Auto-fill 期期 sheets from trading balance with same-sheets default.

Co-authored-by: Cursor <cursoragent@cursor.com>

docs/对冲计划开发方案.md

@@ -93,7 +93,11 @@
 
 - **T 型报价链**(复用期权页 T 型样式/数据结构).
 - 用户选 **腿 A + 腿 B**(通常 Call + Put,或主方向 + 尾部).
-- 预算受 `OKX_OPTIONS_TRADE_BUDGET_USDC` 等既有约束;可拆预算到两腿.
+- 预算:`B = min(交易户 USDC × OKX_OPTIONS_BUDGET_BUFFER, OKX_OPTIONS_TRADE_BUDGET_USDC)`(默认 buffer=0.95).
+- 自动张数(选齐两腿后写入,可手改):
+  - **同张数**(默认):最大 `n` 使 `n×(cost_A+cost_B) ≤ B`,两腿均填 `n`
+  - **均分预算**:各用 `B/2` 反推张数(两腿可不同)
+  - 另受各自卖一深度上限约束
 
 ### 4.2 目标价
 

lib/common/static/hedge_plan.js

@@ -28,6 +28,10 @@
     legA: null,
     legB: null,
     market: null,
+    ooSheetsMode: "same_sheets",
+    tradingUsdc: null,
+    tradeBudgetUsdc: null,
+    budgetBuffer: 0.95,
   };
 
