修复币本位报价误走USDC，中控补资金账户并隐藏零币余额

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-20 13:08:28 +08:00
parent 73efad6fa5
commit f3de3763bb
6 changed files with 226 additions and 18 deletions
@@ -926,18 +926,29 @@
    return Math.round(intrinsic * amt * 100) / 100;
  }

-  function estimateExpiryProfit(optType, strike, targetIdx, ethAmount, totalPremium) {
+  function estimateExpiryProfit(optType, strike, targetIdx, ethAmount, totalPremium, indexPx) {
    const value = estimateExpiryValue(optType, strike, targetIdx, ethAmount);
-    const prem = Number(totalPremium);
+    let prem = Number(totalPremium);
    if (value == null || !Number.isFinite(prem)) return null;
+    // 币本位权利金为币:与到期美元实值对比时先×指数
+    if (isCoinMarginMode()) {
+      const idx = Number(indexPx);
+      if (!Number.isFinite(idx) || idx <= 0) return null;
+      prem = prem * idx;
+    }
    return Math.round((value - prem) * 100) / 100;
  }

  /** 盈亏比 = 盈利金额 / 本合约权利金(目标位仅作到期实值参考). */
-  function estimateProfitRr(profit, totalPremium) {
+  function estimateProfitRr(profit, totalPremium, indexPx) {
    const pnl = Number(profit);
-    const prem = Number(totalPremium);
+    let prem = Number(totalPremium);
    if (!Number.isFinite(pnl) || !Number.isFinite(prem) || prem <= 0) return null;
+    if (isCoinMarginMode()) {
+      const idx = Number(indexPx);
+      if (!Number.isFinite(idx) || idx <= 0) return null;
+      prem = prem * idx;
+    }
    return Math.round((pnl / prem) * 100) / 100;
  }

@@ -1033,18 +1044,22 @@
        }
      } else {
        const value = estimateExpiryValue(q.opt_type, q.strike, Number(targetRaw), ethAmount);
-        const profit = estimateExpiryProfit(q.opt_type, q.strike, Number(targetRaw), ethAmount, premium);
-        const rr = estimateProfitRr(profit, premium);
+        const profit = estimateExpiryProfit(q.opt_type, q.strike, Number(targetRaw), ethAmount, premium, q.index_px);
+        const rr = estimateProfitRr(profit, premium, q.index_px);
        if (value == null || Number.isNaN(value)) {
          valueEl.textContent = "—";
        } else {
-          valueEl.textContent = fmtUsdc(value) + " USDC";
+          valueEl.textContent = isCoinMarginMode()
+            ? (fmtUsdc(value) + " U(估)")
+            : (fmtUsdc(value) + " USDC");
        }
        if (profit == null || Number.isNaN(profit)) {
          profitEl.textContent = "—";
          profitEl.className = "v";
        } else {
-          profitEl.textContent = fmtUsdcSigned(profit);
+          profitEl.textContent = isCoinMarginMode()
+            ? ((Number(profit) > 0 ? "+" : "") + fmtUsdc(profit) + " U(估)")
+            : fmtUsdcSigned(profit);
          profitEl.className = "v " + pnlCls(profit);
        }
        if (rrEl) {
@@ -1264,8 +1279,12 @@
    document.getElementById("opt-order-sheets").textContent = canOpen && sz.sheets != null ? sz.sheets : "—";
    document.getElementById("opt-order-eth").textContent = canOpen && sz.eth_amount != null ? sz.eth_amount : "—";
    updateUnderlyingLabel();
+    const coinMode = isCoinMarginMode() || (d && d.options_margin_mode === "coin");
