Show editable exit on live cards; price perp PnL via close-side book VWAP.

Align monitor profit-exit with the same book VWAP so card and auto-exit stay consistent.

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

lib/hedge_plan/hedge_plan_book_lib.py

@@ -0,0 +1,193 @@
+"""永续盘口:按平仓方向扫档估 VWAP(持仓净利/出场判定与真平仓同口径)."""
+from __future__ import annotations
+
+from typing import Any, Optional
+
+
+def _sf(v: Any) -> Optional[float]:
+    try:
+        if v is None or v == "":
+            return None
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _levels_from_book(book: dict[str, Any] | None, side: str) -> list[tuple[float, float]]:
+    """side=bids|asks → [(px, sz_contracts), ...]. ccxt 多为 [px, amount]."""
+    if not isinstance(book, dict):
+        return []
+    raw = book.get(side) or []
+    out: list[tuple[float, float]] = []
+    for row in raw:
+        px = sz = None
+        if isinstance(row, (list, tuple)) and len(row) >= 2:
+            px, sz = _sf(row[0]), _sf(row[1])
+        elif isinstance(row, dict):
+            px = _sf(row.get("px") or row.get("price") or row.get(0))
+            sz = _sf(row.get("sz") or row.get("size") or row.get("amount") or row.get(1))
+        if px is None or px <= 0 or sz is None or sz <= 0:
+            continue
+        out.append((float(px), float(sz)))
+    return out
+
+
+def walk_book_vwap(
+    levels: list[tuple[float, float]],
+    *,
+    need_contracts: float,
+) -> dict[str, Any]:
+    """从第一档往下扫 need_contracts 张,返回 VWAP 与流动性结果."""
+    need = float(need_contracts or 0)
+    if need <= 0:
+        return {
+            "ok": False,
+            "liq_ok": False,
+            "msg": "平仓张数无效",
+            "vwap": None,
+            "top_px": None,
+            "top_sz": None,
+            "filled_contracts": 0.0,
+            "need_contracts": need,
+        }
+    if not levels:
+        return {
+            "ok": False,
+            "liq_ok": False,
+            "msg": "盘口为空",
+            "vwap": None,
+            "top_px": None,
+            "top_sz": None,
+            "filled_contracts": 0.0,
+            "need_contracts": need,
+        }
+    top_px, top_sz = levels[0][0], levels[0][1]
+    remain = need
+    notional = 0.0
+    filled = 0.0
+    for px, sz in levels:
+        take = min(remain, sz)
+        if take <= 0:
+            continue
+        notional += take * px
+        filled += take
+        remain -= take
+        if remain <= 1e-12:
+            break
+    if filled <= 1e-12:
+        return {
+            "ok": False,
+            "liq_ok": False,
+            "msg": "盘口深度为 0",
+            "vwap": None,
+            "top_px": top_px,
+            "top_sz": top_sz,
+            "filled_contracts": 0.0,
+            "need_contracts": need,
+        }
+    vwap = notional / filled
+    liq_ok = remain <= 1e-12
+    msg = "" if liq_ok else f"盘口深度不足(需 {need:g} 张,可扫 {filled:g})"
+    return {
+        "ok": True,
+        "liq_ok": liq_ok,
+        "msg": msg,
+        "vwap": round(float(vwap), 8),
+        "top_px": float(top_px),
