Auto-fill 期期 sheets from trading balance with same-sheets default.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -28,6 +28,10 @@
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legA: null,
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legB: null,
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market: null,
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ooSheetsMode: "same_sheets",
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tradingUsdc: null,
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tradeBudgetUsdc: null,
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budgetBuffer: 0.95,
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};
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function $(id) {
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@@ -176,6 +180,16 @@
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const label = (chain && chain.account_label) || acct.label || "期权账户";
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const tag = $("hp-opt-acct-tag");
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if (tag) tag.textContent = label;
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if (acct.trading_usdc != null && acct.trading_usdc !== "") {
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state.tradingUsdc = Number(acct.trading_usdc);
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}
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if (chain && chain.trade_budget_usdc != null && chain.trade_budget_usdc !== "") {
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state.tradeBudgetUsdc = Number(chain.trade_budget_usdc);
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}
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if (chain && chain.budget_buffer != null && chain.budget_buffer !== "") {
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const buf = Number(chain.budget_buffer);
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if (!Number.isNaN(buf) && buf > 0) state.budgetBuffer = buf;
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}
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const line =
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label +
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" · 交易 USDC " +
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@@ -186,6 +200,132 @@
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if (el) el.textContent = line;
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const oo = $("hp-oo-bal-line");
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if (oo) oo.textContent = line;
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autoFillOoSheets();
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}
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function resolveOoBudget() {
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const buf = state.budgetBuffer > 0 ? state.budgetBuffer : 0.95;
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const trading = state.tradingUsdc;
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const cap = state.tradeBudgetUsdc;
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let tradingCap = null;
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let tradeCap = null;
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if (trading != null && !Number.isNaN(Number(trading))) {
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tradingCap = Math.max(0, Number(trading) * buf);
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}
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if (cap != null && !Number.isNaN(Number(cap))) {
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tradeCap = Math.max(0, Number(cap));
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}
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if (tradingCap == null && tradeCap == null) {
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return { ok: false, budget: 0, tradingCap: null, tradeCap: null, buf: buf, msg: "缺少交易户余额与单笔预算" };
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}
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let budget = 0;
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if (tradingCap == null) budget = tradeCap;
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else if (tradeCap == null) budget = tradingCap;
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else budget = Math.min(tradingCap, tradeCap);
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budget = Math.floor(budget * 1e6 + 1e-12) / 1e6;
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return {
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ok: budget > 0,
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budget: budget,
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tradingCap: tradingCap,
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tradeCap: tradeCap,
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buf: buf,
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msg: budget > 0 ? "" : "可用预算为 0",
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};
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}
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function unitCost(c) {
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if (!c) return 0;
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const ask = Number(c.ask || 0);
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if (!(ask > 0)) return 0;
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return ask * Number(c.ct_mult || 0.01);
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}
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function capByDepth(n, askSz) {
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let out = Math.max(0, Math.floor(Number(n) || 0));
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if (askSz == null || askSz === "") return out;
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const d = Number(askSz);
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if (Number.isNaN(d)) return out;
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if (d <= 0) return 0;
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return Math.min(out, Math.floor(d + 1e-12));
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}
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function suggestOoSheetsLocal(budget, mode) {
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const costA = unitCost(state.legA);
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const costB = unitCost(state.legB);
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if (!(budget > 0)) {
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return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "可用预算为 0" };
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}
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if (!(costA > 0) || !(costB > 0)) {
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return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "缺少有效卖一价,无法建议张数" };
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}
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let nA = 0;
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let nB = 0;
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if (mode === "split_budget") {
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const half = budget / 2;
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nA = Math.floor(half / costA + 1e-12);
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nB = Math.floor(half / costB + 1e-12);
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} else {
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const pair = costA + costB;
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const n = pair > 0 ? Math.floor(budget / pair + 1e-12) : 0;
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nA = n;
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nB = n;
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}
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nA = capByDepth(nA, state.legA && state.legA.ask_sz);
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nB = capByDepth(nB, state.legB && state.legB.ask_sz);
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if (mode !== "split_budget") {
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const n = Math.min(nA, nB);
