Align hedge UI/fees: drop 未启动, premium coin/U, equity incl perp margin, OKX option fees.

Option net uses Min(0.03%×coin, 7%×premium) with bid/ask fills (no slip); live PnL colors fixed. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-14 17:12:10 +08:00
parent be00991568
commit 746655acba
12 changed files with 190 additions and 45 deletions
@@ -4,9 +4,10 @@ from __future__ import annotations
 from datetime import datetime, timedelta, timezone
 from typing import Any, Optional

-from lib.hedge_plan.hedge_plan_option_primary_lib import (
+    from lib.hedge_plan.hedge_plan_option_primary_lib import (
    estimate_combo_net_pnl,
    fee_rate,
+    option_fee_rate,
    opt_type_for_view,
    option_bid_liquidity_ok,
    perp_direction_for_view,
@@ -129,6 +130,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
    get_cs = cfg.get("get_contract_size")
    fetch_idx = cfg.get("fetch_index_price")
    fr = fee_rate()
+    fr_opt = option_fee_rate()
    now_ms = int(datetime.now(tz=_BJ).timestamp() * 1000)
    out: list[dict[str, Any]] = []

@@ -226,11 +228,15 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
            contracts=float(contracts or 0),
            contract_size=float(cs or 0.01),
            fee=fr,
+            option_fee=fr_opt,
        )
        opt_net_coin = float(net.get("opt_net") or 0)
+        # 币→U:用当前指数(与买币参考价同口径)
        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)
+        prem_coin = float(net.get("premium") or (float(avg_open or 0) * float(sheets or 0) * float(ct or 0.01)))
+        prem_usdt = round(prem_coin * float(idx or 0), 2) if idx else None

        opened_at = plan.get("opened_at")
        opened_ms = _parse_opened_ms(opened_at)
@@ -253,6 +259,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                "remain_sec": remain_sec,
                "index_px": idx,
                "fee_rate": fr,
+                "option_fee_rate": fr_opt,
                "option": {
                    "inst_id": inst_id or "—",
                    "opt_type": opt_type,
@@ -266,6 +273,8 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                    "leverage": opt_leverage,
                    "liq_ok": bool(liq_ok),
                    "liq_msg": liq_msg or "",
+                    "premium_coin": round(prem_coin, 4),
+                    "premium_usdt": prem_usdt,
                    "net_coin": opt_net_coin,
                    "net_usdt": opt_net_usdt,
                    "live": bool(opt_raw),
@@ -38,12 +38,29 @@ def is_option_primary(body_or_plan: dict[str, Any] | None) -> bool:


 def fee_rate() -> float:
+    """永续 taker 费率(默认 0.05%)."""
    try:
        return max(0.0, float(os.getenv("HEDGE_PLAN_FEE_RATE") or os.getenv("OKX_TAKER_FEE") or "0.0005"))
    except (TypeError, ValueError):
        return 0.0005


+def option_fee_rate() -> float:
+    """币本位期权 taker 费率(OKX 普通档默认 0.03%)."""
+    try:
+        return max(
+            0.0,
+            float(
+                os.getenv("HEDGE_PLAN_OPTION_FEE_RATE")
+                or os.getenv("OKX_OPTIONS_TAKER_FEE")
+                or os.getenv("SIM_OPTION_FEE_RATE")
+                or "0.0003"
+            ),
+        )
+    except (TypeError, ValueError):
+        return 0.0003
+
+
 def floor2(v: float) -> float:
    """ETH 数量向下取两位小数."""
    if v <= 0:
@@ -201,17 +218,30 @@ def estimate_combo_net_pnl(
    contracts: float,
    contract_size: float,
    fee: Optional[float] = None,
+    option_fee: Optional[float] = None,
 ) -> dict[str, Any]:
-    """组合净利(扣费);平仓/卖出手续费按买入费率估算."""
-    fr = fee if fee is not None else fee_rate()
+    """组合净利(扣开平双边手续费).
+
+    期权:吃卖一开/买一平(无滑点);费=Min(费率×标的币, 权利金×7%).
+    永续:名义×费率(开+平).
+    """
+    from lib.sim.pricing_lib import option_fee_coin
+
+    fr_perp = fee if fee is not None else fee_rate()
+    fr_opt = option_fee if option_fee is not None else option_fee_rate()
    ct = float(ct_mult or 0.01)
    sh = float(sheets or 0)
    a = float(ask_open or 0)
    b = float(bid or 0)
-    premium = a * sh * ct
-    opt_proceeds = b * sh * ct
-    opt_open_fee = premium * fr
-    opt_close_fee = opt_proceeds * fr  # 卖出费用按买入费率
+    underlying = sh * ct
+    premium = a * underlying
+    opt_proceeds = b * underlying
+    opt_open_fee = option_fee_coin(
+        underlying_coin=underlying, premium_coin=premium, fee_rate=fr_opt
+    )
+    opt_close_fee = option_fee_coin(
+        underlying_coin=underlying, premium_coin=opt_proceeds, fee_rate=fr_opt
+    )
    opt_net = opt_proceeds - premium - opt_open_fee - opt_close_fee

