Initial CoinOX instance: coin-margined options + USDT hedge.

Forked from crypto_monitor OKX instance (copy-only). Keeps standalone options, perp-options and options-options hedge; drops standalone perp entrypoints; forces coin margin; adds sim wallets; default port 5010.

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/options/options_close_exec_lib.py

@@ -0,0 +1,442 @@
+"""期权平仓执行:只锁买一限价卖出;永不市价."""
+from __future__ import annotations
+
+import time
+from typing import Any
+
+from lib.options.options_close_gate_lib import (
+    clear_close_gate,
+    is_close_gate_passed,
+    mark_close_gate_passed,
+    update_close_gate,
+)
+from lib.options.options_pricing_lib import (
+    PREMIUM_DECIMALS_COIN,
+    estimate_close_by_bids,
+    fetch_option_mark_px,
+    is_stub_bid_px,
+    round_premium_amount,
+    total_premium,
+)
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
+    try:
+        conn = cfg["get_db"]()
+        try:
+            from lib.options.options_db import init_options_tables, sum_open_premium_paid
+
+            init_options_tables(conn)
+            return sum_open_premium_paid(conn, inst_id)
+        finally:
+            conn.close()
+    except Exception:
+        pass
+    return None
+
+
+def _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None = None) -> tuple[float | None, float | None]:
+    from lib.exchange.okx_options_lib import option_fields_from_inst_id
+    from lib.options.options_pricing_lib import close_ref_prices
+
+    inst_id = str(pos.get("instId") or pos.get("inst_id") or "")
+    mark = _safe_float(pos.get("markPx")) or _safe_float((quote or {}).get("mark_px") or (quote or {}).get("mark"))
+    if mark is None:
+        mark = fetch_option_mark_px(ex, inst_id)
+    opt_type = pos.get("optType") or (quote or {}).get("opt_type")
+    strike = _safe_float(pos.get("stk")) or _safe_float((quote or {}).get("strike"))
+    if not opt_type or strike is None:
+        pt, ps = option_fields_from_inst_id(inst_id)
+        opt_type = opt_type or pt
+        if strike is None:
+            strike = ps
+    idx = _safe_float(pos.get("idxPx")) or _safe_float((quote or {}).get("index_px"))
+    return close_ref_prices(
+        mark_px=mark,
+        opt_type=str(opt_type or ""),
+        strike=strike,
+        index_px=idx,
+        inst_id=inst_id,
+    )
+
+
+def _avail_sheets(pos: dict[str, Any]) -> int:
+    avail = _safe_float(pos.get("availPos"))
+    if avail is None or avail <= 0:
+        avail = abs(_safe_float(pos.get("pos")) or 0)
+    return max(0, int(avail or 0))
+
+
+def _cancel_sell_pending(ex: Any, inst_id: str) -> None:
+    try:
+        pending = ex.private_get_trade_orders_pending({"instType": "OPTION", "instId": inst_id}) or {}
+        for o in pending.get("data") or []:
+            if str(o.get("side") or "").lower() != "sell":
+                continue
+            oid = o.get("ordId")
+            if not oid:
+                continue
+            try:
+                ex.private_post_trade_cancel_order({"instId": inst_id, "ordId": oid})
+            except Exception:
+                pass
+    except Exception:
+        pass
+
+
+def close_option_by_bid1(
+    cfg: dict[str, Any],
+    ex: Any,
+    inst_id: str,
+    *,
+    sheets: int | None = None,
+    require_recycle_gate: bool = False,
+    signal_note: str | None = None,
+) -> dict[str, Any]:
+    """
+    本轮只吃买一深度:
+    - 本批张数 = min(请求张数, 持仓, 买一深度)
+    - 限价 = 校验通过时锁定的买一价
+    - 永不市价
+    - 始终校验有效流动性(残档买一禁止)
+    - require_recycle_gate=True 时:首次还需目标门控(权利金×倍数或净盈亏,U 口径)并持续 hold 秒;
+      一旦通过后对同仓续批只验流动性
+    """
+    from lib.exchange.okx_options_lib import (
+        _pos_side_from_position,
+        invalidate_option_positions_cache,
+    )
+
+    inst_id = (inst_id or "").strip()
+    if not inst_id:
+        return {"ok": False, "msg": "缺少 inst_id"}
+
+    q = cfg["quote_option_contract"](ex, inst_id)
+    if not q.get("ok"):
+        return {"ok": False, "msg": q.get("msg") or "报价失败"}
+    tick_sz = q.get("tick_sz")
+    ct_mult = float(q.get("ct_mult") or 0.01)
+
+    raw_positions = cfg["fetch_option_positions"](ex)
+    if raw_positions is None:
+        return {"ok": False, "msg": "获取期权持仓失败"}
+    pos = next((p for p in raw_positions if str(p.get("instId")) == inst_id), None)
+    if not pos:
+        clear_close_gate(inst_id)
+        return {"ok": False, "msg": "未找到持仓", "already_flat": True}
+
+    avail = _avail_sheets(pos)
+    want = int(sheets) if sheets else avail
+    want = min(want, avail)
+    if want < 1:
+        clear_close_gate(inst_id)
+        return {"ok": False, "msg": "可平张数不足", "already_flat": True}
+
+    td_mode = str(pos.get("mgnMode") or cfg.get("td_mode") or "isolated")
+    pos_side = _pos_side_from_position(pos) or "net"
+    mark_px, intrinsic_px = _pos_close_refs(ex, pos, q)
+    premium_paid = _open_premium_paid(cfg, inst_id)
+    if premium_paid is None:
+        premium_paid = _safe_float(pos.get("premium_paid"))
+    premium_ccy = str(q.get("premium_ccy") or pos.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    index_px = _safe_float(pos.get("idxPx")) or _safe_float(q.get("index_px"))
+
+    # 已有未成交卖平单:等成交,不撤不重挂
+    try:
+        pending = ex.private_get_trade_orders_pending({"instType": "OPTION", "instId": inst_id}) or {}
+        sell_pending = [
+            o
+            for o in (pending.get("data") or [])
+            if str(o.get("side") or "").lower() == "sell" and o.get("ordId")
+        ]
+        if sell_pending:
+            time.sleep(0.5)
+            invalidate_option_positions_cache()
+            raw_positions = cfg["fetch_option_positions"](ex)
+            if raw_positions is None:
+                return {"ok": False, "msg": "获取期权持仓失败"}
+            pos = next((p for p in raw_positions if str(p.get("instId")) == inst_id), None)
+            if not pos or _avail_sheets(pos) < 1:
+                clear_close_gate(inst_id)
+                return {
+                    "ok": True,
+                    "already_flat": True,
+                    "msg": "已有限价卖单成交",
+                    "close_ord_id": ",".join(str(o.get("ordId")) for o in sell_pending),
+                    "fully_closed": True,
+                    "submitted_sheets": want,
+                    "remaining_sheets": 0,
+                    "mode": "bid1",
+                }
+            return {
+                "ok": False,
+                "msg": "等待已有买一限价卖单成交",
+                "stopped_reason": "pending_close_order",
+                "close_ord_id": ",".join(str(o.get("ordId")) for o in sell_pending),
+            }
+    except Exception:
+        pass
+
+    book = cfg["fetch_option_book_depth"](ex, inst_id, 1)
+    preview = estimate_close_by_bids(
+        book.get("bids") or [],
+        want,
+        ct_mult=ct_mult,
+        premium_paid=premium_paid,
+        mark_px=mark_px,
+        intrinsic_px=intrinsic_px,
+        max_levels=1,
+    )
+    if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
+        # 不撤他人挂单:仅拒绝本轮下单
+        update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
+        return {
+            "ok": False,
+            "msg": preview.get("bid_invalid_reason") or "暂无有效买盘,禁止平仓",
+            "stopped_reason": "stub_bid",
+            "auto_close_blocked": True,
+            "liquidity_blocked": True,
+        }
+
+    levels = preview.get("levels") or []
+    if not levels:
+        bid_px = _safe_float(q.get("bid"))
+        stub, stub_reason = is_stub_bid_px(bid_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
+        if stub or bid_px is None or bid_px <= 0:
+            update_close_gate(
+                inst_id,
+                recycle_usdc=None,
+                premium_paid=premium_paid,
+                premium_ccy=premium_ccy,
+                index_px=index_px,
+            )
+            return {
+                "ok": False,
+                "msg": stub_reason or "暂无买一,无法限价平仓",
+                "stopped_reason": "stub_bid" if stub else "no_bid",
+                "auto_close_blocked": True,
+                "liquidity_blocked": True,
+            }
+        return {
+            "ok": False,
+            "msg": "暂无买一深度,无法平仓",
+            "stopped_reason": "no_bid_depth",
+            "liquidity_blocked": True,
+        }
+
+    level = levels[0]
+    level_sheets = int(level.get("sheets") or 0)
+    level_px = float(level.get("px") or 0)
+    if level_sheets <= 0 or level_px <= 0:
+        return {"ok": False, "msg": "买一深度无效", "stopped_reason": "invalid_bid_depth"}
+
+    stub_lv, stub_lv_reason = is_stub_bid_px(level_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
+    if stub_lv:
+        update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
+        return {
+            "ok": False,
+            "msg": stub_lv_reason or "暂无有效买盘,禁止平仓",
+            "stopped_reason": "stub_bid",
+            "auto_close_blocked": True,
+            "liquidity_blocked": True,
+        }
+
+    # 自动平仓:2×权利金门控(首次);通过后同仓续批只验流动性
+    gate = update_close_gate(
+        inst_id,
+        recycle_usdc=_safe_float(preview.get("total_received")),
+        premium_paid=premium_paid,
+        premium_ccy=premium_ccy,
+        index_px=index_px,
+    )
+    if require_recycle_gate and not is_close_gate_passed(inst_id) and not gate.get("ready"):
+        return {
+            "ok": False,
+            "msg": gate.get("msg") or "平仓门控未就绪(需可回收≥2×权利金并持续一段时间)",
+            "stopped_reason": "close_gate",
+            "auto_close_blocked": True,
+            "close_gate": gate,
+        }
+
+    locked_bid_px = level_px
+    before_avail = avail
+    order = cfg["place_option_limit_order"](
+        ex,
+        inst_id=inst_id,
+        side="sell",
+        sheets=level_sheets,
+        price=locked_bid_px,
+        td_mode=td_mode,
+        tick_sz=tick_sz,
+        reduce_only=True,
+        pos_side=pos_side,
+    )
+    if not order.get("ok"):
+        return {
+            "ok": False,
+            "msg": order.get("msg") or "买一限价平仓失败",
+            "stopped_reason": "order_failed",
+            "locked_bid_px": locked_bid_px,
+            "batch_sheets": level_sheets,
+        }
+    # 仅下单被接受后才记门控已通过,避免下单失败却跳过后续 2× 等待
+    if require_recycle_gate and gate.get("ready"):
+        mark_close_gate_passed(inst_id)
+
+    px = float(order.get("px", locked_bid_px))
+    oid = str((order.get("data") or {}).get("ordId") or "")
+    prem_recv = round_premium_amount(
+        total_premium(px, level_sheets * ct_mult), decimals=PREMIUM_DECIMALS_COIN
+    ) or 0.0
+    time.sleep(0.6)
+    invalidate_option_positions_cache()
+    raw2 = cfg["fetch_option_positions"](ex)
+    if raw2 is None:
+        return {
+            "ok": False,
+            "msg": "下单后获取持仓失败,未确认是否成交",
+            "stopped_reason": "position_fetch_failed",
+            "locked_bid_px": locked_bid_px,
+            "batch_sheets": level_sheets,
+            "close_ord_id": oid or None,
+            "fully_closed": False,
+        }
+    after_pos = next((p for p in raw2 if str(p.get("instId")) == inst_id), None)
+    after_avail = _avail_sheets(after_pos) if after_pos else 0
+    reduced = max(0, before_avail - after_avail)
+    remaining_pos = after_avail
+    fully_closed = remaining_pos < 1
+
+    if fully_closed:
+        clear_close_gate(inst_id)
+        conn = cfg["get_db"]()
+        try:
+            from lib.options.options_db import init_options_tables
+
+            init_options_tables(conn)
+            open_rows = conn.execute(
+                """
+                SELECT id, premium_paid FROM options_trades
+                WHERE inst_id = ? AND status = 'open'
+                ORDER BY id ASC
+                """,
+                (inst_id,),
+            ).fetchall()
+            total_paid = sum(float(r["premium_paid"] or 0) for r in open_rows)
+            allocated = 0.0
+            for i, row in enumerate(open_rows):
+                paid = float(row["premium_paid"] or 0)
+                if i == len(open_rows) - 1:
+                    recv = round_premium_amount(
+                        prem_recv - allocated, decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
+                elif total_paid > 0:
+                    recv = round_premium_amount(
+                        prem_recv * (paid / total_paid), decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
+                    allocated += recv
+                else:
+                    recv = round_premium_amount(
+                        prem_recv / len(open_rows), decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
+                    allocated += recv
+                pnl = round_premium_amount(recv - paid, decimals=PREMIUM_DECIMALS_COIN) or 0.0
+                note_sql = ""
+                from lib.options.options_time_lib import options_app_now_str
+
+                # 占位顺序必须与 SQL 一致: close_quote/recv/pnl/ord/closed_at/[signal_note]/id
+                params: list[Any] = [px, recv, pnl, oid or None, options_app_now_str()]
+                if signal_note and i == len(open_rows) - 1:
+                    note_sql = """,
+                    signal_note = CASE
+                        WHEN signal_note IS NULL OR TRIM(signal_note) = '' THEN ?
+                        ELSE signal_note
+                    END"""
+                    params.append(signal_note)
+                params.append(int(row["id"]))
+                conn.execute(
+                    f"""
+                    UPDATE options_trades
+                    SET status = 'closed', close_quote = ?, premium_received = ?,
+                        realized_pnl = ?, close_ord_id = ?, closed_at = ?
+                        {note_sql}
+                    WHERE id = ?
+                    """,
+                    tuple(params),
+                )
+            conn.commit()
+        finally:
+            conn.close()
+    elif require_recycle_gate:
+        # 自动平已挂过单:同仓续批只验流动性
+        mark_close_gate_passed(inst_id)
+
+    out = {
+        "ok": True,
+        "mode": "bid1",
+        "orders": [{"order": order, "px": px, "sheets": level_sheets}],
+        "bid": px,
+        "locked_bid_px": locked_bid_px,
+        "submitted_sheets": level_sheets,
+        "filled_or_reduced_sheets": min(reduced, level_sheets) if reduced else 0,
+        "remaining_sheets": remaining_pos,
+        "premium_received": prem_recv,
+        "stopped_reason": None if fully_closed else ("partial_bid1" if reduced > 0 else "order_not_filled"),
+        "close_ord_id": oid or None,
+        "fully_closed": fully_closed,
+        "msg": (
+            f"已按买一 {locked_bid_px:g} 提交 {level_sheets} 张"
+            + ("" if fully_closed else f",剩余 {remaining_pos} 张待下次平仓")
+        ),
+    }
+    if fully_closed:
+        try:
+            from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
+
+            spot_sell = maybe_sell_spot_after_close(cfg, ex, inst_id=inst_id, close_result=out)
+            if spot_sell is not None:
+                out["spot_sell"] = spot_sell
+                if spot_sell.get("bridge_status") == "pending_sell_spot":
+                    out["msg"] = str(out.get("msg") or "") + ";卖回 USDT 失败,请重试卖回"
+        except Exception as e:
+            out["spot_sell"] = {"ok": False, "msg": str(e)}
+    return out
+
+
+# 兼容旧名
+def close_option_by_bid_depth(
+    cfg: dict[str, Any],
+    ex: Any,
+    inst_id: str,
+    *,
+    sheets: int | None = None,
+) -> dict[str, Any]:
+    return close_option_by_bid1(
+        cfg,
+        ex,
+        inst_id,
+        sheets=sheets,
+        require_recycle_gate=True,
+        signal_note="目标位平仓",
+    )

lib/options/options_close_gate_lib.py

@@ -0,0 +1,334 @@
+"""期权按买盘平仓门控:可回收/净盈亏换算为 USDT 后校验,并持续 hold 秒才允许平仓."""
+from __future__ import annotations
+
+import os
+import threading
+import time
+from typing import Any
+
+
+def _env_float(key: str, default: float) -> float:
+    try:
+        return float(os.getenv(key, str(default)))
+    except (TypeError, ValueError):
+        return default
+
+
+def _env_optional_float(key: str) -> float | None:
+    raw = os.getenv(key)
+    if raw is None or str(raw).strip() == "":
+        return None
+    try:
+        return float(raw)
+    except (TypeError, ValueError):
+        return None
+
+
+CLOSE_RECYCLE_HOLD_SECONDS = _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 120.0)
+
+
+def close_net_pnl_min_u() -> float:
+    return _env_float("OKX_OPTIONS_CLOSE_NET_PNL_MIN_U", 0.0)
+
+
+def close_gate_mode() -> str:
+    m = (os.getenv("OKX_OPTIONS_CLOSE_GATE_MODE") or "premium").strip().lower()
+    return m if m in ("premium", "net_pnl") else "premium"
+
+
+def resolve_close_recycle_mult(premium_ccy: str | None, min_mult: float | None = None) -> float:
+    if min_mult is not None:
+        m = float(min_mult)
+        return m if m > 0 else 1.05
+    global_mult = _env_optional_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT")
+    if global_mult is not None and global_mult > 0:
+        return global_mult
+    ccy = (premium_ccy or "USDC").strip().upper() or "USDC"
+    if ccy in ("ETH", "BTC"):
+        return _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN", 1.05)
+    return _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC", 2.0)
+
+
+# 兼容旧引用
+CLOSE_RECYCLE_MIN_MULT = resolve_close_recycle_mult("USDC")
+
+_lock = threading.Lock()
+# inst_id -> {"ok_since": float|None, "recycle": float, "premium": float, "updated": float}
+_gates: dict[str, dict[str, Any]] = {}
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _normalize_premium_ccy(premium_ccy: str | None) -> str:
+    ccy = (premium_ccy or "USDC").strip().upper() or "USDC"
+    if ccy not in ("ETH", "BTC", "USDC"):
+        ccy = "USDC"
+    return ccy
+
+
+def _to_usdt(amount: float | None, ccy: str, index_px: float | None) -> float | None:
+    if amount is None:
+        return None
+    unit = _normalize_premium_ccy(ccy)
+    if unit in ("ETH", "BTC"):
+        idx = _safe_float(index_px)
+        if idx is None or idx <= 0:
+            return None
+        return float(amount) * float(idx)
+    return float(amount)
+
+
+def _fmt_gate_amt(v: float, *, ccy: str) -> str:
+    unit = _normalize_premium_ccy(ccy)
+    if unit in ("ETH", "BTC"):
+        txt = f"{float(v):.8f}".rstrip("0").rstrip(".")
+        return txt or "0"
+    return f"{float(v):.4f}"
+
+
+def _fmt_usdt(v: float | None) -> str:
+    if v is None:
+        return "—"
+    return f"{float(v):.2f}"
+
+
+def clear_close_gate(inst_id: str | None = None) -> None:
+    with _lock:
+        if inst_id:
+            _gates.pop(str(inst_id).strip(), None)
+        else:
+            _gates.clear()
+
+
+def mark_close_gate_passed(inst_id: str) -> None:
+    """标记同仓已通过门控,续批平仓只验流动性."""
+    inst = (inst_id or "").strip()
+    if not inst:
+        return
+    with _lock:
+        st = _gates.get(inst) or {}
+        st["passed"] = True
+        st["updated"] = time.time()
+        _gates[inst] = st
+
+
+def is_close_gate_passed(inst_id: str) -> bool:
+    inst = (inst_id or "").strip()
+    if not inst:
+        return False
+    with _lock:
+        return bool((_gates.get(inst) or {}).get("passed"))
+
+
+def update_close_gate(
+    inst_id: str,
+    *,
+    recycle_usdc: float | None,
+    premium_paid: float | None,
+    now: float | None = None,
+    min_mult: float | None = None,
+    hold_seconds: float | None = None,
+    premium_ccy: str | None = None,
+    index_px: float | None = None,
+) -> dict[str, Any]:
+    """
+    根据当前买盘可回收金额刷新门控(比较口径均为 USDT 估值).
+    premium 模式:可回收(U) ≥ 权利金(U) × 倍数
+    net_pnl 模式:净盈亏(U) > OKX_OPTIONS_CLOSE_NET_PNL_MIN_U
+    """
+    inst = (inst_id or "").strip()
+    if not inst:
+        return {
+            "ok": False,
+            "ready": False,
+            "recycle_ok": False,
+            "msg": "缺少合约",
+        }
+    ts = float(now if now is not None else time.time())
+    mode = close_gate_mode()
+    hold = float(hold_seconds if hold_seconds is not None else CLOSE_RECYCLE_HOLD_SECONDS)
+    if hold < 0:
+        hold = 0.0
+
+    with _lock:
+        prev_ccy = (_gates.get(inst) or {}).get("premium_ccy")
+    ccy = _normalize_premium_ccy(premium_ccy or prev_ccy)
+    mult = resolve_close_recycle_mult(ccy, min_mult)
+    min_pnl_u = close_net_pnl_min_u()
+
+    prem = _safe_float(premium_paid)
+    recv = _safe_float(recycle_usdc)
+    recv_u = _to_usdt(recv, ccy, index_px)
+    prem_u = _to_usdt(prem, ccy, index_px)
+    net_u = round(recv_u - prem_u, 4) if recv_u is not None and prem_u is not None else None
+    need_u = round(prem_u * mult, 4) if prem_u is not None and prem_u > 0 and mode == "premium" else None
+
+    missing_index = ccy in ("ETH", "BTC") and (index_px is None or _safe_float(index_px) is None or _safe_float(index_px) <= 0)
+
+    if missing_index and prem is not None and prem > 0 and recv is not None:
+        recycle_ok = False
+    elif mode == "net_pnl":
+        recycle_ok = bool(net_u is not None and net_u > min_pnl_u + 1e-9)
+    else:
+        recycle_ok = bool(
+            prem_u is not None
+            and prem_u > 0
+            and recv_u is not None
+            and need_u is not None
+            and recv_u + 1e-9 >= need_u
+        )
+
+    with _lock:
+        prev = _gates.get(inst) or {}
+        ok_since = prev.get("ok_since")
+        if recycle_ok:
+            if ok_since is None:
+                ok_since = ts
+        else:
+            ok_since = None
+        held = (ts - float(ok_since)) if ok_since is not None else 0.0
+        ready = bool(recycle_ok and held + 1e-9 >= hold)
+        prev_passed = bool(prev.get("passed"))
+        passed = prev_passed or ready
+        state = {
+            "ok_since": ok_since,
+            "recycle": recv,
+            "premium": prem,
+            "need": need_u,
+            "updated": ts,
+            "min_mult": mult,
+            "hold_seconds": hold,
+            "passed": passed,
+            "premium_ccy": ccy,
+            "gate_mode": mode,
+            "index_px": _safe_float(index_px),
+            "recycle_usdt": recv_u,
+            "premium_usdt": prem_u,
+            "need_recycle_usdt": need_u,
+            "net_pnl_usdt": net_u,
+            "net_pnl_min_u": min_pnl_u if mode == "net_pnl" else None,
+        }
+        _gates[inst] = state
+
+    remain = max(0.0, hold - held) if recycle_ok and not ready else None
+    if prem is None or prem <= 0:
+        msg = "缺少权利金,无法校验平仓门控"
+    elif recv is None:
+        msg = "暂无有效买盘可回收金额"
+    elif missing_index:
+        msg = "缺少指数价,无法按 USDT 校验目标平仓门控"
+    elif mode == "net_pnl":
+        if not recycle_ok:
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) ≤ {_fmt_usdt(min_pnl_u)}U,"
+                f"目标平仓门控未过"
+            )
+        elif not ready:
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) 已>{_fmt_usdt(min_pnl_u)}U,"
+                f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)门控才通过"
+            )
+        else:
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) 已>{_fmt_usdt(min_pnl_u)}U"
+                f"且持续≥{hold:.0f}s,目标触达后可按买一平仓"
+            )
+    elif not recycle_ok:
+        msg = (
+            f"可回收 {_fmt_usdt(recv_u)}U(估) < 权利金×{mult:g}"
+            f"({_fmt_usdt(need_u)}U),目标平仓门控未过"
+        )
+    elif not ready:
+        msg = (
+            f"可回收 {_fmt_usdt(recv_u)}U(估) 已达×{mult:g}"
+            f"({_fmt_usdt(recv_u)}/{_fmt_usdt(need_u)}U),"
+            f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)门控才通过"
+        )
+    else:
+        msg = (
+            f"可回收 {_fmt_usdt(recv_u)}U(估) 已达×{mult:g}且持续≥{hold:.0f}s,"
+            f"目标触达后可按买一平仓"
+        )
+
+    auto_blocked = not (ready or passed)
+    return {
+        "ok": True,
+        "ready": ready,
+        "passed": passed,
+        "recycle_ok": recycle_ok,
+        "recycle_usdc": recv,
+        "premium_paid": prem,
+        "need_recycle_usdc": need_u,
+        "premium_ccy": ccy,
+        "min_mult": mult,
+        "hold_seconds": hold,
+        "held_seconds": round(held, 1) if recycle_ok else 0.0,
+        "remain_seconds": round(remain, 1) if remain is not None else None,
+        "ok_since": ok_since,
+        "msg": msg,
+        "gate_mode": mode,
+        "index_px": _safe_float(index_px),
+        "recycle_usdt": recv_u,
+        "premium_usdt": prem_u,
+        "need_recycle_usdt": need_u,
+        "net_pnl_usdt": net_u,
+        "net_pnl_min_u": min_pnl_u if mode == "net_pnl" else None,
+        "auto_close_blocked": auto_blocked,
+        "close_gate_blocked": auto_blocked,
+    }
+
+
+def check_close_gate(
+    inst_id: str,
+    *,
+    recycle_usdc: float | None = None,
+    premium_paid: float | None = None,
+    premium_ccy: str | None = None,
+    index_px: float | None = None,
+    refresh: bool = True,
+) -> dict[str, Any]:
+    """检查是否允许平仓;默认先用最新回收/权利金刷新."""
+    inst = (inst_id or "").strip()
+    if refresh:
+        if recycle_usdc is None or premium_paid is None or premium_ccy is None or index_px is None:
+            with _lock:
+                prev = _gates.get(inst) or {}
+            if recycle_usdc is None:
+                recycle_usdc = prev.get("recycle")
+            if premium_paid is None:
+                premium_paid = prev.get("premium")
+            if premium_ccy is None:
+                premium_ccy = prev.get("premium_ccy")
+            if index_px is None:
+                index_px = prev.get("index_px")
+        return update_close_gate(
+            inst,
+            recycle_usdc=recycle_usdc,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
+    with _lock:
+        prev = _gates.get(inst)
+    if not prev:
+        return update_close_gate(
+            inst,
+            recycle_usdc=recycle_usdc,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
+    return update_close_gate(
+        inst,
+        recycle_usdc=recycle_usdc if recycle_usdc is not None else prev.get("recycle"),
+        premium_paid=premium_paid if premium_paid is not None else prev.get("premium"),
+        premium_ccy=premium_ccy if premium_ccy is not None else prev.get("premium_ccy"),
+        index_px=index_px if index_px is not None else prev.get("index_px"),
+    )

lib/options/options_coin_open_lib.py

@@ -0,0 +1,484 @@
+"""币本位单笔期权:买满 USDT→币 → 开满期权 → 平后卖回."""
+from __future__ import annotations
+
+import os
+import time
+from typing import Any
+
+from lib.exchange.okx_options_lib import (
+    cap_option_buy_sheets_to_ask_depth,
+    option_buy_liquidity_ok,
+    td_mode_for_option_buy,
+    wait_option_order_full_fill,
+)
+from lib.options.options_margin_mode_lib import (
+    calc_sheets_from_coin_balance,
+    compute_coin_budget_usdt,
+    is_coin_margin_mode,
+    margin_mode_from_inst_id,
+    normalize_options_margin_mode,
+    plan_coin_open_by_budget,
+    premium_ccy_for_mode,
+)
+from lib.options.options_spot_bridge_lib import (
+    BRIDGE_BOUGHT,
+    BRIDGE_HOLDING,
+    bridge_blocks_new_open_msg,
+    fetch_trading_coin_available,
+    insert_bridge,
+    rollback_bought_coin_to_usdt,
+    sell_residual_after_option_flat,
+    spot_market_buy_coin_with_usdt,
+    update_bridge,
+)
+
+
+def coin_budget_preview(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
+    from lib.exchange.okx_options_lib import fetch_options_balances
+
+    bal = cfg.get("fetch_options_balances")(ex, force=True) if callable(cfg.get("fetch_options_balances")) else fetch_options_balances(ex, force=True)
+    trading = bal.get("trading_usdt_avail")
+    if trading is None:
+        trading = bal.get("trading_usdt")
+    try:
+        trading_f = float(trading or 0)
+    except (TypeError, ValueError):
+        trading_f = 0.0
+    buf = float(cfg.get("budget_buffer") or 0.95)
+    return compute_coin_budget_usdt(trading_f, buffer=buf)
+
+
+def open_coin_option_buy_full(
+    cfg: dict[str, Any],
+    ex: Any,
+    *,
+    inst_id: str,
+    signal_note: str = "",
+    target_index: float | None = None,
+    profit_exit_enabled: bool = False,
+    profit_exit_mult: float = 1.0,
+    target_sheets: int | None = None,
+) -> dict[str, Any]:
+    """先按最大可开张数估权利金×现货缓冲买币,再开对应张数(不全额兑换预算)."""
+    from lib.options.options_db import init_options_tables
+    from lib.options.options_position_limit_lib import (
+        compound_full_single_position_block_msg,
+        option_position_limit_block_msg,
+    )
+
+    if not is_coin_margin_mode():
+        return {"ok": False, "msg": "当前非币本位模式"}
+    if margin_mode_from_inst_id(inst_id) != "coin":
+        return {"ok": False, "msg": "合约不是币本位期权(请确认未选中 USD_UM 合约)"}
+
+    # 解析标的
+    parts = inst_id.split("-")
+    underlying = (parts[0] if parts else "ETH").upper()
+
+    conn = cfg["get_db"]()
+    try:
+        init_options_tables(conn)
+        block = bridge_blocks_new_open_msg(conn)
+        if block:
+            return {"ok": False, "msg": block, "can_open": False}
+
+        compound_block = compound_full_single_position_block_msg(
+            ex, fetch_positions=cfg.get("fetch_option_positions")
+        )
+        if compound_block:
+            return {"ok": False, "msg": compound_block, "can_open": False}
+        pos_limit_msg = option_position_limit_block_msg(
+            ex,
+            opening_inst_id=inst_id,
+            fetch_positions=cfg.get("fetch_option_positions"),
+        )
+        if pos_limit_msg:
+            return {"ok": False, "msg": pos_limit_msg, "can_open": False}
+
+        budget_info = coin_budget_preview(cfg, ex)
+        if not budget_info.get("ok"):
+            return {"ok": False, "msg": budget_info.get("msg") or "USDT 预算无效", "budget": budget_info}
+        budget_usdt = float(budget_info["budget_usdt"])
+
+        q = cfg["quote_option_contract"](ex, inst_id)
+        if not q.get("ok"):
+            return q
+        ask = q.get("ask")
+        ask_sz = q.get("ask_sz")
+        can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
+        if not can_open:
+            return {
+                "ok": False,
+                "msg": block_msg or "暂无卖一深度,无法买入",
+                "can_open": False,
+            }
+
+        ct_mult = float(q.get("ct_mult") or 0.01)
+        min_sz = int(q.get("min_sz") or 1)
+        idx = None
+        try:
+            idx = float(q.get("index_px") or q.get("idxPx") or 0)
+        except (TypeError, ValueError):
+            idx = 0.0
+        if idx <= 0:
+            try:
+                from lib.exchange.okx_options_lib import fetch_index_price
+
+                idx = float(fetch_index_price(ex, f"{underlying}-USD") or 0)
+            except Exception:
+                idx = 0.0
+
+        plan = plan_coin_open_by_budget(
+            quote_per_unit=float(ask),
+            ct_mult=ct_mult,
+            min_sz=min_sz,
+            budget_usdt=budget_usdt,
+            index_px=float(idx),
+            ask_sz=ask_sz,
+            target_sheets=target_sheets,
+        )
+        if not plan.get("ok"):
+            return {
+                "ok": False,
+                "msg": plan.get("msg") or "无法规划买币张数",
+                "plan": plan,
+                "budget": budget_info,
+                "can_open": False,
+            }
+        buy_usdt = float(plan["buy_usdt"])
+        sheets = int(plan["sheets"])
+
+        # 1) 仅买「权利金×现货缓冲」所需 USDT,不全额兑换预算
+        coin_before = fetch_trading_coin_available(ex, underlying) or 0.0
+        buy = spot_market_buy_coin_with_usdt(ex, underlying=underlying, usdt_amount=buy_usdt)
+        if not buy.get("ok"):
+            return {
+                "ok": False,
+                "msg": f"现货买入 {underlying} 失败: {buy.get('msg')}",
+                "budget": budget_info,
+                "plan": plan,
+            }
+        bridge_id = insert_bridge(
+            conn,
+            underlying=underlying,
+            status=BRIDGE_BOUGHT,
+            budget_usdt=buy_usdt,
+            buy_ord_id=str(buy.get("ord_id") or ""),
+            inst_id=inst_id,
+            message="已买币,待开期权",
+        )
+        # 等余额落账
+        time.sleep(1.5)
+        try:
+            from lib.exchange.okx_options_lib import invalidate_options_balance_cache
+
+            invalidate_options_balance_cache()
+        except Exception:
+            pass
+        coin_after = fetch_trading_coin_available(ex, underlying)
+        if coin_after is None:
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason="买币后读不到可用余额"
+            )
+            return {
+                "ok": False,
+                "msg": "买币后读不到可用余额,已尝试卖回 USDT",
+                "rollback": rb,
+                "budget": budget_info,
+                "plan": plan,
+            }
+        coin_bought = max(0.0, float(coin_after) - float(coin_before or 0))
+        if coin_bought <= 0:
+            # 落账延迟时退化为用当前可用,但仍写入上限提示
+            coin_bought = float(coin_after)
+        if coin_bought <= 0:
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason="买入量无效"
+            )
+            return {"ok": False, "msg": "买币后可用增量无效", "rollback": rb, "budget": budget_info}
+        update_bridge(conn, bridge_id, coin_bought=float(coin_bought))
+
+        sizing = calc_sheets_from_coin_balance(
+            quote_per_unit=float(ask),
+            ct_mult=ct_mult,
+            min_sz=min_sz,
+            coin_available=float(coin_bought),
+        )
+        if not sizing.get("ok"):
+            rb = rollback_bought_coin_to_usdt(
+                conn,
+                ex,
+                bridge_id=bridge_id,
+                underlying=underlying,
+                reason=sizing.get("msg") or "张数不足",
+                coin_amount=float(coin_bought),
+            )
+            return {"ok": False, "msg": sizing.get("msg"), "sizing": sizing, "rollback": rb, "budget": budget_info, "plan": plan}
+
+        # 实盘以买到的币为准,但不超过规划张数
+        sheets = min(int(sizing["sheets"]), int(plan["sheets"]))
+        capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=min_sz)
+        if capped is None:
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason=cap_msg or "深度不足"
+            )
+            return {"ok": False, "msg": cap_msg or "卖一深度不足", "rollback": rb}
+        if capped < sheets:
+            sheets = int(capped)
+            sizing = {
+                "ok": True,
+                "sheets": sheets,
+                "eth_amount": round(sheets * ct_mult, 8),
+                "coin_premium": round(sheets * float(ask) * ct_mult, 8),
+                "ask_depth_capped": True,
+            }
+        else:
+            sizing = {
+                "ok": True,
+                "sheets": sheets,
+                "eth_amount": round(sheets * ct_mult, 8),
+                "coin_premium": round(sheets * float(ask) * ct_mult, 8),
+            }
+
+        tick_sz = q.get("tick_sz")
+        order = cfg["place_option_limit_order"](
+            ex,
+            inst_id=inst_id,
+            side="buy",
+            sheets=sheets,
+            price=float(ask),
+            td_mode=td_mode_for_option_buy(cfg.get("td_mode")),
+            tick_sz=tick_sz,
+            ord_type="ioc",
+        )
+        # 51008 时自动减半张数再试一次(买币已到位,避免整笔回滚)
+        if (not order.get("ok")) and sheets > 1:
+            msg_l = str(order.get("msg") or "").lower()
+            if "51008" in str(order.get("raw") or "").lower() or "不足" in str(order.get("msg") or ""):
+                sheets2 = max(1, sheets // 2)
+                if sheets2 < sheets:
+                    order2 = cfg["place_option_limit_order"](
+                        ex,
+                        inst_id=inst_id,
+                        side="buy",
+                        sheets=sheets2,
+                        price=float(ask),
+                        td_mode=td_mode_for_option_buy(cfg.get("td_mode")),
+                        tick_sz=tick_sz,
+                        ord_type="ioc",
+                    )
+                    if order2.get("ok"):
+                        order = order2
+                        sheets = sheets2
+                        sizing = {
+                            "ok": True,
+                            "sheets": sheets,
+                            "eth_amount": round(sheets * ct_mult, 8),
+                            "coin_premium": round(sheets * float(ask) * ct_mult, 8),
+                            "retried_half": True,
+                        }
+        if not order.get("ok"):
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason=order.get("msg") or "下单失败"
+            )
+            return {"ok": False, "msg": order.get("msg") or "期权下单失败", "order": order, "rollback": rb}
+
+        ord_id = str((order.get("data") or {}).get("ordId") or "").strip()
+        if not ord_id:
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason="无订单号"
+            )
+            return {"ok": False, "msg": "下单成功但未返回订单号", "rollback": rb}
+
+        try:
+            fill_timeout = max(2.0, float(os.getenv("OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC") or "12"))
+        except (TypeError, ValueError):
+            fill_timeout = 12.0
+        fill = wait_option_order_full_fill(
+            ex,
+            inst_id=inst_id,
+            ord_id=ord_id,
+            need_sheets=int(sheets),
+            timeout_sec=fill_timeout,
+            cancel_on_timeout=True,
+        )
+        if not fill.get("ok"):
+            filled_n = int(fill.get("filled_sheets") or 0)
+            if filled_n <= 0:
+                rb = rollback_bought_coin_to_usdt(
+                    conn,
+                    ex,
+                    bridge_id=bridge_id,
+                    underlying=underlying,
+                    reason=fill.get("msg") or "未成交",
+                )
+                return {"ok": False, "msg": fill.get("msg") or "未完全成交", "fill": fill, "rollback": rb}
+            sheets = filled_n
+
+        eth_amount = round(float(sheets) * ct_mult, 8)
+        premium_paid = round(float(ask) * eth_amount, 8)
+        premium_ccy = premium_ccy_for_mode("coin", underlying)
+
+        update_bridge(
+            conn,
+            bridge_id,
+            status=BRIDGE_HOLDING,
+            inst_id=inst_id,
+            message="期权持仓中",
+        )
+
+        trade_id = _insert_coin_trade(
+            conn,
+            inst_id=inst_id,
+            underlying=underlying,
+            opt_type=str(q.get("opt_type") or ""),
+            strike=q.get("strike"),
+            exp_time=q.get("exp_time"),
+            sheets=int(sheets),
+            eth_amount=eth_amount,
+            open_quote=float(ask),
+            premium_paid=premium_paid,
+            signal_note=signal_note,
+            exchange_ord_id=ord_id,
+            bridge_id=bridge_id,
+            budget_usdt=buy_usdt,
+            premium_ccy=premium_ccy,
+            profit_exit_enabled=profit_exit_enabled,
+            profit_exit_mult=profit_exit_mult,
+        )
+
+        # 目标位 / 翻倍离场 — 复用现有逻辑若存在
+        try:
+            if target_index is not None:
+                from lib.options.options_target_lib import upsert_target_monitor
+
+                upsert_target_monitor(
+                    conn,
+                    inst_id=inst_id,
+                    underlying=underlying,
+                    opt_type=str(q.get("opt_type") or ""),
+                    target_index=float(target_index),
+                    trade_id=trade_id,
+                    sheets=int(sheets),
+                )
+        except Exception:
+            pass
+        try:
+            from lib.options.options_notify_lib import notify_options_open
+
+            notify_options_open(
+                cfg,
+                conn,
+                trade_id=trade_id,
+                inst_id=inst_id,
+                underlying=underlying,
+                opt_type=str(q.get("opt_type") or ""),
+                sheets=int(sheets),
+                premium_paid=premium_paid,
+                open_quote=float(ask),
+                target_index=target_index,
+                signal_note=signal_note,
+                premium_ccy=premium_ccy,
+                margin_mode="coin",
+            )
+        except Exception:
+            pass
+
+        return {
+            "ok": True,
+            "msg": f"币本位开仓成功 {sheets} 张",
+            "margin_mode": "coin",
+            "budget": budget_info,
+            "sizing": sizing,
+            "sheets": sheets,
+            "eth_amount": eth_amount,
+            "premium_paid": premium_paid,
+            "premium_ccy": premium_ccy,
+            "bridge_id": bridge_id,
+            "trade_id": trade_id,
+            "order": order,
+            "fill": fill,
+        }
+    finally:
+        try:
+            conn.close()
+        except Exception:
+            pass
+
+
+def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
+    from lib.options.options_time_lib import options_app_now_str
+
+    pe = 1 if kwargs.get("profit_exit_enabled") else 0
+    pe_mult = float(kwargs.get("profit_exit_mult") or 1.0)
+    pe_state = "active" if pe else "idle"
+    cur = conn.execute(
+        """
+        INSERT INTO options_trades(
+            inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+            open_quote, premium_paid, status, signal_note, exchange_ord_id,
+            margin_mode, premium_ccy, bridge_id, budget_usdt,
+            profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            kwargs["inst_id"],
+            kwargs["underlying"],
+            kwargs["opt_type"],
+            kwargs.get("strike"),
+            str(kwargs.get("exp_time") or ""),
+            kwargs["sheets"],
+            kwargs["eth_amount"],
+            kwargs.get("open_quote"),
+            kwargs.get("premium_paid"),
+            kwargs.get("signal_note") or "",
+            kwargs.get("exchange_ord_id"),
+            kwargs.get("premium_ccy") or "ETH",
+            kwargs.get("bridge_id"),
+            kwargs.get("budget_usdt"),
+            pe,
+            pe_mult,
+            pe_state,
+            options_app_now_str(),
+        ),
+    )
+    conn.commit()
+    return int(cur.lastrowid)
+
+
+def maybe_sell_spot_after_close(
+    cfg: dict[str, Any],
+    ex: Any,
+    *,
+    inst_id: str,
+    close_result: dict[str, Any] | None = None,
+) -> dict[str, Any] | None:
+    """期权平仓后若该合约为币本位且已空仓,卖回本桥残留币."""
+    if margin_mode_from_inst_id(inst_id) != "coin":
+        return None
+    # 仍有仓则不卖
+    try:
+        rows = cfg["fetch_option_positions"](ex) or []
+        for p in rows:
+            if str(p.get("instId") or p.get("inst_id") or "") != inst_id:
+                continue
+            try:
+                if abs(float(p.get("pos") or 0)) > 1e-12:
+                    return {"ok": True, "skipped": True, "msg": "仍有持仓,暂不卖币"}
+            except (TypeError, ValueError):
+                pass
+    except Exception:
+        pass
+    parts = inst_id.split("-")
+    underlying = (parts[0] if parts else "ETH").upper()
+    conn = cfg["get_db"]()
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+        return sell_residual_after_option_flat(conn, ex, underlying=underlying, inst_id=inst_id)
+    finally:
+        try:
+            conn.close()
+        except Exception:
+            pass

