diff --git a/lib/common/static/hedge_plan.js b/lib/common/static/hedge_plan.js
index d4a6436..99d9fec 100644
--- a/lib/common/static/hedge_plan.js
+++ b/lib/common/static/hedge_plan.js
@@ -2722,7 +2722,8 @@
option_primary: true,
market_order: 1,
direction: getDirection(),
- entry: indexPx() || Number((state.market && state.market.mark) || 0),
+ // entry=永续参考价;跨币用 ETH mark,勿写 BTC 指数
+ entry: Number(perpIndexPx() || (state.market && state.market.mark) || 0),
contracts: sized.contracts,
sheets: sized.sheets,
contract_size: (state.market && state.market.contract_size) || 0.01,
@@ -2730,7 +2731,7 @@
strike: state.selected.strike,
ct_mult: state.selected.ct_mult || 0.01,
ask: state.selected.ask,
- index_px: indexPx() || 0,
+ index_px: Number(optionIndexPx() || 0),
premium_budget: premBudget > 0 ? premBudget : Math.max(premEst / 0.95, premEst),
option_perp_ratio: numInput("hp-opt-perp-ratio", 2),
option_target_points: optPts,
@@ -3825,12 +3826,15 @@
plan_type: "perp_options",
option_primary: true,
watch_entry: 1,
- underlying: state.underlying,
+ po_mode: state.poMode,
+ underlying: state.optionUnderly || state.underlying,
+ option_underlying: state.optionUnderly || state.underlying,
+ perp_underlying: state.perpUnderly || state.underlying,
direction: getDirection(),
exchange_symbol: state.market.exchange_symbol,
contract_size: state.market.contract_size || 0.01,
- index_px: indexPx() || Number(state.market.mark || 0),
- entry: indexPx() || Number(state.market.mark || 0),
+ index_px: Number(optionIndexPx() || 0),
+ entry: Number(perpIndexPx() || (state.market && state.market.mark) || 0),
premium_budget: prem,
option_perp_ratio: numInput("hp-opt-perp-ratio", 2),
option_target_points: optPts,
@@ -3909,7 +3913,10 @@
throw new Error("门禁未满足,不可开仓: " + gateTxt);
}
const exp = currentExp("hp-exp-select");
- const entry = indexPx() || Number((state.market && state.market.mark) || 0);
+ const optIdx = Number(optionIndexPx() || 0);
+ const perpIdx = Number(
+ perpIndexPx() || (state.market && state.market.mark) || 0
+ );
const premEst =
Number(state.selected.ask || 0) *
sized.sheets *
@@ -3925,7 +3932,7 @@
option_underlying: state.optionUnderly || state.underlying,
perp_underlying: state.perpUnderly || state.underlying,
direction: getDirection(),
- entry: Number((state.market && state.market.mark) || entry),
+ entry: perpIdx,
contracts: sized.contracts,
sheets: sized.sheets,
contract_size: (state.market && state.market.contract_size) || 0.01,
@@ -3934,7 +3941,7 @@
opt_type: state.selected.opt_type,
strike: state.selected.strike,
ask: state.selected.ask,
- index_px: entry,
+ index_px: optIdx,
exchange_symbol: (state.market && state.market.exchange_symbol) || "",
leverage: defaultPerpLeverage(state.perpUnderly || state.underlying),
option_leverage: 0,
