Add hub perpetual-options hedge calculator tab and sizing formula.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-28 12:37:51 +08:00
parent f360242188
commit 4bcf88b5cb
6 changed files with 496 additions and 5 deletions
@@ -1269,6 +1269,18 @@ class RollCalculatorBody(BaseModel):
    base: str = "ETH"


+class PerpOptionsCalculatorBody(BaseModel):
+    base: str = "ETH"
+    spot: float = Field(gt=0)
+    capital_usdt: float = Field(gt=0)
+    target_profit_u: float = Field(ge=0)
+    move_mode: str = "points"
+    move_value: float = Field(gt=0)
+    perp_leverage: float = Field(gt=0)
+    option_leverage: float = Field(gt=0)
+    ct_mult: float = Field(default=0.01, gt=0)
+
+
 class CompareOptionLegBody(BaseModel):
    opt_type: str = "C"
    strike: float | None = None
@@ -1350,6 +1362,26 @@ def api_calculator_roll(body: RollCalculatorBody):
    return {"ok": True, "data": data}


+@app.post("/api/calculator/perp-options")
+def api_calculator_perp_options(body: PerpOptionsCalculatorBody):
+    from lib.hub.hub_perp_options_calc_lib import calc_perp_options_hedge
+
+    data, err = calc_perp_options_hedge(
+        base=body.base,
+        spot=body.spot,
+        capital_usdt=body.capital_usdt,
+        target_profit_u=body.target_profit_u,
+        move_mode=body.move_mode,
+        move_value=body.move_value,
+        perp_leverage=body.perp_leverage,
+        option_leverage=body.option_leverage,
+        ct_mult=body.ct_mult,
+    )
+    if err:
+        return JSONResponse({"ok": False, "msg": err}, status_code=400)
+    return {"ok": True, "data": data}
+
+
@app.post("/api/compare/calc")
 def api_compare_calc(body: CompareBody):
    from lib.hub.hub_compare_lib import run_compare
@@ -4708,7 +4708,11 @@ body.login-page {
  }

  body.hub-phone .calc-layout[data-calc-tab="trend"] [data-calc-pane="roll"],
-  body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"] {
+  body.hub-phone .calc-layout[data-calc-tab="trend"] [data-calc-pane="po"],
+  body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"],
+  body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="po"],
+  body.hub-phone .calc-layout[data-calc-tab="po"] [data-calc-pane="trend"],
+  body.hub-phone .calc-layout[data-calc-tab="po"] [data-calc-pane="roll"] {
    display: none;
  }

@@ -9776,10 +9780,33 @@ body:not(.hub-phone) #page-calculator .calc-layout {
 }

 body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="trend"] [data-calc-pane="roll"],
-body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"] {
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="trend"] [data-calc-pane="po"],
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"],
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="po"],
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="po"] [data-calc-pane="trend"],
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="po"] [data-calc-pane="roll"] {
  display: none;
 }

+#page-calculator .calc-po-cases {
+  display: grid;
+  gap: 12px;
+  margin-top: 12px;
+}
+
+#page-calculator .calc-po-case {
+  padding: 10px 12px;
+  border: 1px solid var(--border-soft, rgba(255, 255, 255, 0.08));
+  border-radius: 10px;
+  background: color-mix(in srgb, var(--panel, #12161f) 88%, transparent);
+}
+
+#page-calculator .calc-po-case h4 {
+  margin: 0 0 8px;
+  font-size: 13px;
+  font-weight: 600;
+}
+
 body:not(.hub-phone) #page-calculator .calc-card {
  padding: 0;
  background: transparent;
@@ -572,8 +572,135 @@
    }
  }

