目标平仓门控改为 USDT 口径：env 可配权利金倍数与净盈亏阈值，币本位默认×1.05

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

crypto_monitor_okx/.env.example

@@ -143,6 +143,13 @@ OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
 OKX_OPTIONS_POLL_SECONDS=15
 OKX_OPTIONS_TD_MODE=isolated
 OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
+# 目标平仓门控(目标触达后自动平才校验;比较口径均为 USDT 估值)
+# OKX_OPTIONS_CLOSE_GATE_MODE=premium
+# OKX_OPTIONS_CLOSE_RECYCLE_MULT=
+# OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN=1.05
+# OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC=2
+# OKX_OPTIONS_CLOSE_NET_PNL_MIN_U=0
+# OKX_OPTIONS_CLOSE_HOLD_SECONDS=120
 # 对冲买期权等成交超时(秒);超时撤未成交部分,未完全成交则开仓失败
 OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC=12
 

lib/common/static/options_panel.js

@@ -1101,7 +1101,7 @@
     const gate = preview.close_gate || {};
     // 2× 只是目标平仓门控,本身不会自动平;手动买一平不拦截
     if (preview.close_gate_blocked || (gate.ready === false && !gate.passed)) {
-      return "目标门控: " + (preview.close_gate_msg || gate.msg || "可回收需≥2×权利金并持续2分钟");
+      return "目标门控: " + (preview.close_gate_msg || gate.msg || "门控未过(见 env 目标平仓门控)");
     }
     return "";
   }

lib/common/static/options_position_cards.js

@@ -151,7 +151,7 @@
     }
     const gate = preview.close_gate || {};
     if (preview.close_gate_blocked || (gate.ready === false && !gate.passed)) {
-      return "目标门控: " + (preview.close_gate_msg || gate.msg || "可回收需≥2×权利金并持续2分钟");
+      return "目标门控: " + (preview.close_gate_msg || gate.msg || "门控未过(见 env 目标平仓门控)");
     }
     return "";
   }

lib/env/env_ui_manifest.py

@@ -215,6 +215,36 @@ _OPTIONS_SECTION: dict[str, Any] = {
             "链上仅显示有卖一",
             "默认 true;开启后隐藏无卖一深度或深度不足1张的合约(含标记价估算行)",
         ),
+        (
+            "OKX_OPTIONS_CLOSE_GATE_MODE",
+            "目标平仓门控模式",
+            "premium=可回收(U)≥权利金(U)×倍数;net_pnl=净盈亏(U)大于阈值。币本位按指数换算为U",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_RECYCLE_MULT",
+            "门控权利金倍数(全局)",
+            "可选;填写则覆盖下方分本位默认值",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
+            "门控权利金倍数(币本位)",
+            "默认 1.05;premium 模式下 recyclable(U)≥premium(U)×本值",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC",
+            "门控权利金倍数(USDC)",
+            "默认 2;premium 模式下 recyclable(U)≥premium(U)×本值",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_NET_PNL_MIN_U",
+            "门控净盈亏下限(U)",
+            "net_pnl 模式;净盈亏(估)须大于本值,如 0 或 1",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_HOLD_SECONDS",
+            "门控持续秒数",
+            "达标后须持续本秒数才通过,默认 120",
+        ),
     ],
 }
 

lib/options/options_close_exec_lib.py

@@ -106,7 +106,7 @@ def close_option_by_bid1(
     - 限价 = 校验通过时锁定的买一价
     - 永不市价
     - 始终校验有效流动性(残档买一禁止)
-    - require_recycle_gate=True 时:首次还需可回收≥2×权利金并持续 hold 秒;
+    - require_recycle_gate=True 时:首次还需目标门控(权利金×倍数或净盈亏,U 口径)并持续 hold 秒;
       一旦通过后对同仓续批只验流动性
     """
     from lib.exchange.okx_options_lib import (
@@ -145,6 +145,8 @@ def close_option_by_bid1(
     premium_paid = _open_premium_paid(cfg, inst_id)
     if premium_paid is None:
         premium_paid = _safe_float(pos.get("premium_paid"))
+    premium_ccy = str(q.get("premium_ccy") or pos.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    index_px = _safe_float(pos.get("idxPx")) or _safe_float(q.get("index_px"))
 
