_c, self._ct_mult(option_inst_id))
now_ms = int(time.time() * 1000)
tag = "manual" if skip_premium_ratio else "mid"
return self._book_residual_market_close(
row,
fill_px=of_px,
@@ -1328,11 +1336,15 @@ class OkxLiveExecutor(Matcher):
notional=of_px * fill_eth,
slip=0.0,
now_ms=now_ms,
note=f"LIVE residual mid-close at bid IOC px={bid_px}",
note=f"LIVE residual {tag}-close at bid IOC px={bid_px}",
exec_mode="LIVE",
filled_contracts=filled_c,
remaining_contracts=remaining,
close_reason="residual_premium_close",
close_reason=(
"residual_manual_close"
if skip_premium_ratio
else "residual_premium_close"
),
)
def _try_exchange_flatten_residual(