diff --git a/docs/对冲计划开发方案.md b/docs/对冲计划开发方案.md
index 7c6f5e3..be86c17 100644
--- a/docs/对冲计划开发方案.md
+++ b/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
diff --git a/lib/common/static/hedge_plan.js b/lib/common/static/hedge_plan.js
index a856708..d0310bb 100644
--- a/lib/common/static/hedge_plan.js
+++ b/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();
})();
diff --git a/lib/common/static/instance_theme.css b/lib/common/static/instance_theme.css
index 9d705fd..1f9acba 100644
--- a/lib/common/static/instance_theme.css
+++ b/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;
diff --git a/lib/hedge_plan/hedge_plan_calc_lib.py b/lib/hedge_plan/hedge_plan_calc_lib.py
index 0f2633b..0889d35 100644
--- a/lib/hedge_plan/hedge_plan_calc_lib.py
+++ b/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,
diff --git a/lib/hedge_plan/hedge_plan_register.py b/lib/hedge_plan/hedge_plan_register.py
index b339d2a..a5ea506 100644
--- a/lib/hedge_plan/hedge_plan_register.py
+++ b/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"),
}
)
diff --git a/lib/hedge_plan/templates/hedge_plan_panel.html b/lib/hedge_plan/templates/hedge_plan_panel.html
index 1204ccf..97b6199 100644
--- a/lib/hedge_plan/templates/hedge_plan_panel.html
+++ b/lib/hedge_plan/templates/hedge_plan_panel.html
@@ -138,17 +138,23 @@
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=期权张 · 权利金=USDC
+
+ 自动张数
+
+
+
+
-
+
diff --git a/tests/test_hedge_plan_calc.py b/tests/test_hedge_plan_calc.py
index fb49ef2..c15a0b4 100644
--- a/tests/test_hedge_plan_calc.py
+++ b/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()