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Add OKX three-way trade mode for options vs hedge.

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Env OKX_TRADE_MODE selects standalone options, perp hedge, or OO hedge; hide the other module UI and use group or position limits per mode.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-30 08:28:50 +08:00
parent f9c2a63cbc
commit 83ce50b24e
11 changed files with 417 additions and 69 deletions
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lib/env/env_schema.py
Vendored
+7
View File
@@ -91,6 +91,8 @@ HOT_RELOAD_EXACT = frozenset({
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS",
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
"OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
"OKX_TRADE_MODE",
"MAX_ACTIVE_HEDGE_PLANS",
"HEDGE_PLAN_LIVE_ORDER",
"HEDGE_PLAN_OPEN_ORDER",
"HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS",
@@ -145,6 +147,11 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
("budget", "预算金额"),
("sheets", "张数"),
),
"OKX_TRADE_MODE": (
("options", "单独期权"),
("perp_options", "永期对冲"),
("options_options", "期期对冲"),
),
}
_SELECT_ALIASES: dict[str, dict[str, str]] = {
lib/env/env_ui_manifest.py
Vendored
+127 -52
View File
@@ -119,6 +119,18 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
},
]
_MODE_SECTION: dict[str, Any] = {
"title": "期权/对冲模式",
"exchanges": frozenset({"okx"}),
"fields": [
(
"OKX_TRADE_MODE",
"交易模式",
"三选一:单独期权 / 永期对冲 / 期期对冲.选单独期权时隐藏对冲导航与对冲配置;选对冲时不可单独开期权",
),
],
}
_OPTIONS_SECTION: dict[str, Any] = {
"title": "期权账户",
"exchanges": frozenset({"okx"}),
@@ -133,7 +145,7 @@ _OPTIONS_SECTION: dict[str, Any] = {
(
"OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
"期权持仓上限(笔)",
"默认 0=不限制;按交易所期权合约笔数计数.期期对冲一次需 2 笔,上限设 1 时无法开期期(须≥2 或 0).同合约加仓不占新笔数.",
"仅「单独期权」模式生效;默认 0=不限制;按交易所期权合约笔数计数,同合约加仓不占新笔数",
),
("OKX_OPTIONS_DEFAULT_UNDERLY", "默认标的", "如 ETH"),
(
@@ -144,55 +156,69 @@ _OPTIONS_SECTION: dict[str, Any] = {
],
}
# 对冲公共字段(不含已由 OKX_TRADE_MODE 取代的 ENABLED/SHOW/MUTUAL)
_HEDGE_COMMON_FIELDS: list[tuple[str, str, str]] = [
("HEDGE_PLAN_LIVE_ORDER", "允许对冲真实下单", "再与实盘 LIVE_TRADING_ENABLED 同开才可启动"),
(
"MAX_ACTIVE_HEDGE_PLANS",
"对冲组数上限",
"默认 1;同时进行中的对冲计划组数(opening/active/partial),可改",
),
("HEDGE_PLAN_MONITOR_POLL_SECONDS", "对冲监控轮询(秒)", "默认 15"),
(
"HEDGE_PLAN_BUDGET_BUFFER",
"对冲预算缓冲比例",
"默认 0.95;仅对冲计划;与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立",
),
(
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
"半腿失败改手动补开",
"默认 true;开启时半腿失败不自动平,计划挂 partial,页面可补开;并强制关闭下方自动平",
),
(
"HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION",
"半腿失败时自动平期权",
"默认 true;若上方「半腿失败改手动补开」开启则本项强制无效",
),
]
_HEDGE_PO_FIELDS: list[tuple[str, str, str]] = [
("HEDGE_PLAN_OPEN_ORDER", "永期开仓顺序", "options_first 或 perp_first"),
("HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS", "永期止损后强制平期权", "保护机制,建议保持 true"),
("HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS", "永期止盈后强制平期权", "默认 false,保险腿不平"),
]
_HEDGE_OO_FIELDS: list[tuple[str, str, str]] = [
("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", "期期只平盈利腿", "达目标价只平盈利方"),
(
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
"期期平仓模式(方案C)",
"默认 true;开启后页面可选「到期平/全平」;关闭则固定到期平",
),
(
"HEDGE_PLAN_OO_BIAS_SPLIT_BY",
"期期做多做空拆分口径",
"默认预算金额;budget=按权利金预算分两腿;sheets=先算同张数再按比例拆",
),
(
"HEDGE_PLAN_OO_BIAS_RATIO",
"期期做多做空主腿占比",
"默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
),
]
# 兼容旧测试/全量字段列表(写 env 时仍允许这些键,但 UI 按模式过滤)
_HEDGE_PLAN_SECTION: dict[str, Any] = {
"title": "对冲计划",
"exchanges": frozenset({"okx"}),
"fields": [
("HEDGE_PLAN_ENABLED", "启用对冲计划", "关闭则隐藏导航且不可开仓"),
("HEDGE_PLAN_SHOW_PERP_OPTIONS", "显示永期对冲", "默认 true;关闭后隐藏永期 Tab,不可测算/开仓"),
("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "显示期期对冲", "默认 true;关闭后隐藏期期 Tab,不可测算/开仓"),
("HEDGE_PLAN_LIVE_ORDER", "允许对冲真实下单", "再与实盘 LIVE_TRADING_ENABLED 同开才可启动永期"),
("HEDGE_PLAN_OPEN_ORDER", "永期开仓顺序", "options_first 或 perp_first"),
("HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS", "永期止损后强制平期权", "保护机制,建议保持 true"),
("HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS", "永期止盈后强制平期权", "默认 false,保险腿不平"),
("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", "期期只平盈利腿", "达目标价只平盈利方"),
(
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
"期期平仓模式(方案C)",
"默认 true;开启后页面可选「到期平/全平」(盈利腿平后另一腿);关闭则固定到期平",
),
(
"HEDGE_PLAN_OO_BIAS_SPLIT_BY",
"期期做多做空拆分口径",
"默认预算金额;budget=按权利金预算按比例分两腿;sheets=先算同张数总张数(2n)再按比例拆",
),
(
"HEDGE_PLAN_OO_BIAS_RATIO",
"期期做多做空主腿占比",
"默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
),
(
"HEDGE_PLAN_BUDGET_BUFFER",
"对冲预算缓冲比例",
"默认 0.95;仅对冲计划(期期可用预算=交易户×本比例);与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立",
),
(
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
"对冲与期权互斥门控",
"默认 true;开启时:有对冲计划则不可单独开期权,有单独期权则不可启动对冲;关闭后两边可同时开",
),
(
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
"半腿失败改手动补开",
"默认 true;开启时半腿失败不自动平,计划挂 partial,页面可补开永续/腿B;并强制关闭下方自动平",
),
("MAX_ACTIVE_HEDGE_PLANS", "最大同时活跃计划数", "建议 1"),
("HEDGE_PLAN_MONITOR_POLL_SECONDS", "对冲监控轮询(秒)", "默认 15"),
(
"HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION",
"半腿失败时自动平期权",
"默认 true;若上方「半腿失败改手动补开」开启则本项强制无效(不会自动平)",
),
("HEDGE_PLAN_ENABLED", "启用对冲计划", "已由「交易模式」取代,一般无需再改"),
("HEDGE_PLAN_SHOW_PERP_OPTIONS", "显示永期对冲", "已由「交易模式」取代"),
("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "显示期期对冲", "已由「交易模式」取代"),
("HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE", "对冲与期权互斥门控", "已由「交易模式」三选一取代"),
*_HEDGE_COMMON_FIELDS,
*_HEDGE_PO_FIELDS,
*_HEDGE_OO_FIELDS,
],
}
@@ -212,6 +238,8 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "true",
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED": "true",
"OKX_OPTIONS_MAX_ACTIVE_POSITIONS": "0",
"OKX_TRADE_MODE": "options",
