修复 OKX 期权翻倍出场与币本位浮盈:中控/看板按指数折 U,避免 BTC 币数量当美金。
翻倍出场按全仓买一判定且对冲表异常不再整段跳过;面板按当前倍数展示需回收公式。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -124,14 +124,42 @@ def display_pnl_from_option_row(row: dict[str, Any]) -> float | None:
|
||||
return _safe_float(row.get("upl"))
|
||||
|
||||
|
||||
def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None:
|
||||
"""顶栏/看板/中控「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样.
|
||||
|
||||
BTC/ETH 币本位若不折算,会被界面标成 U 而数值仍是币数量(BTC 尤为离谱).
|
||||
"""
|
||||
pnl = display_pnl_from_option_row(row)
|
||||
if pnl is None:
|
||||
return None
|
||||
ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
|
||||
if not ccy or ccy == "USDC":
|
||||
# 兜底:按合约推断币本位,避免 premium_ccy 缺失时把 BTC 盈亏当 U
|
||||
inst = str(row.get("inst_id") or row.get("instId") or "")
|
||||
mode = str(row.get("margin_mode") or "").strip().lower()
|
||||
if mode == "coin" or (
|
||||
"-USD-" in inst.upper() and "_UM" not in inst.upper()
|
||||
):
|
||||
underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "") or "").upper()
|
||||
if underly in ("ETH", "BTC"):
|
||||
ccy = underly
|
||||
if ccy in ("ETH", "BTC"):
|
||||
idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
|
||||
if idx is None or idx <= 0:
|
||||
# 无指数时无法折算,跳过该仓以免把「币数量」当成 U
|
||||
return None
|
||||
return float(pnl) * float(idx)
|
||||
return float(pnl)
|
||||
|
||||
|
||||
def sum_options_net_pnl_usdc(
|
||||
cfg: dict[str, Any],
|
||||
ex: Any,
|
||||
raw_positions: list[dict[str, Any]] | None = None,
|
||||
) -> float | None:
|
||||
"""
|
||||
期权浮盈合计(USDC),与顶栏实时盈亏/中控口径对齐为「净盈亏」:
|
||||
各仓买一可回收 − 权利金之和;残档则回退该仓交易所 upl.
|
||||
期权浮盈合计(USDT/USDC 口径),与顶栏实时盈亏/中控对齐:
|
||||
各仓买一可回收 − 权利金;币本位再 × 指数折成 U;残档回退该仓 upl(同样折算).
|
||||
获取失败返回 None;无持仓返回 0.
|
||||
"""
|
||||
raw = raw_positions
|
||||
@@ -145,12 +173,12 @@ def sum_options_net_pnl_usdc(
|
||||
total = 0.0
|
||||
found = False
|
||||
for p in positions:
|
||||
pnl = display_pnl_from_option_row(p)
|
||||
pnl = display_pnl_usdt_from_option_row(p)
|
||||
if pnl is None:
|
||||
continue
|
||||
found = True
|
||||
total += float(pnl)
|
||||
return round(total, 8) if found else (0.0 if not positions else None)
|
||||
return round(total, 4) if found else (0.0 if not positions else None)
|
||||
|
||||
|
||||
def build_display_option_positions(
|
||||
|
||||
Reference in New Issue
Block a user