Hub funds and dashboard: include OKX options balances in USDT totals.

Merge options USDC/USDT at 1:1 into fund overview snapshots, dashboard aggregation, and monitor board totals while keeping a separate options breakdown in the UI. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-07 13:06:01 +08:00
parent 6cc3382526
commit 3163912266
9 changed files with 362 additions and 21 deletions
@@ -0,0 +1,117 @@
+"""中控资金统计：期权 USDC/USDT 按 1:1 计入 USDT 合计。"""
+from __future__ import annotations
+
+from typing import Any, Optional
+
+
+def _safe_float(value: Any) -> Optional[float]:
+    try:
+        if value is None or value == "":
+            return None
+        v = float(value)
+        return v if v >= 0 else None
+    except (TypeError, ValueError):
+        return None
+
+
+def _account_total_usdt(funding: Any, trading: Any) -> Optional[float]:
+    fu = _safe_float(funding)
+    tu = _safe_float(trading)
+    if fu is None or tu is None:
+        return None
+    return round(fu + tu, 4)
+
+
+def stablecoin_usdt_equiv(value: Any) -> Optional[float]:
+    """USDC / USDT 按 1:1 折算为 USDT 统计口径。"""
+    return _safe_float(value)
+
+
+def _sum_optional(*values: Any) -> Optional[float]:
+    parts = [_safe_float(v) for v in values]
+    present = [p for p in parts if p is not None]
+    if not present:
+        return None
+    return round(sum(present), 4)
+
+
+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。"""
+    snap = options_snap if isinstance(options_snap, dict) else {}
+    if snap.get("enabled") is False:
+        return {"ok": False, "funding_usdt": None, "trading_usdt": None}
+    if snap.get("ok") is False:
+        return {"ok": False, "funding_usdt": None, "trading_usdt": 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"))
+    ok = funding is not None and trading is not None
+    return {"ok": ok, "funding_usdt": funding, "trading_usdt": trading}
+
+
+def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[float]:
+    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 None:
+        return None
+    try:
+        return round(float(upl), 4)
+    except (TypeError, ValueError):
+        return None
+
+
+def options_open_position_count(options_snap: dict[str, Any] | None) -> int:
+    snap = options_snap if isinstance(options_snap, dict) else {}
+    if snap.get("enabled") is False or snap.get("ok") is False:
+        return 0
+    if snap.get("position_count") is not None:
+        try:
+            return max(0, int(snap.get("position_count")))
+        except (TypeError, ValueError):
+            pass
+    pos = snap.get("positions")
+    return len(pos) if isinstance(pos, list) else 0
+
+
+def merge_perp_options_balances(
+    perpetual_funding_usdt: Any,
+    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。"""
+    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"))
+    total = _account_total_usdt(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_ok": bool(opt.get("ok")),
+        "funding_usdt": funding,
+        "trading_usdt": trading,
+        "total_usdt": total,
+        "perpetual_total_usdt": perp_total,
+        "options_total_usdt": opt_total,
+        "data_ok": data_ok,
+    }
+
+
+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 []
+    options_snap = row.get("options") if "options" in caps else None
+    merged = merge_perp_options_balances(
+        row.get("funding_usdt") if row.get("account_ok") else None,
+        row.get("trading_usdt") if row.get("account_ok") else None,
+        options_snap,
+    )
+    merged["options_float_pnl_u"] = options_float_pnl_usdt(options_snap)
+    merged["options_open_position_count"] = options_open_position_count(options_snap)
+    return merged