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