     # 已有未成交卖平单:等成交,不撤不重挂
     try:
@@ -194,7 +196,13 @@ def close_option_by_bid1(
     )
     if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
         # 不撤他人挂单:仅拒绝本轮下单
-        update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+        update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
         return {
             "ok": False,
             "msg": preview.get("bid_invalid_reason") or "暂无有效买盘,禁止平仓",
@@ -208,7 +216,13 @@ def close_option_by_bid1(
         bid_px = _safe_float(q.get("bid"))
         stub, stub_reason = is_stub_bid_px(bid_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
         if stub or bid_px is None or bid_px <= 0:
-            update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+            update_close_gate(
+                inst_id,
+                recycle_usdc=None,
+                premium_paid=premium_paid,
+                premium_ccy=premium_ccy,
+                index_px=index_px,
+            )
             return {
                 "ok": False,
                 "msg": stub_reason or "暂无买一,无法限价平仓",
@@ -231,7 +245,13 @@ def close_option_by_bid1(
 
     stub_lv, stub_lv_reason = is_stub_bid_px(level_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
     if stub_lv:
-        update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+        update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
         return {
             "ok": False,
             "msg": stub_lv_reason or "暂无有效买盘,禁止平仓",
@@ -245,6 +265,8 @@ def close_option_by_bid1(
         inst_id,
         recycle_usdc=_safe_float(preview.get("total_received")),
         premium_paid=premium_paid,
+        premium_ccy=premium_ccy,
+        index_px=index_px,
     )
     if require_recycle_gate and not is_close_gate_passed(inst_id) and not gate.get("ready"):
         return {

lib/options/options_close_gate_lib.py

@@ -1,4 +1,4 @@
-"""期权按买盘平仓门控:可回收需 ≥ N×权利金,并持续持有一段时间后才允许平仓."""
+"""期权按买盘平仓门控:可回收/净盈亏换算为 USDT 后校验,并持续 hold 秒才允许平仓."""
 from __future__ import annotations
 
 import os
@@ -14,10 +14,44 @@ def _env_float(key: str, default: float) -> float:
         return default
 
 
-# 可回收 ≥ 权利金 × 倍数,且该状态持续满 hold_seconds 才允许按买盘平仓
+def _env_optional_float(key: str) -> float | None:
-CLOSE_RECYCLE_MIN_MULT = _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT", 2.0)
+    raw = os.getenv(key)
+    if raw is None or str(raw).strip() == "":
+        return None
+    try:
+        return float(raw)
+    except (TypeError, ValueError):
+        return None
+
+
 CLOSE_RECYCLE_HOLD_SECONDS = _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 120.0)
 
+
+def close_net_pnl_min_u() -> float:
+    return _env_float("OKX_OPTIONS_CLOSE_NET_PNL_MIN_U", 0.0)
+
+
+def close_gate_mode() -> str:
+    m = (os.getenv("OKX_OPTIONS_CLOSE_GATE_MODE") or "premium").strip().lower()
+    return m if m in ("premium", "net_pnl") else "premium"
+
+
+def resolve_close_recycle_mult(premium_ccy: str | None, min_mult: float | None = None) -> float:
+    if min_mult is not None:
+        m = float(min_mult)
+        return m if m > 0 else 1.05
+    global_mult = _env_optional_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT")
+    if global_mult is not None and global_mult > 0:
+        return global_mult
+    ccy = (premium_ccy or "USDC").strip().upper() or "USDC"
+    if ccy in ("ETH", "BTC"):
+        return _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN", 1.05)
+    return _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC", 2.0)
+
+
+# 兼容旧引用
+CLOSE_RECYCLE_MIN_MULT = resolve_close_recycle_mult("USDC")
+
 _lock = threading.Lock()
 # inst_id -> {"ok_since": float|None, "recycle": float, "premium": float, "updated": float}
 _gates: dict[str, dict[str, Any]] = {}
@@ -32,6 +66,39 @@ def _safe_float(v: Any) -> float | None:
         return None
 
