dekun
44 lines
1.5 KiB
Python
44 lines
1.5 KiB
Python
"""冒烟：拉一次 OKX 指数 + 选 ATM 并打印（不强制写库）。"""
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from __future__ import annotations
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import os
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import sys
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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sys.path.insert(0, str(ROOT))
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os.chdir(ROOT)
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from apps.collector.okx_rest import OkxRestClient
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from apps.collector.selectors import rows_to_contracts, select_atm_pair
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from packages.config import get_settings
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from packages.domain import option_leverage
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def main() -> int:
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s = get_settings()
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with OkxRestClient(base_url=s.okx_base_url, proxy=s.okx_proxy or None) as client:
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idx = client.fetch_index_ticker(s.index_inst_id)
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print(f"index {s.index_inst_id} = {idx}")
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raw = client.fetch_option_instruments(s.option_inst_family)
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contracts = rows_to_contracts(raw)
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print(f"live contracts = {len(contracts)}")
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pair = select_atm_pair(contracts, index_px=float(idx or 0), min_hours=s.min_option_hours)
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if not pair:
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print("no ATM pair")
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return 1
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print(
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f"ATM expiry={pair.expiry_ymd} strike={pair.strike} "
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f"C={pair.call_inst_id} P={pair.put_inst_id}"
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)
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for side, inst in (("C", pair.call_inst_id), ("P", pair.put_inst_id)):
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ask, bid, *_ = client.fetch_books(inst)
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lev = option_leverage(float(idx), ask)
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print(f" {side}: ask={ask} bid={bid} leverage={lev}")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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