feat(hedge): option-primary watch entry with leverage gate

Start strategy arms a watching plan instead of opening immediately; list filters by leverage; type is a dropdown defaulting to OTM.

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

lib/hedge_plan/hedge_plan_register.py

@@ -387,6 +387,134 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
         conn.close()
 
 
+def _persist_po_watching(cfg: dict[str, Any], body: dict[str, Any]) -> int:
+    """以期权为主:只落库盯盘计划,不下单."""
+    from lib.hedge_plan.hedge_plan_db import init_hedge_plan_tables, insert_plan
+    from lib.hedge_plan.hedge_plan_option_primary_lib import perp_direction_for_view
+
+    conn = cfg["get_db"]()
+    try:
+        init_hedge_plan_tables(conn)
+        view = str(body.get("direction") or "long")
+        money = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
+        plan_id = insert_plan(
+            conn,
+            {
+                "plan_type": "perp_options",
+                "status": "watching",
+                "underlying": str(body.get("underlying") or "ETH").upper(),
+                "direction": view,
+                "entry_mark": float(body.get("index_px") or body.get("entry") or 0) or None,
+                "tp": 0,
+                "sl": 0,
+                "sizing_mode_at_open": None,
+                "perp_size": None,
+                "margin": None,
+                "leverage": float(body.get("leverage") or 100),
+                "premium_total": 0,
+                "preview_json": _start_body_json(body),
+                "close_reason": None,
+                "opened_at": None,
+                "note": "盯盘中:等待杠杆/间隔达标后自动开仓",
+                "option_primary": 1,
+                "perp_direction": perp_direction_for_view(view),
+                "option_target_points": float(body.get("option_target_points") or 0),
+                "perp_target_points": float(body.get("perp_target_points") or 0),
+                "option_perp_ratio": float(body.get("option_perp_ratio") or 0),
+                "premium_budget": float(body.get("premium_budget") or 0),
+                "strike_interval": float(body.get("strike_interval") or 15),
+                "min_option_hours": float(body.get("min_option_hours") or 36),
+                "option_moneyness": money,
+                "option_leverage": float(body.get("option_leverage") or 0),
+            },
+        )
+        conn.commit()
+        return plan_id
+    finally:
+        conn.close()
+
+
+def _activate_watching_po(
+    cfg: dict[str, Any],
+    conn: Any,
+    plan_id: int,
+    result: dict[str, Any],
+    body: dict[str, Any],
+) -> None:
+    """盯盘命中后:写入腿并把 watching → active/partial."""
+    from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, insert_leg, update_plan
+    from lib.hedge_plan.hedge_plan_notify_lib import notify_plan_start
+    from lib.hedge_plan.hedge_plan_option_primary_lib import perp_direction_for_view
+
+    is_partial = bool(result.get("partial"))
+    missing = str(result.get("missing_leg") or "") if is_partial else ""
+    opt = result.get("option") or {}
+    perp = result.get("perp") or {}
+    if is_partial:
+        opt_ok = missing != "option_hedge" and bool(result.get("option"))
+        perp_ok = missing != "perp" and bool(result.get("perp"))
+    else:
+        opt_ok = True
+        perp_ok = True
+    premium = float((opt or {}).get("premium") or 0) if opt_ok else 0.0
+    view = str(body.get("direction") or "long")
+    perp_dir = (
+        str((perp or {}).get("direction") or "")
+        or perp_direction_for_view(view)
+    )
+    update_plan(
+        conn,
+        int(plan_id),
+        status="partial" if is_partial else "active",
+        entry_mark=float(body.get("entry") or body.get("index_px") or 0) or None,
+        perp_size=float((perp or {}).get("contracts") or body.get("contracts") or 0),
+        leverage=float(body.get("leverage") or 100),
+        premium_total=premium,
+        preview_json=_start_body_json(body, missing or None),
+        close_reason="partial_fail" if is_partial else None,
+        opened_at=result.get("opened_at"),
+        note=(result.get("msg") or "")[:500] if is_partial else "盯盘达标已开仓",
+        perp_direction=perp_dir,
+    )
+    insert_leg(
+        conn,
+        {
+            "plan_id": int(plan_id),
+            "leg_role": "perp",
+            "symbol": str(body.get("exchange_symbol") or ""),
