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
+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()