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>
This commit is contained in:
dekun
@@ -535,6 +535,173 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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target = sheet_count if sheet_count is not None else 0
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return jsonify(_attach_close_preview(cfg, ex, {**q, "pos": target, "premium_paid": paid}, sheets=target, premium_paid=paid))
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mode, mode_note = _normalize_size_mode(mode)
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# 币本位:报价预览走 USDT 预算→估币→张数,禁止再查 USDC
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try:
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from lib.options.options_margin_mode_lib import (
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calc_sheets_from_coin_balance,
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is_coin_margin_mode,
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margin_mode_from_inst_id,
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)
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from lib.options.options_coin_open_lib import coin_budget_preview
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from lib.exchange.okx_options_lib import cap_option_buy_sheets_to_ask_depth, option_buy_liquidity_ok
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if is_coin_margin_mode():
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ask = q.get("ask")
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ask_sz = q.get("ask_sz")
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can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
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try:
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from lib.hedge_plan.okx_trade_mode_lib import block_standalone_open_by_mode_msg
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mode_block = block_standalone_open_by_mode_msg()
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except Exception as e:
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return jsonify({"ok": False, "can_open": False, "msg": f"交易模式校验失败: {e}"})
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if mode_block:
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return jsonify(
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{
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**q,
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"ok": True,
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"can_open": False,
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"msg": mode_block,
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"options_margin_mode": "coin",
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"sizing": {"ok": False, "msg": mode_block, "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0},
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}
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)
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if margin_mode_from_inst_id(inst_id) != "coin":
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return jsonify(
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{
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**q,
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"ok": True,
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"can_open": False,
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"msg": "当前为币本位模式,请选择 ETH-USD / BTC-USD 合约(非 USD_UM)",
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"options_margin_mode": "coin",
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"sizing": {
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"ok": False,
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"msg": "合约非币本位",
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"sheets": 0,
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"eth_amount": 0.0,
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"total_premium": 0.0,
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},
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}
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)
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budget_info = coin_budget_preview(cfg, ex)
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if not can_open:
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return jsonify(
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{
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**q,
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"ok": True,
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"can_open": False,
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"msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
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"options_margin_mode": "coin",
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"coin_budget": budget_info,
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"sizing": {
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"ok": False,
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"msg": block_msg or "暂无卖一深度,无法买入",
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"sheets": 0,
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"eth_amount": 0.0,
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"total_premium": 0.0,
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},
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}
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)
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if not budget_info.get("ok"):
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return jsonify(
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{
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**q,
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"ok": True,
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"can_open": False,
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"msg": budget_info.get("msg") or "交易账户 USDT 不足",
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"options_margin_mode": "coin",
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"coin_budget": budget_info,
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"sizing": {
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"ok": False,
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"msg": budget_info.get("msg") or "交易账户 USDT 不足",
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"sheets": 0,
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"eth_amount": 0.0,
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"total_premium": 0.0,
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},
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}
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)
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idx = _safe_float(q.get("index_px")) or _safe_float(q.get("idxPx"))
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budget_usdt = float(budget_info["budget_usdt"])
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est_coin = (budget_usdt / float(idx)) if idx and float(idx) > 0 else None
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if est_coin is None or est_coin <= 0:
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return jsonify(
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{
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**q,
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"ok": True,
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"can_open": False,
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"msg": "无法用指数估算可买币量",
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"options_margin_mode": "coin",
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"coin_budget": budget_info,
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"sizing": {
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"ok": False,
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"msg": "缺少指数价,无法预估张数",
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"sheets": 0,
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"eth_amount": 0.0,
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"total_premium": 0.0,
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},
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}
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)
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sizing = calc_sheets_from_coin_balance(
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quote_per_unit=float(ask),
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ct_mult=float(ct_mult),
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min_sz=int(min_sz),
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coin_available=float(est_coin),
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)
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if sizing.get("ok"):
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capped, cap_msg = cap_option_buy_sheets_to_ask_depth(
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int(sizing.get("sheets") or 0),
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ask_sz,
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min_sz=int(min_sz),
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)
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if capped is None:
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sizing = {
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"ok": False,
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"msg": cap_msg,
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"sheets": 0,
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"eth_amount": 0.0,
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"total_premium": 0.0,
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}
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elif capped < int(sizing.get("sheets") or 0):
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sizing = calc_sheets_from_coin_balance(
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quote_per_unit=float(ask),
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ct_mult=float(ct_mult),
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min_sz=int(min_sz),
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coin_available=float(capped) * float(ask) * float(ct_mult),
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)
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if sizing.get("ok"):
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sizing["ask_depth_capped"] = True
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sizing["ask_sz"] = ask_sz
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sizing["msg"] = f"已按卖一深度限制为 {capped} 张"
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if sizing.get("ok"):
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sizing["total_premium"] = sizing.get("coin_premium")
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sizing["premium_ccy"] = (inst_id.split("-")[0] if inst_id else "ETH").upper()
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sizing["est_coin"] = round(float(est_coin), 8)
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sizing["est_note"] = "张数为预算估币预览;实盘按买币后可用量开满"
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q = _attach_close_preview(
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cfg,
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ex,
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q,
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sheets=int(sizing.get("sheets") or 0),
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premium_paid=_open_premium_paid(cfg, inst_id),
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)
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return jsonify(
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{
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**q,
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"can_open": bool(sizing.get("ok")),
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"quote_per_unit": ask,
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"premium_per_sheet": round(float(ask) * float(ct_mult), 8),
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"sizing": sizing,
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"mode": mode,
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"mode_note": mode_note,
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"options_margin_mode": "coin",
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"coin_budget": budget_info,
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"compound_full_enabled": _compound_full_enabled(),
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}
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)
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except Exception as e:
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return jsonify({"ok": False, "msg": f"币本位报价失败: {e}"})
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budget = cfg["trade_budget"]
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budget_cap = cfg["trade_budget"]
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available_usdc = None
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