永期改为市价选约:左同期权人工选,右去掉选约条件.

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
+159 -70
View File
@@ -22,10 +22,11 @@
tab: pickDefaultTab(), tab: pickDefaultTab(),
mode: showPerp ? "perp_options" : showOo ? "options_options" : "perp_options", mode: showPerp ? "perp_options" : showOo ? "options_options" : "perp_options",
underlying: root.getAttribute("data-default-underly") || "ETH", 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 ooMoneyFilter: "atm_otm", // 期期锁定:平值+虚值
ooRecommend: null, // atm_straddle | double_otm | null ooRecommend: null, // atm_straddle | double_otm | null
ooStrikeExpandAll: false, // 默认 Call/Put 各 3 档 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, chain: null,
selected: null, selected: null,
legA: null, legA: null,
@@ -68,7 +69,9 @@
const hint = $("hp-po-pair-hint"); const hint = $("hp-po-pair-hint");
if (hint) { if (hint) {
if (isOptionPrimary()) { 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 { } else {
hint.textContent = dir === "short" ? "永续空 + 保险 Call" : "永续多 + 保险 Put"; 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"; 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() { 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 (!(minLev > 0)) return 0;
if (opMoneyKind() === "otm") return Math.max(minLev, 180); if (opMoneyKind() === "otm") return Math.max(minLev, 180);
return minLev; return minLev;
@@ -180,17 +183,17 @@
} }
function matchesMoneyFilter(c) { function matchesMoneyFilter(c) {
const f = state.moneyFilter || "itm"; const f = state.moneyFilter || "all";
const m = (c.moneyness || "").toLowerCase(); const m = (c.moneyness || "").toLowerCase();
// 保险模式不可选虚值
if (!isOptionPrimary() && f === "otm") return false; 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()) { if (isOptionPrimary()) {
const idx = indexPx(); if (f === "all" || f === "any") return true;
const interval = numInput("hp-strike-interval", 15); if (f === "itm") return m === "itm" || m === "atm";
if (idx && interval > 0 && Math.abs(Number(c.strike) - idx) > interval + 1e-9) { if (f === "atm") return m === "atm";
return false; if (f === "otm") return m === "otm";
} return true;
if (!optionPrimaryLevOk(c)) return false;
} }
if (f === "itm") return m === "itm" || m === "atm"; if (f === "itm") return m === "itm" || m === "atm";
if (f === "atm") return m === "atm"; if (f === "atm") return m === "atm";
@@ -198,6 +201,31 @@
return m === "itm" || m === "atm"; 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) { function matchesOoMoneyFilter(c) {
// 期期:仅平值/虚值(禁实值) // 期期:仅平值/虚值(禁实值)
if (!c) return false; if (!c) return false;
@@ -280,19 +308,15 @@
} }
function opMoneyKind() { function opMoneyKind() {
const f = state.moneyFilter || "itm"; const f = state.moneyFilter || "all";
if (f === "otm") return "otm"; if (f === "otm") return "otm";
if (f === "atm") return "atm"; if (f === "atm") return "atm";
if (f === "all" || f === "any") return "all";
return "itm"; return "itm";
} }
function applyOpDefaultsFromMoney(force) { function applyOpDefaultsFromMoney(force) {
const kind = opMoneyKind();
const levEl = $("hp-opt-leverage");
const ratioEl = $("hp-opt-perp-ratio"); const ratioEl = $("hp-opt-perp-ratio");
if (levEl && (force || !state.opLevTouched)) {
levEl.value = kind === "otm" ? "200" : "100";
}
if (ratioEl && (force || !state.opRatioTouched)) { 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) // 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"; ratioEl.value = "2";
@@ -326,14 +350,28 @@
insMoney.classList.remove("hidden"); 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"; state.moneyFilter = "itm";
syncMoneyUI(); syncMoneyUI();
} }
if (on) applyOpDefaultsFromMoney(false); if (on) applyOpDefaultsFromMoney(false);
const badge = $("hp-po-mode-badge"); const badge = $("hp-po-mode-badge");
