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>
This commit is contained in:
dekun
@@ -79,6 +79,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
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"ensure_markets_loaded": getattr(app_module, "ensure_markets_loaded", None),
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"ensure_okx_live_ready": getattr(app_module, "ensure_okx_live_ready", None),
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"place_exchange_order": getattr(app_module, "place_exchange_order", None),
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"close_exchange_order": getattr(app_module, "close_exchange_order", None),
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"get_live_position_contracts": getattr(app_module, "get_live_position_contracts", None),
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"amount_to_precision": _amount_to_precision,
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"build_option_chain": build_option_chain,
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@@ -298,34 +299,57 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
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opt_ok = True
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perp_ok = True
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premium = float((opt or {}).get("premium") or 0) if opt_ok else 0.0
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plan_id = insert_plan(
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conn,
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{
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"plan_type": "perp_options",
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"status": "partial" if is_partial else "active",
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"underlying": str(body.get("underlying") or "ETH").upper(),
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"direction": str(body.get("direction") or "long"),
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"entry_mark": float(body.get("entry") or 0),
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"tp": float(body.get("tp") or 0),
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"sl": float(body.get("sl") or 0),
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"sizing_mode_at_open": load_position_sizing_mode(),
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"perp_size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
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"margin": body.get("margin"),
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"leverage": float(body.get("leverage") or 10),
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"premium_total": premium,
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"preview_json": _start_body_json(body, missing or None),
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"close_reason": "partial_fail" if is_partial else None,
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"opened_at": result.get("opened_at"),
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"note": (result.get("msg") or "")[:500] if is_partial else None,
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},
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from lib.hedge_plan.hedge_plan_option_primary_lib import (
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is_option_primary,
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perp_direction_for_view,
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)
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opt_primary = is_option_primary(body)
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view = str(body.get("direction") or "long")
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perp_dir = (
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str((perp or {}).get("direction") or "")
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or (perp_direction_for_view(view) if opt_primary else view)
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)
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plan_row = {
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"plan_type": "perp_options",
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"status": "partial" if is_partial else "active",
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"underlying": str(body.get("underlying") or "ETH").upper(),
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"direction": view,
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"entry_mark": float(body.get("entry") or 0),
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"tp": float(body.get("tp") or 0) if not opt_primary else 0,
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"sl": float(body.get("sl") or 0) if not opt_primary else 0,
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"sizing_mode_at_open": load_position_sizing_mode(),
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"perp_size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
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"margin": body.get("margin"),
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"leverage": float(body.get("leverage") or (100 if opt_primary else 10)),
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"premium_total": premium,
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"preview_json": _start_body_json(body, missing or None),
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"close_reason": "partial_fail" if is_partial else None,
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"opened_at": result.get("opened_at"),
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"note": (result.get("msg") or "")[:500] if is_partial else None,
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"option_primary": 1 if opt_primary else 0,
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"perp_direction": perp_dir,
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}
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if opt_primary:
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plan_row.update(
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{
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"option_target_points": float(body.get("option_target_points") or 0),
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"perp_target_points": float(body.get("perp_target_points") or 0),
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"option_perp_ratio": float(body.get("option_perp_ratio") or 0),
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"premium_budget": float(body.get("premium_budget") or 0),
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"strike_interval": float(body.get("strike_interval") or 15),
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"min_option_hours": float(body.get("min_option_hours") or 36),
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"option_moneyness": str(body.get("moneyness") or body.get("option_moneyness") or ""),
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}
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)
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plan_id = insert_plan(conn, plan_row)
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insert_leg(
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conn,
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{
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"plan_id": plan_id,
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"leg_role": "perp",
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"symbol": str(body.get("exchange_symbol") or ""),
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"side": str(body.get("direction") or "long"),
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"side": perp_dir,
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"size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
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"avg_open": float(body.get("entry") or 0) if perp_ok else None,
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"status": "open" if perp_ok else "pending",
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@@ -343,8 +367,9 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
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"strike": (opt or {}).get("strike") or body.get("strike"),
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"side": "buy",
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"size": float((opt or {}).get("sheets") or body.get("sheets") or 1),
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"avg_open": float((opt or {}).get("ask") or 0) if opt_ok else None,
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"avg_open": float((opt or {}).get("ask") or body.get("ask") or 0) if opt_ok else None,
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"premium": premium if opt_ok else 0,
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"ct_mult": float(body.get("ct_mult") or (opt or {}).get("ct_mult") or 0.01),
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"status": "open" if opt_ok else "pending",