+        "top_sz": float(top_sz),
+        "filled_contracts": round(float(filled), 8),
+        "need_contracts": need,
+    }
+
+
+def perp_close_book_side(position_side: str) -> str:
+    """持仓方向 → 平仓吃的盘口侧:平多吃 bids,平空吃 asks."""
+    return "bids" if str(position_side or "").lower() == "long" else "asks"
+
+
+def fetch_perp_close_vwap(
+    exchange: Any,
+    *,
+    symbol: str,
+    position_side: str,
+    contracts: float,
+    fallback_px: Optional[float] = None,
+    limit: int = 20,
+) -> dict[str, Any]:
+    """拉永续盘口并按平仓方向扫档估 VWAP.
+
+    返回含: vwap, top_px, top_sz, book_side, liq_ok, msg, filled_contracts.
+    深度不足时仍返回已扫部分均价(ok=True,liq_ok=False);完全无盘口则回退 fallback_px.
+    """
+    sym = str(symbol or "").strip()
+    side = str(position_side or "").lower()
+    book_side = perp_close_book_side(side)
+    need = float(contracts or 0)
+    base: dict[str, Any] = {
+        "ok": False,
+        "liq_ok": False,
+        "msg": "",
+        "vwap": None,
+        "top_px": None,
+        "top_sz": None,
+        "filled_contracts": 0.0,
+        "need_contracts": need,
+        "book_side": book_side,
+        "symbol": sym,
+        "position_side": side,
+    }
+    if not sym or need <= 0:
+        base["msg"] = "符号或张数无效"
+        if fallback_px and float(fallback_px) > 0:
+            base.update({"ok": True, "vwap": float(fallback_px), "msg": "无盘口,回退标记/开仓价"})
+        return base
+
+    book = None
+    if exchange is not None and hasattr(exchange, "fetch_order_book"):
+        try:
+            book = exchange.fetch_order_book(sym, limit=int(limit or 20))
+        except Exception as e:
+            base["msg"] = f"拉盘口失败: {e}"
+            book = None
+
+    levels = _levels_from_book(book, book_side)
+    walked = walk_book_vwap(levels, need_contracts=need)
+    base.update(walked)
+    base["book_side"] = book_side
+    if base.get("vwap") is not None:
+        return base
+
+    # 回退:ticker 单档
+    try:
+        if exchange is not None and hasattr(exchange, "fetch_ticker"):
+            t = exchange.fetch_ticker(sym) or {}
+            if book_side == "bids":
+                px = _sf(t.get("bid") or (t.get("info") or {}).get("bidPx"))
+            else:
+                px = _sf(t.get("ask") or (t.get("info") or {}).get("askPx"))
+            if px and px > 0:
+                base.update(
+                    {
+                        "ok": True,
+                        "liq_ok": False,
+                        "vwap": float(px),
+                        "top_px": float(px),
+                        "top_sz": None,
+                        "msg": "仅单档行情,深度未知",
+                        "filled_contracts": need,
+                    }
+                )
+                return base
+    except Exception:
+        pass
+
+    if fallback_px and float(fallback_px) > 0:
+        base.update(
+            {
+                "ok": True,
+                "liq_ok": False,
+                "vwap": float(fallback_px),
+                "msg": base.get("msg") or "无盘口,回退标记/开仓价",
+            }
+        )
+    return base

