dekun/crypto_monitor
0
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix(options): expose chain DTE in env UI and show nearest expiries for OO

Browse Source 
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-10 17:54:03 +08:00
parent a90876d772
commit 860ebef4a7
6 changed files with 45 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/common/static/hedge_plan.js
+14 -9
View File
@@ -1120,12 +1120,17 @@
if (!sel) return;
const prev = sel.value;
const isPoSel = sel.id === "hp-exp-select";
// 永期以期权为主:到期下拉按「最低剩余小时」过滤;期期下拉不过滤,保证明天到期可见
const minH = isPoSel && isOptionPrimary() ? numInput("hp-min-hours", 36) : 0;
sel.innerHTML = '<option value="">选择到期日</option>';
let firstOk = null;
let skippedNear = 0;
(chain.expiries || []).forEach(function (e) {
const h = hoursFromExpMs(e.exp_time);
if (minH > 0 && h != null && h < minH) return;
if (minH > 0 && h != null && h < minH) {
skippedNear += 1;
return;
}
const opt = document.createElement("option");
opt.value = String(e.exp_time);
const dt = new Date(Number(e.exp_time) < 1e12 ? Number(e.exp_time) * 1000 : Number(e.exp_time));
@@ -1137,18 +1142,18 @@
if (!sel.value && firstOk) {
sel.value = String(firstOk.exp_time);
}
if (isPoSel && skippedNear > 0 && minH > 0) {
const tip = document.createElement("option");
tip.disabled = true;
tip.textContent = "(已隐藏 " + skippedNear + " 个不足 " + minH + "h 的到期 · 可改左侧最低剩余小时)";
sel.appendChild(tip);
}
}
async function loadChain() {
let url =
// 拉完整链(按 CHAIN_MAX_DTE);永期「最低剩余小时」只在左侧到期下拉里过滤,不影响期期看到明天到期
const url =
"/api/hedge-plan/options-chain?underlying=" + encodeURIComponent(state.underlying);
if (isOptionPrimary()) {
url +=
"&option_primary=1&min_hours=" +
encodeURIComponent(String(numInput("hp-min-hours", 36))) +
"&strike_interval=" +
encodeURIComponent(String(numInput("hp-strike-interval", 15)));
}
const d = await apiJson(url);
state.chain = d;
const idx = $("hp-index-line");
lib/env/env_schema.py
Vendored
+2
View File
@@ -92,6 +92,8 @@ HOT_RELOAD_EXACT = frozenset({
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS",
"OKX_SHOW_PERP_FUNDS",
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
"OKX_OPTIONS_CHAIN_MAX_DTE_DAYS",
"OKX_OPTIONS_MAX_DTE_DAYS",
"OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
"OKX_TRADE_MODE",
"MAX_ACTIVE_HEDGE_PLANS",
lib/env/env_ui_manifest.py
Vendored
+12
View File
@@ -151,6 +151,16 @@ _OPTIONS_SECTION: dict[str, Any] = {
"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"),
(
"OKX_OPTIONS_CHAIN_MAX_DTE_DAYS",
"期权链展示天数",
"默认 14;下拉到期日只出现该天数内的合约(含明天)",
),
(
"OKX_OPTIONS_MAX_DTE_DAYS",
"开仓最大剩余天数",
"默认 2;单独开期权时拒绝更远到期(与链展示天数独立)",
),
(
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
"链上仅显示有卖一",
@@ -261,6 +271,8 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "true",
"OKX_SHOW_PERP_FUNDS": "true",
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED": "true",
"OKX_OPTIONS_CHAIN_MAX_DTE_DAYS": "14",
"OKX_OPTIONS_MAX_DTE_DAYS": "2",
"OKX_OPTIONS_MAX_ACTIVE_POSITIONS": "0",
"OKX_TRADE_MODE": "options",
"MAX_ACTIVE_HEDGE_PLANS": "1",
lib/hedge_plan/hedge_plan_register.py
+11 -3
View File
@@ -677,17 +677,25 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
if ex is None:
return jsonify({"ok": False, "msg": "期权交易所未初始化"}), 400
u = (request.args.get("underlying") or cfg.get("default_underly") or "ETH").upper()
# 热更新:链展示天数每次读 env
chain_max_dte = float(
os.getenv("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS")
or os.getenv("OKX_OPTIONS_MAX_DTE_DAYS")
or cfg.get("chain_max_dte")
or 14
)
try:
chain = cfg["build_option_chain"](
ex,
u,
max_dte_days=float(cfg.get("chain_max_dte") or 14),
max_dte_days=chain_max_dte,
itm_only=False,
itm_max_dist_usd=float(os.getenv("OKX_OPTIONS_ITM_MAX_DIST_USD") or "30"),
)
except Exception as e:
return jsonify({"ok": False, "msg": f"拉取期权链失败: {e}"}), 500
# 以期权为主:可选最短剩余小时 / 行权间隔过滤(也回写 hours_to_expiry 供前端)
# 可选:永期以期权为主时按最低剩余小时/行权间隔过滤(仅当请求显式带 option_primary)
# 默认拉链不再带此过滤,避免期期看不到明天到期
option_primary = (request.args.get("option_primary") or "").strip().lower() in (
"1",
"true",
@@ -744,7 +752,7 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
"ok": True,
**chain,
"underlying": u,
"chain_max_dte_days": cfg.get("chain_max_dte"),
"chain_max_dte_days": chain_max_dte,
"account_kind": "options",
"account_label": cfg.get("options_account_label") or "期权账户",
"account_note": "期权腿使用期权账户(交易 USDC)",
lib/hedge_plan/templates/hedge_plan_panel.html
+1 -1
View File
@@ -406,4 +406,4 @@
</div>
</div>
</div>
<script src="/static/hedge_plan.js?v=45"></script>
<script src="/static/hedge_plan.js?v=46"></script>
lib/options/options_register.py
+5 -3
View File
@@ -364,11 +364,13 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
if ex is None:
return jsonify({"ok": False, "msg": err})
u = (request.args.get("underlying") or cfg["default_underly"]).upper()
# 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:
chain = cfg["build_option_chain"](
ex,
u,
max_dte_days=cfg["chain_max_dte_days"],
max_dte_days=chain_max_dte,
itm_only=False,
itm_max_dist_usd=cfg["itm_max_dist"],
)
@@ -385,7 +387,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
"ok": False,
"msg": chain_err or "暂无到期日,请稍后点「刷新链」",
**chain,
"chain_max_dte_days": cfg["chain_max_dte_days"],
"chain_max_dte_days": chain_max_dte,
"ask_liq_filter_enabled": ask_liq_filter,
"budget_buffer": budget_buffer,
"trade_budget": cfg["trade_budget"],
@@ -395,7 +397,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
{
"ok": True,
**chain,
"chain_max_dte_days": cfg["chain_max_dte_days"],
"chain_max_dte_days": chain_max_dte,
"ask_liq_filter_enabled": ask_liq_filter,
"budget_buffer": budget_buffer,
"trade_budget": cfg["trade_budget"],