文档:新增OKX单笔期权币本位与USDT桥开发方案

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

crypto_monitor_okx/.env.example

@@ -115,6 +115,10 @@ OKX_OPTIONS_ENABLED=false
 OKX_OPTIONS_ACCOUNT_LABEL=账户·期权
 OKX_OPTIONS_TRADE_BUDGET_USDC=10
 OKX_OPTIONS_BUDGET_BUFFER=0.95
+# 全仓复利:开启时隐藏单笔预算且不可用打满;关闭后恢复单笔预算
+OKX_OPTIONS_COMPOUND_FULL_ENABLED=true
+OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED=false
+OKX_OPTIONS_COMPOUND_FULL_CAP_USDC=300
 # 交易模式三选一(热更):options=单独期权 / perp_options=永期对冲 / options_options=期期对冲
 # 选单独期权时隐藏对冲导航与对冲配置;选对冲时不可单独开期权,仓位按「对冲组数上限」
 OKX_TRADE_MODE=options

crypto_monitor_okx/app.py

@@ -6875,6 +6875,17 @@ def render_main_page(page="trade", embed_mode=None):
         hedge_plan_budget_buffer=float(os.getenv("HEDGE_PLAN_BUDGET_BUFFER") or "0.95"),
         options_trade_budget=OKX_OPTIONS_TRADE_BUDGET_USDC,
         options_budget_buffer=float(os.getenv("OKX_OPTIONS_BUDGET_BUFFER") or "0.95"),
+        options_compound_full_enabled=os.getenv(
+            "OKX_OPTIONS_COMPOUND_FULL_ENABLED", "true"
+        ).lower()
+        in ("1", "true", "yes", "on"),
+        options_compound_full_cap_enabled=os.getenv(
+            "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", "false"
+        ).lower()
+        in ("1", "true", "yes", "on"),
+        options_compound_full_cap_usdc=float(
+            os.getenv("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC") or "300"
+        ),
         options_default_underly=OKX_OPTIONS_DEFAULT_UNDERLY,
         options_chain_ask_liq_filter=os.getenv(
             "OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", "true"

docs/OKX单笔期权-币本位与USDT桥-开发方案.md

@@ -0,0 +1,241 @@
+# OKX 单笔期权 · 币本位模式（USDT 桥 + 复利）— 开发方案
+
+> 状态:**方案待实现**(按本文落地;改需求先改本文).  
+> 范围:**仅 `crypto_monitor_okx` 单笔期权**;对冲计划(永期/期期)**不接币本位**.  
+> 相关:[期权方案.md](./期权方案.md) · [期权用法.md](./期权用法.md) · [期权开平仓与监控说明.md](./期权开平仓与监控说明.md) · [position-sizing-mode.md](./position-sizing-mode.md)
+
+---
+
+## 1. 背景与动机
+
+当前单笔期权仅支持 **USDⓈ 本位**(权利金 **USDC**):人工 USDT→USDC 兑换/划转后,按 `OKX_OPTIONS_TRADE_BUDGET_USDC` 卖一开 / 买一平.
+
+实盘观察:**部分到期与行权附近,币本位期权流动性往往好于 USDC 期权**,更利于「只锁卖一 / 买一」的成交质量.
+
+币本位权利金用 **ETH/BTC** 支付,操作者仍习惯用 **USDT** 思考本金与复利.因此需要一条自动资金桥,并支持交易账户 USDT 滚仓放大.
+
+---
+
+## 2. 目标(首版)
+
+1. **env 切换**单笔期权模式:`usdc`(现状) ↔ `coin`(币本位 + USDT↔ETH/BTC 桥).  
+2. **币本位开仓**:按交易账户 USDT 预算 **先买满现货** → 再用币 **尽量开满** 期权(不按权利金精算买币数量).  
+3. **币本位平仓**:期权卖出成功后,**自动现货市价**把剩余标的币卖回 USDT.  
+4. **USDT 全仓复利**:每轮预算默认 = 交易账户 USDT × 缓冲(0.95);赚留在交易户则下一轮自动变大;减规模靠 **人工转走**.  
+5. **可选单笔上限**:开关默认 **关闭**;开启后 `min(账户×0.95, N U)`.  
+6. **有未平单笔期权或桥流程半成品时,拒绝切换模式**.  
+7. **对冲计划**继续只走 USDC 路径;币本位模式下对冲开仓保持不可用或明确提示未支持.
+
+---
+
+## 3. 不做(首版外)
+
+- 对冲计划(永期/期期)币本位腿或双模式混开  
+- 盘中按单笔切换本位(必须 env + 重启/无仓校验)  
+- 按权利金精确计算后再买现货(明确不做;见 §5)  
+- 自动把资金账户 USDT 划入交易账户(首版只读 **交易账户** 可用 USDT;不足则提示人工划转)  
+- 市价平期权(继续沿用现有「买一限价、禁市价平」纪律,除非另改总则)  
+- 多笔并行单笔期权仓(维持「一次一仓」)  
+- 中控代下币本位期权
+
+---
+
+## 4. 模式开关与互斥
+
+### 4.1 env(草案)
+
+| 变量 | 含义 | 默认 |
+|------|------|------|
+| `OKX_OPTIONS_MARGIN_MODE` | `usdc` \| `coin` | `usdc` |
+| `OKX_OPTIONS_TRADE_BUDGET_USDC` | USDC 模式单笔权利金预算上限(现有) | `10` |
+| `OKX_OPTIONS_BUDGET_BUFFER` | 预算缓冲(现有,币本位复利亦用) | `0.95` |
+| `OKX_OPTIONS_COIN_COMPOUND` | 币本位是否按交易户 USDT 复利 | `true`(建议默认开) |
+| `OKX_OPTIONS_COIN_BUDGET_USDT` | 复利关闭时的固定 USDT 预算;或作展示参考 | `10` |
+| `OKX_OPTIONS_COIN_MAX_USDT_ENABLED` | 单笔不超过 N U 开关 | `false`(**默认关**) |
+| `OKX_OPTIONS_COIN_MAX_USDT` | 上限 N(仅开关开启时生效) | 如 `50`(可改) |
+
+说明:
+
+- **主路径(复利开 + 上限关)**:`budget_usdt = trading_usdt_available × OKX_OPTIONS_BUDGET_BUFFER`.  
+- **上限开**:`budget_usdt = min(上式, OKX_OPTIONS_COIN_MAX_USDT)`.  
+- **复利关**:`budget_usdt = OKX_OPTIONS_COIN_BUDGET_USDT × buffer`(或直接固定值,实现时二选一写死一种,避免歧义;推荐 `固定值 × buffer` 与现 USDC 习惯一致).
+
+### 4.2 切换门禁
+
+| 条件 | 行为 |
+|------|------|
+| 本地/交易所存在未平 **单笔期权** 持仓 | **拒绝**切换 `usdc`↔`coin` |
+| 存在未完成桥状态(已买币未开期权、已平期权未卖回 USDT 等) | **拒绝**切换 |
+| 对冲计划运行中 | **不阻断**单笔模式切换,但币本位下对冲仍不可开新币本位腿;UI 标明对冲仅 USDC |
+| 无仓且无半成品 | 允许改 env 并重启后生效 |
+
+启动或保存配置时若检测到「模式与当前持仓族不一致」,应拒绝进入交易或强制只读提示,避免按错误货币计价.
+
+---
+
+## 5. 币本位资金桥与开平流水
+
+### 5.1 开仓(先买满,再开满)
+
+```
+1. 读取交易账户 USDT 可用
+2. 计算 budget_usdt(§4.1)
+3. 现货市价:用约 budget_usdt 买入标的币(ETH 或 BTC,与所选期权一致)
+4. 用账户中可用于权利金的标的币,按卖一限价尽量开满币本位期权
+   - 受:最小张数、卖一深度、单笔一仓规则约束
+   - 不要求「币数量精确等于权利金」;允许开满后仍残留部分币
+5. 本地记录本轮:模式=coin、budget_usdt、买入币数量/成本、期权成交、桥状态=holding
+```
+
+### 5.2 平仓(先平期权,再卖回 USDT)
+
+```
+1. 按现有纪律买一限价卖出期权(可分批深度)
+2. 期权仓清零(或本轮目标完成)后:
+   现货市价卖出账户内「本桥残留 + 平仓回收」相关标的币 → USDT
+3. 桥状态=closed;交易账户 USDT 更新 → 下一轮自动按新余额复利
+```
+
+### 5.3 失败回滚(必须)
+
+| 失败点 | 处理 |
+|--------|------|
+| 现货买入失败 | 不开期权;报错 |
+| 现货买入成功、期权开仓失败/无卖一 | **自动市价卖回 USDT**;桥状态回滚;告警 |
+| 期权平仓成功、现货卖回失败 | 持仓显示/告警 **「待卖回 USDT」**;提供仅重试卖币接口;拒绝新开仓直至清理 |
+| 半成品状态下进程重启 | 启动扫描未完成桥,提示或自动尝试卖回 |
+
+---
+
+## 6. 复利与「人工转走」
+
+### 6.1 口径
+
+- **加仓/放大**:利润留在 **交易账户 USDT**,下一轮 `×0.95` 自动变大(例:10U 一轮后约 20U → 下一轮约 19U 预算).  
+- **缩小**:运营者 **人工** 将 USDT 转出交易账户(划转到资金账户/提现/他用);系统不自动「复位到 10U」.  
+- **单笔上限开关**(`OKX_OPTIONS_COIN_MAX_USDT_ENABLED`):  
+  - **默认关闭** → 纯靠人工转走控规模.  
+  - **开启** → `min(账户×0.95, N)`，防止单笔过大.
+
+### 6.2 与永续「全仓」的关系
+
+思想同类(吃可用 × 缓冲),但资产不同:
+
+- 永续全仓:USDT 保证金 × 杠杆 → 合约名义  
+- 币本位单笔:USDT × 缓冲 → 现货币 → 期权权利金  
+
+**不要**复用 `POSITION_SIZING_MODE=full_margin` 直接驱动期权;用 §4.1 独立开关,避免永续模式与期权桥耦合.
+
+### 6.3 一次一仓
+
+复利放大后必须坚持:**同时仅一个单笔期权仓**.新开前检查无持仓、无「待卖回」半成品.
+
+---
+
+## 7. 产品与 UI
+
+### 7.1 模式可见性
+
+- 顶栏或期权设置页展示当前:`单笔期权模式: USDC / 币本位`.  
+- 币本位时展示:交易户 USDT、本轮预估预算(`×0.95` 与是否触达 N 上限)、桥状态.  
+- USDC 模式保持现有 USDC 余额与预算展示.
+
+### 7.2 开仓按钮文案(示例)
+
+- 币本位:`买币并开仓(预算 ≈ xx USDT)`  
+- 确认框写明:将市价买 ETH/BTC → 限价买期权;失败会尝试卖回 USDT.
+
+### 7.3 对冲
+
+- 币本位模式下:对冲计划入口保持「仅 USDC / 未支持币本位」禁用或只读测算.  
+- 不在此模式自动把对冲预算改成 USDT 桥.
+
+### 7.4 复盘字段(建议)
+
+单笔 round-trip 尽量可拆:
+
+- 期权腿盈亏(币或折合 USDT)  
+- 桥兑换盈亏(买币成本 vs 卖币回收)  
+- 合计 USDT 变化(对复利最有意义)
+
+首版若难拆细,至少记录:**开仓前 USDT、平仓卖币后 USDT、差值**.
+
+---
+
+## 8. 技术要点
+
+### 8.1 合约与报价
+
+- USDC 模式:继续 `ETH-USD_UM` / `BTC-USD_UM` 等现有路径.  
+- 币本位模式:走 OKX **币本位期权**合约族(实现时以 OKX/ccxt 实际 `instId`/settle 为准,写入适配层,勿与 UM 混用同一计价假设).  
+- 权利金与张数换算按币本位规则单独实现;复用「卖一开、买一平、深度校验」状态机,不复用 USDC 金额公式硬套.
+
+### 8.2 模块建议
+
+| 块 | 职责 |
+|----|------|
+| 模式读取 + 门禁 | env、有仓拒切、启动一致性 |
+| `options_spot_bridge_lib`(名可调) | USDT↔币 市价买卖、回滚、待卖回重试 |
+| 开平编排 | 买满 → 开满 → 平 → 卖回 状态机 |
+| 定价/张数 | 币本位分支 |
+| UI/API | 预算预览、确认、半成品提示 |
+
+现货下单可与现有账户兑换/划转能力并列,但 **桥必须可自动、可回滚**,与「人工 USDT→USDC」不同.
+
+### 8.3 权限与账户
+
+- API 需具备:交易账户现货市价、期权开平.  
+- 预算只认 **交易账户 USDT**;资金账户有钱但交易户不足 → 明确提示先划转(首版不自动划).
+
+### 8.4 测试
+
+- 预算计算:复利开/关、上限开/关、余额边界.  
+- 状态机:开仓失败回滚卖币;平仓后卖币失败 → 待卖回 → 重试成功.  
+- 门禁:有仓切换拒绝;一次一仓.  
+- 回归: `margin_mode=usdc` 时行为与现网一致;对冲仍仅 USDC.
+
+---
+
+## 9. 验收标准
+
+1. `usdc` 模式:单笔期权行为与现网一致.  
+2. `coin` 模式:一轮开平后交易户 USDT 变化符合「买币→期权→卖币」;无异常残留币(或残留时必有待卖回告警).  
+3. 复利:人为把交易户从约 10U 做到约 20U 后,下一轮预览预算约为 `20×0.95`(上限关闭时).  
+4. 上限开关默认关;开启后预算不超过 N.  
+5. 有持仓或半成品时切换模式被拒绝.  
+6. 币本位下对冲不能误开币本位腿.  
+7. 开仓失败自动卖回 USDT,不留下无主现货.
+
+---
+
+## 10. 实现顺序建议
+
+1. 模式 env + 有仓/半成品门禁 + UI 展示当前模式  
+2. 现货桥(买/卖/回滚/待卖回) + 单测  
+3. 币本位合约适配 + 卖一开/买一平接入编排  
+4. 复利预算预览与开仓确认  
+5. 上限开关  
+6. 文档:`期权用法.md` 增补币本位章节;`更新文档.md` 记一笔  
+
+---
+
+## 11. 决策摘要(已拍板)
+
+| 决策 | 结论 |
+|------|------|
+| 对冲 | 暂不接币本位 |
+| 单笔模式 | env:`usdc` ↔ `coin` |
+| 有持仓切换 | **拒绝** |
+| 买币方式 | **先买满预算 USDT 对应的币,再开满期权**(不按权利金精算) |
+| 复利 | 交易账户 USDT × 0.95;人工转走控规模 |
+| 单笔不超过 N U | **独立开关,默认关闭** |
+| 动机 | 币本位流动性往往优于 USDC,利于成交 |
+
+---
+
+## 12. 风险与说明
+
+- 现货双边手续费与滑点会吃掉部分「名义预算」;小资金下占比更明显.  
+- 持仓期间若账户内残留标的币,平仓卖回时含现货汇率盈亏,需与期权腿区分看待.  
+- 流动性优势随到期、行权、标的变化,不保证每一张合约都厚于 USDC;开仓仍以当场卖一深度为准.  
+- 本方案不改变「符合机会才做、不符合就等」的交易纪律;仅改单笔期权的资金路径与合约族.

