Fix btc_eth dialog sizing labels and buy-coin index.

Use option index for premium/U and buy-coin, perp underly for hedge size text/margin, so cross-asset no longer mislabels ETH qty as BTC.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-14 20:38:08 +08:00
parent 0978650cc0
commit 857a3dec69
2 changed files with 98 additions and 60 deletions
+93 -55
View File
@@ -287,13 +287,35 @@
} }
function indexPx() { function indexPx() {
// 期权标的指数(链优先);跨币时勿与永续指数混用
return optionIndexPx();
}
function optionIndexPx() {
const fromChain = state.chain && Number(state.chain.index_px); const fromChain = state.chain && Number(state.chain.index_px);
if (fromChain && !Number.isNaN(fromChain) && fromChain > 0) return fromChain; if (fromChain && !Number.isNaN(fromChain) && fromChain > 0) return fromChain;
if (!state.crossAsset) {
const fromMkt = state.market && Number(state.market.index_px || state.market.mark); const fromMkt = state.market && Number(state.market.index_px || state.market.mark);
if (fromMkt && !Number.isNaN(fromMkt) && fromMkt > 0) return fromMkt; if (fromMkt && !Number.isNaN(fromMkt) && fromMkt > 0) return fromMkt;
}
return null; return null;
} }
function perpIndexPx() {
const fromMkt = state.market && Number(state.market.index_px || state.market.mark);
if (fromMkt && !Number.isNaN(fromMkt) && fromMkt > 0) return fromMkt;
if (!state.crossAsset) return optionIndexPx();
return null;
}
function optionCoin() {
return (state.optionUnderly || state.underlying || "ETH").toUpperCase();
}
function perpCoin() {
return (state.perpUnderly || state.underlying || "ETH").toUpperCase();
}
function currentContracts(expSelectId) { function currentContracts(expSelectId) {
const exp = currentExp(expSelectId); const exp = currentExp(expSelectId);
return (exp && exp.contracts) || []; return (exp && exp.contracts) || [];
@@ -473,37 +495,38 @@
return null; return null;
} }
let sheets; let sheets;
let eth; let coinQty;
if (sheetsOverride != null && Number(sheetsOverride) > 0) { if (sheetsOverride != null && Number(sheetsOverride) > 0) {
sheets = Math.floor(Number(sheetsOverride) + 1e-12); sheets = Math.floor(Number(sheetsOverride) + 1e-12);
if (!(sheets > 0)) return null; if (!(sheets > 0)) return null;
eth = Math.round(sheets * ct * 100) / 100; coinQty = Math.round(sheets * ct * 100) / 100;
} else { } else {
if (!(budget > 0) || !(a > 0)) return null; if (!(budget > 0) || !(a > 0)) return null;
eth = Math.floor((usable / a) * 100 + 1e-12) / 100; coinQty = Math.floor((usable / a) * 100 + 1e-12) / 100;
if (!(eth > 0)) return null; if (!(coinQty > 0)) return null;
sheets = Math.floor(eth / ct + 1e-12); sheets = Math.floor(coinQty / ct + 1e-12);
if (!(sheets > 0)) return null; if (!(sheets > 0)) return null;
eth = Math.round(sheets * ct * 100) / 100; coinQty = Math.round(sheets * ct * 100) / 100;
} }
// 跨币:期权币×期权指数×(1/ratio) / 永续指数 = 永续币 const optIdx = Number(optionIndexPx() || 0);
