feat(hedge): add option-primary mode for perp+options plans

Add UI switch for Call+short/Put+long, premium x0.95 sizing, option-first open, and K+/-points exits with fee-aware net PnL. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-09 08:29:26 +08:00
parent 0b8e5a0914
commit afe361ce47
11 changed files with 1835 additions and 142 deletions
@@ -37,6 +37,9 @@
    ooCloseModeEnabled: root.getAttribute("data-oo-close-mode-enabled") !== "0",
    ooCloseMode: "close_all",
    direction: "long",
+    optionPrimary: false,
+    opLevTouched: false,
+    opRatioTouched: false,
    tradingUsdc: null,
    fundingUsdc: null,
    tradeBudgetUsdc: null,
@@ -147,9 +150,20 @@
  }

  function matchesMoneyFilter(c) {
-    // 永期:仅实值/平值(禁虚值)
    const f = state.moneyFilter || "itm";
    const m = (c.moneyness || "").toLowerCase();
+    if (!isOptionPrimary() && f === "otm") return false;
+    if (isOptionPrimary()) {
+      const idx = indexPx();
+      const interval = numInput("hp-strike-interval", 15);
+      if (idx && interval > 0 && Math.abs(Number(c.strike) - idx) > interval + 1e-9) {
+        return false;
+      }
+      const ask = Number(c.ask || 0);
+      const minLev = numInput("hp-opt-leverage", f === "otm" ? 200 : 100);
+      const levFloor = f === "otm" ? Math.max(minLev, 180) : minLev;
+      if (idx && ask > 0 && levFloor > 0 && idx / ask < levFloor) return false;
+    }
    if (f === "itm") return m === "itm" || m === "atm";
    if (f === "atm") return m === "atm";
    if (f === "otm") return m === "otm";
@@ -226,10 +240,138 @@
    return { call: call, put: put };
  }

+  function isOptionPrimary() {
+    return !!state.optionPrimary;
+  }
+
  function optTypeForDirection(dir) {
+    if (isOptionPrimary()) {
+      return dir === "short" ? "P" : "C";
+    }
    return dir === "short" ? "C" : "P";
  }

+  function opMoneyKind() {
+    const f = state.moneyFilter || "itm";
+    if (f === "otm") return "otm";
+    if (f === "atm") return "atm";
+    return "itm";
+  }
+
+  function applyOpDefaultsFromMoney(force) {
+    const kind = opMoneyKind();
+    const levEl = $("hp-opt-leverage");
+    const ratioEl = $("hp-opt-perp-ratio");
+    if (levEl && (force || !state.opLevTouched)) {
+      levEl.value = kind === "otm" ? "200" : "100";
+    }
+    if (ratioEl && (force || !state.opRatioTouched)) {
+      ratioEl.value = kind === "otm" ? "4" : "2";
+    }
+  }
+
+  function syncOptionPrimaryUI() {
+    const on = isOptionPrimary();
+    document.querySelectorAll(".hp-po-mode").forEach(function (b) {
+      const v = b.getAttribute("data-option-primary") === "1";
+      b.classList.toggle("is-selected", v === on);
+      b.classList.toggle("active", v === on);
+    });
+    const ins = $("hp-po-fields-insurance");
+    const op = $("hp-po-fields-option-primary");
+    if (ins) {
+      ins.classList.toggle("hidden", on);
+      if (on) ins.setAttribute("hidden", "hidden");
+      else ins.removeAttribute("hidden");
+    }
+    if (op) {
+      op.classList.toggle("hidden", !on);
+      if (!on) op.setAttribute("hidden", "hidden");
+      else op.removeAttribute("hidden");
+    }
+    const otmBtn = document.querySelector(".hp-money-otm");
+    if (otmBtn) {
+      otmBtn.classList.toggle("hidden", !on);
+      if (!on) otmBtn.setAttribute("hidden", "hidden");
+      else otmBtn.removeAttribute("hidden");
+    }
+    if (!on && state.moneyFilter === "otm") {
+      state.moneyFilter = "itm";
+      syncMoneyUI();
+    }
+    if (on) applyOpDefaultsFromMoney(false);