diff --git a/lib/hedge_plan/hedge_plan_live_positions_lib.py b/lib/hedge_plan/hedge_plan_live_positions_lib.py
index 2887cb7..e486494 100644
--- a/lib/hedge_plan/hedge_plan_live_positions_lib.py
+++ b/lib/hedge_plan/hedge_plan_live_positions_lib.py
@@ -313,9 +313,8 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
round(opt_net_coin * float(idx), 4) if idx is not None and idx > 0 else None
)
perp_net = float(net.get("perp_net") or 0)
+ # 指数缺失时禁止用永续 U 冒充组合净利(尤其跨币会丢掉期权腿)
combo_usdt = combo_net_usdt(net, option_index=float(idx or 0))
- if combo_usdt is None:
- combo_usdt = round(perp_net, 4)
prem_coin = float(net.get("premium") or (float(avg_open or 0) * float(sheets or 0) * float(ct or 0.01)))
prem_usdt = round(prem_coin * float(idx), 2) if idx is not None and idx > 0 else None
@@ -393,7 +392,11 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
"net_usdt": combo_usdt,
"opt_net_usdt": opt_net_usdt,
"perp_net_usdt": perp_net,
- "note": "扣开平双边手续费;永续按盘口均价估",
+ "note": (
+ "期权指数缺失,组合净利暂不可算"
+ if combo_usdt is None
+ else "扣开平双边手续费;永续按盘口均价估"
+ ),
},
}
)
diff --git a/lib/hedge_plan/hedge_plan_monitor_lib.py b/lib/hedge_plan/hedge_plan_monitor_lib.py
index 1d924c0..3755578 100644
--- a/lib/hedge_plan/hedge_plan_monitor_lib.py
+++ b/lib/hedge_plan/hedge_plan_monitor_lib.py
@@ -46,19 +46,29 @@ def _perp_live_contracts(cfg: dict[str, Any], symbol: str, direction: str) -> Op
def _index_px(cfg: dict[str, Any], underlying: str) -> Optional[float]:
- ex = cfg.get("exchange_options")
- fn = cfg.get("fetch_index_price")
- if callable(fn) and ex is not None:
+ """标的指数:公共 HTTP 优先,再 cfg.fetch_index_price(ex, uly);勿与异币永续价混用."""
+ from lib.hedge_plan.hedge_plan_live_positions_lib import resolve_option_index_px
+
+ uly = str(underlying or "ETH").upper()
+ ex_opt = cfg.get("exchange_options")
+ if callable(ex_opt):
try:
- return fn(ex, underlying)
+ ex_opt = ex_opt()
except Exception:
- return None
- # 无期权账户时回退永续 ticker
+ ex_opt = None
+ px = resolve_option_index_px(cfg, uly, ex_opt=ex_opt, cross_asset=False, perp_fallback=None)
+ if px is not None and px > 0:
+ return px
+ # 无指数时回退同标的永续 ticker(同币兜底;调用方跨币应分别取期权/永续指数)
ex_perp = cfg.get("exchange")
+ if callable(ex_perp):
+ try:
+ ex_perp = ex_perp()
+ except Exception:
+ ex_perp = None
if ex_perp is not None:
try:
- base = (underlying or "ETH").upper()
- sym = f"{base}/USDT:USDT"
+ sym = f"{uly}/USDT:USDT"
t = ex_perp.fetch_ticker(sym)
return _sf((t.get("info") or {}).get("markPx")) or _sf(t.get("last"))
except Exception:
@@ -66,6 +76,28 @@ def _index_px(cfg: dict[str, Any], underlying: str) -> Optional[float]:
return None
+def _option_pnl_to_usdt(
+ opt_pnl: float,
+ option_index: Optional[float],
+ *,
+ inst_id: str = "",
+) -> Optional[float]:
+ """期权盈亏统一到 U:币本位 × 指数;USDC 原样.指数缺失且为币本位则 None."""