lib/hedge_plan/hedge_plan_exit_lib.py

@@ -0,0 +1,79 @@
+"""对冲计划出场条件:读取/校验/更新."""
+from __future__ import annotations
+
+from typing import Any, Optional
+
+
+def _sf(v: Any) -> Optional[float]:
+    try:
+        if v is None or v == "":
+            return None
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def normalize_exit_mode(raw: Any, *, profit_target: Any = None) -> str:
+    m = str(raw or "").strip().lower()
+    if m in ("profit", "target"):
+        return m
+    if _sf(profit_target) is not None and float(profit_target) > 0:
+        return "profit"
+    return "target"
+
+
+def validate_exit_payload(body: dict[str, Any] | None) -> tuple[bool, str, dict[str, Any]]:
+    """校验改出场请求 → (ok, msg, fields_for_update)."""
+    b = body or {}
+    mode = normalize_exit_mode(b.get("exit_mode") or b.get("mode"))
+    if mode == "profit":
+        pt = _sf(b.get("profit_target_usdt"))
+        if pt is None or pt <= 0:
+            return False, "盈利金额须大于 0", {}
+        return True, "", {
+            "exit_mode": "profit",
+            "profit_target_usdt": float(pt),
+        }
+    opt_pts = _sf(b.get("option_target_points"))
+    perp_pts = _sf(b.get("perp_target_points"))
+    if opt_pts is None or opt_pts <= 0:
+        return False, "期权目标点数须大于 0", {}
+    if perp_pts is None or perp_pts <= 0:
+        return False, "永续目标点数须大于 0", {}
+    return True, "", {
+        "exit_mode": "target",
+        "option_target_points": float(opt_pts),
+        "perp_target_points": float(perp_pts),
+    }
+
+
+def update_plan_exit(cfg: dict[str, Any], conn: Any, plan_id: int, body: dict[str, Any] | None) -> dict[str, Any]:
+    """更新进行中计划的出场条件."""
+    from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, update_plan
+
+    plan = get_plan(conn, int(plan_id))
+    if not plan:
+        return {"ok": False, "msg": "计划不存在"}
+    st = str(plan.get("status") or "").lower()
+    legs = get_plan_legs(conn, int(plan_id))
+    has_open = any(str(x.get("status") or "").lower() == "open" for x in legs)
+    if st not in ("opening", "active", "partial", "watching") and not (st == "closed" and has_open):
+        return {"ok": False, "msg": f"当前状态 {st or '—'} 不可改出场"}
+
+    ok, msg, fields = validate_exit_payload(body)
+    if not ok:
+        return {"ok": False, "msg": msg}
+
+    update_plan(conn, int(plan_id), **fields)
+    plan2 = get_plan(conn, int(plan_id))
+    return {
+        "ok": True,
+        "plan_id": int(plan_id),
+        "msg": "出场条件已更新",
+        "exit": {
+            "mode": fields.get("exit_mode"),
+            "profit_target_usdt": plan2.get("profit_target_usdt") if plan2 else fields.get("profit_target_usdt"),
+            "option_target_points": plan2.get("option_target_points") if plan2 else fields.get("option_target_points"),
+            "perp_target_points": plan2.get("perp_target_points") if plan2 else fields.get("perp_target_points"),
+        },
+    }

lib/hedge_plan/hedge_plan_live_positions_lib.py

@@ -4,6 +4,7 @@ from __future__ import annotations
 from datetime import datetime, timedelta, timezone
 from typing import Any, Optional
 
+from lib.hedge_plan.hedge_plan_book_lib import fetch_perp_close_vwap
 from lib.hedge_plan.hedge_plan_option_primary_lib import (
     estimate_combo_net_pnl,
     fee_rate,
@@ -129,6 +130,12 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
     get_perp_metrics = cfg.get("get_live_position_exchange_metrics")
     get_cs = cfg.get("get_contract_size")
     fetch_idx = cfg.get("fetch_index_price")
+    ex_perp = None
+    try:
+        get_pex = cfg.get("exchange")
+        ex_perp = get_pex() if callable(get_pex) else get_pex
+    except Exception:
+        ex_perp = None
     fr = fee_rate()
     fr_opt = option_fee_rate()
     now_ms = int(datetime.now(tz=_BJ).timestamp() * 1000)
@@ -205,6 +212,21 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
         if (margin is None or margin <= 0) and contracts and perp_mark and perp_lev and perp_lev > 0:
             margin = round(float(contracts) * float(cs) * float(perp_mark) / float(perp_lev), 2)
 
+        # 永续净利:按平仓方向扫盘口 VWAP(方案 A);标记价仅参考
+        book = fetch_perp_close_vwap(
+            ex_perp,
+            symbol=sym,
+            position_side=perp_dir,
+            contracts=float(contracts or 0),
+            fallback_px=perp_mark or perp_entry,
+        )
+        perp_vwap = _sf(book.get("vwap")) or perp_mark or perp_entry
+        perp_liq_ok = bool(book.get("liq_ok")) if book.get("ok") else False
+        perp_liq_msg = str(book.get("msg") or "")
+        perp_top = _sf(book.get("top_px"))
+        perp_top_sz = _sf(book.get("top_sz"))
+        book_side = str(book.get("book_side") or "")
+
         idx = None
         if callable(fetch_idx):
             try:
@@ -212,7 +234,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
             except Exception:
                 idx = None
         if idx is None or idx <= 0:
-            idx = perp_mark or strike or 0.0
+            idx = perp_vwap or perp_mark or strike or 0.0
 
