diff --git a/crypto_monitor_okx/app.py b/crypto_monitor_okx/app.py
index 7a609be..2670968 100644
--- a/crypto_monitor_okx/app.py
+++ b/crypto_monitor_okx/app.py
@@ -6875,6 +6875,13 @@ def render_main_page(page="trade", embed_mode=None):
hedge_plan_budget_buffer=float(os.getenv("HEDGE_PLAN_BUDGET_BUFFER") or "0.95"),
options_trade_budget=OKX_OPTIONS_TRADE_BUDGET_USDC,
options_budget_buffer=float(os.getenv("OKX_OPTIONS_BUDGET_BUFFER") or "0.95"),
+ options_compound_full_cap_enabled=os.getenv(
+ "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", "false"
+ ).lower()
+ in ("1", "true", "yes", "on"),
+ options_compound_full_cap_usdc=float(
+ os.getenv("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC") or "300"
+ ),
options_default_underly=OKX_OPTIONS_DEFAULT_UNDERLY,
options_chain_ask_liq_filter=os.getenv(
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", "true"
diff --git a/lib/common/static/options_panel.js b/lib/common/static/options_panel.js
index de480a3..797e83c 100644
--- a/lib/common/static/options_panel.js
+++ b/lib/common/static/options_panel.js
@@ -281,14 +281,26 @@
const sheetsEl = document.getElementById("opt-sheets-amount");
const ethEl = document.getElementById("opt-eth-amount");
const hint = document.getElementById("opt-budget-full-hint");
+ const compoundHint = document.getElementById("opt-compound-full-hint");
const capEl = document.getElementById("opt-budget-full-cap");
+ const compoundCapLine = document.getElementById("opt-compound-cap-line");
if (sheetsEl) sheetsEl.style.display = mode === "sheets" ? "" : "none";
if (ethEl) ethEl.style.display = mode === "eth_amount" ? "" : "none";
if (hint) hint.style.display = mode === "budget_full" ? "" : "none";
+ if (compoundHint) compoundHint.style.display = mode === "compound_full" ? "" : "none";
if (capEl && root && root.dataset.tradeBudget) {
const n = Number(root.dataset.tradeBudget);
if (Number.isFinite(n) && n > 0) capEl.textContent = n.toFixed(2);
}
+ if (compoundCapLine && root) {
+ const on = String(root.dataset.compoundCapEnabled || "") === "1";
+ const cap = Number(root.dataset.compoundCapUsdc);
+ if (on && Number.isFinite(cap) && cap > 0) {
+ compoundCapLine.textContent = "全仓上限已开启:" + cap.toFixed(2) + "U";
+ } else {
+ compoundCapLine.textContent = "全仓上限关闭(env可开)";
+ }
+ }
document.querySelectorAll(".opt-size-mode-chip").forEach(function (chip) {
const radio = chip.querySelector('input[name="opt-size-mode"]');
chip.classList.toggle("is-selected", !!(radio && radio.checked));
diff --git a/lib/env/env_ui_manifest.py b/lib/env/env_ui_manifest.py
index c220332..739964e 100644
--- a/lib/env/env_ui_manifest.py
+++ b/lib/env/env_ui_manifest.py
@@ -144,7 +144,17 @@ _OPTIONS_SECTION: dict[str, Any] = {
("OKX_OPTIONS_ENABLED", "启用期权模块", "与永续共用上方 OKX_API_*;不再单独配置期权密钥"),
("OKX_OPTIONS_ACCOUNT_LABEL", "期权账户备注", ""),
("OKX_OPTIONS_TRADE_BUDGET_USDC", "单笔预算(USDC)", ""),
- ("OKX_OPTIONS_BUDGET_BUFFER", "预算缓冲比例", "如 0.95"),
+ ("OKX_OPTIONS_BUDGET_BUFFER", "预算缓冲比例", "如 0.95;打满/全仓复利共用"),
+ (
+ "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED",
+ "全仓复利上限开关",
+ "默认 false=关闭上限,用期权户全部可用;true 时按下方上限封顶",
+ ),
+ (
+ "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC",
+ "全仓复利上限(USDC)",
+ "仅上限开关开启时生效;例如 300",
+ ),
(
"OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
"期权持仓上限(笔)",
diff --git a/lib/options/options_position_limit_lib.py b/lib/options/options_position_limit_lib.py
index 93a2205..4ceac4c 100644
--- a/lib/options/options_position_limit_lib.py
+++ b/lib/options/options_position_limit_lib.py
@@ -119,3 +119,26 @@ def option_position_limit_block_msg(
f"请将 OKX_OPTIONS_MAX_ACTIVE_POSITIONS 设为 0(不限制)或不小于 {active + need},或先平仓"
)
return f"期权持仓已达上限({active}/{mx}),请先平仓后再开"
+
+
+def compound_full_single_position_block_msg(
+ ex: Any,
+ *,
+ fetch_positions=None,
+) -> Optional[str]:
+ """全仓复利:账户内已有任意期权持仓则禁止再开(仅允许 1 笔)."""