+            "side": perp_dir,
+            "size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
+            "avg_open": float(body.get("entry") or 0) if perp_ok else None,
+            "status": "open" if perp_ok else "pending",
+            "exchange_ord_id": str((perp or {}).get("exchange_ord_id") or ""),
+            "opened_at": result.get("opened_at") if perp_ok else None,
+        },
+    )
+    insert_leg(
+        conn,
+        {
+            "plan_id": int(plan_id),
+            "leg_role": "option_hedge",
+            "inst_id": str((opt or {}).get("inst_id") or body.get("opt_inst_id") or ""),
+            "opt_type": str((opt or {}).get("opt_type") or body.get("opt_type") or ""),
+            "strike": (opt or {}).get("strike") or body.get("strike"),
+            "side": "buy",
+            "size": float((opt or {}).get("sheets") or body.get("sheets") or 1),
+            "avg_open": float((opt or {}).get("ask") or body.get("ask") or 0) if opt_ok else None,
+            "premium": premium if opt_ok else 0,
+            "ct_mult": float(body.get("ct_mult") or (opt or {}).get("ct_mult") or 0.01),
+            "status": "open" if opt_ok else "pending",
+            "exchange_ord_id": str((opt or {}).get("exchange_ord_id") or ""),
+            "opened_at": result.get("opened_at") if opt_ok else None,
+        },
+    )
+    if not is_partial:
+        plan = get_plan(conn, int(plan_id))
+        legs = get_plan_legs(conn, int(plan_id))
+        if plan:
+            notify_plan_start(cfg, conn, plan, legs)
+
+
 def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any]) -> int:
     from lib.hedge_plan.hedge_plan_db import (
         get_plan,
@@ -702,6 +830,33 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
                         body["leverage"] = int(cfg.get("btc_leverage") or 10)
                     else:
                         body["leverage"] = int(cfg.get("alt_leverage") or 5)
+            # 以期权为主:策略启动=盯盘,不现场开仓
+            if plan_type == "perp_options":
+                from lib.hedge_plan.hedge_plan_option_primary_lib import is_option_primary
+
+                watch = body.get("watch_entry")
+                watch_on = watch in (None, "", True, 1, "1", "true", "yes", "on")
+                if is_option_primary(body) and watch_on:
+                    if dry_run:
+                        return jsonify(
+                            {
+                                "ok": True,
+                                "dry_run": True,
+                                "watching": True,
+                                "msg": "dry_run:将创建盯盘计划(不落库)",
+                                "gates": gates,
+                            }
+                        )
+                    plan_id = _persist_po_watching(cfg, body)
+                    return jsonify(
+                        {
+                            "ok": True,
+                            "watching": True,
+                            "plan_id": plan_id,
+                            "msg": "已启动盯盘,杠杆/间隔达标后自动开仓",
+                            "gates": gates,
+                        }
+                    )
             if plan_type == "options_options":
                 out = execute_options_options_start(
                     cfg,
@@ -904,17 +1059,19 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
         try:
             init_hedge_plan_tables(conn)
             rows = []
-            for status in ("opening", "active", "partial"):
+            for status in ("watching", "opening", "active", "partial"):
                 rows.extend(list_plans(conn, status=status, limit=80))
             rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
             for row in rows:
+                if str(row.get("status") or "") == "watching":
+                    continue
                 try:
                     reconcile_unfilled_option_legs(cfg, conn, int(row["id"]))
                 except Exception:
                     pass
             # 校正后可能 status 变化,重新拉一遍
             rows = []
-            for status in ("opening", "active", "partial"):
+            for status in ("watching", "opening", "active", "partial"):
                 rows.extend(list_plans(conn, status=status, limit=80))
             rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
             plans = attach_legs_to_plans(conn, rows)