         net = estimate_combo_net_pnl(
             view_side=view,
@@ -224,7 +246,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
             ct_mult=float(ct or 0.01),
             perp_direction=perp_dir,
             perp_entry=float(perp_entry or 0),
-            perp_mark=float(perp_mark or 0),
+            perp_mark=float(perp_vwap or 0),
             contracts=float(contracts or 0),
             contract_size=float(cs or 0.01),
             fee=fr,
@@ -245,6 +267,10 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
         hold_sec = int((now_ms - opened_ms) / 1000) if opened_ms else None
         remain_sec = int((exp_ms - now_ms) / 1000) if exp_ms else None
 
+        exit_mode = str(plan.get("exit_mode") or "").strip().lower()
+        if exit_mode not in ("profit", "target"):
+            exit_mode = "profit" if _sf(plan.get("profit_target_usdt")) else "target"
+
         out.append(
             {
                 "plan_id": plan.get("id"),
@@ -260,6 +286,12 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                 "index_px": idx,
                 "fee_rate": fr,
                 "option_fee_rate": fr_opt,
+                "exit": {
+                    "mode": exit_mode,
+                    "profit_target_usdt": _sf(plan.get("profit_target_usdt")),
+                    "option_target_points": _sf(plan.get("option_target_points")),
+                    "perp_target_points": _sf(plan.get("perp_target_points")),
+                },
                 "option": {
                     "inst_id": inst_id or "—",
                     "opt_type": opt_type,
@@ -286,17 +318,23 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                     "contract_size": cs,
                     "avg_open": perp_entry,
                     "mark_px": perp_mark,
+                    "vwap": perp_vwap,
+                    "book_side": book_side,
+                    "top_px": perp_top,
+                    "top_sz": perp_top_sz,
+                    "liq_ok": perp_liq_ok,
+                    "liq_msg": perp_liq_msg,
                     "leverage": perp_lev or None,
                     "margin": margin,
                     "upl": perp_upl,
                     "net_usdt": perp_net,
-                    "live": perp_upl is not None or (perp_mark is not None and perp_mark > 0),
+                    "live": bool(book.get("ok")) or perp_upl is not None,
                 },
                 "combo": {
                     "net_usdt": combo_usdt,
                     "opt_net_usdt": opt_net_usdt,
                     "perp_net_usdt": perp_net,
-                    "note": "扣开平双边手续费后估",
+                    "note": "扣开平双边手续费;永续按盘口均价估",
                 },
             }
         )

lib/hedge_plan/hedge_plan_monitor_lib.py

@@ -732,6 +732,11 @@ def _tick_po_option_primary(
     symbol = str(perp.get("symbol") or "")
     mark = None
     ex = cfg.get("exchange")
+    if callable(ex):
+        try:
+            ex = ex()
+        except Exception:
+            ex = None
     if ex is not None and symbol:
         try:
             t = ex.fetch_ticker(symbol)
@@ -750,6 +755,11 @@ def _tick_po_option_primary(
 
     quote_fn = cfg.get("quote_option_contract")
     ex_opt = cfg.get("exchange_options")
+    if callable(ex_opt):
+        try:
+            ex_opt = ex_opt()
+        except Exception:
+            ex_opt = None
     bid = None
     bid_sz = None
     if callable(quote_fn) and ex_opt is not None:
@@ -765,6 +775,17 @@ def _tick_po_option_primary(
     sheets = float(opt.get("size") or 1)
     ct = float(opt.get("ct_mult") or 0.01)
     contracts = float(perp.get("size") or plan.get("perp_size") or 0)
+    # 与持仓卡同口径:永续按平仓方向扫盘口 VWAP
+    from lib.hedge_plan.hedge_plan_book_lib import fetch_perp_close_vwap
+
+    book = fetch_perp_close_vwap(
+        ex,
+        symbol=symbol,
+        position_side=perp_dir,
+        contracts=contracts,
+        fallback_px=mark or entry,
+    )
+    perp_px = _sf(book.get("vwap")) or mark or entry
 
