Split live positions from hedge plans; show option+perp net PnL after fees.

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

lib/hedge_plan/hedge_plan_live_positions_lib.py

@@ -0,0 +1,203 @@
+"""永期对冲 · 当前持仓:期权+永续实时卡(组合净利扣开平双边手续费)."""
+from __future__ import annotations
+
+from typing import Any, Optional
+
+from lib.hedge_plan.hedge_plan_option_primary_lib import (
+    estimate_combo_net_pnl,
+    fee_rate,
+    opt_type_for_view,
+    perp_direction_for_view,
+)
+
+
+def _sf(v: Any) -> Optional[float]:
+    try:
+        if v is None or v == "":
+            return None
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _pick_option_row(rows: list[dict[str, Any]] | None, inst_id: str) -> Optional[dict[str, Any]]:
+    want = str(inst_id or "").strip()
+    if not want or not rows:
+        return None
+    for r in rows:
+        if not isinstance(r, dict):
+            continue
+        rid = str(r.get("instId") or r.get("inst_id") or "").strip()
+        if rid == want:
+            return r
+    return None
+
+
+def _option_bid(ex: Any, inst_id: str, fallback: Optional[float]) -> Optional[float]:
+    try:
+        from lib.exchange.okx_options_lib import fetch_option_book_depth
+
+        book = fetch_option_book_depth(ex, inst_id) or {}
+        bids = book.get("bids") or []
+        if bids and isinstance(bids[0], dict):
+            bid = _sf(bids[0].get("px") or bids[0].get("price"))
+            if bid is not None and bid > 0:
+                return bid
+    except Exception:
+        pass
+    return fallback
+
+
+def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any]]:
+    """进行中的永期计划 → 期权/永续腿实时卡 + 扣费组合净利."""
+    from lib.hedge_plan.hedge_plan_db import attach_legs_to_plans, list_plans
+
+    rows: list[dict[str, Any]] = []
+    for status in ("opening", "active", "partial"):
+        rows.extend(list_plans(conn, status=status, limit=40))
+    rows = [r for r in rows if str(r.get("plan_type") or "") == "perp_options"]
+    rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
+    if not rows:
+        return []
+    plans = attach_legs_to_plans(conn, rows)
+
+    fetch_opt = cfg.get("fetch_option_positions")
+    ex_opt = None
+    try:
+        get_ex = cfg.get("exchange_options")
+        ex_opt = get_ex() if callable(get_ex) else get_ex
+    except Exception:
+        ex_opt = None
+    opt_rows: list[dict[str, Any]] = []
+    if callable(fetch_opt) and ex_opt is not None:
+        try:
+            opt_rows = fetch_opt(ex_opt) or []
+        except Exception:
+            opt_rows = []
+
+    get_perp_metrics = cfg.get("get_live_position_exchange_metrics")
+    get_cs = cfg.get("get_contract_size")
+    fetch_idx = cfg.get("fetch_index_price")
+    fr = fee_rate()
+    out: list[dict[str, Any]] = []
+
+    for plan in plans:
+        legs = plan.get("legs") or []
+        opt_leg = next((x for x in legs if str(x.get("leg_role") or "") in ("option_hedge", "option_a")), None)
+        perp_leg = next((x for x in legs if str(x.get("leg_role") or "") == "perp"), None)
+        if not opt_leg and not perp_leg:
+            continue
+
+        view = str(plan.get("direction") or "long").lower()
+        uly = str(plan.get("underlying") or "ETH").upper()
+        inst_id = str((opt_leg or {}).get("inst_id") or "")
+        opt_raw = _pick_option_row(opt_rows, inst_id) if inst_id else None
+
+        sheets = _sf((opt_leg or {}).get("size")) or _sf((opt_raw or {}).get("pos")) or 0.0
+        ct = _sf((opt_leg or {}).get("ct_mult")) or 0.01
+        avg_open = _sf((opt_leg or {}).get("avg_open")) or _sf((opt_raw or {}).get("avgPx")) or 0.0
+        mark_opt = _sf((opt_raw or {}).get("markPx")) or _sf((opt_raw or {}).get("last")) or avg_open
+        bid = _option_bid(ex_opt, inst_id, mark_opt) if inst_id else mark_opt
+        strike = _sf((opt_leg or {}).get("strike")) or 0.0
+        opt_type = str((opt_leg or {}).get("opt_type") or opt_type_for_view(view)).upper()
+
+        sym = str((perp_leg or {}).get("symbol") or plan.get("exchange_symbol") or "")
