feat: add OKX options module with dual API, USDT/USDC convert, and docs

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

crypto_monitor_okx/.env.example

@@ -100,6 +100,25 @@ OKX_POSITION_INST_TYPE=SWAP
 # 企业微信推送里展示的账户备注
 # OKX_ACCOUNT_LABEL=
 
+# =============================================================================
+# 期权（主账户 API，与永续子账户 OKX_API_* 分离；修改后须重启 PM2）
+# 详见 docs/期权方案.md 与 docs/期权用法.md
+# =============================================================================
+OKX_OPTIONS_ENABLED=false
+OKX_OPTIONS_API_KEY=
+OKX_OPTIONS_API_SECRET=
+OKX_OPTIONS_API_PASSPHRASE=
+OKX_OPTIONS_ACCOUNT_LABEL=主账户·期权
+OKX_OPTIONS_TRADE_BUDGET_USDC=10
+OKX_OPTIONS_BUDGET_BUFFER=0.95
+OKX_OPTIONS_DEFAULT_UNDERLY=ETH
+OKX_OPTIONS_MAX_DTE_DAYS=2
+OKX_OPTIONS_ITM_MAX_DIST_USD=30
+OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
+OKX_OPTIONS_POLL_SECONDS=15
+OKX_OPTIONS_TD_MODE=cross
+OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
+
 # =============================================================================
 # 关键位程序自动下单（与 POSITION_SIZING_MODE 联动，修改后须重启 PM2）
 # =============================================================================

crypto_monitor_okx/app.py

@@ -337,6 +337,12 @@ LIVE_TRADING_ENABLED = os.getenv("LIVE_TRADING_ENABLED", "false").lower() == "tr
 OKX_API_KEY = os.getenv("OKX_API_KEY", "")
 OKX_API_SECRET = os.getenv("OKX_API_SECRET", "")
 OKX_API_PASSPHRASE = os.getenv("OKX_API_PASSPHRASE", "")
+OKX_OPTIONS_ENABLED = os.getenv("OKX_OPTIONS_ENABLED", "false").lower() in ("1", "true", "yes", "on")
+OKX_OPTIONS_API_KEY = os.getenv("OKX_OPTIONS_API_KEY", "")
+OKX_OPTIONS_API_SECRET = os.getenv("OKX_OPTIONS_API_SECRET", "")
+OKX_OPTIONS_API_PASSPHRASE = os.getenv("OKX_OPTIONS_API_PASSPHRASE", "")
+OKX_OPTIONS_TRADE_BUDGET_USDC = float(os.getenv("OKX_OPTIONS_TRADE_BUDGET_USDC", "10"))
+OKX_OPTIONS_DEFAULT_UNDERLY = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper()
 OKX_TD_MODE = os.getenv("OKX_TD_MODE", "cross")
 OKX_POS_MODE = os.getenv("OKX_POS_MODE", "hedge")
 EXCHANGE_DISPLAY_NAME = (os.getenv("EXCHANGE_DISPLAY_NAME") or "OKX").strip() or "OKX"
@@ -462,6 +468,20 @@ if OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE:
     exchange.apiKey = OKX_API_KEY
     exchange.secret = OKX_API_SECRET
     exchange.password = OKX_API_PASSPHRASE
+
+exchange_options = ccxt.okx(
+    {
+        "enableRateLimit": True,
+        "options": {"defaultType": "option"},
+    }
+)
+if OKX_CCXT_PROXIES:
+    exchange_options.proxies = OKX_CCXT_PROXIES
+if OKX_OPTIONS_API_KEY and OKX_OPTIONS_API_SECRET and OKX_OPTIONS_API_PASSPHRASE:
+    exchange_options.apiKey = OKX_OPTIONS_API_KEY
+    exchange_options.secret = OKX_OPTIONS_API_SECRET
+    exchange_options.password = OKX_OPTIONS_API_PASSPHRASE
+
 MARKETS_LOADED = False
 ACCOUNT_BALANCE_CACHE = {
     "updated_at": 0.0,
@@ -1467,8 +1487,10 @@ def init_db():
     )
 
     from lib.strategy.strategy_db import init_strategy_tables
+    from lib.options.options_db import init_options_tables
 
     init_strategy_tables(conn)
+    init_options_tables(conn)
     from lib.trade.account_risk_lib import ensure_account_risk_schema
 
     ensure_account_risk_schema(conn)
@@ -6660,6 +6682,9 @@ def render_main_page(page="trade", embed_mode=None):
         key_rule_ctx=key_rule_ctx,
         funds_fmt=format_funds_u,
         exchange_display=EXCHANGE_DISPLAY_NAME,
+        options_enabled=OKX_OPTIONS_ENABLED,
+        options_trade_budget=OKX_OPTIONS_TRADE_BUDGET_USDC,
+        options_default_underly=OKX_OPTIONS_DEFAULT_UNDERLY,
         risk_status=risk_status,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         manual_min_planned_rr=MANUAL_MIN_PLANNED_RR,
@@ -6739,6 +6764,15 @@ def settings_page():
     return render_main_page("settings")
 
 
+@app.route("/options")
+@login_required
+def options_main_page():
+    if not OKX_OPTIONS_ENABLED:
+        flash("期权模块未启用，请在 .env 设置 OKX_OPTIONS_ENABLED=true")
+        return redirect(url_for("trade_page"))
+    return render_main_page("options")
+
+
 @app.route("/api/account_snapshot")
 @login_required
 def api_account_snapshot():
@@ -8802,6 +8836,7 @@ _REPO_STATIC_DIR = common_static_dir(os.path.dirname(BASE_DIR))
 _AI_REVIEW_RENDER_JS = os.path.join(_REPO_STATIC_DIR, "ai_review_render.js")
 _FORM_SUBMIT_GUARD_JS = os.path.join(_REPO_STATIC_DIR, "form_submit_guard.js")
 _MANUAL_ORDER_RR_PREVIEW_JS = os.path.join(_REPO_STATIC_DIR, "manual_order_rr_preview.js")
+_OPTIONS_PANEL_JS = os.path.join(_REPO_STATIC_DIR, "options_panel.js")
 
 
 @app.route("/static/ai_review_render.js")
@@ -8825,6 +8860,13 @@ def static_manual_order_rr_preview_js():
     return send_file(_MANUAL_ORDER_RR_PREVIEW_JS, mimetype="application/javascript; charset=utf-8")
 
 
+@app.route("/static/options_panel.js")
+def static_options_panel_js():
+    if not os.path.isfile(_OPTIONS_PANEL_JS):
+        return Response("not found", status=404, mimetype="text/plain; charset=utf-8")
+    return send_file(_OPTIONS_PANEL_JS, mimetype="application/javascript; charset=utf-8")
+
+
 @app.route("/export/review_md/<rid>")
 @login_required
 def export_review_md(rid):
@@ -9276,6 +9318,10 @@ from lib.strategy.strategy_trend_register import install_strategy_trend
 install_strategy_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
 install_strategy_trend(app, _REPO_ROOT, app_module=sys.modules[__name__])
 
+from lib.options.options_register import install_options_trading
+
+install_options_trading(app, _REPO_ROOT, app_module=sys.modules[__name__])
+
 _purge_key_monitors_if_full_margin()
 
 

docs/期权方案.md

@@ -0,0 +1,143 @@
+# OKX 期权模块 — 技术方案
+
+> 适用范围：`crypto_monitor_okx` 实例；与永续子账户并行，不新增 PM2 进程。
+
+## 1. 目标
+
+在现有 OKX 监控实例中增加 **USDⓈ 本位期权（买方）** 能力：
+
+- 永续/关键位：继续走 **子账户 API-A**（现有 `OKX_API_*`）
+- 期权：走 **主账户 API-B**（`OKX_OPTIONS_API_*`）
+- 资金展示对齐 OKX：**资金账户 / 交易账户**，分币种显示 USDT、USDC、USDG
+- 支持 **手动 USDT→USDC 兑换** 与 **USDC 账户划转**
+- **无总资金池上限**；单笔权利金上限可配置（默认 10 USDC）
+
+## 2. 交易规则（硬约束）
+
+| 规则 | 说明 |
+|------|------|
+| 仅买方 | 开仓 `buy`，平仓 `sell`；禁止卖方开仓 |
+| 产品 | `BTC-USD_UM` / `ETH-USD_UM`（线性、USDC/USDG 结算） |
+| 到期 | 仅展示 ≤2 日到期合约（可配置 `OKX_OPTIONS_MAX_DTE_DAYS`） |
+| 虚实 | 仅 **轻度实值**（`OKX_OPTIONS_ITM_ONLY`） |
+| 合约规格 | **1 张 = 0.01 ETH/BTC**（`ctMult=0.01`，以接口为准） |
+| 报价单位 | 盘口 ask/bid = **每 1 ETH/BTC** 的 USD 价 |
+| 权利金 | `总权利金 = 报价 × ETH数量`；`张数 = ETH数量 / 0.01` |
+| 单笔预算 | `≤ OKX_OPTIONS_TRADE_BUDGET_USDC`（默认 10），算张数 × `OKX_OPTIONS_BUDGET_BUFFER`（默认 0.95） |
+| 开仓 | 限价买单，价格 = 卖一 |
+| 平仓 | 限价卖单，价格 = 买一（市价需显式开启且二次确认） |
+| 监控 | 浮盈 / 已付权利金 ≥ 100% → 企业微信推送一次 |
+
+## 3. 架构
+
+```
+crypto_okx（单 PM2）
+├── exchange (swap)     ← OKX_API_* 子账户
+└── exchange_options    ← OKX_OPTIONS_API_* 主账户
+
+lib/options/
+├── okx_options_lib.py      # 封装于 lib/exchange/
+├── options_pricing_lib.py
+├── options_db.py
+├── options_monitor_lib.py
+└── options_register.py     # 路由 + 监控线程
+```
+
+**隔离：** 期权模块只调用 `exchange_options`；永续逻辑只调用 `exchange`。
+
+## 4. 资金与兑换
+
+### 4.1 展示（期权页顶栏）
+
+| 账户 | 币种 |
+|------|------|
+| 资金账户 | USDT、USDC（若有） |
+| 交易账户 | USDT、USDC、USDG（若有） |
+
+不展示「练手池」等抽象记账名称。
+
+### 4.2 推荐操作流程
+
+```
+资金账户 USDT
+    → [手动兑换 USDT→USDC]（OKX Convert API，资金账户内）
+    → [划转到交易账户]（USDC）
+    → 交易账户 USDC
+    → [限价买入期权]
+```
+
+### 4.3 API
+
+| 接口 | OKX |
+|------|-----|
+| 余额 | `fetch_balance`（funding / trading）+ `GET /api/v5/asset/balances` |
+| 询价兑换 | `POST /api/v5/asset/convert/estimate-quote` |
+| 确认兑换 | `POST /api/v5/asset/convert/trade` |
+| 划转 | `exchange.transfer(ccy, amt, from, to)` |
+
+## 5. 配置项（`.env`）
+
+```bash
+OKX_OPTIONS_ENABLED=false
+OKX_OPTIONS_API_KEY=
+OKX_OPTIONS_API_SECRET=
+OKX_OPTIONS_API_PASSPHRASE=
+OKX_OPTIONS_ACCOUNT_LABEL=主账户·期权
+
+OKX_OPTIONS_TRADE_BUDGET_USDC=10
+OKX_OPTIONS_BUDGET_BUFFER=0.95
+OKX_OPTIONS_DEFAULT_UNDERLY=ETH
+OKX_OPTIONS_MAX_DTE_DAYS=2
+OKX_OPTIONS_ITM_MAX_DIST_USD=30
+OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
+OKX_OPTIONS_POLL_SECONDS=15
+OKX_OPTIONS_TD_MODE=cross
+OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
+```
+
+修改 `.env` 后须 `pm2 restart crypto_okx`。
+
+## 6. 数据库
+
+### `options_trades`
+
+记录本地开仓/平仓、权利金、翻倍提醒状态。
+
+### `options_convert_log` / `options_transfer_log`
+
+可选记录兑换与划转操作。
+
+## 7. HTTP 路由
+
+| 方法 | 路径 |
+|------|------|
+| GET | `/options` |
+| GET | `/api/options/balances` |
+| GET | `/api/options/chain` |
+| GET | `/api/options/quote` |
+| POST | `/api/options/open` |
+| POST | `/api/options/close` |
+| POST | `/api/options/convert/quote` |
+| POST | `/api/options/convert/execute` |
+| POST | `/api/options/transfer` |
+| GET | `/api/options/positions` |
+
+## 8. 分阶段交付
+
+1. **基础设施**：双 API、余额、文档、设置页说明  
+2. **兑换 + 划转**：资金账户 USDT→USDC、划转到交易户  
+3. **交易**：链、报价、开平仓、持仓  
+4. **监控**：翻倍微信提醒  
+
+## 9. 不在一期范围
+
+- 卖方、组合单、RFQ  
+- 自动 USDT↔USDC  
+- `manual-agent-okx` / 中控聚合  
+- 币本位期权  
+
+## 10. 安全
+
+- 期权 API：**交易 + 读**，禁止提币  
+- 日志不输出 Secret  
+- 下单前校验 `client is exchange_options`

