Fix roll position display: live contracts, TP profit, and 2-decimal qty precision.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-08 17:06:33 +08:00
parent 5ef6affabf
commit e3e53ff7f5
15 changed files with 217 additions and 33 deletions
+14 -7
View File
@@ -63,13 +63,18 @@ def infer_initial_position(
entry_live = float(entry_live)
except (TypeError, ValueError):
qty_live = entry_live = 0.0
from lib.hub.hub_position_metrics import normalize_contracts_qty
qty_live = normalize_contracts_qty(qty_live)
legs = [
lg
for lg in filled_legs or []
if isinstance(lg, dict) and leg_is_filled(lg) and leg_fill_price(lg) and float(lg.get("amount") or 0) > 0
]
add_sum = sum(float(lg.get("amount") or 0) for lg in legs)
leg_notional = sum(float(lg.get("amount") or 0) * float(leg_fill_price(lg) or 0) for lg in legs)
add_sum = sum(normalize_contracts_qty(lg.get("amount") or 0) for lg in legs)
leg_notional = sum(
normalize_contracts_qty(lg.get("amount") or 0) * float(leg_fill_price(lg) or 0) for lg in legs
)
q0 = qty_live - add_sum
if q0 > 1e-12 and entry_live > 0 and qty_live > 0:
e0 = (entry_live * qty_live - leg_notional) / q0
@@ -131,8 +136,8 @@ def compute_roll_chain_metrics(
return per_leg, group_out
qty = float(q0)
avg = float(e0)
group_out["initial_qty"] = round(qty, 4)
group_out["current_qty"] = round(qty, 4)
group_out["initial_qty"] = round(qty, 2)
group_out["current_qty"] = round(qty, 2)
if tp > 0:
group_out["avg_entry"] = avg
group_out["reward_at_tp_usdt"] = reward_at_tp_usdt(
@@ -161,12 +166,12 @@ def compute_roll_chain_metrics(
}
group_out["avg_entry"] = round(avg, 10)
group_out["reward_at_tp_usdt"] = round(reward, 4) if reward is not None else None
group_out["current_qty"] = round(qty, 4)
group_out["current_qty"] = round(qty, 2)
if qty_live is not None:
try:
live_qty = float(qty_live)
if live_qty > 0:
group_out["current_qty"] = round(live_qty, 4)
group_out["current_qty"] = round(live_qty, 2)
except (TypeError, ValueError):
pass
return per_leg, group_out
@@ -208,7 +213,9 @@ def _resolve_roll_live(cfg: dict, group: dict, monitor: dict | None) -> tuple[Op
return None, None, cs
try:
pos = get_pos(ex_sym or sym, direction) or {}
qty = float(pos.get("contracts") or 0)
from lib.hub.hub_position_metrics import normalize_contracts_qty
qty = normalize_contracts_qty(pos.get("contracts") or 0)
entry = float(pos.get("entry_price") or 0)
if qty > 0 and entry > 0:
return qty, entry, cs