lib/options/options_dashboard_lib.py

@@ -0,0 +1,85 @@
+"""实例数据看板用的轻量期权持仓(无余额/历史;含 close_preview 供净盈亏)."""
+from __future__ import annotations
+
+from typing import Any
+
+
+def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict[str, Any]]:
+    """
+    拉期权持仓 + 本地目标/对冲标注 + 买一净盈亏预览,供看板后台聚合.
+    不走 build_options_hub_snapshot(避免余额/历史).
+    """
+    if not cfg.get("enabled"):
+        return []
+    ex = cfg.get("exchange_options")
+    ready_fn = cfg.get("options_api_ready")
+    if not callable(ready_fn):
+        return []
+    ok, _reason = ready_fn(ex)
+    if not ok:
+        return []
+    fetch_fn = cfg.get("fetch_option_positions")
+    if not callable(fetch_fn):
+        return []
+    raw = fetch_fn(ex)
+    if raw is None:
+        return []
+    if not raw:
+        return []
+
+    from lib.options.options_db import init_options_tables, sum_open_premium_paid
+    from lib.options.options_history_lib import enrich_position_row_display
+    from lib.options.options_positions_lib import attach_close_preview
+
+    meta_cache: dict[str, dict[str, Any] | None] = {}
+    rows: list[dict[str, Any]] = []
+    get_db = cfg.get("get_db")
+    if not callable(get_db):
+        for p in raw:
+            if not isinstance(p, dict):
+                continue
+            row = enrich_position_row_display(cfg, ex, p, meta_cache=meta_cache)
+            attach_close_preview(cfg, ex, row)
+            rows.append(row)
+        return rows
+
+    conn = get_db()
+    try:
+        init_options_tables(conn)
+        try:
+            from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
+            from lib.options.options_target_lib import targets_by_inst
+
+            tgt_map = targets_by_inst(conn)
+            hedge_target_map = active_options_targets_by_inst(conn)
+        except Exception:
+            tgt_map = {}
+            hedge_target_map = {}
+
+        for p in raw:
+            if not isinstance(p, dict):
+                continue
+            inst = str(p.get("instId") or "").strip()
+            premium_override = sum_open_premium_paid(conn, inst) if inst else None
+            row = enrich_position_row_display(
+                cfg,
+                ex,
+                p,
+                meta_cache=meta_cache,
+                premium_override=premium_override,
+            )
+            attach_close_preview(cfg, ex, row, premium_paid=premium_override)
+            mon = tgt_map.get(str(row.get("inst_id") or ""))
+            if mon:
+                row["target_index"] = mon.get("target_index")
+                row["target_monitor_id"] = mon.get("id")
+                row["target_monitor"] = mon
+            hedge_target = hedge_target_map.get(str(row.get("inst_id") or ""))
+            if hedge_target:
+                row["hedge_plan_target"] = hedge_target
+                if not mon:
+                    row["target_index"] = hedge_target.get("target_index")
+            rows.append(row)
+    finally:
+        conn.close()
+    return rows

lib/options/options_db.py

@@ -0,0 +1,156 @@
+"""期权模块 SQLite 表."""
+from __future__ import annotations
+
+import sqlite3
+
+
+def init_options_tables(conn: sqlite3.Connection) -> None:
+    from lib.options.options_review_db import init_options_review_tables
+
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_trades (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            inst_id TEXT NOT NULL,
+            underlying TEXT NOT NULL,
+            opt_type TEXT NOT NULL,
+            strike REAL,
+            exp_time TEXT,
+            sheets INTEGER NOT NULL,
+            eth_amount REAL NOT NULL,
+            open_quote REAL,
+            premium_paid REAL,
+            status TEXT DEFAULT 'open',
+            close_quote REAL,
+            premium_received REAL,
+            realized_pnl REAL,
+            profit_alert_sent INTEGER DEFAULT 0,
+            signal_note TEXT,
+            exchange_ord_id TEXT,
+            close_ord_id TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            closed_at TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_convert_log (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            from_ccy TEXT,
+            to_ccy TEXT,
+            rfq_sz REAL,
+            received_sz REAL,
+            quote_id TEXT,
+            status TEXT,
+            message TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_history_hidden (
+            history_key TEXT PRIMARY KEY,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_transfer_log (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            ccy TEXT,
+            amount REAL,
+            from_account TEXT,
+            to_account TEXT,
+            status TEXT,
+            message TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_target_monitors (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            inst_id TEXT NOT NULL,
+            underlying TEXT,
+            opt_type TEXT,
+            target_index REAL NOT NULL,
+            trade_id INTEGER,
+            sheets INTEGER,
+            status TEXT DEFAULT 'active',
+            trigger_idx REAL,
+            close_ord_id TEXT,
+            message TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            triggered_at TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_options_target_monitors_status
+        ON options_target_monitors(status)
+        """
+    )
+    for ddl in (
+        "ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_enabled INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_mult REAL DEFAULT 1.0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_state TEXT DEFAULT 'idle'",
+        "ALTER TABLE options_trades ADD COLUMN margin_mode TEXT DEFAULT 'usdc'",
+        "ALTER TABLE options_trades ADD COLUMN premium_ccy TEXT DEFAULT 'USDC'",
+        "ALTER TABLE options_trades ADD COLUMN bridge_id INTEGER",
+        "ALTER TABLE options_trades ADD COLUMN budget_usdt REAL",
+    ):
+        try:
+            conn.execute(ddl)
+        except Exception:
+            pass
+    try:
+        from lib.options.options_spot_bridge_lib import ensure_bridge_table
+
+        ensure_bridge_table(conn)
+    except Exception:
+        pass
+    init_options_review_tables(conn)
+
+
+def sum_open_premium_paid(conn: sqlite3.Connection, inst_id: str) -> float | None:
+    """同合约所有 open 腿权利金合计(加仓后显示/门控用)."""
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT SUM(premium_paid) AS total, COUNT(*) AS n
+        FROM options_trades
+        WHERE inst_id = ? AND status = 'open' AND premium_paid IS NOT NULL
+        """,
+        (inst,),
+    ).fetchone()
+    if not row or int(row["n"] or 0) < 1:
+        return None
+    # 币本位权利金常 <1e-4,保留 8 位避免被裁成 0
+    return round(float(row["total"] or 0), 8)
+
+
+def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
+    """同合约所有 open 腿张数合计."""
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT SUM(sheets) AS total, COUNT(*) AS n
+        FROM options_trades
+        WHERE inst_id = ? AND status = 'open'
+        """,
+        (inst,),
+    ).fetchone()
+    if not row or int(row["n"] or 0) < 1:
+        return None
+    return int(row["total"] or 0)

lib/options/options_history_lib.py

@@ -0,0 +1,149 @@
+"""期权历史列表(交易所 positions-history + 当前持仓)."""
+from __future__ import annotations
+
+from typing import Any
+
+from lib.exchange.okx_options_lib import format_premium_amount
+from lib.options.options_db import init_options_tables, sum_open_premium_paid
+from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+
+def enrich_position_row_display(
+    cfg: dict[str, Any],
+    ex: Any,
+    raw_pos: dict[str, Any],
+    *,
+    meta_cache: dict[str, dict[str, Any] | None] | None = None,
+    premium_override: float | None = None,
+) -> dict[str, Any]:
+    from lib.exchange.okx_options_lib import format_position_row, tick_sz_and_ct_mult
+
+    inst_id = str(raw_pos.get("instId") or "").strip()
+    tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
+    row = format_position_row(raw_pos, ct_mult=ct_mult, tick_sz=tick_sz)
+    row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
+    underly = str(row.get("underlying") or (inst_id.split("-")[0] if inst_id else "ETH") or "ETH")
+    premium_ccy = premium_ccy_for_mode(row_mode, underly)
+    row["margin_mode"] = row_mode
+    row["premium_ccy"] = premium_ccy
+    row["margin_mode_label"] = "币本位" if row_mode == "coin" else "USDC"
+    if premium_override is not None:
+        row["premium_paid"] = premium_override
+    row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=premium_ccy)
+    return row
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _load_local_closed_by_inst(conn: Any) -> dict[str, dict[str, Any]]:
+    """同合约取最新已平本地单,用于补交易所历史权利金/盈亏."""
+    out: dict[str, dict[str, Any]] = {}
+    try:
+        rows = conn.execute(
+            """
+            SELECT inst_id, premium_paid, realized_pnl, premium_ccy, margin_mode,
+                   open_quote, close_quote, sheets, closed_at
+            FROM options_trades
+            WHERE status = 'closed'
+            ORDER BY id DESC
+            """
+        ).fetchall()
+    except Exception:
+        return out
+    for r in rows:
+        inst = str(r["inst_id"] or "").strip()
+        if not inst or inst in out:
+            continue
+        out[inst] = dict(r)
+    return out
+
+
+def _overlay_local_closed(row: dict[str, Any], local: dict[str, Any] | None) -> dict[str, Any]:
+    if not local:
+        return row
+    prem = _safe_float(row.get("premium_paid"))
+    pnl = _safe_float(row.get("realized_pnl"))
+    local_prem = _safe_float(local.get("premium_paid"))
+    local_pnl = _safe_float(local.get("realized_pnl"))
+    # 交易所缺数或被两位小数抹成 0 时,用本地币本位落库值
+    if (prem is None or abs(prem) < 1e-10) and local_prem is not None and abs(local_prem) > 0:
+        row["premium_paid"] = local_prem
+    if (pnl is None or abs(pnl) < 1e-10) and local_pnl is not None and abs(local_pnl) > 0:
+        row["realized_pnl"] = local_pnl
+    if not row.get("premium_ccy") and local.get("premium_ccy"):
+        row["premium_ccy"] = local.get("premium_ccy")
+    if not row.get("margin_mode") and local.get("margin_mode"):
+        row["margin_mode"] = local.get("margin_mode")
+    ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=ccy)
+    return row
+
+
+def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
+    """与期权历史页相同的数据源:交易所全平记录 + 当前持仓,排除本地隐藏项."""
+    from lib.exchange.okx_options_lib import (
+        fetch_all_option_positions_history,
+        format_live_option_history_row,
+        format_option_history_row,
+        tick_sz_and_ct_mult,
+    )
+
+    meta_cache: dict[str, dict[str, Any] | None] = {}
+    items: list[dict[str, Any]] = []
+
+    raw_live = cfg["fetch_option_positions"](ex)
+    if raw_live is None:
+        return []
+
+    conn = cfg["get_db"]()
+    try:
+        init_options_tables(conn)
+        hidden_keys = {
+            str(r["history_key"])
+            for r in conn.execute("SELECT history_key FROM options_history_hidden").fetchall()
+        }
+        local_closed = _load_local_closed_by_inst(conn)
+        for p in raw_live:
+            inst = str(p.get("instId") or "").strip()
+            premium_override = sum_open_premium_paid(conn, inst) if inst else None
+            row = enrich_position_row_display(
+                cfg,
+                ex,
+                p,
+                meta_cache=meta_cache,
+                premium_override=premium_override,
+            )
+            open_ms = None
+            ctime = p.get("cTime") or (row.get("raw") or {}).get("cTime")
+            try:
+                if ctime is not None and str(ctime).strip():
+                    open_ms = int(float(ctime))
+            except (TypeError, ValueError):
+                open_ms = None
+            items.append(format_live_option_history_row(row, open_ms=open_ms))
+
+        hist_raw = fetch_all_option_positions_history(ex, limit=200)
+        for raw in hist_raw:
+            inst_id = str(raw.get("instId") or "").strip()
+            tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
+            row = format_option_history_row(raw, tick_sz=tick_sz, ct_mult=ct_mult)
+            items.append(_overlay_local_closed(row, local_closed.get(inst_id)))
+    finally:
+        conn.close()
+
+    open_rows = [x for x in items if x.get("status") == "open"]
+    closed = [x for x in items if x.get("status") != "open"]
+    closed.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
+    open_rows.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
+    return [
+        x
+        for x in (open_rows + closed)
+        if str(x.get("history_key") or "") not in hidden_keys
+    ]

lib/options/options_hub_lib.py

@@ -0,0 +1,185 @@
+"""中控只读聚合:OKX 期权持仓 / 资金(轻量,不含历史统计)."""
+
+from __future__ import annotations
+
+import os
+from typing import Any
+
+
+def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
+    if not cfg.get("enabled"):
+        return {"ok": True, "enabled": False}
+    ex = cfg.get("exchange_options")
+    ready_fn = cfg.get("options_api_ready")
+    if not callable(ready_fn):
+        return {"ok": False, "enabled": True, "msg": "期权模块未就绪"}
+    ok, reason = ready_fn(ex)
+    if not ok:
+        return {"ok": False, "enabled": True, "msg": reason or "期权 API 未配置"}
+    try:
+        from lib.options.options_position_limit_lib import options_max_active_positions
+        from lib.options.options_positions_lib import build_display_option_positions
+
+        raw = cfg["fetch_option_positions"](ex)
+        if raw is None:
+            return {"ok": False, "enabled": True, "msg": "获取期权持仓失败"}
+        positions = build_display_option_positions(cfg, ex, raw)
+        target_monitors: list[dict[str, Any]] = []
+        try:
+            conn = cfg["get_db"]()
+            try:
+                from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
+                from lib.options.options_profit_exit_lib import profit_exit_by_inst
+                from lib.options.options_target_lib import list_active_targets, list_closing_targets, targets_by_inst
+
+                target_monitors = list_active_targets(conn) + list_closing_targets(conn)
+                tgt_map = targets_by_inst(conn)
+                hedge_target_map = active_options_targets_by_inst(conn)
+                profit_exit_map = profit_exit_by_inst(conn)
+                target_monitors.extend(hedge_target_map.values())
+                for pe in profit_exit_map.values():
+                    if pe.get("profit_exit_enabled"):
+                        target_monitors.append(
+                            {
+                                "inst_id": pe.get("inst_id"),
+                                "exit_mode": "profit_exit",
+                                "profit_exit_mult": pe.get("profit_exit_mult"),
+                                "profit_exit_enabled": True,
+                            }
+                        )
+                for p in positions:
+                    mon = tgt_map.get(str(p.get("inst_id") or ""))
+                    if mon:
+                        p["target_index"] = mon.get("target_index")
+                        p["target_monitor_id"] = mon.get("id")
+                        p["target_monitor"] = mon
+                    pe = profit_exit_map.get(str(p.get("inst_id") or ""))
+                    if pe:
+                        p["profit_exit_enabled"] = pe.get("profit_exit_enabled")
+                        p["profit_exit_mult"] = pe.get("profit_exit_mult")
+                        p["profit_exit_state"] = pe.get("profit_exit_state")
+                        p["profit_exit_required_recycle"] = pe.get("required_recycle")
+                    hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
+                    if hedge_target:
+                        p["hedge_plan_target"] = hedge_target
+                        if not mon:
+                            # 中控卡片共用 target_index 只读展示；实际平仓仍由对冲计划监控处理。
+                            p["target_index"] = hedge_target.get("target_index")
+                    try:
+                        from lib.instance.instance_dashboard_lib import (
+                            _format_options_target,
+                            _resolve_options_source,
+                        )
+
+                        inst = str(p.get("inst_id") or "")
+                        source_key, source_label, source_plan_id = _resolve_options_source(conn, inst)
+                        p["source"] = source_key
+                        p["source_label"] = source_label
+                        p["source_plan_id"] = source_plan_id
+                        p["target_monitor_text"] = _format_options_target(p)
+                    except Exception:
+                        p.setdefault("source_label", "—")
+                        p.setdefault("source_plan_id", None)
+                        p.setdefault("target_monitor_text", "—")
+            finally:
+                conn.close()
+        except Exception:
+            target_monitors = []
+        from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
+
+        upl_total = 0.0
+        has_upl = False
+        for p in positions:
+            # 合计一律折 U:币本位 × 指数,避免 BTC/ETH 币数量与 USDC 混加
+            pnl = display_pnl_usdt_from_option_row(p)
+            if pnl is None:
+                continue
+            has_upl = True
+            upl_total += float(pnl)
+        bal = cfg["fetch_options_balances"](ex)
+        from lib.options.options_margin_mode_lib import (
+            is_coin_margin_mode,
+            normalize_options_margin_mode,
+            premium_ccy_for_mode,
+        )
+
+        margin_mode = normalize_options_margin_mode()
+        for p in positions:
+            mid = str(p.get("inst_id") or "")
+            from lib.options.options_margin_mode_lib import margin_mode_from_inst_id
+
+            row_mode = margin_mode_from_inst_id(mid) if mid else margin_mode
+            p["margin_mode"] = row_mode
+            p["premium_ccy"] = p.get("premium_ccy") or premium_ccy_for_mode(
+                row_mode, str(p.get("underlying") or mid.split("-")[0] if mid else "ETH")
+            )
+            p["margin_mode_label"] = "币本位" if row_mode == "coin" else "USDC"
+
+        underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
+        options_index_px = None
+        try:
+            from lib.exchange.okx_options_lib import fetch_index_price
+
+            options_index_px = fetch_index_price(ex, underly)
+        except Exception:
+            options_index_px = None
+        if options_index_px is None:
+            for p in positions:
+                try:
+                    px = float(p.get("idx_px") or p.get("idxPx") or 0)
+                except (TypeError, ValueError):
+                    px = 0
+                if px > 0:
+                    options_index_px = px
+                    break
+
+        coin_budget = None
+        bridge_status = None
+        open_bridges = []
+        if is_coin_margin_mode():
+            try:
+                from lib.options.options_coin_open_lib import coin_budget_preview
+
+                coin_budget = coin_budget_preview(cfg, ex)
+            except Exception:
+                coin_budget = None
+            try:
+                conn_b = cfg["get_db"]()
+                try:
+                    from lib.options.options_spot_bridge_lib import list_open_bridges
+
+                    open_bridges = list_open_bridges(conn_b)
+                    if open_bridges:
+                        bridge_status = str(open_bridges[0].get("status") or "")
+                finally:
+                    conn_b.close()
+            except Exception:
+                open_bridges = []
+
+        return {
+            "ok": True,
+            "enabled": True,
+            "positions": positions,
+            "position_count": len(positions),
+            "target_monitors": target_monitors,
+            "upl_total_usdc": round(upl_total, 4) if has_upl else None,
+            "balances": bal,
+            "funding_usdc": bal.get("funding_usdc"),
+            "funding_usdt": bal.get("funding_usdt"),
+            "trading_usdc": bal.get("trading_usdc"),
+            "trading_usdt": bal.get("trading_usdt"),
+            # 监控区不用历史统计;保留空对象兼容旧调用方
+            "stats": {},
+            "trade_budget": cfg.get("trade_budget"),
+            "account_label": cfg.get("account_label") or "OKX期权",
+            "max_active_positions": options_max_active_positions(),
+            "options_margin_mode": margin_mode,
+            "options_margin_mode_label": "币本位" if margin_mode == "coin" else "USDC",
+            "options_underly": underly,
+            "options_index_px": options_index_px,
+            "coin_budget": coin_budget,
+            "bridge_status": bridge_status,
+            "open_bridges": open_bridges,
+        }
+    except Exception as e:
+        return {"ok": False, "enabled": True, "msg": str(e)}

lib/options/options_margin_mode_lib.py

@@ -0,0 +1,315 @@
+"""OKX 单笔期权本位模式与币本位 USDT 预算."""
+from __future__ import annotations
+
+import os
+from typing import Any
+
+
+MODE_USDC = "usdc"
+MODE_COIN = "coin"
+
+
+def _env_bool(name: str, default: bool = False) -> bool:
+    v = (os.getenv(name) or "").strip().lower()
+    if not v:
+        return default
+    return v in ("1", "true", "yes", "on", "y")
+
+
+def _env_float(name: str, default: float) -> float:
+    try:
+        return float(os.getenv(name) or default)
+    except (TypeError, ValueError):
+        return float(default)
+
+
+def normalize_options_margin_mode(raw: Any = None) -> str:
+    """CoinOX 固定币本位期权;忽略 USDC 配置."""
+    return MODE_COIN
+
+
+def is_coin_margin_mode(raw: Any = None) -> bool:
+    return normalize_options_margin_mode(raw) == MODE_COIN
+
+
+def inst_family_for_underlying(underlying: str, *, margin_mode: str | None = None) -> str:
+    u = (underlying or "ETH").strip().upper() or "ETH"
+    mode = normalize_options_margin_mode(margin_mode)
+    if mode == MODE_COIN:
+        return f"{u}-USD"
+    return f"{u}-USD_UM"
+
+
+def margin_mode_from_inst_id(inst_id: str) -> str:
+    inst = (inst_id or "").strip().upper()
+    if not inst:
+        return normalize_options_margin_mode()
+    if "_UM" in inst:
+        return MODE_USDC
+    # ETH-USD-260701-2500-C / BTC-USD-...
+    if "-USD-" in inst and "_UM" not in inst:
+        return MODE_COIN
+    return normalize_options_margin_mode()
+
+
+def premium_ccy_for_mode(margin_mode: str, underlying: str = "ETH") -> str:
+    if normalize_options_margin_mode(margin_mode) == MODE_COIN:
+        return (underlying or "ETH").strip().upper() or "ETH"
+    return "USDC"
+
+
+def spot_quote_inst_id(underlying: str) -> str:
+    """现货市价买卖: ETH-USDT / BTC-USDT."""
+    u = (underlying or "ETH").strip().upper() or "ETH"
+    return f"{u}-USDT"
+
+
+def compute_coin_budget_usdt(
+    trading_usdt: float,
+    *,
+    compound: bool | None = None,
+    buffer: float | None = None,
+    fixed_budget_usdt: float | None = None,
+    max_enabled: bool | None = None,
+    max_usdt: float | None = None,
+) -> dict[str, Any]:
+    """
+    币本位单笔 USDT 预算.
+    复利开: trading_usdt × buffer; 复利关: fixed × buffer.
+    上限开: min(..., max_usdt).
+    """
+    bal = max(0.0, float(trading_usdt or 0))
+    use_compound = _env_bool("OKX_OPTIONS_COIN_COMPOUND", True) if compound is None else bool(compound)
+    buf = float(buffer) if buffer is not None else _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
+    if buf <= 0:
+        buf = 0.95
+    fixed = (
+        float(fixed_budget_usdt)
+        if fixed_budget_usdt is not None
+        else _env_float("OKX_OPTIONS_COIN_BUDGET_USDT", 10.0)
+    )
+    if use_compound:
+        raw = bal * buf
+        source = "compound"
+    else:
+        raw = max(0.0, fixed) * buf
+        source = "fixed"
+    capped = False
+    max_on = (
+        _env_bool("OKX_OPTIONS_COIN_MAX_USDT_ENABLED", False)
+        if max_enabled is None
+        else bool(max_enabled)
+    )
+    max_n = (
+        float(max_usdt)
+        if max_usdt is not None
+        else _env_float("OKX_OPTIONS_COIN_MAX_USDT", 50.0)
+    )
+    budget = raw
+    if max_on and max_n > 0 and budget > max_n:
+        budget = max_n
+        capped = True
+    return {
+        "ok": budget > 0,
+        "budget_usdt": round(budget, 8),
+        "raw_usdt": round(raw, 8),
+        "trading_usdt": round(bal, 8),
+        "buffer": buf,
+        "compound": use_compound,
+        "source": source,
+        "max_enabled": max_on,
+        "max_usdt": max_n if max_on else None,
+        "capped_by_max": capped,
+        "msg": "" if budget > 0 else "交易账户 USDT 不足,无法计算币本位预算",
+    }
+
+
+def normalize_coin_spot_buy_buffer(raw: Any = None) -> float:
+    """
+    现货买入相对权利金的倍数缓冲.
+    env OKX_OPTIONS_COIN_SPOT_BUY_BUFFER 默认 1.10(=多买 10%).
+    也可写 0.10 表示 +10%.
+    """
+    if raw is None:
+        v = _env_float("OKX_OPTIONS_COIN_SPOT_BUY_BUFFER", 1.10)
+    else:
+        try:
+            v = float(raw)
+        except (TypeError, ValueError):
+            v = 1.10
+    if v <= 0:
+        return 1.10
+    if v < 1.0:
+        return 1.0 + v
+    return v
+
+
+def plan_coin_open_by_budget(
+    *,
+    quote_per_unit: float,
+    ct_mult: float,
+    min_sz: int,
+    budget_usdt: float,
+    index_px: float,
+    ask_sz: float | None = None,
+    spot_buy_buffer: float | None = None,
+    target_sheets: int | None = None,
+) -> dict[str, Any]:
+    """
+    先按预算/卖一估最大可开张数,再按「权利金 × 现货缓冲」算应买现货 USDT.
+    不全额把预算换成币.
+    """
+    import math
+
+    from lib.exchange.okx_options_lib import cap_option_buy_sheets_to_ask_depth
+
+    ask = float(quote_per_unit or 0)
+    mult = float(ct_mult or 0.01)
+    need = max(1, int(min_sz or 1))
+    budget = max(0.0, float(budget_usdt or 0))
+    idx = float(index_px or 0)
+    buf = normalize_coin_spot_buy_buffer(spot_buy_buffer)
+    if ask <= 0 or mult <= 0:
+        return {"ok": False, "msg": "卖一价无效", "sheets": 0, "buy_usdt": 0.0}
+    if idx <= 0:
+        return {"ok": False, "msg": "缺少指数价,无法估算买币 USDT", "sheets": 0, "buy_usdt": 0.0}
+    if budget <= 0:
+        return {"ok": False, "msg": "USDT 预算无效", "sheets": 0, "buy_usdt": 0.0}
+
+    per_sheet_coin = ask * mult
+    # 每张开仓需买的币(含缓冲)及其约合 USDT
+    per_sheet_buy_coin = per_sheet_coin * buf
+    per_sheet_usdt = per_sheet_buy_coin * idx
+    if per_sheet_usdt <= 0:
+        return {"ok": False, "msg": "无法计算单张买币成本", "sheets": 0, "buy_usdt": 0.0}
+
+    max_by_budget = int(math.floor((budget / per_sheet_usdt) + 1e-12))
+    if target_sheets is not None:
+        try:
+            want = int(target_sheets)
+        except (TypeError, ValueError):
+            want = 0
+        if want < need:
+            return {
+                "ok": False,
+                "msg": f"指定张数无效(需≥{need})",
+                "sheets": 0,
+                "buy_usdt": 0.0,
+                "max_by_budget": max_by_budget,
+            }
+        sheets = min(want, max_by_budget)
+        if sheets < want:
+            return {
+                "ok": False,
+                "msg": (
+                    f"预算约可开 {max_by_budget} 张(含现货缓冲×{buf:g}),"
+                    f"不足指定 {want} 张"
+                ),
+                "sheets": 0,
+                "buy_usdt": 0.0,
+                "max_by_budget": max_by_budget,
+                "spot_buy_buffer": buf,
+            }
+    else:
+        sheets = max_by_budget
+
+    capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=need)
+    ask_depth_capped = False
+    if capped is None:
+        return {
+            "ok": False,
+            "msg": cap_msg or "卖一深度不足",
+            "sheets": 0,
+            "buy_usdt": 0.0,
+            "spot_buy_buffer": buf,
+        }
+    if int(capped) < sheets:
+        sheets = int(capped)
+        ask_depth_capped = True
+
+    if sheets < need:
+        return {
+            "ok": False,
+            "msg": (
+                f"预算不足,无法买入 {need} 张"
+                f"(单张约需 {per_sheet_usdt:.4f} USDT,含现货缓冲×{buf:g})"
+            ),
+            "sheets": sheets,
+            "buy_usdt": 0.0,
+            "per_sheet_usdt": round(per_sheet_usdt, 8),
+            "spot_buy_buffer": buf,
+            "max_by_budget": max_by_budget,
+        }
+
+    premium_coin = sheets * per_sheet_coin
+    buy_coin = premium_coin * buf
+    buy_usdt = min(budget, buy_coin * idx)
+    # 再保险:向下对齐,避免浮点导致略超预算
+    buy_usdt = min(budget, round(buy_usdt, 8))
+    out = {
+        "ok": True,
+        "msg": "" if not ask_depth_capped else (cap_msg or f"已按卖一深度限制为 {sheets} 张"),
+        "sheets": sheets,
+        "eth_amount": round(sheets * mult, 8),
+        "coin_premium": round(premium_coin, 8),
+        "total_premium": round(premium_coin, 8),
+        "per_sheet_coin": per_sheet_coin,
+        "buy_coin": round(buy_coin, 8),
+        "buy_usdt": round(buy_usdt, 8),
+        "budget_usdt": round(budget, 8),
+        "spot_buy_buffer": buf,
+        "index_px": idx,
+        "max_by_budget": max_by_budget,
+        "ask_depth_capped": ask_depth_capped,
+        "est_note": (
+            f"按最大可开 {sheets} 张×卖一权利金×现货缓冲{buf:g}估买币;"
+            f"不全额兑换预算"
+        ),
+    }
+    if target_sheets is not None:
+        out["est_note"] = (
+            f"指定 {sheets} 张×卖一权利金×现货缓冲{buf:g}估买币;不全额兑换"
+        )
+        out["target_sheets"] = int(target_sheets)
+    return out
+
+
+def calc_sheets_from_coin_balance(
+    *,
+    quote_per_unit: float,
+    ct_mult: float,
+    min_sz: int,
+    coin_available: float,
+) -> dict[str, Any]:
+    """用可用标的币尽量开满(权利金以币计)."""
+    import math
+
+    ask = float(quote_per_unit or 0)
+    mult = float(ct_mult or 0.01)
+    need = max(1, int(min_sz or 1))
+    coin = max(0.0, float(coin_available or 0))
+    # 留一点手续费/精度缓冲,避免算满张后下单 51008
+    coin_eff = coin * 0.97
+    if ask <= 0 or mult <= 0:
+        return {"ok": False, "msg": "卖一价无效", "sheets": 0, "coin_premium": 0.0}
+    per_sheet = ask * mult
+    if per_sheet <= 0:
+        return {"ok": False, "msg": "无法计算单张权利金(币)", "sheets": 0, "coin_premium": 0.0}
+    sheets = int(math.floor((coin_eff / per_sheet) + 1e-12))
+    if sheets < need:
+        return {
+            "ok": False,
+            "msg": f"可用币不足,无法买入 {need} 张(单张约 {per_sheet:.8g} 币,可用 {coin:g})",
+            "sheets": sheets,
+            "coin_premium": round(sheets * per_sheet, 8),
+            "per_sheet_coin": per_sheet,
+        }
+    prem = sheets * per_sheet
+    return {
+        "ok": True,
+        "msg": "",
+        "sheets": sheets,
+        "coin_premium": round(prem, 8),
+        "per_sheet_coin": per_sheet,
+        "eth_amount": round(sheets * mult, 8),
+    }

