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>
This commit is contained in:
dekun
@@ -726,7 +726,7 @@
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el.textContent = "持仓中" + idPart;
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el.classList.add("is-holding");
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} else {
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el.textContent = "未启动";
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el.textContent = "";
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el.classList.add("is-idle");
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}
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}
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@@ -990,6 +990,10 @@
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"<span>标记 <strong>" +
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fmt(opt.mark_px, 4) +
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"</strong></span>" +
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'<span title="权利金(币/U,U按买币参考指数)">权利金 <strong>' +
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(opt.premium_coin != null ? fmt(opt.premium_coin, 4) + " 币" : "—") +
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(opt.premium_usdt != null ? " / " + fmt(opt.premium_usdt, 2) + " U" : "") +
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"</strong></span>" +
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'<span class="' +
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(liqWarn ? "hp-liq-warn" : "") +
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'" title="' +
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@@ -1268,8 +1272,16 @@
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if (acct.trading_usdc != null && acct.trading_usdc !== "") {
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state.tradingUsdc = Number(acct.trading_usdc);
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}
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// 展示权益(含永续全仓保证金);定仓用可用余额
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if (acct.trading_usdt != null && acct.trading_usdt !== "") {
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state.tradingUsdt = Number(acct.trading_usdt);
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state.tradingUsdtEquity = Number(acct.trading_usdt);
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} else if (acct.trading_usdc != null && acct.trading_usdc !== "") {
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state.tradingUsdtEquity = Number(acct.trading_usdc);
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}
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if (acct.trading_usdt_avail != null && acct.trading_usdt_avail !== "") {
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state.tradingUsdt = Number(acct.trading_usdt_avail);
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} else if (state.tradingUsdtEquity != null) {
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state.tradingUsdt = state.tradingUsdtEquity;
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} else if (acct.trading_usdc != null && acct.trading_usdc !== "") {
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state.tradingUsdt = Number(acct.trading_usdc);
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}
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@@ -1282,18 +1294,27 @@
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if (chain && chain.budget_buffer != null && chain.budget_buffer !== "") {
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applyBudgetBuffer(chain.budget_buffer);
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}
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const equityTxt = fmt(
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state.tradingUsdtEquity != null
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? state.tradingUsdtEquity
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: acct.trading_usdt != null
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? acct.trading_usdt
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: acct.trading_usdc,
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2
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);
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const line =
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label +
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" · 交易 USDT " +
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fmt(acct.trading_usdt != null ? acct.trading_usdt : acct.trading_usdc, 2) +
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equityTxt +
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" · 资金 USDT " +
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fmt(acct.funding_usdt != null ? acct.funding_usdt : acct.funding_usdc, 2);
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fmt(acct.funding_usdt != null ? acct.funding_usdt : acct.funding_usdc, 2) +
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" · 永续全仓/期权逐仓";
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const el = $("hp-opt-bal-line");
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if (el) el.textContent = line;
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const fundEl = $("hp-oo-funding-usdc");
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const tradeEl = $("hp-oo-trading-usdc");
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if (fundEl) fundEl.textContent = fmt(acct.funding_usdt != null ? acct.funding_usdt : acct.funding_usdc, 2);
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if (tradeEl) tradeEl.textContent = fmt(acct.trading_usdt != null ? acct.trading_usdt : acct.trading_usdc, 2);
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if (tradeEl) tradeEl.textContent = equityTxt;
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autoFillOoSheets();
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}
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@@ -1937,7 +1958,19 @@
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const ct = Number(state.selected.ct_mult || 0.01);
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const ask = Number(state.selected.ask || 0);
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const prem = ask * sheets * ct;
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line.textContent = "权利金 ≈ " + fmt(prem, 4) + " 币 · 卖一 " + fmt(ask, 4);
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// U 以买币参考价(指数)为准,与开仓买币口径一致
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const buyPx = Number(
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(state.market && (state.market.index_px || state.market.mark)) || indexPx() || 0
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);
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const premU = buyPx > 0 ? prem * buyPx : null;
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line.textContent =
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"权利金 ≈ " +
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fmt(prem, 4) +
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" 币" +
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(premU != null ? " / " + fmt(premU, 2) + " U" : "") +
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" · 卖一 " +
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fmt(ask, 4) +
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(buyPx > 0 ? " · 买币参考 " + fmt(buyPx, 2) : "");
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}
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function buildStraddleRows(contracts) {
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@@ -4246,6 +4246,14 @@ html[data-theme="light"] .opt-be-dist-down {
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color: #e8ecf4;
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font-weight: 600;
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}
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.hedge-plan-page-wrap .hp-live-leg-grid strong.hp-pnl-pos,
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.hedge-plan-page-wrap .hp-live-combo strong.hp-pnl-pos {
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color: #7ee787 !important;
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}
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.hedge-plan-page-wrap .hp-live-leg-grid strong.hp-pnl-neg,
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.hedge-plan-page-wrap .hp-live-combo strong.hp-pnl-neg {
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color: #ff8a8a !important;
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}
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.hedge-plan-page-wrap .hp-live-combo {
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display: flex;
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justify-content: space-between;
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@@ -706,11 +706,17 @@ def options_header_balance_pack(
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margin_mode = "usdc"
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underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
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coin_key = "btc" if underly == "BTC" else "eth"
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trading_usdt = _round(bal.get("trading_usdt"))
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trading_usdt_avail = _round(bal.get("trading_usdt_avail"))
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if trading_usdt_avail is None:
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trading_usdt_avail = trading_usdt
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return {
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"trading_usdc": _round(bal.get("trading_usdc")),
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"funding_usdc": _round(bal.get("funding_usdc")),