 
+def _normalize_premium_ccy(premium_ccy: str | None) -> str:
+    ccy = (premium_ccy or "USDC").strip().upper() or "USDC"
+    if ccy not in ("ETH", "BTC", "USDC"):
+        ccy = "USDC"
+    return ccy
+
+
+def _to_usdt(amount: float | None, ccy: str, index_px: float | None) -> float | None:
+    if amount is None:
+        return None
+    unit = _normalize_premium_ccy(ccy)
+    if unit in ("ETH", "BTC"):
+        idx = _safe_float(index_px)
+        if idx is None or idx <= 0:
+            return None
+        return float(amount) * float(idx)
+    return float(amount)
+
+
+def _fmt_gate_amt(v: float, *, ccy: str) -> str:
+    unit = _normalize_premium_ccy(ccy)
+    if unit in ("ETH", "BTC"):
+        txt = f"{float(v):.8f}".rstrip("0").rstrip(".")
+        return txt or "0"
+    return f"{float(v):.4f}"
+
+
+def _fmt_usdt(v: float | None) -> str:
+    if v is None:
+        return "—"
+    return f"{float(v):.2f}"
+
+
 def clear_close_gate(inst_id: str | None = None) -> None:
     with _lock:
         if inst_id:
@@ -41,7 +108,7 @@ def clear_close_gate(inst_id: str | None = None) -> None:
 
 
 def mark_close_gate_passed(inst_id: str) -> None:
-    """标记同仓已通过 2× 门控,续批平仓只验流动性."""
+    """标记同仓已通过门控,续批平仓只验流动性."""
     inst = (inst_id or "").strip()
     if not inst:
         return
@@ -60,14 +127,6 @@ def is_close_gate_passed(inst_id: str) -> bool:
         return bool((_gates.get(inst) or {}).get("passed"))
 
 
-def _fmt_gate_amt(v: float, *, ccy: str) -> str:
-    unit = (ccy or "USDC").strip().upper() or "USDC"
-    if unit in ("ETH", "BTC"):
-        txt = f"{float(v):.8f}".rstrip("0").rstrip(".")
-        return txt or "0"
-    return f"{float(v):.4f}"
-
-
 def update_close_gate(
     inst_id: str,
     *,
@@ -77,10 +136,12 @@ def update_close_gate(
     min_mult: float | None = None,
     hold_seconds: float | None = None,
     premium_ccy: str | None = None,
+    index_px: float | None = None,
 ) -> dict[str, Any]:
     """
-    根据当前买盘可回收金额刷新门控.
+    根据当前买盘可回收金额刷新门控(比较口径均为 USDT 估值).
-    条件不满足时重置计时;满足时从首次满足起累计持续时间.
+    premium 模式:可回收(U) ≥ 权利金(U) × 倍数
+    net_pnl 模式:净盈亏(U) > OKX_OPTIONS_CLOSE_NET_PNL_MIN_U
     """
     inst = (inst_id or "").strip()
     if not inst:
@@ -91,25 +152,37 @@ def update_close_gate(
             "msg": "缺少合约",
         }
     ts = float(now if now is not None else time.time())
-    mult = float(min_mult if min_mult is not None else CLOSE_RECYCLE_MIN_MULT)
+    mode = close_gate_mode()
     hold = float(hold_seconds if hold_seconds is not None else CLOSE_RECYCLE_HOLD_SECONDS)
-    if mult <= 0:
-        mult = 2.0
     if hold < 0:
         hold = 0.0
 
