dekun/crypto_monitor
0
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Require real ask depth for options and hedge opens.

Browse Source 
Block mark-as-ask opens, show reference mark when no depth, cap sheets to ask size; leave close paths unchanged. Document in docs/更新文档.md.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-16 12:48:53 +08:00
parent 195eeae295
commit 4686cf049a
10 changed files with 339 additions and 21 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/common/static/options_panel.js
+52 -6
View File
@@ -701,7 +701,7 @@
const targetLevEl = document.getElementById("opt-est-leverage");
const targetEl = document.getElementById("opt-target-idx");
const q = state.orderQuote;
if (!q || !q.ok) {
if (!q || !q.ok || !q.can_open) {
if (levEl) levEl.textContent = "—";
if (valueEl) valueEl.textContent = "—";
if (profitEl) {
@@ -905,14 +905,31 @@
function fillOrderPanel(d) {
state.orderQuote = d && d.ok ? d : null;
const sz = d.sizing || {};
const canOpen = !!(d && d.ok && d.can_open);
document.getElementById("opt-order-inst").textContent = d.inst_id || state.selectedInst || "";
document.getElementById("opt-order-ask").textContent = fmtPxSz(d.ask, d.ask_sz);
const askEl = document.getElementById("opt-order-ask");
if (askEl) {
askEl.textContent = canOpen ? fmtPxSz(d.ask, d.ask_sz) : "—";
}
const bidEl = document.getElementById("opt-order-bid");
if (bidEl) bidEl.textContent = fmtPxSz(d.bid, d.bid_sz);
document.getElementById("opt-order-sheets").textContent = sz.sheets != null ? sz.sheets : "—";
document.getElementById("opt-order-eth").textContent = sz.eth_amount != null ? sz.eth_amount : "—";
const refEl = document.getElementById("opt-order-ref-ask");
if (refEl) {
if (canOpen) {
refEl.textContent = "—";
} else if (d.ref_ask != null && !Number.isNaN(Number(d.ref_ask))) {
refEl.textContent = fmtPxSz(d.ref_ask, null, true) + " (不可开仓)";
} else if (d.mark != null && !Number.isNaN(Number(d.mark))) {
refEl.textContent = fmtPxSz(d.mark, null, true) + " (不可开仓)";
} else {
refEl.textContent = "—";
}
}
document.getElementById("opt-order-sheets").textContent = canOpen && sz.sheets != null ? sz.sheets : "—";
document.getElementById("opt-order-eth").textContent = canOpen && sz.eth_amount != null ? sz.eth_amount : "—";
updateUnderlyingLabel();
document.getElementById("opt-order-premium").textContent = sz.total_premium != null ? fmtUsdc(sz.total_premium) + " USDC" : "—";
document.getElementById("opt-order-premium").textContent =
canOpen && sz.total_premium != null ? fmtUsdc(sz.total_premium) + " USDC" : "—";
const beEl = document.getElementById("opt-order-expiry-be");
const distEl = document.getElementById("opt-order-dist-be");
if (beEl) {
@@ -922,13 +939,31 @@
distEl.textContent = fmtDist(d.dist_expiry_be);
distEl.className = "v " + distBeClass(d.dist_expiry_be);
}
const openBtn = document.getElementById("opt-open-btn");
if (openBtn) {
openBtn.disabled = !canOpen || sz.ok === false;
openBtn.textContent = canOpen ? "限价买入 @ 卖一" : "暂无卖一深度,无法开仓";
}
const msgEl = document.getElementById("opt-order-msg");
if (!d.ok) {
msgEl.textContent = d.msg || "报价失败";
msgEl.classList.add("opt-error");
} else if (!canOpen) {
const ref = d.ref_ask != null ? d.ref_ask : d.mark;
let tip = d.msg || d.open_block_msg || "当前无卖一深度,无法按卖一限价买入";
if (ref != null && !Number.isNaN(Number(ref))) {
tip += "。参考标记价 ~" + Number(ref).toFixed(4).replace(/\.?0+$/, "") + "(仅供参考,不可用于开仓)";
} else {
tip += "。无可用参考标记价";
}
msgEl.textContent = tip;
msgEl.classList.add("opt-error");
} else if (sz.ok === false) {
msgEl.textContent = sz.msg || "";
msgEl.classList.add("opt-error");
} else if (sz.ask_depth_capped) {
msgEl.textContent = sz.msg || "已按卖一深度限制张数";
msgEl.classList.remove("opt-error");
} else {
msgEl.textContent = "";
msgEl.classList.remove("opt-error");
@@ -1051,6 +1086,15 @@
alert("请先选择合约");
return;
}
const q = state.orderQuote;
if (!q || !q.ok || !q.can_open) {
alert((q && (q.msg || q.open_block_msg)) || "暂无卖一深度,无法按卖一开仓");
return;
}
if (q.sizing && q.sizing.ok === false) {
alert(q.sizing.msg || "张数无效");
return;
}
const btn = document.getElementById("opt-open-btn");
btn.disabled = true;
try {
@@ -1091,7 +1135,9 @@
alert(d.msg || "下单失败");
}
} finally {
btn.disabled = false;
const latest = state.orderQuote;
btn.disabled = !(latest && latest.ok && latest.can_open && !(latest.sizing && latest.sizing.ok === false));
btn.textContent = (latest && latest.can_open) ? "限价买入 @ 卖一" : "暂无卖一深度,无法开仓";
}
}