Improve OKX options sizing, expiry sync, and multi-position accordion UI.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-09 16:51:48 +08:00
parent d092f213a7
commit f41af0bf1c
7 changed files with 542 additions and 18 deletions
+119
View File
@@ -3254,6 +3254,102 @@ html[data-theme="light"] .options-estimate-row {
font-size: 0.76rem;
margin-bottom: 8px;
}
.opt-pos-cards--accordion {
display: flex;
flex-direction: column;
gap: 6px;
}
.opt-pos-accordion-item {
display: flex;
flex-direction: column;
}
.opt-pos-bar {
width: 100%;
display: flex;
align-items: center;
justify-content: space-between;
gap: 8px;
padding: 8px 10px;
background: #141923;
border: 1px solid #2a3348;
border-radius: 8px;
cursor: pointer;
text-align: left;
color: inherit;
font: inherit;
transition: border-color 0.15s, background 0.15s;
}
.opt-pos-bar:hover {
border-color: #3d4d6e;
background: #171d2a;
}
.opt-pos-accordion-item.is-expanded .opt-pos-bar {
border-radius: 8px 8px 0 0;
border-bottom-color: transparent;
background: #171d2a;
}
.opt-pos-bar-main {
display: flex;
align-items: center;
gap: 6px;
min-width: 0;
flex: 1;
}
.opt-pos-bar-side {
display: flex;
align-items: center;
gap: 10px;
flex-shrink: 0;
font-variant-numeric: tabular-nums;
}
.opt-pos-bar-title {
font-size: 0.72rem;
font-weight: 600;
color: #fff;
white-space: nowrap;
overflow: hidden;
text-overflow: ellipsis;
max-width: 11rem;
}
.opt-pos-bar-meta {
font-size: 0.66rem;
color: #8b95b0;
white-space: nowrap;
}
.opt-pos-bar-cd {
font-size: 0.66rem;
color: #8b95b0;
white-space: nowrap;
}
.opt-pos-bar-pnl,
.opt-pos-bar-roi {
font-size: 0.72rem;
font-weight: 600;
white-space: nowrap;
}
.opt-pos-bar-chevron {
display: inline-block;
font-size: 0.58rem;
color: #8b95b0;
transition: transform 0.15s ease;
flex-shrink: 0;
}
.opt-pos-accordion-item.is-expanded .opt-pos-bar-chevron {
transform: rotate(90deg);
}
.opt-pos-accordion-body {
border: 1px solid #2a3348;
border-top: none;
border-radius: 0 0 8px 8px;
overflow: hidden;
background: #141923;
}
.opt-pos-card--nested {
margin-bottom: 0 !important;
border: none !important;
border-radius: 0 !important;
background: transparent !important;
}
.options-page-wrap .opt-pos-card .pos-card-symbol strong {
font-size: 0.78rem;
}
@@ -3441,6 +3537,29 @@ html[data-theme="light"] .options-settings-subtitle {
color: #142232 !important;
}
html[data-theme="light"] .opt-pos-bar {
background: #f6f9fc;
border-color: #c8d4e0;
color: #142232;
}
html[data-theme="light"] .opt-pos-bar:hover,
html[data-theme="light"] .opt-pos-accordion-item.is-expanded .opt-pos-bar {
background: #eef3f8;
border-color: #9eb0c4;
}
html[data-theme="light"] .opt-pos-bar-title {
color: #142232;
}
html[data-theme="light"] .opt-pos-bar-meta,
html[data-theme="light"] .opt-pos-bar-cd,
html[data-theme="light"] .opt-pos-bar-chevron {
color: #5a6d82;
}
html[data-theme="light"] .opt-pos-accordion-body {
background: #f6f9fc;
border-color: #c8d4e0;
}
html[data-theme="light"] .options-page-wrap .options-hint,
html[data-theme="light"] .options-page-wrap #opt-index-line,
html[data-theme="light"] .options-order-grid .k,
+100 -13
View File
@@ -14,6 +14,7 @@
chain: panelCache.chain || null,
selectedInst: null,
orderQuote: null,
expandedPosInst: null,
};
function fmt(v, d) {
@@ -427,14 +428,13 @@
}
}
function renderPositionCard(p) {
function renderPositionCardInner(p) {
const upl = p.upl;
const uplCls = upl > 0 ? "pos-pnl-profit" : upl < 0 ? "pos-pnl-loss" : "";
const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