lib/options/options_monitor_lib.py

@@ -0,0 +1,483 @@
+"""期权持仓监控:浮盈翻倍微信提醒 + 平仓/到期状态同步."""
+from __future__ import annotations
+
+import sqlite3
+import time
+from typing import Any, Callable
+
+from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
+from lib.options.options_time_lib import ms_to_options_app_str, options_app_now_str, options_wall_clock_to_ms
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None:
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def build_profit_alert_message(
+    *,
+    account_label: str,
+    inst_id: str,
+    premium_paid: float,
+    upl: float,
+    upl_ratio: float | None,
+    bid: float | None,
+    premium_ccy: str | None = None,
+) -> str:
+    from lib.options.options_notify_lib import resolve_options_premium_ccy
+
+    ccy = resolve_options_premium_ccy(inst_id=inst_id, premium_ccy=premium_ccy)
+    d = 6 if ccy in ("ETH", "BTC") else 4
+    pct = f"{upl_ratio * 100:.1f}%" if upl_ratio is not None else "—"
+    bid_txt = f"{bid:.{d}f}" if bid is not None else "—"
+    mode = "币本位" if ccy != "USDC" else "USDC"
+    return "\n".join(
+        [
+            "【OKX期权·翻倍提醒】",
+            f"账户:{account_label}",
+            f"本位:{mode}",
+            f"合约:{inst_id}",
+            f"已付权利金:{premium_paid:.{d}f} {ccy}",
+            f"未实现盈亏:{upl:+.{d}f} {ccy}({pct})",
+            f"当前买一:{bid_txt}(可考虑限价平仓锁利)",
+        ]
+    )
+
+
+def run_options_profit_alerts(
+    conn: sqlite3.Connection,
+    positions: list[dict[str, Any]],
+    *,
+    profit_ratio: float,
+    send_wechat: Callable[[str], None],
+    account_label: str,
+    ticker_bid_fn: Callable[[str], float | None],
+) -> int:
+    """
+    对比 DB 中 open 记录与交易所持仓;达到阈值发微信.
+    返回发送条数.
+    """
+    sent = 0
+    pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
+    rows = conn.execute(
+        """
+        SELECT id, inst_id, premium_paid, profit_alert_sent
+        FROM options_trades
+        WHERE status = 'open'
+        ORDER BY id ASC
+        """
+    ).fetchall()
+    # 同合约多腿加仓:按合约汇总权利金,整仓只告警一次
+    by_inst: dict[str, dict[str, Any]] = {}
+    for row in rows:
+        inst_id = str(row["inst_id"] or "")
+        if not inst_id:
+            continue
+        bucket = by_inst.setdefault(
+            inst_id,
+            {"ids": [], "premium": 0.0, "all_sent": True, "has_prem": False},
+        )
+        bucket["ids"].append(int(row["id"]))
+        prem = _safe_float(row["premium_paid"])
+        if prem is not None:
+            bucket["premium"] += float(prem)
+            bucket["has_prem"] = True
+        if not int(row["profit_alert_sent"] or 0):
+            bucket["all_sent"] = False
+
+    for inst_id, bucket in by_inst.items():
+        if bucket["all_sent"] or not bucket["has_prem"] or bucket["premium"] <= 0:
+            continue
+        pos = pos_by_inst.get(inst_id)
+        if not pos:
+            continue
+        prem = float(bucket["premium"])
+        upl = _safe_float(pos.get("upl"))
+        upl_ratio = _safe_float(pos.get("upl_ratio_pct"))
+        if upl_ratio is not None:
+            ratio = upl_ratio / 100.0
+        elif upl is not None:
+            ratio = upl / prem
+        else:
+            continue
+        if ratio < float(profit_ratio):
+            continue
+        bid = ticker_bid_fn(inst_id)
+        msg = build_profit_alert_message(
+            account_label=account_label,
+            inst_id=inst_id,
+            premium_paid=prem,
+            upl=upl or 0.0,
+            upl_ratio=ratio,
+            bid=bid,
+        )
+        try:
+            send_wechat(msg)
+            conn.execute(
+                f"UPDATE options_trades SET profit_alert_sent = 1 WHERE id IN ({','.join('?' * len(bucket['ids']))})",
+                tuple(bucket["ids"]),
+            )
+            sent += 1
+        except Exception:
+            pass
+    return sent
+
+
+def _created_at_ms(created_at: Any) -> int | None:
+    """墙钟 created_at → UTC ms.库内时间为业务时区(默认 Asia/Shanghai),不可当 UTC."""
+    return options_wall_clock_to_ms(created_at)
+
+
+def _group_key_for_closed_trade(row: Any) -> str:
+    inst = str(row["inst_id"] or "").strip()
+    closed = str(row["closed_at"] or "").strip()
+    close_prefix = closed[:16] if closed else ""
+    ord_id = str(row["close_ord_id"] or "").strip() if "close_ord_id" in row.keys() else ""
+    # 即使 close_ord_id/posId 相同,也要按平仓时间拆开(OKX 可能复用 posId)
+    if ord_id:
+        return f"{inst}|ord:{ord_id}|close:{close_prefix}"
+    return f"{inst}|close:{close_prefix}"
+
+
+def backfill_closed_options_realized_pnl_from_history(
+    conn: sqlite3.Connection,
+    hist_rows: list[dict[str, Any]],
+    *,
+    trade_limit: int = 200,
+) -> int:
+    """
+    用 OKX positions-history 的 realizedPnl 覆盖本地已平记录.
+    同一次平仓多笔本地 open(加仓)按权利金占比分摊交易所总盈亏.
+    """
+    by_inst: dict[str, list[dict[str, Any]]] = {}
+    for raw in hist_rows or []:
+        if not isinstance(raw, dict):
+            continue
+        inst = str(raw.get("instId") or "").strip()
+        if not inst:
+            continue
+        by_inst.setdefault(inst, []).append(raw)
+
+    rows = conn.execute(
+        """
+        SELECT id, inst_id, sheets, premium_paid, realized_pnl, close_quote,
+               created_at, closed_at, close_ord_id
+        FROM options_trades
+        WHERE status = 'closed'
+        ORDER BY id DESC
+        LIMIT ?
+        """,
+        (int(trade_limit),),
+    ).fetchall()
+    if not rows:
+        return 0
+
+    groups: dict[str, list[Any]] = {}
+    for row in rows:
+        inst = str(row["inst_id"] or "").strip()
+        if not inst or inst not in by_inst:
+            continue
+        groups.setdefault(_group_key_for_closed_trade(row), []).append(row)
+
+    updated = 0
+    for group in groups.values():
+        inst = str(group[0]["inst_id"] or "").strip()
+        open_candidates = [_created_at_ms(r["created_at"]) for r in group]
+        open_ms = min((x for x in open_candidates if x is not None), default=None)
+        close_candidates = [_created_at_ms(r["closed_at"]) for r in group]
+        close_ms = max((x for x in close_candidates if x is not None), default=None)
+        sheets_hint = None
+        try:
+            sheets_hint = sum(float(_safe_float(r["sheets"]) or 0.0) for r in group) or None
+        except (TypeError, ValueError):
+            sheets_hint = None
+        close_info = resolve_option_close_from_history(
+            by_inst.get(inst) or [],
+            open_ms=open_ms,
+            close_ms=close_ms,
+            sheets=sheets_hint,
+        )
+        if not close_info:
+            continue
+        ex_pnl = _safe_float(close_info.get("realized_pnl"))
+        if ex_pnl is None:
+            continue
+        close_quote = _safe_float(close_info.get("close_quote"))
+        matched_pos = str(close_info.get("pos_id") or "").strip() or None
+        total_paid = 0.0
+        for r in group:
+            total_paid += float(_safe_float(r["premium_paid"]) or 0.0)
+        allocated = 0.0
+        for i, r in enumerate(group):
+            paid = float(_safe_float(r["premium_paid"]) or 0.0)
+            if i == len(group) - 1:
+                share = round(float(ex_pnl) - allocated, 4)
+            elif total_paid > 0:
+                share = round(float(ex_pnl) * (paid / total_paid), 4)
+                allocated += share
+            else:
+                share = round(float(ex_pnl) / len(group), 4)
+                allocated += share
+            local = _safe_float(r["realized_pnl"])
+            local_close = _safe_float(r["close_quote"])
+            local_ord = str(r["close_ord_id"] or "").strip()
+            pnl_ok = local is not None and abs(local - share) < 1e-6
+            quote_ok = close_quote is None or (
+                local_close is not None and abs(local_close - float(close_quote)) < 1e-6
+            )
+            ord_ok = (not matched_pos) or (local_ord == matched_pos)
+            if pnl_ok and quote_ok and ord_ok:
+                continue
+            prem_recv = round(paid + share, 4)
+            conn.execute(
+                """
+                UPDATE options_trades
+                SET realized_pnl = ?,
+                    premium_received = ?,
+                    close_quote = COALESCE(?, close_quote),
+                    close_ord_id = COALESCE(?, close_ord_id)
+                WHERE id = ?
+                """,
+                (share, prem_recv, close_quote, matched_pos, int(r["id"])),
+            )
+            updated += 1
+    return updated
+
+
+def sync_open_options_trades(
+    conn: sqlite3.Connection,
+    *,
+    live_inst_ids: set[str],
+    fetch_history_fn: Callable[[str], list[dict[str, Any]]],
+    notify_cfg: dict[str, Any] | None = None,
+) -> int:
+    """
+    交易所已无持仓时,将本地 open 记录同步为 closed.
+    优先用 positions-history 回填盈亏;否则到期后按归零处理.
+    """
+    rows = conn.execute(
+        """
+        SELECT id, inst_id, premium_paid, exp_time, created_at
+        FROM options_trades
+        WHERE status = 'open'
+        """
+    ).fetchall()
+    updated = 0
+    now_ms = int(time.time() * 1000)
+    for row in rows:
+        inst_id = str(row["inst_id"] or "")
+        if not inst_id or inst_id in live_inst_ids:
+            continue
+        paid = _safe_float(row["premium_paid"]) or 0.0
+        open_ms = _created_at_ms(row["created_at"])
+        exp_ms = normalize_option_exp_ms(row["exp_time"], inst_id)
+        close_quote: float | None = None
+        prem_recv: float | None = None
+        realized_pnl: float | None = None
+        close_ord_id: str | None = None
+        closed_at: str | None = None
+        close_reason = "exchange"
+
+        close_info = resolve_option_close_from_history(
+            fetch_history_fn(inst_id),
+            open_ms=open_ms,
+        )
+        if close_info:
+            close_quote = close_info.get("close_quote")
+            realized_pnl = close_info.get("realized_pnl")
+            close_ord_id = close_info.get("pos_id")
+            if realized_pnl is not None:
+                prem_recv = round(paid + float(realized_pnl), 4)
+            close_ms = close_info.get("close_ms")
+            if close_ms:
+                closed_at = ms_to_options_app_str(close_ms)
+        elif exp_ms is not None and now_ms >= int(exp_ms):
+            close_reason = "expired"
+            close_quote = 0.0
+            prem_recv = 0.0
+            realized_pnl = round(-paid, 4)
+            if exp_ms:
+                closed_at = ms_to_options_app_str(exp_ms)
+        else:
+            continue
+
+        if not closed_at:
+            closed_at = options_app_now_str()
+
+        conn.execute(
+            """
+            UPDATE options_trades
+            SET status = 'closed',
+                close_quote = ?,
+                premium_received = ?,
+                realized_pnl = ?,
+                close_ord_id = COALESCE(?, close_ord_id),
+                closed_at = COALESCE(?, closed_at),
+                signal_note = CASE
+                    WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
+                    THEN '到期结算'
+                    ELSE signal_note
+                END
+            WHERE id = ?
+            """,
+            (
+                close_quote,
+                prem_recv,
+                realized_pnl,
+                close_ord_id,
+                closed_at,
+                close_reason,
+                int(row["id"]),
+            ),
+        )
+        updated += 1
+        if notify_cfg is not None:
+            try:
+                from lib.options.options_notify_lib import notify_options_close
+
+                reason = "到期结算" if close_reason == "expired" else "交易所平仓"
+                notify_options_close(
+                    notify_cfg,
+                    conn,
+                    inst_id=inst_id,
+                    reason=reason,
+                    trade_id=int(row["id"]),
+                    premium_paid=paid,
+                    premium_received=prem_recv,
+                    realized_pnl=realized_pnl,
+                    close_quote=close_quote,
+                )
+            except Exception:
+                pass
+    return updated
+
+
+def reconcile_live_open_trades(
+    conn: sqlite3.Connection,
+    *,
+    live_inst_ids: set[str],
+) -> int:
+    """交易所有持仓但本地误标 closed 时恢复为 open."""
+    fixed = 0
+    for inst_id in live_inst_ids:
+        if not inst_id:
+            continue
+        open_row = conn.execute(
+            "SELECT id FROM options_trades WHERE inst_id = ? AND status = 'open' LIMIT 1",
+            (inst_id,),
+        ).fetchone()
+        if open_row:
+            continue
+        row = conn.execute(
+            """
+            SELECT id, close_ord_id, realized_pnl
+            FROM options_trades
+            WHERE inst_id = ? AND status = 'closed'
+            ORDER BY id DESC LIMIT 1
+            """,
+            (inst_id,),
+        ).fetchone()
+        if not row:
+            continue
+        if row["close_ord_id"]:
+            continue
+        if row["realized_pnl"] is not None:
+            continue
+        conn.execute(
+            """
+            UPDATE options_trades
+            SET status = 'open',
+                close_quote = NULL,
+                premium_received = NULL,
+                realized_pnl = NULL,
+                closed_at = NULL,
+                signal_note = CASE
+                    WHEN signal_note = '到期结算' THEN NULL
+                    ELSE signal_note
+                END
+            WHERE id = ?
+            """,
+            (int(row["id"]),),
+        )
+        fixed += 1
+    return fixed
+
+
+def options_monitor_loop(
+    *,
+    enabled: bool,
+    poll_seconds: float,
+    get_db: Callable[[], sqlite3.Connection],
+    fetch_positions: Callable[[], list[dict[str, Any]]],
+    ticker_bid_fn: Callable[[str], float | None],
+    send_wechat: Callable[[str], None],
+    account_label: str,
+    profit_ratio: float,
+    sync_trades_fn: Callable[[sqlite3.Connection], int] | None = None,
+    target_close_fn: Callable[[str], dict[str, Any]] | None = None,
+    profit_exit_close_fn: Callable[[str], dict[str, Any]] | None = None,
+    profit_exit_cfg: dict[str, Any] | None = None,
+    stale_pending_fn: Callable[[], dict[str, Any]] | None = None,
+    stop_event: Any = None,
+) -> None:
+    if not enabled:
+        return
+    while True:
+        if stop_event is not None and getattr(stop_event, "is_set", lambda: False)():
+            break
+        try:
+            conn = get_db()
+            try:
+                positions = fetch_positions()
+                run_options_profit_alerts(
+                    conn,
+                    positions,
+                    profit_ratio=profit_ratio,
+                    send_wechat=send_wechat,
+                    account_label=account_label,
+                    ticker_bid_fn=ticker_bid_fn,
+                )
+                if target_close_fn is not None:
+                    from lib.options.options_target_lib import run_options_target_closes
+
+                    run_options_target_closes(
+                        conn,
+                        positions,
+                        close_fn=target_close_fn,
+                        send_wechat=send_wechat,
+                        account_label=account_label,
+                        cfg={"send_wechat": send_wechat, "account_label": account_label},
+                    )
+                if profit_exit_close_fn is not None:
+                    from lib.options.options_profit_exit_lib import run_options_profit_exits
+
+                    pe_cfg = dict(profit_exit_cfg or {})
+                    pe_cfg.setdefault("send_wechat", send_wechat)
+                    pe_cfg.setdefault("account_label", account_label)
+                    run_options_profit_exits(
+                        conn,
+                        positions,
+                        close_fn=profit_exit_close_fn,
+                        send_wechat=send_wechat,
+                        account_label=account_label,
+                        cfg=pe_cfg,
+                        ex=pe_cfg.get("exchange_options"),
+                    )
+                if sync_trades_fn is not None:
+                    sync_trades_fn(conn)
+                conn.commit()
+            finally:
+                conn.close()
+            # 平仓限价挂单超时撤单(独立于 DB 事务)
+            if stale_pending_fn is not None:
+                try:
+                    stale_pending_fn()
+                except Exception:
+                    pass
+        except Exception:
+            pass
+        time.sleep(max(5.0, float(poll_seconds)))

lib/options/options_notify_lib.py

@@ -0,0 +1,442 @@
+"""OKX 期权开仓/平仓企业微信推送(必发,幂等落库标记).支持 USDC / 币本位(ETH/BTC)."""
+from __future__ import annotations
+
+import sqlite3
+from typing import Any, Callable, Optional
+
+
+def _fmt(v: Any, d: int = 4) -> str:
+    try:
+        if v is None or v == "":
+            return "—"
+        return f"{float(v):.{d}f}"
+    except (TypeError, ValueError):
+        return str(v)
+
+
+def _opt_type_label(opt_type: Any) -> str:
+    t = str(opt_type or "").strip().upper()
+    if t in ("C", "CALL"):
+        return "Call"
+    if t in ("P", "PUT"):
+        return "Put"
+    return t or "—"
+
+
+def resolve_options_premium_ccy(
+    *,
+    inst_id: str = "",
+    underlying: str = "",
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
+    row: dict[str, Any] | None = None,
+) -> str:
+    """权利金计价币种:USDC 或 ETH/BTC."""
+    raw = premium_ccy
+    if (raw is None or str(raw).strip() == "") and row:
+        raw = row.get("premium_ccy")
+    ccy = str(raw or "").strip().upper()
+    if ccy:
+        return ccy
+    try:
+        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+        mid = str(inst_id or (row or {}).get("inst_id") or "").strip()
+        mode = margin_mode if margin_mode is not None else (row or {}).get("margin_mode")
+        if mode is None and mid:
+            mode = margin_mode_from_inst_id(mid)
+        u = str(
+            underlying
+            or (row or {}).get("underlying")
+            or (mid.split("-")[0] if mid else "ETH")
+            or "ETH"
+        ).strip().upper() or "ETH"
+        return premium_ccy_for_mode(str(mode or "usdc"), u)
+    except Exception:
+        return "USDC"
+
+
+def _amount_decimals(ccy: str) -> int:
+    c = (ccy or "USDC").strip().upper()
+    if c in ("ETH", "BTC"):
+        return 6
+    return 4
+
+
+def _mode_tag(*, inst_id: str = "", premium_ccy: str = "", margin_mode: Any = None) -> str:
+    ccy = (premium_ccy or "").strip().upper()
+    if ccy and ccy != "USDC":
+        return "币本位"
+    try:
+        from lib.options.options_margin_mode_lib import is_coin_margin_mode, margin_mode_from_inst_id
+
+        mode = margin_mode
+        if mode is None and inst_id:
+            mode = margin_mode_from_inst_id(inst_id)
+        if is_coin_margin_mode(mode):
+            return "币本位"
+    except Exception:
+        pass
+    return "USDC"
+
+
+def ensure_options_notify_columns(conn: sqlite3.Connection) -> None:
+    for ddl in (
+        "ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
+    ):
+        try:
+            conn.execute(ddl)
+        except Exception:
+            pass
+
+
+def notify_options_send(cfg: dict[str, Any], content: str) -> bool:
+    send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
+    if not callable(send):
+        return False
+    try:
+        send(content)
+        return True
+    except Exception:
+        return False
+
+
+def build_options_open_message(
+    *,
+    account_label: str,
+    inst_id: str,
+    underlying: str = "",
+    opt_type: Any = None,
+    sheets: Any = None,
+    premium_paid: Any = None,
+    open_quote: Any = None,
+    target_index: Any = None,
+    signal_note: str = "",
+    trade_id: Any = None,
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
+) -> str:
+    ccy = resolve_options_premium_ccy(
+        inst_id=inst_id,
+        underlying=underlying,
+        premium_ccy=premium_ccy,
+        margin_mode=margin_mode,
+    )
+    d = _amount_decimals(ccy)
+    mode = _mode_tag(inst_id=inst_id, premium_ccy=ccy, margin_mode=margin_mode)
+    lines = [
+        "【OKX期权·开仓】",
+        f"账户:{account_label or 'OKX期权'}",
+        f"本位:{mode}",
+    ]
+    if trade_id is not None:
+        lines.append(f"本地单号:#{trade_id}")
+    lines.extend(
+        [
+            f"合约:{inst_id}",
+            f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
+            f"张数:{sheets if sheets is not None else '—'}",
+            f"开仓报价:{_fmt(open_quote, d)} {ccy}",
+            f"权利金:{_fmt(premium_paid, d)} {ccy}",
+        ]
+    )
+    if target_index is not None and str(target_index).strip() != "":
+        try:
+            lines.append(f"目标指数:{float(target_index):g}")
+        except (TypeError, ValueError):
+            lines.append(f"目标指数:{target_index}")
+    if signal_note:
+        lines.append(f"备注:{signal_note[:200]}")
+    return "\n".join(lines)
+
+
+def build_options_close_message(
+    *,
+    account_label: str,
+    inst_id: str,
+    reason: str = "",
+    underlying: str = "",
+    opt_type: Any = None,
+    sheets: Any = None,
+    premium_paid: Any = None,
+    premium_received: Any = None,
+    realized_pnl: Any = None,
+    close_quote: Any = None,
+    target_index: Any = None,
+    trigger_idx: Any = None,
+    trade_id: Any = None,
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
+) -> str:
+    ccy = resolve_options_premium_ccy(
+        inst_id=inst_id,
+        underlying=underlying,
+        premium_ccy=premium_ccy,
+        margin_mode=margin_mode,
+    )
+    d = _amount_decimals(ccy)
+    mode = _mode_tag(inst_id=inst_id, premium_ccy=ccy, margin_mode=margin_mode)
+    lines = [
+        "【OKX期权·平仓】",
+        f"账户:{account_label or 'OKX期权'}",
+        f"本位:{mode}",
+    ]
+    if trade_id is not None:
+        lines.append(f"本地单号:#{trade_id}")
+    lines.extend(
+        [
+            f"合约:{inst_id}",
+            f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
+            f"原因:{(reason or '平仓').strip()}",
+            f"张数:{sheets if sheets is not None else '—'}",
+            f"平仓报价:{_fmt(close_quote, d)} {ccy}",
+            f"已付/收回:{_fmt(premium_paid, d)} / {_fmt(premium_received, d)} {ccy}",
+            f"实现盈亏:{_fmt(realized_pnl, d)} {ccy}",
+        ]
+    )
+    if target_index is not None and str(target_index).strip() != "":
+        try:
+            lines.append(f"目标指数:{float(target_index):g}")
+        except (TypeError, ValueError):
+            lines.append(f"目标指数:{target_index}")
+    if trigger_idx is not None and str(trigger_idx).strip() != "":
+        try:
+            lines.append(f"触发指数:{float(trigger_idx):g}")
+        except (TypeError, ValueError):
+            lines.append(f"触发指数:{trigger_idx}")
+    return "\n".join(lines)
+
+
+def notify_options_open(
+    cfg: dict[str, Any],
+    conn: sqlite3.Connection | None,
+    *,
+    trade_id: int | None,
+    inst_id: str,
+    underlying: str = "",
+    opt_type: Any = None,
+    sheets: Any = None,
+    premium_paid: Any = None,
+    open_quote: Any = None,
+    target_index: Any = None,
+    signal_note: str = "",
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
+) -> bool:
+    ensure_options_notify_columns(conn) if conn is not None else None
+    row_ccy = premium_ccy
+    row_mode = margin_mode
+    if conn is not None and trade_id is not None:
+        row = conn.execute(
+            "SELECT wechat_open_sent, premium_ccy, margin_mode, underlying FROM options_trades WHERE id=?",
+            (int(trade_id),),
+        ).fetchone()
+        if row and int(row["wechat_open_sent"] or 0):
+            return False
+        if row:
+            if row_ccy is None:
+                row_ccy = row["premium_ccy"] if "premium_ccy" in row.keys() else None
+            if row_mode is None:
+                row_mode = row["margin_mode"] if "margin_mode" in row.keys() else None
+            if not underlying:
+                underlying = str(row["underlying"] or "") if "underlying" in row.keys() else underlying
+    msg = build_options_open_message(
+        account_label=str(cfg.get("account_label") or "OKX期权"),
+        inst_id=inst_id,
+        underlying=underlying,
+        opt_type=opt_type,
+        sheets=sheets,
+        premium_paid=premium_paid,
+        open_quote=open_quote,
+        target_index=target_index,
+        signal_note=signal_note,
+        trade_id=trade_id,
+        premium_ccy=row_ccy,
+        margin_mode=row_mode,
+    )
+    ok = notify_options_send(cfg, msg)
+    if ok and conn is not None and trade_id is not None:
+        conn.execute(
+            "UPDATE options_trades SET wechat_open_sent=1 WHERE id=?",
+            (int(trade_id),),
+        )
+        try:
+            conn.commit()
+        except Exception:
+            pass
+    return ok
+
+
+def _load_trade_row(conn: sqlite3.Connection, trade_id: int) -> dict[str, Any] | None:
+    row = conn.execute("SELECT * FROM options_trades WHERE id=?", (int(trade_id),)).fetchone()
+    return dict(row) if row else None
+
+
+def notify_options_close(
+    cfg: dict[str, Any],
+    conn: sqlite3.Connection | None,
+    *,
+    inst_id: str,
+    reason: str = "平仓",
+    trade_id: int | None = None,
+    underlying: str = "",
+    opt_type: Any = None,
+    sheets: Any = None,
+    premium_paid: Any = None,
+    premium_received: Any = None,
+    realized_pnl: Any = None,
+    close_quote: Any = None,
+    target_index: Any = None,
+    trigger_idx: Any = None,
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
+    force: bool = False,
+) -> bool:
+    """平仓必发.默认按 trade_id / 同合约未标记行幂等."""
+    if conn is not None:
+        ensure_options_notify_columns(conn)
+    rows: list[dict[str, Any]] = []
+    if conn is not None and trade_id is not None:
+        r = _load_trade_row(conn, int(trade_id))
+        if r:
+            rows = [r]
+    elif conn is not None and inst_id:
+        q = conn.execute(
+            """
+            SELECT * FROM options_trades
+            WHERE inst_id=? AND status='closed'
+              AND COALESCE(wechat_close_sent,0)=0
+            ORDER BY id DESC
+            LIMIT 20
+            """,
+            (inst_id,),
+        ).fetchall()
+        rows = [dict(x) for x in q]
+        if not rows and force:
+            q2 = conn.execute(
+                """
+                SELECT * FROM options_trades
+                WHERE inst_id=? AND status='closed'
+                ORDER BY id DESC LIMIT 1
+                """,
+                (inst_id,),
+            ).fetchone()
+            if q2:
+                rows = [dict(q2)]
+        if not rows:
+            # 已有平仓记录且均已推送:幂等跳过,避免再走「无库行」重复推
+            exists = conn.execute(
+                """
+                SELECT 1 FROM options_trades
+                WHERE inst_id=? AND status='closed'
+                LIMIT 1
+                """,
+                (inst_id,),
+            ).fetchone()
+            if exists:
+                return False
+
+    if rows:
+        # 同次平仓可能多腿:合并一条推送,逐条标记
+        total_paid = sum(float(r.get("premium_paid") or 0) for r in rows)
+        total_recv = sum(float(r.get("premium_received") or 0) for r in rows if r.get("premium_received") is not None)
+        pnls = [float(r["realized_pnl"]) for r in rows if r.get("realized_pnl") is not None]
+        total_pnl = sum(pnls) if pnls else None
+        if total_pnl is None and (premium_received is not None or realized_pnl is not None):
+            total_pnl = realized_pnl
+            total_recv = premium_received if premium_received is not None else total_recv
+            total_paid = premium_paid if premium_paid is not None else total_paid
+        head = rows[0]
+        pending = [r for r in rows if not int(r.get("wechat_close_sent") or 0)]
+        if not pending and not force:
+            return False
+        msg = build_options_close_message(
+            account_label=str(cfg.get("account_label") or "OKX期权"),
+            inst_id=inst_id or str(head.get("inst_id") or ""),
+            reason=reason,
+            underlying=underlying or str(head.get("underlying") or ""),
+            opt_type=opt_type or head.get("opt_type"),
+            sheets=sheets if sheets is not None else sum(int(r.get("sheets") or 0) for r in rows),
+            premium_paid=total_paid,
+            premium_received=total_recv if rows else premium_received,
+            realized_pnl=total_pnl,
+            close_quote=close_quote if close_quote is not None else head.get("close_quote"),
+            target_index=target_index,
+            trigger_idx=trigger_idx,
+            trade_id=head.get("id") if len(rows) == 1 else None,
+            premium_ccy=premium_ccy or head.get("premium_ccy"),
+            margin_mode=margin_mode or head.get("margin_mode"),
+        )
+        ok = notify_options_send(cfg, msg)
+        if ok and conn is not None:
+            for r in pending or rows:
+                conn.execute(
+                    "UPDATE options_trades SET wechat_close_sent=1 WHERE id=?",
+                    (int(r["id"]),),
+                )
+            try:
+                conn.commit()
+            except Exception:
+                pass
+        return ok
+
+    # 无库行时仍发一条(尽量不丢提醒)
+    msg = build_options_close_message(
+        account_label=str(cfg.get("account_label") or "OKX期权"),
+        inst_id=inst_id,
+        reason=reason,
+        underlying=underlying,
+        opt_type=opt_type,
+        sheets=sheets,
+        premium_paid=premium_paid,
+        premium_received=premium_received,
+        realized_pnl=realized_pnl,
+        close_quote=close_quote,
+        target_index=target_index,
+        trigger_idx=trigger_idx,
+        trade_id=trade_id,
+        premium_ccy=premium_ccy,
+        margin_mode=margin_mode,
+    )
+    return notify_options_send(cfg, msg)
+
+
+def notify_options_close_trade_ids(
+    cfg: dict[str, Any],
+    conn: sqlite3.Connection,
+    trade_ids: list[int],
+    *,
+    reason: str,
+) -> bool:
+    ids = [int(x) for x in trade_ids if x is not None]
+    if not ids:
+        return False
+    ensure_options_notify_columns(conn)
+    placeholders = ",".join("?" for _ in ids)
+    rows = conn.execute(
+        f"""
+        SELECT * FROM options_trades
+        WHERE id IN ({placeholders}) AND COALESCE(wechat_close_sent,0)=0
+        """,
+        ids,
+    ).fetchall()
+    if not rows:
+        return False
+    first = dict(rows[0])
+    return notify_options_close(
+        cfg,
+        conn,
+        inst_id=str(first.get("inst_id") or ""),
+        reason=reason,
+        trade_id=int(first["id"]) if len(rows) == 1 else None,
+        underlying=str(first.get("underlying") or ""),
+        opt_type=first.get("opt_type"),
+        sheets=sum(int(r["sheets"] or 0) for r in rows),
+        premium_paid=sum(float(r["premium_paid"] or 0) for r in rows),
+        premium_received=sum(float(r["premium_received"] or 0) for r in rows if r["premium_received"] is not None),
+        realized_pnl=sum(float(r["realized_pnl"]) for r in rows if r["realized_pnl"] is not None),
+        close_quote=first.get("close_quote"),
+        premium_ccy=first.get("premium_ccy"),
+        margin_mode=first.get("margin_mode"),
+    )

lib/options/options_pending_lib.py

@@ -0,0 +1,124 @@
+"""期权限价挂单:展示 enrichment + 超时自动撤单."""
+from __future__ import annotations
+
+import time
+from typing import Any
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def order_age_seconds(order: dict[str, Any], *, now_ms: float | None = None) -> float | None:
+    """根据交易所 cTime(ms) 估算挂单时长(秒)."""
+    ct = _safe_float(order.get("c_time") or order.get("cTime"))
+    if ct is None or ct <= 0:
+        return None
+    # OKX 一般为毫秒时间戳
+    if ct < 1e12:
+        ct *= 1000.0
+    now = float(now_ms if now_ms is not None else time.time() * 1000.0)
+    age = (now - ct) / 1000.0
+    return age if age >= 0 else 0.0
+
+
+def is_close_pending_order(order: dict[str, Any]) -> bool:
+    """平仓向限价挂单:卖出 / reduceOnly."""
+    side = str(order.get("side") or "").lower()
+    if side == "sell":
+        return True
+    return bool(order.get("reduce_only"))
+
+
+def enrich_pending_orders(
+    orders: list[dict[str, Any]] | None,
+    *,
+    ttl_seconds: float = 600.0,
+    now_ms: float | None = None,
+) -> list[dict[str, Any]]:
+    """为 UI 附加挂单时长与自动撤倒计时."""
+    ttl = max(0.0, float(ttl_seconds or 0))
+    now = float(now_ms if now_ms is not None else time.time() * 1000.0)
+    out: list[dict[str, Any]] = []
+    for raw in orders or []:
+        o = dict(raw)
+        age = order_age_seconds(o, now_ms=now)
+        is_close = is_close_pending_order(o)
+        o["age_sec"] = round(age, 1) if age is not None else None
+        o["is_close_order"] = is_close
+        o["auto_cancel_enabled"] = bool(is_close and ttl > 0)
+        if age is not None and is_close and ttl > 0:
+            remain = max(0.0, ttl - age)
+            o["ttl_seconds"] = ttl
+            o["expire_in_sec"] = round(remain, 1)
+            o["stale"] = remain <= 0
+        else:
+            o["ttl_seconds"] = ttl if is_close else None
+            o["expire_in_sec"] = None
+            o["stale"] = False
+        out.append(o)
+    return out
+
+
+def cancel_stale_close_pending_orders(
+    *,
+    fetch_pending: Any,
+    cancel_order: Any,
+    ttl_seconds: float = 600.0,
+    now_ms: float | None = None,
+    ex: Any = None,
+) -> dict[str, Any]:
+    """
+    平仓限价挂单超过 ttl 自动撤销.
+    fetch_pending(ex) -> list; cancel_order(ex, inst_id=..., ord_id=...).
+    """
+    ttl = float(ttl_seconds or 0)
+    if ttl <= 0:
+        return {"ok": True, "cancelled": 0, "checked": 0, "skipped": "ttl_disabled"}
+    try:
+        orders = fetch_pending(ex) if ex is not None else fetch_pending()
+    except TypeError:
+        orders = fetch_pending(ex)
+    except Exception as e:
+        return {"ok": False, "msg": str(e), "cancelled": 0, "checked": 0}
+    enriched = enrich_pending_orders(orders or [], ttl_seconds=ttl, now_ms=now_ms)
+    cancelled: list[dict[str, Any]] = []
+    errors: list[str] = []
+    checked = 0
+    for o in enriched:
+        if not o.get("is_close_order"):
+            continue
+        checked += 1
+        if not o.get("stale"):
+            continue
+        inst = str(o.get("inst_id") or "").strip()
+        oid = str(o.get("ord_id") or "").strip()
+        if not inst or not oid:
+            continue
+        try:
+            if ex is not None:
+                res = cancel_order(ex, inst_id=inst, ord_id=oid)
+            else:
+                res = cancel_order(inst_id=inst, ord_id=oid)
+        except TypeError:
+            res = cancel_order(ex, inst_id=inst, ord_id=oid)
+        except Exception as e:
+            errors.append(f"{oid}:{e}")
+            continue
+        if res.get("ok"):
+            cancelled.append({"inst_id": inst, "ord_id": oid, "age_sec": o.get("age_sec")})
+        else:
+            errors.append(f"{oid}:{res.get('msg') or 'cancel_failed'}")
+    return {
+        "ok": True,
+        "cancelled": len(cancelled),
+        "checked": checked,
+        "orders": cancelled,
+        "errors": errors,
+        "ttl_seconds": ttl,
+    }