     with _lock:
         prev_ccy = (_gates.get(inst) or {}).get("premium_ccy")
-    ccy = (premium_ccy or prev_ccy or "USDC").strip().upper() or "USDC"
+    ccy = _normalize_premium_ccy(premium_ccy or prev_ccy)
-    if ccy not in ("ETH", "BTC", "USDC"):
+    mult = resolve_close_recycle_mult(ccy, min_mult)
-        ccy = "USDC"
+    min_pnl_u = close_net_pnl_min_u()
-    need_decimals = 8 if ccy in ("ETH", "BTC") else 4
 
     prem = _safe_float(premium_paid)
     recv = _safe_float(recycle_usdc)
-    need = round(prem * mult, need_decimals) if prem is not None and prem > 0 else None
+    recv_u = _to_usdt(recv, ccy, index_px)
+    prem_u = _to_usdt(prem, ccy, index_px)
+    net_u = round(recv_u - prem_u, 4) if recv_u is not None and prem_u is not None else None
+    need_u = round(prem_u * mult, 4) if prem_u is not None and prem_u > 0 and mode == "premium" else None
+
+    missing_index = ccy in ("ETH", "BTC") and (index_px is None or _safe_float(index_px) is None or _safe_float(index_px) <= 0)
+
+    if missing_index and prem is not None and prem > 0 and recv is not None:
+        recycle_ok = False
+    elif mode == "net_pnl":
+        recycle_ok = bool(net_u is not None and net_u > min_pnl_u + 1e-9)
+    else:
         recycle_ok = bool(
-        prem is not None and prem > 0 and recv is not None and need is not None and recv + 1e-12 >= need
+            prem_u is not None
+            and prem_u > 0
+            and recv_u is not None
+            and need_u is not None
+            and recv_u + 1e-9 >= need_u
         )
 
     with _lock:
@@ -128,12 +201,19 @@ def update_close_gate(
             "ok_since": ok_since,
             "recycle": recv,
             "premium": prem,
-            "need": need,
+            "need": need_u,
             "updated": ts,
             "min_mult": mult,
             "hold_seconds": hold,
             "passed": passed,
             "premium_ccy": ccy,
+            "gate_mode": mode,
+            "index_px": _safe_float(index_px),
+            "recycle_usdt": recv_u,
+            "premium_usdt": prem_u,
+            "need_recycle_usdt": need_u,
+            "net_pnl_usdt": net_u,
+            "net_pnl_min_u": min_pnl_u if mode == "net_pnl" else None,
         }
         _gates[inst] = state
 
@@ -142,18 +222,40 @@ def update_close_gate(
         msg = "缺少权利金,无法校验平仓门控"
     elif recv is None:
         msg = "暂无有效买盘可回收金额"
-    elif not recycle_ok:
+    elif missing_index:
+        msg = "缺少指数价,无法按 USDT 校验目标平仓门控"
+    elif mode == "net_pnl":
+        if not recycle_ok:
             msg = (
-            f"可回收 {_fmt_gate_amt(recv, ccy=ccy)} {ccy} < 权利金×{mult:g}"
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) ≤ {_fmt_usdt(min_pnl_u)}U,"
-            f"({_fmt_gate_amt(need, ccy=ccy)}),目标平仓门控未过"
+                f"目标平仓门控未过"
             )
         elif not ready:
             msg = (
-            f"可回收已达×{mult:g}({_fmt_gate_amt(recv, ccy=ccy)}/{_fmt_gate_amt(need, ccy=ccy)} {ccy}),"
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) 已>{_fmt_usdt(min_pnl_u)}U,"
                 f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)门控才通过"
             )
         else:
-        msg = f"可回收已达×{mult:g}且持续≥{hold:.0f}s,目标触达后可按买一平仓"
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) 已>{_fmt_usdt(min_pnl_u)}U"
+                f"且持续≥{hold:.0f}s,目标触达后可按买一平仓"
+            )
+    elif not recycle_ok:
+        msg = (
+            f"可回收 {_fmt_usdt(recv_u)}U(估) < 权利金×{mult:g}"
+            f"({_fmt_usdt(need_u)}U),目标平仓门控未过"
+        )
+    elif not ready:
+        msg = (
+            f"可回收 {_fmt_usdt(recv_u)}U(估) 已达×{mult:g}"
+            f"({_fmt_usdt(recv_u)}/{_fmt_usdt(need_u)}U),"
+            f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)门控才通过"
+        )
+    else:
+        msg = (
+            f"可回收 {_fmt_usdt(recv_u)}U(估) 已达×{mult:g}且持续≥{hold:.0f}s,"
+            f"目标触达后可按买一平仓"
+        )
 
