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Lock hedge-plan option selection to ITM/ATM (perp) and ATM/OTM (OO).

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Server validate on preview/start, UI filters and recommend templates, plus usability/security audit doc.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-05 21:50:35 +08:00
parent 09a763e47d
commit 3f6e67661b
9 changed files with 746 additions and 20 deletions
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lib/hedge_plan/templates/hedge_plan_panel.html
+10 -5
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@@ -49,7 +49,7 @@
<div class="tip-collapse-body rule-tip">
<p><strong>账户</strong>：永续腿走<strong>合约账户</strong>(USDT);保险期权走<strong>期权账户</strong>(USDC)。两账户分开下单、资金不互通。</p>
<p><strong>下单</strong>：先「计算」再「启动」。启动瞬间会再拉卖一并以 IOC 等完全成交;半腿失败可补开或「结束计划」(不平仓)。永期开仓需全仓计仓 + 对冲实盘门禁。</p>
<p><strong>板块</strong>：左填永续开仓/止盈止损与张数;右选保险腿(做多配 Put、做空配 Call)。止盈后保险腿默认可持有;止损会联动平期权。</p>
<p><strong>板块</strong>：左填永续开仓/止盈止损与张数;右选保险腿(做多配 Put、做空配 Call)。<strong>保险腿仅允许实值或平值</strong>(禁虚值)。止盈后保险腿默认可持有;止损会联动平期权。</p>
</div>
</details>
<div class="form-row hp-uly-row">
@@ -91,9 +91,9 @@
<h2>期权 · <span id="hp-opt-type-label">Put</span> <span class="muted hp-acct-tag" id="hp-opt-acct-tag">期权账户</span></h2>
<div class="form-row hp-opt-toolbar hp-po-opt-toolbar">
<select id="hp-exp-select"><option value="">选择到期日</option></select>
<button type="button" class="btn-secondary hp-money-btn active" data-money="all">全部</button>
<button type="button" class="btn-secondary hp-money-btn" data-money="itm">实值</button>
<button type="button" class="btn-secondary hp-money-btn" data-money="otm">虚值</button>
<button type="button" class="btn-secondary hp-money-btn active" data-money="itm" title="实值+平值">实值/平值</button>
<button type="button" class="btn-secondary hp-money-btn" data-money="atm" title="仅平值">仅平值</button>
<button type="button" class="btn-secondary" id="hp-recommend-opt" title="选距指数最近的实值/平值">推荐</button>
<button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button>
<span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span>
</div>
@@ -135,7 +135,7 @@
<div class="tip-collapse-body rule-tip">
<p><strong>账户</strong>：两腿都在<strong>期权账户</strong>。可用预算 = min(交易 USDC × 对冲缓冲 <strong id="hp-oo-buf-ratio">{{ '%.2f'|format(hedge_plan_budget_buffer|default(0.95)|float) }}</strong>, 单笔预算);可在 env「对冲预算缓冲比例」改。</p>
<p><strong>下单</strong>：选 Call + Put 后「计算」再「启动」。启动会再拉卖一并按最新价重算张数,IOC 完全成交才算成功;资金不足可在右侧划转。</p>
<p><strong>板块</strong>：左填上破/下破与张数模式(同张数/做多/做空);右 T 型选腿。「全平」= 盈利腿平后清另一腿;「到期平」= 另一腿持有至到期。</p>
<p><strong>板块</strong>：左填上破/下破与张数模式(同张数/做多/做空);右 T 型选腿。<strong>两腿仅允许平值或虚值</strong>(禁实值)。「全平」= 盈利腿平后清另一腿;「到期平」= 另一腿持有至到期。</p>
</div>
</details>
<div class="form-row hp-uly-row">
@@ -185,6 +185,11 @@
<h2>期权 T 型报价</h2>
<div class="form-row">
<select id="hp-oo-exp-select"><option value="">选择到期日</option></select>
<button type="button" class="btn-secondary hp-oo-money-btn active" data-oo-money="atm_otm" title="平值+虚值">平/虚</button>
<button type="button" class="btn-secondary hp-oo-money-btn" data-oo-money="atm" title="仅平值">仅平值</button>
<button type="button" class="btn-secondary hp-oo-money-btn" data-oo-money="otm" title="仅虚值">仅虚值</button>
<button type="button" class="btn-secondary" id="hp-oo-recommend-atm" title="最近平值 Call+Put">推荐跨式</button>
<button type="button" class="btn-secondary" id="hp-oo-recommend-otm" title="最近虚值 Call+Put">推荐双虚</button>
<button type="button" class="btn-secondary" id="hp-oo-load-chain">刷新链</button>
</div>
<div class="options-strike-table-wrap options-strike-table-wrap--t">