lib/options/options_position_limit_lib.py

@@ -0,0 +1,144 @@
+"""OKX 期权持仓笔数上限(env: OKX_OPTIONS_MAX_ACTIVE_POSITIONS)."""
+from __future__ import annotations
+
+import os
+from typing import Any, Optional, Sequence
+
+
+def options_max_active_positions() -> int:
+    """同时持有的期权合约笔数上限;0=不限制.热更读 env."""
+    raw = os.getenv("OKX_OPTIONS_MAX_ACTIVE_POSITIONS", "0")
+    try:
+        v = int(float(str(raw).strip()))
+    except (TypeError, ValueError):
+        return 0
+    return max(0, v)
+
+
+def count_live_option_positions(rows: Optional[list[dict[str, Any]]]) -> int:
+    if not rows:
+        return 0
+    n = 0
+    for r in rows:
+        if not isinstance(r, dict):
+            continue
+        try:
+            pos = float(r.get("pos") or 0)
+        except (TypeError, ValueError):
+            continue
+        if abs(pos) >= 1e-12:
+            n += 1
+    return n
+
+
+def _inst_already_open(rows: list[dict[str, Any]], inst_id: str) -> bool:
+    want = (inst_id or "").strip()
+    if not want:
+        return False
+    for r in rows:
+        if str(r.get("instId") or r.get("inst_id") or "").strip() == want:
+            return True
+    return False
+
+
+def _normalize_inst_ids(
+    opening_inst_id: str = "",
+    opening_inst_ids: Optional[Sequence[str]] = None,
+) -> list[str]:
+    out: list[str] = []
+    seen: set[str] = set()
+    for raw in list(opening_inst_ids or []) + ([opening_inst_id] if opening_inst_id else []):
+        iid = str(raw or "").strip()
+        if not iid or iid in seen:
+            continue
+        seen.add(iid)
+        out.append(iid)
+    return out
+
+
+def option_position_limit_block_msg(
+    ex: Any,
+    *,
+    opening_inst_id: str = "",
+    opening_inst_ids: Optional[Sequence[str]] = None,
+    new_positions: Optional[int] = None,
+    max_active: Optional[int] = None,
+    fetch_positions=None,
+) -> Optional[str]:
+    """若禁止新开买期权则返回中文原因,否则 None.
+
+    - max_active<=0:不限制
+    - opening_inst_ids:本次要开的合约;已在持仓中的不占新笔数
+    - new_positions:显式指定还需新占几笔(默认按 opening_inst_ids 推算)
+    - 期期两腿应一次传入两个 inst_id,在开仓前预检,避免上限=1 时开出半边仓
+    - 拉持仓失败:拒绝开仓(避免绕过上限)
+    """
+    try:
+        from lib.hedge_plan.okx_trade_mode_lib import standalone_options_open_allowed
+
+        # 对冲模式用 MAX_ACTIVE_HEDGE_PLANS 管「组数」,不占用期权笔数上限
+        if max_active is None and not standalone_options_open_allowed():
+            return None
+    except Exception:
+        pass
+    mx = options_max_active_positions() if max_active is None else int(max_active)
+    if mx <= 0:
+        return None
+    fetch = fetch_positions
+    if fetch is None:
+        from lib.exchange.okx_options_lib import fetch_option_positions
+
+        fetch = fetch_option_positions
+    try:
+        rows = fetch(ex)
+    except Exception:
+        rows = None
+    if rows is None:
+        return f"无法获取期权持仓,暂不可开仓(上限 {mx} 笔)"
+    active = count_live_option_positions(rows)
+    ids = _normalize_inst_ids(opening_inst_id, opening_inst_ids)
+
+    if new_positions is None:
+        if ids:
+            already = sum(1 for i in ids if _inst_already_open(rows, i))
+            need = max(0, len(ids) - already)
+        else:
+            need = 1
+    else:
+        need = max(0, int(new_positions))
+        if need <= 1 and len(ids) == 1 and _inst_already_open(rows, ids[0]):
+            return None
+
+    if need <= 0:
+        return None
+    if active + need <= mx:
+        return None
+    if need >= 2:
+        return (
+            f"期期对冲需新开 {need} 笔期权,当前已有 {active} 笔、上限 {mx};"
+            f"请将 OKX_OPTIONS_MAX_ACTIVE_POSITIONS 设为 0(不限制)或不小于 {active + need},或先平仓"
+        )
+    return f"期权持仓已达上限({active}/{mx}),请先平仓后再开"
+
+
+def compound_full_single_position_block_msg(
+    ex: Any,
+    *,
+    fetch_positions=None,
+) -> Optional[str]:
+    """全仓复利:账户内已有任意期权持仓则禁止再开(仅允许 1 笔)."""
+    fetch = fetch_positions
+    if fetch is None:
+        from lib.exchange.okx_options_lib import fetch_option_positions
+
+        fetch = fetch_option_positions
+    try:
+        rows = fetch(ex)
+    except Exception:
+        rows = None
+    if rows is None:
+        return "无法获取期权持仓,全仓复利模式暂不可开仓"
+    active = count_live_option_positions(rows)
+    if active >= 1:
+        return f"全仓复利模式仅允许同时持有 1 笔仓位(当前 {active} 笔),请先平仓"
+    return None

lib/options/options_positions_lib.py

@@ -0,0 +1,213 @@
+"""期权持仓展示(实例页 / 中控快照共用)."""
+from __future__ import annotations
+
+from typing import Any
+
+from lib.options.options_db import init_options_tables, sum_open_premium_paid
+from lib.options.options_history_lib import enrich_position_row_display
+from lib.options.options_close_gate_lib import clear_close_gate, is_close_gate_passed, update_close_gate
+from lib.options.options_pricing_lib import estimate_close_by_bids, intrinsic_px_per_unit
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def attach_close_preview(
+    cfg: dict[str, Any],
+    ex: Any,
+    row: dict[str, Any],
+    *,
+    sheets: int | None = None,
+    premium_paid: float | None = None,
+) -> dict[str, Any]:
+    inst_id = str(row.get("inst_id") or row.get("instId") or "").strip()
+    if not inst_id:
+        return row
+    ct_mult = float(row.get("ct_mult") or 0.01)
+    target_sheets = int(sheets) if sheets is not None else int(abs(_safe_float(row.get("pos")) or 0))
+    paid = premium_paid if premium_paid is not None else _safe_float(row.get("premium_paid"))
+    book = cfg["fetch_option_book_depth"](ex, inst_id, 5)
+    row["bid_depth"] = book.get("bids") or []
+    row["ask_depth"] = book.get("asks") or []
+    mark_px = _safe_float(row.get("mark_px") or row.get("markPx"))
+    intrinsic = intrinsic_px_per_unit(
+        row.get("opt_type") or row.get("optType"),
+        _safe_float(row.get("strike") or row.get("stk")),
+        _safe_float(row.get("idx_px") or row.get("idxPx")),
+        inst_id=inst_id,
+        margin_mode=row.get("margin_mode"),
+    )
+    # 与实盘一致:只按买一估算本轮可平
+    preview = estimate_close_by_bids(
+        row["bid_depth"],
+        target_sheets,
+        ct_mult=ct_mult,
+        premium_paid=paid,
+        mark_px=mark_px,
+        intrinsic_px=intrinsic,
+        max_levels=1,
+    )
+    premium_ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    index_px = _safe_float(row.get("idx_px") or row.get("idxPx"))
+    # 残档时不累计门控;有效买一时刷新计时(仅自动平仓需要)
+    if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
+        gate = update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
+        preview["close_gate"] = gate
+        preview["close_gate_blocked"] = True
+        preview["close_gate_msg"] = preview.get("bid_invalid_reason") or gate.get("msg")
+        preview["manual_close_blocked"] = True
+        preview["liquidity_ok"] = False
+    else:
+        gate = update_close_gate(
+            inst_id,
+            recycle_usdc=_safe_float(preview.get("total_received")),
+            premium_paid=paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
+        passed = bool(gate.get("passed") or is_close_gate_passed(inst_id) or gate.get("ready"))
+        preview["close_gate"] = gate
+        preview["close_gate_blocked"] = not passed
+        preview["close_gate_msg"] = gate.get("msg")
+        preview["manual_close_blocked"] = False
+        preview["liquidity_ok"] = True
+        if not passed:
+            preview["auto_close_blocked"] = True
+    row["close_preview"] = preview
+    return row
+
+
+def forget_close_gate_for_inst(inst_id: str) -> None:
+    clear_close_gate(inst_id)
+
+
+def net_pnl_from_display_row(row: dict[str, Any]) -> float | None:
+    """与持仓卡「净盈亏」同口径:买一可回收 − 权利金;残档买一则无净值."""
+    from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
+
+    preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
+    if preview.get("bid_invalid"):
+        return None
+    net = preview.get("estimated_pnl")
+    if net is not None:
+        try:
+            return float(net)
+        except (TypeError, ValueError):
+            pass
+    # 仅当实际吃到买盘张数时,才用 total_received − 权利金(避免 bid 无效时 total_received=0 算出 −权利金假亏)
+    try:
+        covered = float(preview.get("covered_sheets") or 0)
+    except (TypeError, ValueError):
+        covered = 0.0
+    recv = _safe_float(preview.get("total_received"))
+    paid = _safe_float(row.get("premium_paid"))
+    if covered > 0 and recv is not None and paid is not None:
+        ccy = str(row.get("premium_ccy") or "").strip().upper()
+        decimals = PREMIUM_DECIMALS_COIN if ccy in ("ETH", "BTC") else None
+        return round_premium_amount(recv - paid, ccy=ccy or None, decimals=decimals)
+    return None
+
+
+def display_pnl_from_option_row(row: dict[str, Any]) -> float | None:
+    """展示用盈亏:优先买一净盈亏;残档/无买一时回退交易所标记浮盈 upl."""
+    net = net_pnl_from_display_row(row)
+    if net is not None:
+        return net
+    return _safe_float(row.get("upl"))
+
+
+def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None:
+    """顶栏/看板/中控「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样.
+
+    BTC/ETH 币本位若不折算,会被界面标成 U 而数值仍是币数量(BTC 尤为离谱).
+    """
+    pnl = display_pnl_from_option_row(row)
+    if pnl is None:
+        return None
+    ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    if not ccy or ccy == "USDC":
+        # 兜底:按合约推断币本位,避免 premium_ccy 缺失时把 BTC 盈亏当 U
+        inst = str(row.get("inst_id") or row.get("instId") or "")
+        mode = str(row.get("margin_mode") or "").strip().lower()
+        if mode == "coin" or (
+            "-USD-" in inst.upper() and "_UM" not in inst.upper()
+        ):
+            underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "") or "").upper()
+            if underly in ("ETH", "BTC"):
+                ccy = underly
+    if ccy in ("ETH", "BTC"):
+        idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
+        if idx is None or idx <= 0:
+            # 无指数时无法折算,跳过该仓以免把「币数量」当成 U
+            return None
+        return float(pnl) * float(idx)
+    return float(pnl)
+
+
+def sum_options_net_pnl_usdc(
+    cfg: dict[str, Any],
+    ex: Any,
+    raw_positions: list[dict[str, Any]] | None = None,
+) -> float | None:
+    """
+    期权浮盈合计(USDT/USDC 口径),与顶栏实时盈亏/中控对齐:
+    各仓买一可回收 − 权利金;币本位再 × 指数折成 U;残档回退该仓 upl(同样折算).
+    获取失败返回 None;无持仓返回 0.
+    """
+    raw = raw_positions
+    if raw is None:
+        raw = cfg["fetch_option_positions"](ex)
+    if raw is None:
+        return None
+    if not raw:
+        return 0.0
+    positions = build_display_option_positions(cfg, ex, raw)
+    total = 0.0
+    found = False
+    for p in positions:
+        pnl = display_pnl_usdt_from_option_row(p)
+        if pnl is None:
+            continue
+        found = True
+        total += float(pnl)
+    return round(total, 4) if found else (0.0 if not positions else None)
+
+
+def build_display_option_positions(
+    cfg: dict[str, Any],
+    ex: Any,
+    raw_positions: list[dict[str, Any]],
+) -> list[dict[str, Any]]:
+    """与实例 /api/options/positions 相同 enrichment + close_preview."""
+    meta_cache: dict[str, dict[str, Any] | None] = {}
+    rows: list[dict[str, Any]] = []
+    conn = cfg["get_db"]()
+    try:
+        init_options_tables(conn)
+        for p in raw_positions:
+            inst = str(p.get("instId") or "").strip()
+            premium_override = sum_open_premium_paid(conn, inst) if inst else None
+            row = enrich_position_row_display(
+                cfg,
+                ex,
+                p,
+                meta_cache=meta_cache,
+                premium_override=premium_override,
+            )
+            attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid")))
+            rows.append(row)
+    finally:
+        conn.close()
+    return rows

lib/options/options_pricing_lib.py

@@ -0,0 +1,719 @@
+"""OKX USDⓈ 期权:张数与权利金计算."""
+from __future__ import annotations
+
+import math
+from typing import Any
+
+# 币本位权利金常为 1e-4~1e-5 量级(尤其 BTC);round(...,4) 会把净盈亏抹成 0
+PREMIUM_DECIMALS_COIN = 8
+PREMIUM_DECIMALS_FIAT = 4
+
+
+def round_premium_amount(v: float | None, *, ccy: str | None = None, decimals: int | None = None) -> float | None:
+    """权利金/回收/币盈亏入账精度:ETH/BTC 用 8 位,USDC 等用法币 4 位."""
+    if v is None:
+        return None
+    try:
+        n = float(v)
+    except (TypeError, ValueError):
+        return None
+    if decimals is None:
+        unit = (ccy or "").strip().upper()
+        decimals = PREMIUM_DECIMALS_COIN if unit in ("ETH", "BTC") else PREMIUM_DECIMALS_FIAT
+    return round(n, int(decimals))
+
+
+def ct_mult_from_meta(meta: dict[str, Any] | None) -> float:
+    if not meta:
+        return 0.01
+    try:
+        return float(meta.get("ctMult") or 0.01)
+    except (TypeError, ValueError):
+        return 0.01
+
+
+def min_sz_from_meta(meta: dict[str, Any] | None) -> int:
+    if not meta:
+        return 1
+    try:
+        return max(1, int(float(meta.get("minSz") or 1)))
+    except (TypeError, ValueError):
+        return 1
+
+
+def premium_per_sheet(quote_per_unit: float, ct_mult: float = 0.01) -> float:
+    """报价为每 1 ETH/BTC;每张权利金 = 报价 × ctMult."""
+    return float(quote_per_unit) * float(ct_mult)
+
+
+def format_quote_liquidity(px: float | None, sz: float | None, *, px_decimals: int = 4) -> str | None:
+    """盘口展示:价格/张数,如 17.2/150."""
+    if px is None:
+        return None
+    try:
+        price = f"{float(px):.{px_decimals}f}".rstrip("0").rstrip(".")
+    except (TypeError, ValueError):
+        return None
+    if sz is None:
+        return price
+    try:
+        s = float(sz)
+        size = str(int(s)) if abs(s - int(s)) < 1e-9 else str(s).rstrip("0").rstrip(".")
+    except (TypeError, ValueError):
+        return price
+    return f"{price}/{size}"
+
+
+def total_premium(quote_per_unit: float, eth_amount: float, ct_mult: float = 0.01) -> float:
+    return float(quote_per_unit) * float(eth_amount)
+
+
+# 买一相对标记价/内在价值低于该比例 → 视为残档,禁止按买盘自动/多档平仓
+BID_CLOSE_MIN_RATIO = 0.3
+
+
+def _safe_px(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        x = float(v)
+    except (TypeError, ValueError):
+        return None
+    return x if x > 0 else None
+
+
+def _quote_in_coin_from_context(
+    *,
+    quote_in_coin: bool | None = None,
+    inst_id: str | None = None,
+    margin_mode: str | None = None,
+) -> bool:
+    """币本位(ETH-USD/BTC-USD)权利金按币报价;USDC(USD_UM)按美元点差."""
+    if quote_in_coin is not None:
+        return bool(quote_in_coin)
+    if inst_id:
+        try:
+            from lib.options.options_margin_mode_lib import MODE_COIN, margin_mode_from_inst_id
+
+            return margin_mode_from_inst_id(inst_id) == MODE_COIN
+        except Exception:
+            pass
+    if margin_mode is not None:
+        try:
+            from lib.options.options_margin_mode_lib import is_coin_margin_mode
+
+            return is_coin_margin_mode(margin_mode)
+        except Exception:
+            return str(margin_mode).strip().lower() in ("coin", "coin_margin", "crypto")
+    return False
+
+
+def intrinsic_px_per_unit(
+    opt_type: str | None,
+    strike: float | None,
+    index_px: float | None,
+    *,
+    quote_in_coin: bool | None = None,
+    inst_id: str | None = None,
+    margin_mode: str | None = None,
+) -> float | None:
+    """
+    与盘口同单位的内在价值(每 1 标的).
+    - USDC / USD_UM: 美元点差 max(0, S−K) / max(0, K−S)
+    - 币本位 ETH-USD / BTC-USD: 币报价 max(0, S−K)/S / max(0, K−S)/S
+    """
+    o = (opt_type or "").strip().upper()
+    if strike is None or index_px is None:
+        return None
+    try:
+        k = float(strike)
+        idx = float(index_px)
+    except (TypeError, ValueError):
+        return None
+    if o == "C" and idx > k:
+        points = idx - k
+    elif o == "P" and idx < k:
+        points = k - idx
+    else:
+        return None
+    if _quote_in_coin_from_context(
+        quote_in_coin=quote_in_coin, inst_id=inst_id, margin_mode=margin_mode
+    ):
+        if idx <= 0:
+            return None
+        return points / idx
+    return points
+
+
+def is_stub_bid_px(
+    bid_px: float | None,
+    *,
+    mark_px: float | None = None,
+    intrinsic_px: float | None = None,
+    min_ratio: float = BID_CLOSE_MIN_RATIO,
+) -> tuple[bool, str]:
+    """
+    判断买一是否为无效残档(如标记 42、买一 0.2).
+    返回 (is_stub, reason).
+    """
+    bid = _safe_px(bid_px)
+    if bid is None:
+        return True, "无买一"
+    ref = _safe_px(mark_px)
+    ref_name = "标记价"
+    intrinsic = _safe_px(intrinsic_px)
+    if intrinsic is not None and (ref is None or intrinsic > ref):
+        ref = intrinsic
+        ref_name = "内在价值"
+    if ref is None:
+        return False, ""
+    ratio = float(min_ratio) if min_ratio and min_ratio > 0 else BID_CLOSE_MIN_RATIO
+    if bid < ref * ratio:
+        return True, f"买一{bid:g}远低于{ref_name}{ref:g},属无效残档,禁止按买盘自动平仓"
+    return False, ""
+
+
+def fetch_option_mark_px(ex: Any, inst_id: str) -> float | None:
+    """优先 mark-price 接口,失败则 None."""
+    inst_id = (inst_id or "").strip()
+    if not inst_id or ex is None:
+        return None
+    try:
+        rows = ex.public_get_public_mark_price({"instType": "OPTION", "instId": inst_id}).get("data") or []
+        if rows:
+            return _safe_px(rows[0].get("markPx"))
+    except Exception:
+        pass
+    return None
+
+
+def close_ref_prices(
+    *,
+    mark_px: float | None = None,
+    opt_type: str | None = None,
+    strike: float | None = None,
+    index_px: float | None = None,
+    quote_in_coin: bool | None = None,
+    inst_id: str | None = None,
+    margin_mode: str | None = None,
+) -> tuple[float | None, float | None]:
+    """返回 (mark_px, intrinsic_px) 供残档判断;intrinsic 与盘口同单位."""
+    return _safe_px(mark_px), intrinsic_px_per_unit(
+        opt_type,
+        strike,
+        index_px,
+        quote_in_coin=quote_in_coin,
+        inst_id=inst_id,
+        margin_mode=margin_mode,
+    )
+
+
+def filter_bids_for_close(
+    bids: list[dict[str, Any]] | None,
+    *,
+    mark_px: float | None = None,
+    intrinsic_px: float | None = None,
+    min_ratio: float = BID_CLOSE_MIN_RATIO,
+) -> tuple[list[dict[str, Any]], bool, str]:
+    """过滤不可用于平仓的残档买盘.返回 (usable_bids, had_stub_only, reason)."""
+    raw = list(bids or [])
+    usable: list[dict[str, Any]] = []
+    stub_reason = ""
+    for level in raw:
+        px = _safe_px(level.get("px") if isinstance(level, dict) else None)
+        stub, reason = is_stub_bid_px(px, mark_px=mark_px, intrinsic_px=intrinsic_px, min_ratio=min_ratio)
+        if stub:
+            if not stub_reason:
+                stub_reason = reason or "买一无效"
+            continue
+        usable.append(level)
+    if raw and not usable:
+        return [], True, stub_reason or "暂无有效买盘"
+    return usable, False, ""
+
+
+def estimate_close_by_bids(
+    bids: list[dict[str, Any]] | None,
+    sheets: int | float,
+    *,
+    ct_mult: float = 0.01,
+    premium_paid: float | None = None,
+    mark_px: float | None = None,
+    intrinsic_px: float | None = None,
+    min_bid_ratio: float = BID_CLOSE_MIN_RATIO,
+    max_levels: int = 1,
+) -> dict[str, Any]:
+    """按买盘估算限价卖出可收回金额;默认只估算买一(与实盘平仓一致);残档不参与."""
+    target = max(0, int(float(sheets or 0)))
+    remaining = target
+    total_received = 0.0
+    levels: list[dict[str, Any]] = []
+    max_lv = max(1, int(max_levels or 1))
+    empty = {
+        "levels": [],
+        "covered_sheets": 0,
+        "uncovered_sheets": target,
+        "total_received": 0.0,
+        "avg_px": None,
+        "estimated_pnl": None,
+        "estimated_pnl_ratio_pct": None,
+        "bid_invalid": False,
+        "bid_invalid_reason": None,
+        "auto_close_blocked": False,
+        "max_levels": max_lv,
+    }
+    if target <= 0 or ct_mult <= 0:
+        return empty
+    usable, stub_only, stub_reason = filter_bids_for_close(
+        bids, mark_px=mark_px, intrinsic_px=intrinsic_px, min_ratio=min_bid_ratio
+    )
+    if stub_only:
+        out = dict(empty)
+        out["bid_invalid"] = True
+        out["bid_invalid_reason"] = stub_reason
+        out["auto_close_blocked"] = True
+        out["raw_bid_px"] = _safe_px((bids or [{}])[0].get("px")) if bids else None
+        return out
+    for i, level in enumerate(usable[:max_lv], start=1):
+        if remaining <= 0:
+            break
+        try:
+            px = float(level.get("px"))
+            sz = int(float(level.get("sz")))
+        except (AttributeError, TypeError, ValueError):
+            continue
+        if px <= 0 or sz <= 0:
+            continue
+        take = min(remaining, sz)
+        eth_amount = eth_amount_from_sheets(take, ct_mult)
+        received = total_premium(px, eth_amount)
+        levels.append(
+            {
+                "level": i,
+                "px": px,
+                "available_sheets": sz,
+                "sheets": take,
+                "eth_amount": eth_amount,
+                "received": round_premium_amount(received, decimals=PREMIUM_DECIMALS_COIN),
+            }
+        )
+        total_received += received
+        remaining -= take
+    covered = target - remaining
+    avg_px = (total_received / eth_amount_from_sheets(covered, ct_mult)) if covered > 0 else None
+    # 净盈亏 = 本轮买盘可回收 − 全部权利金(买一不够时剩余张数计入 uncovered)
+    estimated_pnl = None
+    estimated_pnl_ratio_pct = None
+    if premium_paid is not None and covered > 0:
+        paid = float(premium_paid)
+        # 必须用 8 位:BTC 权利金常约 1e-4,round(...,4) 会把盈亏抹成 0
+        estimated_pnl = round_premium_amount(total_received - paid, decimals=PREMIUM_DECIMALS_COIN)
+        if paid > 0 and estimated_pnl is not None:
+            estimated_pnl_ratio_pct = round(estimated_pnl / paid * 100.0, 2)
+    return {
+        "levels": levels,
+        "covered_sheets": covered,
+        "uncovered_sheets": remaining,
+        "total_received": round_premium_amount(total_received, decimals=PREMIUM_DECIMALS_COIN),
+        "avg_px": round(avg_px, 8) if avg_px is not None else None,
+        "estimated_pnl": estimated_pnl,
+        "estimated_pnl_ratio_pct": estimated_pnl_ratio_pct,
+        "bid_invalid": False,
+        "bid_invalid_reason": None,
+        "auto_close_blocked": False,
+        "max_levels": max_lv,
+    }
+
+
+def sheets_from_eth_amount(eth_amount: float, ct_mult: float = 0.01) -> int:
+    if eth_amount <= 0 or ct_mult <= 0:
+        return 0
+    return int(math.floor(eth_amount / ct_mult + 1e-12))
+
+
+def eth_amount_from_sheets(sheets: int, ct_mult: float = 0.01) -> float:
+    return round(int(sheets) * float(ct_mult), 8)
+
+
+def resolve_budget_full_usdc(trading_usdc: float, trade_budget_usdc: float) -> float:
+    """按可用余额打满:余额大于预算用预算,否则用余额."""
+    return min(float(trading_usdc), float(trade_budget_usdc))
+
+
+def resolve_compound_full_usdc(
+    trading_usdc: float,
+    *,
+    cap_enabled: bool = False,
+    cap_usdc: float | None = None,
+) -> float:
+    """全仓复利:默认用期权交易户全部可用;上限开关开启时再封顶."""
+    bal = max(0.0, float(trading_usdc or 0))
+    if not cap_enabled:
+        return bal
+    try:
+        cap = float(cap_usdc) if cap_usdc is not None else 0.0
+    except (TypeError, ValueError):
+        cap = 0.0
+    if cap <= 0:
+        return bal
+    return min(bal, cap)
+
+
+def calc_order_size(
+    *,
+    quote_per_unit: float,
+    ct_mult: float,
+    min_sz: int,
+    budget_usdc: float | None = None,
+    budget_buffer: float = 0.95,
+    eth_amount: float | None = None,
+    sheets: int | None = None,
+    budget_cap: float | None = None,
+) -> dict[str, Any]:
+    """
+    返回 sheets, eth_amount, total_premium.
+    mode: budget_full / eth_amount / sheets.
+    """
+    if quote_per_unit <= 0:
+        return {"ok": False, "msg": "卖一价无效", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
+
+    if sheets is not None and int(sheets) > 0:
+        sheets = int(sheets)
+    elif eth_amount is not None and eth_amount > 0:
+        sheets = sheets_from_eth_amount(eth_amount, ct_mult)
+    elif budget_usdc is not None and budget_usdc > 0:
+        eff = float(budget_usdc) * float(budget_buffer)
+        per_sheet = premium_per_sheet(quote_per_unit, ct_mult)
+        if per_sheet <= 0:
+            return {"ok": False, "msg": "无法计算单张权利金", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
+        sheets = int(math.floor(eff / per_sheet))
+    else:
+        return {"ok": False, "msg": "请指定预算,币数量或张数", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
+
+    if sheets < min_sz:
+        per = premium_per_sheet(quote_per_unit, ct_mult)
+        return {
+            "ok": False,
+            "msg": f"预算不足,无法买入 {min_sz} 张(单张约 {per:.4f} USDC)",
+            "sheets": sheets,
+            "eth_amount": eth_amount_from_sheets(sheets, ct_mult),
+            "total_premium": total_premium(quote_per_unit, eth_amount_from_sheets(sheets, ct_mult)),
+        }
+
+    eth = eth_amount_from_sheets(sheets, ct_mult)
+    prem = total_premium(quote_per_unit, eth)
+    if budget_cap is not None and prem > float(budget_cap) + 1e-9:
+        return {
+            "ok": False,
+            "msg": f"权利金 {prem:.4f} 超过单笔上限 {budget_cap} USDC",
+            "sheets": sheets,
+            "eth_amount": eth,
+            "total_premium": prem,
+        }
+    return {"ok": True, "msg": "", "sheets": sheets, "eth_amount": eth, "total_premium": prem}
+
+
+def is_shallow_itm(
+    *,
+    opt_type: str,
+    strike: float,
+    index_px: float,
+    max_dist_usd: float,
+) -> bool:
+    o = (opt_type or "").upper()
+    if o == "C":
+        if strike >= index_px:
+            return False
+        return (index_px - strike) <= max_dist_usd
+    if o == "P":
+        if strike <= index_px:
+            return False
+        return (strike - index_px) <= max_dist_usd
+    return False
+
+
+def option_moneyness(*, opt_type: str, strike: float, index_px: float) -> str:
+    """返回 itm / otm / atm."""
+    o = (opt_type or "").upper()
+    if strike is None or index_px is None or index_px <= 0:
+        return "unknown"
+    atm_band = max(index_px * 0.002, 2.0)
+    if abs(strike - index_px) <= atm_band:
+        return "atm"
+    if o == "C":
+        return "itm" if strike < index_px else "otm"
+    if o == "P":
+        return "itm" if strike > index_px else "otm"
+    return "unknown"
+
+
+def option_moneyness_label(moneyness: str) -> str:
+    return {"itm": "实值", "otm": "虚值", "atm": "平值"}.get((moneyness or "").lower(), "")
+
+
+def expiry_breakeven_from_ask(
+    *,
+    opt_type: str,
+    strike: float | None,
+    ask_px: float | None,
+    mark_px: float | None = None,
+    quote_in_coin: bool | None = None,
+    inst_id: str | None = None,
+    margin_mode: str | None = None,
+) -> float | None:
+    """买入前预估到期平衡:权利金按卖一;无卖一时回退标记价."""
+    prem = ask_px if ask_px is not None and ask_px > 0 else mark_px
+    return expiry_breakeven_px(
+        opt_type=opt_type,
+        strike=strike,
+        avg_px=prem,
+        quote_in_coin=quote_in_coin,
+        inst_id=inst_id,
+        margin_mode=margin_mode,
+    )
+
+
+def expiry_breakeven_px(
+    *,
+    opt_type: str,
+    strike: float | None,
+    avg_px: float | None,
+    be_px_api: float | None = None,
+    quote_in_coin: bool | None = None,
+    inst_id: str | None = None,
+    margin_mode: str | None = None,
+) -> float | None:
+    """到期平衡点:持有至到期时标的指数盈亏为 0 的价格.优先 OKX bePx."""
+    if be_px_api is not None and be_px_api > 0:
+        return round(float(be_px_api), 2)
+    if strike is None or avg_px is None:
+        return None
+    try:
+        k = float(strike)
+        p = float(avg_px)
+    except (TypeError, ValueError):
+        return None
+    if p <= 0:
+        return None
+    o = (opt_type or "").upper()
+    coin = _quote_in_coin_from_context(
+        quote_in_coin=quote_in_coin, inst_id=inst_id, margin_mode=margin_mode
+    )
+    if coin:
+        # 币本位:权利金为币报价;到期结算 payoff 亦为币 → K/(1±p)
+        if o == "C":
+            if p >= 1:
+                return None
+            return round(k / (1 - p), 2)
+        if o == "P":
+            return round(k / (1 + p), 2)
+        return None
+    if o == "C":
+        return round(k + p, 2)
+    if o == "P":
+        return round(k - p, 2)
+    return None
+
+
+def close_breakeven_idx(
+    *,
+    opt_type: str,
+    idx_px: float | None,
+    mark_px: float | None,
+    avg_px: float | None,
+    delta_pa: float | None = None,
+    pos: float = 0,
+    ct_mult: float = 0.01,
+) -> float | None:
+    """
+    平掉回本:标的指数达到该价位时,按标记价平仓近似盈亏为 0.
+    优先用 deltaPA 线性外推,否则用时间价值近似(适合短期轻度实值).
+    """
+    if idx_px is None or mark_px is None or avg_px is None:
+        return None
+    eth_amt = abs(float(pos)) * float(ct_mult)
+    if eth_amt > 1e-12 and delta_pa is not None and abs(float(delta_pa)) > 1e-12:
+        slope = float(delta_pa) / eth_amt
+        return round(float(idx_px) + (float(avg_px) - float(mark_px)) / slope, 2)
+    o = (opt_type or "").upper()
+    if o == "C":
+        return round(float(idx_px) + float(avg_px) - float(mark_px), 2)
+    if o == "P":
+        return round(float(idx_px) + float(mark_px) - float(avg_px), 2)
+    return None
+
+
+def idx_distance_to_be(idx_px: float | None, be_px: float | None) -> float | None:
+    """指数距平衡点(正=指数需上涨才到平衡点)."""
+    if idx_px is None or be_px is None:
+        return None
+    return round(float(be_px) - float(idx_px), 2)
+
+
+def strike_distance_to_be(
+    strike: float | None,
+    be_px: float | None,
+    *,
+    opt_type: str | None = None,
+) -> float | None:
+    """行权价到到期平衡价的价差(Call:BE−K, Put:K−BE)."""
+    if strike is None or be_px is None:
+        return None
+    k = float(strike)
+    be = float(be_px)
+    o = (opt_type or "").upper()
+    if o == "C":
+        return round(be - k, 2)
+    if o == "P":
+        return round(k - be, 2)
+    return round(abs(be - k), 2)
+
+
+def format_options_breakeven_line(
+    *,
+    expiry_be_px: float | None,
+    close_be_px: float | None,
+    idx_px: float | None = None,
+) -> str:
+    """持仓摘要行:到期平衡 / 平掉回本."""
+    parts: list[str] = []
+    if expiry_be_px is not None:
+        parts.append(f"到期平衡{expiry_be_px:.0f}")
+    if close_be_px is not None:
+        parts.append(f"平掉回本{close_be_px:.0f}")
+    if idx_px is not None and parts:
+        return " ".join(parts) + f"(指数{idx_px:.0f})"
+    return " ".join(parts)
+
+
+def estimate_expiry_value_at_index(
+    *,
+    opt_type: str,
+    strike: float | None,
+    target_idx: float | None,
+    eth_amount: float | None,
+) -> float | None:
+    """到期测算:目标指数价下期权内在价值总额(不含已付权利金)."""
+    if strike is None or target_idx is None or eth_amount is None:
+        return None
+    if eth_amount <= 0:
+        return None
+    o = (opt_type or "").upper()
+    if o == "C":
+        intrinsic = max(0.0, float(target_idx) - float(strike))
+    elif o == "P":
+        intrinsic = max(0.0, float(strike) - float(target_idx))
+    else:
+        return None
+    return round(intrinsic * float(eth_amount), 2)
+
+
+def estimate_expiry_profit_at_index(
+    *,
+    opt_type: str,
+    strike: float | None,
+    target_idx: float | None,
+    entry_px: float | None,
+    eth_amount: float | None,
+    total_premium: float | None = None,
+) -> float | None:
+    """到期测算:目标指数价下净盈利 = 预计价值 − 权利金."""
+    value = estimate_expiry_value_at_index(
+        opt_type=opt_type,
+        strike=strike,
+        target_idx=target_idx,
+        eth_amount=eth_amount,
+    )
+    if value is None:
+        return None
+    prem = total_premium
+    if prem is None and entry_px is not None and eth_amount is not None:
+        prem = float(entry_px) * float(eth_amount)
+    if prem is None:
+        return None
+    return round(float(value) - float(prem), 2)
+
+
+def equivalent_contract_leverage(
+    *,
+    index_px: float | None,
+    eth_amount: float | None,
+    total_premium: float | None,
+    margin_mode: str | None = None,
+) -> float | None:
+    """名义价值 / 权利金,近似相当于永续合约杠杆倍数(测算用).
+
+    USDC: 权利金为美元 → index×eth/premium.
+    币本位: 权利金为币 → eth/premium(=1/ask 当 premium=ask×eth).
+    """
+    if index_px is None or eth_amount is None or total_premium is None:
+        return None
+    if eth_amount <= 0 or total_premium <= 0:
+        return None
+    try:
+        from lib.options.options_margin_mode_lib import normalize_options_margin_mode
+
+        mode = normalize_options_margin_mode(margin_mode)
+    except Exception:
+        mode = (str(margin_mode or "usdc").strip().lower() or "usdc")
+    if mode == "coin":
+        return round(float(eth_amount) / float(total_premium), 1)
+    return round(float(index_px) * float(eth_amount) / float(total_premium), 1)
+
+
+def straddle_ask_per_unit(
+    call_ask: float | None,
+    put_ask: float | None,
+) -> float | None:
+    """跨式双买:每 1 标的币的卖一报价之和."""
+    if call_ask is None or put_ask is None:
+        return None
+    if float(call_ask) <= 0 or float(put_ask) <= 0:
+        return None
+    return round(float(call_ask) + float(put_ask), 4)
+
+
+def straddle_premium_total(
+    call_ask: float | None,
+    put_ask: float | None,
+    eth_amount: float | None,
+) -> float | None:
+    """跨式双买权利金总额(USDC)."""
+    per = straddle_ask_per_unit(call_ask, put_ask)
+    if per is None or eth_amount is None or float(eth_amount) <= 0:
+        return None
+    return round(per * float(eth_amount), 2)
+
+
+def straddle_breakeven_band(
+    strike: float | None,
+    combined_ask_per_unit: float | None = None,
+    *,
+    call_ask: float | None = None,
+    put_ask: float | None = None,
+    quote_in_coin: bool = False,
+) -> tuple[float | None, float | None]:
+    """跨式到期平衡带:下平衡 ~ 上平衡."""
+    if strike is None:
+        return None, None
+    k = float(strike)
+    if quote_in_coin:
+        pc = _safe_px(call_ask)
+        pp = _safe_px(put_ask)
+        if pc is None or pp is None or pc <= 0 or pp <= 0 or pc >= 1:
+            return None, None
+        return round(k / (1 + pp), 2), round(k / (1 - pc), 2)
+    if combined_ask_per_unit is None:
+        return None, None
+    d = float(combined_ask_per_unit)
+    return round(k - d, 2), round(k + d, 2)
+
+
+def format_straddle_band(
+    strike: float | None,
+    combined_ask_per_unit: float | None,
+) -> str:
+    lo, hi = straddle_breakeven_band(strike, combined_ask_per_unit)
+    if lo is None or hi is None:
+        return ""
+    return f"{lo:.0f} ~ {hi:.0f}"

