Wide order dialog (calc|form); enrich live cards with lev/bid/margin/time.

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

lib/hedge_plan/hedge_plan_live_positions_lib.py

@@ -1,15 +1,19 @@
 """永期对冲 · 当前持仓:期权+永续实时卡(组合净利扣开平双边手续费)."""
 from __future__ import annotations
 
+from datetime import datetime, timedelta, timezone
 from typing import Any, Optional
 
 from lib.hedge_plan.hedge_plan_option_primary_lib import (
     estimate_combo_net_pnl,
     fee_rate,
     opt_type_for_view,
+    option_bid_liquidity_ok,
     perp_direction_for_view,
 )
 
+_BJ = timezone(timedelta(hours=8))
+
 
 def _sf(v: Any) -> Optional[float]:
     try:
@@ -33,19 +37,52 @@ def _pick_option_row(rows: list[dict[str, Any]] | None, inst_id: str) -> Optiona
     return None
 
 
-def _option_bid(ex: Any, inst_id: str, fallback: Optional[float]) -> Optional[float]:
+def _option_bid_quote(
+    ex: Any, inst_id: str, fallback: Optional[float]
+) -> tuple[Optional[float], Optional[float]]:
+    """返回 (买一价, 买一张数)."""
     try:
         from lib.exchange.okx_options_lib import fetch_option_book_depth
 
         book = fetch_option_book_depth(ex, inst_id) or {}
         bids = book.get("bids") or []
         if bids and isinstance(bids[0], dict):
-            bid = _sf(bids[0].get("px") or bids[0].get("price"))
+            bid = _sf(bids[0].get("px"))
+            sz = _sf(bids[0].get("sz"))
             if bid is not None and bid > 0:
-                return bid
+                return bid, sz
     except Exception:
         pass
-    return fallback
+    return fallback, None
+
+
+def _parse_opt_exp_ms(inst_id: str) -> Optional[int]:
+    """BTC-USD-261017-84000-P → 到期日 16:00 北京时间."""
+    parts = str(inst_id or "").upper().split("-")
+    if len(parts) < 4:
+        return None
+    raw = parts[2]
+    if len(raw) != 6 or not raw.isdigit():
+        return None
+    try:
+        yy, mm, dd = int(raw[0:2]), int(raw[2:4]), int(raw[4:6])
+        year = 2000 + yy
+        dt = datetime(year, mm, dd, 16, 0, 0, tzinfo=_BJ)
+        return int(dt.timestamp() * 1000)
+    except Exception:
+        return None
+
+
+def _parse_opened_ms(opened_at: Any) -> Optional[int]:
+    s = str(opened_at or "").strip()
+    if not s:
+        return None
+    try:
+        # "2026-10-14 16:22:21" 按北京时间
+        dt = datetime.strptime(s[:19], "%Y-%m-%d %H:%M:%S").replace(tzinfo=_BJ)
+        return int(dt.timestamp() * 1000)
+    except Exception:
+        return None
 
 
 def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any]]:
@@ -79,6 +116,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
     get_cs = cfg.get("get_contract_size")
     fetch_idx = cfg.get("fetch_index_price")
     fr = fee_rate()
+    now_ms = int(datetime.now(tz=_BJ).timestamp() * 1000)
     out: list[dict[str, Any]] = []
 
     for plan in plans:
@@ -97,14 +135,21 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
         ct = _sf((opt_leg or {}).get("ct_mult")) or 0.01
         avg_open = _sf((opt_leg or {}).get("avg_open")) or _sf((opt_raw or {}).get("avgPx")) or 0.0
         mark_opt = _sf((opt_raw or {}).get("markPx")) or _sf((opt_raw or {}).get("last")) or avg_open
-        bid = _option_bid(ex_opt, inst_id, mark_opt) if inst_id else mark_opt
+        bid, bid_sz = _option_bid_quote(ex_opt, inst_id, mark_opt) if inst_id else (mark_opt, None)
         strike = _sf((opt_leg or {}).get("strike")) or 0.0
         opt_type = str((opt_leg or {}).get("opt_type") or opt_type_for_view(view)).upper()
+        # 币本位杠杆≈1÷卖一/标记
+        lev_ref = _sf(avg_open) or _sf(mark_opt) or 0.0
+        opt_leverage = round(1.0 / lev_ref, 1) if lev_ref and lev_ref > 0 else None
+        liq_ok, liq_msg = option_bid_liquidity_ok(bid, bid_sz, need_sheets=float(sheets or 0))
 