+    const premCcy = (sz.premium_ccy || (coinMode ? ((d.inst_id || "").split("-")[0] || "ETH") : "USDC")).toUpperCase();
    document.getElementById("opt-order-premium").textContent =
-      canOpen && sz.total_premium != null ? fmtUsdc(sz.total_premium) + " USDC" : "—";
+      canOpen && sz.total_premium != null
+        ? (coinMode ? (fmt(sz.total_premium, 6) + " " + premCcy) : (fmtUsdc(sz.total_premium) + " USDC"))
+        : "—";
    const beEl = document.getElementById("opt-order-expiry-be");
    const distEl = document.getElementById("opt-order-dist-be");
    if (beEl) {
@@ -1278,10 +1297,12 @@
    const openBtn = document.getElementById("opt-open-btn");
    if (openBtn) {
      openBtn.disabled = !canOpen || sz.ok === false;
-      const coinMode = (state.chain && state.chain.margin_mode === "coin") || (state.chain && state.chain.options_margin_mode === "coin");
-      const bud = state.chain && state.chain.coin_budget && state.chain.coin_budget.budget_usdt;
-      if (!canOpen) {
-        openBtn.textContent = "暂无卖一深度,无法开仓";
+      const bud = (d && d.coin_budget && d.coin_budget.budget_usdt) ||
+        (state.chain && state.chain.coin_budget && state.chain.coin_budget.budget_usdt);
+      if (!canOpen || sz.ok === false) {
+        openBtn.textContent = coinMode
+          ? ((d && d.msg) || (sz && sz.msg) || "无法开仓")
+          : "暂无卖一深度,无法开仓";
      } else if (coinMode) {
        openBtn.textContent =
          bud != null ? "买币并开仓(预算 ≈ " + Number(bud).toFixed(2) + " USDT)" : "买币并开仓 @ 卖一";
@@ -1309,6 +1330,9 @@
    } else if (sz.ask_depth_capped) {
      msgEl.textContent = sz.msg || "已按卖一深度限制张数";
      msgEl.classList.remove("opt-error");
+    } else if (coinMode && sz.est_note) {
+      msgEl.textContent = sz.est_note;
+      msgEl.classList.remove("opt-error");
    } else {
      msgEl.textContent = "";
      msgEl.classList.remove("opt-error");
@@ -1504,8 +1528,20 @@
      return false;
    } finally {
      const latest = state.orderQuote;
+      const coinMode = isCoinMarginMode() || (latest && latest.options_margin_mode === "coin");
+      const bud = (latest && latest.coin_budget && latest.coin_budget.budget_usdt) ||
+        (state.chain && state.chain.coin_budget && state.chain.coin_budget.budget_usdt);
      btn.disabled = !(latest && latest.ok && latest.can_open && !(latest.sizing && latest.sizing.ok === false));
-      btn.textContent = (latest && latest.can_open) ? "限价买入 @ 卖一" : "暂无卖一深度,无法开仓";
+      if (!(latest && latest.can_open) || (latest && latest.sizing && latest.sizing.ok === false)) {
+        btn.textContent = coinMode
+          ? ((latest && (latest.msg || (latest.sizing && latest.sizing.msg))) || "无法开仓")
+          : "暂无卖一深度,无法开仓";
+      } else if (coinMode) {
+        btn.textContent =
+          bud != null ? "买币并开仓(预算 ≈ " + Number(bud).toFixed(2) + " USDT)" : "买币并开仓 @ 卖一";
+      } else {
+        btn.textContent = "限价买入 @ 卖一";
+      }
    }
  }

@@ -123,7 +123,7 @@ def _fmt_coin_amount(v: float | None) -> str | None:
        n = float(v)
    except (TypeError, ValueError):
        return None
-    if abs(n) < 1e-12:
+    if n <= 0:
        return None
    txt = f"{n:.6f}".rstrip("0").rstrip(".")