lib/options/options_profit_exit_lib.py

@@ -0,0 +1,435 @@
+"""单独期权翻倍出场:盈利达权利金×倍数后按买一限价平仓.
+
+1 倍 = 盈利金额等于初始权利金 ⇒ 买一可回收 ≥ 权利金 × (1 + 倍数).
+与「目标位」并行;与仅微信提醒的 OKX_OPTIONS_PROFIT_ALERT_RATIO 独立.
+"""
+from __future__ import annotations
+
+import sqlite3
+from typing import Any, Callable
+
+from lib.options.options_db import init_options_tables, sum_open_premium_paid
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def ensure_profit_exit_columns(conn: sqlite3.Connection) -> None:
+    init_options_tables(conn)
+    for ddl in (
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_enabled INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_mult REAL DEFAULT 1.0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_state TEXT DEFAULT 'idle'",
+    ):
+        try:
+            conn.execute(ddl)
+        except Exception:
+            pass
+
+
+def normalize_profit_exit_mult(raw: Any, *, default: float = 1.0) -> float:
+    try:
+        mult = float(raw)
+    except (TypeError, ValueError):
+        mult = float(default)
+    if mult <= 0:
+        mult = float(default)
+    return round(mult, 4)
+
+
+def profit_exit_hit(
+    *,
+    premium_paid: float,
+    recycle_usdc: float,
+    mult: float,
+) -> bool:
+    """1倍:盈利=权利金 ⇒ recycle ≥ premium×(1+mult)."""
+    prem = float(premium_paid or 0)
+    recv = float(recycle_usdc or 0)
+    m = float(mult or 0)
+    if prem <= 0 or m <= 0 or recv <= 0:
+        return False
+    return recv + 1e-9 >= prem * (1.0 + m)
+
+
+def required_recycle_usdc(premium_paid: float, mult: float) -> float | None:
+    from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
+
+    prem = float(premium_paid or 0)
+    m = float(mult or 0)
+    if prem <= 0 or m <= 0:
+        return None
+    return round_premium_amount(prem * (1.0 + m), decimals=PREMIUM_DECIMALS_COIN)
+
+
+def set_profit_exit(
+    conn: sqlite3.Connection,
+    *,
+    inst_id: str,
+    enabled: bool,
+    mult: float | None = None,
+) -> dict[str, Any]:
+    ensure_profit_exit_columns(conn)
+    inst = (inst_id or "").strip()
+    if not inst:
+        return {"ok": False, "msg": "缺少 inst_id"}
+    m = normalize_profit_exit_mult(mult if mult is not None else 1.0)
+    rows = conn.execute(
+        """
+        SELECT id FROM options_trades
+        WHERE inst_id = ? AND status = 'open'
+        """,
+        (inst,),
+    ).fetchall()
+    if not rows:
+        return {"ok": False, "msg": "未找到该合约的本地开仓记录"}
+    if enabled:
+        conn.execute(
+            """
+            UPDATE options_trades
+            SET profit_exit_enabled = 1,
+                profit_exit_mult = ?,
+                profit_exit_state = 'active'
+            WHERE inst_id = ? AND status = 'open'
+            """,
+            (m, inst),
+        )
+    else:
+        conn.execute(
+            """
+            UPDATE options_trades
+            SET profit_exit_enabled = 0,
+                profit_exit_state = 'idle'
+            WHERE inst_id = ? AND status = 'open'
+            """,
+            (inst,),
+        )
+    return {
+        "ok": True,
+        "inst_id": inst,
+        "profit_exit_enabled": bool(enabled),
+        "profit_exit_mult": m if enabled else None,
+        "updated": len(rows),
+    }
+
+
+def profit_exit_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
+    """进行中(active/closing)的翻倍出场,按合约取最新一条规则."""
+    ensure_profit_exit_columns(conn)
+    rows = conn.execute(
+        """
+        SELECT inst_id, profit_exit_enabled, profit_exit_mult, profit_exit_state
+        FROM options_trades
+        WHERE status = 'open'
+          AND (
+            CAST(COALESCE(profit_exit_enabled, 0) AS INTEGER) = 1
+            OR COALESCE(profit_exit_state, 'idle') IN ('active', 'closing')
+          )
+        ORDER BY id DESC
+        """
+    ).fetchall()
+    out: dict[str, dict[str, Any]] = {}
+    for r in rows:
+        inst = str(r["inst_id"] or "").strip()
+        if not inst or inst in out:
+            continue
+        enabled = int(r["profit_exit_enabled"] or 0) == 1
+        state = str(r["profit_exit_state"] or "idle")
+        if not enabled and state not in ("active", "closing"):
+            continue
+        mult = normalize_profit_exit_mult(r["profit_exit_mult"], default=1.0)
+        out[inst] = {
+            "inst_id": inst,
+            "profit_exit_enabled": enabled or state in ("active", "closing"),
+            "profit_exit_mult": mult,
+            "profit_exit_state": state if state in ("active", "closing") else ("active" if enabled else "idle"),
+            "required_recycle": None,
+        }
+    for inst, info in out.items():
+        prem = sum_open_premium_paid(conn, inst)
+        if prem is not None:
+            info["premium_paid"] = prem
+            info["required_recycle"] = required_recycle_usdc(prem, float(info["profit_exit_mult"]))
+    return out
+
+
+def _mark_state(conn: sqlite3.Connection, inst_id: str, state: str) -> None:
+    conn.execute(
+        """
+        UPDATE options_trades
+        SET profit_exit_state = ?
+        WHERE inst_id = ? AND status = 'open'
+        """,
+        (state, inst_id),
+    )
+
+
+def _commit(conn: sqlite3.Connection) -> None:
+    try:
+        conn.commit()
+    except Exception:
+        pass
+
+
+def _result_fully_done(result: dict[str, Any]) -> bool:
+    if result.get("already_flat"):
+        return True
+    if result.get("fully_closed"):
+        return True
+    remaining = result.get("remaining_sheets")
+    if remaining is not None and int(remaining) <= 0 and result.get("ok"):
+        return True
+    return False
+
+
+def close_option_by_bid_profit_exit(
+    cfg: dict[str, Any],
+    ex: Any,
+    inst_id: str,
+    *,
+    sheets: int | None = None,
+) -> dict[str, Any]:
+    from lib.options.options_close_exec_lib import close_option_by_bid1
+
+    return close_option_by_bid1(
+        cfg,
+        ex,
+        inst_id,
+        sheets=sheets,
+        require_recycle_gate=False,
+        signal_note="翻倍出场",
+    )
+
+
+def _estimate_recycle(
+    cfg: dict[str, Any],
+    ex: Any,
+    pos: dict[str, Any],
+    premium_paid: float | None,
+) -> float | None:
+    """翻倍出场用可回收估算.
+
+    用买一价 × 全部持仓张数(不吃深度上限):深度不够时仍应触发分批平仓;
+    残档/无效买一则返回 None(禁止按假买盘自动平).
+    """
+    from lib.options.options_positions_lib import attach_close_preview
+    from lib.options.options_pricing_lib import total_premium
+
+    row = dict(pos)
+    attach_close_preview(cfg, ex, row, premium_paid=premium_paid)
+    preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
+    if preview.get("bid_invalid"):
+        return None
+    levels = preview.get("levels") or []
+    ct_mult = float(row.get("ct_mult") or 0.01)
+    sheets = int(
+        abs(
+            _safe_float(row.get("avail_pos") if row.get("avail_pos") is not None else row.get("pos"))
+            or 0
+        )
+    )
+    if levels and sheets > 0 and ct_mult > 0:
+        try:
+            px = float(levels[0].get("px") or 0)
+        except (TypeError, ValueError, AttributeError):
+            px = 0.0
+        if px > 0:
+            return round(total_premium(px, sheets * ct_mult), 8)
+    return _safe_float(preview.get("total_received"))
+
+
+def _notify_profit_exit_close(
+    cfg: dict[str, Any] | None,
+    send_wechat: Callable[[str], None] | None,
+    *,
+    account_label: str,
+    inst_id: str,
+    mult: float,
+    premium_paid: float | None,
+    recycle: float | None,
+    result: dict[str, Any],
+    conn: Any = None,
+) -> None:
+    from lib.options.options_notify_lib import resolve_options_premium_ccy
+
+    ccy = resolve_options_premium_ccy(inst_id=inst_id)
+    d = 6 if ccy in ("ETH", "BTC") else 4
+    mode = "币本位" if ccy != "USDC" else "USDC"
+    reason = f"翻倍出场({mult:g}倍)"
+    if result.get("fully_closed") or result.get("already_flat"):
+        if cfg is not None:
+            try:
+                from lib.options.options_notify_lib import notify_options_close
+
+                notify_options_close(
+                    cfg,
+                    conn,
+                    inst_id=inst_id,
+                    reason=reason,
+                    sheets=result.get("submitted_sheets"),
+                    premium_received=result.get("premium_received"),
+                    close_quote=result.get("locked_bid_px") or result.get("bid"),
+                    premium_ccy=ccy,
+                )
+                # 无论首次/幂等跳过,全平路径不再走下方 fallback,避免重复推
+                return
+            except Exception:
+                pass
+    if not send_wechat:
+        return
+    try:
+        prem_txt = f"{float(premium_paid):.{d}f}" if premium_paid is not None else "—"
+        recv_txt = f"{float(recycle):.{d}f}" if recycle is not None else "—"
+        send_wechat(
+            "\n".join(
+                [
+                    "【OKX期权·翻倍出场】",
+                    f"账户:{account_label}",
+                    f"本位:{mode}",
+                    f"合约:{inst_id}",
+                    f"倍数:{mult:g}(1倍=盈利=权利金)",
+                    f"权利金:{prem_txt} {ccy}",
+                    f"可回收:{recv_txt} {ccy}",
+                    f"提交张数:{result.get('submitted_sheets') or '—'}",
+                    f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
+                ]
+            )
+        )
+    except Exception:
+        pass
+
+
+def run_options_profit_exits(
+    conn: sqlite3.Connection,
+    positions: list[dict[str, Any]],
+    *,
+    close_fn: Callable[[str], dict[str, Any]],
+    recycle_fn: Callable[[dict[str, Any], float | None], float | None] | None = None,
+    send_wechat: Callable[[str], None] | None = None,
+    account_label: str = "OKX期权",
+    cfg: dict[str, Any] | None = None,
+    ex: Any = None,
+) -> int:
+    """扫描开启翻倍出场的 open 仓;买一可回收达标后限价平仓.返回本次新触发条数."""
+    ensure_profit_exit_columns(conn)
+    pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
+    hedge_managed: set[str] = set()
+    try:
+        from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
+
+        init_hedge_plan_tables(conn)
+        hedge_managed = active_hedge_option_inst_ids(conn)
+    except Exception:
+        # 对冲表异常时不得整段跳过翻倍出场
+        hedge_managed = set()
+
+    rules = profit_exit_by_inst(conn)
+    triggered = 0
+
+    for inst_id, info in list(rules.items()):
+        if not inst_id:
+            continue
+        if inst_id in hedge_managed:
+            _mark_state(conn, inst_id, "idle")
+            conn.execute(
+                """
+                UPDATE options_trades
+                SET profit_exit_enabled = 0, profit_exit_state = 'idle'
+                WHERE inst_id = ? AND status = 'open'
+                """,
+                (inst_id,),
+            )
+            _commit(conn)
+            continue
+        pos = pos_by_inst.get(inst_id)
+        if not pos:
+            # 持仓已平:收尾
+            _mark_state(conn, inst_id, "done")
+            _commit(conn)
+            continue
+
+        state = str(info.get("profit_exit_state") or "active")
+        mult = normalize_profit_exit_mult(info.get("profit_exit_mult"), default=1.0)
+        prem = sum_open_premium_paid(conn, inst_id)
+        if prem is None or prem <= 0:
+            continue
+
+        if state == "closing":
+            result = close_fn(inst_id)
+            if result.get("already_flat") or _result_fully_done(result):
+                _mark_state(conn, inst_id, "done")
+                _commit(conn)
+                _notify_profit_exit_close(
+                    cfg,
+                    send_wechat,
+                    account_label=account_label,
+                    inst_id=inst_id,
+                    mult=mult,
+                    premium_paid=prem,
+                    recycle=None,
+                    result={**result, "fully_closed": True},
+                    conn=conn,
+                )
+            else:
+                _mark_state(conn, inst_id, "closing")
+                _commit(conn)
+            continue
+
+        if not info.get("profit_exit_enabled"):
+            continue
+
+        if recycle_fn is not None:
+            recycle = recycle_fn(pos, prem)
+        elif cfg is not None and ex is not None:
+            recycle = _estimate_recycle(cfg, ex, pos, prem)
+        else:
+            continue
+        if recycle is None:
+            continue
+        if not profit_exit_hit(premium_paid=prem, recycle_usdc=recycle, mult=mult):
+            continue
+
+        result = close_fn(inst_id)
+        if result.get("already_flat"):
+            _mark_state(conn, inst_id, "done")
+            _commit(conn)
+            triggered += 1
+            _notify_profit_exit_close(
+                cfg,
+                send_wechat,
+                account_label=account_label,
+                inst_id=inst_id,
+                mult=mult,
+                premium_paid=prem,
+                recycle=recycle,
+                result=result,
+                conn=conn,
+            )
+            continue
+        if not result.get("ok"):
+            _mark_state(conn, inst_id, "active")
+            _commit(conn)
+            continue
+
+        done = _result_fully_done(result)
+        _mark_state(conn, inst_id, "done" if done else "closing")
+        _commit(conn)
+        triggered += 1
+        _notify_profit_exit_close(
+            cfg,
+            send_wechat,
+            account_label=account_label,
+            inst_id=inst_id,
+            mult=mult,
+            premium_paid=prem,
+            recycle=recycle,
+            result=result,
+            conn=conn,
+        )
+    return triggered

lib/options/options_review_chart_async_lib.py

@@ -0,0 +1,137 @@
+"""期权复盘自动 K 线:后台线程生成标的永续双周期拼图,写回 images_json."""
+
+from __future__ import annotations
+
+import logging
+import threading
+from typing import Any, Callable, Optional
+
+from lib.options.options_review_images_lib import (
+    images_json_dumps,
+    parse_options_review_images_json,
+)
+
+logger = logging.getLogger(__name__)
+
+OPTIONS_REVIEW_AUTO_CHART_TF = "auto"
+
+
+def underlying_to_okx_perp_symbol(
+    underlying: str,
+    *,
+    normalize_symbol_input_fn: Callable[[str], str],
+    normalize_okx_symbol_fn: Callable[[str], str],
+) -> str:
+    """ETH / ETH-USD / ETH-USDT-SWAP → ETH/USDT:USDT."""
+    raw = str(underlying or "").strip().upper()
+    if not raw:
+        return ""
+    base = raw.split("-", 1)[0].split("/", 1)[0].strip()
+    if not base:
+        return ""
+    guess = normalize_symbol_input_fn(base) or f"{base}/USDT"
+    return str(normalize_okx_symbol_fn(guess) or "").strip()
+
+
+def merge_auto_chart_into_images(
+    existing: Optional[list],
+    filename: str,
+) -> list[dict[str, str]]:
+    """保留手动槽位,用 tf=auto 放置拼图(方案甲一张总图)."""
+    fname = str(filename or "").strip()
+    out: list[dict[str, str]] = []
+    for item in existing or []:
+        if not isinstance(item, dict):
+            continue
+        tf = str(item.get("tf") or "").strip()
+        file = str(item.get("file") or "").strip()
+        if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
+            continue
+        out.append({"tf": tf, "file": file})
+    if fname:
+        out.insert(0, {"tf": OPTIONS_REVIEW_AUTO_CHART_TF, "file": fname})
+    return out
+
+
+def build_options_review_chart_filename(trade_id: int) -> str:
+    return f"options_journal_chart_{int(trade_id)}.png"
+
+
+def schedule_options_review_exchange_chart(
+    *,
+    trade_id: int,
+    exchange_symbol: str,
+    title_prefix: str,
+    journal_tfs: list[str],
+    journal_limit: int,
+    marker_payload: dict[str, Any],
+    upload_folder: str,
+    generate_chart_fn: Callable[..., str | None],
+    get_db_fn: Callable[[], Any],
+    now_str_fn: Callable[[], str],
+) -> None:
+    """保存后立即返回;线程内画图并合并进 options_review_entries.images_json."""
+    tid = int(trade_id or 0)
+    if tid <= 0 or not callable(generate_chart_fn) or not callable(get_db_fn):
+        return
+    symbol = str(exchange_symbol or "").strip()
+    if not symbol:
+        return
+    tfs = [str(x).strip() for x in (journal_tfs or []) if str(x).strip()]
+    if not tfs:
+        return
+
+    def _run() -> None:
+        try:
+            chart_fname = build_options_review_chart_filename(tid)
+            saved = generate_chart_fn(
+                symbol,
+                title_prefix,
+                timeframes=tfs,
+                limit=journal_limit,
+                out_dir=upload_folder,
+                filename=chart_fname,
+                filename_prefix="options_journal_chart",
+                marker_payload=marker_payload,
+                marker_timeframes={x.lower() for x in tfs},
+                layout="vertical",
+            )
+            if not saved:
+                logger.warning("options review chart async empty trade_id=%s", tid)
+                return
+            conn = get_db_fn()
+            try:
+                row = conn.execute(
+                    "SELECT images_json FROM options_review_entries WHERE trade_id=?",
+                    (tid,),
+                ).fetchone()
+                if not row:
+                    logger.warning(
+                        "options review chart async missing entry trade_id=%s", tid
+                    )
+                    return
+                images = parse_options_review_images_json(row["images_json"])
+                merged = merge_auto_chart_into_images(images, saved)
+                primary = merged[0]["file"] if merged else saved
+                conn.execute(
+                    """UPDATE options_review_entries
+                       SET images_json=?, image=?, updated_at=?
+                       WHERE trade_id=?""",
+                    (
+                        images_json_dumps(merged),
+                        primary,
+                        now_str_fn(),
+                        tid,
+                    ),
+                )
+                conn.commit()
+            finally:
+                conn.close()
+        except Exception:
+            logger.exception("options review chart async failed trade_id=%s", tid)
+
+    threading.Thread(
+        target=_run,
+        name=f"options-review-chart-{tid}",
+        daemon=True,
+    ).start()

lib/options/options_review_db.py

@@ -0,0 +1,147 @@
+"""期权复盘(含对冲) SQLite 表."""
+from __future__ import annotations
+
+import sqlite3
+
+
+SOURCE_OPTION = "option_spot"
+SOURCE_PERP_OPTIONS = "perp_options"
+SOURCE_OPTIONS_OPTIONS = "options_options"
+SOURCE_TYPES = (SOURCE_OPTION, SOURCE_PERP_OPTIONS, SOURCE_OPTIONS_OPTIONS)
+
+
+def init_options_review_tables(conn: sqlite3.Connection) -> None:
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_review_trades (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            source_type TEXT NOT NULL,
+            history_key TEXT NOT NULL UNIQUE,
+            underlying TEXT,
+            opened_at TEXT,
+            closed_at TEXT,
+            hold_seconds INTEGER,
+            realized_pnl_total REAL,
+            status_raw TEXT,
+            synced_at TEXT,
+            -- 纯期权
+            pos_id TEXT,
+            inst_id TEXT,
+            opt_type TEXT,
+            strike REAL,
+            exp_time TEXT,
+            sheets INTEGER,
+            open_avg REAL,
+            close_avg REAL,
+            premium_paid REAL,
+            realized_pnl REAL,
+            -- 对冲计划
+            hedge_plan_id INTEGER,
+            plan_close_reason TEXT,
+            realized_pnl_perp REAL,
+            realized_pnl_options REAL,
+            premium_total REAL,
+            direction TEXT,
+            tp REAL,
+            sl REAL,
+            target_price REAL,
+            target_price_up REAL,
+            target_price_down REAL,
+            legs_json TEXT,
+            -- 双计防护:纯期权腿已归属对冲计划
+            linked_hedge_plan_id INTEGER,
+            excluded_as_hedge_leg INTEGER DEFAULT 0
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE UNIQUE INDEX IF NOT EXISTS idx_options_review_trades_history_key
+        ON options_review_trades(history_key)
+        """
+    )
+    conn.execute(
+        """
+        CREATE UNIQUE INDEX IF NOT EXISTS idx_options_review_trades_hedge_plan
+        ON options_review_trades(hedge_plan_id)
+        WHERE hedge_plan_id IS NOT NULL
+        """
+    )
+    conn.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_options_review_trades_closed
+        ON options_review_trades(closed_at)
+        """
+    )
+    conn.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_options_review_trades_source
+        ON options_review_trades(source_type)
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_review_entries (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            trade_id INTEGER NOT NULL UNIQUE,
+            strategy_tag TEXT,
+            direction_view TEXT,
+            entry_logic TEXT,
+            exit_reason TEXT,
+            followed_plan TEXT,
+            mistake_tags TEXT,
+            result_tag TEXT,
+            note TEXT,
+            images_json TEXT,
+            image TEXT,
+            reviewed_at TEXT,
+            updated_at TEXT,
+            FOREIGN KEY(trade_id) REFERENCES options_review_trades(id)
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_review_sync_state (
+            key TEXT PRIMARY KEY,
+            value TEXT,
+            updated_at TEXT
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_review_hidden (
+            history_key TEXT PRIMARY KEY,
+            inst_id TEXT,
+            closed_at TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_options_review_hidden_inst
+        ON options_review_hidden(inst_id, closed_at)
+        """
+    )
+    _ensure_column(conn, "options_review_trades", "linked_hedge_plan_id", "INTEGER")
+    _ensure_column(conn, "options_review_trades", "excluded_as_hedge_leg", "INTEGER DEFAULT 0")
+    _ensure_column(conn, "options_review_trades", "target_price_up", "REAL")
+    _ensure_column(conn, "options_review_trades", "target_price_down", "REAL")
+    _ensure_column(conn, "options_review_trades", "profit_rr", "REAL")
+    _ensure_column(conn, "options_review_trades", "premium_ccy", "TEXT")
+    _ensure_column(conn, "options_review_trades", "pnl_quote_ccy", "TEXT")
+    _ensure_column(conn, "options_review_trades", "idx_px", "REAL")
+
+
+def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
+    rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
+    names: set[str] = set()
+    for r in rows:
+        try:
+            names.add(str(r["name"]))
+        except (TypeError, KeyError, IndexError):
+            names.add(str(r[1]))
+    if col not in names:
+        conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")

lib/options/options_review_images_lib.py

@@ -0,0 +1,144 @@
+"""期权复盘截图:独立命名空间,与合约同款四周期 5m/15m/1h/4h."""
+from __future__ import annotations
+
+import json
+import os
+import re
+from typing import Any, Callable, Dict, List, Mapping, Optional, Sequence
+
+OPTIONS_REVIEW_UPLOAD_TFS: tuple[str, ...] = ("5m", "15m", "1h", "4h")
+OPTIONS_REVIEW_ALLOWED_EXT = frozenset({".png", ".jpg", ".jpeg", ".webp", ".gif", ".bmp"})
+_DRAFT_ID_RE = re.compile(r"^[a-f0-9]{32}$")
+_SLOT_FILE_RE = re.compile(
+    r"^options_journal_([a-f0-9]{32})_(5m|15m|1h|4h)\.(png|jpg|jpeg|webp|gif|bmp)$",
+    re.I,
+)
+
+
+def normalize_options_review_draft_id(raw: Any) -> Optional[str]:
+    s = str(raw or "").strip().lower()
+    if _DRAFT_ID_RE.match(s):
+        return s
+    return None
+
+
+def _safe_ext(filename: str) -> str:
+    ext = os.path.splitext(str(filename or ""))[1].lower()
+    return ext if ext in OPTIONS_REVIEW_ALLOWED_EXT else ".png"
+
+
+def options_review_upload_dir(base_upload_folder: str) -> str:
+    """独立子目录 static/images/options_journal."""
+    base = os.path.abspath(base_upload_folder or "")
+    path = os.path.join(base, "options_journal")
+    os.makedirs(path, exist_ok=True)
+    return path
+
+
+def build_options_review_slot_filename(
+    draft_id: str,
+    tf: str,
+    ext: str,
+    *,
+    secure_filename_fn: Callable[[str], str],
+) -> str:
+    ext = ext if ext.startswith(".") else f".{ext}"
+    ext = _safe_ext(f"x{ext}")
+    fname = secure_filename_fn(f"options_journal_{draft_id}_{tf}{ext}")
+    return fname or ""
+
+
+def is_valid_options_review_file(filename: str, draft_id: str, tf: str) -> bool:
+    fn = os.path.basename(str(filename or "").strip())
+    if not fn or fn != str(filename or "").strip():
+        return False
+    m = _SLOT_FILE_RE.match(fn)
+    if not m:
+        return False
+    return m.group(1) == draft_id.lower() and m.group(2) == tf
+
+
+def save_options_review_slot_file(
+    file,
+    draft_id: str,
+    tf: str,
+    upload_folder: str,
+    *,
+    secure_filename_fn: Callable[[str], str],
+) -> Optional[Dict[str, str]]:
+    if tf not in OPTIONS_REVIEW_UPLOAD_TFS or not draft_id or not upload_folder:
+        return None
+    if not file or not getattr(file, "filename", None):
+        return None
+    ext = _safe_ext(file.filename)
+    fname = build_options_review_slot_filename(
+        draft_id, tf, ext, secure_filename_fn=secure_filename_fn
+    )
+    if not fname:
+        return None
+    os.makedirs(upload_folder, exist_ok=True)
+    path = os.path.join(upload_folder, fname)
+    file.save(path)
+    return {"tf": tf, "file": fname}
+
+
+def parse_options_review_images_json(raw: Any) -> List[Dict[str, str]]:
+    if not raw:
+        return []
+    if isinstance(raw, list):
+        data = raw
+    else:
+        try:
+            data = json.loads(str(raw))
+        except (TypeError, ValueError, json.JSONDecodeError):
+            return []
+    if not isinstance(data, list):
+        return []
+    out: List[Dict[str, str]] = []
+    for item in data:
+        if not isinstance(item, dict):
+            continue
+        tf = str(item.get("tf") or "").strip()
+        file = str(item.get("file") or "").strip()
+        if file:
+            out.append({"tf": tf, "file": file})
+    return out
+
+
+def images_json_dumps(items: Sequence[Mapping[str, str]]) -> Optional[str]:
+    if not items:
+        return None
+    return json.dumps(list(items), ensure_ascii=False, separators=(",", ":"))
+
+
+def options_review_image_paths(row: Any, upload_folder: str) -> List[str]:
+    upload_root = os.path.abspath(upload_folder or "")
+    options_dir = options_review_upload_dir(upload_root)
+    paths: List[str] = []
+    seen: set[str] = set()
+
+    def _add(name: Optional[str]) -> None:
+        if not name:
+            return
+        base = os.path.basename(str(name).strip())
+        if not base:
+            return
+        for folder in (options_dir, upload_root):
+            p = os.path.abspath(os.path.join(folder, base))
+            if os.path.isfile(p) and p not in seen:
+                seen.add(p)
+                paths.append(p)
+                return
+
+    try:
+        keys = row.keys() if hasattr(row, "keys") else ()
+    except Exception:
+        keys = ()
+    images = parse_options_review_images_json(
+        row["images_json"] if "images_json" in keys else getattr(row, "images_json", None)
+    )
+    for item in images:
+        _add(item.get("file"))
+    if "image" in keys or hasattr(row, "image"):
+        _add(row["image"] if "image" in keys else getattr(row, "image", None))
+    return paths