+ coin = False
+ try:
+ from lib.options.options_pricing_lib import _quote_in_coin_from_context
+
+ coin = bool(_quote_in_coin_from_context(inst_id=inst_id))
+ except Exception:
+ coin = "-USD-" in str(inst_id).upper() and "USDC" not in str(inst_id).upper()
+ if not coin:
+ return round(float(opt_pnl), 4)
+ idx = _sf(option_index)
+ if idx is None or idx <= 0:
+ return None
+ return round(float(opt_pnl) * float(idx), 4)
+
+
def _plan_open_grace_sec() -> float:
try:
return max(0.0, float(os.getenv("HEDGE_PLAN_OPEN_GRACE_SEC") or "90"))
@@ -378,6 +410,13 @@ def _tick_po_option_primary_watching(
)
from lib.hedge_plan.hedge_plan_orders_lib import execute_perp_options_start
from lib.hedge_plan.hedge_plan_register import _activate_watching_po
+ from lib.hedge_plan.hedge_po_mode_lib import (
+ apply_mode_to_start_body,
+ get_hedge_po_mode,
+ is_cross_asset,
+ option_underlying,
+ perp_underlying,
+ )
build_chain = cfg.get("build_option_chain")
ex = cfg.get("exchange_options")
@@ -390,7 +429,15 @@ def _tick_po_option_primary_watching(
body0 = dict(blob.get("start_body") or blob or {})
except Exception:
body0 = {}
- uly = str(plan.get("underlying") or body0.get("underlying") or "ETH").upper()
+ mode = str(plan.get("po_mode") or body0.get("po_mode") or get_hedge_po_mode())
+ uly = str(
+ plan.get("option_underlying")
+ or plan.get("underlying")
+ or body0.get("underlying")
+ or option_underlying(mode)
+ or "ETH"
+ ).upper()
+ perp_u = str(plan.get("perp_underlying") or body0.get("perp_underlying") or perp_underlying(mode)).upper()
direction = str(plan.get("direction") or body0.get("direction") or "long").lower()
money = str(plan.get("option_moneyness") or body0.get("moneyness") or "otm").lower()
interval = plan.get("strike_interval")
@@ -425,24 +472,34 @@ def _tick_po_option_primary_watching(
return None
ask = float(cand.get("ask") or 0)
ct = float(cand.get("ct_mult") or body0.get("ct_mult") or 0.01)
+ # 双指数定仓:跨币禁止用 BTC 指数当 ETH 永续价
+ opt_idx = _index_px(cfg, uly) or _sf(cand.get("index_px") or chain.get("index_px"))
+ perp_idx = _index_px(cfg, perp_u) if is_cross_asset(mode) else opt_idx
+ if is_cross_asset(mode) and (not opt_idx or not perp_idx):
+ update_plan(conn, int(plan["id"]), note="盯盘定仓失败:跨币缺期权/永续指数"[:500])
+ return None
sized = size_from_premium(
premium_budget=float(plan.get("premium_budget") or body0.get("premium_budget") or 0),
ask=ask,
ct_mult=ct,
ratio=float(plan.get("option_perp_ratio") or body0.get("option_perp_ratio") or 2),
contract_size=float(body0.get("contract_size") or 0.01),
+ option_index=opt_idx,
+ perp_index=perp_idx or opt_idx,
)
if not sized.get("ok"):
update_plan(conn, int(plan["id"]), note=f"盯盘定仓失败: {sized.get('msg')}"[:500])
return None
- idx = float(cand.get("index_px") or chain.get("index_px") or 0)
body = dict(body0)
body.update(
{
"plan_type": "perp_options",
"option_primary": True,
"watch_entry": 0,
+ "po_mode": mode,
"underlying": uly,
+ "option_underlying": uly,
+ "perp_underlying": perp_u,
"direction": direction,
"moneyness": money,
"opt_inst_id": cand.get("inst_id"),
@@ -453,8 +510,9 @@ def _tick_po_option_primary_watching(
"sheets": sized["sheets"],
"contracts": sized["contracts"],
"eth_qty": sized.get("eth_qty"),
- "index_px": idx,
- "entry": idx,
+ # index_px=期权指数;entry=永续参考价(跨币=ETH),禁止写成 BTC
+ "index_px": float(opt_idx or 0),
+ "entry": float(perp_idx or opt_idx or 0),
"hours_to_expiry": cand.get("hours_to_expiry"),
"strike_interval": interval,
"min_option_hours": min_h,
@@ -463,11 +521,13 @@ def _tick_po_option_primary_watching(
"option_target_points": plan.get("option_target_points") or body0.get("option_target_points"),
"perp_target_points": plan.get("perp_target_points") or body0.get("perp_target_points"),
"premium_budget": plan.get("premium_budget") or body0.get("premium_budget"),
+ "profit_target_usdt": plan.get("profit_target_usdt") or body0.get("profit_target_usdt"),
"leverage": plan.get("leverage") or body0.get("leverage") or 100,
- "exchange_symbol": body0.get("exchange_symbol") or f"{uly}-USDT-SWAP",
+ "exchange_symbol": body0.get("exchange_symbol") or f"{perp_u}/USDT:USDT",
"contract_size": body0.get("contract_size") or 0.01,
}
)
+ body.update(apply_mode_to_start_body(body, mode=mode))
dry = str(os.getenv("HEDGE_PLAN_DRY_RUN") or "").strip().lower() in ("1", "true", "yes", "on")
out = execute_perp_options_start(cfg, body, dry_run=dry, persist=None)
if not out.get("ok"):
@@ -571,8 +631,10 @@ def _tick_po_option_primary_both_expired(
cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
) -> Optional[dict[str, Any]]:
"""两腿仍 open 但期权已到期:结算期权并市价平永续,避免裸奔."""
