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