Show option net P/L from bid recycle minus premium.

Rename floating P/L to net P/L, align ROI, and display bid depth as price/liquidity for only the levels needed to close.

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

lib/common/static/options_panel.js

@@ -372,16 +372,46 @@
     return price + "/" + size;
   }
 
+  /** 买盘深度:价格/流动性;仅展示平仓所需档位(买一不够才出买二…). */
   function fmtCloseLevels(preview, tickSz) {
     const levels = ((preview && preview.levels) || []).slice(0, 5);
     if (!levels.length) return "—";
     return levels.map(function (x, idx) {
       const levelNo = x.level != null ? x.level : idx + 1;
+      const liq = x.available_sheets != null ? x.available_sheets : x.sz;
       const pxTxt = fmtOptionPx(x.px, tickSz);
-      return "买" + levelNo + " " + pxTxt;
+      if (liq === null || liq === undefined || liq === "" || Number.isNaN(Number(liq))) {
+        return "买" + levelNo + " " + pxTxt;
+      }
+      const s = Number(liq);
+      const size = Math.abs(s - Math.round(s)) < 1e-9 ? String(Math.round(s)) : String(s);
+      return "买" + levelNo + " " + pxTxt + "/" + size;
     }).join(" · ");
   }
 
+  function netPnlFromPos(p) {
+    const preview = (p && p.close_preview) || {};
+    if (preview.estimated_pnl != null && !Number.isNaN(Number(preview.estimated_pnl))) {
+      return Number(preview.estimated_pnl);
+    }
+    const recv = Number(preview.total_received);
+    const prem = Number(p && p.premium_paid);
+    if (preview.total_received != null && !Number.isNaN(recv) && !Number.isNaN(prem)) {
+      return recv - prem;
+    }
+    return null;
+  }
+
+  function netRoiFromPos(p, net) {
+    const preview = (p && p.close_preview) || {};
+    if (preview.estimated_pnl_ratio_pct != null && !Number.isNaN(Number(preview.estimated_pnl_ratio_pct))) {
+      return Number(preview.estimated_pnl_ratio_pct);
+    }
+    const prem = Number(p && p.premium_paid);
+    if (net == null || Number.isNaN(prem) || prem <= 0) return null;
+    return (net / prem) * 100;
+  }
+
   function fmtUsdc(v) {
     if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
     return Number(v).toFixed(2);
@@ -821,8 +851,9 @@
   }
 
   function renderPositionCardInner(p) {
-    const upl = p.upl;
+    const net = netPnlFromPos(p);
-    const uplCls = upl > 0 ? "pos-pnl-profit" : upl < 0 ? "pos-pnl-loss" : "";
+    const roi = netRoiFromPos(p, net);
+    const uplCls = pnlCls(net);
     const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
     const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
     const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
@@ -853,9 +884,10 @@
       '<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
-      '<div class="pos-cell"><span class="pos-label">浮盈亏</span><span class="pos-value ' + uplCls + '">' + fmt(p.upl, 2) + "</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
+      (net == null ? "—" : fmt(net, 2)) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
-      (p.upl_ratio_pct != null ? fmt(p.upl_ratio_pct, 2) + "%" : "—") + "</span></div>" +
+      (roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
       '<div class="pos-cell opt-pos-cell--depth"><span class="pos-label">买盘深度</span><span class="pos-value opt-bid-plain">' + fmtCloseLevels(closePreview, tickSz) + "</span></div>" +
       '<div class="pos-cell opt-pos-cell--close"><span class="pos-label">按买盘回收</span><span class="pos-value">' + fmtClosePreview(closePreview, p.premium_paid) + "</span></div>" +
       "</div>" +
@@ -957,8 +989,9 @@
   }
 
   function renderPositionAccordionItem(p, expanded) {
-    const upl = p.upl;
+    const net = netPnlFromPos(p);
-    const uplCls = upl > 0 ? "pos-pnl-profit" : upl < 0 ? "pos-pnl-loss" : "";
+    const roi = netRoiFromPos(p, net);
+    const uplCls = pnlCls(net);
     const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
     const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
     const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
@@ -978,9 +1011,9 @@
       (expAttr
         ? '<span class="opt-pos-bar-cd">到期 <span class="opt-expiry-cd" data-opt-exp-ms="' + expAttr + '">—</span></span>'
         : "") +
-      '<span class="opt-pos-bar-pnl ' + uplCls + '">' + fmt(p.upl, 2) + " USDC</span>" +
+      '<span class="opt-pos-bar-pnl ' + uplCls + '">' + (net == null ? "—" : fmt(net, 2) + " USDC") + "</span>" +
       '<span class="opt-pos-bar-roi ' + uplCls + '">' +
-      (p.upl_ratio_pct != null ? fmt(p.upl_ratio_pct, 2) + "%" : "—") + "</span>" +
+      (roi == null ? "—" : fmt(roi, 2) + "%") + "</span>" +
       "</span>" +
       "</button>" +
       '<div class="opt-pos-accordion-body"' + (expanded ? "" : ' hidden') + '>' +

