Fix hub total floating PnL by excluding OKX options from swap agent.

Option legs were scored with linear swap math and then added again from the options snapshot, inflating 总浮盈亏 and 持有仓位.

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/hub/hub_monitor_totals_lib.py

@@ -7,6 +7,7 @@ from lib.hub.hub_options_funds_lib import (
     options_float_pnl_usdt,
     options_open_position_count as count_options_positions,
 )
+from lib.hub.hub_position_metrics import is_option_like_position
 
 
 def _coerce_float(value: Any) -> float | None:
@@ -27,6 +28,27 @@ def position_unrealized_pnl(pos: dict[str, Any]) -> float:
 
 
 def _open_positions(agent: dict[str, Any] | None) -> list[dict[str, Any]]:
+    if not isinstance(agent, dict):
+        return []
+    positions = agent.get("positions")
+    if not isinstance(positions, list):
+        return []
+    out: list[dict[str, Any]] = []
+    for p in positions:
+        if not isinstance(p, dict):
+            continue
+        if is_option_like_position(p):
+            continue
+        try:
+            c = abs(float(p.get("contracts") or 0))
+        except (TypeError, ValueError):
+            c = 0.0
+        if c > 1e-12:
+            out.append(p)
+    return out
+
+
+def _raw_open_positions(agent: dict[str, Any] | None) -> list[dict[str, Any]]:
     if not isinstance(agent, dict):
         return []
     positions = agent.get("positions")
@@ -79,8 +101,11 @@ def aggregate_monitor_board_totals(
         ag = row.get("agent") if isinstance(row.get("agent"), dict) else {}
         open_pos = _open_positions(ag)
         open_position_count += len(open_pos)
+        raw_pos = _raw_open_positions(ag)
+        contaminated = any(is_option_like_position(p) for p in raw_pos)
         agent_upnl = _coerce_float(ag.get("total_unrealized_pnl"))
-        if agent_upnl is not None:
+        # 子代理若把期权混进永续合计,改按过滤后腿求和;期权浮盈由下方 options 段计入
+        if agent_upnl is not None and not contaminated:
             float_pnl_u += agent_upnl
         else:
             float_pnl_u += sum(position_unrealized_pnl(p) for p in open_pos)

lib/hub/hub_position_metrics.py

@@ -2,6 +2,7 @@
 from __future__ import annotations
 
 import math
+import re
 from typing import Any, Callable
 
 
@@ -23,6 +24,45 @@ def _coerce_float(*values: Any) -> float | None:
     return None
 
 
+# OKX ccxt: ETH/USD:USD-260806-1875-C ; instId: ETH-USD-260806-1875-C
+_OPTION_SYM_RE = re.compile(
+    r"(?:^|[/:])[A-Z0-9]+(?:-USD)?(?::USD)?-\d{6}-\d+-(?:C|P|CALL|PUT)$",
+    re.IGNORECASE,
+)
+
+
+def is_option_like_position(pos: dict[str, Any] | None) -> bool:
+    """识别期权仓(子代理/中控浮盈合计须排除,避免按永续线性公式误算)."""
+    if not isinstance(pos, dict):
+        return False
+    info = pos.get("info") if isinstance(pos.get("info"), dict) else {}
+    inst_type = str(
+        info.get("instType")
+        or info.get("inst_type")
+        or pos.get("type")
+        or ""
+    ).upper()
+    if inst_type in ("OPTION", "OPT"):
+        return True
+    sym = str(
+        pos.get("symbol")
+        or info.get("instId")
+        or info.get("instrument_name")
+        or info.get("contract")
+        or ""
+    ).strip()
+    if not sym:
+        return False
+    if _OPTION_SYM_RE.search(sym.replace(" ", "")):
+        return True
+    su = sym.upper()
+    if su.endswith("-C") or su.endswith("-P") or su.endswith("-CALL") or su.endswith("-PUT"):
+        # 永续多为 BTC/USDT:USDT;期权常带到期日段
+        if re.search(r"-\d{6}-\d+-(?:C|P|CALL|PUT)$", su):
+            return True
+    return False
+
+
 CONTRACTS_QTY_DECIMALS = 2