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

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-07 08:17:27 +08:00
parent 814fe67a21
commit 806bb074ab
19 changed files with 2009 additions and 3 deletions
@@ -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)))