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>
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@@ -38,12 +38,29 @@ def is_option_primary(body_or_plan: dict[str, Any] | None) -> bool:
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def fee_rate() -> float:
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"""永续 taker 费率(默认 0.05%)."""
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try:
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return max(0.0, float(os.getenv("HEDGE_PLAN_FEE_RATE") or os.getenv("OKX_TAKER_FEE") or "0.0005"))
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except (TypeError, ValueError):
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return 0.0005
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def option_fee_rate() -> float:
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"""币本位期权 taker 费率(OKX 普通档默认 0.03%)."""
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try:
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return max(
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0.0,
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float(
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os.getenv("HEDGE_PLAN_OPTION_FEE_RATE")
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or os.getenv("OKX_OPTIONS_TAKER_FEE")
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or os.getenv("SIM_OPTION_FEE_RATE")
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or "0.0003"
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),
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)
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except (TypeError, ValueError):
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return 0.0003
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def floor2(v: float) -> float:
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"""ETH 数量向下取两位小数."""
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if v <= 0:
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@@ -201,17 +218,30 @@ def estimate_combo_net_pnl(
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contracts: float,
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contract_size: float,
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fee: Optional[float] = None,
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option_fee: Optional[float] = None,
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) -> dict[str, Any]:
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"""组合净利(扣费);平仓/卖出手续费按买入费率估算."""
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fr = fee if fee is not None else fee_rate()
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"""组合净利(扣开平双边手续费).
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期权:吃卖一开/买一平(无滑点);费=Min(费率×标的币, 权利金×7%).
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永续:名义×费率(开+平).
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"""
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from lib.sim.pricing_lib import option_fee_coin
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fr_perp = fee if fee is not None else fee_rate()
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fr_opt = option_fee if option_fee is not None else option_fee_rate()
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ct = float(ct_mult or 0.01)
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sh = float(sheets or 0)
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a = float(ask_open or 0)
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b = float(bid or 0)
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premium = a * sh * ct
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opt_proceeds = b * sh * ct
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opt_open_fee = premium * fr
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opt_close_fee = opt_proceeds * fr # 卖出费用按买入费率
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underlying = sh * ct
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premium = a * underlying
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opt_proceeds = b * underlying
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opt_open_fee = option_fee_coin(
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underlying_coin=underlying, premium_coin=premium, fee_rate=fr_opt
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)
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opt_close_fee = option_fee_coin(
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underlying_coin=underlying, premium_coin=opt_proceeds, fee_rate=fr_opt
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)
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opt_net = opt_proceeds - premium - opt_open_fee - opt_close_fee
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coins = float(contracts or 0) * float(contract_size or 0.01)
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@@ -224,15 +254,20 @@ def estimate_combo_net_pnl(
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perp_gross = (mark - entry) * coins
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perp_notional_open = abs(entry * coins)
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perp_notional_close = abs(mark * coins)
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perp_open_fee = perp_notional_open * fr
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perp_close_fee = perp_notional_close * fr
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perp_open_fee = perp_notional_open * fr_perp
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perp_close_fee = perp_notional_close * fr_perp
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perp_net = perp_gross - perp_open_fee - perp_close_fee
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total = opt_net + perp_net
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return {
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"opt_net": round(opt_net, 4),
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"perp_net": round(perp_net, 4),
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"net": round(total, 4),
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"fee_rate": fr,
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"fee_rate": fr_perp,
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"option_fee_rate": fr_opt,
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"opt_open_fee": round(opt_open_fee, 8),
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"opt_close_fee": round(opt_close_fee, 8),
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"perp_open_fee": round(perp_open_fee, 4),
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"perp_close_fee": round(perp_close_fee, 4),
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"premium": round(premium, 4),
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"opt_proceeds": round(opt_proceeds, 4),
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}
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