docs/期权用法.md

@@ -0,0 +1,114 @@
+# OKX 期权 — 使用说明
+
+## 1. 前置条件
+
+1. OKX **主账户**已开通期权（USDⓈ 本位），且 App 中可见 `ETHUSD UM` / `BTCUSD UM`。
+2. 在 `crypto_monitor_okx/.env` 配置 **期权专用 API**（与永续子账户分开）：
+
+```bash
+OKX_OPTIONS_ENABLED=true
+OKX_OPTIONS_API_KEY=你的主账户Key
+OKX_OPTIONS_API_SECRET=...
+OKX_OPTIONS_API_PASSPHRASE=...
+```
+
+3. 重启实例：`pm2 restart crypto_okx`
+
+> 永续仍用原有 `OKX_API_*`（子账户）；期权只用 `OKX_OPTIONS_API_*`（主账户）。
+
+## 2. 资金准备
+
+期权权利金使用 **USDC 或 USDG**，不能直接用 USDT 买入。
+
+### 推荐步骤
+
+1. 打开 **期权** 页，查看顶栏：
+   - **资金账户**：USDT 余额
+   - **交易账户**：USDC 余额（买期权从这里扣）
+2. **币种兑换**（资金账户内）  
+   - 从 USDT 兑换为 USDC  
+   - 先点 **询价**，确认预估获得量后点 **确认兑换**
+3. **账户划转**  
+   - 从：资金账户 → 到：交易账户  
+   - 币种：USDC  
+   - 将兑换得到的 USDC 划到交易账户
+4. 确认 **交易账户 USDC** 足够支付本笔权利金
+
+系统 **不会** 自动兑换或划转，避免误动资金。
+
+## 3. 下单流程
+
+1. 顶栏进入 **期权**
+2. 选择 **ETH** 或 **BTC**
+3. 选择 **到期日**（默认仅 1～2 日）
+4. 选择 **看涨 Call** 或 **看跌 Put**
+5. 在行权价列表中选 **轻度实值** 合约
+6. 查看：
+   - **卖一价**（每 1 ETH/BTC 的报价）
+   - **张数 / ETH 数量**
+   - **预估权利金**（USDC）
+7. 选择 **按预算打满**（默认 10U×0.95）或 **指定 ETH 数量**
+8. 点击 **限价买入**（价格 = 卖一）
+
+### 张数说明
+
+- **1 张 = 0.01 ETH**（或 0.01 BTC）— 与 OKX App「合约价值」一致
+- 盘口报价是 **每 1 ETH** 的价格  
+  例：报价 15.6，买 0.5 ETH（50 张）→ 权利金 ≈ 15.6 × 0.5 = **7.8 USDC**
+
+## 4. 持仓与平仓
+
+持仓表字段对齐 OKX：合约、张数、开仓均价、标记价、浮盈、收益率、到期等。
+
+**平仓（锁利/止损）：**
+
+1. 在持仓行点击 **平仓**
+2. 查看 **买一价** 与预估收回
+3. 确认 **限价卖出**（价格 = 买一）
+
+> 默认不使用市价平仓。若 `.env` 开启 `OKX_OPTIONS_ALLOW_MARKET_CLOSE=true`，市价按钮会出现并带风险提示。
+
+## 5. 微信提醒
+
+当某笔持仓 **未实现盈亏 ≥ 已付权利金的 100%**（翻倍）时，会发 **一条** 企业微信提醒（同一笔只提醒一次）。
+
+需已配置 `WECHAT_WEBHOOK`。
+
+## 6. 与永续的关系
+
+| | 永续（子账户） | 期权（主账户） |
+|--|----------------|----------------|
+| API | `OKX_API_*` | `OKX_OPTIONS_API_*` |
+| 页面 | 实盘下单 / 关键位 | 期权 |
+| 资金顶栏 | USDT 资金户+交易户 | 期权页单独显示 USDC 等 |
+
+两套资金 **不合并** 显示。
+
+## 7. 配置说明
+
+| 变量 | 默认 | 含义 |
+|------|------|------|
+| `OKX_OPTIONS_TRADE_BUDGET_USDC` | 10 | 单笔权利金上限 |
+| `OKX_OPTIONS_BUDGET_BUFFER` | 0.95 | 算张数时预留 5% 缓冲 |
+| `OKX_OPTIONS_MAX_DTE_DAYS` | 2 | 最多选几天内到期 |
+| `OKX_OPTIONS_ITM_MAX_DIST_USD` | 30 | 轻度实值：价内不超过多少 USD |
+| `OKX_OPTIONS_PROFIT_ALERT_RATIO` | 1.0 | 浮盈/权利金 ≥ 此值推送 |
+
+## 8. 常见问题
+
+**Q：为什么买不了？**  
+- 交易账户 USDC 不足 → 先兑换再划转  
+- 卖一价过高，10U 预算买不到 1 张 → 选更便宜合约或提高 `OKX_OPTIONS_TRADE_BUDGET_USDC`  
+- 期权 API 未配置或 `OKX_OPTIONS_ENABLED=false`
+
+**Q：报价 15 是每张 15U 吗？**  
+- 不是。15 是 **每 1 ETH** 的报价；每张（0.01 ETH）约 0.15 USDC。
+
+**Q：子账户能开期权吗？**  
+- 本系统期权走主账户 API；子账户永续不受影响。
+
+## 9. 风险说明
+
+- 买方最大亏损为 **权利金**；近期实值仍会时间衰减  
+- 限价单可能因无流动性未成交  
+- 请先在小额下验证兑换、划转、开平仓全流程

lib/common/static/instance_theme.css

@@ -2326,3 +2326,68 @@ html[data-theme="light"] .settings-export-link {
   color: #1d4f8c;
 }
 
+/* OKX 期权页 */
+.options-funds-grid {
+  display: grid;
+  grid-template-columns: repeat(auto-fit, minmax(200px, 1fr));
+  gap: 12px;
+  margin: 12px 0 16px;
+}
+.options-funds-col {
+  background: rgba(255, 255, 255, 0.03);
+  border: 1px solid rgba(255, 255, 255, 0.06);
+  border-radius: 8px;
+  padding: 12px;
+}
+.options-fund-row {
+  display: flex;
+  justify-content: space-between;
+  gap: 8px;
+  margin: 6px 0;
+  font-size: 0.9rem;
+}
+.options-section {
+  margin: 16px 0;
+}
+.options-section.card-nested {
+  padding: 12px;
+  border-radius: 8px;
+  background: rgba(0, 0, 0, 0.15);
+}
+.options-strike-table-wrap {
+  overflow-x: auto;
+  margin-top: 8px;
+}
+.options-strike-table {
+  width: 100%;
+  border-collapse: collapse;
+  font-size: 0.85rem;
+}
+.options-strike-table th,
+.options-strike-table td {
+  padding: 8px 6px;
+  border-bottom: 1px solid rgba(255, 255, 255, 0.06);
+  text-align: left;
+}
+.options-chain-toolbar .btn-secondary.active,
+.opt-uly-btn.active,
+.opt-type-btn.active {
+  border-color: #4a7cff;
+  color: #9ec0ff;
+}
+.options-order-grid {
+  display: grid;
+  grid-template-columns: repeat(auto-fit, minmax(140px, 1fr));
+  gap: 10px;
+  margin: 10px 0;
+}
+.options-order-grid .k {
+  display: block;
+  font-size: 0.78rem;
+  color: #8892b0;
+}
+.options-hint {
+  font-size: 0.85rem;
+  margin-bottom: 8px;
+}
+