docs/实盘下单-盘口深度预览-开发方案.md

@@ -0,0 +1,233 @@
+# 实盘下单 · 盘口深度预览 — 开发方案
+
+> 状态:**方案待实现**(按本文落地;改需求先改本文).  
+> 范围:**三所实例**实盘下单监控(Binance / OKX / Gate);中控嵌入同一表单时一并带上.  
+> 相关:[manual-order-rr-preview.md](./manual-order-rr-preview.md) · [position-sizing-mode.md](./position-sizing-mode.md) · 期权侧已有「卖一开 / 买一平」深度硬约束(本方案**不照搬硬挡**,首版以预览为主).
+
+---
+
+## 1. 背景与问题
+
+实盘下单表单目前只展示 **标的现价/标记价**,再按止损与计仓模式算出预估风险 / 预估 RR.
+
+- **资金小**:名义仓位通常远小于盘口前几档,市价成交贴近买卖一,现价参考够用.  
+- **资金大**(尤其 `POSITION_SIZING_MODE=full_margin`):名义 = 可用保证金 × 缓冲 × 杠杆,容易到数十万 U. 市价单会沿对手盘穿档,入场均价偏离「现价」后,止损距离与有效盈亏比都会偏.
+
+典型例子:
+
+| 条件 | 含义 |
+|------|------|
+| 可用约 1 万 U,20 倍杠杆,全仓 | 计划名义约 **20 万 U** |
+| **市价做空** | 立刻卖出 ≈ 20 万 U 名义 → 吃 **买单(bid)** |
+| **市价做多** | 立刻买入 ≈ 20 万 U 名义 → 吃 **卖单(ask)** |
+
+用户需要的不是整本订单簿娱乐墙,而是回答:
+
+> 当前计划名义下,对手盘前几档**能不能接住**,接住后的**预估均价 / 滑点**大概多少?
+
+---
+
+## 2. 目标(首版)
+
+在「实盘下单监控」开仓区增加 **计划名义 vs 对手盘深度** 的只读预览:
+
+1. 按当前表单算出的 **计划名义(USDT)** 与 **方向**,取对应一侧盘口.  
+2. 从最优档往外累加,直到累计名义 ≥ 计划名义(或盘口耗尽).  
+3. 展示:吃到第几档、累计可吸收名义、预估成交均价(VWAP)、相对参考价的滑点(bps 或 %).  
+4. **不拦截下单**(首版);可选标黄提示,见 §6.
+
+与现有「预估风险 / 预估盈利 / 预估盈亏比」并列,作为下单前参考,不替代服务端风控与交易所真实成交.
+
+---
+
+## 3. 不做(首版外)
+
+- 完整 20/50 档盘口图、深度图动画、WebSocket 持续推送盘口(首版 REST 轮询即可)  
+- 按深度 **自动缩仓** 或 **禁止开仓**(期权硬约束那套;列为二期,见 §10)  
+- 限价挂单的「挂单价到盘口距离」专项(可后加;首版聚焦市价吃单路径)  
+- 平仓/止损单穿档预估(开仓侧先做;平仓可二期)  
+- 改开仓逻辑、改计仓公式、改交易所下单路径  
+- 中控独立深度页或跨所聚合盘口
+
+---
+
+## 4. 产品规则
+
+### 4.1 对手盘方向
+
+| 用户方向 | 市价开仓动作 | 累加侧 |
+|----------|--------------|--------|
+| 做多(long) | 买入 | **卖盘 asks**(卖一 → 卖 N) |
+| 做空(short) | 卖出 | **买盘 bids**(买一 → 买 N) |
+
+### 4.2 计划名义从哪来
+
+与现有开仓计仓一致,优先复用服务端已有 sizing 口径(避免前后端各算一套):
+
+| 计仓模式 | 计划名义 |
+|----------|----------|
+| `full_margin` | `notional_value` ≈ 可用 × 缓冲 × 杠杆(与 `compute_full_margin_sizing` 一致) |
+| `risk`(以损定仓) | 由风险金额与止损距离反推的仓位名义(与现开仓 `add_order` 路径一致) |
+
+表单未填齐止损/方向/币种、或无法取可用保证金时:深度预览显示「—」,不报错打断填写.
+
+### 4.3 参考价与滑点
+
+- **参考价**:优先与表单现价条同一口径(标记价/最新价,跟现有 `symbol_live_price` / `order_defaults` 一致).  
+- **预估均价(VWAP)**:按所吃各档 `价格 × 该档名义` 加权.  
+- **滑点**:
+  - 做多: `(vwap - ref) / ref`(越正越差)
+  - 做空: `(ref - vwap) / ref`(越正越差)
+- 展示可用 **bps**(1 bps = 0.01%)或 `%`,UI 统一一种即可(建议 bps,大单更直观).
+
+### 4.4 盘口档数
+
+- 请求深度建议 **5～20 档**(实现时三所取各自 API 稳妥上限,默认 20).  
+- 累加只展示「覆盖计划名义所需」的档位摘要,不必把未吃到的远档全部渲染.  
+- 若累加后仍 `< 计划名义`:明确写 **深度不足 / 缺口约 X U**,不要伪装成已完全覆盖.
+
+### 4.5 文案示例(空单 20 万 U)
+
+```
+对手盘(买):买一～买4 累计约 23.1 万 U · 预估均价 63480(相对现价约 5 bps)
+```
+
+深度不足时:
+
+```
+对手盘(买):前 20 档累计约 12.4 万 U · 缺口约 7.6 万 U · 预估均价按已有档估算(仅供参考)
+```
+
+---
+
+## 5. 界面位置
+
+放在实盘下单开仓区、现有预览条附近,避免抢主按钮视觉:
+
+| 区域 | 建议 |
+|------|------|
+| 现价条旁或下方 | 一行摘要即可(§4.5) |
+| `#order-plan-preview` | 可增一项「盘口深度」或独立 `#order-depth-preview` |
+| 详细档位 | 首版可不展开;若展开,仅列出已累加到的那几档(价/量/累计名义) |
+
+小资金且滑点低于阈值时,可用灰色弱提示「前 N 档已覆盖,滑点可忽略」,避免噪音.
+
+---
+
+## 6. 提示阈值(软提示,不挡单)
+
+建议可配置(`.env`,有默认值),仅影响颜色/文案:
+
+| 变量(草案) | 含义 | 默认建议 |
+|------------|------|----------|
+| `MANUAL_DEPTH_WARN_BPS` | 预估滑点 ≥ 此值标黄 | `5` |
+| `MANUAL_DEPTH_ALERT_BPS` | 预估滑点 ≥ 此值标红/强调 | `15` |
+| `MANUAL_DEPTH_SHORTFALL_WARN` | 累计名义 < 计划名义时强调 | 开 |
+
+首版:**不**因此 `disabled` 开仓按钮;与期权「无卖一禁止开仓」区分开.
+
+---
+
+## 7. 技术设计
+
+### 7.1 API(三所各暴露,或抽到 `lib/` 共用 handler)
+
+建议新增(名称可微调):
+
+`GET /api/order_depth_preview`
+
+| 参数 | 说明 |
+|------|------|
+| `symbol` | 与开仓表单一致 |
+| `direction` | `long` / `short` |
+| `sl` / `sl_pct` / `fixed_rr` / `sltp_mode` 等 | 以损定仓算名义时需要;全仓模式可只传 symbol+direction |
+| 或直接传 `notional_usdt` | 若前端已从其它 preview API 拿到名义,可减少重复计算(**二选一,实现时定一种主路径**) |
+
+响应草案:
+
+```json
+{
+  "ok": true,
+  "side": "bid",
+  "ref_px": 63512.3,
+  "plan_notional_usdt": 200000,
+  "covered_notional_usdt": 231000,
+  "shortfall_usdt": 0,
+  "levels_used": 4,
+  "vwap": 63480.0,
+  "slippage_bps": 5.1,
+  "levels": [
+    {"px": 63510, "sz": "...", "notional_usdt": 50000, "cum_notional_usdt": 50000}
+  ],
+  "msg": ""
+}
+```
+
+失败(拉盘口失败、币种无效):`ok=false` + 简短 `msg`;前端显示「深度暂不可用」,不影响开仓。
+
+### 7.2 交易所盘口
+
+| 所 | 合约盘口 | 注意 |
+|----|----------|------|
+| Binance | USD-M 深度 | 数量单位换算成 USDT 名义 |
+| OKX | swap books | 同左;与期权 `fetch_option_book_depth` **分开**,勿混用期权接口 |
+| Gate | futures order book | 同左 |
+
+公共逻辑建议落在 `lib/trade/`(例如 `manual_order_depth_preview_lib.py`):输入档位列表 + 计划名义 + 方向 → 输出 VWAP / 缺口 / levels_used.  
+各所只负责 **拉 book + 单位换算成 USDT 名义**.
+
+### 7.3 前端
+
+- 共享脚本(建议):`lib/common/static/manual_order_depth_preview.js`  
+- 与 `manual_order_rr_preview.js` 同样在币种/方向/止损/模式变更时 debounce 刷新  
+- 轮询间隔建议 3～5s(仅表单可见且字段有效时);切页或无焦点可停  
+- 三所 `index` / 嵌入 fragment 引入同一脚本
+
+### 7.4 测试
+
+- 纯函数:给定假盘口 + 名义,断言 `levels_used` / `vwap` / `shortfall`  
+- 方向: long 只吃 ask, short 只吃 bid  
+- 深度不足与刚好覆盖边界  
+- 不要求联调真盘口也能合入(真盘口可手工验一次 BTC/山寨对比)
+
+---
+
+## 8. 验收标准
+
+1. 全仓 + 已知杠杆下,预览「计划名义」与开仓实际计仓名义同量级(允许四舍五入误差).  
+2. 市价空只反映买盘累加;市价多只反映卖盘累加.  
+3. BTC 厚盘:小名义常显示「前 1～2 档已覆盖、滑点很低」.  
+4. 人为放大名义或选薄流动性标的:能看到多档累加或「深度不足」.  
+5. 拉盘口失败时不阻断开仓按钮.  
+6. 中控嵌入实盘下单同样可见(与实例页同源表单).
+
+---
+
+## 9. 实现顺序建议
+
+1. `lib/trade` 累加/VWAP 纯函数 + 单测  
+2. 一所(建议 OKX 或当前主力所)拉 book + API + 前端一行预览  
+3. 抽换算差异,补 Binance / Gate  
+4. 接入软提示阈值与文案打磨  
+5. 文档验收记录补进本文或 `docs/更新文档.md`
+
+---
+
+## 10. 二期(明确不做进首版)
+
+| 项 | 说明 |
+|----|------|
+| 深度不够自动缩名义 | 类似期权 `cap_by_ask_depth` |
+| 滑点超阈值二次确认 / 禁止市价 | 产品确认后再做硬门禁 |
+| 平仓与止损穿档预估 | 持仓卡或平仓按钮旁 |
+| WS 盘口 | 降低 REST 压力、更即时 |
+| 限价开仓:挂单价相对盘口位置 | 另一套提示 |
+
+---
+
+## 11. 决策摘要(已拍板)
+
+- **要做**:按计划名义展示「覆盖该名义所需」的对手盘摘要 + 预估均价/滑点.  
+- **做空看买单,做多看卖单**.  
+- **首版只展示 + 软提示,不挡单**.  
+- **不为小资金做整屏盘口墙**;大名义时深度预览才有关键决策价值.

docs/期权开平仓与监控说明.md

@@ -47,6 +47,13 @@
 - 首次通过后,同仓**续批**只再验流动性,不再重跑 2 分钟计时.
 - 无有效买一或门控未就绪 → 本轮不挂单,等下一轮;已有未成交卖平单则等成交,不撤了重挂.
 
+### 2.4 翻倍出场(可选)
+
+- 开仓勾选或持仓卡开启;倍数默认 **1**(盈利金额 = 初始权利金).
+- 触发条件:买一可回收 ≥ 权利金 × (1 + 倍数);达标后走买一限价平,**不再**额外卡「回收≥2×」门控(倍数本身已是出场条件).
+- 可随时关闭;与目标位监控并行,谁先达标谁平.
+- 与「翻倍提醒」独立:提醒只推微信,翻倍出场会真正挂平仓单.
+
 ---
 
 ## 3. 监控逻辑
@@ -58,19 +65,21 @@
 | 未成交委托 | 期权下单区右侧「委托」列表展示开/平仓限价单,可手动撤销;页面轮询刷新 |
 | 平仓挂单超时 | 卖出平仓限价超 TTL 未成交 → 自动撤单(默认 10 分钟) |
 | 目标位 | 独立监控表;触发后买一平;推送企业微信(防重复) |
-| 翻倍提醒 | 未实现口径达权利金 × `OKX_OPTIONS_PROFIT_ALERT_RATIO` 时推送一次 |
+| 翻倍出场 | 开仓/持仓可开关;自选倍数(默认1);1倍=盈利等于权利金(可回收≥2×权利金)达标后买一限价平;可随时关闭;与目标位并行 |
+| 翻倍提醒 | 未实现口径达权利金 × `OKX_OPTIONS_PROFIT_ALERT_RATIO` 时推送一次(仅提醒,不平仓) |
 | 到期 | 无系统止损;到期交割/保险腿自灭(对冲计划另有退出规则) |
 
 ---
 
 ## 4. 平仓校验(门控)
 
-| 门控 | 手动买一平 | 目标自动平 | 说明 |
+| 门控 | 手动买一平 | 目标自动平 | 翻倍出场 | 说明 |
-|------|------------|------------|------|
+|------|------------|------------|----------|------|
-| 有效流动性 | ✅ 必验 | ✅ 必验 | 残档买一 / 无买一 → 拒平 |
+| 有效流动性 | ✅ 必验 | ✅ 必验 | ✅ 必验 | 残档买一 / 无买一 → 拒平 |
-| 回收 ≥ 2× 权利金 + 持续 hold | ❌ | ✅ 首次 | 通过后同仓续批只验流动性 |
+| 回收 ≥ 2× 权利金 + 持续 hold | ❌ | ✅ 首次 | ❌(倍数即条件) | 目标平仓专用门控 |
-| 锁定买一价 | ✅ | ✅ | 下单价 = 通过校验时的买一 |
+| 回收 ≥ 权利金×(1+倍数) | ❌ | ❌ | ✅ 触发条件 | 1倍 ⇒ 回收≥2×权利金 |
-| 市价兜底 | ❌ | ❌ | 永不市价 |
+| 锁定买一价 | ✅ | ✅ | ✅ | 下单价 = 通过校验时的买一 |
+| 市价兜底 | ❌ | ❌ | ❌ | 永不市价 |
 
 ---
 

lib/common/static/hedge_plan.js

@@ -1166,12 +1166,9 @@
     renderListStrikes();
     renderTStrikes();
     if (d.index_px) {
-      const idx = Number(d.index_px);
+      // 盈亏比默认2,不随指数自动改写
-      if ($("hp-target-up") && !$("hp-target-up").value) {
+      if ($("hp-profit-rr") && !$("hp-profit-rr").value) {
-        $("hp-target-up").value = String(Math.round(idx * 1.03));
+        $("hp-profit-rr").value = "2";
-      }
-      if ($("hp-target-down") && !$("hp-target-down").value) {
-        $("hp-target-down").value = String(Math.round(idx * 0.97));
       }
     }
   }
@@ -1581,8 +1578,7 @@
     if ($("hp-contracts")) $("hp-contracts").value = "";
     if ($("hp-tp")) $("hp-tp").value = "";
     if ($("hp-sl")) $("hp-sl").value = "";
-    if ($("hp-target-up")) $("hp-target-up").value = "";
+    if ($("hp-profit-rr")) $("hp-profit-rr").value = "2";
-    if ($("hp-target-down")) $("hp-target-down").value = "";
     if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
     if ($("hp-premium-line")) $("hp-premium-line").textContent = "";
     if ($("hp-oo-sheets-a")) {
@@ -1618,16 +1614,12 @@
         if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
           throw new Error("期期两腿须为平值或虚值,不可选实值");
         }
-        const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
+        const rr = Number(($("hp-profit-rr") && $("hp-profit-rr").value) || 0);
-        const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
+        if (!(rr > 0)) throw new Error("请填写盈亏比(须大于0,默认2)");
-        if (!up || !down) throw new Error("请填写上破与下破目标价");
-        if (up <= down) throw new Error("上破目标价必须大于下破目标价");
         body = {
           plan_type: "options_options",
-          target_price_up: up,
+          profit_rr: rr,
-          target_price_down: down,
+          index_px: indexPx() || 0,
-          target_price: up,
-          index_px: indexPx() || (up + down) / 2,
           leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
           leg_b: legPayload(state.legB, ooSheets("hp-oo-sheets-b")),
         };
@@ -1719,22 +1711,28 @@
             fmt(s.premium_paid) +
             (s.hedge_ratio_at_sl != null ? " · 止损对冲率 " + fmt(s.hedge_ratio_at_sl) + "%" : "");
         } else {
-          const upTot = s.at_target_up_total != null ? s.at_target_up_total : s.at_target_total;
+          const rrTarget = s.profit_rr != null ? s.profit_rr : null;
-          const dnTot = s.at_target_down_total;
           let rrLine = "";
-          if (s.rr_at_up != null || s.rr_at_down != null) {
+          if (rrTarget != null) {
+            rrLine =
+              " · 目标盈亏比 " +
+              fmt(rrTarget, 2) +
+              '<span class="muted">（盈利金额/总权利金）</span>';
+          } else if (s.rr_at_up != null || s.rr_at_down != null) {
             rrLine =
               " · 盈亏比 上破 " +
               fmtRr(s.rr_at_up) +
-              (dnTot != null ? " / 下破 " + fmtRr(s.rr_at_down) : "") +
+              (s.at_target_down_total != null ? " / 下破 " + fmtRr(s.rr_at_down) : "") +
               '<span class="muted">（亏=全额保费 ' +
               fmt(s.rr_risk_premium != null ? s.rr_risk_premium : s.premium_paid) +
               "）</span>";
           }
+          const aTot = s.at_rr_a_full_total != null ? s.at_rr_a_full_total : s.at_target_up_total;
+          const bTot = s.at_rr_b_full_total != null ? s.at_rr_b_full_total : s.at_target_down_total;
           summary.innerHTML =
-            "上破 " +
+            (rrTarget != null ? "腿A达标 " : "上破 ") +
-            fmtPnlHtml(upTot) +
+            fmtPnlHtml(aTot) +
-            (dnTot != null ? " · 下破 " + fmtPnlHtml(dnTot) : "") +
+            (bTot != null ? (rrTarget != null ? " · 腿B达标 " : " · 下破 ") + fmtPnlHtml(bTot) : "") +
             " · 到期现价 " +
             fmtPnlHtml(s.expiry_flat_total) +
             " · 保费 " +
@@ -2057,8 +2055,7 @@
       "hp-tp",
       "hp-sl",
       "hp-sheets",
-      "hp-target-up",
+      "hp-profit-rr",
-      "hp-target-down",
     ]);
     if ($("hp-preview-btn"))
       $("hp-preview-btn").addEventListener("click", function () {
@@ -2171,6 +2168,9 @@
     if (p.plan_type === "perp_options") {
       return "止盈 " + fmt(p.tp) + " · 止损 " + fmt(p.sl);
     }
+    if (p.profit_rr != null && Number(p.profit_rr) > 0) {
+      return "盈亏比 " + fmt(p.profit_rr, 2);
+    }
     return "上破 " + fmt(p.target_price_up || p.target_price) + " · 下破 " + fmt(p.target_price_down || p.target_price);
   }
 
@@ -2330,8 +2330,9 @@
       target_win_leg: "期期平盈利腿",
       target_up_win_leg: "期期上破·平盈利腿",
       target_down_win_leg: "期期下破·平盈利腿",
-      oo_rest_closing: "期期全平·清残腿中",
+      profit_rr_win_leg: "期期盈亏比达标·平盈利腿",
-      oo_rest_closed: "期期全平·两腿已平",
+      oo_rest_closing: "期期残值平·清亏损腿中",
+      oo_rest_closed: "期期残值平·两腿已平",
       orphaned_after_tp: "止盈后持有至到期",
       orphaned_option_expiry: "残腿到期",
       hold_to_expiry: "持有至到期",
@@ -2404,6 +2405,12 @@
           "x · 张数 " +
           fmt(p.perp_size, 4) +
           "</div>";
+      } else {
+        if (p.profit_rr != null && Number(p.profit_rr) > 0) {
+          html +=
+            "<div><span class=\"muted\">盈亏比</span> " +
+            fmt(p.profit_rr, 2) +
+            " <span class=\"muted\">(盈利金额/总权利金)</span></div>";
         } else {
           html +=
             "<div><span class=\"muted\">目标价</span> 上破 " +
@@ -2412,6 +2419,7 @@
             fmt(p.target_price_down || p.target_price) +
             "</div>";
         }
+      }
       html +=
         "<div><span class=\"muted\">权利金合计</span> " +
         fmt(p.premium_total, 4) +
@@ -2626,17 +2634,13 @@
         if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
           throw new Error("期期两腿须为平值或虚值,不可选实值");
         }
-        const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
+        const rr = Number(($("hp-profit-rr") && $("hp-profit-rr").value) || 0);
-        const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
+        if (!(rr > 0)) throw new Error("请填写盈亏比(须大于0,默认2)");
-        if (!up || !down) throw new Error("请填写上破与下破目标价");
-        if (up <= down) throw new Error("上破目标价必须大于下破目标价");
         body = {
           plan_type: "options_options",
           underlying: state.underlying,
-          target_price_up: up,
+          profit_rr: rr,
-          target_price_down: down,
+          index_px: indexPx() || 0,
-          target_price: up,
-          index_px: indexPx() || (up + down) / 2,
           oo_close_mode: state.ooCloseModeEnabled ? state.ooCloseMode : "hold_expiry",
           oo_sheets_mode: state.ooSheetsMode || "same_sheets",
           leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),

lib/common/static/instance_settings_prefs.js

@@ -202,6 +202,7 @@
   function renderEnvFieldRow(field) {
     const row = document.createElement("div");
     row.className = "env-field-row" + (field.restart_required ? " env-field-row--restart" : "");
+    row.dataset.envKey = field.key;
     const label = document.createElement("label");
     label.className = "env-field-label";
     label.htmlFor = "env-f-" + field.key;
@@ -294,6 +295,10 @@
     input.dataset.envKey = field.key;
     input.className = "env-field-input";
     row.appendChild(input);
+    if (field.hidden) {
+      row.hidden = true;
+      row.style.display = "none";
+    }
     return row;
   }
 
@@ -345,9 +350,41 @@
     body.appendChild(panelsWrap);
     body.dataset.envModeSectionIdx = String(modeSectionIdx);
     bindTradeModeAutoRefresh(body);
+    bindCompoundBudgetVisibility(body);
     return body;
   }
 
