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永期改为市价选约:左同期权人工选,右去掉选约条件.

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左侧到期/CallPut/全部实虚值/展开全部;右侧仅资金杠杆与出场;下单走已选合约立即开仓而非条件盯盘.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-14 15:19:17 +08:00
parent 73a1d5f709
commit c9e69ce8ef
4 changed files with 257 additions and 144 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/common/static/hedge_plan.js
+176 -87
View File
@@ -22,10 +22,11 @@
tab: pickDefaultTab(),
mode: showPerp ? "perp_options" : showOo ? "options_options" : "perp_options",
underlying: root.getAttribute("data-default-underly") || "ETH",
moneyFilter: root.getAttribute("data-option-primary") !== "0" ? "otm" : "itm",
moneyFilter: root.getAttribute("data-option-primary") !== "0" ? "all" : "itm",
ooMoneyFilter: "atm_otm", // 期期锁定:平值+虚值
ooRecommend: null, // atm_straddle | double_otm | null
ooStrikeExpandAll: false, // 默认 Call/Put 各 3 档
poStrikeExpandAll: false, // 永期市价选约:默认平值+实3+虚3
chain: null,
selected: null,
legA: null,
@@ -68,7 +69,9 @@
const hint = $("hp-po-pair-hint");
if (hint) {
if (isOptionPrimary()) {
hint.textContent = dir === "short" ? "买 Put + 永续多" : "买 Call + 永续空";
hint.textContent =
(dir === "short" ? "买 Put + 永续多" : "买 Call + 永续空") +
" · 点「选择」填入右侧市价下单;比例默认 2(期权 1 → 永续 0.5)。";
} else {
hint.textContent = dir === "short" ? "永续空 + 保险 Call" : "永续多 + 保险 Put";
}
@@ -162,9 +165,9 @@
return fmt(v, 2) + ":1";
}
/** 列表/盯盘候选杠杆门槛(与后端 effective_min_opt_leverage 对齐). */
/** 条件单杠杆门槛;市价下单传 0 则不筛. */
function optionPrimaryMinLev() {
const minLev = numInput("hp-opt-leverage", opMoneyKind() === "otm" ? 200 : 100);
const minLev = numInput("hp-opt-leverage", 0);
if (!(minLev > 0)) return 0;
if (opMoneyKind() === "otm") return Math.max(minLev, 180);
return minLev;
@@ -180,17 +183,17 @@
}
function matchesMoneyFilter(c) {
const f = state.moneyFilter || "itm";
const f = state.moneyFilter || "all";
const m = (c.moneyness || "").toLowerCase();
// 保险模式不可选虚值
if (!isOptionPrimary() && f === "otm") return false;
// 列表:间隔+虚实值+杠杆门槛(达标才显示;启动盯盘后监控同样门槛)
// 市价下单:仅按 全部/实值/虚值 筛选,不做间隔/杠杆条件门槛
if (isOptionPrimary()) {
const idx = indexPx();
const interval = numInput("hp-strike-interval", 15);
if (idx && interval > 0 && Math.abs(Number(c.strike) - idx) > interval + 1e-9) {
return false;
}
if (!optionPrimaryLevOk(c)) return false;
if (f === "all" || f === "any") return true;
if (f === "itm") return m === "itm" || m === "atm";
if (f === "atm") return m === "atm";
if (f === "otm") return m === "otm";
return true;
}
if (f === "itm") return m === "itm" || m === "atm";
if (f === "atm") return m === "atm";
@@ -198,6 +201,31 @@
return m === "itm" || m === "atm";
}
const PO_ATM_SIDE = 3;
function slicePoListByMoneyness(list) {
if (state.poStrikeExpandAll || !list.length) return list;
const sorted = list.slice().sort(function (a, b) {
return Number(a.strike) - Number(b.strike);
});
const itm = [];
const atm = [];
const otm = [];
sorted.forEach(function (c) {
const m = String(c.moneyness || "").toLowerCase();
if (m === "atm") atm.push(c);