return (
'<div class="pos-card opt-pos-card" data-inst="' + (p.inst_id || "") + '">' +
'<div class="pos-card-head">' +
'<div class="pos-card-symbol"><strong>' + (p.inst_id || "") + '</strong>' +
'<span class="pos-side-badge ' + sideCls + '">' + optTypeLabel(p.opt_type) + "</span></div>" +
@@ -458,10 +458,77 @@
'<div class="pos-cell"><span class="pos-label">浮盈亏</span><span class="pos-value ' + uplCls + '">' + fmt(p.upl, 2) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
(p.upl_ratio_pct != null ? p.upl_ratio_pct + "%" : "—") + "</span></div>" +
"</div></div>"
"</div>"
);
}
function renderPositionCard(p) {
return (
'<div class="pos-card opt-pos-card" data-inst="' + (p.inst_id || "") + '">' +
renderPositionCardInner(p) +
"</div>"
);
}
function renderPositionAccordionItem(p, expanded) {
const upl = p.upl;
const uplCls = upl > 0 ? "pos-pnl-profit" : upl < 0 ? "pos-pnl-loss" : "";
const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
const inst = p.inst_id || "";
return (
'<div class="opt-pos-accordion-item' + (expanded ? " is-expanded" : "") + '" data-inst="' + inst + '">' +
'<button type="button" class="opt-pos-bar" aria-expanded="' + (expanded ? "true" : "false") + '">' +
'<span class="opt-pos-bar-main">' +
'<span class="opt-pos-bar-chevron" aria-hidden="true">▶</span>' +
'<strong class="opt-pos-bar-title">' + inst + "</strong>" +
'<span class="pos-side-badge ' + sideCls + '">' + optTypeLabel(p.opt_type) + "</span>" +
'<span class="opt-pos-bar-meta">行权 ' + fmt(p.strike, 0) + " · " + fmt(p.pos, 0) + "张</span>" +
"</span>" +
'<span class="opt-pos-bar-side">' +
(expAttr
? '<span class="opt-pos-bar-cd">到期 <span class="opt-expiry-cd" data-opt-exp-ms="' + expAttr + '">—</span></span>'
: "") +
'<span class="opt-pos-bar-pnl ' + uplCls + '">' + fmt(p.upl, 2) + " USDC</span>" +
'<span class="opt-pos-bar-roi ' + uplCls + '">' +
(p.upl_ratio_pct != null ? p.upl_ratio_pct + "%" : "—") + "</span>" +
"</span>" +
"</button>" +
'<div class="opt-pos-accordion-body"' + (expanded ? "" : ' hidden') + ">" +
'<div class="pos-card opt-pos-card opt-pos-card--nested" data-inst="' + inst + '">' +
renderPositionCardInner(p) +
"</div></div></div>"
);
}
function bindPositionActions(container) {
if (!container) return;
container.querySelectorAll(".opt-close-btn").forEach(function (btn) {
btn.addEventListener("click", function (e) {
e.stopPropagation();
closePosition(btn.getAttribute("data-inst"), btn);
});
});
container.querySelectorAll(".opt-pos-bar").forEach(function (bar) {
bar.addEventListener("click", function () {
const item = bar.closest(".opt-pos-accordion-item");
if (!item) return;
const inst = item.getAttribute("data-inst");
state.expandedPosInst = state.expandedPosInst === inst ? null : inst;
const wrap = document.getElementById("opt-pos-cards");
wrap.querySelectorAll(".opt-pos-accordion-item").forEach(function (el) {
const open = el.getAttribute("data-inst") === state.expandedPosInst;
el.classList.toggle("is-expanded", open);
const body = el.querySelector(".opt-pos-accordion-body");
const btn = el.querySelector(".opt-pos-bar");
if (body) body.hidden = !open;
if (btn) btn.setAttribute("aria-expanded", open ? "true" : "false");
});
});
});
}
async function closePosition(inst, btn) {
const q = await apiJson("/api/options/quote?inst_id=" + encodeURIComponent(inst) + "&mode=sheets&sheets=1");
if (!q.ok) {
@@ -504,16 +571,27 @@
return;
}
empty.style.display = "none";
list.forEach(function (p) {
const div = document.createElement("div");
