中控期权浮盈只显示U；总浮盈亏按指数把币本位浮盈计入USDT

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-20 18:13:39 +08:00
parent 467f4f092f
commit 1ddfe3f72e
4 changed files with 136 additions and 14 deletions
@@ -74,21 +74,50 @@ def options_balances_usdt_equiv(options_snap: dict[str, Any] | None) -> dict[str


 def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[float]:
+    """期权浮盈合计(USDT).币本位按指数换算,勿把 ETH/BTC 数量当 U."""
    snap = options_snap if isinstance(options_snap, dict) else {}
    if snap.get("enabled") is False or snap.get("ok") is False:
        return None
-    upl = snap.get("upl_total_usdc")
-    if upl is not None:
+
+    def _safe(v: Any) -> float | None:
+        if v is None or v == "":
+            return None
        try:
-            return round(float(upl), 4)
+            return float(v)
        except (TypeError, ValueError):
-            pass
-    # 快照偶发缺合计时,按持仓行回退汇总(与卡片展示一致)
+            return None
+
+    def _index_px() -> float | None:
+        px = _safe(snap.get("options_index_px") or snap.get("index_px"))
+        if px is not None and px > 0:
+            return px
+        for p in snap.get("positions") or []:
+            if not isinstance(p, dict):
+                continue
+            px = _safe(p.get("idx_px") or p.get("idxPx"))
+            if px is not None and px > 0:
+                return px
+        return None
+
+    def _row_is_coin(p: dict[str, Any]) -> bool:
+        ccy = str(p.get("premium_ccy") or "").strip().upper()
+        if ccy in ("ETH", "BTC"):
+            return True
+        if str(p.get("margin_mode") or "").strip().lower() == "coin":
+            return True
+        mid = str(p.get("inst_id") or "")
+        return "-USD-" in mid.upper() and "_UM" not in mid.upper()
+
+    mode = str(snap.get("options_margin_mode") or snap.get("margin_mode") or "").strip().lower()
+    snap_coin = mode == "coin"
+    idx = _index_px()
+
    try:
        from lib.options.options_positions_lib import display_pnl_from_option_row

-        total = 0.0
+        total_u = 0.0
        found = False
+        missing_fx = False
        for p in snap.get("positions") or []:
            if not isinstance(p, dict):
                continue
@@ -96,10 +125,38 @@ def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[floa
            if pnl is None:
                continue
            found = True
-            total += float(pnl)
-        return round(total, 4) if found else None
+            if snap_coin or _row_is_coin(p):
+                px = _safe(p.get("idx_px") or p.get("idxPx"))
+                if px is None or px <= 0:
+                    px = idx
+                if px is None or px <= 0:
+                    missing_fx = True
+                    continue
+                total_u += float(pnl) * float(px)
+            else:
+                total_u += float(pnl)
+        if found and not missing_fx:
+            return round(total_u, 4)
+        if found and missing_fx and abs(total_u) > 1e-12:
+            # 部分腿已换算成功时仍返回可得合计
+            return round(total_u, 4)
    except Exception:
-        return None
+        pass
+
+    upl = snap.get("upl_total_usdc")
+    if upl is not None:
+        try:
+            raw = float(upl)
+        except (TypeError, ValueError):
+            return None
+        if snap_coin or any(
+            isinstance(p, dict) and _row_is_coin(p) for p in (snap.get("positions") or [])
+        ):
+            if idx is None or idx <= 0:
+                return None
+            return round(raw * float(idx), 4)
+        return round(raw, 4)
+    return None


 def options_open_position_count(options_snap: dict[str, Any] | None) -> int:
@@ -817,6 +817,22 @@
    return `${sign}${fmt(n, 2)}U`;
  }