let perpQty = eth / ratio; const perpIdx = Number(perpIndexPx() || 0);
let perpQty = coinQty / ratio;
let contracts = perpQty / cs; let contracts = perpQty / cs;
let optNotional = null; let optNotional = null;
let perpNotional = null; let perpNotional = null;
if (state.crossAsset) { // 有双指数时一律走名义U(同币/跨币同公式);跨币缺指数则不定仓
const optIdx = Number((state.chain && state.chain.index_px) || 0);
const perpIdx = Number((state.market && (state.market.index_px || state.market.mark)) || 0);
if (optIdx > 0 && perpIdx > 0) { if (optIdx > 0 && perpIdx > 0) {
optNotional = eth * optIdx; optNotional = coinQty * optIdx;
perpNotional = optNotional / ratio; perpNotional = optNotional / ratio;
perpQty = perpNotional / perpIdx; perpQty = perpNotional / perpIdx;
contracts = perpQty / cs; contracts = perpQty / cs;
} } else if (state.crossAsset) {
return null;
} }
return { return {
usable: usable, usable: usable,
eth_qty: eth, eth_qty: coinQty,
coin_qty: coinQty,
perp_qty: perpQty, perp_qty: perpQty,
sheets: sheets, sheets: sheets,
contracts: contracts, contracts: contracts,
@@ -511,6 +534,8 @@
ratio: ratio, ratio: ratio,
option_notional_usdt: optNotional, option_notional_usdt: optNotional,
perp_notional_usdt: perpNotional, perp_notional_usdt: perpNotional,
option_index: optIdx > 0 ? optIdx : null,
perp_index: perpIdx > 0 ? perpIdx : null,
cross_asset: !!state.crossAsset, cross_asset: !!state.crossAsset,
}; };
} }
@@ -542,25 +567,25 @@
function formatOpSizingHtml(sized, amtPrec) { function formatOpSizingHtml(sized, amtPrec) {
if (!sized) return ""; if (!sized) return "";
const optCoin = (state.optionUnderly || state.underlying || "ETH").toUpperCase(); const optC = optionCoin();
const perpCoin = (state.perpUnderly || state.underlying || "ETH").toUpperCase(); const perpC = perpCoin();
const prec = amtPrec != null ? amtPrec : perpCoin === "BTC" ? 4 : 2; const prec = amtPrec != null ? amtPrec : perpC === "BTC" ? 4 : 2;
let html = let html =
"期权 <strong>" + "期权 <strong>" +
fmt(sized.eth_qty, 2) + fmt(sized.eth_qty, 2) +
"</strong> " + "</strong> " +
optCoin + optC +
" / " + " / " +
sized.sheets + sized.sheets +
" 张 → 永续 <strong>" + " 张 → 永续 <strong>" +
fmt(sized.perp_qty, 4) + fmt(sized.perp_qty, 4) +
"</strong> " + "</strong> " +
perpCoin + perpC +
" (" + " (" +
fmt(sized.contracts, prec) + fmt(sized.contracts, prec) +
" 张) · 比例 " + " 张) · 比例 " +
fmt(sized.ratio, 2); fmt(sized.ratio, 2);
if (sized.cross_asset && sized.option_notional_usdt != null) { if (sized.option_notional_usdt != null && sized.perp_notional_usdt != null) {
html += html +=
" · 名义U " + " · 名义U " +
fmt(sized.option_notional_usdt, 0) + fmt(sized.option_notional_usdt, 0) +
@@ -580,21 +605,18 @@
/** /**
* 期权开仓最大张数:OKX 交易账户 USDT 共用. * 期权开仓最大张数:OKX 交易账户 USDT 共用.
* 每张开仓需:买币(权利金×1.05×指数) + 永续保证金(对冲名义÷杠杆); * 买币按期权指数折 U;永续保证金按期权名义U÷比例÷杠杆(跨币同口径).
* 选最大 N 时须保证扣完买币后剩余仍够永续保证金.
