Add OKX options expiry and close breakeven to hub monitor and dashboard.

Expose bePx-based expiry balance and mark-to-close breakeven on positions so monitor and dashboard can show both labels per contract.

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/common/static/options_panel.js

@@ -324,6 +324,9 @@
       '<div class="pos-grid">' +
       '<div class="pos-cell"><span class="pos-label">开仓均价</span><span class="pos-value">' + fmt(p.avg_px, 4) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">标记价</span><span class="pos-value">' + fmt(p.mark_px, 4) + "</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">浮盈亏</span><span class="pos-value ' + uplCls + '">' + fmt(p.upl, 4) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
       (p.upl_ratio_pct != null ? p.upl_ratio_pct + "%" : "—") + "</span></div>" +

lib/exchange/okx_options_lib.py

@@ -666,23 +666,53 @@ def transfer_main_sub_account(
 
 
 def format_position_row(pos: dict[str, Any], ct_mult: float = 0.01) -> dict[str, Any]:
+    from lib.options.options_pricing_lib import (
+        close_breakeven_idx,
+        expiry_breakeven_px,
+        idx_distance_to_be,
+    )
+
     sheets = _safe_float(pos.get("pos")) or 0.0
     avg = _safe_float(pos.get("avgPx"))
     mark = _safe_float(pos.get("markPx"))
     upl = _safe_float(pos.get("upl"))
     upl_ratio = _safe_float(pos.get("uplRatio"))
+    idx_px = _safe_float(pos.get("idxPx"))
+    opt_type = pos.get("optType")
+    strike = _safe_float(pos.get("stk"))
+    delta_pa = _safe_float(pos.get("deltaPA"))
+    expiry_be = expiry_breakeven_px(
+        opt_type=str(opt_type or ""),
+        strike=strike,
+        avg_px=avg,
+        be_px_api=_safe_float(pos.get("bePx")),
+    )
+    close_be = close_breakeven_idx(
+        opt_type=str(opt_type or ""),
+        idx_px=idx_px,
+        mark_px=mark,
+        avg_px=avg,
+        delta_pa=delta_pa,
+        pos=sheets,
+        ct_mult=ct_mult,
+    )
     return {
         "inst_id": pos.get("instId"),
         "pos": sheets,
         "eth_amount": round(abs(sheets) * ct_mult, 8),
         "avg_px": avg,
         "mark_px": mark,
+        "idx_px": idx_px,
         "upl": upl,
         "upl_ratio_pct": round(upl_ratio * 100, 2) if upl_ratio is not None else None,
         "exp_time": pos.get("expTime"),
-        "opt_type": pos.get("optType"),
-        "strike": _safe_float(pos.get("stk")),
+        "opt_type": opt_type,
+        "strike": strike,
         "avail_pos": _safe_float(pos.get("availPos")),
+        "expiry_be_px": expiry_be,
+        "close_be_px": close_be,
+        "dist_expiry_be": idx_distance_to_be(idx_px, expiry_be),
+        "dist_close_be": idx_distance_to_be(idx_px, close_be),
         "raw": pos,
     }
 

lib/options/options_pricing_lib.py

@@ -132,3 +132,75 @@ def option_moneyness(*, opt_type: str, strike: float, index_px: float) -> str:
 
 def option_moneyness_label(moneyness: str) -> str:
     return {"itm": "实值", "otm": "虚值", "atm": "平值"}.get((moneyness or "").lower(), "")
+
+
+def expiry_breakeven_px(
+    *,
+    opt_type: str,
+    strike: float | None,
+    avg_px: float | None,
+    be_px_api: float | None = None,
+) -> float | None:
+    """到期平衡点：持有至到期时标的指数盈亏为 0 的价格。优先 OKX bePx。"""
+    if be_px_api is not None and be_px_api > 0:
+        return round(float(be_px_api), 2)
+    if strike is None or avg_px is None:
+        return None
+    o = (opt_type or "").upper()
+    if o == "C":
+        return round(strike + avg_px, 2)
+    if o == "P":
+        return round(strike - avg_px, 2)
+    return None
+
+
+def close_breakeven_idx(
+    *,
+    opt_type: str,
+    idx_px: float | None,
+    mark_px: float | None,
+    avg_px: float | None,
+    delta_pa: float | None = None,
+    pos: float = 0,
+    ct_mult: float = 0.01,
+) -> float | None:
+    """
+    平掉回本：标的指数达到该价位时，按标记价平仓近似盈亏为 0。
+    优先用 deltaPA 线性外推，否则用时间价值近似（适合短期轻度实值）。
+    """
+    if idx_px is None or mark_px is None or avg_px is None:
+        return None
+    eth_amt = abs(float(pos)) * float(ct_mult)
+    if eth_amt > 1e-12 and delta_pa is not None and abs(float(delta_pa)) > 1e-12:
+        slope = float(delta_pa) / eth_amt
+        return round(float(idx_px) + (float(avg_px) - float(mark_px)) / slope, 2)
+    o = (opt_type or "").upper()
+    if o == "C":
+        return round(float(idx_px) + float(avg_px) - float(mark_px), 2)
+    if o == "P":
+        return round(float(idx_px) + float(mark_px) - float(avg_px), 2)
+    return None
+
+
+def idx_distance_to_be(idx_px: float | None, be_px: float | None) -> float | None:
+    """指数距平衡点（正=指数需上涨才到平衡点）。"""
+    if idx_px is None or be_px is None:
+        return None
+    return round(float(be_px) - float(idx_px), 2)
+
+
+def format_options_breakeven_line(
+    *,
+    expiry_be_px: float | None,
+    close_be_px: float | None,
+    idx_px: float | None = None,
+) -> str:
+    """持仓摘要行：到期平衡 / 平掉回本。"""
+    parts: list[str] = []
+    if expiry_be_px is not None:
+        parts.append(f"到期平衡{expiry_be_px:.0f}")
+    if close_be_px is not None:
+        parts.append(f"平掉回本{close_be_px:.0f}")
+    if idx_px is not None and parts:
+        return " ".join(parts) + f"（指数{idx_px:.0f}）"
+    return " ".join(parts)