+        perp_dir = str((perp_leg or {}).get("side") or plan.get("perp_direction") or perp_direction_for_view(view)).lower()
+        contracts = _sf((perp_leg or {}).get("size")) or _sf(plan.get("perp_size")) or 0.0
+        perp_entry = _sf((perp_leg or {}).get("avg_open")) or _sf(plan.get("entry_mark")) or 0.0
+        cs = 0.01
+        if callable(get_cs) and sym:
+            try:
+                cs = float(get_cs(sym) or 0.01)
+            except Exception:
+                cs = 0.01
+
+        perp_mark = None
+        perp_upl = None
+        live_contracts = None
+        if callable(get_perp_metrics) and sym:
+            try:
+                m = get_perp_metrics(sym, perp_dir, order_leverage=plan.get("leverage"))
+                if isinstance(m, dict):
+                    perp_mark = _sf(m.get("mark_price") or m.get("mark"))
+                    perp_upl = _sf(m.get("unrealized_pnl"))
+                    live_contracts = _sf(m.get("contracts") or m.get("size"))
+            except Exception:
+                pass
+        if perp_mark is None or perp_mark <= 0:
+            perp_mark = perp_entry
+        if live_contracts and live_contracts > 0:
+            contracts = live_contracts
+
+        idx = None
+        if callable(fetch_idx):
+            try:
+                idx = _sf(fetch_idx(uly))
+            except Exception:
+                idx = None
+        if idx is None or idx <= 0:
+            idx = perp_mark or strike or 0.0
+
+        net = estimate_combo_net_pnl(
+            view_side=view,
+            strike=float(strike or 0),
+            index_px=float(idx or 0),
+            ask_open=float(avg_open or 0),
+            bid=float(bid or 0),
+            sheets=float(sheets or 0),
+            ct_mult=float(ct or 0.01),
+            perp_direction=perp_dir,
+            perp_entry=float(perp_entry or 0),
+            perp_mark=float(perp_mark or 0),
+            contracts=float(contracts or 0),
+            contract_size=float(cs or 0.01),
+            fee=fr,
+        )
+        # 币本位期权净利(币) → USDT;永续净利已是 U
+        opt_net_coin = float(net.get("opt_net") or 0)
+        opt_net_usdt = round(opt_net_coin * float(idx or 0), 4) if idx else None
+        perp_net = float(net.get("perp_net") or 0)
+        combo_usdt = round((opt_net_usdt or 0) + perp_net, 4) if opt_net_usdt is not None else round(perp_net, 4)
+
+        out.append(
+            {
+                "plan_id": plan.get("id"),
+                "status": plan.get("status"),
+                "underlying": uly,
+                "direction": view,
+                "opened_at": plan.get("opened_at"),
+                "index_px": idx,
+                "fee_rate": fr,
+                "option": {
+                    "inst_id": inst_id or "—",
+                    "opt_type": opt_type,
+                    "strike": strike,
+                    "sheets": sheets,
+                    "ct_mult": ct,
+                    "avg_open": avg_open,
+                    "mark_px": mark_opt,
+                    "bid": bid,
+                    "net_coin": opt_net_coin,
+                    "net_usdt": opt_net_usdt,
+                    "live": bool(opt_raw),
+                },
+                "perp": {
+                    "symbol": sym or "—",
+                    "side": perp_dir,
+                    "contracts": contracts,
+                    "contract_size": cs,
+                    "avg_open": perp_entry,
+                    "mark_px": perp_mark,
+                    "upl": perp_upl,
+                    "net_usdt": perp_net,
+                    "live": perp_upl is not None or (perp_mark is not None and perp_mark > 0),
+                },
+                "combo": {
+                    "net_usdt": combo_usdt,
+                    "opt_net_usdt": opt_net_usdt,
+                    "perp_net_usdt": perp_net,
+                    "note": "扣开平双边手续费后估",
+                },
+            }
+        )
+    return out