+  /** 中控期权浮盈汇总框:只显示换算后的 U(持仓表净盈亏仍用 fmtOptPnlText 双显). */
+  function fmtOptPnlUsdtOnly(v, ccy, spotPx) {
+    if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
+    const n = Number(v);
+    const unit = String(ccy || "USDC").toUpperCase();
+    let uu = n;
+    if (unit === "ETH" || unit === "BTC") {
+      const px = Number(spotPx);
+      if (!Number.isFinite(px) || !(px > 0)) return "—";
+      uu = n * px;
+    }
+    const uAbs = Math.abs(uu).toFixed(2);
+    const uSign = uu < 0 ? "-" : uu > 0 ? "+" : "";
+    return `${uSign}${uAbs}U`;
+  }
+
  /** 交易所持仓开仓价(三所子代理 entry_price) */
  function positionEntryPrice(pos) {
    if (!pos) return null;
@@ -3975,7 +3991,7 @@
      const spotPx = spotPxFromOptMeta(optMeta);
      const pnlTxt = upnl == null || Number.isNaN(Number(upnl))
        ? "—"
-        : `<span class="${pnlCls(upnl)}">${fmtOptPnlText(upnl, pnlCcy, spotPx)}</span>`;
+        : `<span class="${pnlCls(upnl)}">${fmtOptPnlUsdtOnly(upnl, pnlCcy, spotPx)}</span>`;
      return `<div class="${rowCls}">
      <div class="stat-box"><div class="stat-label">资金账户</div><div class="stat-value">${fundTxt}</div></div>
      <div class="stat-box"><div class="stat-label">交易账户</div><div class="stat-value">${tradeTxt}</div></div>
@@ -4655,10 +4671,10 @@
            parts.push(`交易 ${fmt(bal.trading, 2)}U`);
          }
          if (optUpl != null && Number.isFinite(Number(optUpl))) {
-            parts.push(`浮盈 ${fmtOptPnlText(optUpl, optCcy, spotPxFromOptMeta(opt))}`);
+            parts.push(`浮盈 ${fmtOptPnlUsdtOnly(optUpl, optCcy, spotPxFromOptMeta(opt))}`);
          }
          if (optUpl != null && Number.isFinite(Number(optUpl)) && openCount === 0) {
-            // 永续空仓时主数字优先展示期权浮盈,避免一直显示 0U
+            // 永续空仓时主数字优先展示期权浮盈(只显示 U)
            pnlShow = optUpl;
            pnlSuffix = "期权";
            pnlUnit = optCcy;
@@ -4673,7 +4689,7 @@
    const strategyStats = renderCardStrategyStats(row, hm, flaskOk);
    const tilePnlHtml =
      pnlUnit === "ETH" || pnlUnit === "BTC"
-        ? `${fmtOptPnlText(pnlShow, pnlUnit, pnlSpotPx)} <small>${pnlSuffix ? esc(pnlSuffix) : ""}</small>`
+        ? `${fmtOptPnlUsdtOnly(pnlShow, pnlUnit, pnlSpotPx)} <small>${pnlSuffix ? esc(pnlSuffix) : ""}</small>`
        : `${fmt(pnlShow, 2)} <small>U${pnlSuffix ? " · " + esc(pnlSuffix) : ""}</small>`;
    return `<div class="card hub-tile ${tileCls}" data-ex-id="${esc(row.id)}">
      <div class="hub-tile-body card-expand-zone" title="点击进入全屏详情">
@@ -66,6 +66,33 @@ class TestHubMonitorTotals(unittest.TestCase):
        self.assertEqual(out["options_float_pnl_u"], 1.5)
        self.assertEqual(out["float_pnl_u"], 1.5)

+    def test_aggregate_monitor_board_totals_coin_options_to_usdt(self):
+        rows = [
+            {
+                "capabilities": ["options"],
+                "options": {
+                    "ok": True,
+                    "enabled": True,
+                    "options_margin_mode": "coin",
+                    "options_index_px": 2000.0,
+                    "positions": [
+                        {
+                            "inst_id": "ETH-USD-260822-2250-C",
+                            "margin_mode": "coin",
+                            "premium_ccy": "ETH",
+                            "upl": 0.002,
+                            "idx_px": 2000.0,
+                        }
+                    ],
+                    "upl_total_usdc": 0.002,
+                },
+                "agent": {"positions": [], "total_unrealized_pnl": 10.0},
+            }
+        ]
+        out = aggregate_monitor_board_totals(rows, trading_day="2026-08-20", reset_hour=8)
+        self.assertEqual(out["options_float_pnl_u"], 4.0)
+        self.assertEqual(out["float_pnl_u"], 14.0)
+
    def test_aggregate_excludes_option_like_agent_positions(self):
        """子代理误把期权当永续上报时:不算进持仓数,浮盈只用期权 snap."""
        rows = [
@@ -74,7 +101,7 @@ class TestHubMonitorTotals(unittest.TestCase):
                "options": {
                    "ok": True,
                    "enabled": True,
-                    "positions": [{"inst_id": "ETH-USD-260806-1875-C"}],
+                    "positions": [{"inst_id": "ETH-USD_UM-260806-1875-C"}],
                    "upl_total_usdc": -0.4,
                },
                "agent": {
@@ -63,6 +63,28 @@ class HubOptionsFundsLibTests(TestCase):
        self.assertEqual(out["options_open_position_count"], 1)
        self.assertEqual(out["options_float_pnl_u"], 0.5)

+    def test_options_float_pnl_usdt_coin_converts_by_index(self):
+        from lib.hub.hub_options_funds_lib import options_float_pnl_usdt
+
+        snap = {
+            "ok": True,
+            "enabled": True,
+            "options_margin_mode": "coin",
+            "options_index_px": 2280.0,
+            "upl_total_usdc": 0.0016,
+            "positions": [
+                {
+                    "inst_id": "ETH-USD-260822-2250-C",
+                    "margin_mode": "coin",
+                    "premium_ccy": "ETH",
+                    "upl": 0.0016,
+                    "idx_px": 2280.0,
+                }
+            ],
+        }
+        out = options_float_pnl_usdt(snap)
+        self.assertAlmostEqual(out, round(0.0016 * 2280.0, 4), places=4)
+
    def test_repair_double_counted_fund_entry(self):
        raw = {
            "funding_usdt": 586.82,