Wire manual close to actually flatten option then perp then sell coin.
UI 平仓 now calls /api/hedge-plan/<id>/close instead of end-only (不平仓). Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -1393,7 +1393,7 @@ def reconcile_unfilled_option_legs(cfg: dict[str, Any], conn: Any, plan_id: int)
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def execute_manual_end_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> dict[str, Any]:
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"""人工结束进行中计划:不自动平仓;未成交腿标 cancelled."""
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"""仅结束计划记录(不平仓).盯盘/无持仓时用;有持仓请走 execute_manual_close_plan."""
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from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, update_leg, update_plan
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from lib.hedge_plan.hedge_plan_notify_lib import notify_plan_end
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from lib.exchange.okx_options_lib import cancel_option_order
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@@ -1446,3 +1446,273 @@ def execute_manual_end_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> dic
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"msg": "计划已结束(未自动平仓;有持仓请自行平掉)",
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"notes": notes,
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}
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def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> dict[str, Any]:
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"""人工平仓:先期权(须买一流动性)→永续→卖币回 USDT,再结束计划."""
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from lib.exchange.okx_options_lib import cancel_option_order
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from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, update_leg, update_plan
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from lib.hedge_plan.hedge_plan_notify_lib import notify_plan_end
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from lib.hedge_plan.hedge_plan_option_primary_lib import (
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option_bid_liquidity_ok,
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perp_direction_for_view,
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)
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from lib.hedge_plan.hedge_plan_settle_lib import resolve_option_leg_realized_pnl
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from lib.options.options_spot_bridge_lib import spot_market_sell_coin_to_usdt
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plan = get_plan(conn, int(plan_id))
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if not plan:
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return {"ok": False, "msg": "计划不存在"}
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st = str(plan.get("status") or "")
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if st not in ("opening", "active", "partial", "watching"):
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return {"ok": False, "msg": f"当前状态 {st or '—'} 不可平仓"}
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# 盯盘无持仓:直接结束
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if st == "watching":
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return execute_manual_end_plan(cfg, conn, plan_id)
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notes = reconcile_unfilled_option_legs(cfg, conn, int(plan_id))
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legs = get_plan_legs(conn, int(plan_id))
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ex = cfg.get("exchange_options")
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# 取消待补委托
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for leg in legs:
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if str(leg.get("status") or "").lower() != "pending":
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continue
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inst = str(leg.get("inst_id") or "").strip()
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oid = str(leg.get("exchange_ord_id") or "").strip()
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if ex is not None and inst and oid:
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try:
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cancel_option_order(ex, inst_id=inst, ord_id=oid)
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except Exception:
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pass
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update_leg(
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conn,
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int(leg["id"]),
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status="cancelled",
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close_reason="manual_close",
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closed_at=_now(),
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avg_open=None,
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premium=0,
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)
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notes.append(f"{inst or leg.get('leg_role')} 待补→cancelled")
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legs = get_plan_legs(conn, int(plan_id))
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opt = next(
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(
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x
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for x in legs
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if str(x.get("leg_role") or "") in ("option_hedge", "option_a", "option_b")
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and str(x.get("status") or "").lower() == "open"
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),
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None,
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)
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perp = next(
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(
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x
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for x in legs
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if str(x.get("leg_role") or "") == "perp" and str(x.get("status") or "").lower() == "open"
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),
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None,
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)
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if not opt and not perp:
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update_plan(
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conn,
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int(plan_id),
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status="closed",
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close_reason="manual_close",
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closed_at=_now(),
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note=((plan.get("note") or "") + " · 人工平仓(无持仓腿)").strip(" ·")[:500],
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)
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return {"ok": True, "plan_id": int(plan_id), "msg": "无持仓腿,计划已结束", "notes": notes}
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view = str(plan.get("direction") or "long").lower()
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uly = str(plan.get("underlying") or "ETH").upper()
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opt_pnl = 0.0
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perp_pnl = 0.0
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close_detail: dict[str, Any] = {}
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# 1) 先平期权
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if opt:
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inst_id = str(opt.get("inst_id") or "")
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sheets = float(opt.get("size") or 1)
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quote_fn = cfg.get("quote_option_contract")
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bid = None
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bid_sz = None
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if callable(quote_fn) and ex is not None and inst_id:
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try:
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q = quote_fn(ex, inst_id) or {}
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if q.get("ok"):
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bid = q.get("bid")
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bid_sz = q.get("bid_sz")
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except Exception:
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pass
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liq_ok, liq_msg = option_bid_liquidity_ok(bid, bid_sz, need_sheets=sheets)
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if not liq_ok:
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return {
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"ok": False,
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"msg": liq_msg or "买一流动性不足,无法平期权",
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"plan_id": int(plan_id),
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"need_liquidity": True,
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}
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close_r = _sell_option(cfg, inst_id=inst_id, sheets=sheets, dry_run=False)
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close_detail["option"] = close_r
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if not close_r.get("already_flat") and (not close_r.get("ok") or not close_r.get("fully_closed", True)):
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return {
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"ok": False,
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"msg": close_r.get("msg") or "期权平仓失败",
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"plan_id": int(plan_id),
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"close": close_r,
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}
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# 盈亏:优先交易所历史,否则用买一估算
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ct = float(opt.get("ct_mult") or 0.01)
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avg = float(opt.get("avg_open") or 0)
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premium = float(opt.get("premium") or (avg * sheets * ct))
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bid_f = float(close_r.get("bid") or bid or 0)
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fallback = bid_f * sheets * ct - premium
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try:
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pnl, _src = resolve_option_leg_realized_pnl(ex=ex, leg=opt, fallback=fallback)