+  function envFieldRowByKey(body, key) {
+    if (!body || !key) return null;
+    const byRow = body.querySelector('.env-field-row[data-env-key="' + key + '"]');
+    if (byRow) return byRow;
+    const input = body.querySelector('.env-field-input[data-env-key="' + key + '"]');
+    return input ? input.closest(".env-field-row") : null;
+  }
+
+  function syncCompoundBudgetVisibility(body) {
+    if (!body) return;
+    const compoundSel = body.querySelector(
+      '.env-field-input[data-env-key="OKX_OPTIONS_COMPOUND_FULL_ENABLED"]'
+    );
+    const budgetRow = envFieldRowByKey(body, "OKX_OPTIONS_TRADE_BUDGET_USDC");
+    if (!budgetRow) return;
+    const compoundOn = !compoundSel || String(compoundSel.value || "").toLowerCase() === "true";
+    budgetRow.hidden = compoundOn;
+    budgetRow.style.display = compoundOn ? "none" : "";
+  }
+
+  function bindCompoundBudgetVisibility(body) {
+    if (!body) return;
+    syncCompoundBudgetVisibility(body);
+    const compoundSel = body.querySelector(
+      '.env-field-input[data-env-key="OKX_OPTIONS_COMPOUND_FULL_ENABLED"]'
+    );
+    if (!compoundSel || compoundSel.dataset.compoundBudgetBound === "1") return;
+    compoundSel.dataset.compoundBudgetBound = "1";
+    compoundSel.addEventListener("change", () => syncCompoundBudgetVisibility(body));
+  }
+
   function bindTradeModeAutoRefresh(body) {
     const modeSel = body.querySelector('.env-field-input[data-env-key="OKX_TRADE_MODE"]');
     if (!modeSel || modeSel.dataset.modeRefreshBound === "1") return;
@@ -542,7 +579,10 @@
     loadEnvConfig(false);
     const root = envConfigRoot();
     const body = root && root.querySelector("#env-config-body");
-    if (body) bindTradeModeAutoRefresh(body);
+    if (body) {
+      bindTradeModeAutoRefresh(body);
+      bindCompoundBudgetVisibility(body);
+    }
     if (global.__INSTANCE_DISPLAY__) applyDisplayToNav(global.__INSTANCE_DISPLAY__);
   }
 

lib/common/static/instance_theme.css

@@ -2494,6 +2494,11 @@ html[data-theme="light"] .journal-detail-img-thumb {
   min-width: 0;
 }
 
+/* display:flex 会盖掉 UA [hidden];全仓复利开时隐藏单笔预算等依赖此规则 */
+.env-field-row[hidden] {
+  display: none !important;
+}
+
 .env-field-row--restart .env-field-label {
   color: #d4c4a0;
 }
@@ -4419,6 +4424,9 @@ html[data-theme="light"] .opt-pending-item {
 .opt-size-mode-chip {
   position: relative;
 }
+.opt-size-mode-chip[hidden] {
+  display: none !important;
+}
 .opt-size-mode-chip input[type="radio"] {
   position: absolute;
   opacity: 0;
@@ -4442,6 +4450,22 @@ html[data-theme="light"] .opt-pending-item {
   min-height: 32px;
   box-sizing: border-box;
 }
+.options-estimate-row .opt-profit-exit-mult,
+.options-page-wrap .opt-pos-profit-exit-mult {
+  width: 4.5rem;
+  min-width: 0;
+  font-size: 0.8rem;
+  padding: 6px 8px;
+  min-height: 32px;
+  box-sizing: border-box;
+}
+.options-page-wrap .opt-profit-exit-toggle {
+  display: inline-flex;
+  align-items: center;
+  gap: 4px;
+  font-size: 0.78rem;
+  white-space: nowrap;
+}
 .options-estimate-row .k {
   color: #8892b0;
 }

lib/common/static/options_panel.js

@@ -28,6 +28,8 @@
     posTab: "live",
     /** 未点设定前的目标输入草稿,避免持仓轮询重绘清空 */
     targetDraftByInst: {},
+    /** 翻倍倍数草稿,避免轮询重绘把正在输入的值刷回 1 */
+    profitExitDraftByInst: {},
   };
 
   let lastGoodPositions = null;
@@ -271,9 +273,32 @@
     }
   }
 
+  function compoundFullEnabled() {
+    // 缺省按关闭,避免热更关闭后仍误用全仓复利
+    return !!(root && String(root.dataset.compoundFullEnabled || "0") === "1");
+  }
+
   function currentSizeMode() {
-    const el = document.querySelector('input[name="opt-size-mode"]:checked');
+    const el = document.querySelector('input[name="opt-size-mode"]:checked:not(:disabled)');
-    return el ? el.value : "sheets";
+    if (el) return el.value;
+    const any = document.querySelector('input[name="opt-size-mode"]:checked');
+    if (any && any.value === "compound_full" && !compoundFullEnabled()) return "sheets";
+    if (any && any.value === "budget_full" && compoundFullEnabled()) return "compound_full";
+    return "sheets";
+  }
+
+  function applyCompoundModeUi(compoundOn) {
+    if (root) root.dataset.compoundFullEnabled = compoundOn ? "1" : "0";
+    updateSizeInputs();
+  }
+
+  function syncCompoundFlagsFromPayload(d) {
+    if (!d || typeof d !== "object") return;
+    if (d.compound_full_enabled != null) {
+      applyCompoundModeUi(!!d.compound_full_enabled);
+    } else if (d.cfg && d.cfg.compound_full_enabled != null) {
+      applyCompoundModeUi(!!d.cfg.compound_full_enabled);
+    }
   }
 
   function updateSizeInputs() {
@@ -281,18 +306,69 @@
     const sheetsEl = document.getElementById("opt-sheets-amount");
     const ethEl = document.getElementById("opt-eth-amount");
     const hint = document.getElementById("opt-budget-full-hint");
+    const compoundHint = document.getElementById("opt-compound-full-hint");
+    const budgetWrap = document.getElementById("opt-size-mode-budget-wrap");
+    const compoundWrap = document.getElementById("opt-size-mode-compound-wrap");
     const capEl = document.getElementById("opt-budget-full-cap");
-    if (sheetsEl) sheetsEl.style.display = mode === "sheets" ? "" : "none";
+    const compoundCapLine = document.getElementById("opt-compound-cap-line");
-    if (ethEl) ethEl.style.display = mode === "eth_amount" ? "" : "none";
+    const compoundOn = compoundFullEnabled();
-    if (hint) hint.style.display = mode === "budget_full" ? "" : "none";
+    if (budgetWrap) {
+      budgetWrap.hidden = !!compoundOn;
+      budgetWrap.style.display = compoundOn ? "none" : "";
+      const radio = budgetWrap.querySelector('input[name="opt-size-mode"]');
+      if (radio) radio.disabled = !!compoundOn;
+    }
+    if (compoundWrap) {
+      compoundWrap.hidden = !compoundOn;
+      compoundWrap.style.display = compoundOn ? "" : "none";
+      const radio = compoundWrap.querySelector('input[name="opt-size-mode"]');
+      if (radio) radio.disabled = !compoundOn;
+    }
+    if (compoundOn && (mode === "budget_full" || mode === "compound_full")) {
+      const compoundRadio = document.querySelector('input[name="opt-size-mode"][value="compound_full"]');
+      if (compoundRadio) {
+        compoundRadio.disabled = false;
+        compoundRadio.checked = true;
+      }
+    } else if (!compoundOn) {
+      const compoundRadio = document.querySelector('input[name="opt-size-mode"][value="compound_full"]');
+      if (compoundRadio) {
+        compoundRadio.checked = false;
+        compoundRadio.disabled = true;
+      }
+      // currentSizeMode 会把残留 compound 映射成 sheets,须实际勾选,避免无选中无法开仓
+      const checkedOk = document.querySelector('input[name="opt-size-mode"]:checked:not(:disabled)');
+      if (!checkedOk) {
+        const sheetsRadio = document.querySelector('input[name="opt-size-mode"][value="sheets"]');
+        if (sheetsRadio) {
+          sheetsRadio.disabled = false;
+          sheetsRadio.checked = true;
+        }
+      }
+    }
+    const modeNow = currentSizeMode();
+    if (sheetsEl) sheetsEl.style.display = modeNow === "sheets" ? "" : "none";
+    if (ethEl) ethEl.style.display = modeNow === "eth_amount" ? "" : "none";
+    if (hint) hint.style.display = modeNow === "budget_full" && !compoundOn ? "" : "none";
+    if (compoundHint) compoundHint.style.display = modeNow === "compound_full" && compoundOn ? "" : "none";
     if (capEl && root && root.dataset.tradeBudget) {
       const n = Number(root.dataset.tradeBudget);
       if (Number.isFinite(n) && n > 0) capEl.textContent = n.toFixed(2);
     }
+    if (compoundCapLine && root) {
+      const on = String(root.dataset.compoundCapEnabled || "") === "1";
+      const cap = Number(root.dataset.compoundCapUsdc);
+      if (on && Number.isFinite(cap) && cap > 0) {
+        compoundCapLine.textContent = "全仓上限已开启:" + cap.toFixed(2) + "U";
+      } else {
+        compoundCapLine.textContent = "全仓上限关闭(env可开)";
+      }
+    }
     document.querySelectorAll(".opt-size-mode-chip").forEach(function (chip) {
       const radio = chip.querySelector('input[name="opt-size-mode"]');
-      chip.classList.toggle("is-selected", !!(radio && radio.checked));
+      const selected = !!(radio && radio.checked && !radio.disabled);
-      chip.classList.toggle("active", !!(radio && radio.checked));
+      chip.classList.toggle("is-selected", selected);
+      chip.classList.toggle("active", selected);
     });
   }
 
@@ -328,6 +404,7 @@
   }
 
   function quoteUrl(instId) {
+    updateSizeInputs();
     const mode = currentSizeMode();
     let url = "/api/options/quote?inst_id=" + encodeURIComponent(instId) + "&mode=" + mode;
     if (mode === "eth_amount") {
@@ -856,6 +933,19 @@
     return Math.round((value - prem) * 100) / 100;
   }
 
+  /** 盈亏比 = 盈利金额 / 本合约权利金(目标位仅作到期实值参考). */
+  function estimateProfitRr(profit, totalPremium) {
+    const pnl = Number(profit);
+    const prem = Number(totalPremium);
+    if (!Number.isFinite(pnl) || !Number.isFinite(prem) || prem <= 0) return null;
+    return Math.round((pnl / prem) * 100) / 100;
+  }
+
+  function fmtProfitRr(v) {
+    if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
+    return Number(v).toFixed(2);
+  }
+
   function calcContractLeverage(indexPx, ethAmount, totalPremium) {
     if (indexPx == null || ethAmount == null || totalPremium == null) return null;
     const idx = Number(indexPx);
@@ -897,7 +987,7 @@
     const levEl = document.getElementById("opt-order-leverage");
     const valueEl = document.getElementById("opt-est-value");
     const profitEl = document.getElementById("opt-est-profit");
-    const targetLevEl = document.getElementById("opt-est-leverage");
+    const rrEl = document.getElementById("opt-est-rr") || document.getElementById("opt-est-leverage");
     const targetEl = document.getElementById("opt-target-idx");
     const q = state.orderQuote;
     if (!q || !q.ok || !q.can_open) {
@@ -907,7 +997,10 @@
         profitEl.textContent = "—";
         profitEl.className = "v";
       }
-      if (targetLevEl) targetLevEl.textContent = "—";
+      if (rrEl) {
+        rrEl.textContent = "—";
+        rrEl.className = "v";
+      }
       return;
     }
     const sz = q.sizing || {};
@@ -922,10 +1015,14 @@
         valueEl.textContent = "—";
         profitEl.textContent = "—";
         profitEl.className = "v";
-        if (targetLevEl) targetLevEl.textContent = "—";
+        if (rrEl) {
+          rrEl.textContent = "—";
+          rrEl.className = "v";
+        }
       } else {
         const value = estimateExpiryValue(q.opt_type, q.strike, Number(targetRaw), ethAmount);
         const profit = estimateExpiryProfit(q.opt_type, q.strike, Number(targetRaw), ethAmount, premium);
+        const rr = estimateProfitRr(profit, premium);
         if (value == null || Number.isNaN(value)) {
           valueEl.textContent = "—";
         } else {
@@ -938,8 +1035,15 @@
           profitEl.textContent = fmtUsdcSigned(profit);
           profitEl.className = "v " + pnlCls(profit);
         }
-        const targetLev = calcContractLeverage(Number(targetRaw), ethAmount, premium);
+        if (rrEl) {
-        if (targetLevEl) targetLevEl.textContent = fmtLeverage(targetLev);
+          if (rr == null || Number.isNaN(rr)) {
+            rrEl.textContent = "—";
+            rrEl.className = "v";
+          } else {
+            rrEl.textContent = fmtProfitRr(rr);
+            rrEl.className = "v " + pnlCls(rr);
+          }
+        }
       }
     }
   }
@@ -1122,6 +1226,7 @@
   }
 
   function fillOrderPanel(d) {
+    syncCompoundFlagsFromPayload(d);
     state.orderQuote = d && d.ok ? d : null;
     const sz = d.sizing || {};
     const canOpen = !!(d && d.ok && d.can_open);
@@ -1235,10 +1340,14 @@
         if (seq !== chainLoadSeq) return;
         if (d && d.ok && chainHasExpiries(d)) break;
         lastMsg = (d && (d.msg || d.chain_error)) || "暂无到期日";
+        const rateLimited =
+          /50011|Too Many Requests|RateLimit/i.test(String(lastMsg || ""));
         d = null;
-        if (attempt === 0) {
+        if (attempt === 0 && !rateLimited) {
           if (!soft) setExpirySelectStatus("重试加载到期日…");
           await new Promise(function (resolve) { setTimeout(resolve, 400); });
+        } else {
+          break;
         }
       }
       if (seq !== chainLoadSeq) return;
@@ -1318,6 +1427,7 @@
     const btn = document.getElementById("opt-open-btn");
     btn.disabled = true;
     try {
+      updateSizeInputs();
       const mode = currentSizeMode();
       const body = {
         inst_id: state.selectedInst,
@@ -1327,7 +1437,10 @@
       if (mode === "eth_amount") {
         body.eth_amount = parseFloat(document.getElementById("opt-eth-amount").value);
       } else if (mode === "sheets") {
-        body.sheets = parseInt(document.getElementById("opt-sheets-amount").value, 10);
+        body.sheets = parseInt(document.getElementById("opt-sheets-amount").value, 10) || 1;
+      } else if (mode === "compound_full" && !compoundFullEnabled()) {
+        body.mode = "sheets";
+        body.sheets = parseInt(document.getElementById("opt-sheets-amount").value, 10) || 1;
       }
       const tgtRaw = (document.getElementById("opt-target-idx").value || "").trim();
       if (tgtRaw !== "") {
@@ -1338,6 +1451,17 @@
         }
         body.target_index = tgt;
       }
+      const peEnabled = !!(document.getElementById("opt-profit-exit-enabled") || {}).checked;
+      if (peEnabled) {
+        const multRaw = (document.getElementById("opt-profit-exit-mult") || {}).value;
+        const mult = parseFloat(multRaw);
+        if (!Number.isFinite(mult) || mult <= 0) {
+          alert("翻倍倍数无效");
+          return false;
+        }
+        body.profit_exit_enabled = true;
+        body.profit_exit_mult = mult;
+      }
       const d = await apiJson("/api/options/open", {
         method: "POST",
         headers: { "Content-Type": "application/json" },
@@ -1416,7 +1540,57 @@
         const hint = closeGateHint(closePreview);
         return hint ? '<div class="muted opt-bid-invalid-hint">' + hint + "</div>" : "";
       })() +
-      renderTargetDelegateRow(p)
+      renderTargetDelegateRow(p) +
+      renderProfitExitRow(p)
+    );
+  }
+
+  function formatProfitExitMultLabel(mult) {
+    const n = Number(mult);
+    if (!Number.isFinite(n) || n <= 0) return "1倍";
+    if (Math.abs(n - Math.round(n)) < 1e-9) return String(Math.round(n)) + "倍";
+    return fmt(n, 2) + "倍";
+  }
+
+  function renderProfitExitRow(p) {
+    const inst = p.inst_id || "";
+    if (p.hedge_plan_target) {
+      return "";
+    }
+    const enabled = !!p.profit_exit_enabled;
+    const serverMult = p.profit_exit_mult != null && Number(p.profit_exit_mult) > 0
+      ? Number(p.profit_exit_mult)
+      : 1;
+    const draft = state.profitExitDraftByInst[inst];
+    const multDisp = draft != null && String(draft).trim() !== ""
+      ? String(draft)
+      : String(serverMult);
+    const multNum = Number(multDisp);
+    const multLabel = formatProfitExitMultLabel(
+      Number.isFinite(multNum) && multNum > 0 ? multNum : serverMult
+    );
+    const statePe = String(p.profit_exit_state || (enabled ? "active" : "idle"));
+    const req = p.profit_exit_required_recycle;
+    let statusTxt = enabled ? ("监控中 · " + multLabel) : "未开启";
+    if (enabled && statePe === "closing") statusTxt = "平仓挂单中 · " + multLabel;
+    return (
+      '<div class="opt-target-row opt-profit-exit-pos-row" data-inst="' + inst + '">' +
+      '<span class="opt-target-row-label">翻倍</span>' +
+      '<label class="opt-profit-exit-toggle"><input type="checkbox" class="opt-pos-profit-exit-enabled" data-inst="' +
+      inst + '"' + (enabled ? " checked" : "") + "> 开启</label>" +
+      '<input type="number" class="opt-pos-profit-exit-mult" data-inst="' + inst +
+      '" min="0.1" step="0.1" value="' + multDisp +
+      '" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true">' +
+      '<button type="button" class="btn-secondary opt-profit-exit-save-btn" data-inst="' +
+      inst + '" data-mode="' + (enabled ? "cancel" : "apply") + '">' +
+      (enabled ? "取消" : "应用") + "</button>" +
+      '<span class="opt-target-armed">' + statusTxt + "</span>" +
+      '<span class="muted opt-target-row-hint">' +
+      (enabled
+        ? ("1倍=盈利=权利金" + (req != null ? (" · 需回收≥" + fmtUsdc(req)) : ""))
+        : "开启后自选倍数;达标按买一限价平;可随时关闭") +
+      "</span>" +
+      "</div>"
     );
   }
 