lib/common/static/options_panel.js

@@ -0,0 +1,274 @@
+(function () {
+  "use strict";
+
+  const root = document.getElementById("options-root");
+  if (!root) return;
+
+  const state = {
+    underlying: root.dataset.defaultUnderly || "ETH",
+    optType: "C",
+    chain: null,
+    selectedInst: null,
+    convertQuoteId: null,
+  };
+
+  function fmt(v, d) {
+    if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
+    return Number(v).toFixed(d == null ? 2 : d);
+  }
+
+  async function apiJson(url, opts) {
+    const r = await fetch(url, Object.assign({ credentials: "same-origin" }, opts || {}));
+    return r.json();
+  }
+
+  async function refreshBalances() {
+    const d = await apiJson("/api/options/balances");
+    if (!d.ok) return;
+    document.getElementById("opt-funding-usdt").textContent = fmt(d.funding_usdt) + " U";
+    document.getElementById("opt-funding-usdc").textContent = fmt(d.funding_usdc) + " U";
+    document.getElementById("opt-trading-usdt").textContent = fmt(d.trading_usdt) + " U";
+    document.getElementById("opt-trading-usdc").textContent = fmt(d.trading_usdc) + " U";
+    document.getElementById("opt-trading-usdg").textContent = fmt(d.trading_usdg) + " U";
+    document.getElementById("opt-trade-budget").textContent = fmt(d.trade_budget) + " USDC";
+  }
+
+  function expLabel(ms) {
+    try {
+      return new Date(Number(ms)).toLocaleString("zh-CN", { month: "2-digit", day: "2-digit", hour: "2-digit", minute: "2-digit" });
+    } catch (e) {
+      return String(ms);
+    }
+  }
+
+  function renderExpiries() {
+    const sel = document.getElementById("opt-exp-select");
+    sel.innerHTML = '<option value="">选择到期日</option>';
+    const exps = (state.chain && state.chain.expiries) || [];
+    exps.forEach(function (e) {
+      const o = document.createElement("option");
+      o.value = String(e.exp_time);
+      o.textContent = expLabel(e.exp_time) + " (" + e.contracts.length + ")";
+      sel.appendChild(o);
+    });
+    document.getElementById("opt-index-line").textContent =
+      "指数 " + state.underlying + " ≈ " + fmt(state.chain && state.chain.index_px, 2);
+  }
+
+  function renderStrikes() {
+    const tbody = document.getElementById("opt-strike-tbody");
+    const expMs = document.getElementById("opt-exp-select").value;
+    tbody.innerHTML = "";
+    if (!expMs || !state.chain) {
+      tbody.innerHTML = '<tr><td colspan="5" class="muted">请选择到期日</td></tr>';
+      return;
+    }
+    const exp = (state.chain.expiries || []).find(function (e) {
+      return String(e.exp_time) === String(expMs);
+    });
+    if (!exp) return;
+    const list = (exp.contracts || []).filter(function (c) {
+      return c.opt_type === state.optType;
+    });
+    if (!list.length) {
+      tbody.innerHTML = '<tr><td colspan="5" class="muted">无符合的实值合约</td></tr>';
+      return;
+    }
+    list.forEach(function (c) {
+      const tr = document.createElement("tr");
+      tr.innerHTML =
+        "<td>" + c.strike + "</td>" +
+        "<td><code>" + c.inst_id + "</code></td>" +
+        "<td>" + fmt(c.ask, 4) + "</td>" +
+        "<td>" + fmt(c.bid, 4) + "</td>" +
+        '<td><button type="button" class="btn-secondary opt-pick-btn" data-inst="' + c.inst_id + '">选择</button></td>';
+      tbody.appendChild(tr);
+    });
+    tbody.querySelectorAll(".opt-pick-btn").forEach(function (btn) {
+      btn.addEventListener("click", function () {
+        selectContract(btn.getAttribute("data-inst"));
+      });
+    });
+  }
+
+  async function selectContract(instId) {
+    state.selectedInst = instId;
+    const mode = document.querySelector('input[name="opt-size-mode"]:checked').value;
+    const ethInput = document.getElementById("opt-eth-amount");
+    let url = "/api/options/quote?inst_id=" + encodeURIComponent(instId) + "&mode=" + mode;
+    if (mode === "eth_amount" && ethInput.value) {
+      url += "&eth_amount=" + encodeURIComponent(ethInput.value);
+    }
+    const d = await apiJson(url);
+    const panel = document.getElementById("opt-order-panel");
+    panel.style.display = "";
+    document.getElementById("opt-order-inst").textContent = instId;
+    document.getElementById("opt-order-ask").textContent = fmt(d.ask, 4);
+    const sz = d.sizing || {};
+    document.getElementById("opt-order-sheets").textContent = sz.sheets != null ? sz.sheets : "—";
+    document.getElementById("opt-order-eth").textContent = sz.eth_amount != null ? sz.eth_amount : "—";
+    document.getElementById("opt-order-premium").textContent = sz.total_premium != null ? fmt(sz.total_premium, 4) + " USDC" : "—";
+    document.getElementById("opt-order-msg").textContent = sz.ok === false ? (sz.msg || "") : "";
+  }
+
+  async function loadChain() {
+    const d = await apiJson("/api/options/chain?underlying=" + encodeURIComponent(state.underlying));
+    if (!d.ok) {
+      alert(d.msg || "加载失败");
+      return;
+    }
+    state.chain = d;
+    renderExpiries();
+    renderStrikes();
+  }
+
+  async function openPosition() {
+    if (!state.selectedInst) return;
+    const mode = document.querySelector('input[name="opt-size-mode"]:checked').value;
+    const body = {
+      inst_id: state.selectedInst,
+      mode: mode,
+      signal_note: document.getElementById("opt-signal-note").value || "",
+    };
+    if (mode === "eth_amount") {
+      body.eth_amount = parseFloat(document.getElementById("opt-eth-amount").value);
+    }
+    const d = await apiJson("/api/options/open", {
+      method: "POST",
+      headers: { "Content-Type": "application/json" },
+      body: JSON.stringify(body),
+    });
+    document.getElementById("opt-order-msg").textContent = d.ok ? "下单已提交" : (d.msg || "失败");
+    if (d.ok) {
+      refreshBalances();
+      refreshPositions();
+    }
+  }
+
+  async function refreshPositions() {
+    const d = await apiJson("/api/options/positions");
+    const tbody = document.getElementById("opt-positions-tbody");
+    tbody.innerHTML = "";
+    const list = (d.ok && d.positions) || [];
+    if (!list.length) {
+      tbody.innerHTML = '<tr><td colspan="8" class="muted">暂无持仓</td></tr>';
+      return;
+    }
+    list.forEach(function (p) {
+      const tr = document.createElement("tr");
+      tr.innerHTML =
+        "<td><code>" + (p.inst_id || "") + "</code></td>" +
+        "<td>" + fmt(p.pos, 0) + "</td>" +
+        "<td>" + fmt(p.eth_amount, 4) + "</td>" +
+        "<td>" + fmt(p.avg_px, 4) + "</td>" +
+        "<td>" + fmt(p.mark_px, 4) + "</td>" +
+        "<td>" + fmt(p.upl, 4) + "</td>" +
+        "<td>" + (p.upl_ratio_pct != null ? p.upl_ratio_pct + "%" : "—") + "</td>" +
+        '<td><button type="button" class="btn-primary opt-close-btn" data-inst="' + p.inst_id + '">限价平仓</button></td>';
+      tbody.appendChild(tr);
+    });
+    tbody.querySelectorAll(".opt-close-btn").forEach(function (btn) {
+      btn.addEventListener("click", async function () {
+        const inst = btn.getAttribute("data-inst");
+        if (!confirm("确认限价卖出 @ 买一？")) return;
+        const r = await apiJson("/api/options/close", {
+          method: "POST",
+          headers: { "Content-Type": "application/json" },
+          body: JSON.stringify({ inst_id: inst }),
+        });
+        alert(r.ok ? "平仓单已提交" : (r.msg || "失败"));
+        refreshPositions();
+        refreshBalances();
+      });
+    });
+  }
+
+  document.querySelectorAll(".opt-uly-btn").forEach(function (btn) {
+    btn.addEventListener("click", function () {
+      document.querySelectorAll(".opt-uly-btn").forEach(function (b) { b.classList.remove("active"); });
+      btn.classList.add("active");
+      state.underlying = btn.getAttribute("data-uly");
+      loadChain();
+    });
+  });
+
+  document.querySelectorAll(".opt-type-btn").forEach(function (btn) {
+    btn.addEventListener("click", function () {
+      document.querySelectorAll(".opt-type-btn").forEach(function (b) { b.classList.remove("active"); });
+      btn.classList.add("active");
+      state.optType = btn.getAttribute("data-type");
+      renderStrikes();
+    });
+  });
+
+  document.getElementById("opt-exp-select").addEventListener("change", renderStrikes);
+  document.getElementById("opt-load-chain").addEventListener("click", loadChain);
+  document.getElementById("opt-refresh-balances").addEventListener("click", refreshBalances);
+  document.getElementById("opt-refresh-positions").addEventListener("click", refreshPositions);
+  document.getElementById("opt-open-btn").addEventListener("click", openPosition);
+
+  document.querySelectorAll('input[name="opt-size-mode"]').forEach(function (r) {
+    r.addEventListener("change", function () {
+      document.getElementById("opt-eth-amount").style.display =
+        r.value === "eth_amount" && r.checked ? "" : "none";
+      if (state.selectedInst) selectContract(state.selectedInst);
+    });
+  });
+
+  document.getElementById("opt-convert-quote-btn").addEventListener("click", async function () {
+    const amount = parseFloat(document.getElementById("opt-convert-amount").value);
+    if (!amount || amount <= 0) {
+      alert("请输入 USDT 数量");
+      return;
+    }
+    const d = await apiJson("/api/options/convert/quote", {
+      method: "POST",
+      headers: { "Content-Type": "application/json" },
+      body: JSON.stringify({ amount: amount }),
+    });
+    const prev = document.getElementById("opt-convert-preview");
+    if (!d.ok) {
+      prev.textContent = d.msg || "询价失败";
+      state.convertQuoteId = null;
+      document.getElementById("opt-convert-exec-btn").disabled = true;
+      return;
+    }
+    state.convertQuoteId = d.quote_id;
+    prev.textContent =
+      "预估获得 " + fmt(d.base_sz, 6) + " USDC，汇率 " + fmt(d.cnvt_px, 6);
+    document.getElementById("opt-convert-exec-btn").disabled = false;
+  });
+
+  document.getElementById("opt-convert-exec-btn").addEventListener("click", async function () {
+    if (!state.convertQuoteId) return;
+    const amount = parseFloat(document.getElementById("opt-convert-amount").value);
+    const d = await apiJson("/api/options/convert/execute", {
+      method: "POST",
+      headers: { "Content-Type": "application/json" },
+      body: JSON.stringify({ quote_id: state.convertQuoteId, rfq_sz: amount }),
+    });
+    document.getElementById("opt-convert-preview").textContent = d.ok ? "兑换成功" : (d.msg || "失败");
+    state.convertQuoteId = null;
+    document.getElementById("opt-convert-exec-btn").disabled = true;
+    refreshBalances();
+  });
+
+  document.getElementById("opt-transfer-btn").addEventListener("click", async function () {
+    const d = await apiJson("/api/options/transfer", {
+      method: "POST",
+      headers: { "Content-Type": "application/json" },
+      body: JSON.stringify({
+        ccy: document.getElementById("opt-transfer-ccy").value,
+        from: document.getElementById("opt-transfer-from").value,
+        to: document.getElementById("opt-transfer-to").value,
+        amount: parseFloat(document.getElementById("opt-transfer-amount").value),
+      }),
+    });
+    document.getElementById("opt-transfer-msg").textContent = d.ok ? "划转成功" : (d.msg || "失败");
+    refreshBalances();
+  });
+
+  refreshBalances();
+  loadChain();
+  refreshPositions();
+})();