if (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); badge.classList.toggle("is-insurance", !on);
} }
const title = $("hp-po-card-title"); const title = $("hp-po-card-title");
@@ -343,7 +381,7 @@
if (dirLong) { if (dirLong) {
dirLong.title = on ? "买 Call → 永续空" : "做多永续"; dirLong.title = on ? "买 Call → 永续空" : "做多永续";
if (on) { 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 { } else {
dirLong.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>做多'; dirLong.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>做多';
} }
@@ -351,7 +389,7 @@
if (dirShort) { if (dirShort) {
dirShort.title = on ? "买 Put → 永续多" : "做空永续"; dirShort.title = on ? "买 Put → 永续多" : "做空永续";
if (on) { 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 { } else {
dirShort.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>做空'; dirShort.innerHTML = '<span class="hp-oo-check" aria-hidden="true">✓</span>做空';
} }
@@ -472,7 +510,7 @@
function syncMoneyUI() { function syncMoneyUI() {
const moneySel = $("hp-money-select"); const moneySel = $("hp-money-select");
if (moneySel && isOptionPrimary()) { 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) { document.querySelectorAll(".hp-money-btn").forEach(function (b) {
const on = b.getAttribute("data-money") === state.moneyFilter; const on = b.getAttribute("data-money") === state.moneyFilter;
@@ -486,14 +524,16 @@
b.classList.toggle("is-selected", on); b.classList.toggle("is-selected", on);
b.setAttribute("aria-pressed", on ? "true" : "false"); b.setAttribute("aria-pressed", on ? "true" : "false");
}); });
const expandCb = $("hp-strike-expand-all");
if (expandCb) expandCb.checked = !!state.poStrikeExpandAll;
} }
function syncPoActionBtn() { function syncPoActionBtn() {
const btn = $("hp-preview-btn"); const btn = $("hp-preview-btn");
if (!btn) return; if (!btn) return;
if (isOptionPrimary()) { if (isOptionPrimary()) {
btn.textContent = "策略启动"; btn.textContent = "市价下单";
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.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 { } else {
btn.textContent = "计算"; btn.textContent = "计算";
btn.title = "情景测算后再启动"; btn.title = "情景测算后再启动";
@@ -597,7 +637,7 @@
updatePerpPnlHint(); 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) { function autoMatchPoOption(force) {
if (!isOptionPrimary()) return; if (!isOptionPrimary()) return;
const want = optTypeForDirection(getDirection()); const want = optTypeForDirection(getDirection());
@@ -608,9 +648,7 @@
String(sel.opt_type || "").toUpperCase() === want && String(sel.opt_type || "").toUpperCase() === want &&
matchesMoneyFilter(sel); matchesMoneyFilter(sel);
if (stillOk) return; if (stillOk) return;
const c = pickClosestItmAtm(currentContracts("hp-exp-select"), want); clearPoSelection();
if (c) pickContract(c);
else clearPoSelection();
} }
function findAtmStrikeFromRows(rows, idx) { function findAtmStrikeFromRows(rows, idx) {
@@ -1199,9 +1237,8 @@
function fillExpSelect(sel, chain) { function fillExpSelect(sel, chain) {
if (!sel) return; if (!sel) return;
const prev = sel.value; const prev = sel.value;
const isPoSel = sel.id === "hp-exp-select"; // 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
// 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 = sel.id === "hp-exp-select" ? numInput("hp-min-hours", 0) : 0;
const minH = isPoSel && isOptionPrimary() ? numInput("hp-min-hours", 36) : 0;
sel.innerHTML = '<option value="">选择到期日</option>'; sel.innerHTML = '<option value="">选择到期日</option>';
let firstOk = null; let firstOk = null;
let skippedNear = 0; let skippedNear = 0;
@@ -1222,10 +1259,10 @@
if (!sel.value && firstOk) { if (!sel.value && firstOk) {
sel.value = String(firstOk.exp_time); sel.value = String(firstOk.exp_time);
} }
if (isPoSel && skippedNear > 0 && minH > 0) { if (skippedNear > 0 && minH > 0) {
const tip = document.createElement("option"); const tip = document.createElement("option");
