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>
2026-07-07 16:10:03 +08:00
parent 7bbb5663c9
commit 3570a6900e
8 changed files with 269 additions and 9 deletions
@@ -77,3 +77,80 @@ def test_calc_order_size_too_small():
        budget_cap=10,
    )
    assert r["ok"] is False
+
+
+def test_expiry_breakeven_from_api():
+    from lib.options.options_pricing_lib import expiry_breakeven_px
+
+    assert expiry_breakeven_px(
+        opt_type="C", strike=3500, avg_px=15.6, be_px_api=3516.2
+    ) == 3516.2
+
+
+def test_expiry_breakeven_call_put():
+    from lib.options.options_pricing_lib import expiry_breakeven_px
+
+    assert expiry_breakeven_px(opt_type="C", strike=3500, avg_px=15.6) == 3515.6
+    assert expiry_breakeven_px(opt_type="P", strike=3500, avg_px=15.6) == 3484.4
+
+
+def test_close_breakeven_at_mark_equals_avg():
+    from lib.options.options_pricing_lib import close_breakeven_idx
+
+    assert close_breakeven_idx(
+        opt_type="C", idx_px=3480, mark_px=15.6, avg_px=15.6
+    ) == 3480.0
+    assert close_breakeven_idx(
+        opt_type="P", idx_px=3480, mark_px=15.6, avg_px=15.6
+    ) == 3480.0
+
+
+def test_close_breakeven_with_delta():
+    from lib.options.options_pricing_lib import close_breakeven_idx
+
+    # mark below avg, delta 0.5 ETH on 0.5 ETH position -> slope 1
+    be = close_breakeven_idx(
+        opt_type="C",
+        idx_px=3480,
+        mark_px=14.6,
+        avg_px=15.6,
+        delta_pa=0.5,
+        pos=50,
+        ct_mult=0.01,
+    )
+    assert be == 3481.0
+
+
+def test_format_options_breakeven_line():
+    from lib.options.options_pricing_lib import format_options_breakeven_line
+
+    s = format_options_breakeven_line(
+        expiry_be_px=3515.6, close_be_px=3498.0, idx_px=3480.0
+    )
+    assert "到期平衡3516" in s
+    assert "平掉回本3498" in s
+    assert "指数3480" in s
+
+
+def test_format_position_row_breakeven():
+    from lib.exchange.okx_options_lib import format_position_row
+
+    row = format_position_row(
+        {
+            "instId": "ETH-USD_UM-260703-1800-C",
+            "pos": "50",
+            "avgPx": "15.6",
+            "markPx": "16.2",
+            "idxPx": "3480",
+            "bePx": "3515.6",
+            "optType": "C",
+            "stk": "3500",
+            "deltaPA": "0.45",
+            "upl": "0.3",
+            "uplRatio": "0.02",
+        }
+    )
+    assert row["expiry_be_px"] == 3515.6
+    assert row["idx_px"] == 3480.0
+    assert row["close_be_px"] is not None
+    assert row["dist_expiry_be"] == 35.6