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>
This commit is contained in:
@@ -553,12 +553,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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# 币本位:报价预览走 USDT 预算→估币→张数,禁止再查 USDC
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try:
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from lib.options.options_margin_mode_lib import (
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calc_sheets_from_coin_balance,
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is_coin_margin_mode,
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margin_mode_from_inst_id,
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)
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from lib.options.options_coin_open_lib import coin_budget_preview
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from lib.exchange.okx_options_lib import cap_option_buy_sheets_to_ask_depth, option_buy_liquidity_ok
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from lib.exchange.okx_options_lib import option_buy_liquidity_ok
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if is_coin_margin_mode():
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ask = q.get("ask")
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@@ -637,61 +636,31 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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)
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idx = _safe_float(q.get("index_px")) or _safe_float(q.get("idxPx"))
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budget_usdt = float(budget_info["budget_usdt"])
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est_coin = (budget_usdt / float(idx)) if idx and float(idx) > 0 else None
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if est_coin is None or est_coin <= 0:
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return jsonify(
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{
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**q,
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"ok": True,
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"can_open": False,
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"msg": "无法用指数估算可买币量",
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"options_margin_mode": "coin",
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"coin_budget": budget_info,
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"sizing": {
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"ok": False,
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"msg": "缺少指数价,无法预估张数",
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"sheets": 0,
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"eth_amount": 0.0,
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"total_premium": 0.0,
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},
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}
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)
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sizing = calc_sheets_from_coin_balance(
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target_sheets = sheet_count if mode == "sheets" and sheet_count is not None else None
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if mode == "eth" and request.args.get("eth"):
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# 指定币量:按币量反推张数后再走统一规划
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try:
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eth_want = float(request.args.get("eth"))
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except (TypeError, ValueError):
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eth_want = 0.0
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if eth_want > 0 and float(ct_mult) > 0:
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import math
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target_sheets = max(int(min_sz), int(math.floor(eth_want / float(ct_mult) + 1e-12)))
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from lib.options.options_margin_mode_lib import plan_coin_open_by_budget
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sizing = plan_coin_open_by_budget(
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quote_per_unit=float(ask),
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ct_mult=float(ct_mult),
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min_sz=int(min_sz),
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coin_available=float(est_coin),
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budget_usdt=budget_usdt,
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index_px=float(idx or 0),
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ask_sz=ask_sz,
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target_sheets=target_sheets,
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)
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if sizing.get("ok"):
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capped, cap_msg = cap_option_buy_sheets_to_ask_depth(
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int(sizing.get("sheets") or 0),
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ask_sz,
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min_sz=int(min_sz),
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)
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if capped is None:
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sizing = {
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"ok": False,
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"msg": cap_msg,
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"sheets": 0,
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"eth_amount": 0.0,
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"total_premium": 0.0,
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}
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elif capped < int(sizing.get("sheets") or 0):
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sizing = calc_sheets_from_coin_balance(
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quote_per_unit=float(ask),
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ct_mult=float(ct_mult),
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min_sz=int(min_sz),
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coin_available=float(capped) * float(ask) * float(ct_mult),
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)
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if sizing.get("ok"):
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sizing["ask_depth_capped"] = True
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sizing["ask_sz"] = ask_sz
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sizing["msg"] = f"已按卖一深度限制为 {capped} 张"
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if sizing.get("ok"):
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sizing["total_premium"] = sizing.get("coin_premium")
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sizing["premium_ccy"] = (inst_id.split("-")[0] if inst_id else "ETH").upper()
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sizing["est_coin"] = round(float(est_coin), 8)
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sizing["est_note"] = "张数为预算估币预览;实盘按买币后可用量开满"
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sizing["est_coin"] = sizing.get("buy_coin")
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q = _attach_close_preview(
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cfg,
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ex,
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@@ -1025,6 +994,25 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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from lib.options.options_coin_open_lib import open_coin_option_buy_full
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if is_coin_margin_mode():
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want_sheets = None
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if mode == "sheets":
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try:
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want_sheets = int(data.get("sheets") or 0) or None
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except (TypeError, ValueError):
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want_sheets = None
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elif mode == "eth":
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try:
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eth_want = float(data.get("eth") or 0)
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except (TypeError, ValueError):
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eth_want = 0.0
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if eth_want > 0:
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q0 = cfg["quote_option_contract"](ex, inst_id)
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ct0 = float((q0 or {}).get("ct_mult") or 0.01)
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min0 = int((q0 or {}).get("min_sz") or 1)
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if ct0 > 0:
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import math
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want_sheets = max(min0, int(math.floor(eth_want / ct0 + 1e-12)))
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result = open_coin_option_buy_full(
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cfg,
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ex,
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@@ -1033,6 +1021,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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target_index=target_index,
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profit_exit_enabled=profit_exit_enabled,
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profit_exit_mult=profit_exit_mult,
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target_sheets=want_sheets,
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)
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if result.get("ok"):
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from lib.exchange.okx_options_lib import invalidate_option_positions_cache
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