feat: options sheet sizing, ITM/OTM labels, and 14-day chain view

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

crypto_monitor_okx/.env.example

@@ -113,6 +113,7 @@ OKX_OPTIONS_TRADE_BUDGET_USDC=10
 OKX_OPTIONS_BUDGET_BUFFER=0.95
 OKX_OPTIONS_DEFAULT_UNDERLY=ETH
 OKX_OPTIONS_MAX_DTE_DAYS=2
+OKX_OPTIONS_CHAIN_MAX_DTE_DAYS=14
 OKX_OPTIONS_ITM_MAX_DIST_USD=30
 OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
 OKX_OPTIONS_POLL_SECONDS=15

lib/common/static/instance_theme.css

@@ -2401,4 +2401,30 @@ html[data-theme="light"] .settings-export-link {
 .opt-row-actions .btn-secondary {
   margin-right: 4px;
 }
+.opt-moneyness {
+  display: inline-block;
+  padding: 2px 8px;
+  border-radius: 4px;
+  font-size: 0.78rem;
+  font-weight: 600;
+}
+.opt-moneyness-itm {
+  color: #7ee787;
+  background: rgba(46, 160, 67, 0.15);
+}
+.opt-moneyness-otm {
+  color: #a8b3cf;
+  background: rgba(136, 146, 176, 0.12);
+}
+.opt-moneyness-atm {
+  color: #ffd166;
+  background: rgba(255, 209, 102, 0.12);
+}
+.options-order-mode-row {
+  flex-wrap: wrap;
+  gap: 8px;
+}
+.options-order-mode-row input[type="number"] {
+  width: 88px;
+}
 

lib/common/static/options_panel.js

@@ -29,6 +29,38 @@
     }
   }
 
+  function currentSizeMode() {
+    const el = document.querySelector('input[name="opt-size-mode"]:checked');
+    return el ? el.value : "sheets";
+  }
+
+  function updateSizeInputs() {
+    const mode = currentSizeMode();
+    const sheetsEl = document.getElementById("opt-sheets-amount");
+    const ethEl = document.getElementById("opt-eth-amount");
+    if (sheetsEl) sheetsEl.style.display = mode === "sheets" ? "" : "none";
+    if (ethEl) ethEl.style.display = mode === "eth_amount" ? "" : "none";
+  }
+
+  function quoteUrl(instId) {
+    const mode = currentSizeMode();
+    let url = "/api/options/quote?inst_id=" + encodeURIComponent(instId) + "&mode=" + mode;
+    if (mode === "eth_amount") {
+      const eth = document.getElementById("opt-eth-amount").value;
+      if (eth) url += "&eth_amount=" + encodeURIComponent(eth);
+    } else if (mode === "sheets") {
+      const sheets = document.getElementById("opt-sheets-amount").value;
+      if (sheets) url += "&sheets=" + encodeURIComponent(sheets);
+    }
+    return url;
+  }
+
+  function moneynessBadge(c) {
+    const m = (c && c.moneyness) || "";
+    const label = (c && c.moneyness_label) || "—";
+    return '<span class="opt-moneyness opt-moneyness-' + m + '">' + label + "</span>";
+  }
+
   async function refreshBalances() {
     const d = await apiJson("/api/options/balances");
     if (!d.ok) return;
@@ -42,7 +74,11 @@
 
