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>

lib/common/static/options_panel.js

@@ -1977,6 +1977,21 @@
     return fmt(n, 2) + "倍";
   }
 
+  function profitExitHint(mult, req, premCcy) {
+    const n = Number(mult);
+    const m = Number.isFinite(n) && n > 0 ? n : 1;
+    const needFactor = 1 + m;
+    const factorTxt = Math.abs(needFactor - Math.round(needFactor)) < 1e-9
+      ? String(Math.round(needFactor))
+      : fmt(needFactor, 2);
+    let hint = formatProfitExitMultLabel(m) + "=盈利达权利金×" + fmt(m, 2)
+      + " → 需回收≥权利金×" + factorTxt;
+    if (req != null) {
+      hint += " · 即≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy;
+    }
+    return hint;
+  }
+
   function renderProfitExitRow(p) {
     const inst = p.inst_id || "";
     if (p.hedge_plan_target) {
@@ -1997,6 +2012,7 @@
     const statePe = String(p.profit_exit_state || (enabled ? "active" : "idle"));
     const req = p.profit_exit_required_recycle;
     const premCcy = posPremiumCcy(p);
+    const hintMult = Number.isFinite(multNum) && multNum > 0 ? multNum : serverMult;
     let statusTxt = enabled ? ("监控中 · " + multLabel) : "未开启";
     if (enabled && statePe === "closing") statusTxt = "平仓挂单中 · " + multLabel;
     return (
@@ -2013,7 +2029,7 @@
       '<span class="opt-target-armed">' + statusTxt + "</span>" +
       '<span class="muted opt-target-row-hint">' +
       (enabled
-        ? ("1倍=盈利=权利金" + (req != null ? (" · 需回收≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy) : ""))
+        ? profitExitHint(hintMult, req, premCcy)
         : "开启后自选倍数;达标按买一限价平;可随时关闭") +
       "</span>" +
       "</div>"

lib/hub/hub_options_funds_lib.py

@@ -74,71 +74,30 @@ 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."""
+    """期权浮盈合计(USDT).币本位按指数换算,勿把 ETH/BTC 数量当 U.
+
+    优先逐仓 display_pnl_usdt_from_option_row(已含 BTC/ETH × 指数);
+    回退 upl_total_usdc 时按「已是 USDT」处理——实例 hub 快照合计已折 U,
+    不可再 × 指数,否则币本位会双计.
+    """
     snap = options_snap if isinstance(options_snap, dict) else {}
     if snap.get("enabled") is False or snap.get("ok") is False:
         return None
 
-    def _safe(v: Any) -> float | None:
-        if v is None or v == "":
-            return None
     try:
-            return float(v)
-        except (TypeError, ValueError):
-            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
+        from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
 
         total_u = 0.0
         found = False
-        missing_fx = False
         for p in snap.get("positions") or []:
             if not isinstance(p, dict):
                 continue
-            pnl = display_pnl_from_option_row(p)
+            pnl = display_pnl_usdt_from_option_row(p)
             if pnl is None:
                 continue
             found = True
-            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
+        if found:
             return round(total_u, 4)
     except Exception:
         pass
@@ -146,16 +105,9 @@ def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[floa
     upl = snap.get("upl_total_usdc")
     if upl is not None:
         try:
-            raw = float(upl)
+            return round(float(upl), 4)
         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
 
 

lib/instance/instance_dashboard_lib.py

@@ -162,12 +162,12 @@ def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
     inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
     opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
     label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
-    # 看板期权列:优先买一净盈亏,残档回退交易所 upl
+    # 看板期权列:统一折成 U(币本位 BTC/ETH 权利金盈亏 × 指数)
     pnl = None
     try:
-        from lib.options.options_positions_lib import display_pnl_from_option_row
+        from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
 
-        pnl = display_pnl_from_option_row(p)
+        pnl = display_pnl_usdt_from_option_row(p)
     except Exception:
         pnl = None
     pos = _safe_float(p.get("pos"))

lib/options/options_hub_lib.py

@@ -85,13 +85,13 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                 conn.close()
         except Exception:
             target_monitors = []
-        from lib.options.options_positions_lib import display_pnl_from_option_row
+        from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
 
         upl_total = 0.0
         has_upl = False
         for p in positions:
-            # 与持仓卡展示一致:优先买一净盈亏,残档回退交易所 upl
-            pnl = display_pnl_from_option_row(p)
+            # 合计一律折 U:币本位 × 指数,避免 BTC/ETH 币数量与 USDC 混加
+            pnl = display_pnl_usdt_from_option_row(p)
             if pnl is None:
                 continue
             has_upl = True