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"exchange_ord_id": str((opt or {}).get("exchange_ord_id") or ""),
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"opened_at": result.get("opened_at") if opt_ok else None,
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@@ -475,22 +500,43 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
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direction = (request.args.get("direction") or "long").strip().lower()
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if direction not in ("long", "short"):
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direction = "long"
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option_primary = (request.args.get("option_primary") or "").strip().lower() in (
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"1",
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"true",
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"yes",
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"on",
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)
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data, err = _fetch_perp_market(cfg, base)
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if err:
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return jsonify({"ok": False, "msg": err}), 400
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sizing_mode = load_position_sizing_mode()
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gates = _gates_dict(cfg, "perp_options")
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if option_primary:
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from lib.hedge_plan.hedge_plan_option_primary_lib import (
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opt_type_for_view,
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perp_direction_for_view,
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)
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suggested = opt_type_for_view(direction)
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perp_dir = perp_direction_for_view(direction)
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acct_note = "以期权为主:看法腿买期权,永续反向对冲"
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else:
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suggested = "P" if direction == "long" else "C"
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perp_dir = direction
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acct_note = "永续腿使用合约(交易)账户可用 USDT"
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out = {
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"ok": True,
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"base": base,
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"direction": direction,
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"suggested_opt_type": "P" if direction == "long" else "C",
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"option_primary": option_primary,
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"suggested_opt_type": suggested,
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"perp_direction": perp_dir,
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**data,
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"gates": gates,
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"sizing_mode": sizing_mode,
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"account_kind": "perp",
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"account_label": cfg.get("perp_account_label") or "合约账户",
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"account_note": "永续腿使用合约(交易)账户可用 USDT",
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"account_note": acct_note,
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}
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return jsonify(out)
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@@ -590,13 +636,18 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
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err = validate_start_body(plan_type, body)
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if err:
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return jsonify({"ok": False, "msg": err, "gates": gates}), 400
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# 补齐永续杠杆
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# 补齐永续杠杆(以期权为主默认 100;保险模式 BTC/ETH 用 btc_leverage)
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if plan_type == "perp_options" and not body.get("leverage"):
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base = str(body.get("underlying") or "ETH").upper()
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body["leverage"] = cfg.get("btc_leverage") if base == "BTC" else (cfg.get("btc_leverage") or 10)
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# ETH 也用 BTC 档 10x 按方案;ALT 为 alt_leverage 仅非 BTC/ETH
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if base in ("BTC", "ETH"):
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body["leverage"] = int(cfg.get("btc_leverage") or 10)
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from lib.hedge_plan.hedge_plan_option_primary_lib import is_option_primary
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if is_option_primary(body):
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body["leverage"] = 100
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else:
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base = str(body.get("underlying") or "ETH").upper()
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if base in ("BTC", "ETH"):
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body["leverage"] = int(cfg.get("btc_leverage") or 10)
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else:
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body["leverage"] = int(cfg.get("alt_leverage") or 5)
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if plan_type == "options_options":
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out = execute_options_options_start(
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cfg,
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@@ -892,6 +943,35 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
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def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
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from lib.hedge_plan.hedge_plan_moneyness_lib import validate_po_option_moneyness
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from lib.hedge_plan.hedge_plan_option_primary_lib import (
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build_option_primary_preview,
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is_option_primary,
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size_from_premium,
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validate_option_primary_start,
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)
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if is_option_primary(body):
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err = validate_option_primary_start(body)
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if err:
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raise ValueError(err)
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sized = size_from_premium(
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premium_budget=float(body.get("premium_budget") or 0),
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ask=float(body.get("ask") or 0),
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ct_mult=float(body.get("ct_mult") or 0.01),
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ratio=float(body.get("option_perp_ratio") or 2),
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contract_size=float(body.get("contract_size") or 0.01),
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)
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if not sized.get("ok"):
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raise ValueError(sized.get("msg") or "定仓失败")
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body = dict(body)
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body["sheets"] = sized["sheets"]
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body["contracts"] = sized["contracts"]
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body["eth_qty"] = sized["eth_qty"]
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if not body.get("entry"):
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body["entry"] = body.get("index_px") or 0
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out = build_option_primary_preview(body)
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out["sizing"] = sized
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return out
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direction = str(body.get("direction") or "long").lower()
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entry = float(body["entry"])
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