   function expLabel(ms) {
     try {
-      return new Date(Number(ms)).toLocaleString("zh-CN", { month: "2-digit", day: "2-digit", hour: "2-digit", minute: "2-digit" });
+      const dt = new Date(Number(ms));
+      const now = Date.now();
+      const dte = Math.max(0, Math.ceil((Number(ms) - now) / 86400000));
+      const base = dt.toLocaleString("zh-CN", { month: "2-digit", day: "2-digit", hour: "2-digit", minute: "2-digit" });
+      return base + " · " + dte + "D";
     } catch (e) {
       return String(ms);
     }
@@ -58,8 +94,14 @@
       o.textContent = expLabel(e.exp_time) + " (" + e.contracts.length + ")";
       sel.appendChild(o);
     });
+    const idx = state.chain && state.chain.index_px;
+    const dte = state.chain && state.chain.chain_max_dte_days;
+    if (dte != null) {
+      const el = document.getElementById("opt-chain-dte");
+      if (el) el.textContent = String(Math.round(dte));
+    }
     document.getElementById("opt-index-line").textContent =
-      "指数 " + state.underlying + " ≈ " + fmt(state.chain && state.chain.index_px, 2);
+      "指数 " + state.underlying + " ≈ " + fmt(idx, 2) + " · 实值=价内 · 虚值=价外";
   }
 
   function renderStrikes() {
@@ -67,7 +109,7 @@
     const expMs = document.getElementById("opt-exp-select").value;
     tbody.innerHTML = "";
     if (!expMs || !state.chain) {
-      tbody.innerHTML = '<tr><td colspan="5" class="muted">请选择到期日</td></tr>';
+      tbody.innerHTML = '<tr><td colspan="6" class="muted">请选择到期日</td></tr>';
       return;
     }
     const exp = (state.chain.expiries || []).find(function (e) {
@@ -78,13 +120,15 @@
       return c.opt_type === state.optType;
     });
     if (!list.length) {
-      tbody.innerHTML = '<tr><td colspan="5" class="muted">无符合的实值合约</td></tr>';
+      tbody.innerHTML = '<tr><td colspan="6" class="muted">该到期日暂无报价</td></tr>';
       return;
     }
     list.forEach(function (c) {
       const tr = document.createElement("tr");
+      if (c.moneyness) tr.classList.add("opt-row-" + c.moneyness);
       tr.innerHTML =
         "<td>" + c.strike + "</td>" +
+        "<td>" + moneynessBadge(c) + "</td>" +
         "<td><code>" + c.inst_id + "</code></td>" +
         "<td>" + fmt(c.ask, 4) + "</td>" +
         "<td>" + fmt(c.bid, 4) + "</td>" +
@@ -109,13 +153,7 @@
 
   async function selectContract(instId) {
     state.selectedInst = instId;
-    const mode = document.querySelector('input[name="opt-size-mode"]:checked').value;
-    const ethInput = document.getElementById("opt-eth-amount");
-    let url = "/api/options/quote?inst_id=" + encodeURIComponent(instId) + "&mode=" + mode;
-    if (mode === "eth_amount" && ethInput.value) {
-      url += "&eth_amount=" + encodeURIComponent(ethInput.value);
-    }
-    const d = await apiJson(url);
+    const d = await apiJson(quoteUrl(instId));
     const panel = document.getElementById("opt-order-panel");
     panel.style.display = "";
     document.getElementById("opt-order-inst").textContent = instId;
@@ -158,7 +196,7 @@
     const btn = document.getElementById("opt-open-btn");
     btn.disabled = true;
     try {
-      const mode = document.querySelector('input[name="opt-size-mode"]:checked').value;
+      const mode = currentSizeMode();
       const body = {
         inst_id: state.selectedInst,
         mode: mode,
@@ -166,6 +204,8 @@
       };
       if (mode === "eth_amount") {
         body.eth_amount = parseFloat(document.getElementById("opt-eth-amount").value);
+      } else if (mode === "sheets") {
+        body.sheets = parseInt(document.getElementById("opt-sheets-amount").value, 10);
       }
       const d = await apiJson("/api/options/open", {
         method: "POST",
@@ -187,7 +227,7 @@
   }
 
   async function closePosition(inst, btn) {
-    const q = await apiJson("/api/options/quote?inst_id=" + encodeURIComponent(inst) + "&mode=budget_full");
+    const q = await apiJson("/api/options/quote?inst_id=" + encodeURIComponent(inst) + "&mode=sheets&sheets=1");
     if (!q.ok) {
       alert(q.msg || "获取买一价失败");
       return;
@@ -272,8 +312,18 @@
 