         sym = str((perp_leg or {}).get("symbol") or plan.get("exchange_symbol") or "")
-        perp_dir = str((perp_leg or {}).get("side") or plan.get("perp_direction") or perp_direction_for_view(view)).lower()
+        perp_dir = str(
+            (perp_leg or {}).get("side") or plan.get("perp_direction") or perp_direction_for_view(view)
+        ).lower()
         contracts = _sf((perp_leg or {}).get("size")) or _sf(plan.get("perp_size")) or 0.0
         perp_entry = _sf((perp_leg or {}).get("avg_open")) or _sf(plan.get("entry_mark")) or 0.0
+        perp_lev = _sf(plan.get("leverage")) or 0.0
         cs = 0.01
         if callable(get_cs) and sym:
             try:
@@ -115,6 +160,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
         perp_mark = None
         perp_upl = None
         live_contracts = None
+        margin = None
         if callable(get_perp_metrics) and sym:
             try:
                 m = get_perp_metrics(sym, perp_dir, order_leverage=plan.get("leverage"))
@@ -122,12 +168,15 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                     perp_mark = _sf(m.get("mark_price") or m.get("mark"))
                     perp_upl = _sf(m.get("unrealized_pnl"))
                     live_contracts = _sf(m.get("contracts") or m.get("size"))
+                    margin = _sf(m.get("initial_margin") or m.get("margin"))
             except Exception:
                 pass
         if perp_mark is None or perp_mark <= 0:
             perp_mark = perp_entry
         if live_contracts and live_contracts > 0:
             contracts = live_contracts
+        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)
 
         idx = None
         if callable(fetch_idx):
@@ -153,19 +202,29 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
             contract_size=float(cs or 0.01),
             fee=fr,
         )
-        # 币本位期权净利(币) → USDT;永续净利已是 U
         opt_net_coin = float(net.get("opt_net") or 0)
         opt_net_usdt = round(opt_net_coin * float(idx or 0), 4) if idx else None
         perp_net = float(net.get("perp_net") or 0)
         combo_usdt = round((opt_net_usdt or 0) + perp_net, 4) if opt_net_usdt is not None else round(perp_net, 4)
 
+        opened_at = plan.get("opened_at")
+        opened_ms = _parse_opened_ms(opened_at)
+        # 两腿开仓时间统一取计划 opened_at
+        exp_ms = _parse_opt_exp_ms(inst_id)
+        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
+
         out.append(
             {
                 "plan_id": plan.get("id"),
                 "status": plan.get("status"),
                 "underlying": uly,
                 "direction": view,
-                "opened_at": plan.get("opened_at"),
+                "opened_at": opened_at,
+                "opened_ms": opened_ms,
+                "exp_ms": exp_ms,
+                "hold_sec": hold_sec,
+                "remain_sec": remain_sec,
                 "index_px": idx,
                 "fee_rate": fr,
                 "option": {
@@ -177,6 +236,10 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                     "avg_open": avg_open,
                     "mark_px": mark_opt,
                     "bid": bid,
+                    "bid_sz": bid_sz,
+                    "leverage": opt_leverage,
+                    "liq_ok": bool(liq_ok),
+                    "liq_msg": liq_msg or "",
                     "net_coin": opt_net_coin,
                     "net_usdt": opt_net_usdt,
                     "live": bool(opt_raw),
@@ -188,6 +251,8 @@ 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,
+                    "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),