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fix(options): speed up chain refresh with fast path and non-blocking UI

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Skip full REST tickers when WS is warm, seed subscriptions off-request, and keep the old chain visible while refreshing.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-11 12:06:16 +08:00
parent 14a7adae1f
commit 6fad68f7b1
5 changed files with 153 additions and 19 deletions
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lib/common/static/options_panel.js
+32 -12
View File
@@ -1450,8 +1450,14 @@
const uly = state.underlying;
const seq = ++chainLoadSeq;
const btn = document.getElementById("opt-load-chain");
if (btn && !soft) btn.disabled = true;
if (!soft) {
const hadChain = chainHasExpiries(state.chain) && state.chain.underlying === uly;
if (btn && !soft) {
btn.disabled = true;
if (!btn.dataset.origText) btn.dataset.origText = btn.textContent || "刷新链";
btn.textContent = "刷新中…";
}
// 已有链时不先清空表格,避免「白屏等很久」的体感
if (!soft && !hadChain) {
setExpirySelectStatus("加载到期日中…");
const tbody = document.getElementById("opt-strike-tbody");
if (tbody) {
@@ -1462,9 +1468,18 @@
try {
let d = null;
let lastMsg = "";
for (let attempt = 0; attempt < 3; attempt++) {
const expMs = (document.getElementById("opt-exp-select") || {}).value || "";
// WS 已热时走 fast,跳过最慢的整家族 REST tickers
const useFast = soft || quoteLiveWsOk || hadChain;
const maxAttempts = soft ? 2 : 3;
for (let attempt = 0; attempt < maxAttempts; attempt++) {
if (seq !== chainLoadSeq) return;
d = await apiJson("/api/options/chain?underlying=" + encodeURIComponent(uly));
let url =
"/api/options/chain?underlying=" +
encodeURIComponent(uly) +
(useFast ? "&fast=1" : "");
if (expMs) url += "&exp_time=" + encodeURIComponent(expMs);
d = await apiJson(url);
if (seq !== chainLoadSeq) return;
if (d && d.ok && chainHasExpiries(d)) break;
lastMsg = (d && (d.msg || d.chain_error)) || "暂无到期日";
@@ -1472,14 +1487,14 @@
!!(d && d.rate_limited) ||
/50011|Too Many Requests|过于频繁/i.test(String(lastMsg || ""));
d = null;
if (attempt < 2) {
if (!soft) {
if (attempt < maxAttempts - 1) {
if (!soft && !hadChain) {
setExpirySelectStatus(
rateLimited ? "OKX 限频,稍后重试…" : "重试加载到期日…"
);
}
await new Promise(function (resolve) {
setTimeout(resolve, rateLimited ? 1200 * (attempt + 1) : 400);
setTimeout(resolve, rateLimited ? 1200 * (attempt + 1) : 300);
});
}
}
@@ -1489,6 +1504,7 @@
if (!soft) {
renderExpiries();
renderStrikes();
void watchCurrentExpiryQuotes();
}
return;
}
@@ -1510,7 +1526,7 @@
alert(friendly);
return;
}
const keepExp = soft ? (document.getElementById("opt-exp-select") || {}).value : "";
const keepExp = soft || hadChain ? (document.getElementById("opt-exp-select") || {}).value : "";
state.chain = d;
panelCache.chain = d;
panelCache.underlying = uly;
@@ -1518,7 +1534,7 @@
chainQuotedAt = Date.now();
lastChainSoftAt = chainQuotedAt;
syncAskLiqFilterFromChain(d);
if (!soft) {
if (!soft && !hadChain) {
state.selectedInst = null;
resetMoneyFilterToAll();
state.strikeExpandAll = false;
@@ -1528,18 +1544,19 @@
}
updateUnderlyingLabel();
renderExpiries();
if (soft && keepExp) {
if (keepExp) {
const sel = document.getElementById("opt-exp-select");
if (sel && Array.from(sel.options).some(function (o) { return o.value === keepExp; })) {
sel.value = keepExp;
}
}
// soft 时保留 selectedInst；renderStrikes 会先 park 再按 prevSelected 静默重挂下单面板
// soft/已有链时保留 selectedInst；renderStrikes 会先 park 再按 prevSelected 静默重挂下单面板
renderStrikes();
void watchCurrentExpiryQuotes();
startQuoteLiveStream();
} catch (e) {
if (seq !== chainLoadSeq || soft) return;