lib/options/options_positions_lib.py

@@ -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(

lib/options/options_profit_exit_lib.py

@@ -211,13 +211,34 @@ def _estimate_recycle(
     pos: dict[str, Any],
     premium_paid: float | None,
 ) -> float | None:
+    """翻倍出场用可回收估算.
+
+    用买一价 × 全部持仓张数(不吃深度上限):深度不够时仍应触发分批平仓;
+    残档/无效买一则返回 None(禁止按假买盘自动平).
+    """
     from lib.options.options_positions_lib import attach_close_preview
+    from lib.options.options_pricing_lib import total_premium
 
     row = dict(pos)
     attach_close_preview(cfg, ex, row, premium_paid=premium_paid)
     preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
     if preview.get("bid_invalid"):
         return None
+    levels = preview.get("levels") or []
+    ct_mult = float(row.get("ct_mult") or 0.01)
+    sheets = int(
+        abs(
+            _safe_float(row.get("avail_pos") if row.get("avail_pos") is not None else row.get("pos"))
+            or 0
+        )
+    )
+    if levels and sheets > 0 and ct_mult > 0:
+        try:
+            px = float(levels[0].get("px") or 0)
+        except (TypeError, ValueError, AttributeError):
+            px = 0.0
+        if px > 0:
+            return round(total_premium(px, sheets * ct_mult), 8)
     return _safe_float(preview.get("total_received"))
 
 
@@ -303,7 +324,8 @@ def run_options_profit_exits(
         init_hedge_plan_tables(conn)
         hedge_managed = active_hedge_option_inst_ids(conn)
     except Exception:
-        return 0
+        # 对冲表异常时不得整段跳过翻倍出场
+        hedge_managed = set()
 
     rules = profit_exit_by_inst(conn)
     triggered = 0

tests/test_hub_options_funds_lib.py

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

tests/test_options_btc_pnl_usdt.py

@@ -0,0 +1,44 @@
+"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
+from __future__ import annotations
+
+import unittest
+
+from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
+
+
+class DisplayPnlUsdtTests(unittest.TestCase):
+    def test_btc_coin_pnl_times_index(self):
+        row = {
+            "inst_id": "BTC-USD-260327-100000-P",
+            "premium_ccy": "BTC",
+            "margin_mode": "coin",
+            "idx_px": 100000.0,
+            "upl": -0.001,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
+
+    def test_btc_infers_ccy_when_premium_ccy_missing(self):
+        row = {
+            "inst_id": "BTC-USD-260327-100000-C",
+            "margin_mode": "coin",
+            "underlying": "BTC",
+            "idx_px": 95000.0,
+            "upl": 0.002,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
+
+    def test_usdc_unchanged(self):
+        row = {
+            "inst_id": "BTC-USD_UM-260327-100000-C",
+            "premium_ccy": "USDC",
+            "margin_mode": "usdc",
+            "upl": -12.5,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_options_profit_exit_recycle.py

@@ -0,0 +1,39 @@
+"""翻倍出场:买一价×全仓张数判定达标(不受买一深度截断)."""
+from __future__ import annotations
+
+import unittest
+from unittest.mock import patch
+
+from lib.options.options_profit_exit_lib import _estimate_recycle, profit_exit_hit
+
+
+class ProfitExitHitTests(unittest.TestCase):
+    def test_hit_at_0_3_mult(self):
+        self.assertTrue(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.3, mult=0.3))
+        self.assertFalse(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.29, mult=0.3))
+
+    def test_estimate_uses_full_sheets_not_depth(self):
+        pos = {"inst_id": "ETH-USD-260927-2700-P", "pos": 100, "ct_mult": 0.01}
+        preview = {
+            "bid_invalid": False,
+            "levels": [{"px": 0.2, "sheets": 10}],
+            "total_received": 0.02,
+        }
+
+        def fake_attach(cfg, ex, row, premium_paid=None):
+            row["close_preview"] = preview
+            row["ct_mult"] = 0.01
+            row["pos"] = 100
+            return row
+
+        with patch(
+            "lib.options.options_positions_lib.attach_close_preview",
+            side_effect=fake_attach,
+        ):
+            recv = _estimate_recycle({}, object(), pos, 1.0)
+        self.assertAlmostEqual(float(recv), 0.2, places=6)
+        self.assertTrue(profit_exit_hit(premium_paid=0.15, recycle_usdc=float(recv), mult=0.3))
+
+
+if __name__ == "__main__":
+    unittest.main()