     # 优先期权腿平仓(须买一流动性);盈利金额模式要求扣双边费后净利≥目标
     if hit_opt:
@@ -781,7 +802,7 @@ def _tick_po_option_primary(
                 ct_mult=ct,
                 perp_direction=perp_dir,
                 perp_entry=float(entry or 0),
-                perp_mark=float(mark or 0),
+                perp_mark=float(perp_px or 0),
                 contracts=contracts,
                 contract_size=cs,
             )

lib/hedge_plan/hedge_plan_register.py

@@ -957,6 +957,25 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
             conn.close()
         return jsonify(out)
 
+    @app.route("/api/hedge-plan/<int:plan_id>/exit", methods=["POST"])
+    @lr
+    def api_hedge_update_exit(plan_id: int):
+        """持仓中改出场:可切换盈利金额/目标位并改数字."""
+        from lib.hedge_plan.hedge_plan_db import init_hedge_plan_tables
+        from lib.hedge_plan.hedge_plan_exit_lib import update_plan_exit
+
+        body = request.get_json(silent=True) or {}
+        conn = cfg["get_db"]()
+        try:
+            init_hedge_plan_tables(conn)
+            out = update_plan_exit(cfg, conn, plan_id, body)
+            if not out.get("ok"):
+                return jsonify(out), 400
+            conn.commit()
+        finally:
+            conn.close()
+        return jsonify(out)
+
     @app.route("/api/hedge-plan/<int:plan_id>/complete-leg", methods=["POST"])
     @lr
     def api_hedge_complete_leg(plan_id: int):

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -430,5 +430,40 @@
       </div>
     </div>
   </div>
+
+  <div id="hp-exit-modal" class="hp-modal-backdrop" hidden>
+    <div class="hp-modal hp-exit-modal" role="dialog" aria-modal="true" aria-labelledby="hp-exit-title">
+      <div class="hp-modal-head">
+        <h3 id="hp-exit-title">改出场</h3>
+        <button type="button" class="btn-secondary" id="hp-exit-close" aria-label="关闭">关闭</button>
+      </div>
+      <div class="hp-modal-body">
+        <input type="hidden" id="hp-exit-plan-id" value="" />
+        <div class="hp-oo-seg hp-exit-mode-seg" role="group" aria-label="出场方式">
+          <button type="button" class="btn-secondary hp-exit-mode-btn is-selected" data-exit="profit"><span class="hp-oo-check" aria-hidden="true">✓</span>盈利金额</button>
+          <button type="button" class="btn-secondary hp-exit-mode-btn" data-exit="target"><span class="hp-oo-check" aria-hidden="true">✓</span>目标位</button>
+        </div>
+        <div class="hp-exit-fields" id="hp-exit-fields-profit">
+          <label>目标盈利 USDT
+            <input type="number" id="hp-exit-profit" step="0.01" min="0.01" inputmode="decimal" />
+          </label>
+          <p class="muted">扣开平双边手续费后的组合净利达标即平(期权买一+永续盘口均价).</p>
+        </div>
+        <div class="hp-exit-fields hidden" id="hp-exit-fields-target" hidden>
+          <label>期权目标点数
+            <input type="number" id="hp-exit-opt-pts" step="1" min="1" inputmode="numeric" />
+          </label>
+          <label>永续目标点数
+            <input type="number" id="hp-exit-perp-pts" step="1" min="1" inputmode="numeric" />
+          </label>
+        </div>
+        <p class="err" id="hp-exit-err" hidden></p>
+        <div class="form-row hp-preview-actions">
+          <button type="button" class="btn-secondary" id="hp-exit-cancel">取消</button>
+          <button type="button" class="primary" id="hp-exit-save">保存</button>
+        </div>
+      </div>
+    </div>
+  </div>
 </div>
-<script src="/static/hedge_plan.js?v=59"></script>
+<script src="/static/hedge_plan.js?v=60"></script>