tip.disabled = true; 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); sel.appendChild(tip);
} }
} }
@@ -1270,7 +1307,7 @@
return; return;
} }
if (isOptionPrimary() && !matchesMoneyFilter(c)) { 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; return;
} }
state.selected = c; state.selected = c;
@@ -1300,38 +1337,38 @@
const want = optTypeForDirection(getDirection()); const want = optTypeForDirection(getDirection());
const exp = currentExp("hp-exp-select"); const exp = currentExp("hp-exp-select");
const prevInst = state.selected && state.selected.inst_id; const prevInst = state.selected && state.selected.inst_id;
const cols = isOptionPrimary() ? 7 : 6;
tbody.innerHTML = ""; tbody.innerHTML = "";
if (!exp) { 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(); if (isOptionPrimary()) clearPoSelection();
return; return;
} }
const sameType = (exp.contracts || []).filter(function (c) { const sameType = (exp.contracts || []).filter(function (c) {
return String(c.opt_type || "").toUpperCase() === want; 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) { if (!list.length) {
const idx = indexPx(); const idx = indexPx();
const interval = isOptionPrimary() ? numInput("hp-strike-interval", 15) : null;
let hint = "无匹配合约"; let hint = "无匹配合约";
if (isOptionPrimary() && sameType.length) { if (sameType.length) {
hint = hint =
"无匹配" + "当前筛选下无 " +
(want === "C" ? "Call" : "Put") + (want === "C" ? "Call" : "Put") +
"(已滤 " + "(链上 " +
sameType.length + sameType.length +
" 档)·检查间隔" + " 档)·可改全部/实值/虚值或展开全部";
(interval != null ? "≤" + interval : "") + } else {
"点/虚实值/杠杆≥" +
optionPrimaryMinLev();
} else if (!sameType.length) {
hint = hint =
"该到期无 " + "该到期无 " +
(want === "C" ? "Call" : "Put") + (want === "C" ? "Call" : "Put") +
(idx ? " · 指数 " + fmt(idx, 2) : "") + (idx ? " · 指数 " + fmt(idx, 2) : "") +
" · 可换到期或点刷新链"; " · 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(); if (isOptionPrimary()) clearPoSelection();
return; return;
} }
@@ -1340,6 +1377,26 @@
tr.className = "opt-strike-row" + (c.moneyness ? " opt-row-" + c.moneyness : ""); tr.className = "opt-strike-row" + (c.moneyness ? " opt-row-" + c.moneyness : "");
if (prevInst && c.inst_id === prevInst) tr.classList.add("opt-row-selected"); if (prevInst && c.inst_id === prevInst) tr.classList.add("opt-row-selected");
tr.setAttribute("data-inst", c.inst_id); tr.setAttribute("data-inst", c.inst_id);
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 = tr.innerHTML =
"<td>" + "<td>" +
c.strike + c.strike +
@@ -1356,8 +1413,17 @@
'" data-inst="' + '" data-inst="' +
c.inst_id + c.inst_id +
'">选择</button></td>'; '">选择</button></td>';
}
tbody.appendChild(tr); 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) { tbody.querySelectorAll(".hp-pick").forEach(function (btn) {
btn.addEventListener("click", function () { btn.addEventListener("click", function () {
const inst = btn.getAttribute("data-inst"); const inst = btn.getAttribute("data-inst");
@@ -1707,14 +1773,20 @@
if (!state.selected) throw new Error("请选用期权腿"); if (!state.selected) throw new Error("请选用期权腿");
if (isOptionPrimary()) { if (isOptionPrimary()) {
const sized = currentOpSizing(); 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 optPts = numInput("hp-opt-target-pts", NaN);
const perpPts = numInput("hp-perp-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)"); 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 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 = { body = {
plan_type: "perp_options", plan_type: "perp_options",
option_primary: true, option_primary: true,
market_order: 1,
direction: getDirection(), direction: getDirection(),
entry: indexPx() || Number((state.market && state.market.mark) || 0), entry: indexPx() || Number((state.market && state.market.mark) || 0),
contracts: sized.contracts, contracts: sized.contracts,
