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实现OKX单笔期权币本位与USDT桥复利(中控只读,不改Gate)

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-20 12:10:29 +08:00
parent dd8fbae0dd
commit 72c84bb993
20 changed files with 1377 additions and 21 deletions
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lib/options/options_register.py
+98 -10
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@@ -106,6 +106,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
"compound_full_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_ENABLED", True),
"compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
"compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
"margin_mode": (os.getenv("OKX_OPTIONS_MARGIN_MODE") or "usdc").strip().lower(),
"default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
"max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
"chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
@@ -421,16 +422,27 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
return jsonify({"ok": False, "msg": err})
force = (request.args.get("force") or "").strip().lower() in ("1", "true", "yes")
bal = cfg["fetch_options_balances"](ex, force=force, scope="main")
return jsonify(
{
"ok": True,
**bal,
"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", float(cfg.get("trade_budget") or 10)),
"compound_full_enabled": _compound_full_enabled(),
"compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
"compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
}
)
from lib.options.options_margin_mode_lib import is_coin_margin_mode, normalize_options_margin_mode
margin_mode = normalize_options_margin_mode()
payload = {
"ok": True,
**bal,
"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", float(cfg.get("trade_budget") or 10)),
"compound_full_enabled": _compound_full_enabled(),
"compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
"compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
"options_margin_mode": margin_mode,
"options_margin_mode_label": "币本位" if margin_mode == "coin" else "USDC",
}
if is_coin_margin_mode():
try:
from lib.options.options_coin_open_lib import coin_budget_preview
payload["coin_budget"] = coin_budget_preview(cfg, ex)
except Exception as e:
payload["coin_budget"] = {"ok": False, "msg": str(e)}
return jsonify(payload)
@app.route("/api/options/chain")
@lr
@@ -442,12 +454,16 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
# 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))
try:
from lib.options.options_margin_mode_lib import normalize_options_margin_mode
margin_mode = normalize_options_margin_mode()
chain = cfg["build_option_chain"](
ex,
u,
max_dte_days=chain_max_dte,
itm_only=False,
itm_max_dist_usd=cfg["itm_max_dist"],
margin_mode=margin_mode,
)
except Exception as e:
return jsonify({"ok": False, "msg": f"加载期权链失败: {e}"})
@@ -456,6 +472,15 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
# 热更新:每次读 env,保存配置后刷新链即可生效
ask_liq_filter = _env_bool("OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", True)
budget_buffer = _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
coin_budget = None
try:
from lib.options.options_margin_mode_lib import is_coin_margin_mode
from lib.options.options_coin_open_lib import coin_budget_preview
if is_coin_margin_mode():
coin_budget = coin_budget_preview(cfg, ex)
except Exception:
coin_budget = None
if not expiries:
return jsonify(
{
@@ -466,6 +491,8 @@ 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"],
"options_margin_mode": chain.get("margin_mode") or margin_mode,
"coin_budget": coin_budget,
}
)
return jsonify(
@@ -476,6 +503,8 @@ 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"],
"options_margin_mode": chain.get("margin_mode") or margin_mode,
"coin_budget": coin_budget,
}
)
@@ -810,6 +839,28 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
profit_exit_mult = normalize_profit_exit_mult(data.get("profit_exit_mult"), default=1.0)
if not inst_id:
return jsonify({"ok": False, "msg": "缺少 inst_id"})
try:
from lib.options.options_margin_mode_lib import is_coin_margin_mode
from lib.options.options_coin_open_lib import open_coin_option_buy_full
if is_coin_margin_mode():
result = open_coin_option_buy_full(
cfg,
ex,
inst_id=inst_id,
signal_note=signal_note,
target_index=target_index,
profit_exit_enabled=profit_exit_enabled,
profit_exit_mult=profit_exit_mult,
)
if result.get("ok"):
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
invalidate_option_positions_cache()
_mark_balances_stale(cfg)
return jsonify(result)
except Exception as e:
return jsonify({"ok": False, "msg": f"币本位开仓失败: {e}"})
q = cfg["quote_option_contract"](ex, inst_id)
if not q.get("ok"):
return jsonify(q)
@@ -1434,9 +1485,46 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
conn2.close()
except Exception:
pass
try:
from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
spot_sell = maybe_sell_spot_after_close(cfg, ex, inst_id=inst_id, close_result=result)
if spot_sell is not None:
result = dict(result)
result["spot_sell"] = spot_sell
if spot_sell.get("bridge_status") == "pending_sell_spot":
result["msg"] = (
str(result.get("msg") or "平仓成功")
+ ";但卖回 USDT 失败,请点「重试卖回」"
)
except Exception as e:
result = dict(result)
result["spot_sell"] = {"ok": False, "msg": str(e)}
_mark_balances_stale(cfg)
return jsonify(result)
@app.route("/api/options/spot-bridge/retry-sell", methods=["POST"])
@lr
def api_options_spot_bridge_retry_sell():
"""币本位:重试把残留标的币市价卖回 USDT."""
ex, err = _require_options_ex(cfg)
if ex is None:
return jsonify({"ok": False, "msg": err})
data = request.get_json(silent=True) or {}
underlying = (data.get("underlying") or cfg.get("default_underly") or "ETH").strip().upper()
inst_id = (data.get("inst_id") or "").strip() or None
conn = cfg["get_db"]()
try:
init_options_tables(conn)
from lib.options.options_spot_bridge_lib import sell_residual_after_option_flat
out = sell_residual_after_option_flat(conn, ex, underlying=underlying, inst_id=inst_id)
if out.get("ok"):
_mark_balances_stale(cfg)
return jsonify(out)
finally:
conn.close()
@app.route("/api/options/convert/quote", methods=["POST"])
@lr
def api_options_convert_quote():