Align option display precision with OKX and use exchange position history.

Format prices by tickSz, move bid depth/recovery to card end with plain styling, and load option history from OKX positions-history instead of local DB. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-11 09:14:43 +08:00
parent 1b31c61aac
commit fdea5bb610
6 changed files with 396 additions and 156 deletions
@@ -116,6 +116,53 @@ def format_option_px(px: float, tick_sz: Any) -> str:
    return f"{px:.{decimals}f}".rstrip("0").rstrip(".") or "0"


+def format_usdc_amount(v: float | None) -> str | None:
+    """USDC 金额展示(与交易所持仓/历史一致,最多 4 位小数)."""
+    if v is None:
+        return None
+    return f"{float(v):.4f}".rstrip("0").rstrip(".") or "0"
+
+
+def _ms_to_iso(ms: Any) -> str | None:
+    val = _safe_float(ms)
+    if val is None or val <= 0:
+        return None
+    try:
+        from datetime import datetime, timezone
+
+        dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone()
+        return dt.strftime("%Y-%m-%d %H:%M:%S")
+    except (TypeError, ValueError, OSError):
+        return None
+
+
+def option_instrument_meta_cached(
+    ex: ccxt.okx,
+    inst_id: str,
+    cache: dict[str, dict[str, Any] | None] | None = None,
+) -> dict[str, Any] | None:
+    inst_id = (inst_id or "").strip()
+    if not inst_id:
+        return None
+    if cache is not None and inst_id in cache:
+        return cache[inst_id]
+    meta = fetch_option_instrument_meta(ex, inst_id)
+    if cache is not None:
+        cache[inst_id] = meta
+    return meta
+
+
+def tick_sz_and_ct_mult(
+    ex: ccxt.okx,
+    inst_id: str,
+    cache: dict[str, dict[str, Any] | None] | None = None,
+) -> tuple[Any, float]:
+    meta = option_instrument_meta_cached(ex, inst_id, cache)
+    tick_sz = meta.get("tickSz") if meta else None
+    ct_mult = _safe_float(meta.get("ctMult")) if meta else None
+    return tick_sz, ct_mult or 0.01
+
+
 def _intrinsic_px_per_unit(opt_type: str, strike: float, index_px: float) -> float | None:
    o = (opt_type or "").upper()
    if o == "C" and index_px > strike:
@@ -732,6 +779,144 @@ def fetch_option_position_history(
        return []


