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>
This commit is contained in:
dekun
+104
-45
@@ -189,6 +189,27 @@ def _refresh_position_avail(cfg: dict[str, Any], ex: Any, inst_id: str) -> int |
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return _position_avail_sheets(pos)
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def _enrich_position_row_display(
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cfg: dict[str, Any],
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ex: Any,
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raw_pos: dict[str, Any],
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*,
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meta_cache: dict[str, dict[str, Any] | None] | None = None,
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premium_override: float | None = None,
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) -> dict[str, Any]:
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from lib.exchange.okx_options_lib import format_position_row, tick_sz_and_ct_mult
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inst_id = str(raw_pos.get("instId") or "").strip()
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tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
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row = format_position_row(raw_pos, ct_mult=ct_mult, tick_sz=tick_sz)
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if premium_override is not None:
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row["premium_paid"] = premium_override
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from lib.exchange.okx_options_lib import format_usdc_amount
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row["premium_paid_fmt"] = format_usdc_amount(premium_override)
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return row
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def _attach_close_preview(
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cfg: dict[str, Any],
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ex: Any,
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@@ -469,24 +490,33 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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if raw is None:
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return jsonify({"ok": False, "msg": "获取期权持仓失败"})
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_sync_options_trades(cfg, raw_positions=raw)
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rows = [cfg["format_position_row"](p) for p in raw]
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meta_cache: dict[str, dict[str, Any] | None] = {}
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conn = cfg["get_db"]()
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try:
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for row in rows:
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inst = row.get("inst_id")
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if not inst:
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continue
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rec = conn.execute(
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"""
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SELECT premium_paid FROM options_trades
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WHERE inst_id = ? AND status = 'open'
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ORDER BY id DESC LIMIT 1
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""",
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(inst,),
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).fetchone()
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if rec and rec["premium_paid"] is not None:
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row["premium_paid"] = round(float(rec["premium_paid"]), 4)
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rows = []
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for p in raw:
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inst = str(p.get("instId") or "").strip()
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premium_override = None
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if inst:
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rec = conn.execute(
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"""
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SELECT premium_paid FROM options_trades
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WHERE inst_id = ? AND status = 'open'
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ORDER BY id DESC LIMIT 1
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""",
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(inst,),
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).fetchone()
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if rec and rec["premium_paid"] is not None:
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premium_override = float(rec["premium_paid"])
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row = _enrich_position_row_display(
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cfg,
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ex,
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p,
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meta_cache=meta_cache,
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premium_override=premium_override,
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)
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_attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid")))
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rows.append(row)
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finally:
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conn.close()
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return jsonify({"ok": True, "positions": rows})
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@@ -838,24 +868,66 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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ex, err = _require_options_ex(cfg)
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if ex is None:
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return jsonify({"ok": False, "msg": err})
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_sync_options_trades(cfg)
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from lib.exchange.okx_options_lib import (
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fetch_all_option_positions_history,
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format_live_option_history_row,
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format_option_history_row,
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tick_sz_and_ct_mult,
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)
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meta_cache: dict[str, dict[str, Any] | None] = {}
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items: list[dict[str, Any]] = []
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raw_live = cfg["fetch_option_positions"](ex)
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if raw_live is None:
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return jsonify({"ok": False, "msg": "获取期权持仓失败"})
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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rows = conn.execute(
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"""
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SELECT id, inst_id, underlying, opt_type, strike, sheets, eth_amount,
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open_quote, premium_paid, close_quote, premium_received,
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realized_pnl, status, signal_note, created_at, closed_at
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FROM options_trades
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ORDER BY id DESC
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LIMIT 200
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"""
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).fetchall()
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items = [dict(r) for r in rows]
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for p in raw_live:
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inst = str(p.get("instId") or "").strip()
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premium_override = None
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if inst:
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rec = conn.execute(
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"""
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SELECT premium_paid FROM options_trades
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WHERE inst_id = ? AND status = 'open'
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ORDER BY id DESC LIMIT 1
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""",
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(inst,),
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).fetchone()
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if rec and rec["premium_paid"] is not None:
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premium_override = float(rec["premium_paid"])
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row = _enrich_position_row_display(
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cfg,
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ex,
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p,
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meta_cache=meta_cache,
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premium_override=premium_override,
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)
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open_ms = None
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ctime = p.get("cTime") or (row.get("raw") or {}).get("cTime")
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try:
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if ctime is not None and str(ctime).strip():
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open_ms = int(float(ctime))
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except (TypeError, ValueError):
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open_ms = None
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items.append(format_live_option_history_row(row, open_ms=open_ms))
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finally:
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conn.close()
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return jsonify({"ok": True, "history": items})
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hist_raw = fetch_all_option_positions_history(ex, limit=200)
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for raw in hist_raw:
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inst_id = str(raw.get("instId") or "").strip()
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tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
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items.append(format_option_history_row(raw, tick_sz=tick_sz, ct_mult=ct_mult))
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open_rows = [x for x in items if x.get("status") == "open"]
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closed = [x for x in items if x.get("status") != "open"]
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closed.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
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open_rows.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
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history = open_rows + closed
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live_ids = {str(x.get("inst_id") or "") for x in open_rows}
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return jsonify({"ok": True, "history": history, "live_inst_ids": sorted(live_ids)})
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@app.route("/api/options/stats")
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@lr
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@@ -867,26 +939,13 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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return jsonify({"ok": True, **compute_options_stats(cfg["get_db"])})
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@app.route("/api/options/history/<int:trade_id>", methods=["DELETE"])
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@app.route("/api/options/history/<path:trade_id>", methods=["DELETE"])
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@lr
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def api_options_history_delete(trade_id: int):
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def api_options_history_delete(trade_id: str):
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ex, err = _require_options_ex(cfg)
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if ex is None:
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return jsonify({"ok": False, "msg": err})
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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row = conn.execute(
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"SELECT id, status FROM options_trades WHERE id = ?",
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(trade_id,),
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).fetchone()
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if not row:
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return jsonify({"ok": False, "msg": "记录不存在"})
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conn.execute("DELETE FROM options_trades WHERE id = ?", (trade_id,))
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conn.commit()
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finally:
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conn.close()
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return jsonify({"ok": True})
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return jsonify({"ok": False, "msg": "历史仓位来自交易所,不支持本地删除"})
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def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
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