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>
This commit is contained in:
dekun
2026-07-07 16:10:03 +08:00
parent 7bbb5663c9
commit 3570a6900e
8 changed files with 269 additions and 9 deletions
+72
View File
@@ -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)