   function $(id) {
@@ -176,6 +180,16 @@
     const label = (chain && chain.account_label) || acct.label || "期权账户";
     const tag = $("hp-opt-acct-tag");
     if (tag) tag.textContent = label;
+    if (acct.trading_usdc != null && acct.trading_usdc !== "") {
+      state.tradingUsdc = Number(acct.trading_usdc);
+    }
+    if (chain && chain.trade_budget_usdc != null && chain.trade_budget_usdc !== "") {
+      state.tradeBudgetUsdc = Number(chain.trade_budget_usdc);
+    }
+    if (chain && chain.budget_buffer != null && chain.budget_buffer !== "") {
+      const buf = Number(chain.budget_buffer);
+      if (!Number.isNaN(buf) && buf > 0) state.budgetBuffer = buf;
+    }
     const line =
       label +
       " · 交易 USDC " +
@@ -186,6 +200,132 @@
     if (el) el.textContent = line;
     const oo = $("hp-oo-bal-line");
     if (oo) oo.textContent = line;
+    autoFillOoSheets();
+  }
+
+  function resolveOoBudget() {
+    const buf = state.budgetBuffer > 0 ? state.budgetBuffer : 0.95;
+    const trading = state.tradingUsdc;
+    const cap = state.tradeBudgetUsdc;
+    let tradingCap = null;
+    let tradeCap = null;
+    if (trading != null && !Number.isNaN(Number(trading))) {
+      tradingCap = Math.max(0, Number(trading) * buf);
+    }
+    if (cap != null && !Number.isNaN(Number(cap))) {
+      tradeCap = Math.max(0, Number(cap));
+    }
+    if (tradingCap == null && tradeCap == null) {
+      return { ok: false, budget: 0, tradingCap: null, tradeCap: null, buf: buf, msg: "缺少交易户余额与单笔预算" };
+    }
+    let budget = 0;
+    if (tradingCap == null) budget = tradeCap;
+    else if (tradeCap == null) budget = tradingCap;
+    else budget = Math.min(tradingCap, tradeCap);
+    budget = Math.floor(budget * 1e6 + 1e-12) / 1e6;
+    return {
+      ok: budget > 0,
+      budget: budget,
+      tradingCap: tradingCap,
+      tradeCap: tradeCap,
+      buf: buf,
+      msg: budget > 0 ? "" : "可用预算为 0",
+    };
+  }
+
+  function unitCost(c) {
+    if (!c) return 0;
+    const ask = Number(c.ask || 0);
+    if (!(ask > 0)) return 0;
+    return ask * Number(c.ct_mult || 0.01);
+  }
+
+  function capByDepth(n, askSz) {
+    let out = Math.max(0, Math.floor(Number(n) || 0));
+    if (askSz == null || askSz === "") return out;
+    const d = Number(askSz);
+    if (Number.isNaN(d)) return out;
+    if (d <= 0) return 0;
+    return Math.min(out, Math.floor(d + 1e-12));
+  }
+
+  function suggestOoSheetsLocal(budget, mode) {
+    const costA = unitCost(state.legA);
+    const costB = unitCost(state.legB);
+    if (!(budget > 0)) {
+      return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "可用预算为 0" };
+    }
+    if (!(costA > 0) || !(costB > 0)) {
+      return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "缺少有效卖一价,无法建议张数" };
+    }
+    let nA = 0;
+    let nB = 0;
+    if (mode === "split_budget") {
+      const half = budget / 2;
+      nA = Math.floor(half / costA + 1e-12);
+      nB = Math.floor(half / costB + 1e-12);
+    } else {
+      const pair = costA + costB;
+      const n = pair > 0 ? Math.floor(budget / pair + 1e-12) : 0;
+      nA = n;
+      nB = n;
+    }
+    nA = capByDepth(nA, state.legA && state.legA.ask_sz);
+    nB = capByDepth(nB, state.legB && state.legB.ask_sz);
+    if (mode !== "split_budget") {
+      const n = Math.min(nA, nB);
+      nA = n;
+      nB = n;
+    }
+    const premium = costA * nA + costB * nB;
+    const ok = nA >= 1 && nB >= 1;
+    return {
+      sheetsA: nA,
+      sheetsB: nB,
+      premium: premium,
+      ok: ok,
+      msg: ok ? "" : "预算不够开 1+1(或卖一深度不足)",
+    };
+  }
+
+  function syncOoSizeModeUI() {
+    document.querySelectorAll(".hp-oo-size-mode").forEach(function (b) {
+      const on = b.getAttribute("data-oo-size") === state.ooSheetsMode;
+      b.classList.toggle("active", on);
+    });
+  }
+
+  function updateOoBudgetLine(extra) {
+    const line = $("hp-oo-budget-line");
+    if (!line) return;
+    const b = resolveOoBudget();
+    const modeLabel = state.ooSheetsMode === "split_budget" ? "均分预算" : "同张数";
+    const parts = [
+      "预算 min(交易×" + fmt(b.buf, 2) + ", 单笔) ≈ " + fmt(b.budget, 2) + " USDC",
+      "模式:" + modeLabel,
+    ];
+    if (b.tradingCap != null) parts.push("交易×缓冲 " + fmt(b.tradingCap, 2));
+    if (b.tradeCap != null) parts.push("单笔上限 " + fmt(b.tradeCap, 2));
+    if (extra && extra.msg) parts.push(extra.msg);
+    else if (b.msg) parts.push(b.msg);
+    line.textContent = parts.join(" · ");
+    line.classList.toggle("hp-oo-budget-warn", !!(extra && extra.msg) || !b.ok);
+  }
+
+  function autoFillOoSheets() {
+    syncOoSizeModeUI();
+    if (!state.legA || !state.legB) {
+      updateOoBudgetLine(null);
+      return;
+    }
+    const b = resolveOoBudget();
+    const sug = suggestOoSheetsLocal(b.budget, state.ooSheetsMode);
+    const a = $("hp-oo-sheets-a");
+    const bb = $("hp-oo-sheets-b");
+    if (a && !a.disabled) a.value = String(sug.sheetsA);
+    if (bb && !bb.disabled) bb.value = String(sug.sheetsB);
+    updateOoBudgetLine(sug.ok ? null : sug);
+    updateOoPremiumLine();
   }
 
   async function loadGates() {
@@ -562,7 +702,7 @@
     }
     fill("腿A", state.legA, "hp-oo-leg-a-info", "hp-oo-sheets-a");
     fill("腿B", state.legB, "hp-oo-leg-b-info", "hp-oo-sheets-b");
-    updateOoPremiumLine();
+    autoFillOoSheets();
   }
 