div.innerHTML = renderPositionCard(p);
wrap.appendChild(div.firstChild);
});
wrap.querySelectorAll(".opt-close-btn").forEach(function (btn) {
btn.addEventListener("click", function () {
closePosition(btn.getAttribute("data-inst"), btn);
const multi = list.length >= 2;
wrap.classList.toggle("opt-pos-cards--accordion", multi);
if (multi) {
const ids = list.map(function (p) { return p.inst_id; });
if (!state.expandedPosInst || ids.indexOf(state.expandedPosInst) < 0) {
state.expandedPosInst = list[0].inst_id || null;
}
list.forEach(function (p) {
const div = document.createElement("div");
div.innerHTML = renderPositionAccordionItem(p, p.inst_id === state.expandedPosInst);
wrap.appendChild(div.firstChild);
});
});
} else {
state.expandedPosInst = null;
list.forEach(function (p) {
const div = document.createElement("div");
div.innerHTML = renderPositionCard(p);
wrap.appendChild(div.firstChild);
});
}
bindPositionActions(wrap);
if (window.OptionsExpiryCountdown && OptionsExpiryCountdown.ensureTimer) {
OptionsExpiryCountdown.ensureTimer();
}
@@ -560,6 +638,15 @@
refreshAllPositions();
}
function optHistoryStatus(h) {
if (h.status !== "closed") return "持仓中";
if ((h.signal_note || "").indexOf("到期结算") >= 0) return "到期";
if (h.premium_received === 0 && h.realized_pnl != null && h.realized_pnl < 0 && !h.close_ord_id) {
return "到期";
}
return "已平";
}
async function refreshHistory() {
const d = await apiJson("/api/options/history");
const tbody = document.getElementById("opt-history-tbody");
@@ -579,7 +666,7 @@
"<td><code>" + (h.inst_id || "") + "</code></td>" +
"<td>" + fmt(h.sheets, 0) + "</td>" +
"<td>" + fmt(prem, 4) + "</td>" +
"<td>" + (h.status === "closed" ? "已平" : "持仓中") + "</td>" +
"<td>" + optHistoryStatus(h) + "</td>" +
'<td class="' + pnlCls + '">' + pnlTxt + "</td>" +
"<td>" + (h.closed_at || h.created_at || "—") + "</td>" +
'<td><button type="button" class="btn-secondary btn-sm opt-history-del" data-id="' + h.id + '" data-status="' + (h.status || "") + '">删除</button></td>';
+54
View File
@@ -644,6 +644,60 @@ def fetch_option_positions(ex: ccxt.okx) -> list[dict[str, Any]]:
return []
def fetch_option_position_history(
ex: ccxt.okx,
inst_id: str,
*,
limit: int = 20,
) -> list[dict[str, Any]]:
"""OKX 期权历史仓位(含到期结算/平仓)."""
inst_id = (inst_id or "").strip()
if not inst_id:
return []
try:
resp = ex.private_get_account_positions_history(
{
"instType": "OPTION",
"instId": inst_id,
"limit": str(max(1, min(int(limit), 100))),
}
)
rows = (resp or {}).get("data") or []
return [r for r in rows if isinstance(r, dict)]
except Exception:
return []
def resolve_option_close_from_history(
hist_rows: list[dict[str, Any]],
*,
open_ms: int | None = None,
) -> dict[str, Any] | None:
"""从 positions-history 中选取最近一条有效平仓/结算记录."""
best: dict[str, Any] | None = None
best_utime = -1
for row in hist_rows:
u_ms = _safe_float(row.get("uTime"))
if u_ms is None or u_ms <= 0:
continue
if open_ms is not None and u_ms < int(open_ms) - 60_000:
continue
if u_ms > best_utime:
best = row
best_utime = int(u_ms)
if not best:
return None
realized = _safe_float(best.get("realizedPnl"))
if realized is None:
realized = _safe_float(best.get("pnl"))
return {
"close_quote": _safe_float(best.get("closeAvgPx")),
"realized_pnl": realized,
"close_ms": best_utime,
"pos_id": str(best.get("posId") or "").strip() or None,
}
def fetch_options_unrealized_pnl_usdc(ex: ccxt.okx) -> float | None:
"""期权持仓未实现盈亏合计(USDC,统计口径与 USDT 1:1)."""
total = 0.0
+110 -1
View File
@@ -1,10 +1,13 @@
"""期权持仓监控:浮盈翻倍微信提醒."""