    return txt or None
@@ -1158,7 +1158,7 @@ function formatTradingAccountLabel(usdt, eth, btc, marginMode) {
    const pushCoin = (v, ccy) => {
        if (v === null || v === undefined || v === "") return;
        const n = Number(v);
-        if (Number.isNaN(n) || Math.abs(n) < 1e-12) return;
+        if (Number.isNaN(n) || !(n > 0)) return;
        const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
        parts.push(`${txt || "0"} ${ccy}`);
    };
@@ -1639,7 +1639,7 @@ function formatTradingAccountLabel(usdt, eth, btc, marginMode) {
    const pushCoin = (v, ccy) => {
        if (v == null || v === "") return;
        const n = Number(v);
-        if (Number.isNaN(n) || Math.abs(n) < 1e-12) return;
+        if (Number.isNaN(n) || !(n > 0)) return;
        const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
        parts.push(`${txt || "0"} ${ccy}`);
    };
@@ -535,6 +535,173 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
            target = sheet_count if sheet_count is not None else 0
            return jsonify(_attach_close_preview(cfg, ex, {**q, "pos": target, "premium_paid": paid}, sheets=target, premium_paid=paid))
        mode, mode_note = _normalize_size_mode(mode)
+
+        # 币本位:报价预览走 USDT 预算→估币→张数,禁止再查 USDC
+        try:
+            from lib.options.options_margin_mode_lib import (
+                calc_sheets_from_coin_balance,
+                is_coin_margin_mode,
+                margin_mode_from_inst_id,
+            )
+            from lib.options.options_coin_open_lib import coin_budget_preview
+            from lib.exchange.okx_options_lib import cap_option_buy_sheets_to_ask_depth, option_buy_liquidity_ok
+
+            if is_coin_margin_mode():
+                ask = q.get("ask")
+                ask_sz = q.get("ask_sz")
+                can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
+                try:
+                    from lib.hedge_plan.okx_trade_mode_lib import block_standalone_open_by_mode_msg
+
+                    mode_block = block_standalone_open_by_mode_msg()
+                except Exception as e:
+                    return jsonify({"ok": False, "can_open": False, "msg": f"交易模式校验失败: {e}"})
+                if mode_block:
+                    return jsonify(
+                        {
+                            **q,
+                            "ok": True,
+                            "can_open": False,
+                            "msg": mode_block,
+                            "options_margin_mode": "coin",
+                            "sizing": {"ok": False, "msg": mode_block, "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0},
+                        }
+                    )
+                if margin_mode_from_inst_id(inst_id) != "coin":
+                    return jsonify(
+                        {
+                            **q,
+                            "ok": True,
+                            "can_open": False,
+                            "msg": "当前为币本位模式,请选择 ETH-USD / BTC-USD 合约(非 USD_UM)",
+                            "options_margin_mode": "coin",
+                            "sizing": {
+                                "ok": False,
+                                "msg": "合约非币本位",
+                                "sheets": 0,
+                                "eth_amount": 0.0,
+                                "total_premium": 0.0,
+                            },
+                        }
+                    )
+                budget_info = coin_budget_preview(cfg, ex)
+                if not can_open:
+                    return jsonify(
+                        {
+                            **q,
+                            "ok": True,
+                            "can_open": False,
+                            "msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
+                            "options_margin_mode": "coin",
+                            "coin_budget": budget_info,
+                            "sizing": {
+                                "ok": False,
+                                "msg": block_msg or "暂无卖一深度,无法买入",
+                                "sheets": 0,
+                                "eth_amount": 0.0,
+                                "total_premium": 0.0,
+                            },
+                        }
+                    )
+                if not budget_info.get("ok"):
+                    return jsonify(
+                        {
+                            **q,
+                            "ok": True,
+                            "can_open": False,
+                            "msg": budget_info.get("msg") or "交易账户 USDT 不足",
+                            "options_margin_mode": "coin",
+                            "coin_budget": budget_info,
+                            "sizing": {
+                                "ok": False,
+                                "msg": budget_info.get("msg") or "交易账户 USDT 不足",
+                                "sheets": 0,
+                                "eth_amount": 0.0,
+                                "total_premium": 0.0,
+                            },
+                        }
+                    )
+                idx = _safe_float(q.get("index_px")) or _safe_float(q.get("idxPx"))
+                budget_usdt = float(budget_info["budget_usdt"])