+    const title = $("hp-po-card-title");
+    if (title) title.textContent = on ? "执行参数" : "永续";
+    const rightQ = $("hp-po-perp-quote-right");
+    if (rightQ) {
+      rightQ.classList.toggle("hidden", !on);
+      if (!on) rightQ.setAttribute("hidden", "hidden");
+      else rightQ.removeAttribute("hidden");
+    }
+    const dirLong = document.querySelector('.hp-po-dir[data-dir="long"]');
+    const dirShort = document.querySelector('.hp-po-dir[data-dir="short"]');
+    if (dirLong) dirLong.title = on ? "做多=买Call+永续空" : "做多永续";
+    if (dirShort) dirShort.title = on ? "做空=买Put+永续多" : "做空永续";
+  }
+
+  function setOptionPrimary(on, forceReload) {
+    const next = !!on;
+    const changed = next !== isOptionPrimary();
+    state.optionPrimary = next;
+    if (changed) {
+      state.opLevTouched = false;
+      state.opRatioTouched = false;
+      state.selected = null;
+      if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
+    }
+    syncOptionPrimaryUI();
+    if (!changed && !forceReload) return;
+    void loadMarket().then(function () {
+      return loadChain();
+    });
+  }
+
+  function hoursFromExpMs(expMs) {
+    const n = Number(expMs);
+    if (!n || Number.isNaN(n)) return null;
+    const ms = n < 1e12 ? n * 1000 : n;
+    return (ms - Date.now()) / 3600000;
+  }
+
+  function numInput(id, fallback) {
+    const el = $(id);
+    const n = Number(el && el.value);
+    if (Number.isNaN(n)) return fallback;
+    return n;
+  }
+
+  function computeOpSizing(ask, ctMult) {
+    const budget = numInput("hp-premium-budget", 0);
+    const ratio = numInput("hp-opt-perp-ratio", 2);
+    const cs = Number((state.market && state.market.contract_size) || 0.01);
+    const usable = budget * 0.95;
+    const a = Number(ask || 0);
+    const ct = Number(ctMult || 0.01);
+    if (!(budget > 0) || !(a > 0) || !(ct > 0) || !(ratio > 0) || !(cs > 0)) {
+      return null;
+    }
+    let eth = Math.floor((usable / a) * 100 + 1e-12) / 100;
+    if (!(eth > 0)) return null;
+    let sheets = Math.floor(eth / ct + 1e-12);
+    if (!(sheets > 0)) return null;
+    eth = Math.round(sheets * ct * 100) / 100;
+    const perpEth = eth / ratio;
+    const contracts = perpEth / cs;
+    return {
+      usable: usable,
+      eth_qty: eth,
+      sheets: sheets,
+      contracts: contracts,
+      premium_est: a * sheets * ct,
+      ratio: ratio,
+    };
+  }
+
  function syncUnderlyingUI() {
    const uly = state.underlying || "ETH";
    document.querySelectorAll(".hp-uly-btn, .hp-uly-btn-oo").forEach(function (b) {
@@ -728,7 +870,9 @@
      "/api/hedge-plan/market?base=" +
        encodeURIComponent(state.underlying) +
        "&direction=" +
-        encodeURIComponent(dir)
+        encodeURIComponent(dir) +
+        "&option_primary=" +
+        (isOptionPrimary() ? "1" : "0")
    );
    state.market = d;
    setGateLine(d.gates);
@@ -738,20 +882,26 @@
    const amtPrec = d.amount_precision != null ? Number(d.amount_precision) : 4;
    const markEl = $("hp-po-mark");
    if (markEl) markEl.textContent = "标记 " + fmt(d.mark, 2);
+    const quoteHtml =
+      "可用 <strong>" +
+      fmt(d.available_usdt, 2) +
+      "</strong> USDT · 卖一 " +
+      fmt(d.ask, 2) +
+      " · 买一 " +
+      fmt(d.bid, 2) +
+      " · 面值 " +
+      fmt(d.contract_size, 4) +
+      " · 精度 " +
+      amtPrec +
+      " 位" +
+      (d.perp_direction
+        ? " · 永续方向 " + (d.perp_direction === "short" ? "空" : "多")
+        : "");