+ fetch = fetch_positions
+ if fetch is None:
+ from lib.exchange.okx_options_lib import fetch_option_positions
+
+ fetch = fetch_option_positions
+ try:
+ rows = fetch(ex)
+ except Exception:
+ rows = None
+ if rows is None:
+ return "无法获取期权持仓,全仓复利模式暂不可开仓"
+ active = count_live_option_positions(rows)
+ if active >= 1:
+ return f"全仓复利模式仅允许同时持有 1 笔仓位(当前 {active} 笔),请先平仓"
+ return None
diff --git a/lib/options/options_pricing_lib.py b/lib/options/options_pricing_lib.py
index 07daf8a..d049e2a 100644
--- a/lib/options/options_pricing_lib.py
+++ b/lib/options/options_pricing_lib.py
@@ -264,6 +264,25 @@ def resolve_budget_full_usdc(trading_usdc: float, trade_budget_usdc: float) -> f
return min(float(trading_usdc), float(trade_budget_usdc))
+def resolve_compound_full_usdc(
+ trading_usdc: float,
+ *,
+ cap_enabled: bool = False,
+ cap_usdc: float | None = None,
+) -> float:
+ """全仓复利:默认用期权交易户全部可用;上限开关开启时再封顶."""
+ bal = max(0.0, float(trading_usdc or 0))
+ if not cap_enabled:
+ return bal
+ try:
+ cap = float(cap_usdc) if cap_usdc is not None else 0.0
+ except (TypeError, ValueError):
+ cap = 0.0
+ if cap <= 0:
+ return bal
+ return min(bal, cap)
+
+
def calc_order_size(
*,
quote_per_unit: float,
diff --git a/lib/options/options_register.py b/lib/options/options_register.py
index acf8684..4f175d4 100644
--- a/lib/options/options_register.py
+++ b/lib/options/options_register.py
@@ -103,6 +103,8 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
"render_main_page": app_module.render_main_page,
"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", 10.0),
"budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95),
+ "compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
+ "compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
"default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
"max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
"chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
@@ -174,6 +176,34 @@ def _budget_full_usdc(cfg: dict[str, Any], ex: Any) -> tuple[float | None, str]:
return resolve_budget_full_usdc(trading, float(cap)), ""
+def _compound_full_usdc(cfg: dict[str, Any], ex: Any) -> tuple[float | None, str]:
+ """全仓复利 = 期权交易户可用(可选上限封顶);再由 calc_order_size × budget_buffer."""