lib/exchange/okx_options_lib.py

@@ -0,0 +1,361 @@
+"""OKX USDⓈ 期权 API 封装（主账户 exchange_options 专用）。"""
+from __future__ import annotations
+
+import time
+from typing import Any, Callable
+
+import ccxt
+
+from lib.options.options_pricing_lib import is_shallow_itm
+
+
+def create_options_exchange(
+    api_key: str,
+    api_secret: str,
+    passphrase: str,
+    proxies: dict[str, str] | None = None,
+) -> ccxt.okx:
+    ex = ccxt.okx(
+        {
+            "apiKey": api_key,
+            "secret": api_secret,
+            "password": passphrase,
+            "enableRateLimit": True,
+            "options": {"defaultType": "option"},
+        }
+    )
+    if proxies:
+        ex.proxies = proxies
+    return ex
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _extract_ccy_balance(balance: dict[str, Any], ccy: str) -> float | None:
+    ccy = (ccy or "").upper()
+    if not isinstance(balance, dict):
+        return None
+    info = balance.get(ccy)
+    if isinstance(info, dict):
+        for k in ("free", "total", "eq"):
+            v = _safe_float(info.get(k))
+            if v is not None:
+                return v
+    total_map = balance.get("total") or {}
+    if isinstance(total_map, dict):
+        v = _safe_float(total_map.get(ccy))
+        if v is not None:
+            return v
+    free_map = balance.get("free") or {}
+    if isinstance(free_map, dict):
+        v = _safe_float(free_map.get(ccy))
+        if v is not None:
+            return v
+    return None
+
+
+def fetch_account_balances_by_type(ex: ccxt.okx, account_type: str) -> dict[str, float | None]:
+    out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
+    try:
+        bal = ex.fetch_balance(params={"type": account_type})
+        for c in out:
+            out[c] = _extract_ccy_balance(bal, c)
+    except Exception:
+        pass
+    return out
+
+
+def fetch_options_balances(ex: ccxt.okx) -> dict[str, Any]:
+    funding = fetch_account_balances_by_type(ex, "funding")
+    trading = fetch_account_balances_by_type(ex, "trading")
+    # 统一账户部分 USDC 可能在 swap 类型
+    if trading.get("USDC") is None:
+        swap_bal = fetch_account_balances_by_type(ex, "swap")
+        if swap_bal.get("USDC") is not None:
+            trading["USDC"] = swap_bal["USDC"]
+    return {
+        "funding_usdt": funding.get("USDT"),
+        "funding_usdc": funding.get("USDC"),
+        "funding_usdg": funding.get("USDG"),
+        "trading_usdt": trading.get("USDT"),
+        "trading_usdc": trading.get("USDC"),
+        "trading_usdg": trading.get("USDG"),
+    }
+
+
+def fetch_index_price(ex: ccxt.okx, uly: str) -> float | None:
+    inst = f"{uly}" if "-" in uly else f"{uly}-USD"
+    try:
+        rows = ex.public_get_market_index_tickers({"instId": inst}).get("data") or []
+        if rows:
+            return _safe_float(rows[0].get("idxPx"))
+    except Exception:
+        pass
+    return None
+
+
+def fetch_option_instruments(
+    ex: ccxt.okx,
+    inst_family: str,
+) -> list[dict[str, Any]]:
+    try:
+        rows = ex.public_get_public_instruments(
+            {"instType": "OPTION", "instFamily": inst_family}
+        ).get("data") or []
+        return [r for r in rows if isinstance(r, dict) and r.get("state") == "live"]
+    except Exception:
+        return []
+
+
+def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str, Any]]:
+    out: dict[str, dict[str, Any]] = {}
+    try:
+        rows = ex.public_get_market_tickers(
+            {"instType": "OPTION", "instFamily": inst_family}
+        ).get("data") or []
+        for r in rows:
+            if isinstance(r, dict) and r.get("instId"):
+                out[str(r["instId"])] = r
+    except Exception:
+        pass
+    return out
+
+
+def build_option_chain(
+    ex: ccxt.okx,
+    underlying: str,
+    *,
+    max_dte_days: float = 2.0,
+    itm_only: bool = True,
+    itm_max_dist_usd: float = 30.0,
+    index_px: float | None = None,
+) -> dict[str, Any]:
+    u = (underlying or "ETH").upper()
+    family = f"{u}-USD_UM"
+    uly = f"{u}-USD"
+    idx = index_px if index_px is not None else fetch_index_price(ex, uly)
+    now_ms = time.time() * 1000
+    max_ms = now_ms + max_dte_days * 86400 * 1000
+    instruments = fetch_option_instruments(ex, family)
+    tickers = fetch_option_tickers(ex, family)
+    expiries: dict[str, list[dict[str, Any]]] = {}
+    for meta in instruments:
+        try:
+            exp_ms = int(meta.get("expTime") or 0)
+        except (TypeError, ValueError):
+            continue
+        if exp_ms <= now_ms or exp_ms > max_ms:
+            continue
+        opt_type = str(meta.get("optType") or "")
+        strike = _safe_float(meta.get("stk"))
+        if strike is None or idx is None:
+            continue
+        if itm_only and not is_shallow_itm(
+            opt_type=opt_type,
+            strike=strike,
+            index_px=idx,
+            max_dist_usd=itm_max_dist_usd,
+        ):
+            continue
+        inst_id = str(meta.get("instId") or "")
+        t = tickers.get(inst_id) or {}
+        ask = _safe_float(t.get("askPx"))
+        bid = _safe_float(t.get("bidPx"))
+        if ask is None and bid is None:
+            continue
+        exp_key = str(exp_ms)
+        expiries.setdefault(exp_key, []).append(
+            {
+                "inst_id": inst_id,
+                "strike": strike,
+                "opt_type": opt_type,
+                "exp_time": exp_ms,
+                "ask": ask,
+                "bid": bid,
+                "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
+                "tick_sz": meta.get("tickSz"),
+                "min_sz": int(_safe_float(meta.get("minSz")) or 1),
+            }
+        )
+    exp_list = []
+    for exp_ms_str, contracts in sorted(expiries.items(), key=lambda x: int(x[0])):
+        contracts.sort(key=lambda c: (c["opt_type"], c["strike"]))
+        exp_list.append({"exp_time": int(exp_ms_str), "contracts": contracts})
+    return {"underlying": u, "index_px": idx, "inst_family": family, "expiries": exp_list}
+
+
+def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
+    meta_rows = ex.public_get_public_instruments(
+        {"instType": "OPTION", "instId": inst_id}
+    ).get("data") or []
+    if not meta_rows:
+        return {"ok": False, "msg": "合约不存在"}
+    meta = meta_rows[0]
+    t_rows = ex.public_get_market_ticker({"instId": inst_id}).get("data") or []
+    t = t_rows[0] if t_rows else {}
+    uly = str(meta.get("uly") or "")
+    idx = fetch_index_price(ex, uly)
+    return {
+        "ok": True,
+        "inst_id": inst_id,
+        "meta": meta,
+        "ask": _safe_float(t.get("askPx")),
+        "bid": _safe_float(t.get("bidPx")),
+        "mark": _safe_float(t.get("markPx")),
+        "index_px": idx,
+        "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
+        "min_sz": int(_safe_float(meta.get("minSz")) or 1),
+        "tick_sz": meta.get("tickSz"),
+        "strike": _safe_float(meta.get("stk")),
+        "opt_type": meta.get("optType"),
+        "exp_time": meta.get("expTime"),
+    }
+
+
+def place_option_limit_order(
+    ex: ccxt.okx,
+    *,
+    inst_id: str,
+    side: str,
+    sheets: int,
+    price: float,
+    td_mode: str = "cross",
+) -> dict[str, Any]:
+    side_l = (side or "").lower()
+    if side_l not in ("buy", "sell"):
+        return {"ok": False, "msg": "side 必须为 buy 或 sell"}
+    if sheets < 1:
+        return {"ok": False, "msg": "张数至少为 1"}
+    try:
+        resp = ex.private_post_trade_order(
+            {
+                "instId": inst_id,
+                "tdMode": td_mode,
+                "side": side_l,
+                "ordType": "limit",
+                "px": str(price),
+                "sz": str(int(sheets)),
+            }
+        )
+        data = (resp or {}).get("data") or []
+        if data and str(data[0].get("sCode")) == "0":
+            return {"ok": True, "data": data[0], "raw": resp}
+        msg = data[0].get("sMsg") if data else str(resp)
+        return {"ok": False, "msg": msg or "下单失败", "raw": resp}
+    except Exception as e:
+        return {"ok": False, "msg": str(e)}
+
+
+def fetch_option_positions(ex: ccxt.okx) -> list[dict[str, Any]]:
+    try:
+        rows = ex.private_get_account_positions({"instType": "OPTION"}).get("data") or []
+        out = []
+        for r in rows:
+            if not isinstance(r, dict):
+                continue
+            pos = _safe_float(r.get("pos"))
+            if pos is None or abs(pos) < 1e-12:
+                continue
+            out.append(r)
+        return out
+    except Exception:
+        return []
+
+
+def estimate_usdt_to_usdc(ex: ccxt.okx, usdt_amount: float) -> dict[str, Any]:
+    if usdt_amount <= 0:
+        return {"ok": False, "msg": "兑换数量须大于 0"}
+    try:
+        resp = ex.private_post_asset_convert_estimate_quote(
+            {
+                "baseCcy": "USDC",
+                "quoteCcy": "USDT",
+                "side": "buy",
+                "rfqSz": str(usdt_amount),
+                "rfqSzCcy": "USDT",
+            }
+        )
+        data = (resp or {}).get("data") or []
+        if not data:
+            return {"ok": False, "msg": "询价失败", "raw": resp}
+        row = data[0]
+        return {
+            "ok": True,
+            "quote_id": row.get("quoteId"),
+            "base_ccy": row.get("baseCcy"),
+            "quote_ccy": row.get("quoteCcy"),
+            "cnvt_px": _safe_float(row.get("cnvtPx")),
+            "base_sz": _safe_float(row.get("baseSz")),
+            "quote_sz": _safe_float(row.get("quoteSz")),
+            "rfq_sz": usdt_amount,
+            "raw": row,
+        }
+    except Exception as e:
+        return {"ok": False, "msg": str(e)}
+
+
+def execute_convert(ex: ccxt.okx, quote_id: str) -> dict[str, Any]:
+    if not quote_id:
+        return {"ok": False, "msg": "缺少 quoteId"}
+    try:
+        resp = ex.private_post_asset_convert_trade({"quoteId": str(quote_id)})
+        data = (resp or {}).get("data") or []
+        if data and str(data[0].get("sCode", "0")) == "0":
+            return {"ok": True, "data": data[0], "raw": resp}
+        msg = data[0].get("sMsg") if data else str(resp)
+        return {"ok": False, "msg": msg or "兑换失败", "raw": resp}
+    except Exception as e:
+        return {"ok": False, "msg": str(e)}
+
+
+def transfer_ccy(
+    ex: ccxt.okx,
+    ccy: str,
+    amount: float,
+    from_account: str,
+    to_account: str,
+) -> dict[str, Any]:
+    if amount <= 0:
+        return {"ok": False, "msg": "划转金额须大于 0"}
+    try:
+        resp = ex.transfer(str(ccy).upper(), float(amount), from_account, to_account)
+        return {"ok": True, "data": resp}
+    except Exception as e:
+        return {"ok": False, "msg": str(e)}
+
+
+def format_position_row(pos: dict[str, Any], ct_mult: float = 0.01) -> dict[str, Any]:
+    sheets = _safe_float(pos.get("pos")) or 0.0
+    avg = _safe_float(pos.get("avgPx"))
+    mark = _safe_float(pos.get("markPx"))
+    upl = _safe_float(pos.get("upl"))
+    upl_ratio = _safe_float(pos.get("uplRatio"))
+    return {
+        "inst_id": pos.get("instId"),
+        "pos": sheets,
+        "eth_amount": round(abs(sheets) * ct_mult, 8),
+        "avg_px": avg,
+        "mark_px": mark,
+        "upl": upl,
+        "upl_ratio_pct": round(upl_ratio * 100, 2) if upl_ratio is not None else None,
+        "exp_time": pos.get("expTime"),
+        "opt_type": pos.get("optType"),
+        "strike": _safe_float(pos.get("stk")),
+        "avail_pos": _safe_float(pos.get("availPos")),
+        "raw": pos,
+    }
+
+
+def options_api_ready(ex: ccxt.okx | None) -> tuple[bool, str]:
+    if ex is None:
+        return False, "期权 API 未配置"
+    if not ex.apiKey or not ex.secret or not ex.password:
+        return False, "期权 API Key 不完整"
+    return True, ""