    const q = $("hp-perp-quote");
-    if (q) {
-      q.innerHTML =
-        "可用 <strong>" +
-        fmt(d.available_usdt, 2) +
-        "</strong> USDT · 卖一 " +
-        fmt(d.ask, 2) +
-        " · 买一 " +
-        fmt(d.bid, 2) +
-        " · 面值 " +
-        fmt(d.contract_size, 4) +
-        " · 精度 " +
-        amtPrec +
-        " 位";
+    if (q) q.innerHTML = quoteHtml;
+    const rightQ = $("hp-po-perp-quote-right");
+    if (rightQ && isOptionPrimary()) {
+      rightQ.innerHTML = "永续行情 · " + quoteHtml;
    }
    const contractsInput = $("hp-contracts");
    if (contractsInput) {
@@ -760,7 +910,25 @@
    }
    const sz = $("hp-sizing-line");
    if (sz) {
-      if (d.full_margin_sizing) {
+      if (isOptionPrimary()) {
+        const sized =
+          state.selected &&
+          computeOpSizing(state.selected.ask, state.selected.ct_mult || 0.01);
+        if (sized) {
+          sz.innerHTML =
+            "执行预算 <strong>" +
+            fmt(sized.usable, 2) +
+            "</strong> · 期权 ETH <strong>" +
+            fmt(sized.eth_qty, 2) +
+            "</strong> / " +
+            sized.sheets +
+            " 张 · 永续 <strong>" +
+            fmt(sized.contracts, amtPrec) +
+            "</strong> 张";
+        } else {
+          sz.textContent = "填写权利金并选用期权后显示定仓(权利金×0.95,ETH两位小数)";
+        }
+      } else if (d.full_margin_sizing) {
        const s = d.full_margin_sizing;
        sz.innerHTML =
          "全仓建议 <strong>" +
@@ -777,8 +945,8 @@
      }
    }
    const entry = $("hp-entry");
-    if (entry && d.entry_ref && !entry.value) entry.value = d.entry_ref;
-    if (contractsInput && d.suggest_contracts != null && !contractsInput.value) {
+    if (!isOptionPrimary() && entry && d.entry_ref && !entry.value) entry.value = d.entry_ref;
+    if (!isOptionPrimary() && contractsInput && d.suggest_contracts != null && !contractsInput.value) {
      contractsInput.value = fmt(d.suggest_contracts, amtPrec);
    }
    const label = $("hp-opt-type-label");
@@ -789,6 +957,25 @@
  function updatePerpPnlHint() {
    const el = $("hp-perp-pnl-line");
    if (!el) return;
+    if (isOptionPrimary()) {
+      const n = numInput("hp-opt-target-pts", NaN);
+      const m = numInput("hp-perp-target-pts", NaN);
+      const k = state.selected && Number(state.selected.strike);
+      if (!(k > 0) || (!(n >= 0) && !(m >= 0))) {
+        el.innerHTML = '<span class="muted">选用期权并填目标点数后显示 K±N 出场参考</span>';
+        return;
+      }
+      const dir = getDirection();
+      const optT = n >= 0 ? (dir === "short" ? k - n : k + n) : null;
+      const perpT = m >= 0 ? (dir === "short" ? k - m : k + m) : null;
+      el.innerHTML =
+        "期权目标指数 " +
+        (optT != null ? fmt(optT, 2) : "—") +
+        " · 永续目标指数 " +
+        (perpT != null ? fmt(perpT, 2) : "—") +
+        ' <span class="muted">(相对K;期权目标需买一且扣费净利&gt;0)</span>';
+      return;
+    }
    const entry = Number(($("hp-entry") && $("hp-entry").value) || NaN);
    const tp = Number(($("hp-tp") && $("hp-tp").value) || NaN);
    const sl = Number(($("hp-sl") && $("hp-sl").value) || NaN);
@@ -828,17 +1015,23 @@
  function fillExpSelect(sel, chain) {
    if (!sel) return;
    const prev = sel.value;
+    const isPoSel = sel.id === "hp-exp-select";
+    const minH = isPoSel && isOptionPrimary() ? numInput("hp-min-hours", 36) : 0;
    sel.innerHTML = '<option value="">选择到期日</option>';
+    let firstOk = null;
    (chain.expiries || []).forEach(function (e) {
+      const h = hoursFromExpMs(e.exp_time);