     auto_blocked = not (ready or passed)
     return {
@@ -163,7 +265,7 @@ def update_close_gate(
         "recycle_ok": recycle_ok,
         "recycle_usdc": recv,
         "premium_paid": prem,
-        "need_recycle_usdc": need,
+        "need_recycle_usdc": need_u,
         "premium_ccy": ccy,
         "min_mult": mult,
         "hold_seconds": hold,
@@ -171,6 +273,13 @@ def update_close_gate(
         "remain_seconds": round(remain, 1) if remain is not None else None,
         "ok_since": ok_since,
         "msg": msg,
+        "gate_mode": mode,
+        "index_px": _safe_float(index_px),
+        "recycle_usdt": recv_u,
+        "premium_usdt": prem_u,
+        "need_recycle_usdt": need_u,
+        "net_pnl_usdt": net_u,
+        "net_pnl_min_u": min_pnl_u if mode == "net_pnl" else None,
         "auto_close_blocked": auto_blocked,
         "close_gate_blocked": auto_blocked,
     }
@@ -182,12 +291,13 @@ def check_close_gate(
     recycle_usdc: float | None = None,
     premium_paid: float | None = None,
     premium_ccy: str | None = None,
+    index_px: float | None = None,
     refresh: bool = True,
 ) -> dict[str, Any]:
     """检查是否允许平仓;默认先用最新回收/权利金刷新."""
     inst = (inst_id or "").strip()
     if refresh:
-        if recycle_usdc is None or premium_paid is None or premium_ccy is None:
+        if recycle_usdc is None or premium_paid is None or premium_ccy is None or index_px is None:
             with _lock:
                 prev = _gates.get(inst) or {}
             if recycle_usdc is None:
@@ -196,11 +306,14 @@ def check_close_gate(
                 premium_paid = prev.get("premium")
             if premium_ccy is None:
                 premium_ccy = prev.get("premium_ccy")
+            if index_px is None:
+                index_px = prev.get("index_px")
         return update_close_gate(
             inst,
             recycle_usdc=recycle_usdc,
             premium_paid=premium_paid,
             premium_ccy=premium_ccy,
+            index_px=index_px,
         )
     with _lock:
         prev = _gates.get(inst)
@@ -210,10 +323,12 @@ def check_close_gate(
             recycle_usdc=recycle_usdc,
             premium_paid=premium_paid,
             premium_ccy=premium_ccy,
+            index_px=index_px,
         )
     return update_close_gate(
         inst,
         recycle_usdc=recycle_usdc if recycle_usdc is not None else prev.get("recycle"),
         premium_paid=premium_paid if premium_paid is not None else prev.get("premium"),
         premium_ccy=premium_ccy if premium_ccy is not None else prev.get("premium_ccy"),
+        index_px=index_px if index_px is not None else prev.get("index_px"),
     )

