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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+22
-10
@@ -1,8 +1,8 @@
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"""成交价与手续费.
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永续:滑点=1×fee_rate,手续费=名义×fee_rate.
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期权(币本位):滑点仍按权利金价×fee_rate;手续费对齐 OKX=
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Min(fee_rate×标的币数量, 权利金×7%).
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期权(币本位):吃卖一/买一按报价成交(无额外滑点);手续费对齐 OKX=
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Min(fee_rate×标的币数量, 权利金×7%);普通用户 taker 默认 0.03%.
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"""
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from __future__ import annotations
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@@ -32,6 +32,20 @@ def sim_fee_rate(override: float | None = None) -> float:
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return 0.0005
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def sim_option_fee_rate(override: float | None = None) -> float:
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"""OKX 币本位期权 taker 费率(默认 0.03%)."""
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if override is not None:
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return float(override)
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try:
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return float(
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os.getenv("SIM_OPTION_FEE_RATE")
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or os.getenv("OKX_OPTIONS_TAKER_FEE")
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or "0.0003"
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)
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except (TypeError, ValueError):
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return 0.0003
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def perp_fill(
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*,
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side: str,
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@@ -74,7 +88,7 @@ def option_fee_coin(
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Min(费率 × 张数对应标的币数量, 权利金×封顶比例).
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注意:费率作用在标的币面值上,不是权利金名义上.
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"""
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f = sim_fee_rate(fee_rate)
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f = sim_option_fee_rate(fee_rate)
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qty = abs(float(underlying_coin or 0.0))
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prem = abs(float(premium_coin or 0.0))
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if qty <= 0 and prem <= 0:
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@@ -92,20 +106,19 @@ def option_fill(
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bid: float,
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ask: float,
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qty: float,
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fee_rate: float,
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fee_rate: float | None = None,
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) -> PriceResult:
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"""开仓买入吃卖一; 平仓卖出吃买一.
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qty = sheets × ct_mult(标的币数量).
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滑点仍按权利金价×费率;手续费按 OKX 币本位公式(标的币×费率,权利金7%封顶).
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成交价=买卖一(无额外滑点);手续费=OKX 币本位公式(标的币×费率,权利金7%封顶).
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"""
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f = float(fee_rate)
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f = sim_option_fee_rate(fee_rate)
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if action == "open":
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base = float(ask)
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fill = base * (1.0 + f)
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else:
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base = float(bid)
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fill = base * (1.0 - f)
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fill = base
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qty_f = abs(float(qty))
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notional = abs(fill * qty_f)
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fee = option_fee_coin(
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@@ -113,8 +126,7 @@ def option_fill(
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premium_coin=notional,
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fee_rate=f,
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)
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slip = abs(fill - base) * qty_f
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return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)
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return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=0.0, notional=notional)
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@dataclass(slots=True)
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