+ from lib.hedge_plan.hedge_plan_book_lib import fetch_perp_mark_px
from lib.hedge_plan.hedge_plan_option_primary_lib import perp_direction_for_view
from lib.hedge_plan.hedge_plan_orders_lib import _close_perp
+ from lib.hedge_plan.hedge_po_mode_lib import get_hedge_po_mode, option_underlying, perp_underlying
perp = next((x for x in legs if x.get("leg_role") == "perp"), None)
opt = next((x for x in legs if x.get("leg_role") == "option_hedge"), None)
@@ -582,21 +644,40 @@ def _tick_po_option_primary_both_expired(
return None
if not leg_is_expired(opt):
return None
- spot = _index_px(cfg, str(plan.get("underlying") or "ETH"))
- if spot is None:
+ mode = str(plan.get("po_mode") or get_hedge_po_mode())
+ opt_u = str(plan.get("underlying") or plan.get("option_underlying") or option_underlying(mode) or "ETH").upper()
+ perp_u = str(plan.get("perp_underlying") or perp_underlying(mode) or opt_u).upper()
+ opt_spot = _index_px(cfg, opt_u)
+ if opt_spot is None:
+ return None
+ est = settle_option_leg_at_spot(opt, float(opt_spot))
+ opt_pnl_raw = _option_leg_pnl_after_close(cfg, opt, fallback=est)
+ opt_pnl_u = _option_pnl_to_usdt(
+ opt_pnl_raw, opt_spot, inst_id=str(opt.get("inst_id") or "")
+ )
+ if opt_pnl_u is None:
return None
- est = settle_option_leg_at_spot(opt, float(spot))
- opt_pnl = _option_leg_pnl_after_close(cfg, opt, fallback=est)
conn.execute(
"UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
- ("closed", "expiry", _now(), round(opt_pnl, 4), opt["id"]),
+ ("closed", "expiry", _now(), round(opt_pnl_u, 4), opt["id"]),
)
view = str(plan.get("direction") or "long").lower()
perp_dir = str(plan.get("perp_direction") or perp.get("side") or perp_direction_for_view(view)).lower()
- symbol = str(perp.get("symbol") or "")
+ symbol = str(perp.get("symbol") or f"{perp_u}/USDT:USDT")
contracts = float(perp.get("size") or plan.get("perp_size") or 0)
perp_close = _close_perp(cfg, symbol=symbol, direction=perp_dir, contracts=contracts, dry_run=False)
- entry = _sf(plan.get("entry_mark")) or _sf(perp.get("avg_open")) or float(spot)
+ ex_perp = cfg.get("exchange")
+ if callable(ex_perp):
+ try:
+ ex_perp = ex_perp()
+ except Exception:
+ ex_perp = None
+ perp_mark = fetch_perp_mark_px(ex_perp, symbol) if ex_perp is not None else None
+ if perp_mark is None or float(perp_mark) <= 0:
+ perp_mark = _index_px(cfg, perp_u)
+ entry = _sf(perp.get("avg_open")) or _sf(plan.get("entry_mark")) or _sf(perp_mark)
+ if entry is None or perp_mark is None:
+ return None
cs = float(cfg.get("default_contract_size") or 0.01)
get_cs = cfg.get("get_contract_size")
if callable(get_cs) and symbol:
@@ -606,9 +687,9 @@ def _tick_po_option_primary_both_expired(
pass
coins = contracts * cs
if perp_dir == "short":
- perp_pnl = (float(entry) - float(spot)) * coins
+ perp_pnl = (float(entry) - float(perp_mark)) * coins
else:
- perp_pnl = (float(spot) - float(entry)) * coins
+ perp_pnl = (float(perp_mark) - float(entry)) * coins
if not perp_close.get("ok"):
notify_hedge(
cfg,
@@ -622,7 +703,7 @@ def _tick_po_option_primary_both_expired(
conn,
int(plan["id"]),