+def fetch_all_option_positions_history(
+    ex: ccxt.okx,
+    *,
+    limit: int = 200,
+) -> list[dict[str, Any]]:
+    """拉取 OKX 期权全部历史仓位(分页,按平仓时间倒序)."""
+    cap = max(1, min(int(limit), 500))
+    out: list[dict[str, Any]] = []
+    after: str | None = None
+    while len(out) < cap:
+        page_limit = min(100, cap - len(out))
+        params: dict[str, Any] = {
+            "instType": "OPTION",
+            "limit": str(page_limit),
+        }
+        if after is not None:
+            params["after"] = after
+        try:
+            resp = ex.private_get_account_positions_history(params)
+        except Exception:
+            break
+        rows = (resp or {}).get("data") or []
+        batch = [r for r in rows if isinstance(r, dict)]
+        if not batch:
+            break
+        out.extend(batch)
+        if len(batch) < page_limit:
+            break
+        utimes = [_safe_float(r.get("uTime")) for r in batch]
+        utimes = [int(u) for u in utimes if u is not None and u > 0]
+        if not utimes:
+            break
+        oldest = min(utimes)
+        if after is not None and str(oldest) == after:
+            break
+        after = str(oldest)
+    out.sort(key=lambda r: int(_safe_float(r.get("uTime")) or 0), reverse=True)
+    return out[:cap]
+
+
+def format_option_history_row(
+    raw: dict[str, Any],
+    *,
+    tick_sz: Any = None,
+    ct_mult: float = 0.01,
+) -> dict[str, Any]:
+    """标准化 OKX positions-history 单条记录供前端展示."""
+    from lib.options.options_pricing_lib import total_premium
+
+    inst_id = str(raw.get("instId") or "").strip()
+    open_avg = _safe_float(raw.get("openAvgPx"))
+    close_avg = _safe_float(raw.get("closeAvgPx"))
+    sheets = _safe_float(raw.get("closeTotalPos"))
+    if sheets is None or sheets <= 0:
+        sheets = _safe_float(raw.get("openMaxPos"))
+    sheets_i = int(abs(sheets or 0))
+    eth_amount = round(abs(sheets or 0) * ct_mult, 8) if sheets else 0.0
+    premium_paid = (
+        round(total_premium(open_avg, eth_amount), 8)
+        if open_avg is not None and eth_amount > 0
+        else None
+    )
+    realized = _safe_float(raw.get("realizedPnl"))
+    if realized is None:
+        realized = _safe_float(raw.get("pnl"))
+    pnl_ratio = _safe_float(raw.get("pnlRatio"))
+    close_type = str(raw.get("type") or "").strip()
+    utime = _safe_float(raw.get("uTime"))
+    ctime = _safe_float(raw.get("cTime"))
+    opt_type, strike = option_fields_from_inst_id(inst_id)
+    uly = str(raw.get("uly") or inst_id.split("-")[0] or "").replace("-USD_UM", "").replace("-USD", "")
+    if close_type in ("3", "4"):
+        status_label = "强平"
+    else:
+        status_label = "已平"
+    return {
+        "source": "exchange",
+        "pos_id": str(raw.get("posId") or "").strip() or None,
+        "inst_id": inst_id,
+        "underlying": uly,
+        "opt_type": opt_type,
+        "strike": strike,
+        "sheets": sheets_i,
+        "eth_amount": eth_amount,
+        "open_avg_px": open_avg,
+        "open_avg_px_fmt": format_option_px(open_avg, tick_sz) if open_avg is not None else None,
+        "close_avg_px": close_avg,
+        "close_avg_px_fmt": format_option_px(close_avg, tick_sz) if close_avg is not None else None,
+        "premium_paid": premium_paid,
+        "premium_paid_fmt": format_usdc_amount(premium_paid),
+        "realized_pnl": realized,
+        "pnl_ratio_pct": round(pnl_ratio * 100, 2) if pnl_ratio is not None else None,
+        "status": "closed",
+        "status_label": status_label,
+        "close_type": close_type,
+        "created_at": _ms_to_iso(ctime),
+        "closed_at": _ms_to_iso(utime),
+        "close_ms": int(utime) if utime is not None else None,
+        "tick_sz": tick_sz,
+        "raw": raw,
+    }
+
+
+def format_live_option_history_row(
+    row: dict[str, Any],
+    *,
+    open_ms: int | None = None,
+) -> dict[str, Any]:
+    """将当前持仓格式化为历史列表中的「持仓中」行."""
+    inst_id = str(row.get("inst_id") or "").strip()
+    return {
+        "source": "live",
+        "pos_id": str((row.get("raw") or {}).get("posId") or "").strip() or None,
+        "inst_id": inst_id,
+        "underlying": str(row.get("underlying") or inst_id.split("-")[0] or ""),
+        "opt_type": row.get("opt_type"),
+        "strike": row.get("strike"),
+        "sheets": int(abs(_safe_float(row.get("pos")) or 0)),
+        "eth_amount": row.get("eth_amount"),
+        "open_avg_px": row.get("avg_px"),
+        "open_avg_px_fmt": row.get("avg_px_fmt"),
+        "close_avg_px": None,
+        "close_avg_px_fmt": None,
+        "premium_paid": row.get("premium_paid"),
+        "premium_paid_fmt": row.get("premium_paid_fmt"),
+        "realized_pnl": row.get("upl"),
+        "pnl_ratio_pct": row.get("upl_ratio_pct"),
+        "status": "open",
+        "status_label": "持仓中",
+        "close_type": None,
+        "created_at": _ms_to_iso(open_ms),
+        "closed_at": None,
+        "close_ms": open_ms,
+        "tick_sz": row.get("tick_sz"),
+        "raw": row.get("raw"),
+    }
+
+
 def resolve_option_close_from_history(
    hist_rows: list[dict[str, Any]],
    *,
@@ -947,7 +1132,12 @@ def transfer_main_sub_account(
        return {"ok": False, "msg": str(e)}


-def format_position_row(pos: dict[str, Any], ct_mult: float = 0.01) -> dict[str, Any]:
+def format_position_row(
+    pos: dict[str, Any],
+    ct_mult: float = 0.01,
+    *,
+    tick_sz: Any = None,
+) -> dict[str, Any]:
    from lib.options.options_pricing_lib import (
        close_breakeven_idx,
        expiry_breakeven_px,
@@ -971,7 +1161,7 @@ def format_position_row(pos: dict[str, Any], ct_mult: float = 0.01) -> dict[str,
        strike = parsed_strike
    eth_amount = round(abs(sheets) * ct_mult, 8)
    premium_paid = (
-        round(total_premium(avg, eth_amount), 4) if avg is not None and eth_amount > 0 else None
+        round(total_premium(avg, eth_amount), 8) if avg is not None and eth_amount > 0 else None
    )
    delta_pa = _safe_float(pos.get("deltaPA"))
    expiry_be = expiry_breakeven_px(
@@ -996,6 +1186,11 @@ def format_position_row(pos: dict[str, Any], ct_mult: float = 0.01) -> dict[str,
        "eth_amount": eth_amount,
        "avg_px": avg,
        "mark_px": mark,
+        "avg_px_fmt": format_option_px(avg, tick_sz) if avg is not None else None,
+        "mark_px_fmt": format_option_px(mark, tick_sz) if mark is not None else None,
+        "premium_paid_fmt": format_usdc_amount(premium_paid),
+        "tick_sz": tick_sz,
+        "ct_mult": ct_mult,
        "idx_px": idx_px,
        "premium_paid": premium_paid,
        "upl": upl,