"""期权持仓监控:浮盈翻倍微信提醒 + 平仓/到期状态同步."""
from __future__ import annotations
import sqlite3
import time
from datetime import datetime, timezone
from typing import Any, Callable
from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
def _safe_float(v: Any) -> float | None:
if v is None:
@@ -101,6 +104,109 @@ def run_options_profit_alerts(
return sent
def _created_at_ms(created_at: Any) -> int | None:
if not created_at:
return None
raw = str(created_at).strip()
if not raw:
return None
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M:%f"):
try:
dt = datetime.strptime(raw[:26], fmt).replace(tzinfo=timezone.utc)
return int(dt.timestamp() * 1000)
except ValueError:
continue
return None
def sync_open_options_trades(
conn: sqlite3.Connection,
*,
live_inst_ids: set[str],
fetch_history_fn: Callable[[str], list[dict[str, Any]]],
) -> int:
"""
交易所已无持仓时,将本地 open 记录同步为 closed.
优先用 positions-history 回填盈亏;否则到期后按归零处理.
"""
rows = conn.execute(
"""
SELECT id, inst_id, premium_paid, exp_time, created_at
FROM options_trades
WHERE status = 'open'
"""
).fetchall()
updated = 0
now_ms = int(time.time() * 1000)
for row in rows:
inst_id = str(row["inst_id"] or "")
if not inst_id or inst_id in live_inst_ids:
continue
paid = _safe_float(row["premium_paid"]) or 0.0
open_ms = _created_at_ms(row["created_at"])
exp_ms = normalize_option_exp_ms(row["exp_time"], inst_id)
close_quote: float | None = None
prem_recv: float | None = None
realized_pnl: float | None = None
close_ord_id: str | None = None
closed_at: str | None = None
close_reason = "exchange"
close_info = resolve_option_close_from_history(
fetch_history_fn(inst_id),
open_ms=open_ms,
)
if close_info:
close_quote = close_info.get("close_quote")
realized_pnl = close_info.get("realized_pnl")
close_ord_id = close_info.get("pos_id")
if realized_pnl is not None:
prem_recv = round(paid + float(realized_pnl), 4)
close_ms = close_info.get("close_ms")
if close_ms:
closed_at = datetime.fromtimestamp(int(close_ms) / 1000, tz=timezone.utc).strftime(
"%Y-%m-%d %H:%M:%S"
)
elif exp_ms is not None and now_ms >= int(exp_ms):
close_reason = "expired"
close_quote = 0.0
prem_recv = 0.0
realized_pnl = round(-paid, 4)
if exp_ms:
closed_at = datetime.fromtimestamp(int(exp_ms) / 1000, tz=timezone.utc).strftime(
"%Y-%m-%d %H:%M:%S"
)
conn.execute(
"""
UPDATE options_trades
SET status = 'closed',
close_quote = ?,
premium_received = ?,
realized_pnl = ?,
close_ord_id = COALESCE(?, close_ord_id),
closed_at = COALESCE(?, closed_at, CURRENT_TIMESTAMP),
signal_note = CASE
WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
THEN '到期结算'
ELSE signal_note
END
WHERE id = ?
""",
(
close_quote,
prem_recv,
realized_pnl,
close_ord_id,
closed_at,
close_reason,
int(row["id"]),
),
)
updated += 1
return updated
def options_monitor_loop(
*,
enabled: bool,
@@ -111,6 +217,7 @@ def options_monitor_loop(
send_wechat: Callable[[str], None],
account_label: str,
profit_ratio: float,
sync_trades_fn: Callable[[sqlite3.Connection], int] | None = None,
stop_event: Any = None,
) -> None:
if not enabled:
@@ -130,6 +237,8 @@ def options_monitor_loop(
account_label=account_label,
ticker_bid_fn=ticker_bid_fn,
)
if sync_trades_fn is not None:
sync_trades_fn(conn)
conn.commit()
finally:
conn.close()
+72 -3
View File
@@ -132,6 +132,38 @@ def _require_options_ex(cfg: dict[str, Any]):
return ex, ""
def _budget_full_usdc(cfg: dict[str, Any], ex: Any) -> tuple[float | None, str]:
"""交易账户 USDC 可用余额(由 calc_order_size 再乘 budget_buffer 留余量)."""
