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>

lib/common/static/hedge_plan.js

@@ -726,7 +726,7 @@
       el.textContent = "持仓中" + idPart;
       el.classList.add("is-holding");
     } else {
-      el.textContent = "未启动";
+      el.textContent = "";
       el.classList.add("is-idle");
     }
   }
@@ -990,6 +990,10 @@
       "<span>标记 <strong>" +
       fmt(opt.mark_px, 4) +
       "</strong></span>" +
+      '<span title="权利金(币/U,U按买币参考指数)">权利金 <strong>' +
+      (opt.premium_coin != null ? fmt(opt.premium_coin, 4) + " 币" : "—") +
+      (opt.premium_usdt != null ? " / " + fmt(opt.premium_usdt, 2) + " U" : "") +
+      "</strong></span>" +
       '<span class="' +
       (liqWarn ? "hp-liq-warn" : "") +
       '" title="' +
@@ -1268,8 +1272,16 @@
     if (acct.trading_usdc != null && acct.trading_usdc !== "") {
       state.tradingUsdc = Number(acct.trading_usdc);
     }
+    // 展示权益(含永续全仓保证金);定仓用可用余额
     if (acct.trading_usdt != null && acct.trading_usdt !== "") {
-      state.tradingUsdt = Number(acct.trading_usdt);
+      state.tradingUsdtEquity = Number(acct.trading_usdt);
+    } else if (acct.trading_usdc != null && acct.trading_usdc !== "") {
+      state.tradingUsdtEquity = Number(acct.trading_usdc);
+    }
+    if (acct.trading_usdt_avail != null && acct.trading_usdt_avail !== "") {
+      state.tradingUsdt = Number(acct.trading_usdt_avail);
+    } else if (state.tradingUsdtEquity != null) {
+      state.tradingUsdt = state.tradingUsdtEquity;
     } else if (acct.trading_usdc != null && acct.trading_usdc !== "") {
       state.tradingUsdt = Number(acct.trading_usdc);
     }
@@ -1282,18 +1294,27 @@
     if (chain && chain.budget_buffer != null && chain.budget_buffer !== "") {
       applyBudgetBuffer(chain.budget_buffer);
     }
+    const equityTxt = fmt(
+      state.tradingUsdtEquity != null
+        ? state.tradingUsdtEquity
+        : acct.trading_usdt != null
+          ? acct.trading_usdt
+          : acct.trading_usdc,
+      2
+    );
     const line =
       label +
       " · 交易 USDT " +
-      fmt(acct.trading_usdt != null ? acct.trading_usdt : acct.trading_usdc, 2) +
+      equityTxt +
       " · 资金 USDT " +
-      fmt(acct.funding_usdt != null ? acct.funding_usdt : acct.funding_usdc, 2);
+      fmt(acct.funding_usdt != null ? acct.funding_usdt : acct.funding_usdc, 2) +
+      " · 永续全仓/期权逐仓";
     const el = $("hp-opt-bal-line");
     if (el) el.textContent = line;
     const fundEl = $("hp-oo-funding-usdc");
     const tradeEl = $("hp-oo-trading-usdc");
     if (fundEl) fundEl.textContent = fmt(acct.funding_usdt != null ? acct.funding_usdt : acct.funding_usdc, 2);
-    if (tradeEl) tradeEl.textContent = fmt(acct.trading_usdt != null ? acct.trading_usdt : acct.trading_usdc, 2);
+    if (tradeEl) tradeEl.textContent = equityTxt;
     autoFillOoSheets();
   }
 
@@ -1937,7 +1958,19 @@
     const ct = Number(state.selected.ct_mult || 0.01);
     const ask = Number(state.selected.ask || 0);
     const prem = ask * sheets * ct;
-    line.textContent = "权利金 ≈ " + fmt(prem, 4) + " 币 · 卖一 " + fmt(ask, 4);
+    // U 以买币参考价(指数)为准,与开仓买币口径一致
+    const buyPx = Number(
+      (state.market && (state.market.index_px || state.market.mark)) || indexPx() || 0
+    );
+    const premU = buyPx > 0 ? prem * buyPx : null;
+    line.textContent =
+      "权利金 ≈ " +
+      fmt(prem, 4) +
+      " 币" +
+      (premU != null ? " / " + fmt(premU, 2) + " U" : "") +
+      " · 卖一 " +
+      fmt(ask, 4) +
+      (buyPx > 0 ? " · 买币参考 " + fmt(buyPx, 2) : "");
   }
 
