Fix hedge market quotes via public HTTP and default cloud-server deploy settings.

Avoid load_markets hangs on weak networks; enable login-required sim defaults and document Baota Nginx reverse proxy.

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

lib/hedge_plan/hedge_plan_register.py

@@ -2,6 +2,7 @@
 from __future__ import annotations
 
 import os
+import time
 from typing import Any, Optional
 
 from flask import Flask, jsonify, request
@@ -10,16 +11,10 @@ from jinja2 import ChoiceLoader, FileSystemLoader
 from lib.hedge_plan.hedge_plan_calc_lib import (
     build_options_options_preview,
     build_perp_options_preview,
-    floor_contracts_to_precision,
     gate_status,
     option_premium_total,
-    suggest_contracts_from_notional,
-)
-from lib.hub.hub_calculator_market_lib import amount_decimals_from_exchange
-from lib.trade.position_sizing_lib import (
-    compute_full_margin_sizing,
-    load_position_sizing_mode,
 )
+from lib.trade.position_sizing_lib import load_position_sizing_mode
 
 
 def _env_bool(key: str, default: bool = False) -> bool:
@@ -1311,15 +1306,8 @@ def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
 
 
 def _fetch_perp_market(cfg: dict[str, Any], base: str) -> tuple[dict[str, Any], str | None]:
+    """对冲页行情:只走公共 HTTP/curl,绝不触发 ccxt load_markets(弱网会卡死整页)."""
     ex = cfg.get("exchange")
-    if ex is None:
-        return {}, "永续交易所未初始化"
-    ensure = cfg.get("ensure_markets_loaded")
-    if callable(ensure):
-        try:
-            ensure()
-        except Exception as e:
-            return {}, f"加载市场失败: {e}"
     norm = cfg.get("normalize_exchange_symbol")
     sym = f"{base}/USDT:USDT"
     if callable(norm):
@@ -1327,67 +1315,43 @@ def _fetch_perp_market(cfg: dict[str, Any], base: str) -> tuple[dict[str, Any],
             sym = norm(f"{base}/USDT")
         except Exception:
             sym = f"{base}/USDT:USDT"
-    mark = bid = ask = last = None
+
+    mark = bid = ask = last = index_px = None
+    last_err: Exception | None = None
     try:
-        t = ex.fetch_ticker(sym)
-        last = _sf(t.get("last"))
-        mark = _sf(t.get("info", {}).get("markPx")) if isinstance(t.get("info"), dict) else None
-        if mark is None:
-            mark = _sf(t.get("mark")) or last
-        bid = _sf(t.get("bid"))
-        ask = _sf(t.get("ask"))
+        from lib.exchange.okx_public_http_lib import fetch_index_px, fetch_swap_ticker
+
+        row = fetch_swap_ticker(base)
+        last = _sf(row.get("last"))
+        mark = _sf(row.get("markPx")) or last
+        bid = _sf(row.get("bidPx"))
+        ask = _sf(row.get("askPx"))
+        index_px = fetch_index_px(base)
     except Exception as e:
-        return {}, f"拉永续行情失败: {e}"
-
-    cs = 0.01
-    get_cs = cfg.get("get_contract_size")
-    if callable(get_cs):
-        try:
-            cs = float(get_cs(sym) or 0.01)
-        except Exception:
-            cs = 0.01
+        last_err = e
+        if ex is not None:
+            try:
+                inst = f"{base}-USDT-SWAP"
+                rows = (ex.public_get_market_ticker({"instId": inst}) or {}).get("data") or []
+                row = rows[0] if rows else {}
+                last = _sf(row.get("last"))
+                mark = _sf(row.get("markPx")) or last
+                bid = _sf(row.get("bidPx"))
+                ask = _sf(row.get("askPx"))
+            except Exception as e2:
+                last_err = e2
+    if last is None and mark is None:
+        return {}, f"拉永续行情失败: {last_err or '无报价'}"
+    if index_px is None:
+        index_px = mark or last
 
+    # 面值/可用/精度:展示用默认值,避免 get_contract_size→load_markets 阻塞
+    cs = 0.1 if base == "ETH" else 0.01
     available = None
-    get_av = cfg.get("get_available_trading_usdt")
-    if callable(get_av):
-        try:
-            available = get_av()
-        except Exception:
-            available = None
-
-    entry = float(mark or last or 0)
+    amount_precision = 2 if base == "ETH" else 4
     sizing = None
     suggest_contracts = None
-    amount_precision = 4
-    try:
-        amount_precision = int(amount_decimals_from_exchange(ex, sym))
-    except Exception:
-        amount_precision = 4
-    if available is not None and entry > 0:
-        sizing, _serr = compute_full_margin_sizing(
-            symbol=sym,
-            available_usdt=float(available),
-            capital_base=float(available),
-            buffer_ratio=float(cfg.get("full_margin_buffer") or 0.98),
-            btc_leverage=int(cfg.get("btc_leverage") or 10),
-            alt_leverage=int(cfg.get("alt_leverage") or 5),
-            funds_decimals=int(cfg.get("funds_decimals") or 2),
-        )
-        if sizing:
-            raw_contracts = suggest_contracts_from_notional(
-                notional=float(sizing["notional_value"]),
-                entry=entry,
-                contract_size=cs,
-            )
-            # 优先走交易所 amount_to_precision;失败则按精度位数向下取整
-            suggest_contracts = None
-            try:
-                precise = float(ex.amount_to_precision(sym, raw_contracts))
-                if precise > raw_contracts + 1e-12:
-                    precise = floor_contracts_to_precision(raw_contracts, amount_precision)
-                suggest_contracts = precise
-            except Exception:
-                suggest_contracts = floor_contracts_to_precision(raw_contracts, amount_precision)
+    entry = float(mark or last or 0)
 
     return {
         "exchange_symbol": sym,
@@ -1395,6 +1359,7 @@ def _fetch_perp_market(cfg: dict[str, Any], base: str) -> tuple[dict[str, Any],
         "last": last,
         "bid": bid,
         "ask": ask,
+        "index_px": index_px,
         "contract_size": cs,
         "available_usdt": available,
         "full_margin_sizing": sizing,