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dekun
2026-08-01 10:33:19 +08:00
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"""OKX / 欧式期权惯例:到期日当日 08:00 UTC(上海 16:00)。"""
from __future__ import annotations
from datetime import datetime, timezone
def expiry_ms_from_ymd(ymd: str) -> int:
"""YYMMDD → 到期毫秒时间戳(UTC 08:00)。"""
ymd = (ymd or "").strip()
if len(ymd) != 6 or not ymd.isdigit():
raise ValueError(f"invalid expiry ymd: {ymd!r}")
yy, mm, dd = int(ymd[0:2]), int(ymd[2:4]), int(ymd[4:6])
dt = datetime(2000 + yy, mm, dd, 8, 0, 0, tzinfo=timezone.utc)
return int(dt.timestamp() * 1000)