lib/common/static/options_position_cards.js

@@ -41,15 +41,49 @@
     return "";
   }
 
+  function fmtPxSz(px, sz, tickSz) {
+    if (px === null || px === undefined || Number.isNaN(Number(px))) return "—";
+    let price = fmtOptionPx(px, tickSz);
+    if (sz === null || sz === undefined || sz === "" || Number.isNaN(Number(sz))) return price;
+    const s = Number(sz);
+    const size = Math.abs(s - Math.round(s)) < 1e-9 ? String(Math.round(s)) : String(s);
+    return price + "/" + size;
+  }
+
+  /** 买盘深度:价格/流动性;仅展示平仓所需档位(买一不够才出买二…). */
   function fmtCloseLevels(preview, tickSz) {
     const levels = ((preview && preview.levels) || []).slice(0, 5);
     if (!levels.length) return "—";
     return levels.map(function (x, idx) {
       const levelNo = x.level != null ? x.level : idx + 1;
-      return "买" + levelNo + " " + fmtOptionPx(x.px, tickSz);
+      const liq = x.available_sheets != null ? x.available_sheets : x.sz;
+      return "买" + levelNo + " " + fmtPxSz(x.px, liq, tickSz);
     }).join(" · ");
   }
 
+  function netPnlFromPos(p) {
+    const preview = (p && p.close_preview) || {};
+    if (preview.estimated_pnl != null && !Number.isNaN(Number(preview.estimated_pnl))) {
+      return Number(preview.estimated_pnl);
+    }
+    const recv = Number(preview.total_received);
+    const prem = Number(p && p.premium_paid);
+    if (preview.total_received != null && !Number.isNaN(recv) && !Number.isNaN(prem)) {
+      return recv - prem;
+    }
+    return null;
+  }
+
+  function netRoiFromPos(p, net) {
+    const preview = (p && p.close_preview) || {};
+    if (preview.estimated_pnl_ratio_pct != null && !Number.isNaN(Number(preview.estimated_pnl_ratio_pct))) {
+      return Number(preview.estimated_pnl_ratio_pct);
+    }
+    const prem = Number(p && p.premium_paid);
+    if (net == null || Number.isNaN(prem) || prem <= 0) return null;
+    return (net / prem) * 100;
+  }
+
   function fmtClosePreview(preview, premiumPaid, hub) {
     if (!preview || preview.total_received == null) return "—";
     const recvTxt = fmtUsdc(preview.total_received);
@@ -73,8 +107,9 @@
     opts = opts || {};
     const hub = !!opts.hub;
     const readOnly = !!opts.readOnly;
-    const upl = p.upl;
+    const net = netPnlFromPos(p);
-    const uplCls = pnlCls(upl, hub);
+    const roi = netRoiFromPos(p, net);
+    const uplCls = pnlCls(net, hub);
     const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
     const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
     const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
@@ -111,9 +146,10 @@
       '<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
-      '<div class="pos-cell"><span class="pos-label">浮盈亏</span><span class="pos-value ' + uplCls + '">' + fmt(p.upl, 2) + "</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
+      (net == null ? "—" : fmt(net, 2)) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
-      (p.upl_ratio_pct != null ? fmt(p.upl_ratio_pct, 2) + "%" : "—") + "</span></div>" +
+      (roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
       '<div class="pos-cell opt-pos-cell--depth"><span class="pos-label">买盘深度</span><span class="pos-value opt-bid-plain">' + fmtCloseLevels(closePreview, tickSz) + "</span></div>" +
       '<div class="pos-cell opt-pos-cell--close"><span class="pos-label">按买盘回收</span><span class="pos-value">' + fmtClosePreview(closePreview, p.premium_paid, hub) + "</span></div>" +
       "</div>" +

lib/options/options_hub_lib.py

@@ -51,11 +51,15 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
         upl_total = 0.0
         has_upl = False
         for p in positions:
-            upl = p.get("upl")
+            # 汇总优先用买盘净盈亏,与持仓卡「净盈亏」一致
-            if upl is None:
+            preview = p.get("close_preview") or {}
+            net = preview.get("estimated_pnl")
+            if net is None:
+                net = p.get("upl")
+            if net is None:
                 continue
             has_upl = True
-            upl_total += float(upl)
+            upl_total += float(net)
         bal = cfg["fetch_options_balances"](ex)
         stats = _compute_options_stats(ex, cfg)
         return {