   function ooSheets(id) {
@@ -806,6 +946,13 @@
       const el = $(id);
       if (el) el.addEventListener("input", updateOoPremiumLine);
     });
+    document.querySelectorAll(".hp-oo-size-mode").forEach(function (b) {
+      b.addEventListener("click", function () {
+        state.ooSheetsMode = b.getAttribute("data-oo-size") || "same_sheets";
+        syncOoSizeModeUI();
+        autoFillOoSheets();
+      });
+    });
     if ($("hp-preview-btn"))
       $("hp-preview-btn").addEventListener("click", function () {
         state.mode = "perp_options";
@@ -1262,6 +1409,8 @@
   syncTabUI();
   syncUnderlyingUI();
   syncMoneyUI();
+  syncOoSizeModeUI();
+  updateOoBudgetLine(null);
   bind();
   void refreshAll();
 })();

lib/common/static/instance_theme.css

@@ -3258,6 +3258,21 @@ html[data-theme="light"] .opt-be-dist-down {
   flex-direction: column;
   gap: 8px;
 }
+.hedge-plan-page-wrap .hp-oo-size-row {
+  display: flex;
+  flex-wrap: wrap;
+  align-items: center;
+  gap: 8px;
+  margin: 6px 0 2px;
+}
+.hedge-plan-page-wrap .hp-oo-size-mode.active {
+  border-color: var(--accent, #00d4ff);
+  color: var(--text, #fff);
+  background: rgba(0, 212, 255, 0.12);
+}
+.hedge-plan-page-wrap #hp-oo-budget-line.hp-oo-budget-warn {
+  color: #ff8a8a;
+}
 .hedge-plan-page-wrap .hp-oo-leg-row {
   display: flex;
   flex-wrap: wrap;

lib/hedge_plan/hedge_plan_calc_lib.py

@@ -86,6 +86,146 @@ def floor_contracts_to_precision(contracts: float, decimals: int) -> float:
     return math.floor(raw * scale + 1e-12) / scale
 
 
+def option_unit_cost_usdc(*, ask: float, ct_mult: float) -> float:
+    """单张权利金(USDC) = 卖一价 × ct_mult."""
+    a = _f(ask)
+    if a is None or a <= 0:
+        return 0.0
+    return float(a) * float(ct_mult or 0.01)
+
+
+def resolve_oo_budget_usdc(
+    *,
+    trading_usdc: Any,
+    trade_budget_usdc: Any,
+    buffer_ratio: Any = 0.95,
+) -> dict[str, Any]:
+    """期期可用预算 = min(交易户×buffer, 单笔预算)."""
+    import math
+
+    trading = _f(trading_usdc)
+    cap = _f(trade_budget_usdc)
+    buf = _f(buffer_ratio)
+    if buf is None or buf <= 0:
+        buf = 0.95
+    if buf > 1:
+        buf = 1.0
+    trading_cap = None if trading is None else max(0.0, float(trading) * float(buf))
+    trade_cap = None if cap is None else max(0.0, float(cap))
+    if trading_cap is None and trade_cap is None:
+        return {
+            "ok": False,
+            "budget_usdc": 0.0,
+            "trading_cap": None,
+            "trade_budget_cap": None,
+            "buffer_ratio": float(buf),
+            "msg": "缺少交易户余额与单笔预算",
+        }
+    if trading_cap is None:
+        budget = float(trade_cap or 0.0)
+    elif trade_cap is None:
+        budget = float(trading_cap)
+    else:
+        budget = min(float(trading_cap), float(trade_cap))
+    budget = float(math.floor(budget * 1e6 + 1e-12) / 1e6)
+    return {
