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Add ratio-to-move-points mode for hub perpetual-options calculator.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-28 12:47:17 +08:00
parent 4bcf88b5cb
commit a908dccaba
5 changed files with 485 additions and 62 deletions
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manual_trading_hub/hub.py
+34 -13
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@@ -1270,15 +1270,18 @@ class RollCalculatorBody(BaseModel):
class PerpOptionsCalculatorBody(BaseModel):
calc_mode: str = "size"
base: str = "ETH"
spot: float = Field(gt=0)
capital_usdt: float = Field(gt=0)
target_profit_u: float = Field(ge=0)
move_mode: str = "points"
move_value: float = Field(gt=0)
move_value: float | None = None
perp_leverage: float = Field(gt=0)
option_leverage: float = Field(gt=0)
ct_mult: float = Field(default=0.01, gt=0)
ratio_perp: float = Field(default=1.0, gt=0)
ratio_opt: float = Field(default=2.0, gt=0)
class CompareOptionLegBody(BaseModel):
@@ -1364,19 +1367,37 @@ def api_calculator_roll(body: RollCalculatorBody):
@app.post("/api/calculator/perp-options")
def api_calculator_perp_options(body: PerpOptionsCalculatorBody):
from lib.hub.hub_perp_options_calc_lib import calc_perp_options_hedge
from lib.hub.hub_perp_options_calc_lib import calc_perp_options
data, err = calc_perp_options_hedge(
base=body.base,
spot=body.spot,
capital_usdt=body.capital_usdt,
target_profit_u=body.target_profit_u,
move_mode=body.move_mode,
move_value=body.move_value,
perp_leverage=body.perp_leverage,
option_leverage=body.option_leverage,
ct_mult=body.ct_mult,
)
mode = (body.calc_mode or "size").strip().lower()
if mode in ("points", "ratio", "move"):
data, err = calc_perp_options(
calc_mode="points",
base=body.base,
spot=body.spot,
capital_usdt=body.capital_usdt,
target_profit_u=body.target_profit_u,
perp_leverage=body.perp_leverage,
option_leverage=body.option_leverage,
ct_mult=body.ct_mult,
ratio_perp=body.ratio_perp,
ratio_opt=body.ratio_opt,
)
else:
if body.move_value is None or body.move_value <= 0:
return JSONResponse({"ok": False, "msg": "请填写波动数值"}, status_code=400)
data, err = calc_perp_options(
calc_mode="size",
base=body.base,
spot=body.spot,
capital_usdt=body.capital_usdt,
target_profit_u=body.target_profit_u,
move_mode=body.move_mode,
move_value=body.move_value,
perp_leverage=body.perp_leverage,
option_leverage=body.option_leverage,
ct_mult=body.ct_mult,
)
if err:
return JSONResponse({"ok": False, "msg": err}, status_code=400)
return {"ok": True, "data": data}