close_reason="opt_target_perp_pending",
- realized_pnl_options=round(opt_pnl, 4),
+ realized_pnl_options=round(opt_pnl_u, 4),
note="期权已到期结算,永续待平",
)
return {"plan_id": plan["id"], "retry": True, "perp_close": perp_close}
@@ -630,14 +711,14 @@ def _tick_po_option_primary_both_expired(
"UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
("closed", "option_expired", _now(), round(perp_pnl, 4), perp["id"]),
)
- total = opt_pnl + perp_pnl
+ total = float(opt_pnl_u) + float(perp_pnl)
update_plan(
conn,
int(plan["id"]),
status="closed",
close_reason="option_expired",
realized_pnl_perp=round(perp_pnl, 4),
- realized_pnl_options=round(opt_pnl, 4),
+ realized_pnl_options=round(opt_pnl_u, 4),
realized_pnl_total=round(total, 4),
stats_bucket="opt_primary",
closed_at=_now(),
@@ -658,24 +739,33 @@ def _tick_po_option_primary_expiry(
return None
if not leg_is_expired(opt):
return None
- spot = _index_px(cfg, str(plan.get("underlying") or "ETH"))
+ from lib.hedge_plan.hedge_po_mode_lib import get_hedge_po_mode, option_underlying
+
+ mode = str(plan.get("po_mode") or get_hedge_po_mode())
+ opt_u = str(plan.get("underlying") or plan.get("option_underlying") or option_underlying(mode) or "ETH").upper()
+ spot = _index_px(cfg, opt_u)
if spot is None:
return None
est = settle_option_leg_at_spot(opt, float(spot))
- opt_pnl = _option_leg_pnl_after_close(cfg, opt, fallback=est)
+ opt_pnl_raw = _option_leg_pnl_after_close(cfg, opt, fallback=est)
+ opt_pnl_u = _option_pnl_to_usdt(
+ opt_pnl_raw, spot, inst_id=str(opt.get("inst_id") or "")
+ )
+ if opt_pnl_u is None:
+ return None
conn.execute(
"UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
- ("closed", "expiry", _now(), round(opt_pnl, 4), opt["id"]),
+ ("closed", "expiry", _now(), round(opt_pnl_u, 4), opt["id"]),
)
perp_pnl = float(perp.get("realized_pnl") or 0) if perp else float(plan.get("realized_pnl_perp") or 0)
- total = perp_pnl + opt_pnl
+ total = float(perp_pnl) + float(opt_pnl_u)
update_plan(
conn,
int(plan["id"]),
status="closed",
close_reason="perp_target_points_expiry",
realized_pnl_perp=round(perp_pnl, 4),
- realized_pnl_options=round(opt_pnl, 4),
+ realized_pnl_options=round(opt_pnl_u, 4),
realized_pnl_total=round(total, 4),
stats_bucket="opt_primary",
closed_at=_now(),
diff --git a/lib/hedge_plan/hedge_plan_orders_lib.py b/lib/hedge_plan/hedge_plan_orders_lib.py
index 393e51a..8ccebcb 100644
--- a/lib/hedge_plan/hedge_plan_orders_lib.py
+++ b/lib/hedge_plan/hedge_plan_orders_lib.py
@@ -1282,10 +1282,15 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
opt_type = "C"
if opt_type not in ("P", "C"):
return "缺少期权类型(Put/Call)"
- if direction == "long" and opt_type != "P":
- return "做多永期对冲须用 Put"
- if direction == "short" and opt_type != "C":
- return "做空永期对冲须用 Call"
+ # 与 opt_type_for_view 一致:做多→Call+空永续,做空→Put+多永续
+ from lib.hedge_plan.hedge_plan_option_primary_lib import opt_type_for_view
+
+ want = opt_type_for_view(direction)
+ if opt_type != want:
+ return (
+ f"做{'多' if direction == 'long' else '空'}永期对冲须用 "
+ f"{'Call' if want == 'C' else 'Put'}"
+ )
if direction == "long" and not (sl < entry < tp):