+      if (minH > 0 && h != null && h < minH) return;
      const opt = document.createElement("option");
      opt.value = String(e.exp_time);
-      const dt = new Date(Number(e.exp_time));
-      opt.textContent = dt.toLocaleString();
+      const dt = new Date(Number(e.exp_time) < 1e12 ? Number(e.exp_time) * 1000 : Number(e.exp_time));
+      opt.textContent = dt.toLocaleString() + (h != null ? " · " + fmt(h, 1) + "h" : "");
      sel.appendChild(opt);
+      if (!firstOk) firstOk = e;
    });
    if (prev) sel.value = prev;
-    if (!sel.value && chain.expiries && chain.expiries[0]) {
-      sel.value = String(chain.expiries[0].exp_time);
+    if (!sel.value && firstOk) {
+      sel.value = String(firstOk.exp_time);
    }
  }

@@ -879,10 +1072,14 @@
  function pickContract(c) {
    if (!c) return;
    const m = (c.moneyness || "").toLowerCase();
-    if (m === "otm") {
+    if (!isOptionPrimary() && m === "otm") {
      alert("永期保险腿须为实值或平值,不可选虚值");
      return;
    }
+    if (isOptionPrimary() && !matchesMoneyFilter(c)) {
+      alert("不符合当前间隔/杠杆/虚实值过滤");
+      return;
+    }
    state.selected = c;
    const el = $("hp-sel-inst");
    if (el) el.textContent = c.inst_id;
@@ -896,6 +1093,12 @@
      });
    }
    updatePremiumLine();
+    if (isOptionPrimary()) {
+      const sized = computeOpSizing(c.ask, c.ct_mult || 0.01);
+      if (sized && $("hp-sheets")) $("hp-sheets").value = String(sized.sheets);
+      void loadMarket();
+      updatePerpPnlHint();
+    }
  }

  function renderListStrikes() {
@@ -1280,29 +1483,62 @@
        };
      } else {
        if (!state.selected) throw new Error("请选用期权腿");
-        const mSel = (state.selected.moneyness || "").toLowerCase();
-        if (mSel === "otm") throw new Error("永期保险腿须为实值或平值,不可选虚值");
-        const entry = Number(($("hp-entry") && $("hp-entry").value) || 0);
-        const tp = Number(($("hp-tp") && $("hp-tp").value) || 0);
-        const sl = Number(($("hp-sl") && $("hp-sl").value) || 0);
-        const contracts = Number(($("hp-contracts") && $("hp-contracts").value) || 0);
-        const sheets = Number(($("hp-sheets") && $("hp-sheets").value) || 1);
-        if (!entry || !tp || !sl || !contracts) throw new Error("请完整填写开仓/止盈/止损/张数");
-        body = {
-          plan_type: "perp_options",
-          direction: getDirection(),
-          entry: entry,
-          tp: tp,
-          sl: sl,
-          contracts: contracts,
-          contract_size: (state.market && state.market.contract_size) || 0.01,
-          opt_type: state.selected.opt_type,
-          strike: state.selected.strike,
-          sheets: sheets,
-          ct_mult: state.selected.ct_mult || 0.01,
-          ask: state.selected.ask,
-          index_px: indexPx() || entry,
-        };
+        if (isOptionPrimary()) {
+          const sized = computeOpSizing(state.selected.ask, state.selected.ct_mult || 0.01);
+          if (!sized) throw new Error("请填写权利金并确认卖一有效");
+          const optPts = numInput("hp-opt-target-pts", NaN);
+          const perpPts = numInput("hp-perp-target-pts", NaN);
+          if (!(optPts > 0) || !(perpPts > 0)) throw new Error("请填写期权/永续目标位点数(须大于0)");
+          const exp = currentExp("hp-exp-select");
+          body = {
+            plan_type: "perp_options",
+            option_primary: true,
+            direction: getDirection(),
+            entry: indexPx() || Number((state.market && state.market.mark) || 0),
+            contracts: sized.contracts,
+            sheets: sized.sheets,