lib/options/options_review_register.py

@@ -0,0 +1,452 @@
+"""OKX 期权复盘模块:Flask 路由注册(含对冲计划级复盘)."""
+from __future__ import annotations
+
+import os
+from typing import Any
+
+from flask import Flask, jsonify, request, send_file
+from jinja2 import ChoiceLoader, FileSystemLoader
+from werkzeug.utils import secure_filename
+
+from lib.options.options_review_db import SOURCE_TYPES, init_options_review_tables
+from lib.options.options_review_images_lib import (
+    OPTIONS_REVIEW_UPLOAD_TFS,
+    normalize_options_review_draft_id,
+    options_review_image_paths,
+    options_review_upload_dir,
+    save_options_review_slot_file,
+)
+from lib.options.options_review_lib import (
+    SOURCE_LABELS,
+    compute_review_stats,
+    count_review_trades,
+    delete_review_entry,
+    ensure_local_review_synced,
+    get_review_trade,
+    hide_review_trade,
+    list_review_trades,
+    save_review_entry,
+)
+
+
+def _review_source_for_mode(requested: str | None) -> str | None:
+    """按当前交易模式钳制复盘 source_type;不允许跨模式窥探."""
+    try:
+        from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
+
+        mode = get_okx_trade_mode()
+    except Exception:
+        mode = "options"
+    allowed = {
+        "options": "option_spot",
+        "perp_options": "perp_options",
+        "options_options": "options_options",
+    }.get(mode, "option_spot")
+    req = (requested or "").strip()
+    if not req:
+        return allowed
+    if req == allowed:
+        return allowed
+    # 显式 all=1 仍拒绝跨模式,除非管理员扩展;此处一律钳制
+    return allowed
+
+
+def attach_options_review_templates(app: Flask, repo_root: str) -> None:
+    tpl_dir = os.path.join(repo_root, "lib", "options", "templates")
+    if not os.path.isdir(tpl_dir):
+        return
+    existing = app.jinja_loader
+    loaders = [FileSystemLoader(tpl_dir)]
+    if existing is not None:
+        if isinstance(existing, ChoiceLoader):
+            loaders = list(existing.loaders) + loaders
+        else:
+            loaders.insert(0, existing)
+    app.jinja_loader = ChoiceLoader(loaders)
+
+
+def install_options_review(app: Flask, repo_root: str, app_module: Any) -> None:
+    attach_options_review_templates(app, repo_root)
+    cfg = {
+        "get_db": app_module.get_db,
+        "login_required": app_module.login_required,
+        "exchange_options": getattr(app_module, "exchange_options", None),
+        "render_main_page": app_module.render_main_page,
+        "upload_folder": getattr(app_module, "UPLOAD_FOLDER", None)
+        or os.path.join(os.path.dirname(getattr(app_module, "BASE_DIR", repo_root)), "static", "images"),
+        "options_enabled": bool(getattr(app_module, "OKX_OPTIONS_ENABLED", False)),
+        "app_module": app_module,
+    }
+    app.extensions["options_review_cfg"] = cfg
+    register_options_review_routes(app, cfg, repo_root)
+
+
+def _require_ex(cfg: dict[str, Any]):
+    from lib.exchange.okx_options_lib import options_api_ready
+
+    if not cfg.get("options_enabled"):
+        return None, "期权模块未启用"
+    ex = cfg.get("exchange_options")
+    ok, reason = options_api_ready(ex)
+    if not ok:
+        return None, reason or "期权 API 未配置"
+    return ex, ""
+
+
+def _truthy(raw: Any) -> bool:
+    return str(raw or "").strip().lower() in ("1", "true", "on", "yes")
+
+
+def _prepare_review_entry_images(
+    conn: Any,
+    trade_id: int,
+    data: dict[str, Any],
+) -> dict[str, Any]:
+    """客户端只提交手动槽位;未重新勾选自动K线时保留已有 auto 附图."""
+    from lib.options.options_review_chart_async_lib import OPTIONS_REVIEW_AUTO_CHART_TF
+    from lib.options.options_review_images_lib import parse_options_review_images_json
+
+    images = data.get("images") if isinstance(data.get("images"), list) else []
+    cleaned: list[dict[str, str]] = []
+    for item in images:
+        if not isinstance(item, dict):
+            continue
+        tf = str(item.get("tf") or "").strip()
+        file = str(item.get("file") or "").strip()
+        if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
+            continue
+        cleaned.append({"tf": tf, "file": file})
+
+    want_chart = _truthy(data.get("journal_exchange_chart")) and not cleaned
+    if not want_chart:
+        row = conn.execute(
+            "SELECT images_json FROM options_review_entries WHERE trade_id=?",
+            (int(trade_id),),
+        ).fetchone()
+        if row:
+            for item in parse_options_review_images_json(row["images_json"]):
+                if str(item.get("tf") or "").strip() == OPTIONS_REVIEW_AUTO_CHART_TF:
+                    cleaned.insert(0, dict(item))
+                    break
+
+    out = dict(data)
+    out["images"] = cleaned
+    return out
+
+
+def _maybe_schedule_options_review_chart(
+    cfg: dict[str, Any],
+    trade: dict[str, Any],
+    data: dict[str, Any],
+) -> bool:
+    """纯期权 + 无手动截图 + 勾选自动K线 → 后台生成标的永续双周期拼图(只钉进/出场)."""
+    if str(trade.get("source_type") or "").strip() != "option_spot":
+        return False
+    images = data.get("images") if isinstance(data.get("images"), list) else []
+    has_manual = any(str((x or {}).get("file") or "").strip() for x in images)
+    if has_manual or not _truthy(data.get("journal_exchange_chart")):
+        return False
+
+    app_module = cfg.get("app_module")
+    if app_module is None:
+        return False
+    if not bool(getattr(app_module, "ORDER_CHART_ENABLED", True)):
+        return False
+    generate_fn = getattr(app_module, "generate_multi_timeframe_chart_png", None)
+    if not callable(generate_fn):
+        return False
+
+    from lib.instance.journal_chart_lib import (
+        parse_journal_chart_anchor,
+        parse_journal_chart_limit,
+        parse_journal_chart_timeframes,
+    )
+    from lib.options.options_review_chart_async_lib import (
+        schedule_options_review_exchange_chart,
+        underlying_to_okx_perp_symbol,
+    )
+    from lib.options.options_review_images_lib import options_review_upload_dir
+    from lib.options.options_review_lib import _now_str
+
+    fallback_tfs = list(getattr(app_module, "ORDER_CHART_TFS", None) or [])[:2]
+    journal_tfs = parse_journal_chart_timeframes(
+        data.get("journal_chart_tf1"),
+        data.get("journal_chart_tf2"),
+        fallback_tfs or None,
+    )
+    journal_limit = parse_journal_chart_limit(
+        data.get("journal_chart_limit"),
+        int(getattr(app_module, "ORDER_CHART_LIMIT", 100) or 100),
+    )
+    chart_anchor = parse_journal_chart_anchor(data.get("journal_chart_anchor"))
+
+    underlying = str(trade.get("underlying") or data.get("underlying") or "").strip()
+    exchange_symbol = underlying_to_okx_perp_symbol(
+        underlying,
+        normalize_symbol_input_fn=app_module.normalize_symbol_input,
+        normalize_okx_symbol_fn=app_module.normalize_okx_symbol,
+    )
+    if not exchange_symbol:
+        return False
+
+    to_ms = getattr(app_module, "_local_input_datetime_to_ms", None)
+    if not callable(to_ms):
+        return False
+    entry_ts = to_ms(trade.get("opened_at"))
+    exit_ts = to_ms(trade.get("closed_at"))
+    if entry_ts is None and exit_ts is None:
+        return False
+
+    now_ms = None
+    app_now = getattr(app_module, "app_now", None)
+    if callable(app_now):
+        try:
+            now_ms = int(app_now().timestamp() * 1000)
+        except Exception:
+            now_ms = None
+
+    inst = str(trade.get("inst_id") or underlying or f"#{trade.get('id') or ''}").strip()
+    upload_folder = options_review_upload_dir(cfg["upload_folder"])
+    schedule_options_review_exchange_chart(
+        trade_id=int(trade["id"]),
+        exchange_symbol=exchange_symbol,
+        title_prefix=f"{underlying or 'OPT'} {inst} review",
+        journal_tfs=journal_tfs,
+        journal_limit=journal_limit,
+        marker_payload={
+            "entry_ts_ms": entry_ts,
+            "exit_ts_ms": exit_ts,
+            # 只按时间钉进/出场,不传价格与止损
+            "chart_anchor": chart_anchor,
+            "now_ts_ms": now_ms,
+        },
+        upload_folder=upload_folder,
+        generate_chart_fn=generate_fn,
+        get_db_fn=cfg["get_db"],
+        now_str_fn=_now_str,
+    )
+    return True
+
+
+def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: str) -> None:
+    lr = cfg["login_required"]
+
+    @app.route("/options/review")
+    @lr
+    def options_review_page():
+        from lib.instance.instance_embed_lib import redirect_to_embed_shell_if_enabled
+
+        redir = redirect_to_embed_shell_if_enabled("options_review")
+        if redir is not None:
+            return redir
+        return cfg["render_main_page"]("options_review")
+
+    @app.route("/static/options_review.js")
+    @lr
+    def static_options_review_js():
+        path = os.path.join(repo_root, "lib", "common", "static", "options_review.js")
+        if not os.path.isfile(path):
+            return ("not found", 404)
+        return send_file(path, mimetype="application/javascript; charset=utf-8")
+
+    @app.route("/static/images/options_journal/<path:filename>")
+    def static_options_review_image(filename: str):
+        """截图文件名含 32 位 draft id,按静态资源提供(不强制登录,避免 iframe img 偶发 401)."""
+        folder = options_review_upload_dir(cfg["upload_folder"])
+        safe = os.path.basename(filename or "")
+        path = os.path.join(folder, safe)
+        if not os.path.isfile(path):
+            # 兼容误走合约 journal 上传、落在 UPLOAD_FOLDER 根目录的文件
+            root = os.path.abspath(cfg["upload_folder"] or "")
+            alt = os.path.join(root, safe)
+            if os.path.isfile(alt):
+                path = alt
+            else:
+                return ("not found", 404)
+        return send_file(path)
+
+    @app.route("/api/options/review/sync", methods=["POST"])
+    @lr
+    def api_options_review_sync():
+        """刷新本地 options_trades + 已结束对冲计划;尽量用交易所历史盈亏覆盖本地估算."""
+        conn = cfg["get_db"]()
+        try:
+            init_options_review_tables(conn)
+            ex, _err = _require_ex(cfg)
+            result = ensure_local_review_synced(conn, ex=ex if ex is not None else None)
+            conn.commit()
+            return jsonify(result)
+        finally:
+            conn.close()
+
+    @app.route("/api/options/review/trades")
+    @lr
+    def api_options_review_trades():
+        conn = cfg["get_db"]()
+        try:
+            # 翻页可跳过同步,仅刷新当前卡片列表
+            do_sync = (request.args.get("sync") or "1").strip().lower() not in (
+                "0",
+                "false",
+                "no",
+            )
+            if do_sync:
+                ex, _err = _require_ex(cfg)
+                ensure_local_review_synced(conn, ex=ex if ex is not None else None)
+                conn.commit()
+            filt = dict(
+                source_type=_review_source_for_mode(request.args.get("source_type")),
+                underlying=(request.args.get("underlying") or "").strip() or None,
+                opt_type=(request.args.get("opt_type") or "").strip() or None,
+                strategy_tag=(request.args.get("strategy_tag") or "").strip() or None,
+                q=(request.args.get("q") or "").strip() or None,
+                reviewed=(request.args.get("reviewed") or "").strip() or None,
+                include_hedge_legs=(request.args.get("include_hedge_legs") or "")
+                .strip()
+                .lower()
+                in ("1", "true", "yes"),
+                closed_from=(request.args.get("closed_from") or "").strip() or None,
+                closed_to=(request.args.get("closed_to") or "").strip() or None,
+            )
+            limit = min(500, max(1, int(request.args.get("limit") or 200)))
+            offset = max(0, int(request.args.get("offset") or 0))
+            total = count_review_trades(conn, **filt)
+            items = list_review_trades(conn, **filt, limit=limit, offset=offset)
+            pages = max(1, (total + limit - 1) // limit) if total else 1
+            page = (offset // limit) + 1 if limit else 1
+            return jsonify(
+                {
+                    "ok": True,
+                    "trades": items,
+                    "source_labels": SOURCE_LABELS,
+                    "total": total,
+                    "limit": limit,
+                    "offset": offset,
+                    "page": page,
+                    "pages": pages,
+                }
+            )
+        finally:
+            conn.close()
+
+    @app.route("/api/options/review/trades/<int:trade_id>")
+    @lr
+    def api_options_review_trade_detail(trade_id: int):
+        conn = cfg["get_db"]()
+        try:
+            item = get_review_trade(conn, trade_id)
+            if not item:
+                return jsonify({"ok": False, "msg": "未找到"}), 404
+            return jsonify({"ok": True, "trade": item})
+        finally:
+            conn.close()
+
+    @app.route("/api/options/review/entry", methods=["POST"])
+    @lr
+    def api_options_review_entry_save():
+        data = request.get_json(silent=True) or {}
+        try:
+            trade_id = int(data.get("trade_id"))
+        except (TypeError, ValueError):
+            return jsonify({"ok": False, "msg": "trade_id 无效"}), 400
+        conn = cfg["get_db"]()
+        try:
+            data = _prepare_review_entry_images(conn, trade_id, data)
+            out = save_review_entry(conn, trade_id, data)
+            if out.get("ok"):
+                conn.commit()
+                chart_queued = _maybe_schedule_options_review_chart(
+                    cfg, out.get("trade") or {}, data
+                )
+                if chart_queued:
+                    out = dict(out)
+                    out["chart_queued"] = True
+            return jsonify(out), (200 if out.get("ok") else 400)
+        finally:
+            conn.close()
+
+    @app.route("/api/options/review/trades/<int:trade_id>", methods=["DELETE"])
+    @lr
+    def api_options_review_trade_hide(trade_id: int):
+        """从复盘列表删除并持久隐藏(刷新本地源也不会再导入)."""
+        conn = cfg["get_db"]()
+        try:
+            out = hide_review_trade(conn, trade_id)
+            if out.get("ok"):
+                entry = out.get("entry") or {}
+                folder = options_review_upload_dir(cfg["upload_folder"])
+                for path in options_review_image_paths(entry, folder):
+                    try:
+                        os.remove(path)
+                    except OSError:
+                        pass
+                conn.commit()
+            return jsonify(out), (200 if out.get("ok") else 400)
+        finally:
+            conn.close()
+
+    @app.route("/api/options/review/entry/<int:trade_id>", methods=["DELETE"])
+    @lr
+    def api_options_review_entry_delete(trade_id: int):
+        conn = cfg["get_db"]()
+        try:
+            out = delete_review_entry(conn, trade_id)
+            if out.get("ok"):
+                entry = out.get("entry") or {}
+                folder = options_review_upload_dir(cfg["upload_folder"])
+                for path in options_review_image_paths(entry, folder):
+                    try:
+                        os.remove(path)
+                    except OSError:
+                        pass
+                conn.commit()
+            return jsonify(out), (200 if out.get("ok") else 400)
+        finally:
+            conn.close()
+
+    @app.route("/api/options/review/upload_slot", methods=["POST"])
+    @lr
+    def api_options_review_upload_slot():
+        draft_id = normalize_options_review_draft_id(
+            request.form.get("draft_id") if request.form else None
+        )
+        tf = str((request.form.get("tf") if request.form else None) or "").strip()
+        if not draft_id:
+            return jsonify({"ok": False, "error": "invalid draft_id"}), 400
+        if tf not in OPTIONS_REVIEW_UPLOAD_TFS:
+            return jsonify({"ok": False, "error": "invalid tf"}), 400
+        f = request.files.get("file") if request.files else None
+        if not f or not getattr(f, "filename", None):
+            return jsonify({"ok": False, "error": "no file"}), 400
+        folder = options_review_upload_dir(cfg["upload_folder"])
+        item = save_options_review_slot_file(
+            f, draft_id, tf, folder, secure_filename_fn=secure_filename
+        )
+        if not item:
+            return jsonify({"ok": False, "error": "save failed"}), 500
+        return jsonify({"ok": True, "tf": tf, "file": item["file"]})
+
+    @app.route("/api/options/review/stats")
+    @lr
+    def api_options_review_stats():
+        conn = cfg["get_db"]()
+        try:
+            ex, _err = _require_ex(cfg)
+            ensure_local_review_synced(conn, ex=ex if ex is not None else None)
+            conn.commit()
+            stats = compute_review_stats(
+                conn,
+                source_type=_review_source_for_mode(request.args.get("source_type")),
+                underlying=(request.args.get("underlying") or "").strip() or None,
+                include_hedge_legs=(request.args.get("include_hedge_legs") or "").strip().lower()
+                in ("1", "true", "yes"),
+                closed_from=(request.args.get("closed_from") or "").strip() or None,
+                closed_to=(request.args.get("closed_to") or "").strip() or None,
+                require_strategy=(request.args.get("require_strategy") or "").strip().lower()
+                in ("1", "true", "yes"),
+            )
+            stats["source_types"] = list(SOURCE_TYPES)
+            stats["source_labels"] = SOURCE_LABELS
+            return jsonify(stats)
+        finally:
+            conn.close()

lib/options/options_spot_bridge_lib.py

@@ -0,0 +1,416 @@
+"""币本位期权:USDT↔标的币现货桥与本地状态."""
+from __future__ import annotations
+
+import sqlite3
+import time
+from typing import Any
+
+from lib.options.options_margin_mode_lib import spot_quote_inst_id
+
+
+BRIDGE_BOUGHT = "bought_pending_open"
+BRIDGE_HOLDING = "holding"
+BRIDGE_PENDING_SELL = "pending_sell_spot"
+BRIDGE_CLOSED = "closed"
+
+
+def ensure_bridge_table(conn: sqlite3.Connection) -> None:
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_spot_bridge (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            underlying TEXT NOT NULL,
+            status TEXT NOT NULL,
+            budget_usdt REAL,
+            buy_ord_id TEXT,
+            coin_bought REAL,
+            sell_ord_id TEXT,
+            coin_sold REAL,
+            usdt_recovered REAL,
+            inst_id TEXT,
+            message TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            closed_at TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_options_spot_bridge_status
+        ON options_spot_bridge(status)
+        """
+    )
+
+
+def list_open_bridges(conn: sqlite3.Connection) -> list[dict[str, Any]]:
+    ensure_bridge_table(conn)
+    cur = conn.execute(
+        """
+        SELECT id, underlying, status, budget_usdt, buy_ord_id, coin_bought,
+               sell_ord_id, coin_sold, usdt_recovered, inst_id, message,
+               created_at, updated_at, closed_at
+        FROM options_spot_bridge
+        WHERE status IN (?, ?, ?)
+        ORDER BY id DESC
+        """,
+        (BRIDGE_BOUGHT, BRIDGE_HOLDING, BRIDGE_PENDING_SELL),
+    )
+    cols = [d[0] for d in cur.description]
+    return [dict(zip(cols, row)) for row in cur.fetchall()]
+
+
+def has_unfinished_bridge(conn: sqlite3.Connection) -> bool:
+    return bool(list_open_bridges(conn))
+
+
+def insert_bridge(
+    conn: sqlite3.Connection,
+    *,
+    underlying: str,
+    status: str,
+    budget_usdt: float | None = None,
+    buy_ord_id: str | None = None,
+    coin_bought: float | None = None,
+    inst_id: str | None = None,
+    message: str | None = None,
+) -> int:
+    ensure_bridge_table(conn)
+    cur = conn.execute(
+        """
+        INSERT INTO options_spot_bridge(
+            underlying, status, budget_usdt, buy_ord_id, coin_bought, inst_id, message, updated_at
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, CURRENT_TIMESTAMP)
+        """,
+        (
+            (underlying or "ETH").upper(),
+            status,
+            budget_usdt,
+            buy_ord_id,
+            coin_bought,
+            inst_id,
+            message,
+        ),
+    )
+    conn.commit()
+    return int(cur.lastrowid)
+
+
+def update_bridge(
+    conn: sqlite3.Connection,
+    bridge_id: int,
+    *,
+    status: str | None = None,
+    buy_ord_id: str | None = None,
+    coin_bought: float | None = None,
+    sell_ord_id: str | None = None,
+    coin_sold: float | None = None,
+    usdt_recovered: float | None = None,
+    inst_id: str | None = None,
+    message: str | None = None,
+    close: bool = False,
+) -> None:
+    ensure_bridge_table(conn)
+    fields: list[str] = ["updated_at=CURRENT_TIMESTAMP"]
+    vals: list[Any] = []
+    if status is not None:
+        fields.append("status=?")
+        vals.append(status)
+    if buy_ord_id is not None:
+        fields.append("buy_ord_id=?")
+        vals.append(buy_ord_id)
+    if coin_bought is not None:
+        fields.append("coin_bought=?")
+        vals.append(coin_bought)
+    if sell_ord_id is not None:
+        fields.append("sell_ord_id=?")
+        vals.append(sell_ord_id)
+    if coin_sold is not None:
+        fields.append("coin_sold=?")
+        vals.append(coin_sold)
+    if usdt_recovered is not None:
+        fields.append("usdt_recovered=?")
+        vals.append(usdt_recovered)
+    if inst_id is not None:
+        fields.append("inst_id=?")
+        vals.append(inst_id)
+    if message is not None:
+        fields.append("message=?")
+        vals.append(message)
+    if close or status == BRIDGE_CLOSED:
+        fields.append("closed_at=CURRENT_TIMESTAMP")
+    vals.append(int(bridge_id))
+    conn.execute(
+        f"UPDATE options_spot_bridge SET {', '.join(fields)} WHERE id=?",
+        vals,
+    )
+    conn.commit()
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def fetch_trading_coin_available(ex: Any, ccy: str) -> float | None:
+    """交易账户标的币可用."""
+    from lib.exchange.okx_options_lib import _extract_ccy_free, _safe_float as _sf
+
+    ccy_u = (ccy or "").upper()
+    if not ccy_u:
+        return None
+    try:
+        bal = ex.fetch_balance(params={"type": "trading"})
+        free = _extract_ccy_free(bal, ccy_u)
+        if free is not None:
+            return float(free)
+        # 部分账户结构只有 total
+        from lib.exchange.okx_options_lib import _extract_ccy_balance
+
+        tot = _extract_ccy_balance(bal, ccy_u)
+        return float(tot) if tot is not None else None
+    except Exception:
+        return None
+
+
+def spot_market_buy_coin_with_usdt(
+    ex: Any,
+    *,
+    underlying: str,
+    usdt_amount: float,
+) -> dict[str, Any]:
+    """交易账户:用 USDT 市价买入标的币."""
+    if usdt_amount <= 0:
+        return {"ok": False, "msg": "USDT 数量须大于 0"}
+    inst_id = spot_quote_inst_id(underlying)
+    try:
+        body = {
+            "instId": inst_id,
+            "tdMode": "cash",
+            "side": "buy",
+            "ordType": "market",
+            "sz": str(usdt_amount),
+            "tgtCcy": "quote_ccy",
+        }
+        resp = ex.private_post_trade_order(body)
+        data = (resp or {}).get("data") or []
+        if data and str(data[0].get("sCode")) == "0":
+            return {
+                "ok": True,
+                "inst_id": inst_id,
+                "ord_id": str(data[0].get("ordId") or ""),
+                "data": data[0],
+                "raw": resp,
+            }
+        from lib.exchange.okx_options_lib import _okx_trade_error_message
+
+        return {"ok": False, "msg": _okx_trade_error_message(resp=resp), "raw": resp}
+    except Exception as e:
+        from lib.exchange.okx_options_lib import _okx_trade_error_message
+
+        return {"ok": False, "msg": _okx_trade_error_message(e)}
+
+
+def spot_market_sell_coin_to_usdt(
+    ex: Any,
+    *,
+    underlying: str,
+    coin_amount: float | None = None,
+) -> dict[str, Any]:
+    """交易账户:市价卖出标的币换 USDT.
+
+    默认/推荐:coin_amount 为空 → 卖光交易账户全部可用币(全部卖出).
+    传入 coin_amount 时仍不超过可用余额,且尽量按可用全额卖出(不故意留粉尘).
+    """
+    ccy = (underlying or "ETH").upper()
+    avail = fetch_trading_coin_available(ex, ccy)
+    if avail is None or float(avail) <= 0:
+        return {"ok": False, "msg": f"交易账户无可用 {ccy}"}
+    avail_f = float(avail)
+    # 全部卖出:以可用余额为准;若传入数量则不超过可用(开仓失败回滚用)
+    if coin_amount is None or float(coin_amount) <= 0:
+        sell_sz = avail_f
+    else:
+        sell_sz = min(float(coin_amount), avail_f)
+    if sell_sz <= 0:
+        return {"ok": False, "msg": f"{ccy} 数量须大于 0"}
+    inst_id = spot_quote_inst_id(ccy)
+    try:
+        # 现货卖出:向下截到 8 位,避免超过可用被拒;不再 *0.999 故意留残
+        sz = f"{sell_sz:.8f}".rstrip("0").rstrip(".")
+        if not sz or float(sz) <= 0:
+            return {"ok": False, "msg": f"{ccy} 可卖数量过小"}
+        # 二次钳制:格式化后仍不得超过可用
+        if float(sz) > avail_f:
+            sz = f"{avail_f:.8f}".rstrip("0").rstrip(".")
+        body = {
+            "instId": inst_id,
+            "tdMode": "cash",
+            "side": "sell",
+            "ordType": "market",
+            "sz": sz,
+            "tgtCcy": "base_ccy",
+        }
+        resp = ex.private_post_trade_order(body)
+        data = (resp or {}).get("data") or []
+        if data and str(data[0].get("sCode")) == "0":
+            return {
+                "ok": True,
+                "inst_id": inst_id,
+                "ord_id": str(data[0].get("ordId") or ""),
+                "coin_sold": float(sz),
+                "data": data[0],
+                "raw": resp,
+            }
+        from lib.exchange.okx_options_lib import _okx_trade_error_message
+
+        return {"ok": False, "msg": _okx_trade_error_message(resp=resp), "raw": resp}
+    except Exception as e:
+        from lib.exchange.okx_options_lib import _okx_trade_error_message
+
+        return {"ok": False, "msg": _okx_trade_error_message(e)}
+
+
+def rollback_bought_coin_to_usdt(
+    conn: sqlite3.Connection,
+    ex: Any,
+    *,
+    bridge_id: int,
+    underlying: str,
+    reason: str = "",
+    coin_amount: float | None = None,
+) -> dict[str, Any]:
+    """买币后开期权失败:卖回 USDT 并关闭桥.优先卖 bridge 记录的买入量."""
+    amt = coin_amount
+    if amt is None or float(amt) <= 0:
+        ensure_bridge_table(conn)
+        row = conn.execute(
+            "SELECT coin_bought FROM options_spot_bridge WHERE id=?",
+            (int(bridge_id),),
+        ).fetchone()
+        if row:
+            try:
+                amt = float(row[0] if not isinstance(row, dict) else row.get("coin_bought") or 0)
+            except (TypeError, ValueError, KeyError, IndexError):
+                amt = None
+    sell = spot_market_sell_coin_to_usdt(ex, underlying=underlying, coin_amount=amt)
+    if not sell.get("ok"):
+        update_bridge(
+            conn,
+            bridge_id,
+            status=BRIDGE_PENDING_SELL,
+            message=(reason or "") + " | 回滚卖币失败: " + str(sell.get("msg") or ""),
+        )
+        return {"ok": False, "msg": sell.get("msg") or "回滚卖币失败", "bridge_status": BRIDGE_PENDING_SELL}
+    update_bridge(
+        conn,
+        bridge_id,
+        status=BRIDGE_CLOSED,
+        sell_ord_id=str(sell.get("ord_id") or ""),
+        coin_sold=_safe_float(sell.get("coin_sold")),
+        message=reason or "开仓失败已卖回 USDT",
+        close=True,
+    )
+    return {"ok": True, "sell": sell, "bridge_status": BRIDGE_CLOSED}
+
+
+def sell_residual_after_option_flat(
+    conn: sqlite3.Connection,
+    ex: Any,
+    *,
+    underlying: str,
+    inst_id: str | None = None,
+) -> dict[str, Any]:
+    """期权已平:卖掉本桥残留标的币;优先关闭 matching holding/pending 桥."""
+    ensure_bridge_table(conn)
+    bridges = list_open_bridges(conn)
+    target = None
+    for b in bridges:
+        if str(b.get("status")) in (BRIDGE_HOLDING, BRIDGE_PENDING_SELL, BRIDGE_BOUGHT):
+            if not underlying or str(b.get("underlying") or "").upper() == underlying.upper():
+                target = b
+                break
+    # 平仓后全部卖出交易账户可用标的币(含权利金盈亏留下的币),不按 bridge 记账量限卖
+    sell = spot_market_sell_coin_to_usdt(ex, underlying=underlying, coin_amount=None)
+    if target is None:
+        if not sell.get("ok"):
+            msg = str(sell.get("msg") or "")
+            if "无可用" in msg or "过小" in msg:
+                return {"ok": True, "msg": "无残留币需卖回", "skipped": True}
+            return {"ok": False, "msg": msg, "bridge_status": BRIDGE_PENDING_SELL}
+        return {"ok": True, "sell": sell, "bridge_status": None}
+    bid = int(target["id"])
+    if not sell.get("ok"):
+        update_bridge(
+            conn,
+            bid,
+            status=BRIDGE_PENDING_SELL,
+            inst_id=inst_id,
+            message=str(sell.get("msg") or "卖回 USDT 失败"),
+        )
+        return {
+            "ok": False,
+            "msg": sell.get("msg") or "卖回 USDT 失败",
+            "bridge_id": bid,
+            "bridge_status": BRIDGE_PENDING_SELL,
+        }
+    update_bridge(
+        conn,
+        bid,
+        status=BRIDGE_CLOSED,
+        sell_ord_id=str(sell.get("ord_id") or ""),
+        coin_sold=_safe_float(sell.get("coin_sold")),
+        inst_id=inst_id,
+        message="期权已平,币已卖回 USDT",
+        close=True,
+    )
+    return {"ok": True, "sell": sell, "bridge_id": bid, "bridge_status": BRIDGE_CLOSED}
+
+
+def bridge_blocks_new_open_msg(conn: sqlite3.Connection) -> str | None:
+    bridges = list_open_bridges(conn)
+    if not bridges:
+        return None
+    st = str(bridges[0].get("status") or "")
+    if st == BRIDGE_PENDING_SELL:
+        return "存在待卖回 USDT 的币本位桥残留,请先到期权页重试卖回后再开仓"
+    if st == BRIDGE_BOUGHT:
+        return "存在已买币未完成开仓的桥流程,请等待回滚或联系处理后重试"
+    if st == BRIDGE_HOLDING:
+        return "币本位桥仍在持仓中(一次仅一笔),请先平仓并卖回 USDT"
+    return "存在未完成的币本位资金桥,暂不可开仓"
+
+
+def mode_switch_block_msg(conn: sqlite3.Connection, ex: Any | None = None) -> str | None:
+    """有单笔期权仓或未完成桥时禁止切换本位."""
+    if has_unfinished_bridge(conn):
+        return "存在未完成的币本位资金桥,禁止切换期权本位模式"
+    if ex is not None:
+        try:
+            from lib.exchange.okx_options_lib import fetch_option_positions
+
+            rows = fetch_option_positions(ex) or []
+            for p in rows:
+                try:
+                    pos = float(p.get("pos") or 0)
+                except (TypeError, ValueError):
+                    pos = 0.0
+                if abs(pos) > 1e-12:
+                    return "存在未平期权持仓,禁止切换期权本位模式"
+        except Exception:
+            pass
+    # 本地 open 交易记录
+    try:
+        row = conn.execute(
+            "SELECT COUNT(*) FROM options_trades WHERE status='open'"
+        ).fetchone()
+        n = int(row[0] if not isinstance(row, dict) else row.get("COUNT(*)") or list(row.values())[0])
+        if n > 0:
+            return "本地仍有未平期权记录,禁止切换期权本位模式"
+    except Exception:
+        pass
+    return None

lib/options/options_stats_lib.py

@@ -0,0 +1,192 @@
+"""期权本地交易统计(胜率 / 盈亏 / 持仓时长)."""
+from __future__ import annotations
+
+from datetime import datetime
+from typing import Any
+
+from lib.instance.instance_embed_context_lib import profit_loss_ratio_from_averages
+from lib.options.options_db import init_options_tables
+from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+
+def _parse_ts(raw: Any) -> datetime | None:
+    if raw is None or raw == "":
+        return None
+    s = str(raw).strip().replace(" ", "T", 1)
+    try:
+        return datetime.fromisoformat(s)
+    except (TypeError, ValueError):
+        return None
+
+
+def _hold_seconds(created_at: Any, closed_at: Any) -> float | None:
+    start = _parse_ts(created_at)
+    end = _parse_ts(closed_at)
+    if start is None or end is None:
+        return None
+    sec = (end - start).total_seconds()
+    return sec if sec >= 0 else None
+
+
+def _avg_seconds(values: list[float]) -> float | None:
+    if not values:
+        return None
+    return round(sum(values) / len(values), 1)
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _row_premium_ccy(row: dict[str, Any]) -> str:
+    ccy = str(row.get("premium_ccy") or "").strip().upper()
+    if ccy:
+        return ccy
+    inst = str(row.get("inst_id") or "").strip()
+    mode = str(row.get("margin_mode") or "").strip().lower()
+    underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "ETH") or "ETH")
+    if mode:
+        return premium_ccy_for_mode(mode, underly)
+    if not inst:
+        # 旧统计行无合约信息时按 USDC 口径,避免默认币本位把盈亏跳过
+        return "USDC"
+    return premium_ccy_for_mode(margin_mode_from_inst_id(inst), underly)
+
+
+def _pnl_as_usdt(row: dict[str, Any], *, fallback_index: float | None = None) -> float | None:
+    """已平/浮盈统一折算为 USDT(币本位×指数;USDC 原样)."""
+    pnl = _safe_float(row.get("realized_pnl"))
+    if pnl is None:
+        pnl = _safe_float(row.get("upl"))
+    if pnl is None:
+        return None
+    ccy = _row_premium_ccy(row)
+    if ccy in ("ETH", "BTC"):
+        px = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
+        if px is None or px <= 0:
+            px = fallback_index
+        if px is None or px <= 0:
+            return None
+        return float(pnl) * float(px)
+    return float(pnl)
+
+
+def _history_index_px(history: list[dict[str, Any]]) -> float | None:
+    for row in history:
+        px = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
+        if px is not None and px > 0:
+            return px
+    return None
+
+
+def compute_options_stats_from_history(
+    history: list[dict[str, Any]],
+    *,
+    index_px: float | None = None,
+) -> dict[str, Any]:
+    """基于期权历史列表计算统计;币本位盈亏按指数折算为 U."""
+    wins: list[float] = []
+    losses: list[float] = []
+    win_holds: list[float] = []
+    loss_holds: list[float] = []
+    all_holds: list[float] = []
+    open_holds: list[float] = []
+    now = datetime.now()
+    fallback_idx = index_px if index_px is not None and index_px > 0 else _history_index_px(history)
+    coinish = False
+
+    for row in history:
+        ccy = _row_premium_ccy(row)
+        if ccy in ("ETH", "BTC"):
+            coinish = True
+        if row.get("status") == "open":
+            start = _parse_ts(row.get("created_at"))
+            if start is not None:
+                sec = (now - start).total_seconds()
+                if sec >= 0:
+                    open_holds.append(sec)
+            continue
+        pnl = _pnl_as_usdt(row, fallback_index=fallback_idx)
+        if pnl is None:
+            continue
+        hold = _hold_seconds(row.get("created_at"), row.get("closed_at"))
+        if hold is not None:
+            all_holds.append(hold)
+        if pnl > 0:
+            wins.append(pnl)
+            if hold is not None:
+                win_holds.append(hold)
+        elif pnl < 0:
+            losses.append(pnl)
+            if hold is not None:
+                loss_holds.append(hold)
+
+    total_closed = len(wins) + len(losses)
+    win_rate = round(len(wins) / total_closed * 100, 2) if total_closed else 0
+    avg_win = sum(wins) / len(wins) if wins else None
+    avg_loss = sum(losses) / len(losses) if losses else None
+
+    total_profit = round(sum(wins), 4) if wins else 0.0
+    total_loss = round(abs(sum(losses)), 4) if losses else 0.0
+    net_realized = round(sum(wins) + sum(losses), 4)
+    return {
+        "total_closed": total_closed,
+        "win_count": len(wins),
+        "loss_count": len(losses),
+        "win_rate": win_rate,
+        "profit_loss_ratio": profit_loss_ratio_from_averages(avg_win, avg_loss),
+        "avg_win": round(avg_win, 4) if avg_win is not None else None,
+        "avg_loss": round(abs(avg_loss), 4) if avg_loss is not None else None,
+        "total_profit": total_profit,
+        "total_loss": total_loss,
+        "net_realized_pnl": net_realized,
+        "avg_hold_sec": _avg_seconds(all_holds),
+        "avg_win_hold_sec": _avg_seconds(win_holds),
+        "avg_loss_hold_sec": _avg_seconds(loss_holds),
+        "open_count": len(open_holds),
+        "avg_open_hold_sec": _avg_seconds(open_holds),
+        "pnl_unit": "U" if coinish else "USDC",
+        "index_px": fallback_idx,
+    }
+
+
+def compute_options_stats(get_db) -> dict[str, Any]:
+    conn = get_db()
+    try:
+        init_options_tables(conn)
+        closed_rows = conn.execute(
+            """
+            SELECT realized_pnl, created_at, closed_at, inst_id, premium_ccy, margin_mode
+            FROM options_trades
+            WHERE status = 'closed' AND realized_pnl IS NOT NULL
+            """
+        ).fetchall()
+        open_rows = conn.execute(
+            """
+            SELECT created_at FROM options_trades WHERE status = 'open'
+            """
+        ).fetchall()
+    finally:
+        conn.close()
+
+    hist = []
+    for row in closed_rows:
+        hist.append(
+            {
+                "status": "closed",
+                "realized_pnl": row["realized_pnl"],
+                "created_at": row["created_at"],
+                "closed_at": row["closed_at"],
+                "inst_id": row["inst_id"] if "inst_id" in row.keys() else None,
+                "premium_ccy": row["premium_ccy"] if "premium_ccy" in row.keys() else None,
+                "margin_mode": row["margin_mode"] if "margin_mode" in row.keys() else None,
+            }
+        )
+    for row in open_rows:
+        hist.append({"status": "open", "created_at": row["created_at"]})
+    return compute_options_stats_from_history(hist)