@@ -1725,15 +1797,15 @@
ct_mult: state.selected.ct_mult || 0.01, ct_mult: state.selected.ct_mult || 0.01,
ask: state.selected.ask, ask: state.selected.ask,
index_px: indexPx() || 0, 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_perp_ratio: numInput("hp-opt-perp-ratio", 2),
option_target_points: optPts, option_target_points: optPts,
perp_target_points: perpPts, perp_target_points: perpPts,
strike_interval: numInput("hp-strike-interval", 15), strike_interval: 0,
min_option_hours: numInput("hp-min-hours", 36), min_option_hours: 0,
option_leverage: numInput("hp-opt-leverage", 100), option_leverage: 0,
leverage: numInput("hp-perp-leverage", defaultPerpLeverage(state.underlying)), 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, hours_to_expiry: exp ? hoursFromExpMs(exp.exp_time) : null,
}; };
} else { } else {
@@ -1914,25 +1986,28 @@
}); });
document.querySelectorAll(".hp-money-btn").forEach(function (b) { document.querySelectorAll(".hp-money-btn").forEach(function (b) {
b.addEventListener("click", function () { b.addEventListener("click", function () {
const m = b.getAttribute("data-money") || "itm"; const m = b.getAttribute("data-money") || "all";
if (m === "otm" && !isOptionPrimary()) { 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"); alert("永期保险腿仅允许实值或平值;请在 env 将 HEDGE_PLAN_OPTION_PRIMARY=true");
return; 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); if (isOptionPrimary()) applyOpDefaultsFromMoney(false);
syncMoneyUI(); syncMoneyUI();
renderListStrikes(); renderListStrikes();
}); });
}); });
if ($("hp-money-select")) { if ($("hp-strike-expand-all")) {
$("hp-money-select").addEventListener("change", function () { $("hp-strike-expand-all").addEventListener("change", function () {
const m = $("hp-money-select").value || "otm"; state.poStrikeExpandAll = !!$("hp-strike-expand-all").checked;
state.moneyFilter = m === "otm" ? "otm" : m === "atm" ? "atm" : "itm"; if (state.poStrikeExpandAll && state.moneyFilter !== "all" && isOptionPrimary()) {
state.opLevTouched = false; state.moneyFilter = "all";
state.opRatioTouched = false;
applyOpDefaultsFromMoney(true);
syncMoneyUI(); syncMoneyUI();
}
renderListStrikes(); renderListStrikes();
}); });
} }
@@ -2154,7 +2229,8 @@
if ($("hp-preview-btn")) if ($("hp-preview-btn"))
$("hp-preview-btn").addEventListener("click", function () { $("hp-preview-btn").addEventListener("click", function () {
state.mode = "perp_options"; state.mode = "perp_options";
if (isOptionPrimary()) void startOptionPrimaryWatch(); // 以期权为主 = 市价下单(左侧人工选约后立即开);条件盯盘不再从此入口
if (isOptionPrimary()) void startPlan("perp_options", false);
else void runPreview(); else void runPreview();
}); });
if ($("hp-preview-btn-oo")) if ($("hp-preview-btn-oo"))
@@ -2744,15 +2820,21 @@
if (!state.selected) throw new Error("请选用期权腿"); if (!state.selected) throw new Error("请选用期权腿");
if (isOptionPrimary()) { if (isOptionPrimary()) {
const sized = currentOpSizing(); 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 optPts = numInput("hp-opt-target-pts", NaN);
const perpPts = numInput("hp-perp-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)"); 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 exp = currentExp("hp-exp-select");
const entry = indexPx() || Number((state.market && state.market.mark) || 0); 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 = { body = {
plan_type: "perp_options", plan_type: "perp_options",
option_primary: true, option_primary: true,
market_order: 1,
underlying: state.underlying, underlying: state.underlying,
direction: getDirection(), direction: getDirection(),
entry: entry, entry: entry,
@@ -2767,14 +2849,14 @@
index_px: entry, index_px: entry,
exchange_symbol: (state.market && state.market.exchange_symbol) || "", exchange_symbol: (state.market && state.market.exchange_symbol) || "",