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nA = n;
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nB = n;
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}
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const premium = costA * nA + costB * nB;
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const ok = nA >= 1 && nB >= 1;
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return {
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sheetsA: nA,
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sheetsB: nB,
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premium: premium,
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ok: ok,
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msg: ok ? "" : "预算不够开 1+1(或卖一深度不足)",
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};
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}
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function syncOoSizeModeUI() {
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document.querySelectorAll(".hp-oo-size-mode").forEach(function (b) {
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const on = b.getAttribute("data-oo-size") === state.ooSheetsMode;
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b.classList.toggle("active", on);
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});
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}
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function updateOoBudgetLine(extra) {
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const line = $("hp-oo-budget-line");
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if (!line) return;
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const b = resolveOoBudget();
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const modeLabel = state.ooSheetsMode === "split_budget" ? "均分预算" : "同张数";
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const parts = [
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"预算 min(交易×" + fmt(b.buf, 2) + ", 单笔) ≈ " + fmt(b.budget, 2) + " USDC",
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"模式:" + modeLabel,
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];
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if (b.tradingCap != null) parts.push("交易×缓冲 " + fmt(b.tradingCap, 2));
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if (b.tradeCap != null) parts.push("单笔上限 " + fmt(b.tradeCap, 2));
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if (extra && extra.msg) parts.push(extra.msg);
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else if (b.msg) parts.push(b.msg);
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line.textContent = parts.join(" · ");
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line.classList.toggle("hp-oo-budget-warn", !!(extra && extra.msg) || !b.ok);
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}
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function autoFillOoSheets() {
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syncOoSizeModeUI();
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if (!state.legA || !state.legB) {
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updateOoBudgetLine(null);
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return;
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}
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const b = resolveOoBudget();
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const sug = suggestOoSheetsLocal(b.budget, state.ooSheetsMode);
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const a = $("hp-oo-sheets-a");
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const bb = $("hp-oo-sheets-b");
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if (a && !a.disabled) a.value = String(sug.sheetsA);
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if (bb && !bb.disabled) bb.value = String(sug.sheetsB);
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updateOoBudgetLine(sug.ok ? null : sug);
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updateOoPremiumLine();
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}
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async function loadGates() {
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@@ -562,7 +702,7 @@
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}
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fill("腿A", state.legA, "hp-oo-leg-a-info", "hp-oo-sheets-a");
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fill("腿B", state.legB, "hp-oo-leg-b-info", "hp-oo-sheets-b");
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updateOoPremiumLine();
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autoFillOoSheets();
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}
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function ooSheets(id) {
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@@ -806,6 +946,13 @@
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const el = $(id);
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if (el) el.addEventListener("input", updateOoPremiumLine);
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});
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document.querySelectorAll(".hp-oo-size-mode").forEach(function (b) {
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b.addEventListener("click", function () {
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state.ooSheetsMode = b.getAttribute("data-oo-size") || "same_sheets";
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syncOoSizeModeUI();
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autoFillOoSheets();
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});
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});
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if ($("hp-preview-btn"))
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$("hp-preview-btn").addEventListener("click", function () {
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state.mode = "perp_options";
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@@ -1262,6 +1409,8 @@
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syncTabUI();
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syncUnderlyingUI();
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syncMoneyUI();
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syncOoSizeModeUI();
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updateOoBudgetLine(null);
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bind();
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void refreshAll();
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})();
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@@ -3258,6 +3258,21 @@ html[data-theme="light"] .opt-be-dist-down {
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flex-direction: column;
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gap: 8px;
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}
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.hedge-plan-page-wrap .hp-oo-size-row {
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display: flex;
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flex-wrap: wrap;
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align-items: center;
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gap: 8px;
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margin: 6px 0 2px;
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}
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.hedge-plan-page-wrap .hp-oo-size-mode.active {
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border-color: var(--accent, #00d4ff);
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color: var(--text, #fff);
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background: rgba(0, 212, 255, 0.12);
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}
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.hedge-plan-page-wrap #hp-oo-budget-line.hp-oo-budget-warn {
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color: #ff8a8a;
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}
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.hedge-plan-page-wrap .hp-oo-leg-row {
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display: flex;
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flex-wrap: wrap;
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