Fix Binance option top-of-book via depth limit and ticker fallback.

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

backend/app/exchange/binance/rest.py

@@ -115,22 +115,59 @@ class BinanceRestClient:
             return self.fetch_mark_option(inst_id)
         return self.fetch_mark_perp(inst_id)
 
+    def fetch_option_ticker(self, symbol: str) -> dict[str, Any] | None:
+        body = self._get_json(self._eapi, "/eapi/v1/ticker", {"symbol": symbol})
+        if isinstance(body, list) and body:
+            row = body[0]
+            return row if isinstance(row, dict) else None
+        if isinstance(body, dict):
+            return body
+        return None
+
     def fetch_books(
         self, inst_id: str, sz: int = 5
     ) -> tuple[list[BookLevel], list[BookLevel], int | None]:
         from .parse import is_option_symbol
 
-        limit = max(5, min(int(sz), 100))
         if is_option_symbol(inst_id):
-            body = self._get_json(
-                self._eapi, "/eapi/v1/depth", {"symbol": inst_id, "limit": limit}
-            )
-        else:
-            body = self._get_json(
-                self._fapi,
-                "/fapi/v1/depth",
-                {"symbol": inst_id.upper(), "limit": min(limit, 20)},
-            )
+            # 币安期权 depth 的 limit 仅支持 10/20/50/100 等，5 会失败
+            limit = 10 if int(sz) < 10 else min(int(sz), 100)
+            try:
+                body = self._get_json(
+                    self._eapi, "/eapi/v1/depth", {"symbol": inst_id, "limit": limit}
+                )
+            except Exception:
+                body = None
+            bids: list[BookLevel] = []
+            asks: list[BookLevel] = []
+            ts_ms = None
+            if isinstance(body, dict):
+                ts = safe_float(body.get("T") or body.get("E") or body.get("time"))
+                ts_ms = int(ts) if ts is not None else None
+                bids = _levels(body.get("bids") or body.get("b") or [])
+                asks = _levels(body.get("asks") or body.get("a") or [])
+            # depth 空盘时回退 ticker 买卖一
+            if not bids or not asks:
+                tick = self.fetch_option_ticker(inst_id)
+                if tick:
+                    bid = safe_float(tick.get("bidPrice") or tick.get("b"))
+                    ask = safe_float(tick.get("askPrice") or tick.get("a"))
+                    bid_sz = safe_float(tick.get("bidQty") or tick.get("B")) or 1.0
+                    ask_sz = safe_float(tick.get("askQty") or tick.get("A")) or 1.0
+                    ts = safe_float(tick.get("time") or tick.get("E") or tick.get("T"))
+                    ts_ms = int(ts) if ts is not None else ts_ms
+                    if bid is not None and bid > 0 and not bids:
+                        bids = [BookLevel(px=bid, sz=bid_sz)]
+                    if ask is not None and ask > 0 and not asks:
+                        asks = [BookLevel(px=ask, sz=ask_sz)]
+            return bids, asks, ts_ms
+
+        limit = max(5, min(int(sz), 20))
+        body = self._get_json(
+            self._fapi,
+            "/fapi/v1/depth",
+            {"symbol": inst_id.upper(), "limit": limit},
+        )
         if not isinstance(body, dict):
             return [], [], None
         ts = safe_float(body.get("T") or body.get("E") or body.get("time"))