lib/instance/instance_embed_lib.py

@@ -15,6 +15,7 @@ EMBED_TABS: tuple[str, ...] = (
     "trade",
     "strategy",
     "strategy_records",
+    "options",
     "records",
     "stats",
     "settings",
@@ -28,6 +29,7 @@ PATH_TO_EMBED_TAB: dict[str, str] = {
     "/strategy/trend": "strategy",
     "/strategy/roll": "strategy",
     "/strategy/records": "strategy_records",
+    "/options": "options",
     "/records": "records",
     "/stats": "stats",
     "/settings": "settings",

lib/instance/instance_settings_lib.py

@@ -135,6 +135,27 @@ def build_instance_settings_view(
             }
         )
 
+    if (exchange_key or "").strip().lower() == "okx" and _env_bool("OKX_OPTIONS_ENABLED", False):
+        opt_key = (os.getenv("OKX_OPTIONS_API_KEY") or "").strip()
+        sections.append(
+            {
+                "title": "期权账户（主账户）",
+                "rows": [
+                    _row("期权模块", "已启用"),
+                    _row(
+                        "期权 API",
+                        f"已配置（…{opt_key[-4:]}）" if len(opt_key) >= 4 else "未配置",
+                    ),
+                    _row("单笔权利金上限", f"{_env_float('OKX_OPTIONS_TRADE_BUDGET_USDC', 10):g} USDC"),
+                    _row(
+                        "资金说明",
+                        "资金账户 USDT 兑换 USDC 后划转到交易账户",
+                        "期权页操作；与永续子账户资金分开",
+                    ),
+                ],
+            }
+        )
+
     policy_note = ""
     if trade_policy and getattr(trade_policy, "badge_text", ""):
         policy_note = str(trade_policy.badge_text)

lib/instance/templates/embed_page_fragment.html

@@ -206,6 +206,8 @@
         {% include 'strategy_trading_page.html' %}
         {% elif page == 'strategy_records' %}
         {% include 'strategy_records_page.html' %}
+        {% elif page == 'options' %}
+        {% include 'options_panel.html' %}
         {% endif %}
 
 

lib/instance/templates/embed_shell.html

@@ -36,6 +36,9 @@
         {% endif %}
         <a href="/records" data-embed-tab="records" class="{% if initial_tab == 'records' %}active{% endif %}">交易记录与复盘</a>
         <a href="/stats" data-embed-tab="stats" class="{% if initial_tab == 'stats' %}active{% endif %}">统计分析</a>
+        {% if options_enabled %}
+        <a href="/options" data-embed-tab="options" class="{% if initial_tab == 'options' %}active{% endif %}">期权</a>
+        {% endif %}
         <a href="/settings" data-embed-tab="settings" class="{% if initial_tab == 'settings' %}active{% endif %}">系统设置</a>
     </nav>
     <div id="embed-flash" class="flash" style="display:none" role="status"></div>

lib/instance/templates/index.html

@@ -17,7 +17,7 @@
     <link rel="manifest" href="/static/icons/manifest.webmanifest">
     <title>{{ exchange_display }} · 加密货币 | 交易监控复盘系统</title>
     <link rel="stylesheet" href="/static/instance_page.css?v=1">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=60">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=61">
 
 </head>
 <body
@@ -61,14 +61,17 @@
         {% endif %}
         <a href="/records" class="{% if page == 'records' %}active{% endif %}">交易记录与复盘</a>
         <a href="/stats" class="{% if page == 'stats' %}active{% endif %}">统计分析</a>
+        {% if options_enabled %}
+        <a href="/options" class="{% if page == 'options' %}active{% endif %}">期权</a>
+        {% endif %}
         <a href="/settings" class="{% if page == 'settings' %}active{% endif %}">系统设置</a>
     </div>
     {% with msg=get_flashed_messages() %}{% if msg %}<div class="flash">{{ msg[0] }}</div>{% endif %}{% endwith %}
 
-    {% if page != 'settings' %}
+    {% if page != 'settings' and page != 'options' %}
     {% include 'instance_header_panel.html' %}
     {% endif %}
-    {% if page != 'settings' %}
+    {% if page != 'settings' and page != 'options' %}
     {% include 'instance_top_bar.html' %}
     {% endif %}
 
@@ -275,6 +278,8 @@
         {% include 'strategy_trading_page.html' %}
         {% elif page == 'strategy_records' %}
         {% include 'strategy_records_page.html' %}
+        {% elif page == 'options' %}
+        {% include 'options_panel.html' %}
         {% endif %}
 
 

lib/options/options_db.py

@@ -0,0 +1,62 @@
+"""期权模块 SQLite 表。"""
+from __future__ import annotations
+
+import sqlite3
+
+
+def init_options_tables(conn: sqlite3.Connection) -> None:
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_trades (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            inst_id TEXT NOT NULL,
+            underlying TEXT NOT NULL,
+            opt_type TEXT NOT NULL,
+            strike REAL,
+            exp_time TEXT,
+            sheets INTEGER NOT NULL,
+            eth_amount REAL NOT NULL,
+            open_quote REAL,
+            premium_paid REAL,
+            status TEXT DEFAULT 'open',
+            close_quote REAL,
+            premium_received REAL,
+            realized_pnl REAL,
+            profit_alert_sent INTEGER DEFAULT 0,
+            signal_note TEXT,
+            exchange_ord_id TEXT,
+            close_ord_id TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            closed_at TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_convert_log (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            from_ccy TEXT,
+            to_ccy TEXT,
+            rfq_sz REAL,
+            received_sz REAL,
+            quote_id TEXT,
+            status TEXT,
+            message TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_transfer_log (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            ccy TEXT,
+            amount REAL,
+            from_account TEXT,
+            to_account TEXT,
+            status TEXT,
+            message TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+        )
+        """
+    )