   document.querySelectorAll('input[name="opt-size-mode"]').forEach(function (r) {
     r.addEventListener("change", function () {
-      document.getElementById("opt-eth-amount").style.display =
-        r.value === "eth_amount" && r.checked ? "" : "none";
+      updateSizeInputs();
+      if (state.selectedInst) selectContract(state.selectedInst);
+    });
+  });
+
+  ["opt-sheets-amount", "opt-eth-amount"].forEach(function (id) {
+    const el = document.getElementById(id);
+    if (!el) return;
+    el.addEventListener("change", function () {
+      if (state.selectedInst) selectContract(state.selectedInst);
+    });
+    el.addEventListener("input", function () {
       if (state.selectedInst) selectContract(state.selectedInst);
     });
   });
@@ -331,6 +381,7 @@
     refreshBalances();
   });
 
+  updateSizeInputs();
   refreshBalances();
   loadChain();
   refreshPositions();

lib/exchange/okx_options_lib.py

@@ -7,7 +7,7 @@ from typing import Any, Callable
 
 import ccxt
 
-from lib.options.options_pricing_lib import is_shallow_itm
+from lib.options.options_pricing_lib import is_shallow_itm, option_moneyness, option_moneyness_label
 
 
 def create_options_exchange(
@@ -251,6 +251,7 @@ def build_option_chain(
         bid = _safe_float(t.get("bidPx"))
         if ask is None and bid is None:
             continue
+        mny = option_moneyness(opt_type=opt_type, strike=strike, index_px=idx)
         exp_key = str(exp_ms)
         expiries.setdefault(exp_key, []).append(
             {
@@ -260,6 +261,8 @@ def build_option_chain(
                 "exp_time": exp_ms,
                 "ask": ask,
                 "bid": bid,
+                "moneyness": mny,
+                "moneyness_label": option_moneyness_label(mny),
                 "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
                 "tick_sz": meta.get("tickSz"),
                 "min_sz": int(_safe_float(meta.get("minSz")) or 1),

lib/options/options_pricing_lib.py

@@ -50,16 +50,19 @@ def calc_order_size(
     budget_usdc: float | None = None,
     budget_buffer: float = 0.95,
     eth_amount: float | None = None,
+    sheets: int | None = None,
     budget_cap: float | None = None,
 ) -> dict[str, Any]:
     """
     返回 sheets, eth_amount, total_premium。
-    mode: budget_full 或 eth_amount。
+    mode: budget_full / eth_amount / sheets。
     """
     if quote_per_unit <= 0:
         return {"ok": False, "msg": "卖一价无效", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
 
-    if eth_amount is not None and eth_amount > 0:
+    if sheets is not None and int(sheets) > 0:
+        sheets = int(sheets)
+    elif eth_amount is not None and eth_amount > 0:
         sheets = sheets_from_eth_amount(eth_amount, ct_mult)
     elif budget_usdc is not None and budget_usdc > 0:
         eff = float(budget_usdc) * float(budget_buffer)
@@ -68,7 +71,7 @@ def calc_order_size(
             return {"ok": False, "msg": "无法计算单张权利金", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
         sheets = int(math.floor(eff / per_sheet))
     else:
-        return {"ok": False, "msg": "请指定预算或 ETH 数量", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
+        return {"ok": False, "msg": "请指定预算、币数量或张数", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
 