   function buildStraddleRows(contracts) {

lib/common/static/instance_theme.css

@@ -4246,6 +4246,14 @@ html[data-theme="light"] .opt-be-dist-down {
   color: #e8ecf4;
   font-weight: 600;
 }
+.hedge-plan-page-wrap .hp-live-leg-grid strong.hp-pnl-pos,
+.hedge-plan-page-wrap .hp-live-combo strong.hp-pnl-pos {
+  color: #7ee787 !important;
+}
+.hedge-plan-page-wrap .hp-live-leg-grid strong.hp-pnl-neg,
+.hedge-plan-page-wrap .hp-live-combo strong.hp-pnl-neg {
+  color: #ff8a8a !important;
+}
 .hedge-plan-page-wrap .hp-live-combo {
   display: flex;
   justify-content: space-between;

lib/exchange/okx_options_lib.py

@@ -706,11 +706,17 @@ def options_header_balance_pack(
         margin_mode = "usdc"
     underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
     coin_key = "btc" if underly == "BTC" else "eth"
+    trading_usdt = _round(bal.get("trading_usdt"))
+    trading_usdt_avail = _round(bal.get("trading_usdt_avail"))
+    if trading_usdt_avail is None:
+        trading_usdt_avail = trading_usdt
     return {
         "trading_usdc": _round(bal.get("trading_usdc")),
         "funding_usdc": _round(bal.get("funding_usdc")),
         "funding_usdt": _round(bal.get("funding_usdt")),
-        "trading_usdt": _round(bal.get("trading_usdt")),
+        "trading_usdt": trading_usdt,
+        "trading_usdt_avail": trading_usdt_avail,
+        "perp_margin_usdt": _round(bal.get("perp_margin_usdt")),
         "funding_eth": _round_coin(bal.get("funding_eth")),
         "trading_eth": _round_coin(bal.get("trading_eth")),
         "funding_btc": _round_coin(bal.get("funding_btc")),

lib/hedge_plan/hedge_plan_live_positions_lib.py

@@ -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),

lib/hedge_plan/hedge_plan_option_primary_lib.py

@@ -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."""
+    """组合净利(扣开平双边手续费).
-    fr = fee if fee is not None else fee_rate()
+
+    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
+    underlying = sh * ct
-    opt_proceeds = b * sh * ct
+    premium = a * underlying
-    opt_open_fee = premium * fr
+    opt_proceeds = b * underlying
-    opt_close_fee = opt_proceeds * fr  # 卖出费用按买入费率
+    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_open_fee = perp_notional_open * fr_perp
-    perp_close_fee = perp_notional_close * fr
+    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),
     }

lib/hedge_plan/hedge_plan_register.py

@@ -1431,18 +1431,40 @@ 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:
-    if ex is None or not callable(hdr):
         return out
+    try:
+        from lib.exchange.okx_options_lib import options_header_balance_pack
+
+        pack = options_header_balance_pack(ex, force=False) or {}
+        out.update(
+            {
+                "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:
+        hdr = cfg.get("options_header_balances")
+        if callable(hdr):
             try:
                 trading_usdc, funding_usdc, funding_usdt, trading_usdt = hdr(ex, force=False)
                 out.update(
@@ -1451,6 +1473,7 @@ def _options_account_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                         "funding_usdc": funding_usdc,
                         "trading_usdt": trading_usdt,
                         "funding_usdt": funding_usdt,
+                        "trading_usdt_avail": trading_usdt,
                     }
                 )
             except Exception:

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -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>

lib/instance/templates/embed_shell.html

@@ -8,7 +8,7 @@
     <link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
     <link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
     <link rel="stylesheet" href="/static/instance_page.css?v=13">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=118">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=119">
     <script src="/static/account_risk_badge.js?v=4"></script>
     <script src="/static/open_submit_gate.js?v=1"></script>
     <meta name="theme-color" content="#0b0d14">

lib/instance/templates/index.html

@@ -19,7 +19,7 @@
     <link rel="manifest" href="/static/icons/manifest.webmanifest">
     <title>{{ pwa_app_name }}</title>
     <link rel="stylesheet" href="/static/instance_page.css?v=13">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=118">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=119">
 