if (hadChain) return;
setExpirySelectStatus("选择到期日");
const tbody = document.getElementById("opt-strike-tbody");
if (tbody) {
@@ -1549,7 +1566,10 @@
"</td></tr>";
}
} finally {
if (seq === chainLoadSeq && btn) btn.disabled = false;
if (seq === chainLoadSeq && btn) {
btn.disabled = false;
if (btn.dataset.origText) btn.textContent = btn.dataset.origText;
}
}
}
lib/exchange/okx_options_lib.py
+40 -3
View File
@@ -30,6 +30,9 @@ _INSTRUMENTS_CACHE: dict[str, dict[str, Any]] = {}
_INSTRUMENTS_CACHE_LOCK = threading.Lock()
_INSTRUMENTS_CACHE_TTL_SEC = 90.0
_INSTRUMENTS_STALE_SEC = 600.0
_TICKERS_CACHE: dict[str, dict[str, Any]] = {}
_TICKERS_CACHE_LOCK = threading.Lock()
_TICKERS_CACHE_TTL_SEC = 8.0
def invalidate_options_balance_cache() -> None:
@@ -712,17 +715,40 @@ def fetch_option_instruments(
return []
def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str, Any]]:
def fetch_option_tickers(
ex: ccxt.okx,
inst_family: str,
*,
force: bool = False,
) -> dict[str, dict[str, Any]]:
family = (inst_family or "").strip()
if not family:
return {}
now = time.time()
with _TICKERS_CACHE_LOCK:
cached = _TICKERS_CACHE.get(family)
if (
not force
and cached
and now - float(cached.get("updated_at") or 0) < _TICKERS_CACHE_TTL_SEC
and isinstance(cached.get("rows"), dict)
and cached["rows"]
):
return dict(cached["rows"])
out: dict[str, dict[str, Any]] = {}
last_err: BaseException | None = None
for attempt in range(3):
try:
rows = ex.public_get_market_tickers(
{"instType": "OPTION", "instFamily": inst_family}
{"instType": "OPTION", "instFamily": family}
).get("data") or []
for r in rows:
if isinstance(r, dict) and r.get("instId"):
out[str(r["instId"])] = r
if out:
with _TICKERS_CACHE_LOCK:
_TICKERS_CACHE[family] = {"updated_at": time.time(), "rows": dict(out)}
return out
except Exception as e:
last_err = e
@@ -730,6 +756,8 @@ def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str,
time.sleep(0.6 * (attempt + 1))
continue
break
if cached and isinstance(cached.get("rows"), dict) and cached["rows"]:
return dict(cached["rows"])
if last_err is not None and _is_okx_rate_limit(last_err):
return out
return out
@@ -743,6 +771,9 @@ def build_option_chain(
itm_only: bool = True,
itm_max_dist_usd: float = 30.0,
index_px: float | None = None,
tickers_override: dict[str, dict[str, Any]] | None = None,
fetch_tickers: bool = True,
force_tickers: bool = False,
) -> dict[str, Any]:
u = (underlying or "ETH").upper()
family = f"{u}-USD_UM"
@@ -763,7 +794,13 @@ def build_option_chain(
rate_limited = _is_okx_rate_limit(e)
if rate_limited:
instruments_err = "OKX 请求过于频繁(50011),请稍后点「刷新链」重试"
tickers = fetch_option_tickers(ex, family)
tickers: dict[str, dict[str, Any]] = {}
if fetch_tickers:
tickers = fetch_option_tickers(ex, family, force=force_tickers)
if tickers_override:
for iid, row in tickers_override.items():
if isinstance(row, dict) and iid:
tickers[str(iid)] = {**(tickers.get(str(iid)) or {}), **row}
expiries: dict[str, list[dict[str, Any]]] = {}
skipped_no_index = 0
for meta in instruments:
lib/options/options_quote_live_lib.py
+52 -1
View File
@@ -158,7 +158,58 @@ class OptionsQuoteLive:
args = [{"channel": "tickers", "instId": iid} for iid in merged]
for iid in sorted(index_insts):
args.append({"channel": "index-tickers", "instId": iid})
self._ws.set_subscriptions(args)
# 订阅可能分片 sleep,不能堵 Flask 请求线程
threading.Thread(
target=self._ws.set_subscriptions,
args=(args,),
name="okx-options-quote-sub",
daemon=True,
).start()
def as_okx_tickers(self, underlying: str | None = None) -> dict[str, dict[str, Any]]:
"""转成 build_option_chain 可用的 OKX ticker 字段."""
