Options: default nearest expiry and env ask-liquidity chain filter.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-20 08:37:39 +08:00
parent 7eb098def6
commit ed1ec6f14a
7 changed files with 96 additions and 15 deletions
+12 -1
View File
@@ -108,6 +108,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
"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),
"chain_ask_liq_filter": _env_bool("OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", True),
"itm_max_dist": _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0),
"td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "isolated").strip(),
# 市价平仓已硬关闭(忽略 env),仅买一限价
@@ -370,6 +371,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
return jsonify({"ok": False, "msg": f"加载期权链失败: {e}"})
expiries = chain.get("expiries") or []
chain_err = chain.get("chain_error")
# 热更新:每次读 env,保存配置后刷新链即可生效
ask_liq_filter = _env_bool("OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", True)
if not expiries:
return jsonify(
{
@@ -377,9 +380,17 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
"msg": chain_err or "暂无到期日,请稍后点「刷新链」",
**chain,
"chain_max_dte_days": cfg["chain_max_dte_days"],
"ask_liq_filter_enabled": ask_liq_filter,
}
)
return jsonify({"ok": True, **chain, "chain_max_dte_days": cfg["chain_max_dte_days"]})
return jsonify(
{
"ok": True,
**chain,
"chain_max_dte_days": cfg["chain_max_dte_days"],
"ask_liq_filter_enabled": ask_liq_filter,
}
)
@app.route("/api/options/quote")
@lr
+4 -3
View File
@@ -1,5 +1,6 @@
<div class="options-page-wrap" style="grid-column:1/-1" id="options-root"
data-default-underly="{{ options_default_underly | default('ETH') }}">
data-default-underly="{{ options_default_underly | default('ETH') }}"
data-ask-liq-filter="{% if options_chain_ask_liq_filter is defined %}{{ '1' if options_chain_ask_liq_filter else '0' }}{% else %}1{% endif %}">
{% 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 %}
@@ -7,7 +8,7 @@
<div class="options-dual-grid">
<div class="card options-order-card">
<h2>期权下单 <a class="muted" href="/options/guide" target="_blank" rel="noopener" style="font-size:13px;font-weight:500;margin-left:8px">开平仓与监控说明</a></h2>
<p class="muted options-hint">报价单位为每 1 ETH/BTC;1 张 = 0.01.<strong>列表</strong>含卖一/买一;<strong>T 型</strong>仅卖一(买方开仓),中间为跨式双买测算.链上无卖一挂单时以标记价/内在价值估算并标 <strong>~</strong>(仅参考).<strong>开仓只认真实卖一价且卖一深度&gt;0</strong>;无深度时面板显示参考标记价并禁用买入.链展示近 <span id="opt-chain-dte">14</span> 日到期.<strong>T 型</strong>默认 ATM ±5 档,可展开全部.平仓仅买一限价,见说明.</p>
<p class="muted options-hint">报价单位为每 1 ETH/BTC;1 张 = 0.01.默认选中<strong>最近一期</strong>到期,可手动改.<strong>列表</strong>含卖一/买一;<strong>T 型</strong>仅卖一(买方开仓),中间为跨式双买测算.环境配置「链上仅显示有卖一」开启时,隐藏无真实卖一或深度不足 1 张的合约(估算价 <strong>~</strong> 亦不显示).<strong>开仓只认真实卖一价且卖一深度≥1</strong>.链展示近 <span id="opt-chain-dte">14</span> 日到期.<strong>T 型</strong>默认 ATM ±5 档,可展开全部.平仓仅买一限价,见说明.</p>
<div class="form-row options-chain-toolbar">
<button type="button" class="btn-secondary opt-uly-btn active" data-uly="ETH">ETH</button>
<button type="button" class="btn-secondary opt-uly-btn" data-uly="BTC">BTC</button>
@@ -299,4 +300,4 @@
</div>
</div>
<script src="/static/options_expiry_countdown.js?v=1"></script>
<script src="/static/options_panel.js?v=45"></script>
<script src="/static/options_panel.js?v=46"></script>