永期手动下单:修币本位杠杆显示,张数定仓与双出场模式.

右侧以张数+比例算永续,杠杆取 env(BTC10/ETH5);开仓买币+5%滑点;出场可选盈利金额(扣双边费)或目标位;平仓后卖光币回 U.

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

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -204,7 +204,10 @@ def _buy_option(
         )
         if idx <= 0:
             return {"ok": False, "msg": "缺少指数价,无法估算买币 USDT", "quote": q}
-        buf = normalize_coin_spot_buy_buffer(None)
+        # 权利金币×缓冲买币;默认 +5%滑点(1.05),可经 cfg.spot_buy_buffer / env 覆盖
+        buf = normalize_coin_spot_buy_buffer(
+            cfg.get("spot_buy_buffer") if cfg.get("spot_buy_buffer") is not None else 1.05
+        )
         need_coin = float(premium) * float(buf)
         avail = float(fetch_trading_coin_available(ex, underlying) or 0)
         if avail + 1e-12 < need_coin:
@@ -774,28 +777,46 @@ def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, An
                 cs = float(get_cs(sym) or cs)
             except Exception:
                 pass
-        sized = size_from_premium(
-            premium_budget=float(body.get("premium_budget") or 0),
-            ask=float(body["ask"]),
-            ct_mult=float(body.get("ct_mult") or 0.01),
-            ratio=float(body.get("option_perp_ratio") or 2),
-            contract_size=cs,
-        )
-        if not sized.get("ok"):
-            return {"ok": False, "msg": sized.get("msg") or "定仓失败", "quote": q, "sizing": sized}
-        body["sheets"] = sized["sheets"]
-        body["contracts"] = sized["contracts"]
-        body["eth_qty"] = sized["eth_qty"]
+        market = body.get("market_order") in (True, 1, "1", "true", "yes", "on")
+        ct = float(body.get("ct_mult") or q.get("ct_mult") or 0.01)
+        ratio = float(body.get("option_perp_ratio") or 2)
         body["contract_size"] = cs
+        if market and float(body.get("sheets") or 0) > 0:
+            # 手动下单:以张数为准,永续按比例
+            sheets_i = float(int(float(body["sheets"])))
+            eth = round(sheets_i * ct, 2)
+            body["sheets"] = sheets_i
+            body["eth_qty"] = eth
+            body["contracts"] = (eth / ratio) / cs if ratio > 0 and cs > 0 else 0
+            sized = {
+                "ok": True,
+                "sheets": sheets_i,
+                "eth_qty": eth,
+                "contracts": body["contracts"],
+                "ratio": ratio,
+            }
+        else:
+            sized = size_from_premium(
+                premium_budget=float(body.get("premium_budget") or 0),
+                ask=float(body["ask"]),
+                ct_mult=ct,
+                ratio=ratio,
+                contract_size=cs,
+            )
+            if not sized.get("ok"):
+                return {"ok": False, "msg": sized.get("msg") or "定仓失败", "quote": q, "sizing": sized}
+            body["sheets"] = sized["sheets"]
+            body["contracts"] = sized["contracts"]
+            body["eth_qty"] = sized["eth_qty"]
         # 深度不足则缩量
         ask_sz = float(q.get("ask_sz") or 0)
         if ask_sz > 0 and float(body["sheets"]) > ask_sz:
             body["sheets"] = float(int(ask_sz))
             if body["sheets"] <= 0:
                 return {"ok": False, "msg": "卖一深度不足 1 张", "quote": q, "sizing": sized}
-            eth = round(float(body["sheets"]) * float(body.get("ct_mult") or 0.01), 2)
+            eth = round(float(body["sheets"]) * ct, 2)
             body["eth_qty"] = eth
-            body["contracts"] = (eth / float(body.get("option_perp_ratio") or 2)) / cs
+            body["contracts"] = (eth / ratio) / cs if ratio > 0 and cs > 0 else 0
         return {
             "ok": True,
             "ask": float(q["ask"]),
@@ -806,8 +827,13 @@ def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, An
             "sizing": sized,
             "quote": q,
             "msg": (
-                f"期权为主定仓: 权利金×0.95→{body.get('eth_qty')}ETH / "
+                f"手动定仓: {body.get('eth_qty')}币 / "
                 f"{body.get('sheets')}张期权 / {float(body.get('contracts') or 0):.4f}张永续 @{q['ask']}"
+                if market
+                else (
+                    f"期权为主定仓: 权利金×0.95→{body.get('eth_qty')}ETH / "
+                    f"{body.get('sheets')}张期权 / {float(body.get('contracts') or 0):.4f}张永续 @{q['ask']}"
+                )
             ),
         }
     return {
@@ -827,6 +853,13 @@ def execute_perp_options_start(
     dry_run: bool = False,
     persist: Optional[Callable[..., Any]] = None,
 ) -> dict[str, Any]:
+    # 买币滑点缓冲:手动单默认 +5%
+    if body.get("spot_buy_buffer") is not None:
+        cfg = dict(cfg)
+        cfg["spot_buy_buffer"] = body.get("spot_buy_buffer")
+    elif body.get("market_order") in (True, 1, "1", "true", "yes", "on"):
+        cfg = dict(cfg)
+        cfg["spot_buy_buffer"] = 1.05
     refresh = refresh_po_option_quote_before_start(cfg, body)
     if not refresh.get("ok"):
         return {"ok": False, "msg": refresh.get("msg") or "启动前刷新卖一失败", "refresh": refresh}