+            contract_size: (state.market && state.market.contract_size) || 0.01,
+            opt_type: state.selected.opt_type,
+            strike: state.selected.strike,
+            ct_mult: state.selected.ct_mult || 0.01,
+            ask: state.selected.ask,
+            index_px: indexPx() || 0,
+            premium_budget: numInput("hp-premium-budget", 0),
+            option_perp_ratio: numInput("hp-opt-perp-ratio", 2),
+            option_target_points: optPts,
+            perp_target_points: perpPts,
+            strike_interval: numInput("hp-strike-interval", 15),
+            min_option_hours: numInput("hp-min-hours", 36),
+            option_leverage: numInput("hp-opt-leverage", 100),
+            leverage: numInput("hp-perp-leverage", 100),
+            moneyness: opMoneyKind(),
+            hours_to_expiry: exp ? hoursFromExpMs(exp.exp_time) : null,
+          };
+        } else {
+          const mSel = (state.selected.moneyness || "").toLowerCase();
+          if (mSel === "otm") throw new Error("永期保险腿须为实值或平值,不可选虚值");
+          const entry = Number(($("hp-entry") && $("hp-entry").value) || 0);
+          const tp = Number(($("hp-tp") && $("hp-tp").value) || 0);
+          const sl = Number(($("hp-sl") && $("hp-sl").value) || 0);
+          const contracts = Number(($("hp-contracts") && $("hp-contracts").value) || 0);
+          const sheets = Number(($("hp-sheets") && $("hp-sheets").value) || 1);
+          if (!entry || !tp || !sl || !contracts) throw new Error("请完整填写开仓/止盈/止损/张数");
+          body = {
+            plan_type: "perp_options",
+            direction: getDirection(),
+            entry: entry,
+            tp: tp,
+            sl: sl,
+            contracts: contracts,
+            contract_size: (state.market && state.market.contract_size) || 0.01,
+            opt_type: state.selected.opt_type,
+            strike: state.selected.strike,
+            sheets: sheets,
+            ct_mult: state.selected.ct_mult || 0.01,
+            ask: state.selected.ask,
+            index_px: indexPx() || entry,
+          };
+        }
      }
      const d = await apiJson("/api/hedge-plan/preview", {
        method: "POST",
@@ -1312,7 +1548,18 @@
      setGateLine(d.gates);
      const s = d.summary || {};
      if (summary) {
-        if (d.plan_type === "perp_options") {
+        if (d.plan_type === "perp_options" && (d.option_primary || s.opt_target_total != null)) {
+          const sz = d.sizing || {};
+          summary.innerHTML =
+            "期权目标净利 " +
+            fmtPnlHtml(s.opt_target_total) +
+            " · 永续目标净利 " +
+            fmtPnlHtml(s.perp_target_total) +
+            " · 保费 " +
+            fmt(s.premium_paid) +
+            (sz.eth_qty != null ? " · ETH " + fmt(sz.eth_qty, 2) : "") +
+            (s.perp_direction ? " · 永续" + (s.perp_direction === "short" ? "空" : "多") : "");
+        } else if (d.plan_type === "perp_options") {
          summary.innerHTML =
            "止盈合计 " +
            fmtPnlHtml(s.tp_total) +
@@ -1439,16 +1686,53 @@
    document.querySelectorAll(".hp-money-btn").forEach(function (b) {
      b.addEventListener("click", function () {
        const m = b.getAttribute("data-money") || "itm";
-        // 永期禁止选虚值筛选
-        if (m === "otm") {
-          alert("永期保险腿仅允许实值或平值");
+        if (m === "otm" && !isOptionPrimary()) {
+          alert("永期保险腿仅允许实值或平值;请先打开「以期权为主」");
          return;
        }
-        state.moneyFilter = m === "atm" ? "atm" : "itm";