+  function renderPerpOptionsResult(data) {
+    const box = $("calc-po-result");
+    if (!box) return;
+    const a = data.case_a || {};
+    const b = data.case_b || {};
+    const capitalHint = data.capital_ok
+      ? "资金充足(参考)"
+      : "保证金高于交易资金(仅提示)";
+    box.classList.remove("hidden");
+    box.innerHTML =
+      '<div class="calc-summary">' +
+      "<div><span>标的</span><strong>" +
+      esc(data.base || "—") +
+      " · 永续 " +
+      fmtTrim(data.perp_coins, 4) +
+      " 币</strong></div>" +
+      "<div><span>单币权利金</span><strong>" +
+      fmt(data.prem_per_coin, 4) +
+      "U</strong></div>" +
+      "<div><span>永续毛收益</span><strong class=\"" +
+      pnlClass(data.perp_gross_u) +
+      '">' +
+      fmtU(data.perp_gross_u) +
+      "</strong></div>" +
+      "<div><span>永续手续费</span><strong>" +
+      fmt(data.perp_fee_u, 4) +
+      "U</strong></div>" +
+      "<div><span>权利金预算</span><strong>" +
+      fmt(data.premium_budget_u, 4) +
+      "U</strong></div>" +
+      "<div><span>期权开仓</span><strong>" +
+      fmtTrim(data.opt_coins, 6) +
+      " 币 / " +
+      fmtTrim(data.opt_sheets, 4) +
+      " 张</strong></div>" +
+      "<div><span>永续保证金</span><strong>" +
+      fmt(data.perp_margin_u, 2) +
+      "U</strong></div>" +
+      "<div><span>开仓参考</span><strong>" +
+      esc(capitalHint) +
+      "</strong></div>" +
+      "</div>" +
+      '<div class="calc-po-cases">' +
+      '<section class="calc-po-case">' +
+      "<h4>情景 A · 永续方向对</h4>" +
+      '<div class="calc-summary">' +
+      "<div><span>永续盈亏</span><strong class=\"" +
+      pnlClass(a.perp_pnl_u) +
+      '">' +
+      fmtU(a.perp_pnl_u) +
+      "</strong></div>" +
+      "<div><span>权利金(全亏)</span><strong>" +
+      fmt(a.premium_u, 4) +
+      "U</strong></div>" +
+      "<div><span>手续费</span><strong>" +
+      fmt(a.fee_u, 4) +
+      "U</strong></div>" +
+      "<div><span>净利</span><strong class=\"" +
+      pnlClass(a.net_u) +
+      '">' +
+      fmtU(a.net_u) +
+      "</strong></div>" +
+      "</div></section>" +
+      '<section class="calc-po-case">' +
+      "<h4>情景 B · 期权方向对</h4>" +
+      '<div class="calc-summary">' +
+      "<div><span>期权内在</span><strong>" +
+      fmtU(b.opt_intrinsic_u) +
+      "</strong></div>" +
+      "<div><span>权利金</span><strong>" +
+      fmt(b.premium_u, 4) +
+      "U</strong></div>" +
+      "<div><span>期权净利</span><strong class=\"" +
+      pnlClass(b.opt_net_u) +
+      '">' +
+      fmtU(b.opt_net_u) +
+      "</strong></div>" +
+      "<div><span>永续盈亏</span><strong class=\"" +
+      pnlClass(b.perp_pnl_u) +
+      '">' +
+      fmtU(b.perp_pnl_u) +
+      "</strong></div>" +
+      "<div><span>组合净利</span><strong class=\"" +
+      pnlClass(b.portfolio_net_u) +
+      '">' +
+      fmtU(b.portfolio_net_u) +
+      "</strong></div>" +
+      "</div></section></div>";
+  }
+
+  async function submitPerpOptions(e) {
+    e.preventDefault();
+    const body = {
+      base: ($("calc-po-base") && $("calc-po-base").value) || "ETH",
+      spot: num("calc-po-spot"),
+      capital_usdt: num("calc-po-capital"),
+      target_profit_u: num("calc-po-target"),
+      move_mode: ($("calc-po-move-mode") && $("calc-po-move-mode").value) || "points",
+      move_value: num("calc-po-move"),
+      perp_leverage: num("calc-po-perp-lev"),
+      option_leverage: num("calc-po-opt-lev"),
+      ct_mult: num("calc-po-ct-mult") || 0.01,
+    };
+    try {
+      const r = await fetch("/api/calculator/perp-options", {
+        method: "POST",
+        credentials: "same-origin",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify(body),
+      });
+      const j = await r.json();
+      if (!j.ok) {
+        showErr("calc-po-result", j.msg || "计算失败");
+        return;
+      }
+      renderPerpOptionsResult(j.data);
+    } catch (err) {
+      showErr("calc-po-result", String(err));
+    }
+  }
+
+  function syncPoMoveLabel() {
+    const mode = ($("calc-po-move-mode") && $("calc-po-move-mode").value) || "points";
+    const lab = $("calc-po-move-label");
+    if (lab) lab.textContent = mode === "pct" ? "波动率 %" : "波动点数";
+  }
+
  function applyCalcTab(tab) {
-    const t = tab === "roll" ? "roll" : "trend";
+    const t = tab === "roll" || tab === "po" ? tab : "trend";
    const layout = page.querySelector(".calc-layout");
    if (layout) layout.setAttribute("data-calc-tab", t);
    page.querySelectorAll(".calc-m-tab").forEach(function (btn) {
@@ -609,13 +736,20 @@
    await loadCalculatorExchanges();
    const trendForm = $("calc-trend-form");
    const rollForm = $("calc-roll-form");
+    const poForm = $("calc-po-form");
    const dirSel = $("calc-trend-direction");
+    const poMode = $("calc-po-move-mode");
    if (trendForm) trendForm.addEventListener("submit", submitTrend);
    if (rollForm) rollForm.addEventListener("submit", submitRoll);
+    if (poForm) poForm.addEventListener("submit", submitPerpOptions);
    if (dirSel) {
      dirSel.addEventListener("change", syncTrendAddLabel);
