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>
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@@ -79,12 +79,52 @@ class HubOptionsFundsLibTests(TestCase):
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"premium_ccy": "ETH",
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"upl": 0.0016,
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"idx_px": 2280.0,
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"close_preview": {"bid_invalid": True},
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}
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],
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}
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out = options_float_pnl_usdt(snap)
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self.assertAlmostEqual(out, round(0.0016 * 2280.0, 4), places=4)
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def test_options_float_pnl_usdt_btc_coin_times_btc_index(self):
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from lib.hub.hub_options_funds_lib import options_float_pnl_usdt
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snap = {
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"ok": True,
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"enabled": True,
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"options_margin_mode": "coin",
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# 默认指数若误用 ETH 也不应覆盖逐仓 BTC idx
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"options_index_px": 3000.0,
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"upl_total_usdc": -100.0,
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"positions": [
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{
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"inst_id": "BTC-USD-260327-100000-P",
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"margin_mode": "coin",
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"premium_ccy": "BTC",
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"upl": -0.001,
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"idx_px": 100000.0,
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"close_preview": {"bid_invalid": True},
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}
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],
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}
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out = options_float_pnl_usdt(snap)
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self.assertAlmostEqual(out, -100.0, places=4)
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def test_options_float_pnl_usdt_fallback_already_usdt_no_double_fx(self):
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"""实例 hub 合计已折 U 时,回退不可再 × 指数."""
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from lib.hub.hub_options_funds_lib import options_float_pnl_usdt
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snap = {
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"ok": True,
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"enabled": True,
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"options_margin_mode": "coin",
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"options_index_px": 100000.0,
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"upl_total_usdc": -100.0,
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"positions": [],
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}
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out = options_float_pnl_usdt(snap)
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self.assertAlmostEqual(out, -100.0, places=4)
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def test_repair_double_counted_fund_entry(self):
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raw = {
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"funding_usdt": 586.82,
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