else if (m === "itm") itm.push(c);
else if (m === "otm") otm.push(c);
});
const n = PO_ATM_SIDE;
const isPut = optTypeForDirection(getDirection()) === "P";
const pickedItm = isPut ? itm.slice(0, n) : itm.slice(-n);
const pickedOtm = isPut ? otm.slice(-n) : otm.slice(0, n);
return pickedItm.concat(atm, pickedOtm).sort(function (a, b) {
return Number(a.strike) - Number(b.strike);
});
}
function matchesOoMoneyFilter(c) {
// 期期:仅平值/虚值(禁实值)
if (!c) return false;
@@ -280,19 +308,15 @@
}
function opMoneyKind() {
const f = state.moneyFilter || "itm";
const f = state.moneyFilter || "all";
if (f === "otm") return "otm";
if (f === "atm") return "atm";
if (f === "all" || f === "any") return "all";
return "itm";
}
function applyOpDefaultsFromMoney(force) {
const kind = opMoneyKind();
const levEl = $("hp-opt-leverage");
const ratioEl = $("hp-opt-perp-ratio");
if (levEl && (force || !state.opLevTouched)) {
levEl.value = kind === "otm" ? "200" : "100";
}
if (ratioEl && (force || !state.opRatioTouched)) {
// 默认 2:期权名义÷比例=永续名义(例 1 BTC 期权 → 0.5 BTC 永续)
ratioEl.value = "2";
@@ -326,14 +350,28 @@
insMoney.classList.remove("hidden");
}
}
if (!on && state.moneyFilter === "otm") {
const mktMoney = $("hp-po-mkt-money");
if (mktMoney) {
if (on) {
mktMoney.removeAttribute("hidden");
mktMoney.classList.remove("hidden");
} else {
mktMoney.setAttribute("hidden", "hidden");
mktMoney.classList.add("hidden");
}
}
if (on && (state.moneyFilter === "atm" || !state.moneyFilter)) {
state.moneyFilter = "all";
syncMoneyUI();
}
if (!on && (state.moneyFilter === "otm" || state.moneyFilter === "all")) {
state.moneyFilter = "itm";
syncMoneyUI();
}
if (on) applyOpDefaultsFromMoney(false);
const badge = $("hp-po-mode-badge");
if (badge) {
badge.textContent = on ? "以期权为主" : "保险模式";
badge.textContent = on ? "市价下单" : "保险模式";
badge.classList.toggle("is-insurance", !on);
}
const title = $("hp-po-card-title");
@@ -343,7 +381,7 @@
if (dirLong) {
dirLong.title = on ? "买 Call → 永续空" : "做多永续";
if (on) {
dirLong.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>Call';
dirLong.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>看涨 Call';
} else {
dirLong.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>做多';
}
@@ -351,7 +389,7 @@
if (dirShort) {
dirShort.title = on ? "买 Put → 永续多" : "做空永续";
if (on) {
dirShort.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>Put';
dirShort.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>看跌 Put';
} else {
dirShort.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>做空';
}
@@ -472,7 +510,7 @@
function syncMoneyUI() {
const moneySel = $("hp-money-select");
if (moneySel && isOptionPrimary()) {
moneySel.value = state.moneyFilter === "otm" ? "otm" : state.moneyFilter === "atm" ? "atm" : "itm";
moneySel.value = state.moneyFilter || "all";
}
document.querySelectorAll(".hp-money-btn").forEach(function (b) {
const on = b.getAttribute("data-money") === state.moneyFilter;
@@ -486,14 +524,16 @@
b.classList.toggle("is-selected", on);
b.setAttribute("aria-pressed", on ? "true" : "false");