     if sheets < min_sz:
         per = premium_per_sheet(quote_per_unit, ct_mult)
@@ -110,3 +113,22 @@ def is_shallow_itm(
             return False
         return (strike - index_px) <= max_dist_usd
     return False
+
+
+def option_moneyness(*, opt_type: str, strike: float, index_px: float) -> str:
+    """返回 itm / otm / atm。"""
+    o = (opt_type or "").upper()
+    if strike is None or index_px is None or index_px <= 0:
+        return "unknown"
+    atm_band = max(index_px * 0.002, 2.0)
+    if abs(strike - index_px) <= atm_band:
+        return "atm"
+    if o == "C":
+        return "itm" if strike < index_px else "otm"
+    if o == "P":
+        return "itm" if strike > index_px else "otm"
+    return "unknown"
+
+
+def option_moneyness_label(moneyness: str) -> str:
+    return {"itm": "实值", "otm": "虚值", "atm": "平值"}.get((moneyness or "").lower(), "")

lib/options/options_register.py

@@ -84,6 +84,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95),
         "default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
         "max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
+        "chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
         "itm_max_dist": _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0),
         "td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "cross").strip(),
         "allow_market_close": _env_bool("OKX_OPTIONS_ALLOW_MARKET_CLOSE", False),
@@ -136,11 +137,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         chain = cfg["build_option_chain"](
             ex,
             u,
-            max_dte_days=cfg["max_dte_days"],
-            itm_only=True,
+            max_dte_days=cfg["chain_max_dte_days"],
+            itm_only=False,
             itm_max_dist_usd=cfg["itm_max_dist"],
         )
-        return jsonify({"ok": True, **chain})
+        return jsonify({"ok": True, **chain, "chain_max_dte_days": cfg["chain_max_dte_days"]})
 
     @app.route("/api/options/quote")
     @lr
@@ -160,20 +161,27 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         mode = (request.args.get("mode") or "budget_full").strip()
         budget = cfg["trade_budget"]
         eth_amount = None
+        sheet_count = None
         try:
             if request.args.get("eth_amount"):
                 eth_amount = float(request.args.get("eth_amount"))
         except (TypeError, ValueError):
             pass
+        try:
+            if request.args.get("sheets"):
+                sheet_count = int(request.args.get("sheets"))
+        except (TypeError, ValueError):
+            pass
         if ask is None or ask <= 0:
             return jsonify({**q, "ok": False, "msg": "暂无卖一价"})
         sizing = calc_order_size(
             quote_per_unit=float(ask),
             ct_mult=float(ct_mult),
             min_sz=int(min_sz),
-            budget_usdc=budget if mode != "eth_amount" else None,
+            budget_usdc=budget if mode == "budget_full" else None,
             budget_buffer=cfg["budget_buffer"],
             eth_amount=eth_amount if mode == "eth_amount" else None,
+            sheets=sheet_count if mode == "sheets" else None,
             budget_cap=cfg["trade_budget"],
         )
         return jsonify(
@@ -206,18 +214,25 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         ct_mult = float(q.get("ct_mult") or 0.01)
         min_sz = int(q.get("min_sz") or 1)
         eth_amount = None
+        sheet_count = None
         if mode == "eth_amount":
             try:
                 eth_amount = float(data.get("eth_amount"))
             except (TypeError, ValueError):
                 return jsonify({"ok": False, "msg": "ETH 数量无效"})
+        elif mode == "sheets":
+            try:
+                sheet_count = int(data.get("sheets"))
+            except (TypeError, ValueError):
+                return jsonify({"ok": False, "msg": "张数无效"})
         sizing = calc_order_size(
             quote_per_unit=float(ask),
             ct_mult=ct_mult,
             min_sz=min_sz,
-            budget_usdc=cfg["trade_budget"] if mode != "eth_amount" else None,
+            budget_usdc=cfg["trade_budget"] if mode == "budget_full" else None,
             budget_buffer=cfg["budget_buffer"],
             eth_amount=eth_amount,
+            sheets=sheet_count,
             budget_cap=cfg["trade_budget"],
         )
         if not sizing.get("ok"):

