Align hedge-plan perp contract precision with exchange and show TP/SL USDT PnL.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-14 12:49:03 +08:00
parent 036501b70c
commit 9e0d89bd01
8 changed files with 148 additions and 19 deletions
+17
View File
@@ -69,6 +69,23 @@ def suggest_contracts_from_notional(
return float(notional) / (float(entry) * float(contract_size))
def floor_contracts_to_precision(contracts: float, decimals: int) -> float:
"""按交易所张数精度向下取整,避免建议张数超过可用保证金."""
import math
raw = float(contracts or 0.0)
if raw <= 0:
return 0.0
try:
d = int(decimals)
except (TypeError, ValueError):
d = 0
if d <= 0:
return float(math.floor(raw + 1e-12))
scale = 10**d
return math.floor(raw * scale + 1e-12) / scale
def build_perp_options_preview(
*,
direction: str,
+22 -2
View File
@@ -10,10 +10,12 @@ from jinja2 import ChoiceLoader, FileSystemLoader
from lib.hedge_plan.hedge_plan_calc_lib import (
build_options_options_preview,
build_perp_options_preview,
floor_contracts_to_precision,
gate_status,
option_premium_total,
suggest_contracts_from_notional,
)
from lib.hub.hub_calculator_market_lib import amount_decimals_from_exchange
from lib.trade.position_sizing_lib import (
compute_full_margin_sizing,
load_position_sizing_mode,
@@ -305,6 +307,11 @@ def _fetch_perp_market(cfg: dict[str, Any], base: str) -> tuple[dict[str, Any],
entry = float(mark or last or 0)
sizing = None
suggest_contracts = None
amount_precision = 4
try:
amount_precision = int(amount_decimals_from_exchange(ex, sym))
except Exception:
amount_precision = 4
if available is not None and entry > 0:
sizing, _serr = compute_full_margin_sizing(
symbol=sym,
@@ -316,11 +323,20 @@ def _fetch_perp_market(cfg: dict[str, Any], base: str) -> tuple[dict[str, Any],
funds_decimals=int(cfg.get("funds_decimals") or 2),
)
if sizing:
suggest_contracts = suggest_contracts_from_notional(
raw_contracts = suggest_contracts_from_notional(
notional=float(sizing["notional_value"]),
entry=entry,
contract_size=cs,
)
# 优先走交易所 amount_to_precision;失败则按精度位数向下取整
suggest_contracts = None
try:
precise = float(ex.amount_to_precision(sym, raw_contracts))
if precise > raw_contracts + 1e-12:
precise = floor_contracts_to_precision(raw_contracts, amount_precision)
suggest_contracts = precise
except Exception:
suggest_contracts = floor_contracts_to_precision(raw_contracts, amount_precision)
return {
"exchange_symbol": sym,
@@ -331,7 +347,11 @@ def _fetch_perp_market(cfg: dict[str, Any], base: str) -> tuple[dict[str, Any],
"contract_size": cs,
"available_usdt": available,
"full_margin_sizing": sizing,
"suggest_contracts": round(suggest_contracts, 6) if suggest_contracts is not None else None,
"suggest_contracts": suggest_contracts,
"amount_precision": amount_precision,
"unit_quote": "USDT",
"unit_contracts": "合约张",
"unit_note": "价格单位 USDT;张数=交易所永续合约张(与下单精度一致);名义≈张数×面值×价格",
"entry_ref": entry or None,
}, None
@@ -39,12 +39,14 @@
</select>
</div>
<div id="hp-perp-quote" class="muted hp-quote-line">加载中…</div>
<p class="muted hp-unit-hint">单位说明:价格=USDT · 张数=交易所<strong>永续合约张</strong>(精度与 OKX 下单一致) · 盈亏=USDT</p>
<div class="form-row" style="flex-wrap:wrap">
<label>开仓价 <input type="number" step="any" id="hp-entry" /></label>
<label>止盈 <input type="number" step="any" id="hp-tp" /></label>
<label>止损 <input type="number" step="any" id="hp-sl" /></label>
<label>张数 <input type="number" step="any" id="hp-contracts" /></label>
<label>开仓价 <span class="hp-unit">USDT</span> <input type="number" step="any" id="hp-entry" /></label>
<label>止盈 <span class="hp-unit">USDT</span> <input type="number" step="any" id="hp-tp" /></label>
<label>止损 <span class="hp-unit">USDT</span> <input type="number" step="any" id="hp-sl" /></label>
<label>张数 <span class="hp-unit">合约张</span> <input type="number" step="any" id="hp-contracts" /></label>
</div>
<p class="muted" id="hp-perp-pnl-line"></p>
<p class="muted" id="hp-sizing-line"></p>
</div>
<div class="card hp-opt-card">
@@ -75,9 +77,10 @@
</div>
<div class="form-row hp-pick-row">
<label>已选 <code id="hp-sel-inst"></code></label>
<label>张数 <input type="number" step="1" min="1" id="hp-sheets" value="1" /></label>
<label>张数 <span class="hp-unit">期权张</span> <input type="number" step="1" min="1" id="hp-sheets" value="1" /></label>
<span class="muted" id="hp-premium-line"></span>
</div>
<p class="muted hp-unit-hint">单位说明:权利金结算币=<strong>USDC</strong> · 张数=期权张(整张) · 卖一/买一=价格/张</p>
<div id="hp-opt-bal-line" class="muted hp-quote-line hp-opt-bal-line"></div>
</div>
</div>
@@ -192,4 +195,4 @@
</div>
</div>
</div>
<script src="/static/hedge_plan.js?v=6"></script>
<script src="/static/hedge_plan.js?v=7"></script>