lib/options/options_target_lib.py

@@ -0,0 +1,546 @@
+"""期权目标位委托:指数目标价仅用于监控触发;触发后按买一限价平仓(无止损,到期结算)."""
+from __future__ import annotations
+
+import sqlite3
+import time
+from typing import Any, Callable
+
+from lib.options.options_db import init_options_tables
+from lib.options.options_pricing_lib import close_ref_prices, fetch_option_mark_px
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None = None) -> tuple[float | None, float | None]:
+    from lib.exchange.okx_options_lib import option_fields_from_inst_id
+
+    inst_id = str(pos.get("instId") or pos.get("inst_id") or "")
+    mark = _safe_float(pos.get("markPx")) or _safe_float((quote or {}).get("mark_px") or (quote or {}).get("mark"))
+    if mark is None:
+        mark = fetch_option_mark_px(ex, inst_id)
+    opt_type = pos.get("optType") or (quote or {}).get("opt_type")
+    strike = _safe_float(pos.get("stk")) or _safe_float((quote or {}).get("strike"))
+    if not opt_type or strike is None:
+        pt, ps = option_fields_from_inst_id(inst_id)
+        opt_type = opt_type or pt
+        if strike is None:
+            strike = ps
+    idx = _safe_float(pos.get("idxPx")) or _safe_float((quote or {}).get("index_px"))
+    return close_ref_prices(
+        mark_px=mark,
+        opt_type=str(opt_type or ""),
+        strike=strike,
+        index_px=idx,
+        inst_id=inst_id,
+    )
+
+
+def ensure_target_tables(conn: sqlite3.Connection) -> None:
+    init_options_tables(conn)
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_target_monitors (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            inst_id TEXT NOT NULL,
+            underlying TEXT,
+            opt_type TEXT,
+            target_index REAL NOT NULL,
+            trade_id INTEGER,
+            sheets INTEGER,
+            status TEXT DEFAULT 'active',
+            trigger_idx REAL,
+            close_ord_id TEXT,
+            message TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            triggered_at TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_options_target_monitors_status
+        ON options_target_monitors(status)
+        """
+    )
+
+
+def target_hit(*, opt_type: str | None, index_px: float, target_index: float) -> bool:
+    """Call:指数涨到/超过目标平仓;Put:指数跌到/低于目标平仓."""
+    ot = (opt_type or "").strip().upper()
+    if ot == "P":
+        return index_px <= target_index
+    return index_px >= target_index
+
+
+def upsert_target_monitor(
+    conn: sqlite3.Connection,
+    *,
+    inst_id: str,
+    target_index: float,
+    underlying: str | None = None,
+    opt_type: str | None = None,
+    trade_id: int | None = None,
+    sheets: int | None = None,
+) -> dict[str, Any]:
+    ensure_target_tables(conn)
+    inst_id = (inst_id or "").strip()
+    if not inst_id:
+        return {"ok": False, "msg": "缺少 inst_id"}
+    if target_index is None or float(target_index) <= 0:
+        return {"ok": False, "msg": "目标位无效"}
+    target_index = float(target_index)
+    row = conn.execute(
+        """
+        SELECT id FROM options_target_monitors
+        WHERE inst_id = ? AND status IN ('active', 'closing')
+        ORDER BY CASE status WHEN 'active' THEN 0 WHEN 'closing' THEN 1 ELSE 2 END, id DESC
+        LIMIT 1
+        """,
+        (inst_id,),
+    ).fetchone()
+    if row:
+        conn.execute(
+            """
+            UPDATE options_target_monitors
+            SET target_index = ?,
+                underlying = COALESCE(?, underlying),
+                opt_type = COALESCE(?, opt_type),
+                trade_id = COALESCE(?, trade_id),
+                sheets = COALESCE(?, sheets),
+                status = 'active',
+                trigger_idx = NULL,
+                close_ord_id = NULL,
+                message = NULL,
+                triggered_at = NULL
+            WHERE id = ?
+            """,
+            (target_index, underlying, opt_type, trade_id, sheets, int(row["id"])),
+        )
+        mon_id = int(row["id"])
+        # 同一合约其他进行中的委托取消,避免双轨触发重复推送
+        conn.execute(
+            """
+            UPDATE options_target_monitors
+            SET status = 'cancelled', message = '被新目标位覆盖'
+            WHERE inst_id = ? AND id != ? AND status IN ('active', 'closing')
+            """,
+            (inst_id, mon_id),
+        )
+    else:
+        cur = conn.execute(
+            """
+            INSERT INTO options_target_monitors
+            (inst_id, underlying, opt_type, target_index, trade_id, sheets, status)
+            VALUES (?, ?, ?, ?, ?, ?, 'active')
+            """,
+            (inst_id, underlying, opt_type, target_index, trade_id, sheets),
+        )
+        mon_id = int(cur.lastrowid)
+    return {"ok": True, "id": mon_id, "inst_id": inst_id, "target_index": target_index}
+
+
+def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = None, monitor_id: int | None = None) -> int:
+    ensure_target_tables(conn)
+    if monitor_id is not None:
+        cur = conn.execute(
+            """
+            UPDATE options_target_monitors
+            SET status = 'cancelled', message = '手动取消'
+            WHERE id = ? AND status IN ('active', 'closing')
+            """,
+            (int(monitor_id),),
+        )
+        return int(cur.rowcount or 0)
+    if inst_id:
+        cur = conn.execute(
+            """
+            UPDATE options_target_monitors
+            SET status = 'cancelled', message = '手动取消'
+            WHERE inst_id = ? AND status IN ('active', 'closing')
+            """,
+            (inst_id.strip(),),
+        )
+        return int(cur.rowcount or 0)
+    return 0
+
+
+def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
+    return {
+        "id": int(r["id"]),
+        "inst_id": r["inst_id"],
+        "underlying": r["underlying"],
+        "opt_type": r["opt_type"],
+        "target_index": _safe_float(r["target_index"]),
+        "trade_id": r["trade_id"],
+        "sheets": r["sheets"],
+        "status": r["status"],
+        "message": r["message"],
+        "created_at": r["created_at"],
+    }
+
+
+def list_active_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
+    ensure_target_tables(conn)
+    rows = conn.execute(
+        """
+        SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
+               status, message, created_at
+        FROM options_target_monitors
+        WHERE status = 'active'
+        ORDER BY id DESC
+        """
+    ).fetchall()
+    return [_row_to_target(r) for r in rows]
+
+
+def list_closing_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
+    """已挂出平仓单、等待成交的目标(不再重复推送微信)."""
+    ensure_target_tables(conn)
+    rows = conn.execute(
+        """
+        SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
+               status, message, created_at
+        FROM options_target_monitors
+        WHERE status = 'closing'
+        ORDER BY id DESC
+        """
+    ).fetchall()
+    return [_row_to_target(r) for r in rows]
+
+
+def targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
+    """UI/持仓挂载:active 与 closing 都算进行中."""
+    out: dict[str, dict[str, Any]] = {}
+    for t in list_closing_targets(conn) + list_active_targets(conn):
+        inst = str(t.get("inst_id") or "")
+        if inst and inst not in out:
+            out[inst] = t
+    return out
+
+
+def mark_monitor(
+    conn: sqlite3.Connection,
+    monitor_id: int,
+    *,
+    status: str,
+    trigger_idx: float | None = None,
+    close_ord_id: str | None = None,
+    message: str | None = None,
+) -> None:
+    conn.execute(
+        """
+        UPDATE options_target_monitors
+        SET status = ?,
+            trigger_idx = COALESCE(?, trigger_idx),
+            close_ord_id = COALESCE(?, close_ord_id),
+            message = COALESCE(?, message),
+            triggered_at = CASE
+                WHEN ? IN ('triggered', 'expired', 'closing') THEN COALESCE(triggered_at, CURRENT_TIMESTAMP)
+                ELSE triggered_at
+            END
+        WHERE id = ?
+        """,
+        (status, trigger_idx, close_ord_id, message, status, int(monitor_id)),
+    )
+
+
+def cancel_orphans_without_position(
+    conn: sqlite3.Connection,
+    *,
+    live_inst_ids: set[str],
+) -> int:
+    """持仓已消失的目标委托标记为 expired(到期/已平),不挂止损."""
+    ensure_target_tables(conn)
+    rows = list_active_targets(conn) + list_closing_targets(conn)
+    n = 0
+    for t in rows:
+        inst = str(t.get("inst_id") or "")
+        if inst and inst not in live_inst_ids:
+            mark_monitor(conn, int(t["id"]), status="expired", message="持仓已平/到期,委托结束")
+            n += 1
+    return n
+
+
+def _commit_monitor(conn: sqlite3.Connection) -> None:
+    """状态变更立刻落库,避免后续 sync 异常回滚后重复触发/推送."""
+    try:
+        conn.commit()
+    except Exception:
+        pass
+
+
+def close_option_by_bid_depth(
+    cfg: dict[str, Any],
+    ex: Any,
+    inst_id: str,
+    *,
+    sheets: int | None = None,
+) -> dict[str, Any]:
+    """目标触发后只锁买一限价卖出;需过 2×门控(通过后同仓续批只验流动性)."""
+    from lib.options.options_close_exec_lib import close_option_by_bid1
+
+    return close_option_by_bid1(
+        cfg,
+        ex,
+        inst_id,
+        sheets=sheets,
+        require_recycle_gate=True,
+        signal_note="目标位平仓",
+    )
+
+
+
+def _notify_target_close(
+    cfg: dict[str, Any] | None,
+    send_wechat: Callable[[str], None] | None,
+    *,
+    account_label: str,
+    inst_id: str,
+    target: float,
+    idx: float,
+    result: dict[str, Any],
+    conn: Any = None,
+) -> None:
+    """目标位平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
+    from lib.options.options_notify_lib import resolve_options_premium_ccy
+
+    ccy = resolve_options_premium_ccy(inst_id=inst_id)
+    d = 6 if ccy in ("ETH", "BTC") else 4
+    mode = "币本位" if ccy != "USDC" else "USDC"
+    if result.get("fully_closed") or result.get("already_flat"):
+        if cfg is not None:
+            try:
+                from lib.options.options_notify_lib import notify_options_close
+
+                notify_options_close(
+                    cfg,
+                    conn,
+                    inst_id=inst_id,
+                    reason="目标位平仓",
+                    sheets=result.get("submitted_sheets"),
+                    premium_received=result.get("premium_received"),
+                    close_quote=result.get("locked_bid_px") or result.get("bid"),
+                    target_index=target,
+                    trigger_idx=idx,
+                    premium_ccy=ccy,
+                )
+                # 无论首次/幂等跳过,全平路径不再走下方 fallback,避免重复推
+                return
+            except Exception:
+                pass
+    if not send_wechat:
+        return
+    try:
+        recv = result.get("premium_received")
+        recv_txt = f"{float(recv):.{d}f} {ccy}" if recv is not None else f"— {ccy}"
+        send_wechat(
+            "\n".join(
+                [
+                    "【OKX期权·目标位平仓】",
+                    f"账户:{account_label}",
+                    f"本位:{mode}",
+                    f"合约:{inst_id}",
+                    f"目标指数:{target:g}",
+                    f"触发指数:{idx:g}",
+                    f"提交张数:{result.get('submitted_sheets') or '—'}",
+                    f"预估收回:{recv_txt}",
+                    f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
+                ]
+            )
+        )
+    except Exception:
+        pass
+
+
+def _result_fully_done(result: dict[str, Any]) -> bool:
+    if result.get("already_flat"):
+        return True
+    if result.get("fully_closed"):
+        return True
+    remaining = result.get("remaining_sheets")
+    if remaining is not None and int(remaining) <= 0 and result.get("ok"):
+        return True
+    return False
+
+
+def run_options_target_closes(
+    conn: sqlite3.Connection,
+    positions: list[dict[str, Any]],
+    *,
+    close_fn: Callable[[str], dict[str, Any]],
+    index_fn: Callable[[dict[str, Any]], float | None] | None = None,
+    send_wechat: Callable[[str], None] | None = None,
+    account_label: str = "OKX期权",
+    cfg: dict[str, Any] | None = None,
+) -> int:
+    """
+    扫描 active 目标委托;指数到位后限价平仓.
+    状态先 commit 再推微信,避免 sync 失败回滚导致同一笔反复推送.
+    未完全成交进入 closing,仅重试平仓不再推送.
+    返回本次新触发(并推送)的条数.
+    """
+    ensure_target_tables(conn)
+    pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
+    live_ids = {k for k in pos_by_inst if k}
+    hedge_managed: set[str] = set()
+    try:
+        from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
+
+        init_hedge_plan_tables(conn)
+        hedge_managed = active_hedge_option_inst_ids(conn)
+    except Exception:
+        # fail-closed:本轮不执行任何单独目标平仓,避免误平对冲腿
+        return 0
+    cancel_orphans_without_position(conn, live_inst_ids=live_ids)
+    _commit_monitor(conn)
+
+    # 先处理已挂单等待成交的;首次触发已推过「挂单中」,此处仅在全平时走幂等平仓推送
+    for mon in list_closing_targets(conn):
+        inst_id = str(mon.get("inst_id") or "")
+        if not inst_id:
+            continue
+        if inst_id in hedge_managed:
+            mark_monitor(
+                conn,
+                int(mon["id"]),
+                status="expired",
+                message="已移交对冲计划托管,跳过单独目标平仓",
+            )
+            _commit_monitor(conn)
+            continue
+        if inst_id not in pos_by_inst:
+            mark_monitor(conn, int(mon["id"]), status="expired", message="持仓已平")
+            _commit_monitor(conn)
+            target = _safe_float(mon.get("target_index"))
+            idx = _safe_float(mon.get("trigger_idx"))
+            _notify_target_close(
+                cfg,
+                send_wechat,
+                account_label=account_label,
+                inst_id=inst_id,
+                target=float(target) if target is not None else 0.0,
+                idx=float(idx) if idx is not None else 0.0,
+                result={"already_flat": True, "fully_closed": True, "ok": True},
+                conn=conn,
+            )
+            continue
+        result = close_fn(inst_id)
+        idx = _safe_float(pos_by_inst[inst_id].get("idx_px") or pos_by_inst[inst_id].get("idxPx"))
+        if result.get("already_flat") or _result_fully_done(result):
+            mark_monitor(
+                conn,
+                int(mon["id"]),
+                status="triggered",
+                trigger_idx=idx,
+                close_ord_id=result.get("close_ord_id"),
+                message="目标位限价平仓完成",
+            )
+            _commit_monitor(conn)
+            target = _safe_float(mon.get("target_index"))
+            _notify_target_close(
+                cfg,
+                send_wechat,
+                account_label=account_label,
+                inst_id=inst_id,
+                target=float(target) if target is not None else 0.0,
+                idx=float(idx) if idx is not None else 0.0,
+                result={**result, "fully_closed": True},
+                conn=conn,
+            )
+            continue
+        mark_monitor(
+            conn,
+            int(mon["id"]),
+            status="closing",
+            trigger_idx=idx,
+            close_ord_id=result.get("close_ord_id"),
+            message=str(result.get("msg") or result.get("stopped_reason") or "等待买一成交"),
+        )
+        _commit_monitor(conn)
+
+    triggered = 0
+    for mon in list_active_targets(conn):
+        inst_id = str(mon.get("inst_id") or "")
+        target = _safe_float(mon.get("target_index"))
+        if not inst_id or target is None:
+            continue
+        if inst_id in hedge_managed:
+            mark_monitor(
+                conn,
+                int(mon["id"]),
+                status="expired",
+                message="已移交对冲计划托管,跳过单独目标平仓",
+            )
+            _commit_monitor(conn)
+            continue
+        pos = pos_by_inst.get(inst_id)
+        if not pos:
+            continue
+        if index_fn is not None:
+            idx = index_fn(pos)
+        else:
+            idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
+        if idx is None:
+            continue
+        opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
+        if not target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target):
+            continue
+
+        result = close_fn(inst_id)
+        if result.get("already_flat"):
+            mark_monitor(conn, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
+            _commit_monitor(conn)
+            triggered += 1
+            _notify_target_close(
+                cfg,
+                send_wechat,
+                account_label=account_label,
+                inst_id=inst_id,
+                target=target,
+                idx=idx,
+                result=result,
+                conn=conn,
+            )
+            continue
+        if not result.get("ok"):
+            mark_monitor(
+                conn,
+                int(mon["id"]),
+                status="active",
+                trigger_idx=idx,
+                message=str(result.get("msg") or result.get("stopped_reason") or "平仓未完成,将重试"),
+            )
+            _commit_monitor(conn)
+            continue
+
+        done = _result_fully_done(result)
+        status = "triggered" if done else "closing"
+        mark_monitor(
+            conn,
+            int(mon["id"]),
+            status=status,
+            trigger_idx=idx,
+            close_ord_id=result.get("close_ord_id"),
+            message="目标位触发限价平仓" if done else "目标位已挂买一限价,等待成交",
+        )
+        # 关键:先落库,再推送——否则后续 sync 异常回滚会让同一笔反复推微信
+        _commit_monitor(conn)
+        triggered += 1
+        _notify_target_close(
+            cfg,
+            send_wechat,
+            account_label=account_label,
+            inst_id=inst_id,
+            target=target,
+            idx=idx,
+            result=result,
+            conn=conn,
+        )
+    return triggered

lib/options/options_time_lib.py

@@ -0,0 +1,181 @@
+"""期权业务时区墙钟:库内统一按 APP_TIMEZONE(默认 Asia/Shanghai)存储,不可当 UTC."""
+
+from __future__ import annotations
+
+import os
+import sqlite3
+from datetime import datetime, timezone
+from typing import Any, Optional
+from zoneinfo import ZoneInfo
+
+_APP_TZ = ZoneInfo(
+    (os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
+    or "Asia/Shanghai"
+)
+_MIGRATE_FLAG = "options_ts_utc_wall_to_app_done"
+_SWAP_REPAIR_FLAG = "options_closed_at_note_swap_done"
+
+
+def options_app_tz() -> ZoneInfo:
+    return _APP_TZ
+
+
+def options_app_now_str() -> str:
+    return datetime.now(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
+
+
+def ms_to_options_app_str(ms: Any) -> Optional[str]:
+    """交易所 ms(UTC 绝对时间) → 业务时区墙钟字符串."""
+    try:
+        val = float(ms)
+    except (TypeError, ValueError):
+        return None
+    if val <= 0:
+        return None
+    try:
+        dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone(_APP_TZ)
+        return dt.strftime("%Y-%m-%d %H:%M:%S")
+    except (TypeError, ValueError, OSError, OverflowError):
+        return None
+
+
+def options_wall_clock_to_ms(raw: Any) -> Optional[int]:
+    """业务时区墙钟 → UTC ms(与合约复盘 _local_input_datetime_to_ms 同口径)."""
+    if raw is None or raw == "":
+        return None
+    s = str(raw).strip().replace("T", " ")
+    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
+        try:
+            dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
+            return int(dt.timestamp() * 1000)
+        except ValueError:
+            continue
+    return None
+
+
+def utc_wall_clock_to_app_str(raw: Any) -> Optional[str]:
+    """把误存成 UTC 墙钟的字符串改写为业务时区墙钟(+8 等)."""
+    if raw is None or raw == "":
+        return None
+    s = str(raw).strip().replace("T", " ")
+    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
+        try:
+            dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=timezone.utc)
+            return dt.astimezone(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
+        except ValueError:
+            continue
+    return None
+
+
+def migrate_options_utc_wall_clock_to_app(conn: sqlite3.Connection) -> dict[str, int]:
+    """一次性:历史 UTC 墙钟(SQLite CURRENT_TIMESTAMP / 旧 monitor)改为业务时区.
+
+    幂等:同步状态 options_ts_utc_wall_to_app_done=1 后跳过.
+    """
+    from lib.options.options_review_db import init_options_review_tables
+    from lib.options.options_review_lib import get_sync_state, set_sync_state
+
+    init_options_review_tables(conn)
+    if get_sync_state(conn, _MIGRATE_FLAG) == "1":
+        return {"skipped": 1, "trades": 0, "review": 0, "hidden": 0}
+
+    def _shift_table(table: str, cols: tuple[str, ...]) -> int:
+        try:
+            rows = conn.execute(
+                f"SELECT rowid AS _rid, {', '.join(cols)} FROM {table}"
+            ).fetchall()
+        except sqlite3.Error:
+            return 0
+        n = 0
+        for row in rows:
+            sets: list[str] = []
+            vals: list[Any] = []
+            for col in cols:
+                old = row[col]
+                new = utc_wall_clock_to_app_str(old)
+                if new and str(old or "").strip() != new:
+                    sets.append(f"{col}=?")
+                    vals.append(new)
+            if not sets:
+                continue
+            vals.append(int(row["_rid"]))
+            conn.execute(
+                f"UPDATE {table} SET {', '.join(sets)} WHERE rowid=?",
+                vals,
+            )
+            n += 1
+        return n
+
+    trades = 0
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+        trades = _shift_table("options_trades", ("created_at", "closed_at"))
+    except Exception:
+        trades = 0
+
+    review = _shift_table("options_review_trades", ("opened_at", "closed_at"))
+    hidden = _shift_table("options_review_hidden", ("closed_at",))
+
+    set_sync_state(conn, _MIGRATE_FLAG, "1")
+    return {"skipped": 0, "trades": trades, "review": review, "hidden": hidden}
+
+
+def repair_swapped_closed_at_signal_note(conn: sqlite3.Connection) -> dict[str, int]:
+    """修复 close_option_by_bid1 曾把 signal_note 写入 closed_at 的坏行.
+
+    典型表现: closed_at='翻倍出场'/'目标位平仓', signal_note 反而是时间戳.
+    幂等:同步状态 options_closed_at_note_swap_done=1 后仍扫描可修行(新坏行可再修).
+    """
+    from lib.options.options_review_db import init_options_review_tables
+    from lib.options.options_review_lib import set_sync_state
+
+    init_options_review_tables(conn)
+    trades_fixed = 0
+    review_fixed = 0
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+        rows = conn.execute(
+            """
+            SELECT id, closed_at, signal_note
+            FROM options_trades
+            WHERE status = 'closed'
+              AND closed_at IS NOT NULL
+              AND TRIM(closed_at) != ''
+            """
+        ).fetchall()
+        for row in rows:
+            closed = str(row["closed_at"] or "").strip()
+            note = str(row["signal_note"] or "").strip()
+            if options_wall_clock_to_ms(closed) is not None:
+                continue
+            if options_wall_clock_to_ms(note) is None:
+                continue
+            conn.execute(
+                """
+                UPDATE options_trades
+                SET closed_at = ?, signal_note = ?
+                WHERE id = ?
+                """,
+                (note, closed, int(row["id"])),
+            )
+            trades_fixed += 1
+            hk = f"local_opt:{int(row['id'])}"
+            cur = conn.execute(
+                """
+                UPDATE options_review_trades
+                SET closed_at = ?
+                WHERE history_key = ?
+                  AND (closed_at IS NULL OR TRIM(closed_at) = '' OR closed_at = ?)
+                """,
+                (note, hk, closed),
+            )
+            review_fixed += int(cur.rowcount or 0)
+    except Exception:
+        pass
+
+    set_sync_state(conn, _SWAP_REPAIR_FLAG, "1")
+    return {"trades": trades_fixed, "review": review_fixed}

lib/options/templates/options_panel.html

@@ -0,0 +1,383 @@
+<div class="options-page-wrap" style="grid-column:1/-1" id="options-root"
+     data-default-underly="{{ options_default_underly | default('ETH') }}"
+     data-budget-buffer="{{ options_budget_buffer | default(0.95) }}"
+     data-trade-budget="{{ options_trade_budget | default(10) }}"
+     data-compound-full-enabled="{% if options_compound_full_enabled %}1{% else %}0{% endif %}"
+     data-compound-cap-enabled="{% if options_compound_full_cap_enabled %}1{% else %}0{% endif %}"
+     data-compound-cap-usdc="{{ '%.2f'|format(options_compound_full_cap_usdc|default(300)|float) }}"
+     data-ask-liq-filter="{% if options_chain_ask_liq_filter is defined %}{{ '1' if options_chain_ask_liq_filter else '0' }}{% else %}1{% endif %}">
+    {% set compound_on = options_compound_full_enabled if options_compound_full_enabled is defined else true %}
+    {% if not options_enabled %}
+    <div class="flash" style="margin-bottom:12px">期权未启用:请在 <code>crypto_monitor_okx/.env</code> 设置 <code>OKX_OPTIONS_ENABLED=true</code> 及 <code>OKX_API_*</code>(永续与期权共用),然后 <code>pm2 restart crypto_okx --update-env</code>.</div>
+    {% endif %}
+    {% if options_enabled and options_open_allowed is defined and not options_open_allowed %}
+    <div class="flash" style="margin-bottom:12px">当前交易模式为对冲(永期/期期),不可单独开期权;持仓可在此查看/平仓.切换请到 env「交易模式」.</div>
+    {% endif %}
+
+    <div class="options-dual-grid">
+        <div class="card options-order-card"{% if options_open_allowed is defined and not options_open_allowed %} style="opacity:.72"{% endif %}>
+            <h2>期权下单{% if options_open_allowed is defined and not options_open_allowed %} <small class="muted">(对冲模式已禁用开仓)</small>{% endif %}</h2>
+            <details class="opt-close-rule opt-open-rule">
+                <summary>开平仓规则说明</summary>
+                <div class="opt-close-rule-body">
+                    <p><strong>开仓</strong> · 报价单位为每 1 ETH/BTC;1 张 = 0.01。默认选中<strong>最近一期</strong>到期,可手动改。</p>
+                    <ul>
+                        <li><strong>列表</strong>含卖一/买一;<strong>T 型</strong>仅卖一(买方开仓),中间为跨式双买测算。</li>
+                        <li>环境配置「链上仅显示有卖一」开启时,隐藏无真实卖一或深度不足 1 张的合约(估算价 <strong>~</strong> 亦不显示)。</li>
+                        <li><strong>开仓只认真实卖一价且卖一深度≥1</strong>;无深度时面板显示参考标记价并禁用买入。</li>
+                        <li>链展示近 <span id="opt-chain-dte">14</span> 日到期;列表与 T 型默认<strong>平值 + 实值3档 + 虚值3档</strong>,勾选「展开全部」看全部行权价(若当前为实值/虚值筛选会自动切回「全部」)。</li>
+                        <li>「按可用余额打满」可用额度 = min(交易户可用 USDC, 单笔预算 <strong id="opt-trade-budget">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</strong>),再 × 预算缓冲 <strong id="opt-budget-buf">{{ '%.2f'|format(options_budget_buffer|default(0.95)|float) }}</strong> 算张数(env 可改)。</li>
+                        <li>「全仓复利」用期权交易户<strong>全部可用</strong>×缓冲开仓(不受单笔预算限制);可选开启全仓上限;该模式下仅允许同时 1 笔持仓。</li>
+                        <li><strong>币本位</strong>(env <code>OKX_OPTIONS_MARGIN_MODE=coin</code>):按交易户 USDT×缓冲买满 ETH/BTC 再开满期权;平仓后自动卖回 USDT;对冲仍仅 USDC。有仓勿切换本位。</li>
+                        <li><strong>翻倍出场</strong>:开仓时可勾选;1倍=盈利等于权利金,买一可回收达标后限价平;持仓卡可改倍数或关闭。</li>
+                    </ul>
+                    <p><strong>平仓(买一)</strong> · 平仓前重新读盘口并校验有效流动性;市价平仓已禁用。</p>
+                    <ul>
+                        <li>本轮只锁<strong>买一</strong>:张数 = min(持仓, 买一深度),限价 = 当场买一。</li>
+                        <li>买一不够时只平能吃掉的部分,剩余等下次再点「买一平仓」。</li>
+                        <li>手动平仓只验有效买一(非残档);目标触达后才平,2×权利金只是门控(到 2× 本身不会自动平)。</li>
+                        <li><strong>翻倍出场</strong>:开启后可自选倍数(默认1);1倍=盈利等于权利金,买一可回收达标即限价平;可随时关闭。</li>
+                        <li>全程 <code>reduceOnly</code> 限价卖,不吃买二及以下、不走市价。</li>
+                        <li>币本位平仓后自动卖回 USDT;失败可点持仓区「重试卖回」按交易户全部可用量市价卖出。</li>
+                    </ul>
+                    <p><a href="/options/guide" target="_blank" rel="noopener">打开《期权开平仓与监控说明》</a></p>
+                </div>
+            </details>
+            <div class="form-row options-chain-toolbar">
+                <button type="button" class="btn-secondary opt-uly-btn active" data-uly="ETH">ETH</button>
+                <button type="button" class="btn-secondary opt-uly-btn" data-uly="BTC">BTC</button>
+                <select id="opt-exp-select"><option value="">选择到期日</option></select>
+                <span class="opt-chain-view-group">
+                    <button type="button" class="btn-secondary opt-view-btn active" data-view="list">列表</button>
+                    <button type="button" class="btn-secondary opt-view-btn" data-view="t">T 型</button>
+                </span>
+                <span id="opt-type-btn-group" class="opt-type-btn-group">
+                    <button type="button" class="btn-secondary opt-type-btn active" data-type="C">看涨 Call</button>
+                    <button type="button" class="btn-secondary opt-type-btn" data-type="P">看跌 Put</button>
+                </span>
+                <button type="button" class="btn-secondary opt-money-btn active" data-money="all">全部</button>
+                <button type="button" class="btn-secondary opt-money-btn" data-money="itm">实值</button>
+                <button type="button" class="btn-secondary opt-money-btn" data-money="otm">虚值</button>
+                <label id="opt-strike-expand-wrap" class="opt-strike-expand-label">
+                    <input type="checkbox" id="opt-strike-expand-all"> 展开全部
+                </label>
+                <button type="button" class="btn-secondary" id="opt-load-chain">刷新链</button>
+            </div>
+            <div id="opt-index-line" class="muted"></div>
+            <div class="options-strike-table-wrap" id="opt-strike-table-wrap">
+                <table class="options-strike-table" id="opt-strike-table">
+                    <thead>
+                        <tr id="opt-strike-head-list">
+                            <th>行权价</th>
+                            <th>类型</th>
+                            <th>合约</th>
+                            <th>卖一/张</th>
+                            <th title="USDC:指数÷卖一;币本位:1÷卖一(卖一为币报价)">杠杆</th>
+                            <th>买一/张</th>
+                            <th>到期平衡</th>
+                            <th>平衡价差</th>
+                            <th>操作</th>
+                        </tr>
+                        <tr id="opt-strike-head-t" class="hidden" hidden>
+                            <th colspan="3" class="opt-t-head-call">Call</th>
+                            <th colspan="3" class="opt-t-head-mid">跨式</th>
+                            <th colspan="3" class="opt-t-head-put">Put</th>
+                        </tr>
+                        <tr id="opt-strike-head-t-cols" class="hidden" hidden>
+                            <th>卖一/张</th>
+                            <th>类型</th>
+                            <th>操作</th>
+                            <th>行权价</th>
+                            <th title="Call卖一+Put卖一(每1币)">双买/币</th>
+                            <th title="到期测算平衡带">平衡带</th>
+                            <th>类型</th>
+                            <th>卖一/张</th>
+                            <th>操作</th>
+                        </tr>
+                    </thead>
+                    <tbody id="opt-strike-tbody">
+                        <tr><td colspan="9" class="muted">请选择到期日</td></tr>
+                    </tbody>
+                </table>
+            </div>
+            <div id="opt-order-panel-host" class="opt-order-backdrop" hidden aria-hidden="true">
+                <div id="opt-order-panel" class="opt-order-dialog" role="dialog" aria-modal="true" aria-labelledby="opt-order-dialog-title" style="display:none">
+                    <div class="opt-order-dialog-head">
+                        <h3 class="opt-order-title" id="opt-order-dialog-title">下单</h3>
+                        <button type="button" class="btn-secondary" id="opt-order-close-btn" style="font-size:.72rem;padding:2px 10px">取消</button>
+                    </div>
+                    <div class="opt-order-layout">
+                        <div class="opt-order-main">
+                            <div id="opt-order-inst" class="options-order-inst"></div>
+                            <div class="options-order-grid">
+                                <div><span class="k">卖一/张</span><span id="opt-order-ask" class="v">—</span></div>
+                                <div><span class="k">买一/张</span><span id="opt-order-bid" class="v">—</span></div>
+                                <div><span class="k">参考标记价</span><span id="opt-order-ref-ask" class="v muted">—</span></div>
+                                <div><span class="k">张数</span><span id="opt-order-sheets" class="v">—</span></div>
+                                <div><span class="k" id="opt-order-eth-label">ETH 数量</span><span id="opt-order-eth" class="v">—</span></div>
+                                <div><span class="k">预估权利金</span><span id="opt-order-premium" class="v">—</span></div>
+                                <div><span class="k">合约杠杆</span><span id="opt-order-leverage" class="v" title="名义价值÷权利金,测算用">—</span></div>
+                                <div><span class="k">到期平衡</span><span id="opt-order-expiry-be" class="v">—</span></div>
+                                <div><span class="k">平衡价差</span><span id="opt-order-dist-be" class="v">—</span></div>
+                            </div>
+                            <div class="options-estimate-row">
+                                <div class="opt-est-main">
+                                    <label class="btn-secondary opt-order-chip" for="opt-target-idx" title="仅作到期实值估算参考">目标位(指数)</label>
+                                    <input type="number" id="opt-target-idx" class="opt-target-idx" step="0.1" min="0" placeholder="参考指数·到期实值"
+                                           autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
+                                    <span class="k">预计价值</span>
+                                    <span id="opt-est-value" class="v">—</span>
+                                    <span class="k">盈利</span>
+                                    <span id="opt-est-profit" class="v">—</span>
+                                    <span class="k">盈亏比</span>
+                                    <span id="opt-est-rr" class="v" title="盈利金额÷本合约权利金">—</span>
+                                </div>
+                                <span class="muted opt-est-note">目标位仅参考(按到期实值估);盈亏比=盈利÷权利金;到位后按买一限价平;无止损,到期即止损</span>
+                            </div>
+                            <div class="options-estimate-row opt-profit-exit-row">
+                                <div class="opt-est-main">
+                                    <label class="btn-secondary opt-order-chip" for="opt-profit-exit-enabled" title="开启后监控买一可回收;达标按买一限价平">
+                                        <input type="checkbox" id="opt-profit-exit-enabled">
+                                        <span>翻倍出场</span>
+                                    </label>
+                                    <label class="k" for="opt-profit-exit-mult">倍数</label>
+                                    <input type="number" id="opt-profit-exit-mult" class="opt-profit-exit-mult" min="0.1" step="0.1" value="1"
+                                           autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
+                                </div>
+                                <span class="muted opt-est-note">1倍=盈利等于权利金(可回收≥2×权利金);可开可关,与目标位并行</span>
+                            </div>
+                            <div class="form-row options-order-mode-row">
+                                <div class="opt-size-mode-bar">
+                                    <label class="btn-secondary opt-order-chip opt-size-mode-chip">
+                                        <input type="radio" name="opt-size-mode" value="sheets"{% if not compound_on %} checked{% endif %}>
+                                        <span>指定张数</span>
+                                    </label>
+                                    <input type="number" id="opt-sheets-amount" min="1" step="1" value="1" placeholder="张数"
+                                           autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
+                                    <label class="btn-secondary opt-order-chip opt-size-mode-chip" id="opt-size-mode-budget-wrap"{% if compound_on %} hidden{% endif %}>
+                                        <input type="radio" name="opt-size-mode" value="budget_full"{% if compound_on %} disabled{% endif %}>
+                                        <span>按可用余额打满</span>
+                                    </label>
+                                    <label class="btn-secondary opt-order-chip opt-size-mode-chip" id="opt-size-mode-compound-wrap"{% if not compound_on %} hidden{% endif %}>
+                                        <input type="radio" name="opt-size-mode" value="compound_full"{% if compound_on %} checked{% endif %}{% if not compound_on %} disabled{% endif %}>
+                                        <span>全仓复利</span>
+                                    </label>
+                                    <label class="btn-secondary opt-order-chip opt-size-mode-chip">
+                                        <input type="radio" name="opt-size-mode" value="eth_amount" id="opt-size-mode-eth">
+                                        <span>指定币数量</span>
+                                    </label>
+                                    <input type="number" id="opt-eth-amount" min="0.01" step="0.01" placeholder="如 0.5" style="display:none"
+                                           autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
+                                </div>
+                                <p class="muted opt-budget-full-hint" id="opt-budget-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
+                                    余额 &gt; 单笔预算(<span id="opt-budget-full-cap">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</span>U)时按预算;余额不足时按余额;再乘预算缓冲算张数。
+                                </p>
+                                <p class="muted opt-compound-full-hint" id="opt-compound-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
+                                    用期权交易户全部可用×缓冲开仓;不受单笔预算限制。<span id="opt-compound-cap-line">全仓上限关闭</span>。仅允许同时持有 1 笔仓位。
+                                </p>
+                                <input type="text" id="opt-signal-note" name="opt_signal_note" class="opt-signal-note" placeholder="备注(关键位说明)"
+                                       autocomplete="off" autocorrect="off" autocapitalize="off" spellcheck="false"
+                                       data-lpignore="true" data-1p-ignore="true" data-form-type="other" readonly>
+                            </div>
+                            <div class="opt-order-dialog-actions">
+                                <button type="button" class="btn-primary" id="opt-open-btn">限价买入 @ 卖一</button>
+                                <button type="button" class="btn-secondary" id="opt-order-cancel-btn">取消</button>
+                            </div>
+                            <div id="opt-order-msg" class="muted"></div>
+                        </div>
+                    </div>
+                </div>
+            </div>
+        </div>
+
+        <div class="card options-pos-card-wrap">
+            <div class="options-pos-head">
+                <h2>持仓</h2>
+                <div class="options-pos-head-actions">
+                    <span id="opt-bridge-sell-hint" class="muted opt-bridge-sell-hint" hidden></span>
+                    <button type="button" class="btn-secondary opt-retry-sell-coin-btn" id="opt-retry-sell-coin" hidden title="市价卖出交易账户全部可用标的币换回 USDT">重试卖回</button>
+                    <button type="button" class="btn-secondary" id="opt-refresh-positions">刷新</button>
+                </div>
+            </div>
+            <div class="options-pos-tabs" role="tablist" aria-label="持仓面板">
+                <button type="button" class="btn-secondary opt-pos-tab active" data-opt-pos-tab="live" role="tab" aria-selected="true" id="opt-pos-tab-live">当前持仓</button>
+                <button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="pending" role="tab" aria-selected="false" id="opt-pos-tab-pending">当前委托</button>
+                <button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="stats" role="tab" aria-selected="false" id="opt-pos-tab-stats">数据统计</button>
+                <button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="history" role="tab" aria-selected="false" id="opt-pos-tab-history">期权历史</button>
+            </div>
+            <div class="options-pos-tab-body">
+                <div class="options-pos-pane is-active" data-opt-pos-pane="live" role="tabpanel" aria-labelledby="opt-pos-tab-live">
+                    <div id="opt-target-monitors" class="opt-target-monitors" hidden>
+                        <div class="opt-target-monitors-head">目标监控</div>
+                        <div id="opt-target-monitors-list"></div>
+                    </div>
+                    <div id="opt-pos-live" class="panel-scroll pos-list options-pos-live-pane">
+                        <div class="pos-empty" id="opt-pos-empty">暂无持仓</div>
+                        <div id="opt-pos-cards"></div>
+                    </div>
+                </div>
+                <div class="options-pos-pane" data-opt-pos-pane="pending" role="tabpanel" aria-labelledby="opt-pos-tab-pending" hidden>
+                    <div class="opt-pos-pending-pane">
+                        <div class="opt-order-pending-head">
+                            <p class="muted opt-pending-ttl-hint" id="opt-pending-ttl-hint" style="margin:0;flex:1">平仓限价超 10 分未成交将自动撤销</p>
+                            <button type="button" class="btn-secondary" id="opt-pending-refresh">刷新</button>
+                        </div>
+                        <div id="opt-pending-list" class="opt-pending-list opt-pending-list--tab">
+                            <div class="muted opt-pending-empty">暂无未成交委托</div>
+                        </div>
+                    </div>
+                </div>
+                <div class="options-pos-pane" data-opt-pos-pane="stats" role="tabpanel" aria-labelledby="opt-pos-tab-stats" hidden>
+                    <div class="options-stats-panel">
+                        <div class="options-stats-pnl-summary" id="opt-stats-pnl-summary">
+                            <div class="options-stat-item opt-stats-net-item">
+                                <span class="k">合计盈亏</span>
+                                <span class="v" id="opt-stats-total-pnl">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">已平净盈亏</span>
+                                <span class="v" id="opt-stats-net-realized">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">持仓浮盈</span>
+                                <span class="v" id="opt-stats-open-float">—</span>
+                            </div>
+                        </div>
+                        <div class="options-stats-charts">
+                            <div class="opt-stats-chart opt-stats-chart--ring">
+                                <div class="opt-stats-ring" id="opt-stats-ring" style="--win-pct: 0">
+                                    <span class="opt-stats-ring-label" id="opt-stats-ring-label">—</span>
+                                </div>
+                                <span class="opt-stats-chart-caption">胜率</span>
+                            </div>
+                            <div class="opt-stats-chart opt-stats-chart--pnl">
+                                <div class="opt-stats-bar-row">
+                                    <span class="k">平均盈利</span>
+                                    <div class="opt-stats-bar-track">
+                                        <div class="opt-stats-bar-fill opt-stats-bar-fill--profit" id="opt-stats-bar-profit"></div>
+                                    </div>
+                                    <span class="v pos-pnl-profit" id="opt-stats-bar-profit-label">—</span>
+                                </div>
+                                <div class="opt-stats-bar-row">
+                                    <span class="k">平均亏损</span>
+                                    <div class="opt-stats-bar-track">
+                                        <div class="opt-stats-bar-fill opt-stats-bar-fill--loss" id="opt-stats-bar-loss"></div>
+                                    </div>
+                                    <span class="v pos-pnl-loss" id="opt-stats-bar-loss-label">—</span>
+                                </div>
+                            </div>
+                        </div>
+                        <div class="opt-stats-chart opt-stats-chart--hold">
+                            <div class="opt-stats-chart-title">持仓时长对比</div>
+                            <div class="opt-stats-bar-row">
+                                <span class="k">盈单</span>
+                                <div class="opt-stats-bar-track">
+                                    <div class="opt-stats-bar-fill opt-stats-bar-fill--profit" id="opt-stats-bar-win-hold"></div>
+                                </div>
+                                <span class="v" id="opt-stats-win-hold-label">—</span>
+                            </div>
+                            <div class="opt-stats-bar-row">
+                                <span class="k">亏单</span>
+                                <div class="opt-stats-bar-track">
+                                    <div class="opt-stats-bar-fill opt-stats-bar-fill--loss" id="opt-stats-bar-loss-hold"></div>
+                                </div>
+                                <span class="v" id="opt-stats-loss-hold-label">—</span>
+                            </div>
+                        </div>
+                        <div class="options-stats-grid">
+                            <div class="options-stat-item">
+                                <span class="k">胜率</span>
+                                <span class="v" id="opt-stats-winrate">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">盈亏比</span>
+                                <span class="v" id="opt-stats-plr">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">已平笔数</span>
+                                <span class="v" id="opt-stats-closed">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">平均盈利</span>
+                                <span class="v pos-pnl-profit" id="opt-stats-profit">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">平均亏损</span>
+                                <span class="v pos-pnl-loss" id="opt-stats-loss">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">均持仓</span>
+                                <span class="v" id="opt-stats-avg-hold">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">盈单持仓</span>
+                                <span class="v" id="opt-stats-win-hold">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">亏单持仓</span>
+                                <span class="v" id="opt-stats-loss-hold">—</span>
+                            </div>
+                            <div class="options-stat-item">
+                                <span class="k">持仓中</span>
+                                <span class="v" id="opt-stats-open-hold">—</span>
+                            </div>
+                        </div>
+                    </div>
+                </div>
+                <div class="options-pos-pane" data-opt-pos-pane="history" role="tabpanel" aria-labelledby="opt-pos-tab-history" hidden>
+                    <div class="options-history-table-wrap">
+                        <table class="options-strike-table opt-history-table" id="opt-history-table">
+                            <thead>
+                                <tr>
+                                    <th>合约</th>
+                                    <th>张数</th>
+                                    <th>权利金</th>
+                                    <th>状态</th>
+                                    <th>盈亏</th>
+                                    <th>时间</th>
+                                    <th>操作</th>
+                                </tr>
+                            </thead>
+                            <tbody id="opt-history-tbody">
+                                <tr><td colspan="7" class="muted">加载中…</td></tr>
+                            </tbody>
+                        </table>
+                    </div>
+                </div>
+            </div>
+            <details class="opt-pos-transfer" id="opt-pos-transfer">
+                <summary class="opt-pos-transfer-head">
+                    <span class="opt-pos-transfer-title">划转</span>
+                    <span class="opt-pos-transfer-open-hint muted">收起</span>
+                    <span class="opt-pos-transfer-closed-hint muted">展开</span>
+                </summary>
+                <div class="opt-pos-transfer-body">
+                    <div class="options-settings-subtitle">账户内划转</div>
+                    <div class="form-row opt-pos-transfer-form" autocomplete="off">
+                        <input type="text" name="username" autocomplete="username" tabindex="-1" aria-hidden="true"
+                               style="position:absolute;left:-9999px;width:1px;height:1px;opacity:0" value="">
+                        <select id="opt-pos-xfer-ccy" aria-label="币种" autocomplete="off">
+                            <option value="USDT" selected>USDT</option>
+                            <option value="USDC">USDC</option>
+                        </select>
+                        <select id="opt-pos-xfer-from" aria-label="划出账户">
+                            <option value="funding" selected>from: 资金</option>
+                            <option value="trading">from: 交易</option>
+                        </select>
+                        <select id="opt-pos-xfer-to" aria-label="划入账户">
+                            <option value="trading" selected>to: 交易</option>
+                            <option value="funding">to: 资金</option>
+                        </select>
+                        <input type="number" id="opt-pos-xfer-amount" name="cm_opt_pos_xfer_amt" min="0.01" step="0.01" placeholder="数量"
+                               autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-bwignore="true" data-form-type="other" readonly>
+                        <button type="button" class="btn-secondary btn-sm" id="opt-pos-xfer-all-btn">全部划转</button>
+                        <button type="button" class="btn-primary btn-sm" id="opt-pos-xfer-btn">划转</button>
+                    </div>
+                    <div id="opt-pos-xfer-msg" class="muted opt-pos-xfer-msg"></div>
+                </div>
+            </details>
+        </div>
+    </div>
+</div>
+<script src="/static/options_expiry_countdown.js?v=1"></script>
+<script src="/static/options_panel.js?v=70"></script>