@@ -1431,12 +1605,15 @@
   function formatTargetEstimateHtml(optType, strike, targetIdx, ethAmount, premiumPaid) {
     const value = estimateExpiryValue(optType, strike, targetIdx, ethAmount);
     const profit = estimateExpiryProfit(optType, strike, targetIdx, ethAmount, premiumPaid);
-    if (value == null && profit == null) return "";
+    const rr = estimateProfitRr(profit, premiumPaid);
+    if (value == null && profit == null && rr == null) return "";
     let html = '<span class="opt-target-est">';
     html += '<span class="opt-target-est-item"><span class="k">价值</span><span class="v">' +
       (value == null ? "—" : fmtUsdc(value) + " USDC") + "</span></span>";
     html += '<span class="opt-target-est-item"><span class="k">预估盈利</span><span class="v ' + pnlCls(profit) + '">' +
       (profit == null ? "—" : fmtUsdcSigned(profit)) + "</span></span>";
+    html += '<span class="opt-target-est-item"><span class="k">盈亏比</span><span class="v ' + pnlCls(rr) + '">' +
+      (rr == null ? "—" : fmtProfitRr(rr)) + "</span></span>";
     html += "</span>";
     return html;
   }
@@ -1444,7 +1621,22 @@
   function renderTargetDelegateRow(p) {
     const inst = p.inst_id || "";
     const hedgeTarget = p.hedge_plan_target || null;
-    if (hedgeTarget && Number(hedgeTarget.target_index) > 0) {
+    if (hedgeTarget) {
+      const rr = hedgeTarget.profit_rr != null ? Number(hedgeTarget.profit_rr) : null;
+      if (rr != null && rr > 0) {
+        return (
+          '<div class="opt-target-row opt-target-row--managed">' +
+          '<span class="opt-target-row-label">对冲计划</span>' +
+          '<span class="opt-target-armed">计划 #' +
+          hedgeTarget.plan_id +
+          " · 盈亏比 " +
+          fmt(rr, 2) +
+          "</span>" +
+          '<span class="muted opt-target-row-hint">进行中 · 盈利达总权利金×盈亏比仅平盈利腿;亏损腿按本合约残值平或到期平</span>' +
+          "</div>"
+        );
+      }
+      if (Number(hedgeTarget.target_index) > 0) {
         const side = (p.opt_type || hedgeTarget.opt_type || "").toUpperCase() === "P" ? "Put ≤" : "Call ≥";
         return (
           '<div class="opt-target-row opt-target-row--managed">' +
@@ -1460,6 +1652,7 @@
           "</div>"
         );
       }
+    }
     const tgt = p.target_index != null && p.target_index !== "" ? Number(p.target_index) : null;
     const armed = tgt != null && Number.isFinite(tgt) && tgt > 0;
     const ethAmt = posEthAmount(p);
@@ -1484,7 +1677,7 @@
         : "") +
       estHtml +
       '<span class="muted opt-target-row-hint">' +
-      (armed ? "监控中 · 到位按买一限价平" : "输入后设定 · 到位按买一限价平 · 到期即止损") +
+      (armed ? "监控中 · 目标位参考 · 到位按买一限价平" : "目标位参考(到期实值估盈亏比) · 到位按买一限价平 · 到期即止损") +
       "</span>" +
       "</div>"
     );
@@ -1599,6 +1792,37 @@
         cancelPositionTarget(btn.getAttribute("data-inst"), btn);
       });
     });
+    container.querySelectorAll(".opt-profit-exit-save-btn").forEach(function (btn) {
+      btn.addEventListener("click", function (e) {
+        e.stopPropagation();
+        savePositionProfitExit(btn.getAttribute("data-inst"), btn);
+      });
+    });
+    container.querySelectorAll(".opt-pos-profit-exit-enabled").forEach(function (cb) {
+      cb.addEventListener("click", function (e) { e.stopPropagation(); });
+    });
+    container.querySelectorAll(".opt-pos-profit-exit-mult").forEach(function (inp) {
+      // 倍数随时可改;「开启/应用」只控制是否监控,不再因未勾选而 disabled
+      inp.disabled = false;
+      inp.removeAttribute("readonly");
+      inp.addEventListener("click", function (e) { e.stopPropagation(); });
+      inp.addEventListener("mousedown", function (e) { e.stopPropagation(); });
+      inp.addEventListener("focus", function (e) { e.stopPropagation(); });
+      inp.addEventListener("input", function () {
+        const id = inp.getAttribute("data-inst") || "";
+        if (!id) return;
+        const draft = String(inp.value || "");
+        if (draft.trim() === "") delete state.profitExitDraftByInst[id];
+        else state.profitExitDraftByInst[id] = draft;
+      });
+      inp.addEventListener("keydown", function (e) {
+        if (e.key === "Enter") {
+          e.preventDefault();
+          e.stopPropagation();
+          savePositionProfitExit(inp.getAttribute("data-inst"), null);
+        }
+      });
+    });
     container.querySelectorAll(".opt-pos-target-input").forEach(function (inp) {
       inp.addEventListener("click", function (e) { e.stopPropagation(); });
       inp.addEventListener("input", function () {
@@ -1689,6 +1913,46 @@
     }
   }
 
+  async function savePositionProfitExit(inst, btn) {
+    if (!inst) return;
+    const card = document.querySelector('.opt-pos-card[data-inst="' + inst + '"]') ||
+      document.querySelector('.opt-pos-accordion-item[data-inst="' + inst + '"]');
+    const row = card ? card.querySelector(".opt-profit-exit-pos-row") : null;
+    const enabledEl = row ? row.querySelector(".opt-pos-profit-exit-enabled") : null;
+    const multEl = row ? row.querySelector(".opt-pos-profit-exit-mult") : null;
+    const mode = btn && btn.getAttribute("data-mode");
+    let enabled = !!(enabledEl && enabledEl.checked);
+    if (mode === "cancel") enabled = false;
+    if (mode === "apply") {
+      enabled = true;
+      if (enabledEl) enabledEl.checked = true;
+    }
+    let mult = 1;
+    if (enabled) {
+      mult = parseFloat(multEl ? multEl.value : "1");
+      if (!Number.isFinite(mult) || mult <= 0) {
+        alert("翻倍倍数无效");
+        return;
+      }
+    }
+    if (btn) btn.disabled = true;
+    try {
+      const d = await apiJson("/api/options/profit-exit", {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ inst_id: inst, enabled: enabled, mult: mult }),
+      });
+      if (!d.ok) {
+        alert(d.msg || "保存失败");
+        return;
+      }
+      delete state.profitExitDraftByInst[inst];
+      await refreshAllPositions();
+    } finally {
+      if (btn) btn.disabled = false;
+    }
+  }
+
   function paintTargetMonitors(list) {
     const box = document.getElementById("opt-target-monitors");
     const host = document.getElementById("opt-target-monitors-list");
@@ -1836,6 +2100,14 @@
       }
       return;
     }
+    // 正在输入翻倍倍数:同样跳过重绘,避免被默认 1 冲掉
+    if (active && active.classList && active.classList.contains("opt-pos-profit-exit-mult")) {
+      const focusInst = active.getAttribute("data-inst") || "";
+      if (focusInst) {
+        state.profitExitDraftByInst[focusInst] = String(active.value || "");
+      }
+      return;
+    }
     // 未聚焦时也同步可见输入,防止漏掉 input 事件
     wrap.querySelectorAll(".opt-pos-target-input").forEach(function (inp) {
       const id = inp.getAttribute("data-inst") || "";
@@ -1844,6 +2116,13 @@
       if (v.trim() === "") delete state.targetDraftByInst[id];
       else state.targetDraftByInst[id] = v;
     });
+    wrap.querySelectorAll(".opt-pos-profit-exit-mult").forEach(function (inp) {
+      const id = inp.getAttribute("data-inst") || "";
+      if (!id) return;
+      const v = String(inp.value || "");
+      if (v.trim() === "") delete state.profitExitDraftByInst[id];
+      else state.profitExitDraftByInst[id] = v;
+    });
     wrap.innerHTML = "";
     if (!list.length) {
       if (empty) empty.style.display = "";
@@ -1896,13 +2175,15 @@
         });
       }
       const hedgeTarget = p.hedge_plan_target;
-      if (hedgeTarget && hedgeTarget.target_index != null) {
+      if (hedgeTarget && (hedgeTarget.target_index != null || hedgeTarget.profit_rr != null)) {
         targets.push({
           inst_id: p.inst_id,
           opt_type: p.opt_type || hedgeTarget.opt_type,
           target_index: hedgeTarget.target_index,
+          profit_rr: hedgeTarget.profit_rr,
           plan_id: hedgeTarget.plan_id,
           managed_by: hedgeTarget.managed_by,
+          exit_mode: hedgeTarget.exit_mode,
         });
       }
       return targets;
@@ -2167,6 +2448,15 @@
   function bootOptionsPanel() {
     applyBudgetBuffer(state.budgetBuffer);
     updateSizeInputs();
+    void (async function syncLiveCompoundFlag() {
+      try {
+        const d = await apiJson("/api/options/balances");
+        syncCompoundFlagsFromPayload(d);
+        if (d && d.trade_budget != null && root) {
+          root.dataset.tradeBudget = String(d.trade_budget);
+        }
+      } catch (_) {}
+    })();
     syncMoneyFilterButtons();
     syncChainViewUI();
     updateUnderlyingLabel();
@@ -2260,6 +2550,18 @@
   bindOptionsPosTabs();
   hardenOrderAutofill();
 
+  (function bindProfitExitOpenControls() {
+    const peCb = document.getElementById("opt-profit-exit-enabled");
+    const peMult = document.getElementById("opt-profit-exit-mult");
+    if (!peCb || !peMult) return;
+    // 倍数始终可手输;勾选只决定开仓是否带上翻倍出场
+    peMult.disabled = false;
+    peMult.removeAttribute("readonly");
+    peCb.addEventListener("change", function () {
+      if (peCb.checked && (!peMult.value || Number(peMult.value) <= 0)) peMult.value = "1";
+    });
+  })();
+
   document.querySelectorAll('input[name="opt-size-mode"]').forEach(function (r) {
     r.addEventListener("change", function () {
       updateSizeInputs();

lib/common/static/options_review.js

@@ -76,8 +76,9 @@
       target_win_leg: "期期平盈利腿",
       target_up_win_leg: "期期上破·平盈利腿",
       target_down_win_leg: "期期下破·平盈利腿",
-      oo_rest_closing: "期期全平·清残腿中",
+      profit_rr_win_leg: "期期盈亏比达标·平盈利腿",
-      oo_rest_closed: "期期全平·两腿已平",
+      oo_rest_closing: "期期残值平·清亏损腿中",
+      oo_rest_closed: "期期残值平·两腿已平",
       orphaned_after_tp: "止盈后持有至到期",
       orphaned_option_expiry: "残腿到期",
       hold_to_expiry: "持有至到期",

lib/env/env_schema.py

@@ -95,6 +95,11 @@ HOT_RELOAD_EXACT = frozenset({
     "OKX_OPTIONS_CHAIN_MAX_DTE_DAYS",
     "OKX_OPTIONS_MAX_DTE_DAYS",
     "OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
+    "OKX_OPTIONS_COMPOUND_FULL_ENABLED",
+    "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED",
+    "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC",
+    "OKX_OPTIONS_TRADE_BUDGET_USDC",
+    "OKX_OPTIONS_BUDGET_BUFFER",
     "OKX_TRADE_MODE",
     "MAX_ACTIVE_HEDGE_PLANS",
     "HEDGE_PLAN_LIVE_ORDER",

lib/env/env_ui_manifest.py

@@ -143,8 +143,27 @@ _OPTIONS_SECTION: dict[str, Any] = {
     "fields": [
         ("OKX_OPTIONS_ENABLED", "启用期权模块", "与永续共用上方 OKX_API_*;不再单独配置期权密钥"),
         ("OKX_OPTIONS_ACCOUNT_LABEL", "期权账户备注", ""),
-        ("OKX_OPTIONS_TRADE_BUDGET_USDC", "单笔预算(USDC)", ""),
+        (
-        ("OKX_OPTIONS_BUDGET_BUFFER", "预算缓冲比例", "如 0.95"),
+            "OKX_OPTIONS_TRADE_BUDGET_USDC",
+            "单笔预算(USDC)",
+            "仅全仓复利关闭时显示/生效;用于「按可用余额打满」及张数/币数上限",
+        ),
+        ("OKX_OPTIONS_BUDGET_BUFFER", "预算缓冲比例", "如 0.95;打满/全仓复利共用"),
+        (
+            "OKX_OPTIONS_COMPOUND_FULL_ENABLED",
+            "全仓复利开关",
+            "默认 true;开启时隐藏单笔预算且不可用打满预算,下单以全仓复利为主;关闭则恢复单笔预算并隐藏全仓复利",
+        ),
+        (
+            "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED",
+            "全仓复利上限开关",
+            "仅全仓复利开启时有意义;默认 false=不设上限用期权户全部可用;true 时按下方上限封顶",
+        ),
+        (
+            "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC",
+            "全仓复利上限(USDC)",
+            "仅「全仓复利」且「上限开关」都开启时生效;例如 300",
+        ),
         (
             "OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
             "期权持仓上限(笔)",
@@ -453,6 +472,7 @@ def build_env_ui_payload(
             _build_field(key, label, note, schema, values)
             for key, label, note in sec["fields"]
         ]
+        fields = _mark_compound_budget_hidden(fields)
         groups.append({
             "title": sec["title"],
             "fields": fields,
@@ -461,6 +481,26 @@ def build_env_ui_payload(
     return groups
 
 
+def _mark_compound_budget_hidden(fields: list[dict[str, Any]]) -> list[dict[str, Any]]:
+    """全仓复利开启时标记单笔预算为 hidden(供 SSR/前端隐藏;切换开关仍可再显示)."""
+    compound_on = True
+    for f in fields:
+        if f.get("key") == "OKX_OPTIONS_COMPOUND_FULL_ENABLED":
+            compound_on = _env_truthy(str(f.get("current") or f.get("default") or "true"))
+            break
+    if not compound_on:
+        return fields
+    out: list[dict[str, Any]] = []
+    for f in fields:
+        if f.get("key") == "OKX_OPTIONS_TRADE_BUDGET_USDC":
+            item = dict(f)
+            item["hidden"] = True
+            out.append(item)
+        else:
+            out.append(f)
+    return out
+
+
 def filter_updates_for_ui(exchange_key: str, updates: dict[str, str]) -> dict[str, str]:
     allowed = ui_allowed_keys(exchange_key)
     return {k: v for k, v in (updates or {}).items() if k in allowed}

lib/exchange/okx_options_lib.py

@@ -19,18 +19,11 @@ from lib.options.options_pricing_lib import (
 )
 
 _OKX_OPTION_ERR_ZH: dict[str, str] = {
-    "51008": "资金账户 USDT 可用余额不足",
+    "51008": "可用余额或保证金不足(期权买入请确认交易账户 USDC 足够)",
     "51018": "期权账户不能持有净空头头寸",
     "51019": "期权买入须使用逐仓模式(全仓模式下不能持有多头净头寸)",
 }
 
-_OPTIONS_BALANCE_CACHE: dict[str, Any] = {"updated_at": 0.0, "data": None}
-
-
-def invalidate_options_balance_cache() -> None:
-    _OPTIONS_BALANCE_CACHE["updated_at"] = 0.0
-    _OPTIONS_BALANCE_CACHE["data"] = None
-
 
 def _okx_trade_error_message(exc: BaseException | None = None, resp: Any = None) -> str:
     row: dict[str, Any] | None = None
@@ -51,10 +44,18 @@ def _okx_trade_error_message(exc: BaseException | None = None, resp: Any = None)
                 pass
     if row:
         code = str(row.get("sCode") or "")
+        msg = str(row.get("sMsg") or "").strip()
+        low = msg.lower()
+        if code == "51008":
+            # 勿写死「资金账户 USDT」:期权开仓常因交易户 USDC 不足
+            if "usdc" in low:
+                return "交易账户 USDC 可用余额不足"
+            if "usdt" in low:
+                return "USDT 可用余额不足(期权请先兑成 USDC 并划入交易账户)"
+            return _OKX_OPTION_ERR_ZH["51008"]
         zh = _OKX_OPTION_ERR_ZH.get(code)
         if zh:
             return zh
-        msg = str(row.get("sMsg") or "").strip()
         if msg:
             return msg
     if exc is not None:
@@ -65,6 +66,28 @@ def _okx_trade_error_message(exc: BaseException | None = None, resp: Any = None)
     return "下单失败"
 
 
+_OPTIONS_BALANCE_CACHE: dict[str, Any] = {"updated_at": 0.0, "data": None}
+
+# public/instruments 全族缓存:合约列表变化慢,限频时用旧数据保活
+_OPTION_INSTRUMENTS_CACHE: dict[str, dict[str, Any]] = {}
+_OPTION_INSTRUMENTS_CACHE_LOCK = threading.Lock()
+_OPTION_INSTRUMENTS_CACHE_TTL = 90.0
+_OPTION_INSTRUMENTS_STALE_MAX = 600.0
+
+
+def invalidate_options_balance_cache() -> None:
+    _OPTIONS_BALANCE_CACHE["updated_at"] = 0.0
+    _OPTIONS_BALANCE_CACHE["data"] = None
+
+
+def invalidate_option_instruments_cache(inst_family: str | None = None) -> None:
+    with _OPTION_INSTRUMENTS_CACHE_LOCK:
+        if inst_family:
+            _OPTION_INSTRUMENTS_CACHE.pop(str(inst_family), None)
+        else:
+            _OPTION_INSTRUMENTS_CACHE.clear()
+
+
 def td_mode_for_option_buy(configured: str | None = None) -> str:
     """OKX 买入期权(多头)必须使用逐仓."""
     mode = (configured or "isolated").strip().lower()
@@ -407,25 +430,31 @@ def fetch_option_instrument_meta(ex: ccxt.okx, inst_id: str) -> dict[str, Any] |
     family = inst_family_from_inst_id(inst_id)
     if not family:
         return None
+    # 优先从全族缓存取,避免每选一腿再打 instruments
+    try:
+        cached_rows = fetch_option_instruments(ex, family, allow_stale=True)
+        for r in cached_rows:
+            if isinstance(r, dict) and str(r.get("instId")) == inst_id:
+                return r
+    except Exception:
+        pass
     last_err: BaseException | None = None
-    for attempt in range(3):
+    for attempt in range(2):
         try:
             rows = ex.public_get_public_instruments(
                 {"instType": "OPTION", "instFamily": family, "instId": inst_id}
             ).get("data") or []
             if rows and isinstance(rows[0], dict):
                 return rows[0]
-            rows = ex.public_get_public_instruments(
+            rows = fetch_option_instruments(ex, family, allow_stale=True)
-                {"instType": "OPTION", "instFamily": family}
-            ).get("data") or []
             for r in rows:
                 if isinstance(r, dict) and str(r.get("instId")) == inst_id:
                     return r
             return None
         except Exception as e:
             last_err = e
-            if _is_okx_rate_limit(e) and attempt < 2:
+            if _is_okx_rate_limit(e) and attempt < 1:
-                time.sleep(0.45 * (attempt + 1))
+                time.sleep(1.2)
                 continue
             break
     if last_err is not None and _is_okx_rate_limit(last_err):
@@ -645,11 +674,42 @@ def fetch_index_price(ex: ccxt.okx, uly: str) -> float | None:
 def fetch_option_instruments(
     ex: ccxt.okx,
     inst_family: str,
+    *,
+    force: bool = False,
+    allow_stale: bool = True,
 ) -> list[dict[str, Any]]:
+    """拉取 OPTION instruments;进程内缓存,50011 时回退旧列表."""
+    family = str(inst_family or "").strip()
+    if not family:
+        return []
+    now = time.time()
+    with _OPTION_INSTRUMENTS_CACHE_LOCK:
+        entry = _OPTION_INSTRUMENTS_CACHE.get(family)
+        if (
+            not force
+            and entry is not None
+            and entry.get("rows") is not None
+            and now - float(entry.get("updated_at") or 0) < _OPTION_INSTRUMENTS_CACHE_TTL
+        ):
+            return list(entry["rows"])
+
+    try:
         rows = ex.public_get_public_instruments(
-        {"instType": "OPTION", "instFamily": inst_family}
+            {"instType": "OPTION", "instFamily": family}
         ).get("data") or []
-    return [r for r in rows if isinstance(r, dict) and r.get("state") == "live"]
+        live = [r for r in rows if isinstance(r, dict) and r.get("state") == "live"]
+        with _OPTION_INSTRUMENTS_CACHE_LOCK:
+            _OPTION_INSTRUMENTS_CACHE[family] = {"updated_at": now, "rows": live}
+        return list(live)
+    except Exception as e:
+        if allow_stale:
+            with _OPTION_INSTRUMENTS_CACHE_LOCK:
+                entry = _OPTION_INSTRUMENTS_CACHE.get(family)
+                if entry is not None and entry.get("rows") is not None:
+                    age = now - float(entry.get("updated_at") or 0)
+                    if age <= _OPTION_INSTRUMENTS_STALE_MAX:
+                        return list(entry["rows"])
+        raise
 
 
 def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str, Any]]:
@@ -683,22 +743,26 @@ def build_option_chain(
     max_ms = now_ms + max_dte_days * 86400 * 1000
     instruments_err = ""
     instruments: list[dict[str, Any]] = []
-    for attempt in range(2):
     try:
         instruments = fetch_option_instruments(ex, family)
-            instruments_err = ""
+        if not instruments:
-            if instruments:
+            # 空列表可能是瞬时空;短退避后强制再拉一次(非 50011)
-                break
+            time.sleep(0.5)
+            instruments = fetch_option_instruments(ex, family, force=True)
+        if not instruments:
             instruments_err = "期权合约列表为空"
     except Exception as e:
         instruments = []
         instruments_err = str(e) or e.__class__.__name__
-            if attempt == 0:
+        # 限频:再等一下用 stale/缓存,不要连打
-                time.sleep(0.35)
+        if _is_okx_rate_limit(e):
-                continue
+            time.sleep(1.5)
-            break
+            try:
-        if attempt == 0 and not instruments:
+                instruments = fetch_option_instruments(ex, family, allow_stale=True)
-            time.sleep(0.35)
+                if instruments:
+                    instruments_err = ""
+            except Exception as e2:
+                instruments_err = str(e2) or e2.__class__.__name__
     tickers = fetch_option_tickers(ex, family)
     expiries: dict[str, list[dict[str, Any]]] = {}
     skipped_no_index = 0

lib/hedge_plan/hedge_plan_calc_lib.py

@@ -58,6 +58,42 @@ def option_expiry_pnl(
     return value - float(premium_paid)
 