 </head>
 <body

lib/sim/broker_lib.py

@@ -7,7 +7,7 @@ import uuid
 from datetime import datetime
 from typing import Any, Callable
 
-from lib.sim.pricing_lib import option_fill, perp_fill, sim_fee_rate
+from lib.sim.pricing_lib import option_fill, perp_fill, sim_fee_rate, sim_option_fee_rate
 from lib.sim.wallets_lib import InsufficientFunds, SimWallets
 
 
@@ -109,7 +109,20 @@ class SimBroker:
         self.wallets = SimWallets(get_db)
 
     def balances_header(self) -> dict[str, float]:
-        return self.wallets.view()
+        """资金快照.trading_usdt=全仓权益(可用+永续占用保证金);trading_usdt_free=可开仓余额."""
+        w = dict(self.wallets.view())
+        free = float(w.get("trading_usdt") or 0)
+        margin = 0.0
+        try:
+            for p in self.list_perp_positions():
+                margin += float(p.get("margin_usdt") or 0)
+        except Exception:
+            margin = 0.0
+        w["trading_usdt_free"] = free
+        w["perp_margin_usdt"] = margin
+        # 永续全仓:展示权益含占用保证金;期权逐仓权利金在币余额,不并入 USDT
+        w["trading_usdt"] = round(free + margin, 8)
+        return w
 
     def list_perp_positions(self) -> list[dict[str, Any]]:
         conn = self.get_db()
@@ -431,7 +444,7 @@ class SimBroker:
         n = int(sheets)
         if n < 1:
             return {"ok": False, "msg": "张数至少为 1"}
-        fr = sim_fee_rate(fee_rate)
+        fr = sim_option_fee_rate(fee_rate)
         bid, ask, ct_mult = _option_bid_ask(exchange_options, inst_id)
         if price is not None and float(price) > 0:
             # 限价: 用 min(limit, ask) 作为基准卖一近似, 仍走 option_fill 滑点
@@ -540,7 +553,7 @@ class SimBroker:
             close_n = min(pos_s, float(n))
             if close_n <= 0:
                 return {"ok": False, "msg": "平仓张数无效"}
-            fr = sim_fee_rate(fee_rate)
+            fr = sim_option_fee_rate(fee_rate)
             qty = close_n * ct_mult
             pr = option_fill(action="close", bid=bid, ask=ask, qty=qty, fee_rate=fr)
             credit = pr.notional - pr.fee

lib/sim/hooks.py

@@ -55,7 +55,11 @@ def apply_sim_hooks(app_module: Any) -> None:
 
     def get_available_trading_usdt():
         if is_sim_mode(app_module.get_db):
-            return float(broker().balances_header()["trading_usdt"])
+            w = broker().balances_header()
+            # 开仓可用=未占用保证金的 USDT(勿用全仓权益)
+            if w.get("trading_usdt_free") is not None:
+                return float(w.get("trading_usdt_free") or 0)
+            return float(w.get("trading_usdt") or 0)
         return _orig_avail()
 
     def get_live_position_contracts(exchange_symbol, direction):
@@ -215,6 +219,7 @@ def _patch_okx_options_lib(app_module: Any) -> None:
                 te = float(w.get("trading_eth") or 0)
                 fb = float(w.get("funding_btc") or 0)
                 tb = float(w.get("trading_btc") or 0)
+                tu_free = float(w.get("trading_usdt_free") if w.get("trading_usdt_free") is not None else tu)
                 return {
                     "scope": "main",
                     "funding_usdt": fu,
@@ -227,12 +232,13 @@ def _patch_okx_options_lib(app_module: Any) -> None:
                     "trading_btc": tb,
                     "funding_usdt_avail": fu,
                     "funding_usdc_avail": fc,
-                    "trading_usdt_avail": tu,
+                    "trading_usdt_avail": tu_free,
                     "trading_usdc_avail": tc,
                     "funding_eth_avail": fe,
                     "trading_eth_avail": te,
                     "funding_btc_avail": fb,
                     "trading_btc_avail": tb,
+                    "perp_margin_usdt": float(w.get("perp_margin_usdt") or 0),
                 }
         except Exception:
             pass

lib/sim/pricing_lib.py

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