lib/options/options_positions_lib.py

@@ -54,10 +54,15 @@ def attach_close_preview(
         max_levels=1,
     )
     premium_ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
-    # 残档时不累计 2×门控;有效买一时刷新计时(仅自动平仓需要)
+    index_px = _safe_float(row.get("idx_px") or row.get("idxPx"))
+    # 残档时不累计门控;有效买一时刷新计时(仅自动平仓需要)
     if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
         gate = update_close_gate(
-            inst_id, recycle_usdc=None, premium_paid=paid, premium_ccy=premium_ccy
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
         )
         preview["close_gate"] = gate
         preview["close_gate_blocked"] = True
@@ -70,6 +75,7 @@ def attach_close_preview(
             recycle_usdc=_safe_float(preview.get("total_received")),
             premium_paid=paid,
             premium_ccy=premium_ccy,
+            index_px=index_px,
         )
         passed = bool(gate.get("passed") or is_close_gate_passed(inst_id) or gate.get("ready"))
         preview["close_gate"] = gate

tests/test_options_close_gate_lib.py

@@ -1,6 +1,7 @@
-"""期权平仓门控:可回收≥2×权利金且持续持有."""
+"""期权平仓门控:USDT 口径(权利金×倍数 / 净盈亏阈值)且持续持有."""
 from __future__ import annotations
 
+import os
 import unittest
 
 from lib.options.options_close_gate_lib import (
@@ -14,43 +15,169 @@ from lib.options.options_close_gate_lib import (
 class OptionsCloseGateTests(unittest.TestCase):
     def setUp(self):
         clear_close_gate()
+        self._env_backup = {
+            k: os.environ.get(k)
+            for k in (
+                "OKX_OPTIONS_CLOSE_GATE_MODE",
+                "OKX_OPTIONS_CLOSE_RECYCLE_MULT",
+                "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
+                "OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC",
+                "OKX_OPTIONS_CLOSE_NET_PNL_MIN_U",
+            )
+        }
+        for k in self._env_backup:
+            os.environ.pop(k, None)
 
     def tearDown(self):
         clear_close_gate()
+        for k, v in self._env_backup.items():
+            if v is None:
+                os.environ.pop(k, None)
+            else:
+                os.environ[k] = v
 
-    def test_below_2x_not_ready(self):
+    def test_usdc_below_2x_not_ready(self):
-        g = update_close_gate("ETH-X", recycle_usdc=15.0, premium_paid=10.0, now=1000.0)
+        g = update_close_gate(
+            "ETH-X",
+            recycle_usdc=15.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1000.0,
+        )
         self.assertFalse(g["recycle_ok"])
         self.assertFalse(g["ready"])
+        self.assertIn("U(估)", g["msg"])
 
-    def test_meets_2x_needs_hold(self):
+    def test_usdc_meets_2x_needs_hold(self):
-        g1 = update_close_gate("ETH-X", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
+        g1 = update_close_gate(
+            "ETH-X",
+            recycle_usdc=20.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1000.0,
+        )
         self.assertTrue(g1["recycle_ok"])
         self.assertFalse(g1["ready"])
         self.assertAlmostEqual(g1["remain_seconds"], 120.0)
 