 
+def spot_from_expiry_intrinsic_profit(
+    *,
+    opt_type: str,
+    strike: float,
+    sheets: float,
+    ct_mult: float,
+    premium_paid: float,
+    profit: float,
+) -> float | None:
+    """按到期实值反推现货价:使该腿到期盈亏 ≈ profit.
+
+    到期价值=实值×张数×乘数;盈亏=价值−权利金 → 实值/币=(profit+权利金)/(张数×乘数).
+    Call: spot=K+实值/币; Put: spot=K−实值/币.
+    """
+    try:
+        k = float(strike)
+        n = float(sheets or 0)
+        ct = float(ct_mult or 0.01)
+        prem = float(premium_paid or 0)
+        pnl = float(profit)
+    except (TypeError, ValueError):
+        return None
+    denom = n * ct
+    if denom <= 0:
+        return None
+    need = (pnl + prem) / denom
+    if need < 0:
+        need = 0.0
+    o = (opt_type or "").strip().upper()
+    if o in ("C", "CALL"):
+        return round(k + need, 2)
+    if o in ("P", "PUT"):
+        return round(k - need, 2)
+    return None
+
+
 def suggest_contracts_from_notional(
     *,
     notional: float,
@@ -447,11 +483,16 @@ def build_options_options_preview(
     target_price: float | None = None,
     target_price_up: float | None = None,
     target_price_down: float | None = None,
+    profit_rr: float | None = None,
     index_px: float,
     leg_a: dict[str, Any],
     leg_b: dict[str, Any],
 ) -> dict[str, Any]:
-    """期期情景:上破/下破目标价 / 到期现价 / 最大保费损耗."""
+    """期期情景:盈亏比达标 / 到期现价 / 最大保费损耗.
+
+    新口径优先 profit_rr(盈利金额/总权利金);若未传则兼容旧上/下破目标价.
+    残值按亏损腿本合约权利金的 20% 计.
+    """
 
     def _leg_pnl(leg: dict[str, Any], spot: float) -> float:
         return option_expiry_pnl(
@@ -463,15 +504,127 @@ def build_options_options_preview(
             premium_paid=float(leg.get("premium_paid") or 0),
         )
 
+    prem_a = float(leg_a.get("premium_paid") or 0)
+    prem_b = float(leg_b.get("premium_paid") or 0)
+    prem = prem_a + prem_b
+    rr = float(profit_rr) if profit_rr is not None else None
+
+    # 新:盈亏比情景(不依赖指数上下破价)
+    if rr is not None and rr > 0:
+        # 盈利腿达 RR:盈利金额 = rr × 总权利金;亏损腿按全亏 / 本合约残值20%回收
+        win_profit = rr * prem
+        a_at_a = win_profit
+        b_at_a_full = -prem_b
+        b_at_a_res = -prem_b * 0.8  # 本合约回收 20%
+        b_at_b = win_profit
+        a_at_b_full = -prem_a
+        a_at_b_res = -prem_a * 0.8
+
+        spot_a = spot_from_expiry_intrinsic_profit(
+            opt_type=str(leg_a.get("opt_type") or ""),
+            strike=float(leg_a["strike"]),
+            sheets=float(leg_a.get("sheets") or 0),
+            ct_mult=float(leg_a.get("ct_mult") or 0.01),
+            premium_paid=prem_a,
+            profit=win_profit,
+        )
+        spot_b = spot_from_expiry_intrinsic_profit(
+            opt_type=str(leg_b.get("opt_type") or ""),
+            strike=float(leg_b["strike"]),
+            sheets=float(leg_b.get("sheets") or 0),
+            ct_mult=float(leg_b.get("ct_mult") or 0.01),
+            premium_paid=prem_b,
+            profit=win_profit,
+        )
+
+        a_flat = _leg_pnl(leg_a, index_px)
+        b_flat = _leg_pnl(leg_b, index_px)
+        flat_total = a_flat + b_flat
+
+        return {
+            "plan_type": "options_options",
+            "premium_paid": round(prem, 6),
+            "profit_rr": rr,
+            "target_price": None,
+            "target_price_up": None,
+            "target_price_down": None,
+            "winner_at_up": "a",
+            "winner_at_down": "b",
+            "winner_at_target": "a",
+            "scenarios": [
+                {
+                    "id": "rr_leg_a_full",
+                    "label": f"腿A达盈亏比{rr:g}(亏腿全损)",
+                    "spot": spot_a,
+                    "leg_a_pnl": round(a_at_a, 4),
+                    "leg_b_pnl": round(b_at_a_full, 4),
+                    "total": round(a_at_a + b_at_a_full, 4),
+                    "note": "现货=到期实值反推;盈利=总权利金×盈亏比;亏腿本合约全亏",
+                },
+                {
+                    "id": "rr_leg_b_full",
+                    "label": f"腿B达盈亏比{rr:g}(亏腿全损)",
+                    "spot": spot_b,
+                    "leg_a_pnl": round(a_at_b_full, 4),
+                    "leg_b_pnl": round(b_at_b, 4),
+                    "total": round(a_at_b_full + b_at_b, 4),
+                    "note": "现货=到期实值反推;盈利=总权利金×盈亏比;亏腿本合约全亏",
+                },
+                {
+                    "id": "rr_leg_a_residual",
+                    "label": f"腿A达盈亏比{rr:g}(亏腿残值20%)",
+                    "spot": spot_a,
+                    "leg_a_pnl": round(a_at_a, 4),
+                    "leg_b_pnl": round(b_at_a_res, 4),
+                    "total": round(a_at_a + b_at_a_res, 4),
+                    "note": "现货同腿A达标反推;亏腿买一回收约本合约权利金20%",
+                },
+                {
+                    "id": "expiry_flat",
+                    "label": "到期·现价",
+                    "spot": index_px,
+                    "leg_a_pnl": round(a_flat, 4),
+                    "leg_b_pnl": round(b_flat, 4),
+                    "total": round(flat_total, 4),
+                    "note": "无盈利则记总亏损结束" if flat_total <= 0 else "到期仍可能有净值",
+                },
+                {
+                    "id": "max_premium_loss",
+                    "label": "最大保费损耗",
+                    "spot": None,
+                    "leg_a_pnl": round(-prem_a, 4),
+                    "leg_b_pnl": round(-prem_b, 4),
+                    "total": round(-prem, 4),
+                    "note": "双腿权利金全部损失",
+                },
+            ],
+            "summary": {
+                "profit_rr": rr,
+                "spot_at_rr_a": spot_a,
+                "spot_at_rr_b": spot_b,
+                "at_rr_a_full_total": round(a_at_a + b_at_a_full, 4),
+                "at_rr_b_full_total": round(a_at_b_full + b_at_b, 4),
+                "at_rr_a_residual_total": round(a_at_a + b_at_a_res, 4),
+                "at_target_up_total": round(a_at_a + b_at_a_full, 4),
+                "at_target_down_total": round(a_at_b_full + b_at_b, 4),
+                "at_target_total": round(a_at_a + b_at_a_full, 4),
+                "expiry_flat_total": round(flat_total, 4),
+                "premium_paid": round(prem, 6),
+                "expiry_is_loss": flat_total <= 0,
+                "rr_risk_premium": round(prem, 6),
+                "rr_at_up": round((a_at_a + b_at_a_full) / prem, 4) if prem > 0 else None,
+                "rr_at_down": round((a_at_b_full + b_at_b) / prem, 4) if prem > 0 else None,
+            },
+        }
+
     # 兼容旧单目标:若未传上下目标则用 target_price 填两边
     up = target_price_up if target_price_up is not None else target_price
     down = target_price_down if target_price_down is not None else target_price
     if up is None or down is None:
-        raise ValueError("缺少上破/下破目标价")
+        raise ValueError("缺少盈亏比或上破/下破目标价")
     up_f = float(up)
     down_f = float(down)
 
-    prem = float(leg_a.get("premium_paid") or 0) + float(leg_b.get("premium_paid") or 0)
     a_up = _leg_pnl(leg_a, up_f)
     b_up = _leg_pnl(leg_b, up_f)
     at_up = a_up + b_up
@@ -528,8 +681,8 @@ def build_options_options_preview(
                 "id": "max_premium_loss",
                 "label": "最大保费损耗",
                 "spot": None,
-                "leg_a_pnl": round(-float(leg_a.get("premium_paid") or 0), 4),
+                "leg_a_pnl": round(-prem_a, 4),
-                "leg_b_pnl": round(-float(leg_b.get("premium_paid") or 0), 4),
+                "leg_b_pnl": round(-prem_b, 4),
                 "total": round(-prem, 4),
                 "note": "双腿权利金全部损失",
             },

lib/hedge_plan/hedge_plan_db.py

@@ -72,7 +72,9 @@ def init_hedge_plan_tables(conn: sqlite3.Connection) -> None:
     )
     _ensure_column(conn, "hedge_plans", "target_price_up", "REAL")
     _ensure_column(conn, "hedge_plans", "target_price_down", "REAL")
-    # close_all=盈利腿平后清残腿;hold_expiry=残腿持有至到期(现状)
+    # 期期出场:盈利金额/总权利金(默认2);有值则走盈亏比监控,旧单仍用上/下破价
+    _ensure_column(conn, "hedge_plans", "profit_rr", "REAL")
+    # close_all=残值平(本合约权利金≤20%且有买一);hold_expiry=残腿持有至到期
     _ensure_column(conn, "hedge_plans", "oo_close_mode", "TEXT")
     # 永期「以期权为主」
     _ensure_column(conn, "hedge_plans", "option_primary", "INTEGER")
@@ -264,7 +266,7 @@ def attach_legs_to_plans(conn: sqlite3.Connection, plans: list[dict[str, Any]])
 
 
 def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
-    """返回由进行中「期期对冲」托管的期权目标位，仅供期权页只读展示。
+    """返回由进行中「期期对冲」托管的期权目标，仅供期权页只读展示。
 
     这些目标由 hedge_plan_monitor_lib 执行，绝不能写入 options_target_monitors，
     否则两套监控会同时尝试平掉同一条期权腿。
@@ -272,7 +274,7 @@ def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[s
     rows = conn.execute(
         """
         SELECT p.id AS plan_id, p.underlying, p.target_price_up, p.target_price_down,
-               l.inst_id, l.opt_type
+               p.profit_rr, l.inst_id, l.opt_type
         FROM hedge_plans p
         JOIN hedge_plan_legs l ON l.plan_id = p.id
         WHERE p.plan_type = 'options_options'
@@ -288,9 +290,24 @@ def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[s
         row = dict(raw)
         inst_id = str(row.get("inst_id") or "")
         opt_type = str(row.get("opt_type") or "").upper()
+        if not inst_id or inst_id in out:
+            continue
+        profit_rr = _sf(row.get("profit_rr"))
+        if profit_rr is not None and profit_rr > 0:
+            out[inst_id] = {
+                "plan_id": int(row["plan_id"]),
+                "inst_id": inst_id,
+                "underlying": row.get("underlying"),
+                "opt_type": opt_type,
+                "profit_rr": profit_rr,
+                "target_index": None,
+                "exit_mode": "profit_rr",
+                "managed_by": "hedge_plan",
+            }
+            continue
         target = row.get("target_price_up") if opt_type == "C" else row.get("target_price_down")
         target_f = _sf(target)
-        if not inst_id or target_f is None or target_f <= 0 or inst_id in out:
+        if target_f is None or target_f <= 0:
             continue
         out[inst_id] = {
             "plan_id": int(row["plan_id"]),

lib/hedge_plan/hedge_plan_monitor_lib.py

@@ -173,11 +173,11 @@ def _notify_end_reload(cfg: dict[str, Any], conn: Any, plan_id: int) -> None:
 
 
 def resolve_oo_rest_close_mode(plan: dict[str, Any]) -> str:
-    """盈利腿平后另一腿:close_all(全平) / hold_expiry(到期平).
+    """盈利腿平后另一腿:close_all(残值平) / hold_expiry(到期平).
 
     - 方案C关闭 → 强制到期平
     - 计划未写 oo_close_mode(旧单) → 到期平,避免误清残腿
-    - 新开仓默认写入 close_all
+    - 新开仓默认写入 close_all(残值平:权利金≤初始20%且有买一)
     """
     if not _env_bool("HEDGE_PLAN_OO_CLOSE_MODE_ENABLED", True):
         return "hold_expiry"
@@ -190,6 +190,12 @@ def resolve_oo_rest_close_mode(plan: dict[str, Any]) -> str:
     return "close_all"
 
 
+# 期期亏损腿残值平:当前买一回收 ≤ 本合约初始权利金 × 该比例
+OO_LOSS_LEG_RESIDUAL_RATIO = 0.20
+# 期期默认盈亏比:盈利金额 / 总权利金
+OO_DEFAULT_PROFIT_RR = 2.0
+
+
 def _oo_option_legs(legs: list[dict[str, Any]], *, statuses: tuple[str, ...]) -> list[dict[str, Any]]:
     out = []
     for x in legs:
@@ -200,6 +206,63 @@ def _oo_option_legs(legs: list[dict[str, Any]], *, statuses: tuple[str, ...]) ->
     return out
 
 
+def _oo_quote_bid(cfg: dict[str, Any], inst_id: str) -> tuple[Optional[float], Optional[float]]:
+    quote_fn = cfg.get("quote_option_contract")
+    ex_opt = cfg.get("exchange_options")
+    if not callable(quote_fn) or ex_opt is None or not inst_id:
+        return None, None
+    try:
+        q = quote_fn(ex_opt, inst_id)
+        if not q.get("ok"):
+            return None, None
+        return _sf(q.get("bid")), _sf(q.get("bid_sz"))
+    except Exception:
+        return None, None
+
+
+def _oo_leg_mark_value(leg: dict[str, Any], bid: Optional[float]) -> Optional[float]:
+    """买一可回收金额(USDC)= bid × 张数 × ct_mult."""
+    b = _sf(bid)
+    if b is None or b < 0:
+        return None
+    sheets = float(leg.get("size") or 1)
+    ct = float(leg.get("ct_mult") or 0.01)
+    return float(b) * sheets * ct
+
+
+def _oo_plan_premium_total(plan: dict[str, Any], legs: list[dict[str, Any]]) -> float:
+    """双腿总权利金:优先计划字段,否则对期权腿 premium 求和."""
+    total = _sf(plan.get("premium_total"))
+    if total is not None and total > 0:
+        return float(total)
+    s = 0.0
+    for leg in legs:
+        if not str(leg.get("leg_role") or "").startswith("option"):
+            continue
+        s += float(leg.get("premium") or 0)
+    return s
+
+
+def _oo_leg_profit_rr(
+    leg: dict[str, Any], bid: Optional[float], *, total_premium: float
+) -> Optional[float]:
+    """盈亏比 = 该腿盈利金额 / 总权利金;盈利金额 = 买一回收 − 本腿权利金."""
+    if total_premium <= 0:
+        return None
+    leg_prem = float(leg.get("premium") or 0)
+    value = _oo_leg_mark_value(leg, bid)
+    if value is None:
+        return None
+    return (value - leg_prem) / total_premium
+
+
+def _oo_resolve_profit_rr(plan: dict[str, Any]) -> Optional[float]:
+    rr = _sf(plan.get("profit_rr"))
+    if rr is not None and rr > 0:
+        return rr
+    return None
+
+
 def _finalize_oo_all_closed(
     cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]], *, reason: str
 ) -> dict[str, Any]:
@@ -985,7 +1048,12 @@ def _estimate_leg_close_pnl(leg: dict[str, Any], idx: Optional[float], bid: Opti
 def _tick_oo_close_rest(
     cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
 ) -> Optional[dict[str, Any]]:
-    """盈利腿已平后:全平模式清残腿(无2×门控,买一失败则下轮重试)."""
+    """盈利腿已平后:残值平模式清亏损腿.
+
+    条件:买一回收 ≤ 本合约初始权利金×20%,且买一有流动性;失败或未达条件则下轮重试.
+    """
+    from lib.hedge_plan.hedge_plan_option_primary_lib import option_bid_liquidity_ok
+
     if resolve_oo_rest_close_mode(plan) != "close_all":
         return None
     open_legs = _oo_option_legs(legs, statuses=("open",))
@@ -998,6 +1066,7 @@ def _tick_oo_close_rest(
         "target_win_leg",
         "target_up_win_leg",
         "target_down_win_leg",
+        "profit_rr_win_leg",
         "oo_rest_closing",
         "",
     )
@@ -1008,23 +1077,45 @@ def _tick_oo_close_rest(
 
     idx = _index_px(cfg, str(plan.get("underlying") or "ETH"))
     acted = False
+    waiting = False
     for leg in list(open_legs):
-        close_r = _sell_option(
+        inst_id = str(leg.get("inst_id") or "")
-            cfg, inst_id=str(leg.get("inst_id") or ""), sheets=float(leg.get("size") or 1)
+        sheets = float(leg.get("size") or 1)
-        )
+        premium = float(leg.get("premium") or 0)
+        bid, bid_sz = _oo_quote_bid(cfg, inst_id)
+        value = _oo_leg_mark_value(leg, bid)
+        # 残值门槛:相对本合约初始权利金,买一回收须 ≤ 20%
+        if premium > 0:
+            if value is None:
+                waiting = True
+                continue
+            if value > premium * OO_LOSS_LEG_RESIDUAL_RATIO + 1e-12:
+                waiting = True
+                continue
+        liq_ok, liq_msg = option_bid_liquidity_ok(bid, bid_sz, need_sheets=sheets)
+        if not liq_ok:
+            waiting = True
+            update_plan(conn, int(plan["id"]), close_reason="oo_rest_closing")
+            return {
+                "plan_id": plan["id"],
+                "msg": "残值平等待买一流动性",
+                "detail": liq_msg,
+                "waiting": True,
+            }
+        close_r = _sell_option(cfg, inst_id=inst_id, sheets=sheets)
         if not close_r.get("ok"):
             notify_hedge(
                 cfg,
                 build_hedge_alert_message(
-                    title="期期全平·残腿平仓失败(将重试)",
+                    title="期期残值平·亏损腿平仓失败(将重试)",
                     plan_id=plan.get("id"),
                     detail=str(close_r.get("msg") or close_r),
                 ),
             )
             update_plan(conn, int(plan["id"]), close_reason="oo_rest_closing")
             return {"plan_id": plan["id"], "msg": "残腿平仓失败", "close": close_r, "retry": True}
-        bid = _sf(close_r.get("bid"))
+        bid_fill = _sf(close_r.get("bid")) or bid
-        est = _estimate_leg_close_pnl(leg, idx, bid)
+        est = _estimate_leg_close_pnl(leg, idx, bid_fill)
         pnl = _option_leg_pnl_after_close(cfg, leg, fallback=est)
         conn.execute(
             "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
@@ -1035,6 +1126,9 @@ def _tick_oo_close_rest(
         acted = True
 
     if not acted:
+        if waiting:
+            update_plan(conn, int(plan["id"]), close_reason="oo_rest_closing")
+            return {"plan_id": plan["id"], "msg": "残值平等待本合约权利金≤20%", "waiting": True}
         return None
     legs2 = get_plan_legs(conn, int(plan["id"]))
     still_open = _oo_option_legs(legs2, statuses=("open", "hold_to_expiry"))
@@ -1046,10 +1140,126 @@ def _tick_oo_close_rest(
     )
 