*/ */
function computeMaxSheets() { function computeMaxSheets() {
const ask = state.selected && Number(state.selected.ask); const ask = state.selected && Number(state.selected.ask);
const ct = Number((state.selected && state.selected.ct_mult) || 0.01); const ct = Number((state.selected && state.selected.ct_mult) || 0.01);
const ratio = numInput("hp-opt-perp-ratio", 2); const ratio = numInput("hp-opt-perp-ratio", lockedRatio || 2);
const mark = Number( const optIdx = Number(optionIndexPx() || 0);
(state.market && (state.market.mark || state.market.index_px)) || indexPx() || 0 const lev = defaultPerpLeverage(perpCoin());
);
const lev = defaultPerpLeverage(state.underlying);
const tradingUsdt = Number( const tradingUsdt = Number(
state.tradingUsdt != null ? state.tradingUsdt : state.tradingUsdc state.tradingUsdt != null ? state.tradingUsdt : state.tradingUsdc
); );
if (!(ask > 0) || !(ct > 0) || !(ratio > 0) || !(mark > 0) || !(lev > 0)) { if (!(ask > 0) || !(ct > 0) || !(ratio > 0) || !(optIdx > 0) || !(lev > 0)) {
return null; return null;
} }
if (!(tradingUsdt > 0)) { if (!(tradingUsdt > 0)) {
@@ -607,10 +629,10 @@
total_per_sheet: 0, total_per_sheet: 0,
}; };
} }
// 买币 USDT/张 = 权利金币 × 1.05 × 指数 // 买币 USDT/张 = 权利金币 × 1.05 × 期权指数
const buyUsdtPerSheet = ask * ct * 1.05 * mark; const buyUsdtPerSheet = ask * ct * 1.05 * optIdx;
// 永续名义/张 = (期权币/比例)×指数; 保证金 = 名义÷杠杆 // 永续名义U/张 = 期权币名义U / 比例
const perpNotionalPerSheet = (ct / ratio) * mark; const perpNotionalPerSheet = (ct * optIdx) / ratio;
const marginPerSheet = perpNotionalPerSheet / lev; const marginPerSheet = perpNotionalPerSheet / lev;
const totalPerSheet = buyUsdtPerSheet + marginPerSheet; const totalPerSheet = buyUsdtPerSheet + marginPerSheet;
if (!(totalPerSheet > 0)) return null; if (!(totalPerSheet > 0)) return null;
@@ -630,11 +652,11 @@
const perpEl = $("hp-po-perp-auto"); const perpEl = $("hp-po-perp-auto");
const maxInfo = computeMaxSheets(); const maxInfo = computeMaxSheets();
const sized = currentOpSizing(); const sized = currentOpSizing();
const coin = (state.underlying || "ETH").toUpperCase(); const optC = optionCoin();
const lev = defaultPerpLeverage(state.underlying); const perpC = perpCoin();
const mark = Number( const lev = defaultPerpLeverage(perpC);
(state.market && (state.market.mark || state.market.index_px)) || indexPx() || 0 const optIdx = Number(optionIndexPx() || 0);
); const perpIdx = Number(perpIndexPx() || 0);
if (maxEl) { if (maxEl) {
if (maxInfo) { if (maxInfo) {
maxEl.innerHTML = maxEl.innerHTML =
@@ -648,17 +670,22 @@
fmt(maxInfo.margin_per_sheet, 2) + fmt(maxInfo.margin_per_sheet, 2) +
" (杠杆 " + " (杠杆 " +
lev + lev +
"x)"; "x · " +
perpC +
")";
} else { } else {
maxEl.textContent = maxEl.textContent =
"选择期权并刷新后显示:期权开仓最大张数(扣买币后剩余须够永续保证金)"; "选择期权并刷新后显示:期权开仓最大张数(扣买币后剩余须够永续保证金)";
} }
} }
if (perpEl) { if (perpEl) {
if (sized) { if (sized && optIdx > 0) {
const buyUsdt = sized.premium_est * 1.05 * (mark > 0 ? mark : 0); const buyUsdt = sized.premium_est * 1.05 * optIdx;
const marginUsdt = const perpNotional =
sized.perp_qty * (mark > 0 ? mark : 0) / (lev > 0 ? lev : 1); sized.perp_notional_usdt != null
? Number(sized.perp_notional_usdt)