lib/options/options_monitor_lib.py

@@ -0,0 +1,138 @@
+"""期权持仓监控：浮盈翻倍微信提醒。"""
+from __future__ import annotations
+
+import sqlite3
+import time
+from typing import Any, Callable
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None:
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def build_profit_alert_message(
+    *,
+    account_label: str,
+    inst_id: str,
+    premium_paid: float,
+    upl: float,
+    upl_ratio: float | None,
+    bid: float | None,
+) -> str:
+    pct = f"{upl_ratio * 100:.1f}%" if upl_ratio is not None else "—"
+    bid_txt = f"{bid:.4f}" if bid is not None else "—"
+    return "\n".join(
+        [
+            "【OKX期权·翻倍提醒】",
+            f"账户：{account_label}",
+            f"合约：{inst_id}",
+            f"已付权利金：{premium_paid:.4f} USDC",
+            f"未实现盈亏：{upl:+.4f} USDC（{pct}）",
+            f"当前买一：{bid_txt}（可考虑限价平仓锁利）",
+        ]
+    )
+
+
+def run_options_profit_alerts(
+    conn: sqlite3.Connection,
+    positions: list[dict[str, Any]],
+    *,
+    profit_ratio: float,
+    send_wechat: Callable[[str], None],
+    account_label: str,
+    ticker_bid_fn: Callable[[str], float | None],
+) -> int:
+    """
+    对比 DB 中 open 记录与交易所持仓；达到阈值发微信。
+    返回发送条数。
+    """
+    sent = 0
+    pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
+    rows = conn.execute(
+        """
+        SELECT id, inst_id, premium_paid, profit_alert_sent
+        FROM options_trades
+        WHERE status = 'open'
+        """
+    ).fetchall()
+    for row in rows:
+        if int(row["profit_alert_sent"] or 0):
+            continue
+        inst_id = str(row["inst_id"] or "")
+        prem = _safe_float(row["premium_paid"])
+        if not inst_id or prem is None or prem <= 0:
+            continue
+        pos = pos_by_inst.get(inst_id)
+        if not pos:
+            continue
+        upl = _safe_float(pos.get("upl"))
+        upl_ratio = _safe_float(pos.get("upl_ratio_pct"))
+        if upl_ratio is not None:
+            ratio = upl_ratio / 100.0
+        elif upl is not None:
+            ratio = upl / prem
+        else:
+            continue
+        if ratio < float(profit_ratio):
+            continue
+        bid = ticker_bid_fn(inst_id)
+        msg = build_profit_alert_message(
+            account_label=account_label,
+            inst_id=inst_id,
+            premium_paid=prem,
+            upl=upl or 0.0,
+            upl_ratio=ratio,
+            bid=bid,
+        )
+        try:
+            send_wechat(msg)
+            conn.execute(
+                "UPDATE options_trades SET profit_alert_sent = 1 WHERE id = ?",
+                (int(row["id"]),),
+            )
+            sent += 1
+        except Exception:
+            pass
+    return sent
+
+
+def options_monitor_loop(
+    *,
+    enabled: bool,
+    poll_seconds: float,
+    get_db: Callable[[], sqlite3.Connection],
+    fetch_positions: Callable[[], list[dict[str, Any]]],
+    ticker_bid_fn: Callable[[str], float | None],
+    send_wechat: Callable[[str], None],
+    account_label: str,
+    profit_ratio: float,
+    stop_event: Any = None,
+) -> None:
+    if not enabled:
+        return
+    while True:
+        if stop_event is not None and getattr(stop_event, "is_set", lambda: False)():
+            break
+        try:
+            conn = get_db()
+            try:
+                positions = fetch_positions()
+                run_options_profit_alerts(
+                    conn,
+                    positions,
+                    profit_ratio=profit_ratio,
+                    send_wechat=send_wechat,
+                    account_label=account_label,
+                    ticker_bid_fn=ticker_bid_fn,
+                )
+                conn.commit()
+            finally:
+                conn.close()
+        except Exception:
+            pass
+        time.sleep(max(5.0, float(poll_seconds)))

lib/options/options_pricing_lib.py

@@ -0,0 +1,112 @@
+"""OKX USDⓈ 期权：张数与权利金计算。"""
+from __future__ import annotations
+
+import math
+from typing import Any
+
+
+def ct_mult_from_meta(meta: dict[str, Any] | None) -> float:
+    if not meta:
+        return 0.01
+    try:
+        return float(meta.get("ctMult") or 0.01)
+    except (TypeError, ValueError):
+        return 0.01
+
+
+def min_sz_from_meta(meta: dict[str, Any] | None) -> int:
+    if not meta:
+        return 1
+    try:
+        return max(1, int(float(meta.get("minSz") or 1)))
+    except (TypeError, ValueError):
+        return 1
+
+
+def premium_per_sheet(quote_per_unit: float, ct_mult: float = 0.01) -> float:
+    """报价为每 1 ETH/BTC；每张权利金 = 报价 × ctMult。"""
+    return float(quote_per_unit) * float(ct_mult)
+
+
+def total_premium(quote_per_unit: float, eth_amount: float, ct_mult: float = 0.01) -> float:
+    return float(quote_per_unit) * float(eth_amount)
+
+
+def sheets_from_eth_amount(eth_amount: float, ct_mult: float = 0.01) -> int:
+    if eth_amount <= 0 or ct_mult <= 0:
+        return 0
+    return int(math.floor(eth_amount / ct_mult + 1e-12))
+
+
+def eth_amount_from_sheets(sheets: int, ct_mult: float = 0.01) -> float:
+    return round(int(sheets) * float(ct_mult), 8)
+
+
+def calc_order_size(
+    *,
+    quote_per_unit: float,
+    ct_mult: float,
+    min_sz: int,
+    budget_usdc: float | None = None,
+    budget_buffer: float = 0.95,
+    eth_amount: float | None = None,
+    budget_cap: float | None = None,
+) -> dict[str, Any]:
+    """
+    返回 sheets, eth_amount, total_premium。
+    mode: budget_full 或 eth_amount。
+    """
+    if quote_per_unit <= 0:
+        return {"ok": False, "msg": "卖一价无效", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
+
+    if eth_amount is not None and eth_amount > 0:
+        sheets = sheets_from_eth_amount(eth_amount, ct_mult)
+    elif budget_usdc is not None and budget_usdc > 0:
+        eff = float(budget_usdc) * float(budget_buffer)
+        per_sheet = premium_per_sheet(quote_per_unit, ct_mult)
+        if per_sheet <= 0:
+            return {"ok": False, "msg": "无法计算单张权利金", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
+        sheets = int(math.floor(eff / per_sheet))
+    else:
+        return {"ok": False, "msg": "请指定预算或 ETH 数量", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
+
+    if sheets < min_sz:
+        per = premium_per_sheet(quote_per_unit, ct_mult)
+        return {
+            "ok": False,
+            "msg": f"预算不足，无法买入 {min_sz} 张（单张约 {per:.4f} USDC）",
+            "sheets": sheets,
+            "eth_amount": eth_amount_from_sheets(sheets, ct_mult),
+            "total_premium": total_premium(quote_per_unit, eth_amount_from_sheets(sheets, ct_mult)),
+        }
+
+    eth = eth_amount_from_sheets(sheets, ct_mult)
+    prem = total_premium(quote_per_unit, eth)
+    if budget_cap is not None and prem > float(budget_cap) + 1e-9:
+        return {
+            "ok": False,
+            "msg": f"权利金 {prem:.4f} 超过单笔上限 {budget_cap} USDC",
+            "sheets": sheets,
+            "eth_amount": eth,
+            "total_premium": prem,
+        }
+    return {"ok": True, "msg": "", "sheets": sheets, "eth_amount": eth, "total_premium": prem}
+
+
+def is_shallow_itm(
+    *,
+    opt_type: str,
+    strike: float,
+    index_px: float,
+    max_dist_usd: float,
+) -> bool:
+    o = (opt_type or "").upper()
+    if o == "C":
+        if strike >= index_px:
+            return False
+        return (index_px - strike) <= max_dist_usd
+    if o == "P":
+        if strike <= index_px:
+            return False
+        return (strike - index_px) <= max_dist_usd
+    return False