"MAX_ACTIVE_HEDGE_PLANS": "1",
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED": "true",
"HEDGE_PLAN_OO_BIAS_SPLIT_BY": "budget",
"HEDGE_PLAN_OO_BIAS_RATIO": "0.7",
@@ -293,24 +321,69 @@ def _build_field(
return out
def ui_sections_for_exchange(exchange_key: str) -> list[dict[str, Any]]:
def _okx_mode_for_env_ui() -> str:
try:
from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
return get_okx_trade_mode()
except Exception:
return "options"
def _options_fields_for_mode(mode: str) -> list[tuple[str, str, str]]:
fields = list(_OPTIONS_SECTION["fields"])
if mode != "options":
fields = [f for f in fields if f[0] != "OKX_OPTIONS_MAX_ACTIVE_POSITIONS"]
return fields
def _hedge_fields_for_mode(mode: str) -> list[tuple[str, str, str]]:
if mode == "perp_options":
return [*_HEDGE_COMMON_FIELDS, *_HEDGE_PO_FIELDS]
if mode == "options_options":
return [*_HEDGE_COMMON_FIELDS, *_HEDGE_OO_FIELDS]
return []
def ui_sections_for_exchange(
exchange_key: str,
*,
mode: str | None = None,
) -> list[dict[str, Any]]:
ex = (exchange_key or "").strip().lower()
sections: list[dict[str, Any]] = []
live_fields = _EXCHANGE_LIVE_FIELDS.get(ex, _EXCHANGE_LIVE_FIELDS["okx"])
sections.append({"title": "交易所与实盘", "fields": live_fields})
sections.extend(_SHARED_SECTIONS)
if ex in _OPTIONS_SECTION.get("exchanges", frozenset()):
sections.append(_OPTIONS_SECTION)
if ex in _HEDGE_PLAN_SECTION.get("exchanges", frozenset()):
sections.append(_HEDGE_PLAN_SECTION)
if ex in _MODE_SECTION.get("exchanges", frozenset()):
from lib.hedge_plan.okx_trade_mode_lib import normalize_okx_trade_mode
m = normalize_okx_trade_mode(mode) if mode else ""
if not m:
m = _okx_mode_for_env_ui()
sections.append(_MODE_SECTION)
sections.append({"title": "期权账户", "fields": _options_fields_for_mode(m)})
hedge_fields = _hedge_fields_for_mode(m)
if hedge_fields:
title = "对冲计划·永期" if m == "perp_options" else "对冲计划·期期"
sections.append({"title": title, "fields": hedge_fields})
return sections
def ui_allowed_keys(exchange_key: str) -> frozenset[str]:
"""可写键=当前模式可见字段 + 模式切换键 + 遗留对冲开关(兼容旧脚本写入)."""
keys: set[str] = set()
for sec in ui_sections_for_exchange(exchange_key):
for item in sec["fields"]:
keys.add(item[0])
ex = (exchange_key or "").strip().lower()
if ex == "okx":
keys.add("OKX_TRADE_MODE")
# 允许写入遗留键,避免旧自动化/手改失败;页面不再展示
for item in _HEDGE_PLAN_SECTION["fields"]:
keys.add(item[0])
for item in _OPTIONS_SECTION["fields"]:
keys.add(item[0])
return frozenset(keys)
@@ -323,7 +396,9 @@ def build_env_ui_payload(
env_lines = read_env_lines(env_path)
values = env_get_all(env_lines)
groups: list[dict[str, Any]] = []
for sec in ui_sections_for_exchange(exchange_key):
for sec in ui_sections_for_exchange(
exchange_key, mode=values.get("OKX_TRADE_MODE") or ""
):
fields = [
_build_field(key, label, note, schema, values)
for key, label, note in sec["fields"]