+ from lib.exchange.okx_options_lib import fetch_options_trading_usdc
+ from lib.options.options_pricing_lib import resolve_compound_full_usdc
+
+ raw = fetch_options_trading_usdc(ex)
+ if raw is None or float(raw) <= 0:
+ return None, "交易账户 USDC 可用余额不足"
+ trading = float(raw)
+ # 额度热更读 env(与模板启动值无关)
+ cap_on = _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False)
+ cap_v = _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0)
+ if cap_on and cap_v <= 0:
+ return None, "全仓上限无效(OKX_OPTIONS_COMPOUND_FULL_CAP_USDC)"
+ return (
+ resolve_compound_full_usdc(
+ trading,
+ cap_enabled=cap_on,
+ cap_usdc=cap_v,
+ ),
+ "",
+ )
+
+
+def _is_budget_mode(mode: str) -> bool:
+ return mode in ("budget_full", "compound_full")
+
+
def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
conn = cfg["get_db"]()
try:
@@ -440,6 +470,14 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
budget_cap = budget
from lib.exchange.okx_options_lib import fetch_options_trading_usdc
+ available_usdc = fetch_options_trading_usdc(ex)
+ elif mode == "compound_full":
+ budget, budget_err = _compound_full_usdc(cfg, ex)
+ if budget is None:
+ return jsonify({"ok": False, "msg": budget_err})
+ budget_cap = budget
+ from lib.exchange.okx_options_lib import fetch_options_trading_usdc
+
available_usdc = fetch_options_trading_usdc(ex)
eth_amount = None
try:
@@ -471,6 +509,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
},
"available_usdc": available_usdc,
"budget_full_usdc": budget if mode == "budget_full" else None,
+ "compound_full_usdc": budget if mode == "compound_full" else None,
}
)
except Exception as e:
@@ -507,6 +546,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
},
"available_usdc": available_usdc,
"budget_full_usdc": budget if mode == "budget_full" else None,
+ "compound_full_usdc": budget if mode == "compound_full" else None,
}
)
except Exception as e:
@@ -531,9 +571,39 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
},
"available_usdc": available_usdc,
"budget_full_usdc": budget if mode == "budget_full" else None,
+ "compound_full_usdc": budget if mode == "compound_full" else None,
}
)
- from lib.options.options_position_limit_lib import option_position_limit_block_msg
+ from lib.options.options_position_limit_lib import (
+ compound_full_single_position_block_msg,
+ option_position_limit_block_msg,
+ )
+
+ if mode == "compound_full":
+ compound_block = compound_full_single_position_block_msg(
+ ex, fetch_positions=cfg.get("fetch_option_positions")
+ )
+ if compound_block:
+ return jsonify(
+ {
+ **q,
+ "ok": True,
+ "can_open": False,
+ "msg": compound_block,
+ "quote_per_unit": ask,
+ "premium_per_sheet": None,
+ "sizing": {
+ "ok": False,
+ "msg": compound_block,
+ "sheets": 0,
+ "eth_amount": 0.0,
+ "total_premium": 0.0,
+ },
+ "available_usdc": available_usdc,
+ "budget_full_usdc": None,
+ "compound_full_usdc": budget,
+ }
+ )
pos_limit_msg = option_position_limit_block_msg(
ex,
@@ -558,17 +628,18 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
},
"available_usdc": available_usdc,
"budget_full_usdc": budget if mode == "budget_full" else None,
+ "compound_full_usdc": budget if mode == "compound_full" else None,
}
)
sizing = calc_order_size(
quote_per_unit=float(ask),
ct_mult=float(ct_mult),
min_sz=int(min_sz),
- budget_usdc=budget if mode == "budget_full" else None,
+ budget_usdc=budget if _is_budget_mode(mode) else None,
budget_buffer=cfg["budget_buffer"],
eth_amount=eth_amount if mode == "eth_amount" else None,
sheets=sheet_count if mode == "sheets" else None,
- budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