});
const expandCb = $("hp-strike-expand-all");
if (expandCb) expandCb.checked = !!state.poStrikeExpandAll;
}
function syncPoActionBtn() {
const btn = $("hp-preview-btn");
if (!btn) return;
if (isOptionPrimary()) {
btn.textContent = "策略启动";
btn.title = "按参数启动盯盘;杠杆/间隔达标后自动开仓(非现场开)";
btn.textContent = "市价下单";
btn.title = "按左侧已选合约立即开仓(买期权+对冲永续);非条件盯盘";
} else {
btn.textContent = "计算";
btn.title = "情景测算后再启动";
@@ -597,7 +637,7 @@
updatePerpPnlHint();
}
/** 以期权为主:按类型/间隔自动匹配最近合约. */
/** 市价选约:不自动代选;仅在已选失效(换 Call/Put 或筛掉)时清空. */
function autoMatchPoOption(force) {
if (!isOptionPrimary()) return;
const want = optTypeForDirection(getDirection());
@@ -608,9 +648,7 @@
String(sel.opt_type || "").toUpperCase() === want &&
matchesMoneyFilter(sel);
if (stillOk) return;
const c = pickClosestItmAtm(currentContracts("hp-exp-select"), want);
if (c) pickContract(c);
else clearPoSelection();
clearPoSelection();
}
function findAtmStrikeFromRows(rows, idx) {
@@ -1199,9 +1237,8 @@
function fillExpSelect(sel, chain) {
if (!sel) return;
const prev = sel.value;
const isPoSel = sel.id === "hp-exp-select";
// 永期以期权为主:到期下拉按「最低剩余小时」过滤;期期下拉不过滤,保证明天到期可见
const minH = isPoSel && isOptionPrimary() ? numInput("hp-min-hours", 36) : 0;
// 市价选约:到期列表不过滤(与期权页一致,默认最近一期);条件单 hidden 字段 min-hours=0
const minH = sel.id === "hp-exp-select" ? numInput("hp-min-hours", 0) : 0;
sel.innerHTML = '<option value="">选择到期日</option>';
let firstOk = null;
let skippedNear = 0;
@@ -1222,10 +1259,10 @@
if (!sel.value && firstOk) {
sel.value = String(firstOk.exp_time);
}
if (isPoSel && skippedNear > 0 && minH > 0) {
if (skippedNear > 0 && minH > 0) {
const tip = document.createElement("option");
tip.disabled = true;
tip.textContent = "(已隐藏 " + skippedNear + " 个不足 " + minH + "h 的到期 · 可改左侧最低剩余小时)";
tip.textContent = "(已隐藏 " + skippedNear + " 个不足 " + minH + "h 的到期)";
sel.appendChild(tip);
}
}
@@ -1270,7 +1307,7 @@
return;
}
if (isOptionPrimary() && !matchesMoneyFilter(c)) {
alert("不符合当前间隔/虚实值/杠杆门槛");
alert("不符合当前筛选(全部/实值/虚值),请切换筛选后再选");
return;
}
state.selected = c;
@@ -1300,38 +1337,38 @@
const want = optTypeForDirection(getDirection());
const exp = currentExp("hp-exp-select");
const prevInst = state.selected && state.selected.inst_id;
const cols = isOptionPrimary() ? 7 : 6;
tbody.innerHTML = "";
if (!exp) {
tbody.innerHTML = '<tr><td colspan="6" class="muted">请选择到期日</td></tr>';
tbody.innerHTML = '<tr><td colspan="' + cols + '" class="muted">请选择到期日</td></tr>';
if (isOptionPrimary()) clearPoSelection();
return;
}
const sameType = (exp.contracts || []).filter(function (c) {
return String(c.opt_type || "").toUpperCase() === want;
});
const list = sameType.filter(matchesMoneyFilter);
let list = sameType.filter(matchesMoneyFilter);
if (isOptionPrimary() && state.moneyFilter === "all") {
list = slicePoListByMoneyness(list);
}
if (!list.length) {
const idx = indexPx();
const interval = isOptionPrimary() ? numInput("hp-strike-interval", 15) : null;
let hint = "无匹配合约";
if (isOptionPrimary() && sameType.length) {
if (sameType.length) {