    coins = float(contracts or 0) * float(contract_size or 0.01)
@@ -224,15 +254,20 @@ def estimate_combo_net_pnl(
        perp_gross = (mark - entry) * coins
    perp_notional_open = abs(entry * coins)
    perp_notional_close = abs(mark * coins)
-    perp_open_fee = perp_notional_open * fr
-    perp_close_fee = perp_notional_close * fr
+    perp_open_fee = perp_notional_open * fr_perp
+    perp_close_fee = perp_notional_close * fr_perp
    perp_net = perp_gross - perp_open_fee - perp_close_fee
    total = opt_net + perp_net
    return {
        "opt_net": round(opt_net, 4),
        "perp_net": round(perp_net, 4),
        "net": round(total, 4),
-        "fee_rate": fr,
+        "fee_rate": fr_perp,
+        "option_fee_rate": fr_opt,
+        "opt_open_fee": round(opt_open_fee, 8),
+        "opt_close_fee": round(opt_close_fee, 8),
+        "perp_open_fee": round(perp_open_fee, 4),
+        "perp_close_fee": round(perp_close_fee, 4),
        "premium": round(premium, 4),
        "opt_proceeds": round(opt_proceeds, 4),
    }
@@ -1431,30 +1431,53 @@ def _fetch_perp_market(cfg: dict[str, Any], base: str) -> tuple[dict[str, Any],


 def _options_account_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
-    """期权账户资金快照(与期权页同源: exchange_options)."""
+    """期权账户资金快照(与期权页同源: exchange_options).
+
+    trading_usdt=展示权益(含永续全仓占用);trading_usdt_avail=可开仓余额.
+    """
    out: dict[str, Any] = {
        "label": cfg.get("options_account_label") or "期权账户",
        "trading_usdc": None,
        "funding_usdc": None,
        "trading_usdt": None,
        "funding_usdt": None,
+        "trading_usdt_avail": None,
+        "perp_margin_usdt": None,
+        "margin_note": "永续全仓 · 期权逐仓",
    }
    ex = cfg.get("exchange_options")
-    hdr = cfg.get("options_header_balances")
-    if ex is None or not callable(hdr):
+    if ex is None:
        return out
    try:
-        trading_usdc, funding_usdc, funding_usdt, trading_usdt = hdr(ex, force=False)
+        from lib.exchange.okx_options_lib import options_header_balance_pack
+
+        pack = options_header_balance_pack(ex, force=False) or {}
        out.update(
            {
-                "trading_usdc": trading_usdc,
-                "funding_usdc": funding_usdc,
-                "trading_usdt": trading_usdt,
-                "funding_usdt": funding_usdt,
+                "trading_usdc": pack.get("trading_usdc"),
+                "funding_usdc": pack.get("funding_usdc"),
+                "trading_usdt": pack.get("trading_usdt"),
+                "funding_usdt": pack.get("funding_usdt"),
+                "trading_usdt_avail": pack.get("trading_usdt_avail", pack.get("trading_usdt")),
+                "perp_margin_usdt": pack.get("perp_margin_usdt"),
            }
        )
    except Exception:
-        pass
+        hdr = cfg.get("options_header_balances")
+        if callable(hdr):
+            try:
+                trading_usdc, funding_usdc, funding_usdt, trading_usdt = hdr(ex, force=False)
+                out.update(
+                    {
+                        "trading_usdc": trading_usdc,
+                        "funding_usdc": funding_usdc,
+                        "trading_usdt": trading_usdt,
+                        "funding_usdt": funding_usdt,
+                        "trading_usdt_avail": trading_usdt,
+                    }
+                )
+            except Exception:
+                pass
    return out


@@ -431,4 +431,4 @@
    </div>
  </div>
 </div>
-<script src="/static/hedge_plan.js?v=58"></script>
+<script src="/static/hedge_plan.js?v=59"></script>