      syncTrendAddLabel();
    }
+    if (poMode) {
+      poMode.addEventListener("change", syncPoMoveLabel);
+      syncPoMoveLabel();
+    }
    bindRollLegsUI();
    bindMarket("calc-trend");
    bindMarket("calc-roll");
@@ -16,7 +16,7 @@
  <link rel="preconnect" href="https://fonts.gstatic.com" crossorigin />
  <link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" media="print" onload="this.media='all'" />
  <noscript><link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" /></noscript>
-      <link rel="stylesheet" href="/assets/app.css?v=20260724-opt-archive" />
+      <link rel="stylesheet" href="/assets/app.css?v=20260728-po-calc" />
  <link rel="stylesheet" href="/assets/trade_stats_calendar.css?v=4" />
  <link rel="stylesheet" href="/assets/account_risk_badge.css?v=4" />
  <script src="/assets/account_risk_badge.js?v=4"></script>
@@ -818,6 +818,9 @@
          <button type="button" class="calc-m-tab" data-calc-tab="roll" role="tab" aria-selected="false">
            <span class="calc-tab-label-mobile">滚仓</span><span class="calc-tab-label-desktop">滚仓计算器</span>
          </button>
+          <button type="button" class="calc-m-tab" data-calc-tab="po" role="tab" aria-selected="false">
+            <span class="calc-tab-label-mobile">永期对冲</span><span class="calc-tab-label-desktop">永期对冲计算器</span>
+          </button>
        </div>
        <div class="calc-layout" data-calc-tab="trend">
        <section class="calc-card card" data-calc-pane="trend">
@@ -958,6 +961,69 @@
            </aside>
          </div>
        </section>
+
+        <section class="calc-card card" data-calc-pane="po">
+          <div class="calc-pane-split">
+            <div class="calc-input-panel">
+              <h2>永期对冲计算器</h2>
+              <p class="calc-hint">永续固定 1 币;单币权利金 = 现价 / 期权杠杆;权利金按全亏;只扣永续开平手续费(各 0.05%).主要反推期权开仓币数/张数.</p>
+              <form id="calc-po-form" class="calc-form">
+                <div class="calc-form-grid">
+                  <label class="calc-field">
+                    <span>币种</span>
+                    <select id="calc-po-base">
+                      <option value="ETH" selected>ETH</option>
+                      <option value="BTC">BTC</option>
+                    </select>
+                  </label>
+                  <label class="calc-field">
+                    <span>现价</span>
+                    <input id="calc-po-spot" type="number" min="0" step="any" value="1800" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>交易资金 (U·参考)</span>
+                    <input id="calc-po-capital" type="number" min="0.01" step="any" value="3000" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>目标盈利 (U)</span>
+                    <input id="calc-po-target" type="number" min="0" step="any" value="15" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>波动模式</span>
+                    <select id="calc-po-move-mode">
+                      <option value="points" selected>波动点数</option>
+                      <option value="pct">波动率 %</option>
+                    </select>
+                  </label>
+                  <label class="calc-field">
+                    <span id="calc-po-move-label">波动点数</span>
+                    <input id="calc-po-move" type="number" min="0" step="any" value="50" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>永续杠杆</span>
+                    <input id="calc-po-perp-lev" type="number" min="0.01" step="any" value="10" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>期权杠杆</span>
+                    <input id="calc-po-opt-lev" type="number" min="0.01" step="any" value="100" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>合约乘数 ct_mult</span>
+                    <input id="calc-po-ct-mult" type="number" min="0.0001" step="any" value="0.01" required />
+                  </label>
+                </div>
+                <div class="calc-actions">
+                  <button type="submit" class="primary">计算</button>
+                </div>
+              </form>
+            </div>
+            <aside class="calc-result-panel" aria-label="永期对冲结果推算">
+              <h3 class="calc-result-title">结果推算</h3>
+              <p class="calc-result-placeholder">填写左侧参数后点击「计算」</p>
+              <div id="calc-po-result" class="calc-result hidden"></div>
+            </aside>
+          </div>
+        </section>
        </div>
      </div>
    </div>
@@ -1674,7 +1740,7 @@
  <script src="/assets/chart_draw.js?v=20260720-option-day-1600"></script>
  <script src="/assets/chart.js?v=20260720-option-day-1600"></script>
  <script src="/assets/plan.js?v=20260720-autofill"></script>
-  <script src="/assets/calculator.js?v=20260715-calc-tabs"></script>
+  <script src="/assets/calculator.js?v=20260728-po-calc"></script>
  <script src="/assets/compare.js?v=20260723-compare"></script>
  <script src="/assets/trade_stats_calendar.js?v=3"></script>
  <script src="/assets/archive.js?v=20260724-opt-archive"></script>