lib/hedge_plan/hedge_plan_register.py

@@ -50,6 +50,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
     from lib.exchange.okx_options_lib import (
         build_option_chain,
         fetch_index_price,
+        fetch_option_positions,
         options_header_balances,
         place_option_limit_order,
         quote_option_contract,
@@ -76,6 +77,10 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "place_exchange_order": getattr(app_module, "place_exchange_order", None),
         "close_exchange_order": getattr(app_module, "close_exchange_order", None),
         "get_live_position_contracts": getattr(app_module, "get_live_position_contracts", None),
+        "get_live_position_exchange_metrics": getattr(
+            app_module, "get_live_position_exchange_metrics", None
+        ),
+        "fetch_option_positions": fetch_option_positions,
         "amount_to_precision": _amount_to_precision,
         "build_option_chain": build_option_chain,
         "options_header_balances": options_header_balances,
@@ -1117,6 +1122,22 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
             conn.close()
         return jsonify({"ok": True, "plans": plans})
 
+    @app.route("/api/hedge-plan/live-positions")
+    @lr
+    def api_hedge_live_positions():
+        """当前持仓:期权+永续实时卡,组合净利已扣开平双边手续费."""
+        from lib.hedge_plan.hedge_plan_db import init_hedge_plan_tables
+        from lib.hedge_plan.hedge_plan_live_positions_lib import build_live_hedge_cards
+
+        conn = cfg["get_db"]()
+        try:
+            init_hedge_plan_tables(conn)
+            cards = build_live_hedge_cards(cfg, conn)
+            conn.commit()
+        finally:
+            conn.close()
+        return jsonify({"ok": True, "cards": cards})
+
     @app.route("/api/hedge-plan/stats")
     @lr
     def api_hedge_stats():

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -26,7 +26,8 @@
     <button type="button" class="btn-secondary" id="hp-refresh" title="刷新永续行情与期权链">刷新行情</button>
     <span class="muted hp-po-gate-inline" id="hp-po-gate-inline" aria-live="polite"></span>
   </div>
-  <div class="hp-tabs" role="tablist" aria-label="对冲模式" hidden>
+  {# 模式由导航/env 决定,页内不再显示「永期对冲」Tab #}
+  <div class="hp-tabs" role="tablist" aria-label="对冲模式" hidden style="display:none!important">
     {% if hedge_plan_show_perp_options %}
     <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="perp_options">永期对冲</button>
     {% endif %}
@@ -213,13 +214,18 @@
         </div>
         <div class="options-pos-tabs" role="tablist" aria-label="永期持仓面板">
           <button type="button" class="btn-secondary opt-pos-tab hp-pos-tab active" data-hp-pos-tab="live" role="tab" aria-selected="true">当前持仓</button>
+          <button type="button" class="btn-secondary opt-pos-tab hp-pos-tab" data-hp-pos-tab="plans" role="tab" aria-selected="false">对冲计划</button>
           <button type="button" class="btn-secondary opt-pos-tab hp-pos-tab" data-hp-pos-tab="pending" role="tab" aria-selected="false">当前委托</button>
           <button type="button" class="btn-secondary opt-pos-tab hp-pos-tab" data-hp-pos-tab="history" role="tab" aria-selected="false">历史记录</button>
           <button type="button" class="btn-secondary opt-pos-tab hp-pos-tab" data-hp-pos-tab="stats" role="tab" aria-selected="false">统计分析</button>
         </div>
         <div class="options-pos-tab-body">
           <div class="options-pos-pane is-active" data-hp-pos-pane="live" role="tabpanel">
-            <p class="muted" style="margin:0 0 8px;font-size:.82rem">进行中的对冲计划(持仓中 / 半腿待补)</p>
+            <div id="hp-live-pos-list" class="hp-live-pos-list">
+              <p class="muted">加载中…</p>
+            </div>
+          </div>
+          <div class="options-pos-pane" data-hp-pos-pane="plans" role="tabpanel" hidden>
             <div class="options-strike-table-wrap">
               <table class="options-strike-table hp-history-table">
                 <thead>
@@ -426,4 +432,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=53"></script>
+<script src="/static/hedge_plan.js?v=54"></script>