return "做多须满足 止损 < 入场 < 止盈"
if direction == "short" and not (tp < entry < sl):
@@ -1775,34 +1780,38 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
notes.append("卖币失败: " + str(sell_r.get("msg") or ""))
total = float(opt_pnl) + float(perp_pnl)
- # 期权币本位盈亏换算到 U:用期权标的指数(跨币=BTC,禁止×ETH)
+ # 币本位期权盈亏一律 × 期权指数折 U(跨币=BTC);不再用 |pnl|<10 启发式
try:
from lib.hedge_plan.hedge_plan_live_positions_lib import resolve_option_index_px
from lib.hedge_plan.hedge_po_mode_lib import get_hedge_po_mode, is_cross_asset, option_underlying
+ from lib.options.options_pricing_lib import _quote_in_coin_from_context
mode = str(plan.get("po_mode") or get_hedge_po_mode())
opt_u = str(plan.get("option_underlying") or plan.get("underlying") or option_underlying(mode) or uly).upper()
- ex_idx = cfg.get("exchange_options") or cfg.get("exchange")
- if callable(ex_idx):
- try:
- ex_idx = ex_idx()
- except Exception:
- ex_idx = None
- idx = float(
- resolve_option_index_px(
- cfg,
- opt_u,
- ex_opt=ex_idx,
- cross_asset=is_cross_asset(mode),
- perp_fallback=None,
+ inst = ""
+ if opt:
+ inst = str(opt.get("inst_id") or "")
+ coin = bool(_quote_in_coin_from_context(inst_id=inst)) if inst else True
+ if coin:
+ ex_idx = cfg.get("exchange_options") or cfg.get("exchange")
+ if callable(ex_idx):
+ try:
+ ex_idx = ex_idx()
+ except Exception:
+ ex_idx = None
+ idx = float(
+ resolve_option_index_px(
+ cfg,
+ opt_u,
+ ex_opt=ex_idx,
+ cross_asset=is_cross_asset(mode),
+ perp_fallback=None,
+ )
+ or 0
)
- or 0
- )
- # opt_pnl 可能已是币;若为币且绝对值很小则 × 指数
- if abs(opt_pnl) < 10 and idx > 0 and abs(opt_pnl * idx) > abs(opt_pnl):
- opt_pnl_u = opt_pnl * idx
+ opt_pnl_u = float(opt_pnl) * idx if idx > 0 else float(opt_pnl)
else:
- opt_pnl_u = opt_pnl
+ opt_pnl_u = float(opt_pnl)
except Exception:
opt_pnl_u = opt_pnl
diff --git a/lib/hedge_plan/hedge_plan_register.py b/lib/hedge_plan/hedge_plan_register.py
index b1fbc6b..52d913b 100644
--- a/lib/hedge_plan/hedge_plan_register.py
+++ b/lib/hedge_plan/hedge_plan_register.py
@@ -509,11 +509,24 @@ def _activate_watching_po(
str((perp or {}).get("direction") or "")
or perp_direction_for_view(view)
)
+ # 永续开仓价:优先成交回写,否则 body.entry(应为永续标的价,跨币=ETH)
+ perp_avg = None
+ try:
+ order = (perp or {}).get("order") or {}
+ perp_avg = float(
+ order.get("average")
+ or order.get("avgPx")
+ or (order.get("info") or {}).get("avgPx")
+ or body.get("entry")
+ or 0
+ ) or None
+ except (TypeError, ValueError):
+ perp_avg = float(body.get("entry") or 0) or None
update_plan(
conn,
int(plan_id),
status="partial" if is_partial else "active",
- entry_mark=float(body.get("entry") or body.get("index_px") or 0) or None,
+ entry_mark=perp_avg,
perp_size=float((perp or {}).get("contracts") or body.get("contracts") or 0),
leverage=float(body.get("leverage") or 100),
premium_total=premium,
@@ -531,7 +544,7 @@ def _activate_watching_po(
"symbol": str(body.get("exchange_symbol") or ""),
"side": perp_dir,
"size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
- "avg_open": float(body.get("entry") or 0) if perp_ok else None,
+ "avg_open": perp_avg if perp_ok else None,
