Refresh perp mark from public ticker when position metrics are unavailable.
Sim/no-keys mode was falling back to entry so 标记 stayed frozen at open price. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -105,6 +105,36 @@ def perp_close_book_side(position_side: str) -> str:
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return "bids" if str(position_side or "").lower() == "long" else "asks"
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def fetch_perp_mark_px(exchange: Any, symbol: str) -> Optional[float]:
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"""公开行情标记价:优先 markPx,其次 last / 买卖中间价.模拟盘无持仓 metrics 时用此刷新标记."""
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sym = str(symbol or "").strip()
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if not sym or exchange is None or not hasattr(exchange, "fetch_ticker"):
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return None
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try:
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t = exchange.fetch_ticker(sym) or {}
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info = t.get("info") if isinstance(t.get("info"), dict) else {}
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for v in (
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info.get("markPx"),
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t.get("mark"),
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t.get("last"),
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info.get("last"),
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):
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px = _sf(v)
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if px is not None and px > 0:
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return float(px)
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bid = _sf(t.get("bid") or info.get("bidPx"))
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ask = _sf(t.get("ask") or info.get("askPx"))
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if bid and ask and bid > 0 and ask > 0:
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return float((bid + ask) / 2.0)
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if bid and bid > 0:
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return float(bid)
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if ask and ask > 0:
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return float(ask)
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except Exception:
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return None
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return None
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def fetch_perp_close_vwap(
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exchange: Any,
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*,
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@@ -4,7 +4,7 @@ from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from typing import Any, Optional
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from lib.hedge_plan.hedge_plan_book_lib import fetch_perp_close_vwap
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from lib.hedge_plan.hedge_plan_book_lib import fetch_perp_close_vwap, fetch_perp_mark_px
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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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@@ -205,6 +205,9 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
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margin = _sf(m.get("initial_margin") or m.get("margin"))
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except Exception:
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pass
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# 模拟盘/无私钥时持仓 metrics 为空,标记会卡在开仓价 → 改拉公开 ticker
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if perp_mark is None or perp_mark <= 0:
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perp_mark = fetch_perp_mark_px(ex_perp, sym)
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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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