+        "ok": budget > 0,
+        "budget_usdc": budget,
+        "trading_cap": None if trading_cap is None else round(float(trading_cap), 6),
+        "trade_budget_cap": None if trade_cap is None else round(float(trade_cap), 6),
+        "buffer_ratio": float(buf),
+        "msg": "" if budget > 0 else "可用预算为 0",
+    }
+
+
+def _cap_sheets_by_ask_depth(sheets: int, ask_sz: Any) -> int:
+    import math
+
+    n = max(0, int(sheets))
+    depth = _f(ask_sz)
+    if depth is None:
+        return n
+    if depth <= 0:
+        return 0
+    return min(n, int(math.floor(float(depth) + 1e-12)))
+
+
+def suggest_oo_sheets(
+    *,
+    mode: str,
+    budget_usdc: float,
+    ask_a: float,
+    ct_mult_a: float = 0.01,
+    ask_sz_a: Any = None,
+    ask_b: float,
+    ct_mult_b: float = 0.01,
+    ask_sz_b: Any = None,
+) -> dict[str, Any]:
+    """期期建议张数:same_sheets(同张数,默认) / split_budget(均分预算)."""
+    import math
+
+    m = (mode or "same_sheets").strip().lower()
+    if m in ("split", "equal_budget", "split_budget", "均分"):
+        m = "split_budget"
+    else:
+        m = "same_sheets"
+    budget = max(0.0, float(budget_usdc or 0.0))
+    cost_a = option_unit_cost_usdc(ask=ask_a, ct_mult=ct_mult_a)
+    cost_b = option_unit_cost_usdc(ask=ask_b, ct_mult=ct_mult_b)
+    if budget <= 0:
+        return {
+            "mode": m,
+            "sheets_a": 0,
+            "sheets_b": 0,
+            "cost_a": round(cost_a, 8),
+            "cost_b": round(cost_b, 8),
+            "premium_est": 0.0,
+            "ok": False,
+            "msg": "可用预算为 0",
+        }
+    if cost_a <= 0 or cost_b <= 0:
+        return {
+            "mode": m,
+            "sheets_a": 0,
+            "sheets_b": 0,
+            "cost_a": round(cost_a, 8),
+            "cost_b": round(cost_b, 8),
+            "premium_est": 0.0,
+            "ok": False,
+            "msg": "缺少有效卖一价,无法建议张数",
+        }
+    if m == "split_budget":
+        half = budget / 2.0
+        n_a = int(math.floor(half / cost_a + 1e-12))
+        n_b = int(math.floor(half / cost_b + 1e-12))
+    else:
+        pair = cost_a + cost_b
+        n = int(math.floor(budget / pair + 1e-12)) if pair > 0 else 0
+        n_a = n
+        n_b = n
+    n_a = _cap_sheets_by_ask_depth(n_a, ask_sz_a)
+    n_b = _cap_sheets_by_ask_depth(n_b, ask_sz_b)
+    if m == "same_sheets":
+        n = min(n_a, n_b)
+        n_a = n
+        n_b = n
+    prem = cost_a * n_a + cost_b * n_b
+    ok = n_a >= 1 and n_b >= 1
+    msg = ""
+    if not ok:
+        msg = "预算不够开 1+1(或卖一深度不足)"
+    return {
+        "mode": m,
+        "sheets_a": n_a,
+        "sheets_b": n_b,
+        "cost_a": round(cost_a, 8),
+        "cost_b": round(cost_b, 8),
+        "premium_est": round(prem, 6),
+        "ok": ok,
+        "msg": msg,
+    }
+
+
 def build_perp_options_preview(
     *,
     direction: str,