-        g2 = update_close_gate("ETH-X", recycle_usdc=21.0, premium_paid=10.0, now=1120.0)
+        g2 = update_close_gate(
+            "ETH-X",
+            recycle_usdc=21.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1120.0,
+        )
         self.assertTrue(g2["ready"])
-        self.assertGreaterEqual(g2["held_seconds"], 120.0)
+
+    def test_coin_premium_gate_uses_usdt_and_default_105(self):
+        # 0.0384 ETH * 2500 = 96U; ×1.05 = 100.8U
+        g = update_close_gate(
+            "ETH-P",
+            recycle_usdc=0.036,
+            premium_paid=0.0384,
+            premium_ccy="ETH",
+            index_px=2500.0,
+            now=1000.0,
+        )
+        self.assertFalse(g["recycle_ok"])
+        self.assertAlmostEqual(g["premium_usdt"], 96.0)
+        self.assertAlmostEqual(g["need_recycle_usdt"], 100.8)
+        self.assertIn("U(估)", g["msg"])
+
+        g_ok = update_close_gate(
+            "ETH-P",
+            recycle_usdc=0.041,
+            premium_paid=0.0384,
+            premium_ccy="ETH",
+            index_px=2500.0,
+            now=1000.0,
+        )
+        self.assertTrue(g_ok["recycle_ok"])
+        self.assertAlmostEqual(g_ok["recycle_usdt"], 102.5)
+
+    def test_net_pnl_gate_mode(self):
+        os.environ["OKX_OPTIONS_CLOSE_GATE_MODE"] = "net_pnl"
+        os.environ["OKX_OPTIONS_CLOSE_NET_PNL_MIN_U"] = "1"
+        g = update_close_gate(
+            "ETH-N",
+            recycle_usdc=0.039,
+            premium_paid=0.0384,
+            premium_ccy="ETH",
+            index_px=2500.0,
+            now=1000.0,
+        )
+        self.assertTrue(g["recycle_ok"])
+        self.assertAlmostEqual(g["net_pnl_usdt"], 1.5)
+
+        g2 = update_close_gate(
+            "ETH-N2",
+            recycle_usdc=0.0385,
+            premium_paid=0.0384,
+            premium_ccy="ETH",
+            index_px=2500.0,
+            now=1000.0,
+        )
+        self.assertFalse(g2["recycle_ok"])
 
     def test_break_resets_timer(self):
-        update_close_gate("ETH-X", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
+        update_close_gate(
-        update_close_gate("ETH-X", recycle_usdc=21.0, premium_paid=10.0, now=1100.0)
+            "ETH-X",
-        g_break = update_close_gate("ETH-X", recycle_usdc=12.0, premium_paid=10.0, now=1110.0)
+            recycle_usdc=20.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1000.0,
+        )
+        update_close_gate(
+            "ETH-X",
+            recycle_usdc=21.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1100.0,
+        )
+        g_break = update_close_gate(
+            "ETH-X",
+            recycle_usdc=12.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1110.0,
+        )
         self.assertFalse(g_break["recycle_ok"])
-        g_again = update_close_gate("ETH-X", recycle_usdc=22.0, premium_paid=10.0, now=1111.0)
+        g_again = update_close_gate(
+            "ETH-X",
+            recycle_usdc=22.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1111.0,
+        )
         self.assertTrue(g_again["recycle_ok"])
         self.assertFalse(g_again["ready"])
         self.assertAlmostEqual(g_again["held_seconds"], 0.0)
 
     def test_passed_latches_after_ready(self):
-        update_close_gate("ETH-Y", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
+        update_close_gate(
-        g_ready = update_close_gate("ETH-Y", recycle_usdc=21.0, premium_paid=10.0, now=1120.0)
+            "ETH-Y",
+            recycle_usdc=20.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1000.0,
+        )
+        g_ready = update_close_gate(
+            "ETH-Y",
+            recycle_usdc=21.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1120.0,
+        )
         self.assertTrue(g_ready["ready"])
         self.assertTrue(g_ready["passed"])
         self.assertTrue(is_close_gate_passed("ETH-Y"))
-        # 后续回收跌破 2×:计时重置,但 passed 仍保留供续批只验流动性
+        g_drop = update_close_gate(
-        g_drop = update_close_gate("ETH-Y", recycle_usdc=5.0, premium_paid=10.0, now=1130.0)
+            "ETH-Y",
+            recycle_usdc=5.0,
+            premium_paid=10.0,
+            premium_ccy="USDC",
+            now=1130.0,
+        )
         self.assertFalse(g_drop["recycle_ok"])
         self.assertTrue(g_drop["passed"])
         self.assertFalse(g_drop["auto_close_blocked"])