hint =
"无匹配" +
"当前筛选下无 " +
(want === "C" ? "Call" : "Put") +
"(已滤 " +
"(链上 " +
sameType.length +
" 档)·检查间隔" +
(interval != null ? "≤" + interval : "") +
"点/虚实值/杠杆≥" +
optionPrimaryMinLev();
} else if (!sameType.length) {
" 档)·可改全部/实值/虚值或展开全部";
} else {
hint =
"该到期无 " +
(want === "C" ? "Call" : "Put") +
(idx ? " · 指数 " + fmt(idx, 2) : "") +
" · 可换到期或点刷新链";
}
tbody.innerHTML = '<tr><td colspan="6" class="muted">' + hint + "</td></tr>";
tbody.innerHTML = '<tr><td colspan="' + cols + '" class="muted">' + hint + "</td></tr>";
if (isOptionPrimary()) clearPoSelection();
return;
}
@@ -1340,24 +1377,53 @@
tr.className = "opt-strike-row" + (c.moneyness ? " opt-row-" + c.moneyness : "");
if (prevInst && c.inst_id === prevInst) tr.classList.add("opt-row-selected");
tr.setAttribute("data-inst", c.inst_id);
tr.innerHTML =
"<td>" +
c.strike +
"</td><td>" +
moneynessBadge(c) +
'</td><td class="opt-chain-lev" title="指数÷卖一">' +
calcIndexAskLeverage(c.ask) +
'</td><td class="opt-px-sz">' +
fmtPxSz(c.ask, c.ask_sz, c.ask_estimated, c.tick_sz) +
'</td><td class="opt-px-sz">' +
fmtPxSz(c.bid, c.bid_sz, false, c.tick_sz) +
'</td><td><button type="button" class="btn-secondary hp-pick' +
(prevInst && c.inst_id === prevInst ? " active" : "") +
'" data-inst="' +
c.inst_id +
'">选择</button></td>';
if (isOptionPrimary()) {
tr.innerHTML =
"<td>" +
c.strike +
"</td><td>" +
moneynessBadge(c) +
"</td><td><code class=\"opt-inst-code\">" +
(c.inst_id || "") +
'</code></td><td class="opt-px-sz">' +
fmtPxSz(c.ask, c.ask_sz, c.ask_estimated, c.tick_sz) +
'</td><td class="opt-chain-lev" title="指数÷卖一">' +
calcIndexAskLeverage(c.ask) +
'</td><td class="opt-px-sz">' +
fmtPxSz(c.bid, c.bid_sz, false, c.tick_sz) +
'</td><td><button type="button" class="btn-secondary hp-pick' +
(prevInst && c.inst_id === prevInst ? " active" : "") +
'" data-inst="' +
c.inst_id +
'">选择</button></td>';
} else {
tr.innerHTML =
"<td>" +
c.strike +
"</td><td>" +
moneynessBadge(c) +
'</td><td class="opt-chain-lev" title="指数÷卖一">' +
calcIndexAskLeverage(c.ask) +
'</td><td class="opt-px-sz">' +
fmtPxSz(c.ask, c.ask_sz, c.ask_estimated, c.tick_sz) +
'</td><td class="opt-px-sz">' +
fmtPxSz(c.bid, c.bid_sz, false, c.tick_sz) +
'</td><td><button type="button" class="btn-secondary hp-pick' +
(prevInst && c.inst_id === prevInst ? " active" : "") +
'" data-inst="' +
c.inst_id +
'">选择</button></td>';
}
tbody.appendChild(tr);
});
if (isOptionPrimary() && !state.poStrikeExpandAll && state.moneyFilter === "all") {
const hintTr = document.createElement("tr");
hintTr.innerHTML =
'<td colspan="' +
cols +
'" class="muted opt-strike-hint">默认显示平值 + 实值3档 + 虚值3档 · 勾选「展开全部」查看该到期更多行权价</td>';
tbody.appendChild(hintTr);
}
tbody.querySelectorAll(".hp-pick").forEach(function (btn) {
btn.addEventListener("click", function () {
const inst = btn.getAttribute("data-inst");
@@ -1707,14 +1773,20 @@
if (!state.selected) throw new Error("请选用期权腿");
if (isOptionPrimary()) {
const sized = currentOpSizing();
if (!sized) throw new Error("请填写权利金或张数并确认卖一有效");
