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Fix hub funds overview double-counting OKX USDT with options.

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Only add options USDC/USDG onto perpetual USDT totals, repair historical double-counted snapshots, and label the options line as USDC.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-07 10:30:34 +08:00
parent 4bc238b014
commit 0b8e5a0914
5 changed files with 134 additions and 19 deletions
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lib/hub/hub_fund_history_lib.py
+4 -3
View File
@@ -8,7 +8,7 @@ from pathlib import Path
from typing import Any, Optional
from lib.hub.hub_trades_lib import current_trading_day
from lib.hub.hub_options_funds_lib import merge_board_row_balances
from lib.hub.hub_options_funds_lib import merge_board_row_balances, repair_double_counted_fund_entry
from lib.paths import manual_trading_hub_dir
@@ -275,7 +275,7 @@ def _series_from_history(
total = 0.0
n = 0
for key in account_keys:
ac = ac_map.get(key) or {}
ac = repair_double_counted_fund_entry(ac_map.get(key) or {})
t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
if t is None:
t = _safe_float(ac.get("total_usdt"))
@@ -291,7 +291,8 @@ def _series_from_history(
def _account_series(history: dict[str, dict], key: str) -> list[dict[str, Any]]:
out: list[dict[str, Any]] = []
for day in sorted(history.keys()):
ac = (history.get(day) or {}).get("accounts", {}).get(key) or {}
raw = (history.get(day) or {}).get("accounts", {}).get(key) or {}
ac = repair_double_counted_fund_entry(raw)
t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
if t is None:
t = _safe_float(ac.get("total_usdt"))
lib/hub/hub_options_funds_lib.py
+88 -11
View File
@@ -36,17 +36,41 @@ def _sum_optional(*values: Any) -> Optional[float]:
def options_balances_usdt_equiv(options_snap: dict[str, Any] | None) -> dict[str, Any]:
"""从期权 snapshot 提取资金户/交易户 USDT 等价余额."""
"""从期权 snapshot 提取资金户/交易户 USDT 等价余额.
- funding_usdt / trading_usdt: USDT+USDC(+USDG) 全账户(勿与永续 USDT 再加总)
- funding_usdc_equiv / trading_usdc_equiv: 仅非 USDT 稳定币,可安全加到永续 USDT 上
"""
snap = options_snap if isinstance(options_snap, dict) else {}
if snap.get("enabled") is False:
return {"ok": False, "funding_usdt": None, "trading_usdt": None}
return {
"ok": False,
"funding_usdt": None,
"trading_usdt": None,
"funding_usdc_equiv": None,
"trading_usdc_equiv": None,
}
if snap.get("ok") is False:
return {"ok": False, "funding_usdt": None, "trading_usdt": None}
return {
"ok": False,
"funding_usdt": None,
"trading_usdt": None,
"funding_usdc_equiv": None,
"trading_usdc_equiv": None,
}
bal = snap.get("balances") if isinstance(snap.get("balances"), dict) else snap
funding = _sum_optional(bal.get("funding_usdt"), bal.get("funding_usdc"))
trading = _sum_optional(bal.get("trading_usdt"), bal.get("trading_usdc"))
funding_usdc_equiv = _sum_optional(bal.get("funding_usdc"), bal.get("funding_usdg"))
trading_usdc_equiv = _sum_optional(bal.get("trading_usdc"), bal.get("trading_usdg"))
funding = _sum_optional(bal.get("funding_usdt"), funding_usdc_equiv)
trading = _sum_optional(bal.get("trading_usdt"), trading_usdc_equiv)
ok = funding is not None and trading is not None
return {"ok": ok, "funding_usdt": funding, "trading_usdt": trading}
return {
"ok": ok,
"funding_usdt": funding,
"trading_usdt": trading,
"funding_usdc_equiv": funding_usdc_equiv,
"trading_usdc_equiv": trading_usdc_equiv,
}
def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[float]:
@@ -96,19 +120,45 @@ def merge_perp_options_balances(
perpetual_trading_usdt: Any,
options_snap: dict[str, Any] | None,
) -> dict[str, Any]:
"""永续 + 期权余额合并为中控 USDT 统计口径."""