u = (underlying or "").upper()
out: dict[str, dict[str, Any]] = {}
with self._lock:
for inst_id, q in self._tickers.items():
if u and str(q.get("underlying") or "").upper() not in ("", u):
continue
row: dict[str, Any] = {"instId": inst_id}
if q.get("ask") is not None and not q.get("ask_estimated"):
row["askPx"] = q.get("ask")
row["askSz"] = q.get("ask_sz")
if q.get("bid") is not None:
row["bidPx"] = q.get("bid")
row["bidSz"] = q.get("bid_sz")
if q.get("mark_px") is not None:
row["markPx"] = q.get("mark_px")
out[inst_id] = row
return out
def index_px_for(self, underlying: str) -> float | None:
u = (underlying or "").upper()
with self._lock:
return self._index_by_uly.get(u)
def is_ws_fresh(self, *, max_age_sec: float = 15.0) -> bool:
if not self._ws.connected:
return False
last = float(self._ws.last_msg_at or 0)
return last > 0 and (time.time() - last) <= max_age_sec
def schedule_seed_from_chain(
self,
chain: dict[str, Any],
*,
exp_time: str | int | None = None,
watcher_id: str | None = None,
) -> None:
threading.Thread(
target=self.seed_from_chain,
kwargs={"chain": chain, "exp_time": exp_time, "watcher_id": watcher_id},
name="options-quote-seed",
daemon=True,
).start()
def seed_from_chain(
self,
lib/options/options_register.py
+28 -2
View File
@@ -374,6 +374,24 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
u = (request.args.get("underlying") or cfg["default_underly"]).upper()
# 热更新:链展示天数每次读 env,保存后刷新链即可
chain_max_dte = _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", float(cfg.get("chain_max_dte_days") or 14))
fast = (request.args.get("fast") or "").strip().lower() in ("1", "true", "yes")
force_tickers = (request.args.get("force_tickers") or "").strip().lower() in ("1", "true", "yes")
watch_exp = (request.args.get("exp_time") or "").strip() or None
live_index = None
live_tickers = None
ws_fresh = False
try:
from lib.options.options_quote_live_lib import options_quote_live
ws_fresh = options_quote_live.is_ws_fresh()
live_index = options_quote_live.index_px_for(u)
live_tickers = options_quote_live.as_okx_tickers(u) or None
except Exception:
pass
# fast: WS 已热则跳过整家族 REST tickers(最慢的一步),用 WS 缓存覆盖
fetch_tickers = True
if fast and ws_fresh and not force_tickers:
fetch_tickers = False
try:
chain = cfg["build_option_chain"](
ex,
@@ -381,6 +399,10 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
max_dte_days=chain_max_dte,
itm_only=False,
itm_max_dist_usd=cfg["itm_max_dist"],
index_px=live_index,
tickers_override=live_tickers,
fetch_tickers=fetch_tickers,
force_tickers=force_tickers,
)
except Exception as e:
return jsonify({"ok": False, "msg": f"加载期权链失败: {e}"})
@@ -393,8 +415,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
try:
from lib.options.options_quote_live_lib import options_quote_live
watch_exp = (request.args.get("exp_time") or "").strip() or None
options_quote_live.seed_from_chain(chain, exp_time=watch_exp)
options_quote_live.schedule_seed_from_chain(chain, exp_time=watch_exp)
except Exception:
pass
if not expiries:
@@ -407,6 +428,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
"ask_liq_filter_enabled": ask_liq_filter,
"budget_buffer": budget_buffer,
"trade_budget": cfg["trade_budget"],
"chain_fast": fast,
"ws_fresh": ws_fresh,
}
)
return jsonify(
@@ -418,6 +441,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
"budget_buffer": budget_buffer,
"trade_budget": cfg["trade_budget"],
"quote_live": True,
"chain_fast": fast,
"ws_fresh": ws_fresh,
"tickers_fetched": fetch_tickers,
}
)
lib/options/templates/options_panel.html
+1 -1
View File
@@ -322,4 +322,4 @@
</div>
</div>
<script src="/static/options_expiry_countdown.js?v=1"></script>
<script src="/static/options_panel.js?v=58"></script>
<script src="/static/options_panel.js?v=59"></script>