lib/options/options_register.py

@@ -0,0 +1,466 @@
+"""OKX 期权模块：Flask 路由注册。"""
+from __future__ import annotations
+
+import os
+import threading
+from typing import Any
+
+from flask import Flask, jsonify, redirect, request, url_for
+from jinja2 import ChoiceLoader, FileSystemLoader
+
+from lib.options.options_db import init_options_tables
+from lib.options.options_monitor_lib import options_monitor_loop
+from lib.options.options_pricing_lib import (
+    calc_order_size,
+    ct_mult_from_meta,
+    min_sz_from_meta,
+    premium_per_sheet,
+    total_premium,
+)
+
+
+def _env_bool(key: str, default: bool = False) -> bool:
+    raw = (os.getenv(key) or "").strip().lower()
+    if not raw:
+        return default
+    return raw in ("1", "true", "yes", "on")
+
+
+def _env_float(key: str, default: float) -> float:
+    try:
+        return float(os.getenv(key, str(default)))
+    except (TypeError, ValueError):
+        return default
+
+
+def attach_options_templates(app: Flask, repo_root: str) -> None:
+    tpl_dir = os.path.join(repo_root, "lib", "options", "templates")
+    if not os.path.isdir(tpl_dir):
+        return
+    existing = app.jinja_loader
+    loaders = [FileSystemLoader(tpl_dir)]
+    if existing is not None:
+        if isinstance(existing, ChoiceLoader):
+            loaders = list(existing.loaders) + loaders
+        else:
+            loaders.insert(0, existing)
+    app.jinja_loader = ChoiceLoader(loaders)
+
+
+def install_options_trading(app: Flask, repo_root: str, app_module: Any) -> None:
+    enabled = _env_bool("OKX_OPTIONS_ENABLED", False)
+    attach_options_templates(app, repo_root)
+    cfg = _build_cfg(app_module)
+    app.extensions["options_cfg"] = cfg
+    if enabled:
+        register_options_routes(app, cfg)
+        _start_monitor_thread(app, cfg)
+
+
+def _build_cfg(app_module: Any) -> dict[str, Any]:
+    from lib.exchange.okx_options_lib import (
+        build_option_chain,
+        estimate_usdt_to_usdc,
+        execute_convert,
+        fetch_option_positions,
+        fetch_options_balances,
+        format_position_row,
+        options_api_ready,
+        place_option_limit_order,
+        quote_option_contract,
+        transfer_ccy,
+    )
+
+    return {
+        "enabled": _env_bool("OKX_OPTIONS_ENABLED", False),
+        "get_db": app_module.get_db,
+        "login_required": app_module.login_required,
+        "exchange_options": getattr(app_module, "exchange_options", None),
+        "send_wechat": app_module.send_wechat_msg,
+        "render_main_page": app_module.render_main_page,
+        "trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", 10.0),
+        "budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95),
+        "default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
+        "max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
+        "itm_max_dist": _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0),
+        "td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "cross").strip(),
+        "allow_market_close": _env_bool("OKX_OPTIONS_ALLOW_MARKET_CLOSE", False),
+        "profit_ratio": _env_float("OKX_OPTIONS_PROFIT_ALERT_RATIO", 1.0),
+        "poll_seconds": _env_float("OKX_OPTIONS_POLL_SECONDS", 15.0),
+        "account_label": (os.getenv("OKX_OPTIONS_ACCOUNT_LABEL") or "OKX期权").strip(),
+        "build_option_chain": build_option_chain,
+        "quote_option_contract": quote_option_contract,
+        "place_option_limit_order": place_option_limit_order,
+        "fetch_option_positions": fetch_option_positions,
+        "fetch_options_balances": fetch_options_balances,
+        "format_position_row": format_position_row,
+        "estimate_usdt_to_usdc": estimate_usdt_to_usdc,
+        "execute_convert": execute_convert,
+        "transfer_ccy": transfer_ccy,
+        "options_api_ready": options_api_ready,
+    }
+
+
+def _require_options_ex(cfg: dict[str, Any]):
+    ex = cfg.get("exchange_options")
+    ok, reason = cfg["options_api_ready"](ex)
+    if not ok:
+        return None, reason
+    return ex, ""
+
+
+def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
+    lr = cfg["login_required"]
+
+    @app.route("/api/options/balances")
+    @lr
+    def api_options_balances():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        bal = cfg["fetch_options_balances"](ex)
+        return jsonify({"ok": True, **bal, "trade_budget": cfg["trade_budget"]})
+
+    @app.route("/api/options/chain")
+    @lr
+    def api_options_chain():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        u = (request.args.get("underlying") or cfg["default_underly"]).upper()
+        chain = cfg["build_option_chain"](
+            ex,
+            u,
+            max_dte_days=cfg["max_dte_days"],
+            itm_only=True,
+            itm_max_dist_usd=cfg["itm_max_dist"],
+        )
+        return jsonify({"ok": True, **chain})
+
+    @app.route("/api/options/quote")
+    @lr
+    def api_options_quote():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        inst_id = (request.args.get("inst_id") or "").strip()
+        if not inst_id:
+            return jsonify({"ok": False, "msg": "缺少 inst_id"})
+        q = cfg["quote_option_contract"](ex, inst_id)
+        if not q.get("ok"):
+            return jsonify(q)
+        ask = q.get("ask")
+        ct_mult = q.get("ct_mult") or 0.01
+        min_sz = q.get("min_sz") or 1
+        mode = (request.args.get("mode") or "budget_full").strip()
+        budget = cfg["trade_budget"]
+        eth_amount = None
+        try:
+            if request.args.get("eth_amount"):
+                eth_amount = float(request.args.get("eth_amount"))
+        except (TypeError, ValueError):
+            pass
+        if ask is None or ask <= 0:
+            return jsonify({**q, "ok": False, "msg": "暂无卖一价"})
+        sizing = calc_order_size(
+            quote_per_unit=float(ask),
+            ct_mult=float(ct_mult),
+            min_sz=int(min_sz),
+            budget_usdc=budget if mode != "eth_amount" else None,
+            budget_buffer=cfg["budget_buffer"],
+            eth_amount=eth_amount if mode == "eth_amount" else None,
+            budget_cap=cfg["trade_budget"],
+        )
+        return jsonify(
+            {
+                **q,
+                "quote_per_unit": ask,
+                "premium_per_sheet": premium_per_sheet(float(ask), float(ct_mult)),
+                "sizing": sizing,
+            }
+        )
+
+    @app.route("/api/options/open", methods=["POST"])
+    @lr
+    def api_options_open():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        data = request.get_json(silent=True) or {}
+        inst_id = (data.get("inst_id") or "").strip()
+        mode = (data.get("mode") or "budget_full").strip()
+        signal_note = (data.get("signal_note") or "").strip()
+        if not inst_id:
+            return jsonify({"ok": False, "msg": "缺少 inst_id"})
+        q = cfg["quote_option_contract"](ex, inst_id)
+        if not q.get("ok"):
+            return jsonify(q)
+        ask = q.get("ask")
+        if ask is None or ask <= 0:
+            return jsonify({"ok": False, "msg": "暂无卖一价，无法买入"})
+        ct_mult = float(q.get("ct_mult") or 0.01)
+        min_sz = int(q.get("min_sz") or 1)
+        eth_amount = None
+        if mode == "eth_amount":
+            try:
+                eth_amount = float(data.get("eth_amount"))
+            except (TypeError, ValueError):
+                return jsonify({"ok": False, "msg": "ETH 数量无效"})
+        sizing = calc_order_size(
+            quote_per_unit=float(ask),
+            ct_mult=ct_mult,
+            min_sz=min_sz,
+            budget_usdc=cfg["trade_budget"] if mode != "eth_amount" else None,
+            budget_buffer=cfg["budget_buffer"],
+            eth_amount=eth_amount,
+            budget_cap=cfg["trade_budget"],
+        )
+        if not sizing.get("ok"):
+            return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
+        sheets = int(sizing["sheets"])
+        order = cfg["place_option_limit_order"](
+            ex,
+            inst_id=inst_id,
+            side="buy",
+            sheets=sheets,
+            price=float(ask),
+            td_mode=cfg["td_mode"],
+        )
+        if not order.get("ok"):
+            return jsonify(order)
+        conn = cfg["get_db"]()
+        try:
+            init_options_tables(conn)
+            meta = q.get("meta") or {}
+            u = str(meta.get("uly") or inst_id).split("-")[0]
+            conn.execute(
+                """
+                INSERT INTO options_trades
+                (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+                 open_quote, premium_paid, status, signal_note, exchange_ord_id)
+                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?)
+                """,
+                (
+                    inst_id,
+                    u,
+                    meta.get("optType"),
+                    q.get("strike"),
+                    str(q.get("exp_time") or ""),
+                    sheets,
+                    sizing["eth_amount"],
+                    float(ask),
+                    sizing["total_premium"],
+                    signal_note,
+                    (order.get("data") or {}).get("ordId"),
+                ),
+            )
+            conn.commit()
+        finally:
+            conn.close()
+        return jsonify({"ok": True, "order": order, "sizing": sizing})
+
+    @app.route("/api/options/positions")
+    @lr
+    def api_options_positions():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        raw = cfg["fetch_option_positions"](ex)
+        rows = [cfg["format_position_row"](p) for p in raw]
+        return jsonify({"ok": True, "positions": rows})
+
+    @app.route("/api/options/close", methods=["POST"])
+    @lr
+    def api_options_close():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        data = request.get_json(silent=True) or {}
+        inst_id = (data.get("inst_id") or "").strip()
+        use_market = bool(data.get("market")) and cfg["allow_market_close"]
+        if not inst_id:
+            return jsonify({"ok": False, "msg": "缺少 inst_id"})
+        sheets = data.get("sheets")
+        q = cfg["quote_option_contract"](ex, inst_id)
+        bid = q.get("bid")
+        if not use_market and (bid is None or bid <= 0):
+            return jsonify({"ok": False, "msg": "暂无买一价，无法限价平仓"})
+        raw_positions = cfg["fetch_option_positions"](ex)
+        pos = next((p for p in raw_positions if str(p.get("instId")) == inst_id), None)
+        if not pos:
+            return jsonify({"ok": False, "msg": "未找到持仓"})
+        avail = float(pos.get("availPos") or pos.get("pos") or 0)
+        close_sheets = int(sheets) if sheets else int(abs(avail))
+        if close_sheets < 1:
+            return jsonify({"ok": False, "msg": "可平张数不足"})
+        if use_market:
+            try:
+                resp = ex.private_post_trade_order(
+                    {
+                        "instId": inst_id,
+                        "tdMode": cfg["td_mode"],
+                        "side": "sell",
+                        "ordType": "market",
+                        "sz": str(close_sheets),
+                    }
+                )
+                data_rows = (resp or {}).get("data") or []
+                if not data_rows or str(data_rows[0].get("sCode")) != "0":
+                    return jsonify({"ok": False, "msg": data_rows[0].get("sMsg") if data_rows else "市价平仓失败"})
+                order = {"ok": True, "data": data_rows[0]}
+            except Exception as e:
+                return jsonify({"ok": False, "msg": str(e)})
+        else:
+            order = cfg["place_option_limit_order"](
+                ex,
+                inst_id=inst_id,
+                side="sell",
+                sheets=close_sheets,
+                price=float(bid),
+                td_mode=cfg["td_mode"],
+            )
+            if not order.get("ok"):
+                return jsonify(order)
+        prem_recv = total_premium(float(bid or 0), close_sheets * float(q.get("ct_mult") or 0.01))
+        conn = cfg["get_db"]()
+        try:
+            init_options_tables(conn)
+            row = conn.execute(
+                "SELECT id, premium_paid FROM options_trades WHERE inst_id = ? AND status = 'open' ORDER BY id DESC LIMIT 1",
+                (inst_id,),
+            ).fetchone()
+            if row:
+                paid = float(row["premium_paid"] or 0)
+                pnl = prem_recv - paid
+                conn.execute(
+                    """
+                    UPDATE options_trades
+                    SET status = 'closed', close_quote = ?, premium_received = ?,
+                        realized_pnl = ?, close_ord_id = ?, closed_at = CURRENT_TIMESTAMP
+                    WHERE id = ?
+                    """,
+                    (
+                        bid,
+                        prem_recv,
+                        pnl,
+                        (order.get("data") or {}).get("ordId"),
+                        int(row["id"]),
+                    ),
+                )
+                conn.commit()
+        finally:
+            conn.close()
+        return jsonify({"ok": True, "order": order, "bid": bid, "sheets": close_sheets})
+
+    @app.route("/api/options/convert/quote", methods=["POST"])
+    @lr
+    def api_options_convert_quote():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        data = request.get_json(silent=True) or {}
+        try:
+            amount = float(data.get("amount"))
+        except (TypeError, ValueError):
+            return jsonify({"ok": False, "msg": "数量无效"})
+        return jsonify(cfg["estimate_usdt_to_usdc"](ex, amount))
+
+    @app.route("/api/options/convert/execute", methods=["POST"])
+    @lr
+    def api_options_convert_execute():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        data = request.get_json(silent=True) or {}
+        quote_id = (data.get("quote_id") or "").strip()
+        result = cfg["execute_convert"](ex, quote_id)
+        if result.get("ok"):
+            conn = cfg["get_db"]()
+            try:
+                init_options_tables(conn)
+                conn.execute(
+                    """
+                    INSERT INTO options_convert_log (from_ccy, to_ccy, rfq_sz, received_sz, quote_id, status, message)
+                    VALUES ('USDT', 'USDC', ?, ?, ?, 'ok', '')
+                    """,
+                    (
+                        data.get("rfq_sz"),
+                        (result.get("data") or {}).get("baseSz"),
+                        quote_id,
+                    ),
+                )
+                conn.commit()
+            finally:
+                conn.close()
+        return jsonify(result)
+
+    @app.route("/api/options/transfer", methods=["POST"])
+    @lr
+    def api_options_transfer():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        data = request.get_json(silent=True) or {}
+        ccy = (data.get("ccy") or "USDC").upper()
+        from_acct = (data.get("from") or "funding").strip()
+        to_acct = (data.get("to") or "trading").strip()
+        try:
+            amount = float(data.get("amount"))
+        except (TypeError, ValueError):
+            return jsonify({"ok": False, "msg": "数量无效"})
+        result = cfg["transfer_ccy"](ex, ccy, amount, from_acct, to_acct)
+        if result.get("ok"):
+            conn = cfg["get_db"]()
+            try:
+                init_options_tables(conn)
+                conn.execute(
+                    """
+                    INSERT INTO options_transfer_log (ccy, amount, from_account, to_account, status, message)
+                    VALUES (?, ?, ?, ?, 'ok', '')
+                    """,
+                    (ccy, amount, from_acct, to_acct),
+                )
+                conn.commit()
+            finally:
+                conn.close()
+        return jsonify(result)
+
+
+def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
+    if app.extensions.get("options_monitor_started"):
+        return
+    app.extensions["options_monitor_started"] = True
+
+    def _bid(inst_id: str) -> float | None:
+        ex = cfg.get("exchange_options")
+        if ex is None:
+            return None
+        try:
+            q = cfg["quote_option_contract"](ex, inst_id)
+            return q.get("bid")
+        except Exception:
+            return None
+
+    def _positions():
+        ex = cfg.get("exchange_options")
+        if ex is None:
+            return []
+        raw = cfg["fetch_option_positions"](ex)
+        return [cfg["format_position_row"](p) for p in raw]
+
+    t = threading.Thread(
+        target=options_monitor_loop,
+        kwargs={
+            "enabled": True,
+            "poll_seconds": cfg["poll_seconds"],
+            "get_db": cfg["get_db"],
+            "fetch_positions": _positions,
+            "ticker_bid_fn": _bid,
+            "send_wechat": cfg["send_wechat"],
+            "account_label": cfg["account_label"],
+            "profit_ratio": cfg["profit_ratio"],
+        },
+        daemon=True,
+        name="options-monitor",
+    )
+    t.start()