leverage: numInput("hp-perp-leverage", defaultPerpLeverage(state.underlying)), leverage: numInput("hp-perp-leverage", defaultPerpLeverage(state.underlying)),
option_leverage: numInput("hp-opt-leverage", 100), option_leverage: 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_perp_ratio: numInput("hp-opt-perp-ratio", 2),
option_target_points: optPts, option_target_points: optPts,
perp_target_points: perpPts, perp_target_points: perpPts,
strike_interval: numInput("hp-strike-interval", 15), strike_interval: 0,
min_option_hours: numInput("hp-min-hours", 36), min_option_hours: 0,
moneyness: opMoneyKind(), moneyness: (state.selected.moneyness || opMoneyKind() || "all").toLowerCase(),
hours_to_expiry: exp ? hoursFromExpMs(exp.exp_time) : null, hours_to_expiry: exp ? hoursFromExpMs(exp.exp_time) : null,
}; };
} else { } else {
@@ -2807,7 +2889,14 @@
} }
} }
if (!fromPreviewModal) { 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; if (startBtn) startBtn.disabled = true;
const d = await apiJson("/api/hedge-plan/start", { const d = await apiJson("/api/hedge-plan/start", {
+27 -5
View File
@@ -3931,16 +3931,38 @@ html[data-theme="light"] .opt-be-dist-down {
flex: 1 1 auto; flex: 1 1 auto;
min-height: 220px; min-height: 220px;
} }
.hedge-plan-page-wrap .hp-po-pair-hint { .hedge-plan-page-wrap .hp-po-pair-hint,
margin-left: 8px;
font-size: 0.82rem;
white-space: nowrap;
}
.hedge-plan-page-wrap .hp-po-chain-hint { .hedge-plan-page-wrap .hp-po-chain-hint {
margin: 4px 0 8px; margin: 4px 0 8px;
font-size: 0.78rem; font-size: 0.78rem;
line-height: 1.4; 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 { .hedge-plan-page-wrap .hp-po-order-card .hp-po-perp-quote-card {
height: auto; height: auto;
flex: 0 0 auto; flex: 0 0 auto;
@@ -266,7 +266,10 @@ def validate_option_primary_moneyness(
return "行权价或指数无效" return "行权价或指数无效"
m_want = (moneyness or "atm").strip().lower() m_want = (moneyness or "atm").strip().lower()
m_got = classify_moneyness(opt_type=o, strike=k, index_px=s) m_got = classify_moneyness(opt_type=o, strike=k, index_px=s)
if m_want == "itm": if m_want in ("all", "any", ""):
# 市价人工选约:不限制虚实值
pass
elif m_want == "itm":
if not is_itm_or_atm(opt_type=o, strike=k, index_px=s): if not is_itm_or_atm(opt_type=o, strike=k, index_px=s):
return "所选须为实值或平值" return "所选须为实值或平值"
elif m_want == "atm": elif m_want == "atm":
@@ -280,17 +283,27 @@ def validate_option_primary_moneyness(
else: else:
return "期权类型(实/平/虚)无效" return "期权类型(实/平/虚)无效"
interval = float(_sf(strike_interval) or DEFAULT_STRIKE_INTERVAL) # 间隔/最短到期/杠杆门槛:仅条件单使用;传 0 表示市价下单跳过
interval_raw = _sf(strike_interval)
if interval_raw is None:
interval_raw = DEFAULT_STRIKE_INTERVAL
interval = float(interval_raw)
if interval > 0 and abs(k - s) > interval + 1e-9: if interval > 0 and abs(k - s) > interval + 1e-9:
return f"行权价偏离指数 {abs(k - s):.1f} > 间隔 {interval:.0f}" return f"行权价偏离指数 {abs(k - s):.1f} > 间隔 {interval:.0f}"
min_h = float(_sf(min_hours) or DEFAULT_MIN_HOURS) min_h_raw = _sf(min_hours)
if min_h_raw is None:
min_h_raw = DEFAULT_MIN_HOURS
min_h = float(min_h_raw)
h = _sf(hours_to_expiry) h = _sf(hours_to_expiry)
if min_h > 0 and h is not None and h < min_h: if min_h > 0 and h is not None and h < min_h:
return f"剩余到期约 {h:.1f}h,低于最短 {min_h:.0f}h" return f"剩余到期约 {h:.1f}h,低于最短 {min_h:.0f}h"
a = _sf(ask) a = _sf(ask)
min_lev = effective_min_opt_leverage(m_want if m_want != "atm" else m_got or "atm", min_opt_leverage) lev_cfg = _sf(min_opt_leverage)
if lev_cfg is not None and lev_cfg <= 0:
return None
min_lev = effective_min_opt_leverage(m_want if m_want not in ("atm", "all", "any", "") else (m_got or "atm"), min_opt_leverage)
if min_lev > 0 and a is not None and a > 0: if min_lev > 0 and a is not None and a > 0:
lev = s / a lev = s / a
if lev < min_lev: if lev < min_lev:
@@ -336,24 +349,27 @@ def validate_option_primary_watch(body: dict[str, Any]) -> Optional[str]:
def validate_option_primary_start(body: dict[str, Any]) -> Optional[str]: def validate_option_primary_start(body: dict[str, Any]) -> Optional[str]:
market = body.get("market_order") in (True, 1, "1", "true", "yes", "on")
need = ( need = (
"direction", "direction",
"contracts", "contracts",
"opt_inst_id", "opt_inst_id",
"sheets", "sheets",
"exchange_symbol", "exchange_symbol",
"premium_budget",
"option_target_points", "option_target_points",
"perp_target_points", "perp_target_points",
"option_perp_ratio", "option_perp_ratio",
) )
if not market:
need = need + ("premium_budget",)
for k in need: for k in need:
if body.get(k) in (None, ""): if body.get(k) in (None, ""):
return f"缺少字段: {k}" return f"缺少字段: {k}"
try: try:
if float(body["contracts"]) <= 0 or float(body["sheets"]) <= 0: if float(body["contracts"]) <= 0 or float(body["sheets"]) <= 0:
return "张数必须大于 0" return "张数必须大于 0"
if float(body["premium_budget"]) <= 0: prem = _sf(body.get("premium_budget"))
if not market and (prem is None or prem <= 0):
return "权利金须大于 0" return "权利金须大于 0"
if float(body["option_target_points"]) <= 0 or float(body["perp_target_points"]) <= 0: if float(body["option_target_points"]) <= 0 or float(body["perp_target_points"]) <= 0:
return "目标位点数须大于 0" return "目标位点数须大于 0"
@@ -374,6 +390,9 @@ def validate_option_primary_start(body: dict[str, Any]) -> Optional[str]:
want = opt_type_for_view(direction) want = opt_type_for_view(direction)
if opt_type != want: if opt_type != want:
return f"以期权为主时做{'多' if direction == 'long' else '空'}须用 {'Call' if want == 'C' else 'Put'}" return f"以期权为主时做{'多' if direction == 'long' else '空'}须用 {'Call' if want == 'C' else 'Put'}"
# 市价下单:左侧人工选约,跳过条件单(间隔/最短到期/杠杆门槛)
if market:
return None
moneyness = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower() moneyness = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
from lib.hedge_plan.hedge_plan_moneyness_lib import parse_strike_from_inst from lib.hedge_plan.hedge_plan_moneyness_lib import parse_strike_from_inst
+29 -46
View File
@@ -45,47 +45,55 @@
<div id="hp-tab-perp_options" class="hp-tab-panel" role="tabpanel"> <div id="hp-tab-perp_options" class="hp-tab-panel" role="tabpanel">
<div class="options-dual-grid" id="hp-po-layout"> <div class="options-dual-grid" id="hp-po-layout">
<!-- 左:期权选择 --> <!-- 左:市价选约(与期权下单同风格,人工选) -->
<div class="card hp-po-left-card hp-po-select-card"> <div class="card hp-po-left-card hp-po-select-card">
<div class="hp-po-left-stack"> <div class="hp-po-left-stack">
<div class="hp-po-inner-card hp-opt-card"> <div class="hp-po-inner-card hp-opt-card">
<h2>期权选择 · <span id="hp-opt-type-label">Call</span> <span class="muted hp-acct-tag" id="hp-opt-acct-tag">币本位</span></h2> <h2>市价选约 · <span id="hp-opt-type-label">Call</span> <span class="muted hp-acct-tag" id="hp-opt-acct-tag">币本位</span></h2>
<div class="form-row hp-uly-row"> <div class="form-row hp-opt-toolbar hp-po-opt-toolbar options-chain-toolbar">
<button type="button" class="btn-secondary hp-uly-btn active" data-uly="ETH">ETH</button> <button type="button" class="btn-secondary hp-uly-btn active" data-uly="ETH">ETH</button>
<button type="button" class="btn-secondary hp-uly-btn" data-uly="BTC">BTC</button> <button type="button" class="btn-secondary hp-uly-btn" data-uly="BTC">BTC</button>
</div>
<div class="hp-po-top">
<div class="hp-oo-seg hp-po-dir-seg" role="group" aria-label="期权类型">
<button type="button" class="btn-secondary hp-po-dir is-selected" data-dir="long" title="买 Call → 永续空"><span class="hp-oo-check" aria-hidden="true">✓</span>Call</button>
<button type="button" class="btn-secondary hp-po-dir" data-dir="short" title="买 Put → 永续多"><span class="hp-oo-check" aria-hidden="true">✓</span>Put</button>
</div>
<span class="muted hp-po-pair-hint" id="hp-po-pair-hint">买 Call + 永续空</span>
</div>