+        state.moneyFilter = m === "otm" ? "otm" : m === "atm" ? "atm" : "itm";
+        if (isOptionPrimary()) applyOpDefaultsFromMoney(false);
        syncMoneyUI();
        renderListStrikes();
      });
    });
+    document.querySelectorAll(".hp-po-mode").forEach(function (b) {
+      b.addEventListener("click", function () {
+        setOptionPrimary(b.getAttribute("data-option-primary") === "1", true);
+      });
+    });
+    if ($("hp-opt-leverage")) {
+      $("hp-opt-leverage").addEventListener("input", function () {
+        state.opLevTouched = true;
+        renderListStrikes();
+      });
+    }
+    if ($("hp-opt-perp-ratio")) {
+      $("hp-opt-perp-ratio").addEventListener("input", function () {
+        state.opRatioTouched = true;
+        if (state.selected) {
+          const sized = computeOpSizing(state.selected.ask, state.selected.ct_mult || 0.01);
+          if (sized && $("hp-sheets")) $("hp-sheets").value = String(sized.sheets);
+        }
+        void loadMarket();
+      });
+    }
+    ["hp-premium-budget", "hp-strike-interval", "hp-min-hours", "hp-opt-target-pts", "hp-perp-target-pts"].forEach(
+      function (id) {
+        const el = $(id);
+        if (!el) return;
+        el.addEventListener("input", function () {
+          if (id === "hp-min-hours" && state.chain) fillExpSelect($("hp-exp-select"), state.chain);
+          if (id === "hp-strike-interval" || id === "hp-premium-budget") renderListStrikes();
+          if (state.selected && (id === "hp-premium-budget" || id === "hp-strike-interval")) {
+            const sized = computeOpSizing(state.selected.ask, state.selected.ct_mult || 0.01);
+            if (sized && $("hp-sheets")) $("hp-sheets").value = String(sized.sheets);
+            void loadMarket();
+          }
+          updatePerpPnlHint();
+        });
+      }
+    );
    document.querySelectorAll(".hp-oo-money-btn").forEach(function (b) {
      b.addEventListener("click", function () {
        const m = b.getAttribute("data-oo-money") || "atm_otm";
@@ -1513,6 +1797,7 @@
      const el = $(id);
      if (el) el.addEventListener("input", updatePerpPnlHint);
    });
+    syncOptionPrimaryUI();
    if ($("hp-refresh"))
      $("hp-refresh").addEventListener("click", function () {
        void refreshAll();
@@ -2109,32 +2394,69 @@
        };
      } else {
        if (!state.selected) throw new Error("请选用期权腿");
-        const m = (state.selected.moneyness || "").toLowerCase();
-        if (m === "otm") throw new Error("永期保险腿须为实值或平值,不可选虚值");
-        const entry = Number(($("hp-entry") && $("hp-entry").value) || 0);
-        const tp = Number(($("hp-tp") && $("hp-tp").value) || 0);
-        const sl = Number(($("hp-sl") && $("hp-sl").value) || 0);
-        const contracts = Number(($("hp-contracts") && $("hp-contracts").value) || 0);
-        const sheets = Number(($("hp-sheets") && $("hp-sheets").value) || 1);
-        if (!entry || !tp || !sl || !contracts) throw new Error("请完整填写开仓/止盈/止损/张数");
-        body = {
-          plan_type: "perp_options",
-          underlying: state.underlying,
-          direction: getDirection(),
-          entry: entry,
-          tp: tp,
-          sl: sl,
-          contracts: contracts,
-          sheets: sheets,
-          opt_inst_id: state.selected.inst_id,
-          opt_type: state.selected.opt_type,
-          strike: state.selected.strike,
-          ask: state.selected.ask,
-          index_px: indexPx() || entry,
-          exchange_symbol: (state.market && state.market.exchange_symbol) || "",