if (!sized) throw new Error("请选择期权并填写张数(或权利金预算)");
const optPts = numInput("hp-opt-target-pts", NaN);
const perpPts = numInput("hp-perp-target-pts", NaN);
if (!(optPts > 0) || !(perpPts > 0)) throw new Error("请填写期权/永续目标位点数(须大于0)");
const exp = currentExp("hp-exp-select");
const premEst =
Number(state.selected.ask || 0) *
sized.sheets *
Number(state.selected.ct_mult || 0.01);
const premBudget = numInput("hp-premium-budget", 0);
body = {
plan_type: "perp_options",
option_primary: true,
market_order: 1,
direction: getDirection(),
entry: indexPx() || Number((state.market && state.market.mark) || 0),
contracts: sized.contracts,
@@ -1725,15 +1797,15 @@
ct_mult: state.selected.ct_mult || 0.01,
ask: state.selected.ask,
index_px: indexPx() || 0,
premium_budget: numInput("hp-premium-budget", 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,
perp_target_points: perpPts,
strike_interval: numInput("hp-strike-interval", 15),
min_option_hours: numInput("hp-min-hours", 36),
option_leverage: numInput("hp-opt-leverage", 100),
strike_interval: 0,
min_option_hours: 0,
option_leverage: 0,
leverage: numInput("hp-perp-leverage", defaultPerpLeverage(state.underlying)),
moneyness: opMoneyKind(),
moneyness: (state.selected.moneyness || opMoneyKind() || "all").toLowerCase(),
hours_to_expiry: exp ? hoursFromExpMs(exp.exp_time) : null,
};
} else {
@@ -1914,25 +1986,28 @@
});
document.querySelectorAll(".hp-money-btn").forEach(function (b) {
b.addEventListener("click", function () {
const m = b.getAttribute("data-money") || "itm";
const m = b.getAttribute("data-money") || "all";
if (m === "otm" && !isOptionPrimary()) {
alert("永期保险腿仅允许实值或平值;请在 env 将 HEDGE_PLAN_OPTION_PRIMARY=true");
return;
}
state.moneyFilter = m === "otm" ? "otm" : m === "atm" ? "atm" : "itm";
if (isOptionPrimary()) {
state.moneyFilter = m === "otm" ? "otm" : m === "itm" ? "itm" : m === "atm" ? "atm" : "all";
} else {
state.moneyFilter = m === "atm" ? "atm" : "itm";
}
if (isOptionPrimary()) applyOpDefaultsFromMoney(false);
syncMoneyUI();
renderListStrikes();
});
});
if ($("hp-money-select")) {
$("hp-money-select").addEventListener("change", function () {
const m = $("hp-money-select").value || "otm";
state.moneyFilter = m === "otm" ? "otm" : m === "atm" ? "atm" : "itm";
state.opLevTouched = false;
state.opRatioTouched = false;
applyOpDefaultsFromMoney(true);
syncMoneyUI();
if ($("hp-strike-expand-all")) {
$("hp-strike-expand-all").addEventListener("change", function () {
state.poStrikeExpandAll = !!$("hp-strike-expand-all").checked;
if (state.poStrikeExpandAll && state.moneyFilter !== "all" && isOptionPrimary()) {
state.moneyFilter = "all";
syncMoneyUI();
}
renderListStrikes();
});
}
@@ -2154,7 +2229,8 @@
if ($("hp-preview-btn"))
$("hp-preview-btn").addEventListener("click", function () {
state.mode = "perp_options";
if (isOptionPrimary()) void startOptionPrimaryWatch();
// 以期权为主 = 市价下单(左侧人工选约后立即开);条件盯盘不再从此入口
if (isOptionPrimary()) void startPlan("perp_options", false);
else void runPreview();
});
if ($("hp-preview-btn-oo"))
@@ -2744,15 +2820,21 @@