lib/options/options_pricing_lib.py

@@ -70,6 +70,7 @@ def estimate_close_by_bids(
             "total_received": 0.0,
             "avg_px": None,
             "estimated_pnl": None,
+            "estimated_pnl_ratio_pct": None,
         }
     for i, level in enumerate(bids or [], start=1):
         if remaining <= 0:
@@ -98,10 +99,14 @@ def estimate_close_by_bids(
         remaining -= take
     covered = target - remaining
     avg_px = (total_received / eth_amount_from_sheets(covered, ct_mult)) if covered > 0 else None
+    # 净盈亏 = 按买盘可回收 − 全部权利金(与「可落袋」口径一致;买一不够会展开更多档)
     estimated_pnl = None
+    estimated_pnl_ratio_pct = None
     if premium_paid is not None and covered > 0:
-        paid_basis = float(premium_paid) * (covered / target)
+        paid = float(premium_paid)
-        estimated_pnl = round(total_received - paid_basis, 4)
+        estimated_pnl = round(total_received - paid, 4)
+        if paid > 0:
+            estimated_pnl_ratio_pct = round(estimated_pnl / paid * 100.0, 2)
     return {
         "levels": levels,
         "covered_sheets": covered,
@@ -109,6 +114,7 @@ def estimate_close_by_bids(
         "total_received": round(total_received, 4),
         "avg_px": round(avg_px, 4) if avg_px is not None else None,
         "estimated_pnl": estimated_pnl,
+        "estimated_pnl_ratio_pct": estimated_pnl_ratio_pct,
     }
 
 

manual_trading_hub/static/app.js

@@ -3550,10 +3550,19 @@
   function renderOptionsPositionsTable(pos) {
     if (!pos.length) return '<div class="empty-hint">暂无期权持仓</div>';
     let html = '<div class="table-wrap hub-options-table-wrap"><table class="hub-options-table"><thead><tr>';
-    html += "<th>合约</th><th>类型</th><th>张数</th><th>到期倒计时</th><th>指数</th><th>到期平衡</th><th>平掉回本</th><th>浮盈</th><th>浮盈%</th>";
+    html += "<th>合约</th><th>类型</th><th>张数</th><th>到期倒计时</th><th>指数</th><th>到期平衡</th><th>平掉回本</th><th>净盈亏</th><th>收益率</th>";
     html += "</tr></thead><tbody>";
     pos.forEach((p) => {
       const optType = (p.opt_type || "").toUpperCase() === "C" ? "Call" : (p.opt_type || "").toUpperCase() === "P" ? "Put" : (p.opt_type || "—");
+      const preview = p.close_preview || {};
+      let net = preview.estimated_pnl;
+      if (net == null && preview.total_received != null && p.premium_paid != null) {
+        net = Number(preview.total_received) - Number(p.premium_paid);
+      }
+      let roi = preview.estimated_pnl_ratio_pct;
+      if (roi == null && net != null && Number(p.premium_paid) > 0) {
+        roi = (Number(net) / Number(p.premium_paid)) * 100;
+      }
       html += `<tr>
         <td><code class="hub-options-inst" title="${esc(p.inst_id || "")}">${esc(shortOptionsInst(p.inst_id))}</code></td>
         <td>${esc(optType)}</td>
@@ -3562,8 +3571,8 @@
         <td>${p.idx_px != null ? fmt(p.idx_px, 0) : "—"}</td>
         <td>${p.expiry_be_px != null ? fmt(p.expiry_be_px, 0) : "—"}</td>
         <td>${p.close_be_px != null ? fmt(p.close_be_px, 0) : "—"}</td>
-        <td class="${pnlCls(p.upl)}">${fmt(p.upl, 2)}</td>
+        <td class="${pnlCls(net)}">${net == null ? "—" : fmt(net, 2)}</td>
-        <td class="${pnlCls(p.upl)}">${p.upl_ratio_pct != null ? esc(p.upl_ratio_pct) + "%" : "—"}</td>
+        <td class="${pnlCls(net)}">${roi == null ? "—" : esc(Number(roi).toFixed(2)) + "%"}</td>
       </tr>`;
     });
     html += "</tbody></table></div>";

tests/test_options_pricing.py

@@ -196,6 +196,7 @@ def test_estimate_close_by_bids_full_depth():
     assert out["total_received"] == 0.488
     assert out["avg_px"] == 12.2
     assert out["estimated_pnl"] == 0.088
+    assert out["estimated_pnl_ratio_pct"] == 22.0
     assert [x["sheets"] for x in out["levels"]] == [2, 2]
 
 
@@ -206,7 +207,9 @@ def test_estimate_close_by_bids_partial_depth():
     assert out["covered_sheets"] == 1
     assert out["uncovered_sheets"] == 2
     assert out["total_received"] == 0.1
-    assert out["estimated_pnl"] == -0.1
+    # 净盈亏 = 回收 − 全部权利金(不按覆盖比例摊薄)
+    assert out["estimated_pnl"] == -0.5
+    assert out["estimated_pnl_ratio_pct"] == round(-0.5 / 0.6 * 100, 2)
 
 
 def test_estimate_close_by_bids_empty():