"status": "open" if perp_ok else "pending",
"exchange_ord_id": str((perp or {}).get("exchange_ord_id") or ""),
"opened_at": result.get("opened_at") if perp_ok else None,
@@ -1455,12 +1468,43 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
err = validate_option_primary_start(body)
if err:
raise ValueError(err)
+ from lib.hedge_plan.hedge_po_mode_lib import (
+ apply_mode_to_start_body,
+ get_hedge_po_mode,
+ is_cross_asset,
+ option_underlying,
+ perp_underlying,
+ )
+
+ body = apply_mode_to_start_body(body)
+ mode = str(body.get("po_mode") or get_hedge_po_mode())
+ opt_idx = None
+ perp_idx = None
+ try:
+ from lib.exchange.okx_public_http_lib import fetch_index_px
+
+ opt_idx = float(fetch_index_px(option_underlying(mode)) or 0) or None
+ if is_cross_asset(mode):
+ perp_idx = float(fetch_index_px(perp_underlying(mode)) or 0) or None
+ else:
+ perp_idx = opt_idx
+ except Exception:
+ opt_idx = perp_idx = None
+ if opt_idx is None:
+ try:
+ opt_idx = float(body.get("index_px") or body.get("entry") or 0) or None
+ except (TypeError, ValueError):
+ opt_idx = None
+ if perp_idx is None:
+ perp_idx = opt_idx
sized = size_from_premium(
premium_budget=float(body.get("premium_budget") or 0),
ask=float(body.get("ask") or 0),
ct_mult=float(body.get("ct_mult") or 0.01),
ratio=float(body.get("option_perp_ratio") or 2),
contract_size=float(body.get("contract_size") or 0.01),
+ option_index=opt_idx,
+ perp_index=perp_idx,
)
if not sized.get("ok"):
raise ValueError(sized.get("msg") or "定仓失败")
@@ -1468,19 +1512,25 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
body["sheets"] = sized["sheets"]
body["contracts"] = sized["contracts"]
body["eth_qty"] = sized["eth_qty"]
+ if not body.get("index_px") and opt_idx:
+ body["index_px"] = opt_idx
+ # entry=永续参考价(跨币用 ETH 指数);勿把 BTC 指数写入永续开仓价
if not body.get("entry"):
- body["entry"] = body.get("index_px") or 0
+ body["entry"] = perp_idx or opt_idx or body.get("index_px") or 0
out = build_option_primary_preview(body)
out["sizing"] = sized
return out
+ from lib.hedge_plan.hedge_plan_option_primary_lib import opt_type_for_view
+
direction = str(body.get("direction") or "long").lower()
entry = float(body["entry"])
tp = float(body["tp"])
sl = float(body["sl"])
contracts = float(body["contracts"])
contract_size = float(body.get("contract_size") or 0.01)
- opt_type = str(body.get("opt_type") or ("P" if direction == "long" else "C"))
+ # 与以期权为主同口径:long→Call, short→Put(旧保险 long→Put 已废弃)
+ opt_type = str(body.get("opt_type") or opt_type_for_view(direction))
strike = float(body["strike"])
sheets = float(body.get("sheets") or 1)
ct_mult = float(body.get("ct_mult") or 0.01)
diff --git a/lib/hedge_plan/hedge_plan_settle_lib.py b/lib/hedge_plan/hedge_plan_settle_lib.py
index b1d6803..a604fa8 100644
--- a/lib/hedge_plan/hedge_plan_settle_lib.py
+++ b/lib/hedge_plan/hedge_plan_settle_lib.py
@@ -35,14 +35,40 @@ def leg_is_expired(leg: dict[str, Any], *, now_ms: Optional[int] = None) -> bool
def settle_option_leg_at_spot(leg: dict[str, Any], spot: float) -> float:
- """按到期结算口径估算腿盈亏(USDC)."""