from lib.exchange.okx_options_lib import fetch_options_trading_usdc
raw = fetch_options_trading_usdc(ex)
if raw is None or float(raw) <= 0:
return None, "交易账户 USDC 可用余额不足"
return float(raw), ""
def _sync_options_trades(cfg: dict[str, Any]) -> None:
ex = cfg.get("exchange_options")
if ex is None:
return
from lib.exchange.okx_options_lib import fetch_option_position_history
from lib.options.options_monitor_lib import sync_open_options_trades
raw = cfg["fetch_option_positions"](ex)
live_ids = {str(p.get("instId") or "") for p in raw if str(p.get("instId") or "")}
def _hist(inst_id: str):
return fetch_option_position_history(ex, inst_id)
conn = cfg["get_db"]()
try:
init_options_tables(conn)
sync_open_options_trades(conn, live_inst_ids=live_ids, fetch_history_fn=_hist)
conn.commit()
finally:
conn.close()
def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
lr = cfg["login_required"]
@@ -177,6 +209,16 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
min_sz = q.get("min_sz") or 1
mode = (request.args.get("mode") or "budget_full").strip()
budget = cfg["trade_budget"]
budget_cap = cfg["trade_budget"]
available_usdc = None
if mode == "budget_full":
budget, budget_err = _budget_full_usdc(cfg, ex)
if budget is None:
return jsonify({"ok": False, "msg": budget_err})
budget_cap = budget
from lib.exchange.okx_options_lib import fetch_options_trading_usdc
available_usdc = fetch_options_trading_usdc(ex)
eth_amount = None
sheet_count = None
try:
@@ -199,7 +241,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
budget_buffer=cfg["budget_buffer"],
eth_amount=eth_amount if mode == "eth_amount" else None,
sheets=sheet_count if mode == "sheets" else None,
budget_cap=cfg["trade_budget"],
budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
)
return jsonify(
{
@@ -207,6 +249,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
"quote_per_unit": ask,
"premium_per_sheet": premium_per_sheet(float(ask), float(ct_mult)),
"sizing": sizing,
"available_usdc": available_usdc,
"budget_full_usdc": budget if mode == "budget_full" else None,
}
)
@@ -242,15 +286,22 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
sheet_count = int(data.get("sheets"))
except (TypeError, ValueError):
return jsonify({"ok": False, "msg": "张数无效"})
budget = cfg["trade_budget"]
budget_cap = cfg["trade_budget"]
if mode == "budget_full":
budget, budget_err = _budget_full_usdc(cfg, ex)
if budget is None:
return jsonify({"ok": False, "msg": budget_err})
budget_cap = budget
sizing = calc_order_size(
quote_per_unit=float(ask),
ct_mult=ct_mult,
min_sz=min_sz,
budget_usdc=cfg["trade_budget"] if mode == "budget_full" else None,
budget_usdc=budget if mode == "budget_full" else None,
budget_buffer=cfg["budget_buffer"],
eth_amount=eth_amount,
sheets=sheet_count,
budget_cap=cfg["trade_budget"],
budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
)
if not sizing.get("ok"):
return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
@@ -304,6 +355,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
ex, err = _require_options_ex(cfg)
if ex is None:
return jsonify({"ok": False, "msg": err})
_sync_options_trades(cfg)
raw = cfg["fetch_option_positions"](ex)
rows = [cfg["format_position_row"](p) for p in raw]
conn = cfg["get_db"]()
@@ -554,6 +606,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
ex, err = _require_options_ex(cfg)
if ex is None:
return jsonify({"ok": False, "msg": err})
_sync_options_trades(cfg)
conn = cfg["get_db"]()
try:
init_options_tables(conn)
@@ -660,6 +713,21 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
raw = cfg["fetch_option_positions"](ex)
return [cfg["format_position_row"](p) for p in raw]
def _sync(conn):
from lib.exchange.okx_options_lib import fetch_option_position_history
