实现OKX单笔期权币本位与USDT桥复利(中控只读,不改Gate)

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-20 12:10:29 +08:00
parent dd8fbae0dd
commit 72c84bb993
20 changed files with 1377 additions and 21 deletions
@@ -0,0 +1,168 @@
+"""OKX 单笔期权本位模式与币本位 USDT 预算."""
+from __future__ import annotations
+
+import os
+from typing import Any
+
+
+MODE_USDC = "usdc"
+MODE_COIN = "coin"
+
+
+def _env_bool(name: str, default: bool = False) -> bool:
+    v = (os.getenv(name) or "").strip().lower()
+    if not v:
+        return default
+    return v in ("1", "true", "yes", "on", "y")
+
+
+def _env_float(name: str, default: float) -> float:
+    try:
+        return float(os.getenv(name) or default)
+    except (TypeError, ValueError):
+        return float(default)
+
+
+def normalize_options_margin_mode(raw: Any = None) -> str:
+    """返回 usdc | coin."""
+    if raw is None:
+        raw = os.getenv("OKX_OPTIONS_MARGIN_MODE")
+    v = str(raw or MODE_USDC).strip().lower()
+    if v in ("coin", "coin_margin", "crypto", "crypto_margin", "币本位"):
+        return MODE_COIN
+    return MODE_USDC
+
+
+def is_coin_margin_mode(raw: Any = None) -> bool:
+    return normalize_options_margin_mode(raw) == MODE_COIN
+
+
+def inst_family_for_underlying(underlying: str, *, margin_mode: str | None = None) -> str:
+    u = (underlying or "ETH").strip().upper() or "ETH"
+    mode = normalize_options_margin_mode(margin_mode)
+    if mode == MODE_COIN:
+        return f"{u}-USD"
+    return f"{u}-USD_UM"
+
+
+def margin_mode_from_inst_id(inst_id: str) -> str:
+    inst = (inst_id or "").strip().upper()
+    if not inst:
+        return normalize_options_margin_mode()
+    if "_UM" in inst:
+        return MODE_USDC
+    # ETH-USD-260701-2500-C / BTC-USD-...
+    if "-USD-" in inst and "_UM" not in inst:
+        return MODE_COIN
+    return normalize_options_margin_mode()
+
+
+def premium_ccy_for_mode(margin_mode: str, underlying: str = "ETH") -> str:
+    if normalize_options_margin_mode(margin_mode) == MODE_COIN:
+        return (underlying or "ETH").strip().upper() or "ETH"
+    return "USDC"
+
+
+def spot_quote_inst_id(underlying: str) -> str:
+    """现货市价买卖: ETH-USDT / BTC-USDT."""
+    u = (underlying or "ETH").strip().upper() or "ETH"
+    return f"{u}-USDT"
+
+
+def compute_coin_budget_usdt(
+    trading_usdt: float,
+    *,
+    compound: bool | None = None,
+    buffer: float | None = None,
+    fixed_budget_usdt: float | None = None,
+    max_enabled: bool | None = None,
+    max_usdt: float | None = None,
+) -> dict[str, Any]:
+    """
+    币本位单笔 USDT 预算.
+    复利开: trading_usdt × buffer; 复利关: fixed × buffer.
+    上限开: min(..., max_usdt).
+    """
+    bal = max(0.0, float(trading_usdt or 0))
+    use_compound = _env_bool("OKX_OPTIONS_COIN_COMPOUND", True) if compound is None else bool(compound)
+    buf = float(buffer) if buffer is not None else _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
+    if buf <= 0:
+        buf = 0.95
+    fixed = (
+        float(fixed_budget_usdt)
+        if fixed_budget_usdt is not None
+        else _env_float("OKX_OPTIONS_COIN_BUDGET_USDT", 10.0)
+    )
+    if use_compound:
+        raw = bal * buf
+        source = "compound"
+    else:
+        raw = max(0.0, fixed) * buf
+        source = "fixed"
+    capped = False
+    max_on = (
+        _env_bool("OKX_OPTIONS_COIN_MAX_USDT_ENABLED", False)
+        if max_enabled is None
+        else bool(max_enabled)
+    )
+    max_n = (
+        float(max_usdt)
+        if max_usdt is not None
+        else _env_float("OKX_OPTIONS_COIN_MAX_USDT", 50.0)
+    )
+    budget = raw
+    if max_on and max_n > 0 and budget > max_n:
+        budget = max_n
+        capped = True
+    return {
+        "ok": budget > 0,
+        "budget_usdt": round(budget, 8),
+        "raw_usdt": round(raw, 8),
+        "trading_usdt": round(bal, 8),
+        "buffer": buf,
+        "compound": use_compound,
+        "source": source,
+        "max_enabled": max_on,
+        "max_usdt": max_n if max_on else None,
+        "capped_by_max": capped,
+        "msg": "" if budget > 0 else "交易账户 USDT 不足,无法计算币本位预算",
+    }
+
+
+def calc_sheets_from_coin_balance(
+    *,
+    quote_per_unit: float,
+    ct_mult: float,
+    min_sz: int,
+    coin_available: float,
+) -> dict[str, Any]:
+    """用可用标的币尽量开满(权利金以币计)."""
+    import math
+
+    ask = float(quote_per_unit or 0)
+    mult = float(ct_mult or 0.01)
+    need = max(1, int(min_sz or 1))
+    coin = max(0.0, float(coin_available or 0))
+    if ask <= 0 or mult <= 0:
+        return {"ok": False, "msg": "卖一价无效", "sheets": 0, "coin_premium": 0.0}
+    per_sheet = ask * mult
+    if per_sheet <= 0:
+        return {"ok": False, "msg": "无法计算单张权利金(币)", "sheets": 0, "coin_premium": 0.0}
+    sheets = int(math.floor((coin / per_sheet) + 1e-12))
+    if sheets < need:
+        return {
+            "ok": False,
+            "msg": f"可用币不足,无法买入 {need} 张(单张约 {per_sheet:.8g} 币,可用 {coin:g})",
+            "sheets": sheets,
+            "coin_premium": round(sheets * per_sheet, 8),
+            "per_sheet_coin": per_sheet,
+        }
+    prem = sheets * per_sheet
+    return {
+        "ok": True,
+        "msg": "",
+        "sheets": sheets,
+        "coin_premium": round(prem, 8),
+        "per_sheet_coin": per_sheet,
+        "eth_amount": round(sheets * mult, 8),
+    }