<div class="form-row hp-opt-toolbar hp-po-opt-toolbar">
<select id="hp-exp-select"><option value="">选择到期日</option></select> <select id="hp-exp-select"><option value="">选择到期日</option></select>
<span class="hp-oo-seg hp-po-dir-seg" role="group" aria-label="期权类型">
<button type="button" class="btn-secondary hp-po-dir is-selected" data-dir="long" title="买 Call → 永续空"><span class="hp-oo-check" aria-hidden="true">✓</span>看涨 Call</button>
<button type="button" class="btn-secondary hp-po-dir" data-dir="short" title="买 Put → 永续多"><span class="hp-oo-check" aria-hidden="true">✓</span>看跌 Put</button>
</span>
<span class="hp-po-ins-money" id="hp-po-ins-money" hidden> <span class="hp-po-ins-money" id="hp-po-ins-money" hidden>
<button type="button" class="btn-secondary hp-money-btn active" data-money="itm" title="实值+平值">实值/平值</button> <button type="button" class="btn-secondary hp-money-btn active" data-money="itm" title="实值+平值">实值/平值</button>
<button type="button" class="btn-secondary hp-money-btn" data-money="atm" title="仅平值">仅平值</button> <button type="button" class="btn-secondary hp-money-btn" data-money="atm" title="仅平值">仅平值</button>
</span> </span>
<button type="button" class="btn-secondary" id="hp-recommend-opt" title="按当前类型自动匹配最近合约">自动匹配</button> <span class="hp-po-mkt-money" id="hp-po-mkt-money">
<button type="button" class="btn-secondary hp-money-btn active" data-money="all" title="全部行权价(默认窗口)">全部</button>
<button type="button" class="btn-secondary hp-money-btn" data-money="itm" title="实值(含平值)">实值</button>
<button type="button" class="btn-secondary hp-money-btn" data-money="otm" title="虚值">虚值</button>
</span>
<label class="opt-strike-expand-label hp-po-expand-label" title="展开该到期全部行权价">
<input type="checkbox" id="hp-strike-expand-all"> 展开全部
</label>
<button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button> <button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button>
<span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span> <span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span>
</div> </div>
<p class="muted hp-po-chain-hint">点「选择」填入右侧下单;比例默认 2(期权名义:永续名义),如期权 1 BTC → 永续约 0.5 BTC。</p> <p class="muted hp-po-chain-hint" id="hp-po-pair-hint">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)。</p>
{# 条件单残留字段:隐藏,市价下单不用 #}
<input type="hidden" id="hp-min-hours" value="0" />
<input type="hidden" id="hp-strike-interval" value="0" />
<input type="hidden" id="hp-opt-leverage" value="0" />
<input type="hidden" id="hp-money-select" value="all" />
<div class="options-strike-table-wrap hp-strike-table-wrap--6"> <div class="options-strike-table-wrap hp-strike-table-wrap--6">
<table class="options-strike-table" id="hp-strike-table"> <table class="options-strike-table" id="hp-strike-table">
<thead> <thead>
<tr> <tr>
<th>行权价</th> <th>行权价</th>
<th>实虚值</th> <th>类型</th>
<th title="指数÷卖一">杠杆</th> <th>合约</th>
<th>卖一/张</th> <th>卖一/张</th>
<th title="指数÷卖一">杠杆</th>
<th>买一/张</th> <th>买一/张</th>
<th>操作</th> <th>操作</th>
</tr> </tr>
</thead> </thead>
<tbody id="hp-strike-tbody"> <tbody id="hp-strike-tbody">
<tr><td colspan="6" class="muted">请刷新期权链</td></tr> <tr><td colspan="7" class="muted">请刷新期权链</td></tr>
</tbody> </tbody>
</table> </table>
</div> </div>
@@ -98,10 +106,10 @@
</div> </div>
</div> </div>
</div> </div>
<!-- 右:下单参数 --> <!-- 右:市价下单参数(无选约条件;条件单另议) -->
<div class="card hp-po-right-card hp-po-order-card"> <div class="card hp-po-right-card hp-po-order-card">
<h2> <h2>
<span id="hp-po-mode-badge" class="hp-po-mode-badge">以期权为主</span> <span id="hp-po-mode-badge" class="hp-po-mode-badge">市价下单</span>
<span id="hp-po-card-title">下单</span> <span id="hp-po-card-title">下单</span>
· <span id="hp-perp-uly-label">ETH</span> · <span id="hp-perp-uly-label">ETH</span>
<span class="muted hp-acct-tag" id="hp-perp-acct-tag">合约账户</span> <span class="muted hp-acct-tag" id="hp-perp-acct-tag">合约账户</span>