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opt_pnl = float(pnl if pnl is not None else fallback)
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except Exception:
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opt_pnl = float(fallback)
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update_leg(
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conn,
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int(opt["id"]),
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status="closed",
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close_reason="manual_close",
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closed_at=_now(),
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realized_pnl=round(opt_pnl, 4),
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)
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notes.append(f"期权已平 {inst_id}")
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# 2) 再平永续
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if perp:
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symbol = str(perp.get("symbol") or plan.get("exchange_symbol") or "")
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perp_dir = str(perp.get("side") or plan.get("perp_direction") or perp_direction_for_view(view)).lower()
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contracts = float(perp.get("size") or plan.get("perp_size") or 0)
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# 尽量用实盘张数
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get_live = cfg.get("get_live_position_contracts")
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if callable(get_live) and symbol:
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try:
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live_sz = get_live(symbol, perp_dir)
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if live_sz is not None and float(live_sz) > 0:
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contracts = float(live_sz)
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except Exception:
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pass
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if contracts <= 0:
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update_leg(
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conn,
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int(perp["id"]),
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status="closed",
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close_reason="manual_close",
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closed_at=_now(),
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realized_pnl=0,
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)
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notes.append("永续无仓/已平")
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else:
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perp_close = _close_perp(
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cfg, symbol=symbol, direction=perp_dir, contracts=contracts, dry_run=False
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)
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close_detail["perp"] = perp_close
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if not perp_close.get("ok"):
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# 期权可能已平:计划挂 partial 提示
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update_plan(
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conn,
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int(plan_id),
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close_reason="manual_close_perp_pending",
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note=((plan.get("note") or "") + " · 人工平仓:期权已平,永续失败待补").strip(" ·")[:500],
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)
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return {
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"ok": False,
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"msg": perp_close.get("msg") or "永续平仓失败(期权可能已平)",
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"plan_id": int(plan_id),
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"partial_closed": True,
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"close": close_detail,
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"notes": notes,
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}
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# 粗估永续盈亏
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try:
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entry = float(perp.get("avg_open") or plan.get("entry_mark") or 0)
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get_m = cfg.get("get_live_position_exchange_metrics")
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mark = entry
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if callable(get_m):
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m = get_m(symbol, perp_dir) or {}
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mark = float(m.get("mark_price") or m.get("mark") or entry)
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cs = 0.01
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get_cs = cfg.get("get_contract_size")
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if callable(get_cs):
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cs = float(get_cs(symbol) or 0.01)
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coins = contracts * cs
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if perp_dir == "short":
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perp_pnl = (entry - mark) * coins
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else:
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perp_pnl = (mark - entry) * coins
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except Exception:
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perp_pnl = 0.0
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update_leg(
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conn,
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int(perp["id"]),
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status="closed",
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close_reason="manual_close",
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closed_at=_now(),
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realized_pnl=round(perp_pnl, 4),
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)
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notes.append(f"永续已平 {symbol}")
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# 3) 卖币回 USDT
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sell_r: dict[str, Any] = {"ok": True, "skipped": True}
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try:
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sell_ex = cfg.get("exchange_options") or cfg.get("exchange")
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if sell_ex is not None:
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sell_r = spot_market_sell_coin_to_usdt(sell_ex, underlying=uly)
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except Exception as e:
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sell_r = {"ok": False, "msg": str(e)}
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close_detail["sell_coin"] = sell_r
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if sell_r.get("ok"):
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notes.append("已卖币回 USDT" if not sell_r.get("skipped") else "卖币跳过")
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else:
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notes.append("卖币失败: " + str(sell_r.get("msg") or ""))
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total = float(opt_pnl) + float(perp_pnl)
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# 期权币本位盈亏换算到 U(粗):用指数
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try:
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fetch_idx = cfg.get("fetch_index_price")
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idx = float(fetch_idx(uly) or 0) if callable(fetch_idx) else 0.0
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# opt_pnl 可能已是币;若为币且绝对值很小则 × 指数
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# resolve_option_leg_realized_pnl 对币本位通常返回币;统一展示用 preview 风格
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if abs(opt_pnl) < 10 and idx > 0 and abs(opt_pnl * idx) > abs(opt_pnl):
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# 更可能是币单位
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opt_pnl_u = opt_pnl * idx
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else:
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opt_pnl_u = opt_pnl
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except Exception:
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opt_pnl_u = opt_pnl
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update_plan(
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conn,
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int(plan_id),
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status="closed",
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close_reason="manual_close",
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realized_pnl_perp=round(perp_pnl, 4),
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realized_pnl_options=round(opt_pnl_u if isinstance(opt_pnl_u, float) else opt_pnl, 4),
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realized_pnl_total=round(float(opt_pnl_u) + float(perp_pnl), 4)
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if isinstance(opt_pnl_u, float)
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else round(total, 4),
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closed_at=_now(),
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note=((plan.get("note") or "") + " · 人工平仓").strip(" ·")[:500],
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)
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plan2 = get_plan(conn, int(plan_id))
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if plan2:
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try:
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notify_plan_end(cfg, conn, plan2)
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except Exception:
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pass
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return {
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"ok": True,
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"plan_id": int(plan_id),
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"msg": "已平仓并结束计划",
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"notes": notes,
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"close": close_detail,
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"realized_pnl_total": plan2.get("realized_pnl_total") if plan2 else total,
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}
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