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_positions_lib.py

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+"""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