 
+def _after_oo_winner_closed(
+    cfg: dict[str, Any],
+    conn: Any,
+    plan: dict[str, Any],
+    open_legs: list[dict[str, Any]],
+    best: dict[str, Any],
+    *,
+    reason: str,
+    extra: Optional[dict[str, Any]] = None,
+) -> dict[str, Any]:
+    """盈利腿已平后:残值平同轮尝试 / 到期平标记 hold_to_expiry."""
+    rest_mode = resolve_oo_rest_close_mode(plan)
+    update_plan(conn, int(plan["id"]), close_reason=reason)
+    mid = dict(plan)
+    mid["close_reason"] = reason
+    mid["status"] = "active"
+    mid["oo_close_mode"] = rest_mode
+    notify_plan_end(cfg, conn, mid)
+
+    out: dict[str, Any] = {
+        "plan_id": plan["id"],
+        "close_reason": reason,
+        "closed_leg": best.get("id"),
+        "oo_close_mode": rest_mode,
+    }
+    if extra:
+        out.update(extra)
+
+    if rest_mode == "close_all":
+        legs2 = get_plan_legs(conn, int(plan["id"]))
+        rest = _tick_oo_close_rest(cfg, conn, mid, legs2)
+        if rest:
+            out["rest"] = rest
+        return out
+
+    for leg in open_legs:
+        if int(leg.get("id") or 0) == int(best.get("id") or 0):
+            continue
+        conn.execute(
+            "UPDATE hedge_plan_legs SET status=? WHERE id=?",
+            ("hold_to_expiry", leg["id"]),
+        )
+    return out
+
+
+def _tick_oo_profit_rr(
+    cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]], *, rr_target: float
+) -> Optional[dict[str, Any]]:
+    """期期:任一开仓腿盈亏比(该腿盈利金额/总权利金)达目标 → 平盈利腿."""
+    if not _env_bool("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", True):
+        return None
+    open_legs = _oo_option_legs(legs, statuses=("open",))
+    if len(open_legs) < 2:
+        return None
+    total_prem = _oo_plan_premium_total(plan, legs)
+    if total_prem <= 0:
+        return None
+
+    ranked: list[tuple[float, float, dict[str, Any]]] = []
+    for leg in open_legs:
+        bid, _bid_sz = _oo_quote_bid(cfg, str(leg.get("inst_id") or ""))
+        rr = _oo_leg_profit_rr(leg, bid, total_premium=total_prem)
+        if rr is None:
+            continue
+        value = _oo_leg_mark_value(leg, bid) or 0.0
+        premium = float(leg.get("premium") or 0)
+        pnl = value - premium
+        ranked.append((rr, pnl, leg))
+    if not ranked:
+        return None
+    ranked.sort(key=lambda x: x[0], reverse=True)
+    best_rr, best_pnl, best = ranked[0]
+    if best_rr + 1e-12 < float(rr_target) or best_pnl <= 0:
+        return None
+
+    close_r = _sell_option(
+        cfg, inst_id=str(best.get("inst_id") or ""), sheets=float(best.get("size") or 1)
+    )
+    if not close_r.get("ok"):
+        notify_hedge(
+            cfg,
+            build_hedge_alert_message(
+                title="期期平盈利腿失败",
+                plan_id=plan.get("id"),
+                detail=str(close_r.get("msg") or close_r),
+            ),
+        )
+        return {"plan_id": plan["id"], "msg": "平盈利腿失败", "close": close_r}
+
+    reason = "profit_rr_win_leg"
+    closed_pnl = _option_leg_pnl_after_close(cfg, best, fallback=float(best_pnl))
+    conn.execute(
+        "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
+        ("closed", reason, _now(), closed_pnl, best["id"]),
+    )
+    idx = _index_px(cfg, str(plan.get("underlying") or "ETH"))
+    return _after_oo_winner_closed(
+        cfg,
+        conn,
+        plan,
+        open_legs,
+        best,
+        reason=reason,
+        extra={
+            "profit_rr": best_rr,
+            "rr_target": float(rr_target),
+            "total_premium": total_prem,
+            "index": idx,
+        },
+    )
+
+
 def _tick_oo_target(
     cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
 ) -> Optional[dict[str, Any]]:
-    """期期:触及上破或下破目标价时平盈利腿;按平仓模式处理另一腿."""
+    """期期:优先按盈亏比平盈利腿;旧单无 profit_rr 时回退上/下破目标价."""
+    rr_target = _oo_resolve_profit_rr(plan)
+    if rr_target is not None:
+        return _tick_oo_profit_rr(cfg, conn, plan, legs, rr_target=rr_target)
+
     idx = _index_px(cfg, str(plan.get("underlying") or "ETH"))
     if idx is None:
         return None
@@ -1065,10 +1275,8 @@ def _tick_oo_target(
         return None
 
     hit_side: Optional[str] = None
-    # 上破:现价接近或超过上破目标
     if up is not None and idx >= up * 0.998:
         hit_side = "up"
-    # 下破:现价接近或低于下破目标
     elif down is not None and idx <= down * 1.002:
         hit_side = "down"
     if not hit_side:
@@ -1102,52 +1310,20 @@ def _tick_oo_target(
         )
         return {"plan_id": plan["id"], "msg": "平盈利腿失败", "close": close_r}
     reason = "target_up_win_leg" if hit_side == "up" else "target_down_win_leg"
-    # 选腿用内在估算;落库优先交易所已实现盈亏
     closed_pnl = _option_leg_pnl_after_close(cfg, best, fallback=float(best_pnl))
     conn.execute(
         "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
         ("closed", reason, _now(), closed_pnl, best["id"]),
     )
-    rest_mode = resolve_oo_rest_close_mode(plan)
+    return _after_oo_winner_closed(
-    update_plan(conn, int(plan["id"]), close_reason=reason)
+        cfg,
-    mid = dict(plan)
+        conn,
-    mid["close_reason"] = reason
+        plan,
-    mid["status"] = "active"
+        open_legs,
-    mid["oo_close_mode"] = rest_mode
+        best,
-    notify_plan_end(cfg, conn, mid)
+        reason=reason,
-
+        extra={"hit_side": hit_side, "index": idx},
-    # 全平:同轮尝试清残腿;失败则下轮 _tick_oo_close_rest 重试
-    if rest_mode == "close_all":
-        legs2 = get_plan_legs(conn, int(plan["id"]))
-        rest = _tick_oo_close_rest(cfg, conn, mid, legs2)
-        out = {
-            "plan_id": plan["id"],
-            "close_reason": reason,
-            "hit_side": hit_side,
-            "closed_leg": best.get("id"),
-            "index": idx,
-            "oo_close_mode": rest_mode,
-        }
-        if rest:
-            out["rest"] = rest
-        return out
-
-    # 到期平:显式标记残腿 hold_to_expiry
-    for leg in open_legs:
-        if int(leg.get("id") or 0) == int(best.get("id") or 0):
-            continue
-        conn.execute(
-            "UPDATE hedge_plan_legs SET status=? WHERE id=?",
-            ("hold_to_expiry", leg["id"]),
     )
-    return {
-        "plan_id": plan["id"],
-        "close_reason": reason,
-        "hit_side": hit_side,
-        "closed_leg": best.get("id"),
-        "index": idx,
-        "oo_close_mode": rest_mode,
-    }
 
 
 def _tick_oo_expiry(

lib/hedge_plan/hedge_plan_notify_lib.py

@@ -45,6 +45,15 @@ def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[
                 f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
             ]
         )
+    else:
+        rr = plan.get("profit_rr")
+        if rr not in (None, ""):
+            lines.extend(
+                [
+                    f"🎯 盈亏比:{_fmt(rr)} (盈利金额/总权利金)",
+                    f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
+                ]
+            )
         else:
             lines.extend(
                 [
@@ -81,8 +90,9 @@ def build_hedge_end_message(plan: dict[str, Any]) -> str:
         "target_win_leg": "期期已平盈利腿(中间态)",
         "target_up_win_leg": "期期上破·已平盈利腿",
         "target_down_win_leg": "期期下破·已平盈利腿",
-        "oo_rest_closing": "期期全平·清残腿中",
+        "profit_rr_win_leg": "期期盈亏比达标·已平盈利腿",
-        "oo_rest_closed": "期期全平·两腿已平",
+        "oo_rest_closing": "期期残值平·清亏损腿中",
+        "oo_rest_closed": "期期残值平·两腿已平",
         "oo_expiry_loss": "期期到期无盈利·总亏损",
         "oo_expiry_win": "期期到期仍盈利",
         "expiry": "到期收口",
@@ -152,25 +162,37 @@ def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> boo
         "target_win_leg",
         "target_up_win_leg",
         "target_down_win_leg",
+        "profit_rr_win_leg",
         "oo_rest_closing",
     ) and (plan.get("status") or "") != "closed":
-        side = "上破" if "up" in str(plan.get("close_reason")) else (
+        cr = str(plan.get("close_reason") or "")
-            "下破" if "down" in str(plan.get("close_reason")) else "目标价"
+        if "profit_rr" in cr:
-        )
+            side = "盈亏比达标"
+        elif "up" in cr:
+            side = "上破"
+        elif "down" in cr:
+            side = "下破"
+        else:
+            side = "目标"
         mode = (plan.get("oo_close_mode") or "").strip().lower()
-        if mode in ("close_all", "全平"):
+        if mode in ("close_all", "全平", "残值平"):
-            rest_txt = "另一腿将全平(买一清残腿,无2×门控,失败重试)"
+            rest_txt = "另一腿残值平(本合约权利金≤20%且有买一,失败重试)"
         else:
             rest_txt = "另一腿到期平(持有至到期结算)"
+        rr = plan.get("profit_rr")
+        if rr not in (None, ""):
+            detail = f"盈亏比 {_fmt(rr)} (盈利金额/总权利金)"
+        else:
+            detail = (
+                f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
+                f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
+            )
         notify_hedge(
             cfg,
             build_hedge_alert_message(
                 title=f"期期{side}已平盈利腿 · {rest_txt}",
                 plan_id=plan.get("id"),
-                detail=(
+                detail=detail,
-                    f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                    f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
-                ),
             ),
         )
         return True

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -1146,6 +1146,16 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
         b = body.get("leg_b") or {}
         if not a.get("inst_id") or not b.get("inst_id"):
             return "请选用两条期权腿"
+        rr_raw = body.get("profit_rr")
+        if rr_raw not in (None, ""):
+            try:
+                rr = float(rr_raw)
+            except (TypeError, ValueError):
+                return "盈亏比无效"
+            if rr <= 0:
+                return "盈亏比须大于0"
+        else:
+            # 兼容旧上/下破
             up = body.get("target_price_up")
             down = body.get("target_price_down")
             legacy = body.get("target_price")
@@ -1154,7 +1164,7 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
             if down in (None, "") and legacy not in (None, ""):
                 down = legacy
             if up in (None, "") or down in (None, ""):
-            return "请填写上破与下破目标价"
+                return "请填写盈亏比"
             try:
                 if float(up) <= float(down):
                     return "上破目标价必须大于下破目标价"
@@ -1179,11 +1189,6 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
             return {"opt_type": opt_type, "strike": strike}
 
         index_px = body.get("index_px")
-        if index_px in (None, ""):
-            try:
-                index_px = (float(up) + float(down)) / 2.0
-            except (TypeError, ValueError):
-                index_px = None
         money_err = validate_oo_legs_moneyness(
             _leg_for_money(a),
             _leg_for_money(b),

lib/hedge_plan/hedge_plan_register.py

@@ -537,27 +537,36 @@ def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
         premium = (float(a.get("premium") or 0) if a_ok else 0.0) + (
             float(b.get("premium") or 0) if b_ok else 0.0
         )
+        rr_raw = body.get("profit_rr")
+        try:
+            profit_rr = float(rr_raw) if rr_raw not in (None, "") else 2.0
+        except (TypeError, ValueError):
+            profit_rr = 2.0
+        if profit_rr <= 0:
+            profit_rr = 2.0
+        # 旧字段兼容:不再要求上/下破;有传则原样落库
+        def _opt_float(key: str, *alts: str) -> float | None:
+            for k in (key, *alts):
+                v = body.get(k)
+                if v not in (None, ""):
+                    try:
+                        return float(v)
+                    except (TypeError, ValueError):
+                        continue
+            return None
+
+        up_f = _opt_float("target_price_up", "target_price")
+        down_f = _opt_float("target_price_down", "target_price")
         plan_id = insert_plan(
             conn,
             {
                 "plan_type": "options_options",
                 "status": "partial" if is_partial else "active",
                 "underlying": str(body.get("underlying") or "ETH").upper(),
-                "target_price": float(
+                "target_price": up_f,
-                    body.get("target_price_up")
+                "target_price_up": up_f,
-                    or body.get("target_price")
+                "target_price_down": down_f,
-                    or 0
+                "profit_rr": profit_rr,
-                ),
-                "target_price_up": float(
-                    body.get("target_price_up")
-                    or body.get("target_price")
-                    or 0
-                ),
-                "target_price_down": float(
-                    body.get("target_price_down")
-                    or body.get("target_price")
-                    or 0
-                ),
                 "sizing_mode_at_open": load_position_sizing_mode(),
                 "premium_total": premium,
                 "oo_close_mode": _normalize_oo_close_mode(body.get("oo_close_mode")),
@@ -1238,6 +1247,12 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
 def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
     from lib.hedge_plan.hedge_plan_moneyness_lib import validate_oo_legs_moneyness
 
+    rr_raw = body.get("profit_rr")
+    profit_rr = None
+    if rr_raw not in (None, ""):
+        profit_rr = float(rr_raw)
+        if profit_rr <= 0:
+            raise ValueError("盈亏比须大于0")
     up = body.get("target_price_up")
     down = body.get("target_price_down")
     legacy = body.get("target_price")
@@ -1245,13 +1260,19 @@ def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
         up = legacy
     if down in (None, "") and legacy not in (None, ""):
         down = legacy
-    if up in (None, "") or down in (None, ""):
+    if profit_rr is None and (up in (None, "") or down in (None, "")):
-        raise ValueError("请填写上破与下破目标价")
+        raise ValueError("请填写盈亏比")
-    up_f = float(up)
+    up_f = float(up) if up not in (None, "") else None
-    down_f = float(down)
+    down_f = float(down) if down not in (None, "") else None
-    if up_f <= down_f:
+    if profit_rr is None and up_f is not None and down_f is not None and up_f <= down_f:
         raise ValueError("上破目标价必须大于下破目标价")
-    index_px = float(body.get("index_px") or ((up_f + down_f) / 2))
+    index_px = body.get("index_px")
+    if index_px in (None, ""):
+        if up_f is not None and down_f is not None:
+            index_px = (up_f + down_f) / 2
+        else:
+            raise ValueError("缺少指数价格")
+    index_px = float(index_px)
     leg_a = body.get("leg_a") or {}
     leg_b = body.get("leg_b") or {}
     for name, leg in (("leg_a", leg_a), ("leg_b", leg_b)):
@@ -1269,6 +1290,7 @@ def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
     if money_err:
         raise ValueError(money_err)
     return build_options_options_preview(
+        profit_rr=profit_rr,
         target_price_up=up_f,
         target_price_down=down_f,
         index_px=index_px,

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -213,7 +213,7 @@
           <div class="tip-collapse-body rule-tip">
             <p><strong>账户</strong>：两腿都在<strong>期权账户</strong>。可用预算 = min(交易 USDC × 对冲缓冲 <strong id="hp-oo-buf-ratio">{{ '%.2f'|format(hedge_plan_budget_buffer|default(0.95)|float) }}</strong>, 单笔预算);可在 env「对冲预算缓冲比例」改。</p>
             <p><strong>下单</strong>：选 Call + Put 后「计算」再「启动」。启动会再拉卖一并按最新价重算张数,IOC 完全成交才算成功;资金不足可在右侧划转。</p>
-            <p><strong>板块</strong>：左填上破/下破与张数模式(同张数/做多/做空);右 T 型选腿。<strong>两腿仅允许平值或虚值</strong>(禁实值)。「全平」= 盈利腿平后清另一腿;「到期平」= 另一腿持有至到期。</p>
+            <p><strong>板块</strong>：左填<strong>盈亏比</strong>(盈利金额÷总权利金,默认2)与张数模式(同张数/做多/做空);右 T 型选腿。<strong>两腿仅允许平值或虚值</strong>(禁实值)。出场:盈利腿达盈亏比即平;亏损腿「残值平」=本合约权利金跌至20%且有买一时平,「到期平」=持有至到期。</p>
           </div>
         </details>
         <div class="form-row hp-uly-row">
@@ -221,8 +221,7 @@
           <button type="button" class="btn-secondary hp-uly-btn-oo" data-uly="BTC">BTC</button>
         </div>
         <div class="form-row hp-target-row hp-oo-target-row">
-          <label>上破目标 <input type="number" step="any" id="hp-target-up" placeholder="向上突破" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
+          <label title="盈利金额 / 总权利金">盈亏比 <input type="number" step="0.1" min="0.1" id="hp-profit-rr" value="2" placeholder="默认2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
-          <label>下破目标 <input type="number" step="any" id="hp-target-down" placeholder="向下突破" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
           <span id="hp-oo-index" class="hp-oo-index" aria-live="polite">指数 —</span>
         </div>
         <div class="hp-oo-controls">
@@ -237,7 +236,7 @@
           <div class="hp-oo-ctrl" id="hp-oo-close-mode-row">
             <span class="hp-oo-ctrl-lab" title="仅控制盈利腿平掉后的另一腿">平仓</span>
             <div class="hp-oo-seg" role="group" aria-label="平仓模式">
-              <button type="button" class="btn-secondary hp-oo-close-mode is-selected" data-oo-close="close_all" title="盈利腿平后立刻买一清另一腿(无2×,失败重试)"><span class="hp-oo-check" aria-hidden="true">✓</span>全平</button>
+              <button type="button" class="btn-secondary hp-oo-close-mode is-selected" data-oo-close="close_all" title="盈利腿平后:亏损腿本合约权利金跌至20%且有买一时平掉(失败重试)"><span class="hp-oo-check" aria-hidden="true">✓</span>残值平</button>
               <button type="button" class="btn-secondary hp-oo-close-mode" data-oo-close="hold_expiry" title="盈利腿平后另一腿持有至到期"><span class="hp-oo-check" aria-hidden="true">✓</span>到期平</button>
             </div>
           </div>

lib/instance/instance_dashboard_lib.py

@@ -121,20 +121,40 @@ def _resolve_options_source(conn, inst_id: str) -> tuple[str, str, int | None]:
     return default
 
