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

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

lib/options/options_monitor_lib.py

@@ -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()

lib/options/options_register.py

@@ -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",

lib/options/templates/options_panel.html

@@ -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"> 按单笔上限打满</label>
+                        <label><input type="radio" name="opt-size-mode" value="budget_full"> 按可用余额打满</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)">