lib/options/templates/options_panel.html

@@ -5,7 +5,7 @@
     {% if not options_enabled %}
     <div class="flash" style="margin-bottom:12px">期权 API 未启用：请在 <code>crypto_monitor_okx/.env</code> 设置 <code>OKX_OPTIONS_ENABLED=true</code> 及主账户 <code>OKX_OPTIONS_API_*</code>，然后 <code>pm2 restart crypto_okx --update-env</code>。</div>
     {% endif %}
-    <p class="muted options-hint">资金账户兑换 USDT→USDC 后，划转到交易账户即可买入。报价单位为每 1 ETH/BTC；1 张 = 0.01 ETH/BTC。表格中点「买入」直接下单；或点「选择」后在下方确认张数再买入。</p>
+    <p class="muted options-hint">资金账户兑换 USDT→USDC 后，划转到交易账户即可买入。报价单位为每 1 ETH/BTC；1 张 = 0.01 ETH/BTC。期权链展示近 <span id="opt-chain-dte">14</span> 日到期合约，标注实值/虚值；下单可指定张数。</p>
 
     <div class="options-funds-grid">
         <div class="options-funds-col">
@@ -72,6 +72,7 @@
                 <thead>
                     <tr>
                         <th>行权价</th>
+                        <th>类型</th>
                         <th>合约</th>
                         <th>卖一</th>
                         <th>买一</th>
@@ -79,7 +80,7 @@
                     </tr>
                 </thead>
                 <tbody id="opt-strike-tbody">
-                    <tr><td colspan="5" class="muted">请选择到期日</td></tr>
+                    <tr><td colspan="6" class="muted">请选择到期日</td></tr>
                 </tbody>
             </table>
         </div>
@@ -94,8 +95,10 @@
             <div><span class="k">ETH/BTC 数量</span><span id="opt-order-eth" class="v">—</span></div>
             <div><span class="k">预估权利金</span><span id="opt-order-premium" class="v">—</span></div>
         </div>
-        <div class="form-row">
-            <label><input type="radio" name="opt-size-mode" value="budget_full" checked> 按单笔上限打满</label>
+        <div class="form-row options-order-mode-row">
+            <label><input type="radio" name="opt-size-mode" value="sheets" checked> 指定张数</label>
+            <input type="number" id="opt-sheets-amount" min="1" step="1" value="1" placeholder="张数">
+            <label><input type="radio" name="opt-size-mode" value="budget_full"> 按单笔上限打满</label>
             <label><input type="radio" name="opt-size-mode" value="eth_amount"> 指定币数量</label>
             <input type="number" id="opt-eth-amount" min="0.01" step="0.01" placeholder="如 0.5" style="display:none">
             <input type="text" id="opt-signal-note" placeholder="备注（关键位说明）">
@@ -128,4 +131,4 @@
         </div>
     </div>
 </div>
-<script src="/static/options_panel.js?v=2"></script>
+<script src="/static/options_panel.js?v=3"></script>

tests/test_options_pricing.py

@@ -45,6 +45,28 @@ def test_calc_order_size_budget():
     assert r["total_premium"] <= 10
 
 
+def test_calc_order_size_sheets():
+    r = calc_order_size(
+        quote_per_unit=15.6,
+        ct_mult=0.01,
+        min_sz=1,
+        sheets=3,
+        budget_cap=10,
+    )
+    assert r["ok"] is True
+    assert r["sheets"] == 3
+    assert abs(r["total_premium"] - 0.468) < 1e-9
+
+
+def test_option_moneyness():
+    from lib.options.options_pricing_lib import option_moneyness, option_moneyness_label
+
+    assert option_moneyness(opt_type="C", strike=1700, index_px=1800) == "itm"
+    assert option_moneyness(opt_type="C", strike=1900, index_px=1800) == "otm"
+    assert option_moneyness_label("itm") == "实值"
+    assert option_moneyness_label("otm") == "虚值"
+
+
 def test_calc_order_size_too_small():
     r = calc_order_size(
         quote_per_unit=2000.0,