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