 
+def _format_profit_exit_mult(mult: Any) -> str:
+    try:
+        n = float(mult)
+    except (TypeError, ValueError):
+        return "1倍"
+    if n <= 0:
+        return "1倍"
+    if abs(n - round(n)) < 1e-9:
+        return f"{int(round(n))}倍"
+    return f"{n:g}倍"
+
+
 def _format_options_target(p: dict[str, Any]) -> str:
     hedge = p.get("hedge_plan_target") if isinstance(p.get("hedge_plan_target"), dict) else None
     opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
     if hedge:
+        rr = _safe_float(hedge.get("profit_rr"))
+        pid = hedge.get("plan_id")
+        if rr is not None and rr > 0:
+            return f"对冲#{pid} 盈亏比 {rr:g}" if pid is not None else f"盈亏比 {rr:g}"
         ot = str(hedge.get("opt_type") or opt_type).upper()
         side = "Put ≤" if ot == "P" else "Call ≥"
         tgt = _safe_float(hedge.get("target_index"))
-        pid = hedge.get("plan_id")
         if tgt is not None:
             return f"对冲#{pid} {side} {tgt:g}" if pid is not None else f"{side} {tgt:g}"
+    parts: list[str] = []
     tgt = _safe_float(p.get("target_index"))
     if tgt is not None and tgt > 0:
         side = "Put ≤" if opt_type == "P" else "Call ≥"
-        return f"{side} {tgt:g}"
+        parts.append(f"{side} {tgt:g}")
+    if p.get("profit_exit_enabled"):
+        parts.append(_format_profit_exit_mult(p.get("profit_exit_mult")))
+    if parts:
+        return " · ".join(parts)
     return "—"
 
 
@@ -350,11 +370,39 @@ def collect_options_items(
         raw = fetch_options_positions() or []
     except Exception:
         return []
+    pe_map: dict[str, dict[str, Any]] = {}
+    tgt_map: dict[str, dict[str, Any]] = {}
+    hedge_map: dict[str, dict[str, Any]] = {}
+    if conn is not None:
+        try:
+            from lib.options.options_profit_exit_lib import profit_exit_by_inst
+            from lib.options.options_target_lib import targets_by_inst
+            from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
+
+            pe_map = profit_exit_by_inst(conn)
+            tgt_map = targets_by_inst(conn)
+            hedge_map = active_options_targets_by_inst(conn)
+        except Exception:
+            pe_map, tgt_map, hedge_map = {}, {}, {}
     out: list[dict[str, Any]] = []
     for p in raw:
         if not isinstance(p, dict):
             continue
-        out.append(_format_options_item(p, conn=conn))
+        row = dict(p)
+        inst = str(row.get("inst_id") or row.get("instId") or "").strip()
+        mon = tgt_map.get(inst)
+        if mon:
+            row["target_index"] = mon.get("target_index")
+        pe = pe_map.get(inst)
+        if pe:
+            row["profit_exit_enabled"] = pe.get("profit_exit_enabled")
+            row["profit_exit_mult"] = pe.get("profit_exit_mult")
+        hedge = hedge_map.get(inst)
+        if hedge:
+            row["hedge_plan_target"] = hedge
+            if not mon:
+                row["target_index"] = hedge.get("target_index")
+        out.append(_format_options_item(row, conn=conn))
     return out
 
 

lib/instance/templates/embed_shell.html

@@ -8,7 +8,7 @@
     <link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
     <link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
     <link rel="stylesheet" href="/static/instance_page.css?v=13">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=114">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=117">
     <script src="/static/account_risk_badge.js?v=4"></script>
     <script src="/static/open_submit_gate.js?v=1"></script>
     <meta name="theme-color" content="#0b0d14">
@@ -170,7 +170,7 @@ const ORDER_ENTRY_MODEL_CODE_TO_CATEGORY = {{ entry_model_code_to_category | toj
 <script>
 window.__INSTANCE_DISPLAY__ = {{ display | tojson }};
 </script>
-<script src="/static/instance_settings_prefs.js?v=19"></script>
+<script src="/static/instance_settings_prefs.js?v=21"></script>
 <script src="/static/instance_live.js?v=6"></script>
 <script src="/static/instance_embed.js?v=31"></script>
 <script src="/static/instance_mobile_nav.js?v=2"></script>

lib/instance/templates/env_config_panel.html

@@ -37,7 +37,7 @@
                 {% endif %}
                 <div class="env-form-grid">
                     {% for field in group.fields %}
-                    <div class="env-field-row{% if field.restart_required %} env-field-row--restart{% endif %}">
+                    <div class="env-field-row{% if field.restart_required %} env-field-row--restart{% endif %}" data-env-key="{{ field.key }}"{% if field.hidden %} hidden style="display:none"{% endif %}>
                         <label class="env-field-label" for="env-f-{{ field.key }}">
                             {{ field.label or field.key }}
                             {% if field.restart_required %}<span class="env-restart-mark" title="需重启">*</span>{% endif %}

lib/instance/templates/index.html

@@ -19,7 +19,7 @@
     <link rel="manifest" href="/static/icons/manifest.webmanifest">
     <title>{{ pwa_app_name }}</title>
     <link rel="stylesheet" href="/static/instance_page.css?v=13">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=114">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=117">
 
 </head>
 <body
@@ -2045,6 +2045,6 @@ document.addEventListener("DOMContentLoaded", function () {
 });
 {% endif %}
 </script>
-<script src="/static/instance_settings_prefs.js?v=19"></script>
+<script src="/static/instance_settings_prefs.js?v=21"></script>
 </body>
 </html>

lib/options/options_db.py

@@ -98,6 +98,9 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
     for ddl in (
         "ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
         "ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_enabled INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_mult REAL DEFAULT 1.0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_state TEXT DEFAULT 'idle'",
     ):
         try:
             conn.execute(ddl)

lib/options/options_hub_lib.py

@@ -28,18 +28,36 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
             conn = cfg["get_db"]()
             try:
                 from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
+                from lib.options.options_profit_exit_lib import profit_exit_by_inst
                 from lib.options.options_target_lib import list_active_targets, list_closing_targets, targets_by_inst
 
                 target_monitors = list_active_targets(conn) + list_closing_targets(conn)
                 tgt_map = targets_by_inst(conn)
                 hedge_target_map = active_options_targets_by_inst(conn)
+                profit_exit_map = profit_exit_by_inst(conn)
                 target_monitors.extend(hedge_target_map.values())
+                for pe in profit_exit_map.values():
+                    if pe.get("profit_exit_enabled"):
+                        target_monitors.append(
+                            {
+                                "inst_id": pe.get("inst_id"),
+                                "exit_mode": "profit_exit",
+                                "profit_exit_mult": pe.get("profit_exit_mult"),
+                                "profit_exit_enabled": True,
+                            }
+                        )
                 for p in positions:
                     mon = tgt_map.get(str(p.get("inst_id") or ""))
                     if mon:
                         p["target_index"] = mon.get("target_index")
                         p["target_monitor_id"] = mon.get("id")
                         p["target_monitor"] = mon
+                    pe = profit_exit_map.get(str(p.get("inst_id") or ""))
+                    if pe:
+                        p["profit_exit_enabled"] = pe.get("profit_exit_enabled")
+                        p["profit_exit_mult"] = pe.get("profit_exit_mult")
+                        p["profit_exit_state"] = pe.get("profit_exit_state")
+                        p["profit_exit_required_recycle"] = pe.get("required_recycle")
                     hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
                     if hedge_target:
                         p["hedge_plan_target"] = hedge_target

lib/options/options_monitor_lib.py

@@ -428,6 +428,8 @@ def options_monitor_loop(
     profit_ratio: float,
     sync_trades_fn: Callable[[sqlite3.Connection], int] | None = None,
     target_close_fn: Callable[[str], dict[str, Any]] | None = None,
+    profit_exit_close_fn: Callable[[str], dict[str, Any]] | None = None,
+    profit_exit_cfg: dict[str, Any] | None = None,
     stale_pending_fn: Callable[[], dict[str, Any]] | None = None,
     stop_event: Any = None,
 ) -> None:
@@ -459,6 +461,21 @@ def options_monitor_loop(
                         account_label=account_label,
                         cfg={"send_wechat": send_wechat, "account_label": account_label},
                     )
+                if profit_exit_close_fn is not None:
+                    from lib.options.options_profit_exit_lib import run_options_profit_exits
+
+                    pe_cfg = dict(profit_exit_cfg or {})
+                    pe_cfg.setdefault("send_wechat", send_wechat)
+                    pe_cfg.setdefault("account_label", account_label)
+                    run_options_profit_exits(
+                        conn,
+                        positions,
+                        close_fn=profit_exit_close_fn,
+                        send_wechat=send_wechat,
+                        account_label=account_label,
+                        cfg=pe_cfg,
+                        ex=pe_cfg.get("exchange_options"),
+                    )
                 if sync_trades_fn is not None:
                     sync_trades_fn(conn)
                 conn.commit()

lib/options/options_position_limit_lib.py

@@ -119,3 +119,26 @@ def option_position_limit_block_msg(
             f"请将 OKX_OPTIONS_MAX_ACTIVE_POSITIONS 设为 0(不限制)或不小于 {active + need},或先平仓"
         )
     return f"期权持仓已达上限({active}/{mx}),请先平仓后再开"
+
+
+def compound_full_single_position_block_msg(
+    ex: Any,
+    *,
+    fetch_positions=None,
+) -> Optional[str]:
+    """全仓复利:账户内已有任意期权持仓则禁止再开(仅允许 1 笔)."""
+    fetch = fetch_positions
+    if fetch is None:
+        from lib.exchange.okx_options_lib import fetch_option_positions
+
+        fetch = fetch_option_positions
+    try:
+        rows = fetch(ex)
+    except Exception:
+        rows = None
+    if rows is None:
+        return "无法获取期权持仓,全仓复利模式暂不可开仓"
+    active = count_live_option_positions(rows)
+    if active >= 1:
+        return f"全仓复利模式仅允许同时持有 1 笔仓位(当前 {active} 笔),请先平仓"
+    return None

lib/options/options_pricing_lib.py

@@ -264,6 +264,25 @@ def resolve_budget_full_usdc(trading_usdc: float, trade_budget_usdc: float) -> f
     return min(float(trading_usdc), float(trade_budget_usdc))
 
 
+def resolve_compound_full_usdc(
+    trading_usdc: float,
+    *,
+    cap_enabled: bool = False,
+    cap_usdc: float | None = None,
+) -> float:
+    """全仓复利:默认用期权交易户全部可用;上限开关开启时再封顶."""
+    bal = max(0.0, float(trading_usdc or 0))
+    if not cap_enabled:
+        return bal
+    try:
+        cap = float(cap_usdc) if cap_usdc is not None else 0.0
+    except (TypeError, ValueError):
+        cap = 0.0
+    if cap <= 0:
+        return bal
+    return min(bal, cap)
+
+
 def calc_order_size(
     *,
     quote_per_unit: float,

lib/options/options_profit_exit_lib.py

@@ -0,0 +1,377 @@
+"""单独期权翻倍出场:盈利达权利金×倍数后按买一限价平仓.
+
+1 倍 = 盈利金额等于初始权利金 ⇒ 买一可回收 ≥ 权利金 × (1 + 倍数).
+与「目标位」并行;与仅微信提醒的 OKX_OPTIONS_PROFIT_ALERT_RATIO 独立.
+"""
+from __future__ import annotations
+
+import sqlite3
+from typing import Any, Callable
+
+from lib.options.options_db import init_options_tables, sum_open_premium_paid
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def ensure_profit_exit_columns(conn: sqlite3.Connection) -> None:
+    init_options_tables(conn)
+    for ddl in (
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_enabled INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_mult REAL DEFAULT 1.0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_state TEXT DEFAULT 'idle'",
+    ):
+        try:
+            conn.execute(ddl)
+        except Exception:
+            pass
+
+
+def normalize_profit_exit_mult(raw: Any, *, default: float = 1.0) -> float:
+    try:
+        mult = float(raw)
+    except (TypeError, ValueError):
+        mult = float(default)
+    if mult <= 0:
+        mult = float(default)
+    return round(mult, 4)
+
+
+def profit_exit_hit(
+    *,
+    premium_paid: float,
+    recycle_usdc: float,
+    mult: float,
+) -> bool:
+    """1倍:盈利=权利金 ⇒ recycle ≥ premium×(1+mult)."""
+    prem = float(premium_paid or 0)
+    recv = float(recycle_usdc or 0)
+    m = float(mult or 0)
+    if prem <= 0 or m <= 0 or recv <= 0:
+        return False
+    return recv + 1e-9 >= prem * (1.0 + m)
+
+
+def required_recycle_usdc(premium_paid: float, mult: float) -> float | None:
+    prem = float(premium_paid or 0)
+    m = float(mult or 0)
+    if prem <= 0 or m <= 0:
+        return None
+    return round(prem * (1.0 + m), 4)
+
+
+def set_profit_exit(
+    conn: sqlite3.Connection,
+    *,
+    inst_id: str,
+    enabled: bool,
+    mult: float | None = None,
+) -> dict[str, Any]:
+    ensure_profit_exit_columns(conn)
+    inst = (inst_id or "").strip()
+    if not inst:
+        return {"ok": False, "msg": "缺少 inst_id"}
+    m = normalize_profit_exit_mult(mult if mult is not None else 1.0)
+    rows = conn.execute(
+        """
+        SELECT id FROM options_trades
+        WHERE inst_id = ? AND status = 'open'
+        """,
+        (inst,),
+    ).fetchall()
+    if not rows:
+        return {"ok": False, "msg": "未找到该合约的本地开仓记录"}
+    if enabled:
+        conn.execute(
+            """
+            UPDATE options_trades
+            SET profit_exit_enabled = 1,
+                profit_exit_mult = ?,
+                profit_exit_state = 'active'
+            WHERE inst_id = ? AND status = 'open'
+            """,
+            (m, inst),
+        )
+    else:
+        conn.execute(
+            """
+            UPDATE options_trades
+            SET profit_exit_enabled = 0,
+                profit_exit_state = 'idle'
+            WHERE inst_id = ? AND status = 'open'
+            """,
+            (inst,),
+        )
+    return {
+        "ok": True,
+        "inst_id": inst,
+        "profit_exit_enabled": bool(enabled),
+        "profit_exit_mult": m if enabled else None,
+        "updated": len(rows),
+    }
+
+
+def profit_exit_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
+    """进行中(active/closing)的翻倍出场,按合约取最新一条规则."""
+    ensure_profit_exit_columns(conn)
+    rows = conn.execute(
+        """
+        SELECT inst_id, profit_exit_enabled, profit_exit_mult, profit_exit_state
+        FROM options_trades
+        WHERE status = 'open'
+          AND (
+            CAST(COALESCE(profit_exit_enabled, 0) AS INTEGER) = 1
+            OR COALESCE(profit_exit_state, 'idle') IN ('active', 'closing')
+          )
+        ORDER BY id DESC
+        """
+    ).fetchall()
+    out: dict[str, dict[str, Any]] = {}
+    for r in rows:
+        inst = str(r["inst_id"] or "").strip()
+        if not inst or inst in out:
+            continue
+        enabled = int(r["profit_exit_enabled"] or 0) == 1
+        state = str(r["profit_exit_state"] or "idle")
+        if not enabled and state not in ("active", "closing"):
+            continue
+        mult = normalize_profit_exit_mult(r["profit_exit_mult"], default=1.0)
+        out[inst] = {
+            "inst_id": inst,
+            "profit_exit_enabled": enabled or state in ("active", "closing"),
+            "profit_exit_mult": mult,
+            "profit_exit_state": state if state in ("active", "closing") else ("active" if enabled else "idle"),
+            "required_recycle": None,
+        }
+    for inst, info in out.items():
+        prem = sum_open_premium_paid(conn, inst)
+        if prem is not None:
+            info["premium_paid"] = prem
+            info["required_recycle"] = required_recycle_usdc(prem, float(info["profit_exit_mult"]))
+    return out
+
+
+def _mark_state(conn: sqlite3.Connection, inst_id: str, state: str) -> None:
+    conn.execute(
+        """
+        UPDATE options_trades
+        SET profit_exit_state = ?
+        WHERE inst_id = ? AND status = 'open'
+        """,
+        (state, inst_id),
+    )
+
+
+def _commit(conn: sqlite3.Connection) -> None:
+    try:
+        conn.commit()
+    except Exception:
+        pass
+
+
+def _result_fully_done(result: dict[str, Any]) -> bool:
+    if result.get("already_flat"):
+        return True
+    if result.get("fully_closed"):
+        return True
+    remaining = result.get("remaining_sheets")
+    if remaining is not None and int(remaining) <= 0 and result.get("ok"):
+        return True
+    return False
+
+
+def close_option_by_bid_profit_exit(
+    cfg: dict[str, Any],
+    ex: Any,
+    inst_id: str,
+    *,
+    sheets: int | None = None,
+) -> dict[str, Any]:
+    from lib.options.options_close_exec_lib import close_option_by_bid1
+
+    return close_option_by_bid1(
+        cfg,
+        ex,
+        inst_id,
+        sheets=sheets,
+        require_recycle_gate=False,
+        signal_note="翻倍出场",
+    )
+
+
+def _estimate_recycle(
+    cfg: dict[str, Any],
+    ex: Any,
+    pos: dict[str, Any],
+    premium_paid: float | None,
+) -> float | None:
+    from lib.options.options_positions_lib import attach_close_preview
+
+    row = dict(pos)
+    attach_close_preview(cfg, ex, row, premium_paid=premium_paid)
+    preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
+    if preview.get("bid_invalid"):
+        return None
+    return _safe_float(preview.get("total_received"))
+
+
+def _notify_profit_exit_close(
+    cfg: dict[str, Any] | None,
+    send_wechat: Callable[[str], None] | None,
+    *,
+    account_label: str,
+    inst_id: str,
+    mult: float,
+    premium_paid: float | None,
+    recycle: float | None,
+    result: dict[str, Any],
+    conn: Any = None,
+) -> None:
+    if result.get("fully_closed") or result.get("already_flat"):
+        if cfg is not None:
+            try:
+                from lib.options.options_notify_lib import notify_options_close
+
+                notify_options_close(
+                    cfg,
+                    conn,
+                    inst_id=inst_id,
+                    reason=f"翻倍出场({mult:g}倍)",
+                    sheets=result.get("submitted_sheets"),
+                    premium_received=result.get("premium_received"),
+                    close_quote=result.get("locked_bid_px") or result.get("bid"),
+                )
+                return
+            except Exception:
+                pass
+    if not send_wechat:
+        return
+    try:
+        send_wechat(
+            "\n".join(
+                [
+                    "【OKX期权·翻倍出场】",
+                    f"账户:{account_label}",
+                    f"合约:{inst_id}",
+                    f"倍数:{mult:g}(1倍=盈利=权利金)",
+                    f"权利金:{premium_paid if premium_paid is not None else '—'}",
+                    f"可回收:{recycle if recycle is not None else '—'}",
+                    f"提交张数:{result.get('submitted_sheets') or '—'}",
+                    f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
+                ]
+            )
+        )
+    except Exception:
+        pass
+
+
+def run_options_profit_exits(
+    conn: sqlite3.Connection,
+    positions: list[dict[str, Any]],
+    *,
+    close_fn: Callable[[str], dict[str, Any]],
+    recycle_fn: Callable[[dict[str, Any], float | None], float | None] | None = None,
+    send_wechat: Callable[[str], None] | None = None,
+    account_label: str = "OKX期权",
+    cfg: dict[str, Any] | None = None,
+    ex: Any = None,
+) -> int:
+    """扫描开启翻倍出场的 open 仓;买一可回收达标后限价平仓.返回本次新触发条数."""
+    ensure_profit_exit_columns(conn)
+    pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
+    hedge_managed: set[str] = set()
+    try:
+        from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
+
+        init_hedge_plan_tables(conn)
+        hedge_managed = active_hedge_option_inst_ids(conn)
+    except Exception:
+        return 0
+
+    rules = profit_exit_by_inst(conn)
+    triggered = 0
+
+    for inst_id, info in list(rules.items()):
+        if not inst_id:
+            continue
+        if inst_id in hedge_managed:
+            _mark_state(conn, inst_id, "idle")
+            conn.execute(
+                """
+                UPDATE options_trades
+                SET profit_exit_enabled = 0, profit_exit_state = 'idle'
+                WHERE inst_id = ? AND status = 'open'
+                """,
+                (inst_id,),
+            )
+            _commit(conn)
+            continue
+        pos = pos_by_inst.get(inst_id)
+        if not pos:
+            # 持仓已平:收尾
+            _mark_state(conn, inst_id, "done")
+            _commit(conn)
+            continue
+
+        state = str(info.get("profit_exit_state") or "active")
+        mult = normalize_profit_exit_mult(info.get("profit_exit_mult"), default=1.0)
+        prem = sum_open_premium_paid(conn, inst_id)
+        if prem is None or prem <= 0:
+            continue
+
+        if state == "closing":
+            result = close_fn(inst_id)
+            if result.get("already_flat") or _result_fully_done(result):
+                _mark_state(conn, inst_id, "done")
+                _commit(conn)
+            else:
+                _mark_state(conn, inst_id, "closing")
+                _commit(conn)
+            continue
+
+        if not info.get("profit_exit_enabled"):
+            continue
+
+        if recycle_fn is not None:
+            recycle = recycle_fn(pos, prem)
+        elif cfg is not None and ex is not None:
+            recycle = _estimate_recycle(cfg, ex, pos, prem)
+        else:
+            continue
+        if recycle is None:
+            continue
+        if not profit_exit_hit(premium_paid=prem, recycle_usdc=recycle, mult=mult):
+            continue
+
+        result = close_fn(inst_id)
+        if result.get("already_flat"):
+            _mark_state(conn, inst_id, "done")
+            _commit(conn)
+            continue
+        if not result.get("ok"):
+            _mark_state(conn, inst_id, "active")
+            _commit(conn)
+            continue
+
+        done = _result_fully_done(result)
+        _mark_state(conn, inst_id, "done" if done else "closing")
+        _commit(conn)
+        triggered += 1
+        _notify_profit_exit_close(
+            cfg,
+            send_wechat,
+            account_label=account_label,
+            inst_id=inst_id,
+            mult=mult,
+            premium_paid=prem,
+            recycle=recycle,
+            result=result,
+            conn=conn,
+        )
+    return triggered