@@ -109,9 +117,9 @@
<details class="tip-collapse hp-rule-collapse"> <details class="tip-collapse hp-rule-collapse">
<summary class="tip-collapse-summary">规则说明</summary> <summary class="tip-collapse-summary">规则说明</summary>
<div class="tip-collapse-body rule-tip"> <div class="tip-collapse-body rule-tip">
<p><strong>市价下单</strong>:左侧人工选约(同期权页:到期/Call·Put/实虚值),点「选择」后右侧下单;非条件盯盘。</p>
<p><strong>组合</strong>:买 Call → 永续空;买 Put → 永续多。</p> <p><strong>组合</strong>:买 Call → 永续空;买 Put → 永续多。</p>
<p><strong>比例</strong>:期权:永续默认 <strong>2</strong>(期权名义 ÷ 比例 = 永续名义)。例:期权 1 BTC → 永续 0.5 BTC。</p> <p><strong>比例</strong>:期权:永续默认 <strong>2</strong>(期权名义 ÷ 比例 = 永续名义)。例:期权 1 BTC → 永续 0.5 BTC。</p>
<p><strong>账户</strong>:永续腿合约账户(USDT);期权腿币本位(交易账户 USDT 买币)。</p>
</div> </div>
</details> </details>
<div class="hp-po-inner-card hp-po-perp-quote-card"> <div class="hp-po-inner-card hp-po-perp-quote-card">
@@ -152,37 +160,12 @@
<span class="hp-po-field-lab">永续杠杆 <em>开仓</em></span> <span class="hp-po-field-lab">永续杠杆 <em>开仓</em></span>
<input type="number" step="1" id="hp-perp-leverage" value="{{ hedge_plan_eth_leverage | default(5) }}" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" title="默认取 env 永期·永续杠杆" /> <input type="number" step="1" id="hp-perp-leverage" value="{{ hedge_plan_eth_leverage | default(5) }}" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" title="默认取 env 永期·永续杠杆" />
</label> </label>
<label class="hp-po-field">
<span class="hp-po-field-lab">期权杠杆 <em>校验</em></span>
<input type="number" step="1" id="hp-opt-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field"> <label class="hp-po-field">
<span class="hp-po-field-lab">比例 <em>期权:永续</em></span> <span class="hp-po-field-lab">比例 <em>期权:永续</em></span>
<input type="number" step="any" min="0.1" id="hp-opt-perp-ratio" value="2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" title="默认2:期权名义÷比例=永续名义" /> <input type="number" step="any" min="0.1" id="hp-opt-perp-ratio" value="2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" title="默认2:期权名义÷比例=永续名义" />
</label> </label>
</div> </div>
</section> </section>
<section class="hp-po-section" aria-labelledby="hp-po-sec-select">
<h3 id="hp-po-sec-select" class="hp-po-section-title">选约过滤</h3>
<div class="hp-po-fields hp-po-fields--section hp-po-fields--select">
<label class="hp-po-field">
<span class="hp-po-field-lab">到期最短 <em>h</em></span>
<input type="number" step="1" id="hp-min-hours" value="36" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field">
<span class="hp-po-field-lab">行权间隔 <em>点</em></span>
<input type="number" step="any" id="hp-strike-interval" value="15" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field hp-po-field--type">
<span class="hp-po-field-lab">虚实值</span>
<select id="hp-money-select" aria-label="虚实值类型">
<option value="otm" selected>虚值</option>
<option value="itm">实值/平值</option>
<option value="atm">仅平值</option>
</select>
</label>
</div>
</section>
<section class="hp-po-section" aria-labelledby="hp-po-sec-exit"> <section class="hp-po-section" aria-labelledby="hp-po-sec-exit">
<h3 id="hp-po-sec-exit" class="hp-po-section-title">出场条件</h3> <h3 id="hp-po-sec-exit" class="hp-po-section-title">出场条件</h3>
<div class="hp-po-fields hp-po-fields--section"> <div class="hp-po-fields hp-po-fields--section">
@@ -203,7 +186,7 @@
</div> </div>
<div class="form-row hp-action-row hp-po-action-row"> <div class="form-row hp-action-row hp-po-action-row">
<span id="hp-po-strategy-status" class="hp-po-strategy-status" aria-live="polite"></span> <span id="hp-po-strategy-status" class="hp-po-strategy-status" aria-live="polite"></span>
<button type="button" class="primary" id="hp-preview-btn" title="以期权为主=盯盘启动">策略启动</button> <button type="button" class="primary" id="hp-preview-btn" title="按左侧已选合约市价开仓(期权+永续)">市价下单</button>
</div> </div>
</div> </div>
</div> </div>