lib/hedge_plan/hedge_plan_register.py

@@ -97,6 +97,8 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "chain_max_dte": float(os.getenv("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS") or os.getenv("OKX_OPTIONS_MAX_DTE_DAYS") or "14"),
         "perp_account_label": (os.getenv("OKX_ACCOUNT_LABEL") or "合约账户").strip(),
         "options_account_label": (os.getenv("OKX_OPTIONS_ACCOUNT_LABEL") or "期权账户").strip(),
+        "trade_budget_usdc": float(os.getenv("OKX_OPTIONS_TRADE_BUDGET_USDC") or "10"),
+        "budget_buffer": float(os.getenv("OKX_OPTIONS_BUDGET_BUFFER") or "0.95"),
         "live_trading": _env_bool("LIVE_TRADING_ENABLED", False),
         "send_wechat": getattr(app_module, "send_wechat_msg", None),
     }
@@ -405,6 +407,8 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 "account_label": cfg.get("options_account_label") or "期权账户",
                 "account_note": "期权腿使用期权账户(交易 USDC)",
                 "options_account": opt_acct,
+                "trade_budget_usdc": cfg.get("trade_budget_usdc"),
+                "budget_buffer": cfg.get("budget_buffer"),
             }
         )
 

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -138,17 +138,23 @@
         <div id="hp-oo-index" class="muted hp-quote-line"></div>
         <div id="hp-oo-bal-line" class="muted hp-quote-line"></div>
         <p class="muted hp-unit-hint">震荡突破:设上下两个目标价(USD)；触达任一侧重平盈利腿。张数=<strong>期权张</strong> · 权利金=USDC</p>
+        <div class="form-row hp-oo-size-row">
+          <span class="muted">自动张数</span>
+          <button type="button" class="btn-secondary hp-oo-size-mode active" data-oo-size="same_sheets">同张数</button>
+          <button type="button" class="btn-secondary hp-oo-size-mode" data-oo-size="split_budget">均分预算</button>
+        </div>
+        <p class="muted" id="hp-oo-budget-line"></p>
         <div id="hp-oo-legs" class="hp-oo-legs">
           <div class="hp-oo-leg-row" data-leg="a">
             <div class="muted" id="hp-oo-leg-a-info">腿A: 尚未选用</div>
             <label>张数 <span class="hp-unit">期权张</span>
-              <input type="number" step="1" min="1" id="hp-oo-sheets-a" value="1" disabled />
+              <input type="number" step="1" min="0" id="hp-oo-sheets-a" value="1" disabled />
             </label>
           </div>
           <div class="hp-oo-leg-row" data-leg="b">
             <div class="muted" id="hp-oo-leg-b-info">腿B: 尚未选用</div>
             <label>张数 <span class="hp-unit">期权张</span>
-              <input type="number" step="1" min="1" id="hp-oo-sheets-b" value="1" disabled />
+              <input type="number" step="1" min="0" id="hp-oo-sheets-b" value="1" disabled />
             </label>
           </div>
           <p class="muted" id="hp-oo-prem-line"></p>
@@ -264,4 +270,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=14"></script>
+<script src="/static/hedge_plan.js?v=15"></script>

tests/test_hedge_plan_calc.py

@@ -9,6 +9,8 @@ from lib.hedge_plan.hedge_plan_calc_lib import (
     option_expiry_pnl,
     option_premium_total,
     perp_pnl,
+    resolve_oo_budget_usdc,
+    suggest_oo_sheets,
 )
 
 
@@ -129,6 +131,55 @@ class TestHedgePlanCalc(unittest.TestCase):
         self.assertEqual(floor_contracts_to_precision(4.569713, 0), 4.0)
         self.assertEqual(floor_contracts_to_precision(0, 4), 0.0)
 
+    def test_oo_budget_min_trading_and_cap(self):
+        b = resolve_oo_budget_usdc(trading_usdc=11.07, trade_budget_usdc=10, buffer_ratio=0.95)
+        self.assertTrue(b["ok"])
+        self.assertAlmostEqual(b["trading_cap"], 11.07 * 0.95, places=4)
+        self.assertEqual(b["budget_usdc"], 10.0)
+
+    def test_suggest_oo_same_sheets_default(self):
+        # cost_a=1, cost_b=1 → pair=2; budget=10 → n=5
+        s = suggest_oo_sheets(
+            mode="same_sheets",
+            budget_usdc=10,
+            ask_a=100,
+            ct_mult_a=0.01,
+            ask_b=100,
+            ct_mult_b=0.01,
+        )
+        self.assertEqual(s["mode"], "same_sheets")
+        self.assertEqual(s["sheets_a"], 5)
+        self.assertEqual(s["sheets_b"], 5)
+        self.assertTrue(s["ok"])
+
+    def test_suggest_oo_split_budget(self):
+        # cost_a=1, cost_b=2; half=5 → nA=5, nB=2
+        s = suggest_oo_sheets(
+            mode="split_budget",
+            budget_usdc=10,
+            ask_a=100,
+            ct_mult_a=0.01,
+            ask_b=200,
+            ct_mult_b=0.01,
+        )
+        self.assertEqual(s["mode"], "split_budget")
+        self.assertEqual(s["sheets_a"], 5)
+        self.assertEqual(s["sheets_b"], 2)
+
+    def test_suggest_oo_depth_cap(self):
+        s = suggest_oo_sheets(
+            mode="same_sheets",
+            budget_usdc=100,
+            ask_a=100,
+            ct_mult_a=0.01,
+            ask_sz_a=2,
+            ask_b=100,
+            ct_mult_b=0.01,
+            ask_sz_b=50,
+        )
+        self.assertEqual(s["sheets_a"], 2)
+        self.assertEqual(s["sheets_b"], 2)
+
 
 if __name__ == "__main__":
     unittest.main()