lib/options/templates/options_panel.html

@@ -0,0 +1,128 @@
+<div class="card options-page-card" style="grid-column:1/-1" id="options-root"
+     data-trade-budget="{{ options_trade_budget | default(10) }}"
+     data-default-underly="{{ options_default_underly | default('ETH') }}">
+    <h2>期权（USDⓈ 本位 · 仅买方）</h2>
+    <p class="muted options-hint">资金账户兑换 USDT→USDC 后，划转到交易账户即可买入。报价单位为每 1 ETH/BTC；1 张 = 0.01 ETH/BTC。</p>
+
+    <div class="options-funds-grid">
+        <div class="options-funds-col">
+            <h3>资金账户</h3>
+            <div class="options-fund-row"><span>USDT</span><strong id="opt-funding-usdt">—</strong></div>
+            <div class="options-fund-row"><span>USDC</span><strong id="opt-funding-usdc">—</strong></div>
+        </div>
+        <div class="options-funds-col">
+            <h3>交易账户</h3>
+            <div class="options-fund-row"><span>USDT</span><strong id="opt-trading-usdt">—</strong></div>
+            <div class="options-fund-row"><span>USDC</span><strong id="opt-trading-usdc">—</strong></div>
+            <div class="options-fund-row"><span>USDG</span><strong id="opt-trading-usdg">—</strong></div>
+        </div>
+        <div class="options-funds-col options-funds-meta">
+            <div class="options-fund-row"><span>单笔权利金上限</span><strong id="opt-trade-budget">—</strong></div>
+            <button type="button" class="btn-secondary" id="opt-refresh-balances">刷新余额</button>
+        </div>
+    </div>
+
+    <div class="options-section card-nested">
+        <h3>币种兑换（资金账户 USDT → USDC）</h3>
+        <div class="form-row options-convert-row">
+            <input type="number" id="opt-convert-amount" min="0" step="0.01" placeholder="USDT 数量">
+            <button type="button" class="btn-secondary" id="opt-convert-quote-btn">询价</button>
+            <button type="button" class="btn-primary" id="opt-convert-exec-btn" disabled>确认兑换</button>
+        </div>
+        <div id="opt-convert-preview" class="muted"></div>
+    </div>
+
+    <div class="options-section card-nested">
+        <h3>账户划转</h3>
+        <div class="form-row options-transfer-row">
+            <select id="opt-transfer-ccy">
+                <option value="USDC" selected>USDC</option>
+                <option value="USDT">USDT</option>
+            </select>
+            <select id="opt-transfer-from">
+                <option value="funding" selected>资金账户</option>
+                <option value="trading">交易账户</option>
+            </select>
+            <span>→</span>
+            <select id="opt-transfer-to">
+                <option value="trading" selected>交易账户</option>
+                <option value="funding">资金账户</option>
+            </select>
+            <input type="number" id="opt-transfer-amount" min="0" step="0.01" placeholder="数量">
+            <button type="button" class="btn-primary" id="opt-transfer-btn">确认划转</button>
+        </div>
+        <div id="opt-transfer-msg" class="muted"></div>
+    </div>
+
+    <div class="options-section">
+        <div class="form-row options-chain-toolbar">
+            <button type="button" class="btn-secondary opt-uly-btn active" data-uly="ETH">ETH</button>
+            <button type="button" class="btn-secondary opt-uly-btn" data-uly="BTC">BTC</button>
+            <select id="opt-exp-select"><option value="">选择到期日</option></select>
+            <button type="button" class="btn-secondary opt-type-btn active" data-type="C">看涨 Call</button>
+            <button type="button" class="btn-secondary opt-type-btn" data-type="P">看跌 Put</button>
+            <button type="button" class="btn-secondary" id="opt-load-chain">刷新链</button>
+        </div>
+        <div id="opt-index-line" class="muted"></div>
+        <div class="options-strike-table-wrap">
+            <table class="options-strike-table" id="opt-strike-table">
+                <thead>
+                    <tr>
+                        <th>行权价</th>
+                        <th>合约</th>
+                        <th>卖一</th>
+                        <th>买一</th>
+                        <th>操作</th>
+                    </tr>
+                </thead>
+                <tbody id="opt-strike-tbody">
+                    <tr><td colspan="5" class="muted">请选择到期日</td></tr>
+                </tbody>
+            </table>
+        </div>
+    </div>
+
+    <div class="options-section card-nested" id="opt-order-panel" style="display:none">
+        <h3>下单</h3>
+        <div id="opt-order-inst" class="options-order-inst"></div>
+        <div class="options-order-grid">
+            <div><span class="k">卖一（每1币）</span><span id="opt-order-ask" class="v">—</span></div>
+            <div><span class="k">张数</span><span id="opt-order-sheets" class="v">—</span></div>
+            <div><span class="k">ETH/BTC 数量</span><span id="opt-order-eth" class="v">—</span></div>
+            <div><span class="k">预估权利金</span><span id="opt-order-premium" class="v">—</span></div>
+        </div>
+        <div class="form-row">
+            <label><input type="radio" name="opt-size-mode" value="budget_full" checked> 按单笔上限打满</label>
+            <label><input type="radio" name="opt-size-mode" value="eth_amount"> 指定币数量</label>
+            <input type="number" id="opt-eth-amount" min="0.01" step="0.01" placeholder="如 0.5" style="display:none">
+            <input type="text" id="opt-signal-note" placeholder="备注（关键位说明）">
+            <button type="button" class="btn-primary" id="opt-open-btn">限价买入 @ 卖一</button>
+        </div>
+        <div id="opt-order-msg" class="muted"></div>
+    </div>
+
+    <div class="options-section">
+        <h3>持仓</h3>
+        <button type="button" class="btn-secondary" id="opt-refresh-positions">刷新持仓</button>
+        <div class="options-strike-table-wrap">
+            <table class="options-strike-table" id="opt-positions-table">
+                <thead>
+                    <tr>
+                        <th>合约</th>
+                        <th>张数</th>
+                        <th>币量</th>
+                        <th>开仓均价</th>
+                        <th>标记价</th>
+                        <th>浮盈</th>
+                        <th>收益率</th>
+                        <th>操作</th>
+                    </tr>
+                </thead>
+                <tbody id="opt-positions-tbody">
+                    <tr><td colspan="8" class="muted">暂无持仓</td></tr>
+                </tbody>
+            </table>
+        </div>
+    </div>
+</div>
+<script src="/static/options_panel.js?v=1"></script>

tests/test_options_pricing.py

@@ -0,0 +1,45 @@
+"""期权定价单测。"""
+from lib.options.options_pricing_lib import (
+    calc_order_size,
+    premium_per_sheet,
+    sheets_from_eth_amount,
+    total_premium,
+)
+
+
+def test_premium_per_sheet():
+    assert abs(premium_per_sheet(15.6, 0.01) - 0.156) < 1e-9
+
+
+def test_total_premium_half_eth():
+    assert abs(total_premium(15.6, 0.5) - 7.8) < 1e-9
+
+
+def test_sheets_from_eth():
+    assert sheets_from_eth_amount(0.5, 0.01) == 50
+
+
+def test_calc_order_size_budget():
+    r = calc_order_size(
+        quote_per_unit=15.6,
+        ct_mult=0.01,
+        min_sz=1,
+        budget_usdc=10,
+        budget_buffer=0.95,
+        budget_cap=10,
+    )
+    assert r["ok"] is True
+    assert r["sheets"] >= 1
+    assert r["total_premium"] <= 10
+
+
+def test_calc_order_size_too_small():
+    r = calc_order_size(
+        quote_per_unit=2000.0,
+        ct_mult=0.01,
+        min_sz=1,
+        budget_usdc=10,
+        budget_buffer=0.95,
+        budget_cap=10,
+    )
+    assert r["ok"] is False