: sized.perp_qty * (perpIdx > 0 ? perpIdx : optIdx);
const marginUsdt = perpNotional / (lev > 0 ? lev : 1);
const remain = const remain =
Number(state.tradingUsdt != null ? state.tradingUsdt : state.tradingUsdc) - Number(state.tradingUsdt != null ? state.tradingUsdt : state.tradingUsdc) -
buyUsdt; buyUsdt;
@@ -667,16 +694,20 @@
"永续自动开 <strong>" + "永续自动开 <strong>" +
fmt(sized.perp_qty, 4) + fmt(sized.perp_qty, 4) +
"</strong> " + "</strong> " +
coin + perpC +
" / <strong>" + " / <strong>" +
fmt(sized.contracts, coin === "BTC" ? 4 : 2) + fmt(sized.contracts, perpC === "BTC" ? 4 : 2) +
"</strong> 张 · 买币约 " + "</strong> 张 · 买" +
optC +
"约 " +
fmt(sized.premium_est * 1.05, 4) + fmt(sized.premium_est * 1.05, 4) +
" " + " " +
coin + optC +
"(≈" + "(≈" +
fmt(buyUsdt, 2) + fmt(buyUsdt, 2) +
" U含5%) · 扣后剩 " + " U含5%·参考" +
fmt(optIdx, 2) +
") · 扣后剩 " +
fmt(remain, 2) + fmt(remain, 2) +
" U · 永续保证金约 " + " U · 永续保证金约 " +
fmt(marginUsdt, 2) + fmt(marginUsdt, 2) +
@@ -729,13 +760,21 @@
b.setAttribute("aria-pressed", on ? "true" : "false"); b.setAttribute("aria-pressed", on ? "true" : "false");
}); });
const lab = $("hp-perp-uly-label"); const lab = $("hp-perp-uly-label");
if (lab) lab.textContent = uly; if (lab) {
if (state.mode === "perp_options" && state.crossAsset) {
lab.textContent = optionCoin() + "期权/" + perpCoin() + "永续";
} else if (state.mode === "perp_options") {
lab.textContent = optionCoin();
} else {
lab.textContent = uly;
}
}
const ooLab = $("hp-oo-uly-label"); const ooLab = $("hp-oo-uly-label");
if (ooLab) ooLab.textContent = uly; if (ooLab) ooLab.textContent = uly;
// 永续开仓杠杆跟随 env(BTC_LEVERAGE / ALT_LEVERAGE=ETH) // 永续开仓杠杆跟随 env(BTC_LEVERAGE / ALT_LEVERAGE=ETH)
const levEl = $("hp-perp-leverage"); const levEl = $("hp-perp-leverage");
if (levEl && !state.perpLevTouched) { if (levEl && !state.perpLevTouched) {
levEl.value = String(defaultPerpLeverage(uly)); levEl.value = String(defaultPerpLeverage(perpCoin()));
} }
} }
@@ -2317,19 +2356,18 @@
const ct = Number(state.selected.ct_mult || 0.01); const ct = Number(state.selected.ct_mult || 0.01);
const ask = Number(state.selected.ask || 0); const ask = Number(state.selected.ask || 0);
const prem = ask * sheets * ct; const prem = ask * sheets * ct;
// U 以买币参考价(指数)为准,与开仓买币口径一致 // U 以期权标的指数为准(买 BTC/ETH 开期权);跨币不可用永续 ETH 价
const buyPx = Number( const buyPx = Number(optionIndexPx() || 0);
(state.market && (state.market.index_px || state.market.mark)) || indexPx() || 0
);
const premU = buyPx > 0 ? prem * buyPx : null; const premU = buyPx > 0 ? prem * buyPx : null;
line.textContent = line.textContent =
"权利金 ≈ " + "权利金 ≈ " +
fmt(prem, 4) + fmt(prem, 4) +
" 币" + " " +
optionCoin() +
(premU != null ? " / " + fmt(premU, 2) + " U" : "") + (premU != null ? " / " + fmt(premU, 2) + " U" : "") +
" · 卖一 " + " · 卖一 " +
fmt(ask, 4) + fmt(ask, 4) +
(buyPx > 0 ? " · 买币参考 " + fmt(buyPx, 2) : ""); (buyPx > 0 ? " · 买" + optionCoin() + "参考 " + fmt(buyPx, 2) : "");
} }
function buildStraddleRows(contracts) { function buildStraddleRows(contracts) {
@@ -508,4 +508,4 @@
</div> </div>
</div> </div>
</div> </div>
<script src="/static/hedge_plan.js?v=64"></script> <script src="/static/hedge_plan.js?v=65"></script>