+                est_coin = (budget_usdt / float(idx)) if idx and float(idx) > 0 else None
+                if est_coin is None or est_coin <= 0:
+                    return jsonify(
+                        {
+                            **q,
+                            "ok": True,
+                            "can_open": False,
+                            "msg": "无法用指数估算可买币量",
+                            "options_margin_mode": "coin",
+                            "coin_budget": budget_info,
+                            "sizing": {
+                                "ok": False,
+                                "msg": "缺少指数价,无法预估张数",
+                                "sheets": 0,
+                                "eth_amount": 0.0,
+                                "total_premium": 0.0,
+                            },
+                        }
+                    )
+                sizing = calc_sheets_from_coin_balance(
+                    quote_per_unit=float(ask),
+                    ct_mult=float(ct_mult),
+                    min_sz=int(min_sz),
+                    coin_available=float(est_coin),
+                )
+                if sizing.get("ok"):
+                    capped, cap_msg = cap_option_buy_sheets_to_ask_depth(
+                        int(sizing.get("sheets") or 0),
+                        ask_sz,
+                        min_sz=int(min_sz),
+                    )
+                    if capped is None:
+                        sizing = {
+                            "ok": False,
+                            "msg": cap_msg,
+                            "sheets": 0,
+                            "eth_amount": 0.0,
+                            "total_premium": 0.0,
+                        }
+                    elif capped < int(sizing.get("sheets") or 0):
+                        sizing = calc_sheets_from_coin_balance(
+                            quote_per_unit=float(ask),
+                            ct_mult=float(ct_mult),
+                            min_sz=int(min_sz),
+                            coin_available=float(capped) * float(ask) * float(ct_mult),
+                        )
+                        if sizing.get("ok"):
+                            sizing["ask_depth_capped"] = True
+                            sizing["ask_sz"] = ask_sz
+                            sizing["msg"] = f"已按卖一深度限制为 {capped} 张"
+                if sizing.get("ok"):
+                    sizing["total_premium"] = sizing.get("coin_premium")
+                    sizing["premium_ccy"] = (inst_id.split("-")[0] if inst_id else "ETH").upper()
+                    sizing["est_coin"] = round(float(est_coin), 8)
+                    sizing["est_note"] = "张数为预算估币预览;实盘按买币后可用量开满"
+                q = _attach_close_preview(
+                    cfg,
+                    ex,
+                    q,
+                    sheets=int(sizing.get("sheets") or 0),
+                    premium_paid=_open_premium_paid(cfg, inst_id),
+                )
+                return jsonify(
+                    {
+                        **q,
+                        "can_open": bool(sizing.get("ok")),
+                        "quote_per_unit": ask,
+                        "premium_per_sheet": round(float(ask) * float(ct_mult), 8),
+                        "sizing": sizing,
+                        "mode": mode,
+                        "mode_note": mode_note,
+                        "options_margin_mode": "coin",
+                        "coin_budget": budget_info,
+                        "compound_full_enabled": _compound_full_enabled(),
+                    }
+                )
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"币本位报价失败: {e}"})
+
        budget = cfg["trade_budget"]
        budget_cap = cfg["trade_budget"]
        available_usdc = None
@@ -3892,11 +3892,16 @@
    const coinMode = isOpt && optMeta && (optMeta.options_margin_mode === "coin" || optMeta.margin_mode === "coin");
    if (coinMode) {
      const bal = (optMeta && optMeta.balances) || {};
+      const fundUsdt = bal.funding_usdt != null ? bal.funding_usdt : optMeta.funding_usdt;
      const usdt = bal.trading_usdt != null ? bal.trading_usdt : (optMeta.trading_usdt != null ? optMeta.trading_usdt : trading);
      const eth = bal.trading_eth;
      const btc = bal.trading_btc;
+      const fundTxt = fundUsdt != null && fundUsdt !== ""
+        ? `${fmt(fundUsdt, 2)} <small style="font-size:12px;color:var(--muted)">U</small>`
+        : "—";
      const tradeTxt = formatCoinTradingLabel(usdt, eth, btc);
      return `<div class="${rowCls}">
+      <div class="stat-box"><div class="stat-label">资金账户</div><div class="stat-value">${fundTxt}</div></div>
      <div class="stat-box"><div class="stat-label">交易账户</div><div class="stat-value">${tradeTxt}</div></div>
      <div class="stat-box"><div class="stat-label">${pnlLabel}</div><div class="stat-value ${pnlCls(upnl)}">${fmt(upnl, 2)}</div></div>
    </div>`;
@@ -3919,7 +3924,7 @@
    const pushCoin = (v, ccy) => {
      if (v == null || v === "") return;
      const n = Number(v);
-      if (Number.isNaN(n) || Math.abs(n) < 1e-12) return;
+      if (Number.isNaN(n) || !(n > 0)) return;
      const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
      parts.push(`${txt || "0"} ${ccy}`);
    };