lib/options/templates/options_review_panel.html

@@ -0,0 +1,450 @@
+{# OKX 期权复盘:交易记录 → 复盘表单 → 复盘记录 → 统计 #}
+<div class="options-review-wrap" id="options-review-root" style="grid-column:1/-1">
+    {% if not options_enabled %}
+    <div class="flash" style="margin-bottom:12px;font-size:.82rem">期权未启用:请设置 <code>OKX_OPTIONS_ENABLED=true</code> 后重启.</div>
+    {% endif %}
+
+    <style>
+        .options-review-wrap{font-size:.82rem;display:flex;flex-direction:column;gap:14px}
+        .options-review-wrap h2,.options-review-wrap h3{margin:0}
+        .or-page-head{
+          display:flex;align-items:center;gap:10px;flex-wrap:wrap;
+          padding:2px 2px 0;
+        }
+        .or-page-head h2{font-size:1.05rem;font-weight:650;margin-right:auto;letter-spacing:.02em}
+        .or-section{
+          margin:0;padding:14px 16px 16px;
+          border:1px solid var(--or-border, rgba(127,127,127,.28));
+          border-radius:12px;
+          background:var(--or-section-bg, rgba(18,23,38,.55));
+          box-shadow:var(--or-section-shadow, 0 1px 0 rgba(255,255,255,.03) inset);
+          color:var(--or-text, inherit);
+        }
+        .or-section-head{
+          display:flex;align-items:flex-start;gap:10px;flex-wrap:wrap;
+          margin-bottom:12px;padding-bottom:10px;
+          border-bottom:1px solid var(--or-border-soft, rgba(127,127,127,.22));
+        }
+        .or-section-head > div{min-width:0;flex:1}
+        .or-step{
+          flex-shrink:0;width:1.55rem;height:1.55rem;border-radius:999px;
+          display:inline-flex;align-items:center;justify-content:center;
+          font-size:.72rem;font-weight:700;
+          background:var(--or-accent-bg, rgba(99,102,241,.28));
+          color:var(--or-accent-fg, #c7c9ff);
+          border:1px solid var(--or-accent-border, rgba(129,140,248,.45));
+        }
+        .or-section-title{font-size:.95rem;font-weight:650;line-height:1.3;color:var(--or-title, inherit)}
+        .or-section-desc{margin:4px 0 0;font-size:.72rem;opacity:.72;line-height:1.45;color:var(--or-muted, inherit)}
+        .or-tabs{display:flex;gap:6px;flex-wrap:wrap;margin-bottom:8px}
+        .or-toolbar{display:flex;flex-direction:column;gap:0;margin:0}
+        .or-tab{
+          border:1px solid var(--or-border, rgba(127,127,127,.35));background:transparent;color:inherit;
+          padding:6px 12px;border-radius:8px;cursor:pointer;font-size:.78rem;
+        }
+        .or-tab.active{
+          background:var(--or-accent-bg, rgba(99,102,241,.28));
+          border-color:var(--or-accent-border, rgba(129,140,248,.55));
+          color:var(--or-accent-fg, #e8e9ff);font-weight:600;
+        }
+        .or-filters{
+          display:flex;flex-wrap:wrap;gap:8px;align-items:center;
+          margin:0;padding:10px 12px;border-radius:10px;
+          background:var(--or-filters-bg, rgba(0,0,0,.22));
+          border:1px solid var(--or-border-soft, rgba(127,127,127,.18));
+        }
+        .or-filters select,.or-filters input[type="search"],.or-filters input[type="datetime-local"]{
+          font-size:.76rem;min-height:2rem;
+        }
+        .or-filters #or-filter-q{max-width:168px}
+        .or-filters label{display:flex;align-items:center;gap:5px;font-size:.72rem;opacity:.85}
+        .or-badge{
+          display:inline-block;padding:1px 7px;border-radius:999px;
+          background:var(--or-badge-bg, rgba(127,127,127,.22));font-size:.7rem;vertical-align:middle;
+        }
+        .or-list-title{display:none}
+        .or-trades-table,.or-reviewed-table{font-size:.78rem}
+        .or-trades-table tr.or-row-active{
+          outline:1px solid var(--or-accent-border, rgba(129,140,248,.55));
+          background:var(--or-row-active-bg, rgba(99,102,241,.1));
+        }
+        .or-reviewed-table tbody tr{cursor:pointer}
+        .or-reviewed-table tbody tr:hover{background:var(--or-row-hover-bg, rgba(99,102,241,.08))}
+        .or-pager{
+          display:flex;align-items:center;gap:8px;margin-top:10px;
+          padding-top:8px;border-top:1px dashed var(--or-border-soft, rgba(127,127,127,.2));font-size:.74rem;
+        }
+        .or-list-loading{opacity:.55;pointer-events:none;transition:opacity .12s ease}
+        .or-trades-table-wrap,.or-reviewed-table-wrap{min-height:9.5rem;overflow-x:auto}
+        .or-reviewed-table{min-width:980px}
+        .or-kpi-row{
+          display:grid;grid-template-columns:repeat(6,minmax(0,1fr));
+          gap:8px;margin-bottom:12px;
+        }
+        .or-kpi-tile{
+          border:1px solid var(--or-border-soft, rgba(127,127,127,.22));border-radius:10px;
+          padding:10px 12px;background:var(--or-tile-bg, rgba(0,0,0,.2));min-width:0;
+        }
+        .or-kpi-label{font-size:.7rem;opacity:.7;margin-bottom:4px}
+        .or-kpi-value{font-size:.95rem;font-weight:650;letter-spacing:.01em;word-break:break-all}
+        .or-stats-grid{
+          display:grid;grid-template-columns:repeat(auto-fit,minmax(220px,1fr));gap:10px;
+        }
+        .or-stat-card{
+          border:1px solid var(--or-border-soft, rgba(127,127,127,.22));border-radius:10px;
+          padding:10px 12px;background:var(--or-tile-bg, rgba(0,0,0,.16));font-size:.76rem;
+        }
+        .or-stat-card-title{
+          font-weight:650;margin-bottom:8px;font-size:.78rem;
+          padding-bottom:6px;border-bottom:1px solid var(--or-border-soft, rgba(127,127,127,.18));
+        }
+        .or-stat-row{
+          display:flex;justify-content:space-between;align-items:baseline;gap:10px;
+          padding:5px 0;border-bottom:1px solid var(--or-border-faint, rgba(127,127,127,.1));
+        }
+        .or-stat-row:last-child{border-bottom:none;padding-bottom:0}
+        .or-stat-key{opacity:.9;min-width:0;overflow:hidden;text-overflow:ellipsis}
+        .or-stat-val{flex-shrink:0;font-variant-numeric:tabular-nums;opacity:.85}
+        .or-journal-card{font-size:.78rem}
+        .or-journal-card h2{font-size:.92rem}
+        .or-journal-card input,
+        .or-journal-card select,
+        .or-journal-card textarea,
+        .or-journal-card button{font-size:.76rem}
+        .or-journal-card .or-form-grid,
+        .or-journal-card .or-form-grid2{
+          display:grid;grid-template-columns:repeat(auto-fit,minmax(120px,1fr));gap:6px;margin-bottom:6px;
+        }
+        .or-journal-card .or-mood-grid{display:flex;flex-wrap:wrap;gap:6px 12px;margin:8px 0;font-size:.74rem}
+        .or-journal-card .muted,.or-journal-card .sub{font-size:.7rem}
+        .or-journal-card.hidden{display:none!important}
+        .or-detail-backdrop{
+          position:fixed;inset:0;z-index:1300;
+          display:flex;align-items:center;justify-content:center;
+          padding:16px;background:var(--or-backdrop, rgba(0,0,0,.72));
+        }
+        .or-detail-backdrop[hidden]{display:none!important}
+        .or-img-lightbox{
+          position:fixed;inset:0;z-index:2200;
+          display:flex;align-items:center;justify-content:center;
+          padding:16px;background:rgba(0,0,0,.86);cursor:zoom-out;
+        }
+        .or-img-lightbox[hidden]{display:none!important}
+        .or-img-lightbox img{
+          max-width:min(96vw,1200px);max-height:92vh;
+          object-fit:contain;border-radius:8px;
+          box-shadow:0 12px 40px rgba(0,0,0,.55);
+        }
+        .or-detail-modal{
+          width:min(96vw,920px);max-height:90vh;overflow:auto;
+          background:var(--or-modal-bg, var(--card-bg, #121726));color:var(--or-text, inherit);
+          border:1px solid var(--or-border, rgba(127,127,127,.35));border-radius:10px;
+          padding:14px 16px 18px;box-shadow:var(--or-modal-shadow, 0 12px 40px rgba(0,0,0,.45));
+        }
+        .or-detail-modal-head{display:flex;align-items:center;gap:8px;margin-bottom:10px}
+        .or-detail-modal-head h3{margin:0;margin-right:auto;font-size:.95rem;color:var(--or-title, inherit)}
+        .or-detail-grid{display:grid;grid-template-columns:repeat(auto-fit,minmax(140px,1fr));gap:6px 12px;font-size:.76rem;margin-bottom:8px}
+        .or-detail-images{
+          display:grid;grid-template-columns:repeat(2,minmax(0,1fr));
+          gap:10px;margin:10px 0 4px;
+        }
+        .or-detail-img-cell{
+          min-width:0;border:1px solid var(--or-border-soft, rgba(127,127,127,.25));border-radius:8px;
+          padding:8px;display:flex;flex-direction:column;gap:6px;
+          background:var(--or-tile-bg, rgba(0,0,0,.18));
+        }
+        .or-detail-img-label{font-size:.72rem;opacity:.85;font-weight:600}
+        .or-detail-img-thumb{
+          width:100%;max-height:280px;object-fit:contain;
+          border-radius:6px;cursor:zoom-in;background:var(--or-img-bg, rgba(0,0,0,.25));
+        }
+        .or-detail-img-miss{
+          min-height:120px;display:flex;align-items:center;justify-content:center;
+          font-size:.72rem;opacity:.65;border-radius:6px;background:rgba(127,127,127,.12);
+        }
+        .or-slot-thumb{
+          display:block;margin-top:6px;max-width:160px;max-height:90px;
+          object-fit:contain;border-radius:4px;border:1px solid var(--or-border, rgba(127,127,127,.3));
+          background:var(--or-img-bg, rgba(0,0,0,.2));cursor:zoom-in;
+        }
+        @media (max-width:900px){
+          .or-kpi-row{grid-template-columns:repeat(3,minmax(0,1fr))}
+        }
+        @media (max-width:640px){
+          .or-kpi-row{grid-template-columns:repeat(2,minmax(0,1fr))}
+          .or-detail-images{grid-template-columns:1fr}
+          .or-detail-img-thumb{max-height:220px}
+        }
+    </style>
+
+    <div class="or-page-head">
+        <h2>期权复盘</h2>
+        <span class="muted" id="or-sync-status" style="font-size:.72rem"></span>
+        <button type="button" class="btn-secondary" id="or-reload-btn" style="font-size:.76rem;padding:4px 10px">刷新</button>
+    </div>
+
+    {# Tab + 筛选:放在各内容卡片上方,全局作用于下方列表/统计 #}
+    <div class="or-toolbar">
+        <div class="or-tabs" role="tablist" aria-label="复盘分类" data-okx-trade-mode="{{ okx_trade_mode|default('options') }}">
+            {% if okx_trade_mode|default('options') == 'options' %}
+            <button type="button" class="or-tab active" data-source="option_spot" role="tab">期权交易记录</button>
+            {% elif okx_trade_mode == 'options_options' %}
+            <button type="button" class="or-tab active" data-source="options_options" role="tab">期期对冲记录</button>
+            {% elif okx_trade_mode == 'perp_options' %}
+            <button type="button" class="or-tab active" data-source="perp_options" role="tab">永期对冲记录</button>
+            {% else %}
+            <button type="button" class="or-tab active" data-source="option_spot" role="tab">期权交易记录</button>
+            {% endif %}
+        </div>
+        <div class="or-filters">
+            <select id="or-filter-uly" autocomplete="off">
+                <option value="">标的:全部</option>
+                <option value="ETH">ETH</option>
+                <option value="BTC">BTC</option>
+            </select>
+            <select id="or-filter-opt" autocomplete="off">
+                <option value="">Call/Put:全部</option>
+                <option value="C">Call</option>
+                <option value="P">Put</option>
+            </select>
+            <input type="text" name="username" autocomplete="username" tabindex="-1" aria-hidden="true"
+                   style="position:absolute;left:-9999px;width:1px;height:1px;opacity:0" value="">
+            <input type="search" id="or-filter-q" name="or_filter_q" placeholder="搜索标的/合约/策略"
+                   autocomplete="off" autocorrect="off" autocapitalize="off" spellcheck="false"
+                   data-lpignore="true" data-1p-ignore="true" data-form-type="other" readonly>
+            <input type="datetime-local" id="or-filter-from" title="平仓起" autocomplete="off">
+            <input type="datetime-local" id="or-filter-to" title="平仓止" autocomplete="off">
+            {% if okx_trade_mode|default('options') == 'options' %}
+            <label class="muted">
+                <input type="checkbox" id="or-include-hedge-legs"> 含已归属对冲的期权腿
+            </label>
+            {% endif %}
+        </div>
+    </div>
+
+    {# 1. 交易记录 #}
+    <section class="or-section" aria-labelledby="or-list-title">
+        <div class="or-section-head">
+            <span class="or-step" aria-hidden="true">1</span>
+            <div>
+                <div class="or-section-title" id="or-list-title">期权交易记录</div>
+                <p class="or-section-desc">点「复盘」填写表单；已复盘仍保留在此，也可在下方查看详情。</p>
+            </div>
+        </div>
+        <div class="options-strike-table-wrap or-trades-table-wrap" id="or-trades-wrap">
+            <table class="options-strike-table or-trades-table" id="or-trades-table">
+                <thead>
+                    <tr>
+                        <th>类型</th>
+                        <th>标的/合约</th>
+                        <th>盈亏</th>
+                        <th>开仓时间</th>
+                        <th>平仓时间</th>
+                        <th>持有</th>
+                        <th>操作</th>
+                    </tr>
+                </thead>
+                <tbody id="or-trades-tbody">
+                    <tr><td colspan="7" class="muted">加载中…</td></tr>
+                </tbody>
+            </table>
+        </div>
+        <div class="or-pager" id="or-trades-pager">
+            <button type="button" class="btn-secondary" id="or-trades-prev" style="font-size:.72rem;padding:2px 8px">上一页</button>
+            <span class="muted" id="or-trades-page-label">第 1 / 1 页</span>
+            <button type="button" class="btn-secondary" id="or-trades-next" style="font-size:.72rem;padding:2px 8px">下一页</button>
+        </div>
+    </section>
+
+    {# 2. 复盘上传(默认隐藏) #}
+    <section class="or-section journal-card or-journal-card hidden" id="or-journal-card">
+        <div class="or-section-head">
+            <span class="or-step" aria-hidden="true">✎</span>
+            <div>
+                <div class="or-section-title">填写复盘</div>
+                <p class="or-section-desc" id="or-journal-summary">截图槽位 5m / 15m / 1h / 4h，选文件后即时上传。</p>
+            </div>
+        </div>
+        <div class="or-journal-body">
+        <form id="or-journal-form" onsubmit="return false;">
+            <input type="hidden" id="or-trade-id" value="">
+            <input type="hidden" id="or-draft-id" value="">
+            <div class="or-form-grid">
+                <input type="datetime-local" id="or-f-open" title="开仓时间" autocomplete="off">
+                <input type="datetime-local" id="or-f-close" title="平仓时间" autocomplete="off">
+                <input type="text" id="or-f-coin" name="or_f_coin" placeholder="标的(如 ETH)"
+                       autocomplete="off" autocorrect="off" autocapitalize="off" spellcheck="false"
+                       data-lpignore="true" data-1p-ignore="true" data-form-type="other">
+                <input type="text" id="or-f-inst" name="or_f_inst" placeholder="合约/计划"
+                       autocomplete="off" autocorrect="off" autocapitalize="off" spellcheck="false"
+                       data-lpignore="true" data-1p-ignore="true" data-form-type="other">
+                <input type="text" id="or-f-pnl" name="or_f_pnl" placeholder="盈亏(U)"
+                       autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
+                <input type="text" id="or-f-hold" name="or_f_hold" placeholder="持有时长" readonly autocomplete="off">
+            </div>
+            <div class="or-form-grid2">
+                <select id="or-f-strategy" title="策略标签" required>
+                    <option value="">策略标签</option>
+                </select>
+                <select id="or-f-direction" title="方向判断">
+                    <option value="">方向判断</option>
+                </select>
+                <select id="or-f-exit" title="离场原因">
+                    <option value="">离场原因</option>
+                    <option value="止盈">止盈</option>
+                    <option value="止损">止损</option>
+                    <option value="到期">到期</option>
+                    <option value="目标价">目标价</option>
+                    <option value="手动平仓">手动平仓</option>
+                    <option value="其他">其他</option>
+                </select>
+                <select id="or-f-followed" title="是否按计划">
+                    <option value="">是否按计划</option>
+                    <option value="是">是</option>
+                    <option value="否">否</option>
+                    <option value="部分">部分</option>
+                </select>
+                <select id="or-f-result" title="结果标签">
+                    <option value="">结果标签</option>
+                    <option value="盈利">盈利</option>
+                    <option value="亏损">亏损</option>
+                    <option value="持平">持平</option>
+                </select>
+            </div>
+            <select id="or-f-entry" title="入场逻辑" style="width:100%;margin-bottom:6px;box-sizing:border-box">
+                <option value="">入场逻辑</option>
+            </select>
+
+            <div class="journal-upload-slots" id="or-upload-slots">
+                {% for tf in ['5m', '15m', '1h', '4h'] %}
+                <div class="journal-upload-row" data-tf="{{ tf }}">
+                    <span class="journal-upload-slot-label">{{ tf }}</span>
+                    <input type="file" accept="image/*" class="or-upload-input" data-tf="{{ tf }}">
+                    <input type="hidden" class="or-upload-hidden" data-tf="{{ tf }}" value="">
+                    <span class="journal-upload-status or-upload-status" data-tf="{{ tf }}" aria-live="polite"></span>
+                </div>
+                {% endfor %}
+            </div>
+            <p class="sub journal-upload-hint">可只传部分周期;选文件后即时上传</p>
+
+            <div class="form-row or-chart-options journal-chart-options hidden" id="or-chart-options" style="flex-wrap:wrap;align-items:center">
+                <label style="display:flex;align-items:center;gap:6px;font-size:.82rem">
+                    <input type="checkbox" id="or-exchange-chart" value="true">
+                    保存后后台生成 K 线图并作为截图(不阻塞保存)
+                </label>
+                <label style="font-size:.82rem;color:#9aa">周期1</label>
+                <select id="or-chart-tf1" style="min-width:72px">
+                    {% for tf in journal_chart_tf_choices %}
+                    <option value="{{ tf }}" {% if tf == journal_chart_default_tf1 %}selected{% endif %}>{{ tf }}</option>
+                    {% endfor %}
+                </select>
+                <label style="font-size:.82rem;color:#9aa">周期2</label>
+                <select id="or-chart-tf2" style="min-width:72px">
+                    {% for tf in journal_chart_tf_choices %}
+                    <option value="{{ tf }}" {% if tf == journal_chart_default_tf2 %}selected{% endif %}>{{ tf }}</option>
+                    {% endfor %}
+                </select>
+                <label style="font-size:.82rem;color:#9aa">K线数</label>
+                <select id="or-chart-limit" style="min-width:72px">
+                    {% for n in [100, 150, 200, 250, 300, 400, 500] %}
+                    <option value="{{ n }}" {% if n == journal_chart_default_limit %}selected{% endif %}>{{ n }}</option>
+                    {% endfor %}
+                </select>
+                <label style="font-size:.82rem;color:#9aa">K线截止</label>
+                <select id="or-chart-anchor" style="min-width:96px" title="K线窗口右端对齐的时间">
+                    <option value="close" {% if journal_chart_default_anchor == 'close' %}selected{% endif %}>平仓时间</option>
+                    <option value="now" {% if journal_chart_default_anchor == 'now' %}selected{% endif %}>当前时间</option>
+                </select>
+            </div>
+            <div class="sub or-chart-hint hidden" id="or-chart-hint" style="font-size:.72rem;margin-top:2px;margin-bottom:0">纯期权:按标的永续画双周期上下图;只按时间标记进场/出场,不标止损;有手动截图时不自动生成</div>
+
+            <div class="or-mood-grid mood-grid">
+                <label><input type="checkbox" class="or-mood" value="怕踏空">怕踏空</label>
+                <label><input type="checkbox" class="or-mood" value="报复开仓">报复开仓</label>
+                <label><input type="checkbox" class="or-mood" value="盈利飘了">盈利飘了</label>
+                <label><input type="checkbox" class="or-mood" value="拿不住单">拿不住单</label>
+                <label><input type="checkbox" class="or-mood" value="扛单">扛单</label>
+                <label><input type="checkbox" class="or-mood" value="重仓违规">重仓违规</label>
+            </div>
+            <textarea id="or-f-note" rows="2" placeholder="备注" style="width:100%;box-sizing:border-box"></textarea>
+            <div class="form-row" style="margin-top:8px;gap:6px">
+                <button type="button" class="btn" id="or-save-btn">保存复盘记录</button>
+                <button type="button" class="btn-secondary" id="or-clear-btn">取消</button>
+                <button type="button" class="btn-secondary" id="or-del-btn">删除复盘内容</button>
+                <span class="muted" id="or-save-status"></span>
+            </div>
+            <div id="or-legs-host" style="margin-top:10px;font-size:.74rem"></div>
+        </form>
+        </div>
+    </section>
+
+    {# 3. 已复盘记录 #}
+    <section class="or-section" aria-labelledby="or-reviewed-heading">
+        <div class="or-section-head">
+            <span class="or-step" aria-hidden="true">2</span>
+            <div>
+                <div class="or-section-title" id="or-reviewed-heading">复盘记录</div>
+                <p class="or-section-desc">已保存的复盘内容，点一行查看详情与截图。</p>
+            </div>
+        </div>
+        <div class="options-strike-table-wrap or-reviewed-table-wrap" id="or-reviewed-wrap">
+            <table class="options-strike-table or-reviewed-table" id="or-reviewed-table">
+                <thead>
+                    <tr>
+                        <th>类型</th>
+                        <th>标的/合约</th>
+                        <th>方向</th>
+                        <th>盈亏</th>
+                        <th>开仓时间</th>
+                        <th>平仓时间</th>
+                        <th>持仓时长</th>
+                        <th>策略</th>
+                        <th>入场逻辑</th>
+                        <th>结果</th>
+                        <th>复盘时间</th>
+                    </tr>
+                </thead>
+                <tbody id="or-reviewed-tbody">
+                    <tr><td colspan="11" class="muted">加载中…</td></tr>
+                </tbody>
+            </table>
+        </div>
+        <div class="or-pager" id="or-reviewed-pager">
+            <button type="button" class="btn-secondary" id="or-reviewed-prev" style="font-size:.72rem;padding:2px 8px">上一页</button>
+            <span class="muted" id="or-reviewed-page-label">第 1 / 1 页</span>
+            <button type="button" class="btn-secondary" id="or-reviewed-next" style="font-size:.72rem;padding:2px 8px">下一页</button>
+        </div>
+    </section>
+
+    {# 详情 / 放大 #}
+    <div id="or-detail-backdrop" class="or-detail-backdrop" hidden>
+        <div class="or-detail-modal" role="dialog" aria-modal="true" aria-labelledby="or-detail-title" id="or-detail-panel">
+            <div class="or-detail-modal-head">
+                <h3 id="or-detail-title">复盘详情</h3>
+                <button type="button" class="btn-secondary" id="or-detail-edit-btn" style="font-size:.72rem;padding:2px 8px">编辑</button>
+                <button type="button" class="btn-secondary" id="or-detail-close-btn" style="font-size:.72rem;padding:2px 8px">关闭</button>
+            </div>
+            <div class="or-detail-grid" id="or-detail-meta"></div>
+            <div id="or-detail-text" style="font-size:.76rem;line-height:1.5;margin-bottom:8px"></div>
+            <div class="or-detail-images" id="or-detail-images"></div>
+        </div>
+    </div>
+    <div id="or-img-lightbox" class="or-img-lightbox" hidden>
+        <img id="or-img-lightbox-img" src="" alt="截图放大">
+    </div>
+
+    {# 4. 统计 #}
+    <section class="or-section" aria-labelledby="or-stats-heading">
+        <div class="or-section-head">
+            <span class="or-step" aria-hidden="true">3</span>
+            <div>
+                <div class="or-section-title" id="or-stats-heading">统计</div>
+                <p class="or-section-desc">跟随上方 Tab 与筛选条件汇总。</p>
+            </div>
+        </div>
+        <div id="or-kpi" class="or-kpi-row"></div>
+        <div id="or-stats-groups" class="or-stats-grid"></div>
+    </section>
+</div>
+
+<script src="/static/options_review.js?v=23"></script>

lib/options/templates/options_settings_panel.html

@@ -0,0 +1,3 @@
+{# 期权设置脚本挂载点(卡片在 settings_panel 中拆分) #}
+<div id="options-settings-root" hidden></div>
+<script src="/static/options_settings.js?v=10"></script>

lib/options/templates/options_settings_swap.html

@@ -0,0 +1,16 @@
+<div class="options-settings-section">
+    <p class="options-settings-hint">账户资金账户:USDT ↔ USDC 现货市价单.</p>
+    <div class="form-row settings-transfer-form options-settings-row">
+        <input type="text" name="username" autocomplete="username" tabindex="-1" aria-hidden="true"
+               style="position:absolute;left:-9999px;width:1px;height:1px;opacity:0" value="">
+        <select id="opt-set-swap-dir" aria-label="兑换方向" autocomplete="off">
+            <option value="usdt_to_usdc" selected>USDT → USDC</option>
+            <option value="usdc_to_usdt">USDC → USDT</option>
+        </select>
+        <input type="number" id="opt-set-swap-amount" name="cm_opt_swap_amt" min="0.01" step="0.01" placeholder="数量"
+               autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-bwignore="true" data-form-type="other" readonly>
+        <button type="button" class="btn-secondary btn-sm" id="opt-set-swap-all-btn">全部兑换</button>
+        <button type="button" class="btn-primary btn-sm" id="opt-set-swap-btn">市价兑换</button>
+    </div>
+    <div id="opt-set-swap-msg" class="options-settings-msg muted"></div>
+</div>

lib/options/templates/options_settings_transfer.html

@@ -0,0 +1,24 @@
+<div class="options-settings-section">
+    <div class="options-settings-subtitle">账户内划转</div>
+    <div class="form-row settings-transfer-form options-settings-row">
+        <input type="text" name="username" autocomplete="username" tabindex="-1" aria-hidden="true"
+               style="position:absolute;left:-9999px;width:1px;height:1px;opacity:0" value="">
+        <select id="opt-set-int-ccy" aria-label="币种" autocomplete="off">
+            <option value="USDC" selected>USDC</option>
+            <option value="USDT">USDT</option>
+        </select>
+        <select id="opt-set-int-from" aria-label="划出账户">
+            <option value="funding" selected>from: 资金</option>
+            <option value="trading">from: 交易</option>
+        </select>
+        <select id="opt-set-int-to" aria-label="划入账户">
+            <option value="trading" selected>to: 交易</option>
+            <option value="funding">to: 资金</option>
+        </select>
+        <input type="number" id="opt-set-int-amount" name="cm_opt_int_amt" min="0.01" step="0.01" placeholder="数量"
+               autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-bwignore="true" data-form-type="other" readonly>
+        <button type="button" class="btn-secondary btn-sm" id="opt-set-int-all-btn">全部划转</button>
+        <button type="button" class="btn-primary btn-sm" id="opt-set-int-btn">划转</button>
+    </div>
+    <div id="opt-set-int-msg" class="options-settings-msg muted"></div>
+</div>