币本位买币改为按最大可开张数×权利金×可配缓冲，不全额兑换USDT

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

lib/options/options_coin_open_lib.py

@@ -17,6 +17,7 @@ from lib.options.options_margin_mode_lib import (
     is_coin_margin_mode,
     margin_mode_from_inst_id,
     normalize_options_margin_mode,
+    plan_coin_open_by_budget,
     premium_ccy_for_mode,
 )
 from lib.options.options_spot_bridge_lib import (
@@ -56,8 +57,9 @@ def open_coin_option_buy_full(
     target_index: float | None = None,
     profit_exit_enabled: bool = False,
     profit_exit_mult: float = 1.0,
+    target_sheets: int | None = None,
 ) -> dict[str, Any]:
-    """先买满 USDT 预算对应的币,再按卖一尽量开满."""
+    """先按最大可开张数估权利金×现货缓冲买币,再开对应张数(不全额兑换预算)."""
     from lib.options.options_db import init_options_tables
     from lib.options.options_position_limit_lib import (
         compound_full_single_position_block_msg,
@@ -111,16 +113,56 @@ def open_coin_option_buy_full(
                 "can_open": False,
             }
 
-        # 1) 买币(用买入前后可用差作为本轮币量,避免叠加原有现货)
+        ct_mult = float(q.get("ct_mult") or 0.01)
+        min_sz = int(q.get("min_sz") or 1)
+        idx = None
+        try:
+            idx = float(q.get("index_px") or q.get("idxPx") or 0)
+        except (TypeError, ValueError):
+            idx = 0.0
+        if idx <= 0:
+            try:
+                from lib.exchange.okx_options_lib import fetch_index_price
+
+                idx = float(fetch_index_price(ex, f"{underlying}-USD") or 0)
+            except Exception:
+                idx = 0.0
+
+        plan = plan_coin_open_by_budget(
+            quote_per_unit=float(ask),
+            ct_mult=ct_mult,
+            min_sz=min_sz,
+            budget_usdt=budget_usdt,
+            index_px=float(idx),
+            ask_sz=ask_sz,
+            target_sheets=target_sheets,
+        )
+        if not plan.get("ok"):
+            return {
+                "ok": False,
+                "msg": plan.get("msg") or "无法规划买币张数",
+                "plan": plan,
+                "budget": budget_info,
+                "can_open": False,
+            }
+        buy_usdt = float(plan["buy_usdt"])
+        sheets = int(plan["sheets"])
+
+        # 1) 仅买「权利金×现货缓冲」所需 USDT,不全额兑换预算
         coin_before = fetch_trading_coin_available(ex, underlying) or 0.0
-        buy = spot_market_buy_coin_with_usdt(ex, underlying=underlying, usdt_amount=budget_usdt)
+        buy = spot_market_buy_coin_with_usdt(ex, underlying=underlying, usdt_amount=buy_usdt)
         if not buy.get("ok"):
-            return {"ok": False, "msg": f"现货买入 {underlying} 失败: {buy.get('msg')}", "budget": budget_info}
+            return {
+                "ok": False,
+                "msg": f"现货买入 {underlying} 失败: {buy.get('msg')}",
+                "budget": budget_info,
+                "plan": plan,
+            }
         bridge_id = insert_bridge(
             conn,
             underlying=underlying,
             status=BRIDGE_BOUGHT,
-            budget_usdt=budget_usdt,
+            budget_usdt=buy_usdt,
             buy_ord_id=str(buy.get("ord_id") or ""),
             inst_id=inst_id,
             message="已买币,待开期权",
@@ -143,6 +185,7 @@ def open_coin_option_buy_full(
                 "msg": "买币后读不到可用余额,已尝试卖回 USDT",
                 "rollback": rb,
                 "budget": budget_info,
+                "plan": plan,
             }
         coin_bought = max(0.0, float(coin_after) - float(coin_before or 0))
         if coin_bought <= 0:
@@ -155,8 +198,6 @@ def open_coin_option_buy_full(
             return {"ok": False, "msg": "买币后可用增量无效", "rollback": rb, "budget": budget_info}
         update_bridge(conn, bridge_id, coin_bought=float(coin_bought))
 
-        ct_mult = float(q.get("ct_mult") or 0.01)
-        min_sz = int(q.get("min_sz") or 1)
         sizing = calc_sheets_from_coin_balance(
             quote_per_unit=float(ask),
             ct_mult=ct_mult,
@@ -172,9 +213,10 @@ def open_coin_option_buy_full(
                 reason=sizing.get("msg") or "张数不足",
                 coin_amount=float(coin_bought),
             )
-            return {"ok": False, "msg": sizing.get("msg"), "sizing": sizing, "rollback": rb, "budget": budget_info}
+            return {"ok": False, "msg": sizing.get("msg"), "sizing": sizing, "rollback": rb, "budget": budget_info, "plan": plan}
 
-        sheets = int(sizing["sheets"])
+        # 实盘以买到的币为准,但不超过规划张数
+        sheets = min(int(sizing["sheets"]), int(plan["sheets"]))
         capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=min_sz)
         if capped is None:
             rb = rollback_bought_coin_to_usdt(
@@ -190,6 +232,13 @@ def open_coin_option_buy_full(
                 "coin_premium": round(sheets * float(ask) * ct_mult, 8),
                 "ask_depth_capped": True,
             }
+        else:
+            sizing = {
+                "ok": True,
+                "sheets": sheets,
+                "eth_amount": round(sheets * ct_mult, 8),
+                "coin_premium": round(sheets * float(ask) * ct_mult, 8),
+            }
 
         tick_sz = q.get("tick_sz")
         order = cfg["place_option_limit_order"](
@@ -292,7 +341,7 @@ def open_coin_option_buy_full(
             signal_note=signal_note,
             exchange_ord_id=ord_id,
             bridge_id=bridge_id,
-            budget_usdt=budget_usdt,
+            budget_usdt=buy_usdt,
             premium_ccy=premium_ccy,
             profit_exit_enabled=profit_exit_enabled,
             profit_exit_mult=profit_exit_mult,