if (!state.selected) throw new Error("请选用期权腿");
if (isOptionPrimary()) {
const sized = currentOpSizing();
if (!sized) throw new Error("请填写权利金或张数并确认卖一有效");
if (!sized) throw new Error("请选择期权并填写张数(或权利金预算)");
const optPts = numInput("hp-opt-target-pts", NaN);
const perpPts = numInput("hp-perp-target-pts", NaN);
if (!(optPts > 0) || !(perpPts > 0)) throw new Error("请填写期权/永续目标位点数(须大于0)");
const exp = currentExp("hp-exp-select");
const entry = indexPx() || Number((state.market && state.market.mark) || 0);
const premEst =
Number(state.selected.ask || 0) *
sized.sheets *
Number(state.selected.ct_mult || 0.01);
const premBudget = numInput("hp-premium-budget", 0);
body = {
plan_type: "perp_options",
option_primary: true,
market_order: 1,
underlying: state.underlying,
direction: getDirection(),
entry: entry,
@@ -2767,14 +2849,14 @@
index_px: entry,
exchange_symbol: (state.market && state.market.exchange_symbol) || "",
leverage: numInput("hp-perp-leverage", defaultPerpLeverage(state.underlying)),
option_leverage: numInput("hp-opt-leverage", 100),
premium_budget: numInput("hp-premium-budget", 0),
option_leverage: 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,
perp_target_points: perpPts,
strike_interval: numInput("hp-strike-interval", 15),
min_option_hours: numInput("hp-min-hours", 36),
moneyness: opMoneyKind(),
strike_interval: 0,
min_option_hours: 0,
moneyness: (state.selected.moneyness || opMoneyKind() || "all").toLowerCase(),
hours_to_expiry: exp ? hoursFromExpMs(exp.exp_time) : null,
};
} else {
@@ -2807,7 +2889,14 @@
}
}
if (!fromPreviewModal) {
if (!window.confirm("确认启动对冲计划并真实下单?\n(将按期权账户/合约账户分别下单)")) return;
const confMsg = isOptionPrimary()
? "确认市价下单?\n期权 " +
(state.selected && state.selected.inst_id) +
" × " +
(body.sheets || "") +
" 张 + 永续对冲\n(期权腿币本位 / 永续腿合约账户)"
: "确认启动对冲计划并真实下单?\n(将按期权账户/合约账户分别下单)";
if (!window.confirm(confMsg)) return;
}
if (startBtn) startBtn.disabled = true;
const d = await apiJson("/api/hedge-plan/start", {
lib/common/static/instance_theme.css
+27 -5
View File
@@ -3931,16 +3931,38 @@ html[data-theme="light"] .opt-be-dist-down {
flex: 1 1 auto;
min-height: 220px;
}
.hedge-plan-page-wrap .hp-po-pair-hint {
margin-left: 8px;
font-size: 0.82rem;
white-space: nowrap;
}
.hedge-plan-page-wrap .hp-po-pair-hint,
.hedge-plan-page-wrap .hp-po-chain-hint {
margin: 4px 0 8px;
font-size: 0.78rem;
line-height: 1.4;
}
.hedge-plan-page-wrap .hp-po-opt-toolbar {
flex-wrap: wrap;
gap: 6px 8px;
align-items: center;
}
.hedge-plan-page-wrap .hp-po-mkt-money {
display: inline-flex;
gap: 4px;
flex-wrap: wrap;
}
.hedge-plan-page-wrap .hp-po-mkt-money[hidden],
.hedge-plan-page-wrap .hp-po-mkt-money.hidden {
display: none !important;
}
.hedge-plan-page-wrap .hp-po-expand-label {
display: inline-flex;
align-items: center;
gap: 4px;
font-size: 0.8rem;
white-space: nowrap;
cursor: pointer;
}
.hedge-plan-page-wrap .opt-inst-code {
font-size: 0.72rem;
word-break: break-all;
}
.hedge-plan-page-wrap .hp-po-order-card .hp-po-perp-quote-card {
height: auto;
flex: 0 0 auto;