-          leverage: 10,
-          margin: state.market && state.market.full_margin_sizing && state.market.full_margin_sizing.margin_capital,
-        };
+        if (isOptionPrimary()) {
+          const sized = computeOpSizing(state.selected.ask, state.selected.ct_mult || 0.01);
+          if (!sized) throw new Error("请填写权利金并确认卖一有效");
+          const optPts = numInput("hp-opt-target-pts", NaN);
+          const perpPts = numInput("hp-perp-target-pts", NaN);
+          if (!(optPts > 0) || !(perpPts > 0)) throw new Error("请填写期权/永续目标位点数(须大于0)");
+          const exp = currentExp("hp-exp-select");
+          const entry = indexPx() || Number((state.market && state.market.mark) || 0);
+          body = {
+            plan_type: "perp_options",
+            option_primary: true,
+            underlying: state.underlying,
+            direction: getDirection(),
+            entry: entry,
+            contracts: sized.contracts,
+            sheets: sized.sheets,
+            contract_size: (state.market && state.market.contract_size) || 0.01,
+            ct_mult: state.selected.ct_mult || 0.01,
+            opt_inst_id: state.selected.inst_id,
+            opt_type: state.selected.opt_type,
+            strike: state.selected.strike,
+            ask: state.selected.ask,
+            index_px: entry,
+            exchange_symbol: (state.market && state.market.exchange_symbol) || "",
+            leverage: numInput("hp-perp-leverage", 100),
+            option_leverage: numInput("hp-opt-leverage", 100),
+            premium_budget: numInput("hp-premium-budget", 0),
+            option_perp_ratio: numInput("hp-opt-perp-ratio", 2),
+            option_target_points: optPts,
+            perp_target_points: perpPts,
+            strike_interval: numInput("hp-strike-interval", 15),
+            min_option_hours: numInput("hp-min-hours", 36),
+            moneyness: opMoneyKind(),
+            hours_to_expiry: exp ? hoursFromExpMs(exp.exp_time) : null,
+          };
+        } else {
+          const m = (state.selected.moneyness || "").toLowerCase();
+          if (m === "otm") throw new Error("永期保险腿须为实值或平值,不可选虚值");
+          const entry = Number(($("hp-entry") && $("hp-entry").value) || 0);
+          const tp = Number(($("hp-tp") && $("hp-tp").value) || 0);
+          const sl = Number(($("hp-sl") && $("hp-sl").value) || 0);
+          const contracts = Number(($("hp-contracts") && $("hp-contracts").value) || 0);
+          const sheets = Number(($("hp-sheets") && $("hp-sheets").value) || 1);
+          if (!entry || !tp || !sl || !contracts) throw new Error("请完整填写开仓/止盈/止损/张数");
+          body = {
+            plan_type: "perp_options",
+            underlying: state.underlying,
+            direction: getDirection(),
+            entry: entry,
+            tp: tp,
+            sl: sl,
+            contracts: contracts,
+            sheets: sheets,
+            opt_inst_id: state.selected.inst_id,
+            opt_type: state.selected.opt_type,
+            strike: state.selected.strike,
+            ask: state.selected.ask,
+            index_px: indexPx() || entry,
+            exchange_symbol: (state.market && state.market.exchange_symbol) || "",
+            leverage: 10,
+            margin: state.market && state.market.full_margin_sizing && state.market.full_margin_sizing.margin_capital,
+          };
+        }
      }
      if (!fromPreviewModal) {
        if (!window.confirm("确认启动对冲计划并真实下单?\n(将按期权账户/合约账户分别下单)")) return;