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
2026-08-09 08:29:26 +08:00
parent 0b8e5a0914
commit afe361ce47
11 changed files with 1835 additions and 142 deletions
+49 -9
View File
@@ -43,28 +43,32 @@
<div id="hp-tab-perp_options" class="hp-tab-panel" role="tabpanel">
<div class="options-dual-grid" id="hp-po-layout">
<div class="card hp-po-perp-card">
<h2>永续 · <span id="hp-perp-uly-label">ETH</span> <span class="muted hp-acct-tag" id="hp-perp-acct-tag">合约账户</span></h2>
<h2><span id="hp-po-card-title">永续</span> · <span id="hp-perp-uly-label">ETH</span> <span class="muted hp-acct-tag" id="hp-perp-acct-tag">合约账户</span></h2>
<details class="tip-collapse hp-rule-collapse">
<summary class="tip-collapse-summary">规则说明</summary>
<div class="tip-collapse-body rule-tip">
<p><strong>账户</strong>:永续腿走<strong>合约账户</strong>(USDT);保险期权走<strong>期权账户</strong>(USDC)。两账户分开下单、资金不互通。</p>
<p><strong>下单</strong>:先「计算」再「启动」。启动瞬间会再拉卖一并以 IOC 等完全成交;半腿失败可补开或「结束计划」(不平仓)。永期开仓需全仓计仓 + 对冲实盘门禁</p>
<p><strong>板块</strong>:左填永续开仓/止盈止损与张数;右选保险腿(做多配 Put、做空配 Call)。<strong>保险腿仅允许实值或平值</strong>(禁虚值)。止盈后保险腿默认可持有;止损会联动平期权</p>
<p><strong>账户</strong>:永续腿走<strong>合约账户</strong>(USDT);期权<strong>期权账户</strong>(USDC)。两账户分开下单、资金不互通。</p>
<p><strong>保险模式</strong>(开关关):做多配 Put、做空配 Call;左填开仓/止盈止损;仅实值/平值;交易所 TP/SL 出场</p>
<p><strong>以期权为主</strong>(开关开):做多买 Call+永续空、做空买 Put+永续多;左填权利金/杠杆/比例/目标点数;开仓先期权后市价永续;期权目标验买一且净利&gt;0后双平;永续目标只平永续、期权持有至到期</p>
</div>
</details>
<div class="form-row hp-uly-row">
<button type="button" class="btn-secondary hp-uly-btn active" data-uly="ETH">ETH</button>
<button type="button" class="btn-secondary hp-uly-btn" data-uly="BTC">BTC</button>
</div>
<div class="form-row hp-po-mode-row" role="group" aria-label="永期模式">
<button type="button" class="btn-secondary hp-po-mode is-selected" data-option-primary="0">保险模式</button>
<button type="button" class="btn-secondary hp-po-mode" data-option-primary="1">以期权为主</button>
</div>
<div class="hp-po-top">
<div class="hp-oo-seg hp-po-dir-seg" role="group" aria-label="方向">
<button type="button" class="btn-secondary hp-po-dir is-selected" data-dir="long" title="做多永续"><span class="hp-oo-check" aria-hidden="true"></span>做多</button>
<button type="button" class="btn-secondary hp-po-dir" data-dir="short" title="做空永续"><span class="hp-oo-check" aria-hidden="true"></span>做空</button>
<button type="button" class="btn-secondary hp-po-dir is-selected" data-dir="long" title="做多"><span class="hp-oo-check" aria-hidden="true"></span>做多</button>
<button type="button" class="btn-secondary hp-po-dir" data-dir="short" title="做空"><span class="hp-oo-check" aria-hidden="true"></span>做空</button>
</div>
<span id="hp-po-mark" class="hp-po-mark" aria-live="polite">标记 —</span>
</div>
<p id="hp-perp-quote" class="muted hp-po-meta">加载中…</p>
<div class="hp-po-fields">
<div class="hp-po-fields" id="hp-po-fields-insurance">
<label class="hp-po-field">
<span class="hp-po-field-lab">开仓价 <em>USDT</em></span>
<input type="number" step="any" id="hp-entry" placeholder="入场价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
@@ -82,6 +86,40 @@
<input type="number" step="any" id="hp-sl" placeholder="保护价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
</div>
<div class="hp-po-fields hidden" id="hp-po-fields-option-primary" hidden>
<label class="hp-po-field">
<span class="hp-po-field-lab">权利金 <em>USDC</em></span>
<input type="number" step="any" id="hp-premium-budget" placeholder="预算(执行×0.95)" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field">
<span class="hp-po-field-lab">永续杠杆</span>
<input type="number" step="1" id="hp-perp-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field">
<span class="hp-po-field-lab">期权杠杆</span>
<input type="number" step="1" id="hp-opt-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field">
<span class="hp-po-field-lab">期权:永续比例</span>
<input type="number" step="any" id="hp-opt-perp-ratio" value="2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field">
<span class="hp-po-field-lab">到期时间 <em>最短h</em></span>
<input type="number" step="1" id="hp-min-hours" value="36" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field">
<span class="hp-po-field-lab">期权间隔 <em></em></span>
<input type="number" step="any" id="hp-strike-interval" value="15" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field">
<span class="hp-po-field-lab">期权目标位 <em>相对K</em></span>
<input type="number" step="any" id="hp-opt-target-pts" placeholder="点数" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
<label class="hp-po-field">
<span class="hp-po-field-lab">永续目标位 <em>相对K</em></span>
<input type="number" step="any" id="hp-perp-target-pts" placeholder="点数" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
</label>
</div>
<div class="hp-po-summary">
<div id="hp-perp-pnl-line" class="hp-po-pnl"></div>
<div id="hp-sizing-line" class="muted hp-po-sizing"></div>
@@ -89,11 +127,13 @@
</div>
<div class="card hp-opt-card">
<h2>期权 · <span id="hp-opt-type-label">Put</span> <span class="muted hp-acct-tag" id="hp-opt-acct-tag">期权账户</span></h2>
<p id="hp-po-perp-quote-right" class="muted hp-po-meta hidden" hidden></p>
<div class="form-row hp-opt-toolbar hp-po-opt-toolbar">
<select id="hp-exp-select"><option value="">选择到期日</option></select>
<button type="button" class="btn-secondary hp-money-btn active" data-money="itm" title="实值+平值">实值/平值</button>
<button type="button" class="btn-secondary hp-money-btn" data-money="atm" title="仅平值">仅平值</button>
<button type="button" class="btn-secondary" id="hp-recommend-opt" title="选距指数最近的实值/平值">推荐</button>
<button type="button" class="btn-secondary hp-money-btn hp-money-otm hidden" data-money="otm" title="虚值" hidden>虚值</button>
<button type="button" class="btn-secondary" id="hp-recommend-opt" title="推荐选约">推荐</button>
<button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button>
<span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span>
</div>
@@ -328,4 +368,4 @@
</div>
</div>
</div>
<script src="/static/hedge_plan.js?v=36"></script>
<script src="/static/hedge_plan.js?v=37"></script>