"""OKX 合约 ID / 到期解析(交易所专属)。""" from __future__ import annotations import re from datetime import datetime, timezone from typing import Any from ..expiry import expiry_ms_from_ymd _DATE_RE = re.compile(r"^\d{6}$") __all__ = [ "expiry_ms_from_ymd", "parse_option_inst_id", "rows_to_option_contracts", "safe_float", ] def safe_float(v: Any) -> float | None: if v is None or v == "": return None try: return float(v) except (TypeError, ValueError): return None def parse_option_inst_id(inst_id: str) -> tuple[str | None, float | None, str | None]: """ETH-USD_UM-YYMMDD-STRIKE-C → (YYMMDD, strike, C|P).""" parts = (inst_id or "").strip().split("-") if len(parts) < 5: return None, None, None ymd = parts[-3] strike = safe_float(parts[-2]) opt = parts[-1].upper() if not _DATE_RE.fullmatch(ymd) or strike is None or opt not in ("C", "P"): return None, None, None return ymd, strike, opt def rows_to_option_contracts(rows: list[dict[str, Any]]) -> list[dict[str, Any]]: """ 归一化为策略层可用的中性结构: {inst_id, expiry_ymd, strike, side, ct_mult} """ out: list[dict[str, Any]] = [] for row in rows: if not isinstance(row, dict): continue state = str(row.get("state") or "live").lower() if state and state != "live": continue inst_id = str(row.get("instId") or "") y, stk, opt = parse_option_inst_id(inst_id) exp_ms = None if y is None or stk is None or opt is None: exp = safe_float(row.get("expTime")) if exp: ms = int(exp) if exp > 10_000_000_000 else int(exp * 1000) y = datetime.fromtimestamp(ms / 1000, tz=timezone.utc).strftime("%y%m%d") exp_ms = ms stk = safe_float(row.get("stk")) opt_raw = str(row.get("optType") or "").upper() opt = opt_raw if opt_raw in ("C", "P") else None if not inst_id or not y or stk is None or opt not in ("C", "P"): continue if exp_ms is None: exp_ms = expiry_ms_from_ymd(y) ct = safe_float(row.get("ctMult")) out.append( { "inst_id": inst_id, "expiry_ymd": y, "expiry_ms": int(exp_ms), "strike": float(stk), "side": opt, "ct_mult": float(ct) if ct and ct > 0 else None, } ) return out