+ budget_cap=budget_cap if mode in ("budget_full", "compound_full", "sheets", "eth_amount") else None,
)
if sizing.get("ok"):
capped, cap_msg = cap_option_buy_sheets_to_ask_depth(
@@ -590,7 +661,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
ct_mult=float(ct_mult),
min_sz=int(min_sz),
sheets=capped,
- budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
+ budget_cap=budget_cap if mode in ("budget_full", "compound_full", "sheets", "eth_amount") else None,
)
if sizing.get("ok"):
sizing["ask_depth_capped"] = True
@@ -612,6 +683,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
"sizing": sizing,
"available_usdc": available_usdc,
"budget_full_usdc": budget if mode == "budget_full" else None,
+ "compound_full_usdc": budget if mode == "compound_full" else None,
}
)
@@ -672,7 +744,17 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
"ref_ask": q.get("ref_ask"),
}
)
- from lib.options.options_position_limit_lib import option_position_limit_block_msg
+ from lib.options.options_position_limit_lib import (
+ compound_full_single_position_block_msg,
+ option_position_limit_block_msg,
+ )
+
+ if mode == "compound_full":
+ compound_block = compound_full_single_position_block_msg(
+ ex, fetch_positions=cfg.get("fetch_option_positions")
+ )
+ if compound_block:
+ return jsonify({"ok": False, "msg": compound_block, "can_open": False})
pos_limit_msg = option_position_limit_block_msg(
ex,
@@ -702,15 +784,20 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
if budget is None:
return jsonify({"ok": False, "msg": budget_err})
budget_cap = budget
+ elif mode == "compound_full":
+ budget, budget_err = _compound_full_usdc(cfg, ex)
+ if budget is None:
+ return jsonify({"ok": False, "msg": budget_err})
+ budget_cap = budget
sizing = calc_order_size(
quote_per_unit=float(ask),
ct_mult=ct_mult,
min_sz=min_sz,
- budget_usdc=budget if mode == "budget_full" else None,
+ budget_usdc=budget if _is_budget_mode(mode) else None,
budget_buffer=cfg["budget_buffer"],
eth_amount=eth_amount,
sheets=sheet_count,
- budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
+ budget_cap=budget_cap if mode in ("budget_full", "compound_full", "sheets", "eth_amount") else None,
)
if not sizing.get("ok"):
return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
diff --git a/lib/options/templates/options_panel.html b/lib/options/templates/options_panel.html
index 363a8d8..f59d771 100644
--- a/lib/options/templates/options_panel.html
+++ b/lib/options/templates/options_panel.html
@@ -2,6 +2,8 @@
data-default-underly="{{ options_default_underly | default('ETH') }}"
data-budget-buffer="{{ options_budget_buffer | default(0.95) }}"
data-trade-budget="{{ options_trade_budget | default(10) }}"
+ data-compound-cap-enabled="{% if options_compound_full_cap_enabled %}1{% else %}0{% endif %}"
+ data-compound-cap-usdc="{{ '%.2f'|format(options_compound_full_cap_usdc|default(300)|float) }}"
data-ask-liq-filter="{% if options_chain_ask_liq_filter is defined %}{{ '1' if options_chain_ask_liq_filter else '0' }}{% else %}1{% endif %}">
{% if not options_enabled %}
期权未启用:请在 crypto_monitor_okx/.env 设置 OKX_OPTIONS_ENABLED=true 及 OKX_API_*(永续与期权共用),然后 pm2 restart crypto_okx --update-env.
@@ -23,6 +25,7 @@
开仓只认真实卖一价且卖一深度≥1;无深度时面板显示参考标记价并禁用买入。
链展示近 14 日到期;列表与 T 型默认平值 + 实值3档 + 虚值3档,勾选「展开全部」看全部行权价(若当前为实值/虚值筛选会自动切回「全部」)。
「按可用余额打满」可用额度 = min(交易户可用 USDC, 单笔预算 {{ '%.2f'|format(options_trade_budget|default(10)|float) }}),再 × 预算缓冲 {{ '%.2f'|format(options_budget_buffer|default(0.95)|float) }} 算张数(env 可改)。
+ 「全仓复利」用期权交易户全部可用×缓冲开仓(不受单笔预算限制);可选开启全仓上限;该模式下仅允许同时 1 笔持仓。
平仓仅买一限价,详见说明文档。
打开《期权开平仓与监控说明》
@@ -131,6 +134,10 @@
按可用余额打满
+