"""永续 USDT + 期权非 USDT 稳定币合并为中控总资金(避免 OKX 同账户 USDT 双计).
与实例顶栏 total_funds_usdt(..., options_usdc, None, None) 口径一致:
期权 snapshot 里的 USDT 与永续资金/交易户是同一钱包,只把 USDC/USDG 加上.
"""
opt = options_balances_usdt_equiv(options_snap)
funding = _sum_optional(perpetual_funding_usdt, opt.get("funding_usdt"))
trading = _sum_optional(perpetual_trading_usdt, opt.get("trading_usdt"))
# 展示用期权户:优先非 USDT 稳定币;若仅有 USDT 则仍给出全量以便辨识
opt_fund_disp = opt.get("funding_usdc_equiv")
opt_trade_disp = opt.get("trading_usdc_equiv")
if opt_fund_disp is None and opt_trade_disp is None and opt.get("ok"):
opt_fund_disp = opt.get("funding_usdt")
opt_trade_disp = opt.get("trading_usdt")
if opt.get("ok"):
if perpetual_funding_usdt is None and perpetual_trading_usdt is None:
# 永续账户未取到时,期权 snapshot 已含同账户 USDT+USDC,直接用全量
funding = opt.get("funding_usdt")
trading = opt.get("trading_usdt")
else:
funding = _sum_optional(perpetual_funding_usdt, opt.get("funding_usdc_equiv"))
trading = _sum_optional(perpetual_trading_usdt, opt.get("trading_usdc_equiv"))
else:
funding = _safe_float(perpetual_funding_usdt)
trading = _safe_float(perpetual_trading_usdt)
total = _account_total_usdt(funding, trading)
# 任一侧齐全即可展示;永续缺一侧但有期权 USDC 时仍尽量给出合计
if total is None:
total = _sum_optional(funding, trading)
perp_total = _account_total_usdt(perpetual_funding_usdt, perpetual_trading_usdt)
opt_total = _account_total_usdt(opt.get("funding_usdt"), opt.get("trading_usdt"))
data_ok = total is not None
return {
"perpetual_funding_usdt": _safe_float(perpetual_funding_usdt),
"perpetual_trading_usdt": _safe_float(perpetual_trading_usdt),
"options_funding_usdt": opt.get("funding_usdt"),
"options_trading_usdt": opt.get("trading_usdt"),
"options_funding_usdt": opt_fund_disp,
"options_trading_usdt": opt_trade_disp,
"options_funding_full_usdt": opt.get("funding_usdt"),
"options_trading_full_usdt": opt.get("trading_usdt"),
"options_ok": bool(opt.get("ok")),
"funding_usdt": funding,
"trading_usdt": trading,
@@ -119,6 +169,33 @@ def merge_perp_options_balances(
}
def repair_double_counted_fund_entry(ac: dict[str, Any]) -> dict[str, Any]:
"""识别并修复历史快照中「永续 USDT + 期权(USDT+USDC)」的双计.
旧口径 options_* 存的是 USDT+USDC 全量,且 funding≈2×期权资金户 USDT 部分.
新口径 options_* 多为纯 USDC,不会误伤.
"""
if not isinstance(ac, dict):
return {}
out = dict(ac)
ofu = _safe_float(ac.get("options_funding_usdt"))
otu = _safe_float(ac.get("options_trading_usdt"))
fu = _safe_float(ac.get("funding_usdt"))
tu = _safe_float(ac.get("trading_usdt"))
if ofu is None or otu is None or fu is None or tu is None:
return out
if ofu < 1.0:
return out
ratio = fu / ofu if ofu > 0 else 0.0
# 经典双计:合并资金户 ≈ 2 × 期权资金户(同钱包 USDT 加了两遍)
if 1.8 <= ratio <= 2.25:
out["funding_usdt"] = ofu
out["trading_usdt"] = otu
out["total_usdt"] = round(ofu + otu, 4)
out["repaired_double_count"] = True
return out
def merge_board_row_balances(row: dict[str, Any]) -> dict[str, Any]:
"""监控板行 → 含期权的资金统计."""
caps = row.get("capabilities") or []