+ """按到期结算估算腿盈亏(与权利金同单位).
+
+ - 币本位(BTC-USD/ETH-USD):返回 **币** 盈亏(内在价值/币 − 权利金币);调用方须 × 期权指数折 U.
+ - USDC:返回 U 盈亏.
+ """
premium = float(leg.get("premium") or 0)
strike = _sf(leg.get("strike"))
if strike is None:
return -premium
sheets = float(leg.get("size") or 1)
- # ct_mult 未入库时默认 0.01
ct = float(leg.get("ct_mult") or 0.01)
+ inst_id = str(leg.get("inst_id") or "")
+ try:
+ from lib.options.options_pricing_lib import _quote_in_coin_from_context, intrinsic_px_per_unit
+
+ coin = _quote_in_coin_from_context(inst_id=inst_id)
+ except Exception:
+ coin = "-USD-" in inst_id.upper() and "USDC" not in inst_id.upper()
+ intrinsic_px_per_unit = None # type: ignore
+ if coin:
+ unit = None
+ if intrinsic_px_per_unit is not None:
+ try:
+ unit = intrinsic_px_per_unit(
+ str(leg.get("opt_type") or "P"),
+ float(strike),
+ float(spot),
+ inst_id=inst_id,
+ )
+ except Exception:
+ unit = None
+ if unit is None:
+ unit = 0.0
+ return float(unit) * sheets * ct - premium
return float(
option_expiry_pnl(
opt_type=str(leg.get("opt_type") or "P"),
diff --git a/lib/hedge_plan/templates/hedge_plan_panel.html b/lib/hedge_plan/templates/hedge_plan_panel.html
index 4c0a285..47d771c 100644
--- a/lib/hedge_plan/templates/hedge_plan_panel.html
+++ b/lib/hedge_plan/templates/hedge_plan_panel.html
@@ -508,4 +508,4 @@
-
+
diff --git a/tests/test_hedge_po_mode.py b/tests/test_hedge_po_mode.py
index c25d6e8..e85e7d6 100644
--- a/tests/test_hedge_po_mode.py
+++ b/tests/test_hedge_po_mode.py
@@ -214,6 +214,45 @@ class TestHedgePoMode(unittest.TestCase):
)
self.assertAlmostEqual(px, 2476.0)
+ def test_settle_coin_option_returns_coin_units(self):
+ from lib.hedge_plan.hedge_plan_settle_lib import settle_option_leg_at_spot
+
+ # BTC put ITM: K=90000 S=80000 → 币内在 (90000-80000)/80000=0.125; 1张×0.01=0.00125币
+ # 权利金 0.01 币 → 净利 0.00125-0.01 = -0.00875 币(非 ×8万的美元差)
+ pnl = settle_option_leg_at_spot(
+ {
+ "inst_id": "BTC-USD-261018-90000-P",
+ "opt_type": "P",
+ "strike": 90000,
+ "size": 1,
+ "ct_mult": 0.01,
+ "premium": 0.01,
+ },
+ 80000.0,
+ )
+ self.assertAlmostEqual(pnl, 0.00125 - 0.01, places=6)
+
+ def test_size_from_premium_preview_needs_dual_index(self):
+ # 无双指数 → 同币路径;有双指数 → 跨币张数
+ same = size_from_premium(
+ premium_budget=1000,
+ ask=0.01,
+ ct_mult=0.01,
+ ratio=2,
+ contract_size=0.01,
+ )
+ cross = size_from_premium(
+ premium_budget=1000,
+ ask=0.01,
+ ct_mult=0.01,
+ ratio=2,
+ contract_size=0.01,
+ option_index=100_000,
+ perp_index=2_500,
+ )
+ self.assertTrue(same["ok"] and cross["ok"])
+ self.assertGreater(float(cross["contracts"]), float(same["contracts"]))
+
if __name__ == "__main__":
unittest.main()