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"funding_usdt": _round(bal.get("funding_usdt")),
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"trading_usdt": _round(bal.get("trading_usdt")),
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"trading_usdt": trading_usdt,
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"trading_usdt_avail": trading_usdt_avail,
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"perp_margin_usdt": _round(bal.get("perp_margin_usdt")),
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"funding_eth": _round_coin(bal.get("funding_eth")),
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"trading_eth": _round_coin(bal.get("trading_eth")),
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"funding_btc": _round_coin(bal.get("funding_btc")),
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@@ -4,9 +4,10 @@ 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_option_primary_lib import (
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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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option_fee_rate,
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opt_type_for_view,
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option_bid_liquidity_ok,
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perp_direction_for_view,
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@@ -129,6 +130,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
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get_cs = cfg.get("get_contract_size")
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fetch_idx = cfg.get("fetch_index_price")
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fr = fee_rate()
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fr_opt = option_fee_rate()
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now_ms = int(datetime.now(tz=_BJ).timestamp() * 1000)
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out: list[dict[str, Any]] = []
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@@ -226,11 +228,15 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
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contracts=float(contracts or 0),
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contract_size=float(cs or 0.01),
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fee=fr,
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option_fee=fr_opt,
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)
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opt_net_coin = float(net.get("opt_net") or 0)
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# 币→U:用当前指数(与买币参考价同口径)
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opt_net_usdt = round(opt_net_coin * float(idx or 0), 4) if idx else None
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perp_net = float(net.get("perp_net") or 0)
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combo_usdt = round((opt_net_usdt or 0) + perp_net, 4) if opt_net_usdt is not None else round(perp_net, 4)
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prem_coin = float(net.get("premium") or (float(avg_open or 0) * float(sheets or 0) * float(ct or 0.01)))
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prem_usdt = round(prem_coin * float(idx or 0), 2) if idx else None
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opened_at = plan.get("opened_at")
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opened_ms = _parse_opened_ms(opened_at)
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@@ -253,6 +259,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
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"remain_sec": remain_sec,
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"index_px": idx,
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"fee_rate": fr,
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"option_fee_rate": fr_opt,
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"option": {
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"inst_id": inst_id or "—",
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"opt_type": opt_type,
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@@ -266,6 +273,8 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
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"leverage": opt_leverage,
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"liq_ok": bool(liq_ok),
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"liq_msg": liq_msg or "",
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"premium_coin": round(prem_coin, 4),
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"premium_usdt": prem_usdt,
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"net_coin": opt_net_coin,
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"net_usdt": opt_net_usdt,
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"live": bool(opt_raw),
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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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@@ -1431,18 +1431,40 @@ def _fetch_perp_market(cfg: dict[str, Any], base: str) -> tuple[dict[str, Any],
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def _options_account_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
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"""期权账户资金快照(与期权页同源: exchange_options)."""
|
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"""期权账户资金快照(与期权页同源: exchange_options).
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trading_usdt=展示权益(含永续全仓占用);trading_usdt_avail=可开仓余额.
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"""
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out: dict[str, Any] = {
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"label": cfg.get("options_account_label") or "期权账户",
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"trading_usdc": None,
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"funding_usdc": None,
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"trading_usdt": None,
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"funding_usdt": None,
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"trading_usdt_avail": None,
|
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"perp_margin_usdt": None,
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"margin_note": "永续全仓 · 期权逐仓",
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}
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ex = cfg.get("exchange_options")
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hdr = cfg.get("options_header_balances")
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if ex is None or not callable(hdr):
|
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if ex is None:
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return out
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try:
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from lib.exchange.okx_options_lib import options_header_balance_pack
|
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|
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pack = options_header_balance_pack(ex, force=False) or {}
|
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out.update(
|
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{
|
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"trading_usdc": pack.get("trading_usdc"),
|
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"funding_usdc": pack.get("funding_usdc"),
|
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"trading_usdt": pack.get("trading_usdt"),
|
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"funding_usdt": pack.get("funding_usdt"),
|
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"trading_usdt_avail": pack.get("trading_usdt_avail", pack.get("trading_usdt")),
|
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"perp_margin_usdt": pack.get("perp_margin_usdt"),
|
||||
}
|
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)
|
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except Exception:
|
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hdr = cfg.get("options_header_balances")
|
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if callable(hdr):
|
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try:
|
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trading_usdc, funding_usdc, funding_usdt, trading_usdt = hdr(ex, force=False)
|
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out.update(
|
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@@ -1451,6 +1473,7 @@ def _options_account_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
|
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"funding_usdc": funding_usdc,
|
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"trading_usdt": trading_usdt,
|
||||
"funding_usdt": funding_usdt,
|
||||
"trading_usdt_avail": trading_usdt,
|
||||
}
|
||||
)
|
||||
except Exception:
|
||||
|
||||
@@ -431,4 +431,4 @@
|
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</div>
|
||||
</div>
|
||||
</div>
|
||||
<script src="/static/hedge_plan.js?v=58"></script>
|
||||
<script src="/static/hedge_plan.js?v=59"></script>
|
||||
|
||||
@@ -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">
|
||||
|
||||
@@ -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
|
||||
|
||||
+17
-4
@@ -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
|
||||
|
||||
+8
-2
@@ -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
|
||||
|
||||
+22
-10
@@ -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=
|
||||
Min(fee_rate×标的币数量, 权利金×7%).
|
||||
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%);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=slip, notional=notional)
|
||||
return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=0.0, notional=notional)
|
||||
|
||||
|
||||
@dataclass(slots=True)
|
||||
|
||||
Reference in New Issue
Block a user