feat: options sheet sizing, ITM/OTM labels, and 14-day chain view
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -50,16 +50,19 @@ def calc_order_size(
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budget_usdc: float | None = None,
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budget_buffer: float = 0.95,
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eth_amount: float | None = None,
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sheets: int | None = None,
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budget_cap: float | None = None,
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) -> dict[str, Any]:
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"""
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返回 sheets, eth_amount, total_premium。
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mode: budget_full 或 eth_amount。
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mode: budget_full / eth_amount / sheets。
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"""
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if quote_per_unit <= 0:
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return {"ok": False, "msg": "卖一价无效", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
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if eth_amount is not None and eth_amount > 0:
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if sheets is not None and int(sheets) > 0:
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sheets = int(sheets)
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elif eth_amount is not None and eth_amount > 0:
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sheets = sheets_from_eth_amount(eth_amount, ct_mult)
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elif budget_usdc is not None and budget_usdc > 0:
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eff = float(budget_usdc) * float(budget_buffer)
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@@ -68,7 +71,7 @@ def calc_order_size(
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return {"ok": False, "msg": "无法计算单张权利金", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
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sheets = int(math.floor(eff / per_sheet))
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else:
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return {"ok": False, "msg": "请指定预算或 ETH 数量", "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0}
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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}
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if sheets < min_sz:
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per = premium_per_sheet(quote_per_unit, ct_mult)
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@@ -110,3 +113,22 @@ def is_shallow_itm(
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return False
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return (strike - index_px) <= max_dist_usd
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return False
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def option_moneyness(*, opt_type: str, strike: float, index_px: float) -> str:
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"""返回 itm / otm / atm。"""
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o = (opt_type or "").upper()
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if strike is None or index_px is None or index_px <= 0:
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return "unknown"
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atm_band = max(index_px * 0.002, 2.0)
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if abs(strike - index_px) <= atm_band:
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return "atm"
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if o == "C":
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return "itm" if strike < index_px else "otm"
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if o == "P":
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return "itm" if strike > index_px else "otm"
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return "unknown"
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def option_moneyness_label(moneyness: str) -> str:
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return {"itm": "实值", "otm": "虚值", "atm": "平值"}.get((moneyness or "").lower(), "")
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@@ -84,6 +84,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
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"budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95),
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"default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
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"max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
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"chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
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"itm_max_dist": _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0),
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"td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "cross").strip(),
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"allow_market_close": _env_bool("OKX_OPTIONS_ALLOW_MARKET_CLOSE", False),
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@@ -136,11 +137,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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chain = cfg["build_option_chain"](
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ex,
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u,
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max_dte_days=cfg["max_dte_days"],
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itm_only=True,
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max_dte_days=cfg["chain_max_dte_days"],
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itm_only=False,
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itm_max_dist_usd=cfg["itm_max_dist"],
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)
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return jsonify({"ok": True, **chain})
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return jsonify({"ok": True, **chain, "chain_max_dte_days": cfg["chain_max_dte_days"]})
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@app.route("/api/options/quote")
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@lr
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@@ -160,20 +161,27 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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mode = (request.args.get("mode") or "budget_full").strip()
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budget = cfg["trade_budget"]
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eth_amount = None
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sheet_count = None
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try:
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if request.args.get("eth_amount"):
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eth_amount = float(request.args.get("eth_amount"))
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except (TypeError, ValueError):
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pass
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try:
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if request.args.get("sheets"):
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sheet_count = int(request.args.get("sheets"))
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except (TypeError, ValueError):
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pass
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if ask is None or ask <= 0:
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return jsonify({**q, "ok": False, "msg": "暂无卖一价"})
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sizing = calc_order_size(
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quote_per_unit=float(ask),
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ct_mult=float(ct_mult),
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min_sz=int(min_sz),
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budget_usdc=budget if mode != "eth_amount" else None,
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budget_usdc=budget if mode == "budget_full" else None,
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budget_buffer=cfg["budget_buffer"],
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eth_amount=eth_amount if mode == "eth_amount" else None,
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sheets=sheet_count if mode == "sheets" else None,
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budget_cap=cfg["trade_budget"],
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)
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return jsonify(
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@@ -206,18 +214,25 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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ct_mult = float(q.get("ct_mult") or 0.01)
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min_sz = int(q.get("min_sz") or 1)
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eth_amount = None
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sheet_count = None
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if mode == "eth_amount":
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try:
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eth_amount = float(data.get("eth_amount"))
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except (TypeError, ValueError):
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return jsonify({"ok": False, "msg": "ETH 数量无效"})
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elif mode == "sheets":
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try:
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sheet_count = int(data.get("sheets"))
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except (TypeError, ValueError):
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return jsonify({"ok": False, "msg": "张数无效"})
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sizing = calc_order_size(
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quote_per_unit=float(ask),
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ct_mult=ct_mult,
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min_sz=min_sz,
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budget_usdc=cfg["trade_budget"] if mode != "eth_amount" else None,
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budget_usdc=cfg["trade_budget"] if mode == "budget_full" else None,
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budget_buffer=cfg["budget_buffer"],
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eth_amount=eth_amount,
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sheets=sheet_count,
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budget_cap=cfg["trade_budget"],
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)
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if not sizing.get("ok"):
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@@ -5,7 +5,7 @@
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{% if not options_enabled %}
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<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>
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{% endif %}
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<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>
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<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>
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<div class="options-funds-grid">
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<div class="options-funds-col">
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@@ -72,6 +72,7 @@
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<thead>
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<tr>
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<th>行权价</th>
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<th>类型</th>
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<th>合约</th>
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<th>卖一</th>
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<th>买一</th>
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@@ -79,7 +80,7 @@
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</tr>
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</thead>
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<tbody id="opt-strike-tbody">
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<tr><td colspan="5" class="muted">请选择到期日</td></tr>
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<tr><td colspan="6" class="muted">请选择到期日</td></tr>
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</tbody>
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</table>
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</div>
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@@ -94,8 +95,10 @@
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<div><span class="k">ETH/BTC 数量</span><span id="opt-order-eth" class="v">—</span></div>
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<div><span class="k">预估权利金</span><span id="opt-order-premium" class="v">—</span></div>
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</div>
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<div class="form-row">
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<label><input type="radio" name="opt-size-mode" value="budget_full" checked> 按单笔上限打满</label>
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<div class="form-row options-order-mode-row">
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<label><input type="radio" name="opt-size-mode" value="sheets" checked> 指定张数</label>
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<input type="number" id="opt-sheets-amount" min="1" step="1" value="1" placeholder="张数">
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<label><input type="radio" name="opt-size-mode" value="budget_full"> 按单笔上限打满</label>
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<label><input type="radio" name="opt-size-mode" value="eth_amount"> 指定币数量</label>
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<input type="number" id="opt-eth-amount" min="0.01" step="0.01" placeholder="如 0.5" style="display:none">
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<input type="text" id="opt-signal-note" placeholder="备注（关键位说明）">
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@@ -128,4 +131,4 @@
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</div>
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</div>
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</div>
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<script src="/static/options_panel.js?v=2"></script>
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<script src="/static/options_panel.js?v=3"></script>
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