from lib.options.options_monitor_lib import sync_open_options_trades
ex = cfg.get("exchange_options")
if ex is None:
return 0
raw = cfg["fetch_option_positions"](ex)
live_ids = {str(p.get("instId") or "") for p in raw if str(p.get("instId") or "")}
return sync_open_options_trades(
conn,
live_inst_ids=live_ids,
fetch_history_fn=lambda inst_id: fetch_option_position_history(ex, inst_id),
)
t = threading.Thread(
target=options_monitor_loop,
kwargs={
@@ -671,6 +739,7 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
"send_wechat": cfg["send_wechat"],
"account_label": cfg["account_label"],
"profit_ratio": cfg["profit_ratio"],
"sync_trades_fn": _sync,
},
daemon=True,
name="options-monitor",
+1 -1
View File
@@ -62,7 +62,7 @@
<div class="form-row options-order-mode-row">
<label><input type="radio" name="opt-size-mode" value="sheets" checked> 指定张数</label>
<input type="number" id="opt-sheets-amount" min="1" step="1" value="1" placeholder="张数">
<label><input type="radio" name="opt-size-mode" value="budget_full">单笔上限打满</label>
<label><input type="radio" name="opt-size-mode" value="budget_full">可用余额打满</label>
<label><input type="radio" name="opt-size-mode" value="eth_amount"> 指定币数量</label>
<input type="number" id="opt-eth-amount" min="0.01" step="0.01" placeholder="如 0.5" style="display:none">
<input type="text" id="opt-signal-note" placeholder="备注(关键位说明)">
+86
View File
@@ -0,0 +1,86 @@
"""期权平仓/到期状态同步单测."""
import sqlite3
from lib.exchange.okx_options_lib import resolve_option_close_from_history
from lib.options.options_db import init_options_tables
from lib.options.options_monitor_lib import sync_open_options_trades
def test_resolve_option_close_from_history_picks_latest():
rows = [
{"instId": "ETH-USD_UM-260709-1700-P", "uTime": "1000", "realizedPnl": "-1.0", "closeAvgPx": "0"},
{"instId": "ETH-USD_UM-260709-1700-P", "uTime": "2000", "realizedPnl": "-1.24", "closeAvgPx": "0", "posId": "9"},
]
got = resolve_option_close_from_history(rows, open_ms=500)
assert got is not None
assert got["realized_pnl"] == -1.24
assert got["pos_id"] == "9"
def test_sync_open_options_trades_marks_expired_closed():
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
init_options_tables(conn)
conn.execute(
"""
INSERT INTO options_trades
(inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
open_quote, premium_paid, status)
VALUES (?, 'ETH', 'P', 1700, '', 20, 0.2, 6.2, 1.24, 'open')
""",
("ETH-USD_UM-260709-1700-P",),
)
conn.commit()
n = sync_open_options_trades(
conn,
live_inst_ids=set(),
fetch_history_fn=lambda _inst: [],
)
assert n == 1
row = conn.execute("SELECT status, premium_received, realized_pnl, signal_note FROM options_trades").fetchone()
assert row["status"] == "closed"
assert row["premium_received"] == 0.0
assert row["realized_pnl"] == -1.24
assert "到期结算" in (row["signal_note"] or "")
def test_sync_open_options_trades_uses_exchange_history():
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
init_options_tables(conn)
conn.execute(
"""
INSERT INTO options_trades
(inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
open_quote, premium_paid, status, created_at)
VALUES (?, 'ETH', 'P', 1700, '', 20, 0.2, 6.2, 1.24, 'open', '2026-07-08 02:32:44')
""",
("ETH-USD_UM-260709-1700-P",),
)
conn.commit()
def _hist(_inst):
return [
{
"instId": "ETH-USD_UM-260709-1700-P",
"uTime": "1784000000000",
"realizedPnl": "-0.5",
"closeAvgPx": "0.1",
"posId": "pos-1",
}
]
n = sync_open_options_trades(
conn,
live_inst_ids=set(),
fetch_history_fn=_hist,
)
assert n == 1
row = conn.execute(
"SELECT status, premium_received, realized_pnl, close_ord_id FROM options_trades"
).fetchone()
assert row["status"] == "closed"
assert row["realized_pnl"] == -0.5
assert row["premium_received"] == 0.74
assert row["close_ord_id"] == "pos-1"