lib/options/options_register.py

@@ -103,6 +103,9 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "render_main_page": app_module.render_main_page,
         "trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", 10.0),
         "budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95),
+        "compound_full_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_ENABLED", True),
+        "compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
+        "compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
         "default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
         "max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
         "chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
@@ -174,6 +177,69 @@ def _budget_full_usdc(cfg: dict[str, Any], ex: Any) -> tuple[float | None, str]:
     return resolve_budget_full_usdc(trading, float(cap)), ""
 
 
+def _compound_full_enabled() -> bool:
+    return _env_bool("OKX_OPTIONS_COMPOUND_FULL_ENABLED", True)
+
+
+def _budget_full_blocked_by_compound_msg() -> str | None:
+    if _compound_full_enabled():
+        return "全仓复利已开启,不可使用单笔预算/打满;请关闭全仓复利或改用全仓复利模式"
+    return None
+
+
+def _size_mode_budget_cap(
+    cfg: dict[str, Any], mode: str, budget_cap: float | None
+) -> float | None:
+    """全仓复利开启时禁用单笔预算封顶(sheets/eth 也不再受 trade_budget 限制)."""
+    if mode in ("budget_full", "compound_full"):
+        return budget_cap
+    if mode in ("sheets", "eth_amount"):
+        if _compound_full_enabled():
+            return None
+        return budget_cap
+    return None
+
+
+def _normalize_size_mode(mode: str) -> tuple[str, str | None]:
+    """全仓复利关闭时强制离开 compound_full,避免前端残留选中导致无法开仓."""
+    m = (mode or "sheets").strip() or "sheets"
+    if m == "compound_full" and not _compound_full_enabled():
+        return "sheets", "全仓复利已关闭,已改用指定张数"
+    if m == "budget_full" and _compound_full_enabled():
+        return "compound_full", None
+    return m, None
+
+
+def _compound_full_usdc(cfg: dict[str, Any], ex: Any) -> tuple[float | None, str]:
+    """全仓复利 = 期权交易户可用(可选上限封顶);再由 calc_order_size × budget_buffer."""
+    if not _compound_full_enabled():
+        return None, "全仓复利未开启(OKX_OPTIONS_COMPOUND_FULL_ENABLED)"
+    from lib.exchange.okx_options_lib import fetch_options_trading_usdc
+    from lib.options.options_pricing_lib import resolve_compound_full_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"
+    trading = float(raw)
+    # 额度热更读 env(与模板启动值无关)
+    cap_on = _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False)
+    cap_v = _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0)
+    if cap_on and cap_v <= 0:
+        return None, "全仓上限无效(OKX_OPTIONS_COMPOUND_FULL_CAP_USDC)"
+    return (
+        resolve_compound_full_usdc(
+            trading,
+            cap_enabled=cap_on,
+            cap_usdc=cap_v,
+        ),
+        "",
+    )
+
+
+def _is_budget_mode(mode: str) -> bool:
+    return mode in ("budget_full", "compound_full")
+
+
 def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
     conn = cfg["get_db"]()
     try:
@@ -355,7 +421,16 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             return jsonify({"ok": False, "msg": err})
         force = (request.args.get("force") or "").strip().lower() in ("1", "true", "yes")
         bal = cfg["fetch_options_balances"](ex, force=force, scope="main")
-        return jsonify({"ok": True, **bal, "trade_budget": cfg["trade_budget"]})
+        return jsonify(
+            {
+                "ok": True,
+                **bal,
+                "trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", float(cfg.get("trade_budget") or 10)),
+                "compound_full_enabled": _compound_full_enabled(),
+                "compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
+                "compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
+            }
+        )
 
     @app.route("/api/options/chain")
     @lr
@@ -419,7 +494,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         ask = q.get("ask")
         ct_mult = q.get("ct_mult") or 0.01
         min_sz = q.get("min_sz") or 1
-        mode = (request.args.get("mode") or "budget_full").strip()
+        mode = (request.args.get("mode") or "sheets").strip()
         sheet_count = None
         try:
             if request.args.get("sheets"):
@@ -430,17 +505,45 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             paid = _open_premium_paid(cfg, inst_id)
             target = sheet_count if sheet_count is not None else 0
             return jsonify(_attach_close_preview(cfg, ex, {**q, "pos": target, "premium_paid": paid}, sheets=target, premium_paid=paid))
+        mode, mode_note = _normalize_size_mode(mode)
         budget = cfg["trade_budget"]
         budget_cap = cfg["trade_budget"]
         available_usdc = None
         if mode == "budget_full":
+            blocked = _budget_full_blocked_by_compound_msg()
+            if blocked:
+                return jsonify(
+                    {
+                        "ok": False,
+                        "msg": blocked,
+                        "compound_full_enabled": _compound_full_enabled(),
+                    }
+                )
             budget, budget_err = _budget_full_usdc(cfg, ex)
             if budget is None:
-                return jsonify({"ok": False, "msg": budget_err})
+                return jsonify({"ok": False, "msg": budget_err, "compound_full_enabled": _compound_full_enabled()})
             budget_cap = budget
             from lib.exchange.okx_options_lib import fetch_options_trading_usdc
 
             available_usdc = fetch_options_trading_usdc(ex)
+        elif mode == "compound_full":
+            if not _compound_full_enabled():
+                return jsonify(
+                    {
+                        "ok": False,
+                        "msg": "全仓复利未开启(OKX_OPTIONS_COMPOUND_FULL_ENABLED)",
+                        "compound_full_enabled": False,
+                    }
+                )
+            budget, budget_err = _compound_full_usdc(cfg, ex)
+            if budget is None:
+                return jsonify({"ok": False, "msg": budget_err, "compound_full_enabled": True})
+            budget_cap = budget
+            from lib.exchange.okx_options_lib import fetch_options_trading_usdc
+
+            available_usdc = fetch_options_trading_usdc(ex)
+        elif mode in ("sheets", "eth_amount") and _compound_full_enabled():
+            budget_cap = None
         eth_amount = None
         try:
             if request.args.get("eth_amount"):
@@ -471,6 +574,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                         },
                         "available_usdc": available_usdc,
                         "budget_full_usdc": budget if mode == "budget_full" else None,
+                        "compound_full_usdc": budget if mode == "compound_full" else None,
                     }
                 )
         except Exception as e:
@@ -507,6 +611,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                         },
                         "available_usdc": available_usdc,
                         "budget_full_usdc": budget if mode == "budget_full" else None,
+                        "compound_full_usdc": budget if mode == "compound_full" else None,
                     }
                 )
         except Exception as e:
@@ -531,9 +636,39 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     },
                     "available_usdc": available_usdc,
                     "budget_full_usdc": budget if mode == "budget_full" else None,
+                    "compound_full_usdc": budget if mode == "compound_full" else None,
+                }
+            )
+        from lib.options.options_position_limit_lib import (
+            compound_full_single_position_block_msg,
+            option_position_limit_block_msg,
+        )
+
+        if mode == "compound_full":
+            compound_block = compound_full_single_position_block_msg(
+                ex, fetch_positions=cfg.get("fetch_option_positions")
+            )
+            if compound_block:
+                return jsonify(
+                    {
+                        **q,
+                        "ok": True,
+                        "can_open": False,
+                        "msg": compound_block,
+                        "quote_per_unit": ask,
+                        "premium_per_sheet": None,
+                        "sizing": {
+                            "ok": False,
+                            "msg": compound_block,
+                            "sheets": 0,
+                            "eth_amount": 0.0,
+                            "total_premium": 0.0,
+                        },
+                        "available_usdc": available_usdc,
+                        "budget_full_usdc": None,
+                        "compound_full_usdc": budget,
                     }
                 )
-        from lib.options.options_position_limit_lib import option_position_limit_block_msg
 
         pos_limit_msg = option_position_limit_block_msg(
             ex,
@@ -558,17 +693,20 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     },
                     "available_usdc": available_usdc,
                     "budget_full_usdc": budget if mode == "budget_full" else None,
+                    "compound_full_usdc": budget if mode == "compound_full" else None,
                 }
             )
         sizing = calc_order_size(
             quote_per_unit=float(ask),
             ct_mult=float(ct_mult),
             min_sz=int(min_sz),
-            budget_usdc=budget if mode == "budget_full" else None,
+            budget_usdc=budget if _is_budget_mode(mode) else 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=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
+            budget_cap=_size_mode_budget_cap(cfg, mode, budget_cap)
+            if mode in ("budget_full", "compound_full", "sheets", "eth_amount")
+            else None,
         )
         if sizing.get("ok"):
             capped, cap_msg = cap_option_buy_sheets_to_ask_depth(
@@ -590,7 +728,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     ct_mult=float(ct_mult),
                     min_sz=int(min_sz),
                     sheets=capped,
-                    budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
+                    budget_cap=_size_mode_budget_cap(cfg, mode, budget_cap)
+                    if mode in ("budget_full", "compound_full", "sheets", "eth_amount")
+                    else None,
                 )
                 if sizing.get("ok"):
                     sizing["ask_depth_capped"] = True
@@ -612,6 +752,10 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 "sizing": sizing,
                 "available_usdc": available_usdc,
                 "budget_full_usdc": budget if mode == "budget_full" else None,
+                "compound_full_usdc": budget if mode == "compound_full" else None,
+                "mode": mode,
+                "mode_note": mode_note,
+                "compound_full_enabled": _compound_full_enabled(),
             }
         )
 
@@ -643,8 +787,12 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             return jsonify({"ok": False, "msg": f"互斥校验失败: {e}"})
         data = request.get_json(silent=True) or {}
         inst_id = (data.get("inst_id") or "").strip()
-        mode = (data.get("mode") or "budget_full").strip()
+        mode = (data.get("mode") or "sheets").strip()
+        mode, mode_note = _normalize_size_mode(mode)
         signal_note = (data.get("signal_note") or "").strip()
+        if mode_note and mode == "sheets" and (data.get("mode") or "").strip() == "compound_full":
+            # 前端残留全仓复利选中时,已自动改指定张数;继续开仓
+            pass
         target_index = None
         raw_target = data.get("target_index")
         if raw_target is not None and str(raw_target).strip() != "":
@@ -654,6 +802,12 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 return jsonify({"ok": False, "msg": "目标位无效"})
             if target_index <= 0:
                 return jsonify({"ok": False, "msg": "目标位无效"})
+        profit_exit_enabled = bool(data.get("profit_exit_enabled"))
+        profit_exit_mult = 1.0
+        if profit_exit_enabled:
+            from lib.options.options_profit_exit_lib import normalize_profit_exit_mult
+
+            profit_exit_mult = normalize_profit_exit_mult(data.get("profit_exit_mult"), default=1.0)
         if not inst_id:
             return jsonify({"ok": False, "msg": "缺少 inst_id"})
         q = cfg["quote_option_contract"](ex, inst_id)
@@ -672,7 +826,17 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     "ref_ask": q.get("ref_ask"),
                 }
             )
-        from lib.options.options_position_limit_lib import option_position_limit_block_msg
+        from lib.options.options_position_limit_lib import (
+            compound_full_single_position_block_msg,
+            option_position_limit_block_msg,
+        )
+
+        if mode == "compound_full":
+            compound_block = compound_full_single_position_block_msg(
+                ex, fetch_positions=cfg.get("fetch_option_positions")
+            )
+            if compound_block:
+                return jsonify({"ok": False, "msg": compound_block, "can_open": False})
 
         pos_limit_msg = option_position_limit_block_msg(
             ex,
@@ -694,23 +858,49 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             try:
                 sheet_count = int(data.get("sheets"))
             except (TypeError, ValueError):
+                sheet_count = None
+            if sheet_count is None or int(sheet_count) < 1:
+                # 全仓复利关闭后前端可能仍带着旧 mode 过来,归一后缺张数则默认 1
+                if (data.get("mode") or "").strip() == "compound_full":
+                    sheet_count = 1
+                else:
                     return jsonify({"ok": False, "msg": "张数无效"})
         budget = cfg["trade_budget"]
         budget_cap = cfg["trade_budget"]
         if mode == "budget_full":
+            blocked = _budget_full_blocked_by_compound_msg()
+            if blocked:
+                return jsonify({"ok": False, "msg": blocked, "compound_full_enabled": _compound_full_enabled()})
             budget, budget_err = _budget_full_usdc(cfg, ex)
             if budget is None:
                 return jsonify({"ok": False, "msg": budget_err})
             budget_cap = budget
+        elif mode == "compound_full":
+            if not _compound_full_enabled():
+                return jsonify(
+                    {
+                        "ok": False,
+                        "msg": "全仓复利未开启,请改用指定张数或先开启全仓复利",
+                        "compound_full_enabled": False,
+                    }
+                )
+            budget, budget_err = _compound_full_usdc(cfg, ex)
+            if budget is None:
+                return jsonify({"ok": False, "msg": budget_err})
+            budget_cap = budget
+        elif mode in ("sheets", "eth_amount") and _compound_full_enabled():
+            budget_cap = None
         sizing = calc_order_size(
             quote_per_unit=float(ask),
             ct_mult=ct_mult,
             min_sz=min_sz,
-            budget_usdc=budget if mode == "budget_full" else None,
+            budget_usdc=budget if _is_budget_mode(mode) else None,
             budget_buffer=cfg["budget_buffer"],
             eth_amount=eth_amount,
             sheets=sheet_count,
-            budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
+            budget_cap=_size_mode_budget_cap(cfg, mode, budget_cap)
+            if mode in ("budget_full", "compound_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})
@@ -793,6 +983,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         open_opt_type = None
         try:
             init_options_tables(conn)
+            from lib.options.options_profit_exit_lib import ensure_profit_exit_columns
+
+            ensure_profit_exit_columns(conn)
             meta = q.get("meta") or {}
             u = str(meta.get("uly") or inst_id).split("-")[0]
             opt_type = meta.get("optType")
@@ -802,8 +995,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 """
                 INSERT INTO options_trades
                 (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
-                 open_quote, premium_paid, status, signal_note, exchange_ord_id)
+                 open_quote, premium_paid, status, signal_note, exchange_ord_id,
-                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?)
+                 profit_exit_enabled, profit_exit_mult, profit_exit_state)
+                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?)
                 """,
                 (
                     inst_id,
@@ -817,6 +1011,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     sizing["total_premium"],
                     signal_note,
                     ord_id,
+                    1 if profit_exit_enabled else 0,
+                    profit_exit_mult if profit_exit_enabled else 1.0,
+                    "active" if profit_exit_enabled else "idle",
                 ),
             )
             trade_id = int(cur.lastrowid)
@@ -832,6 +1029,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     trade_id=trade_id,
                     sheets=sheets,
                 )
+            if profit_exit_enabled:
+                pass  # 列已由 init_options_tables / ensure 迁移
             conn.commit()
         finally:
             conn.close()
@@ -950,9 +1149,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         conn = cfg["get_db"]()
         try:
             from lib.options.options_target_lib import targets_by_inst
+            from lib.options.options_profit_exit_lib import profit_exit_by_inst
             from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
 
             tgt_map = targets_by_inst(conn)
+            profit_exit_map = profit_exit_by_inst(conn)
             hedge_target_map = active_options_targets_by_inst(conn)
             rows = []
             for p in raw:
@@ -971,6 +1172,12 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     row["target_index"] = mon.get("target_index")
                     row["target_monitor_id"] = mon.get("id")
                     row["target_monitor"] = mon
+                pe = profit_exit_map.get(inst)
+                if pe:
+                    row["profit_exit_enabled"] = pe.get("profit_exit_enabled")
+                    row["profit_exit_mult"] = pe.get("profit_exit_mult")
+                    row["profit_exit_state"] = pe.get("profit_exit_state")
+                    row["profit_exit_required_recycle"] = pe.get("required_recycle")
                 hedge_target = hedge_target_map.get(inst)
                 if hedge_target:
                     row["hedge_plan_target"] = hedge_target
@@ -1097,6 +1304,62 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         finally:
             conn.close()
 
+    @app.route("/api/options/profit-exit", methods=["POST"])
+    @lr
+    def api_options_profit_exit_set():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        data = request.get_json(silent=True) or {}
+        inst_id = (data.get("inst_id") or "").strip()
+        if not inst_id:
+            return jsonify({"ok": False, "msg": "缺少 inst_id"})
+        try:
+            from lib.hedge_plan.hedge_plan_db import (
+                active_hedge_option_inst_ids,
+                init_hedge_plan_tables,
+            )
+
+            conn_h = cfg["get_db"]()
+            try:
+                init_hedge_plan_tables(conn_h)
+                if inst_id in active_hedge_option_inst_ids(conn_h):
+                    return jsonify(
+                        {
+                            "ok": False,
+                            "msg": "该合约属于进行中的对冲计划,请在对冲计划中管理,禁止在期权页设置翻倍出场",
+                        }
+                    )
+            finally:
+                conn_h.close()
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"对冲托管校验失败: {e}"})
+        enabled_raw = data.get("enabled")
+        if enabled_raw is None:
+            enabled_raw = data.get("profit_exit_enabled")
+        enabled = bool(enabled_raw) and str(enabled_raw).strip().lower() not in (
+            "0",
+            "false",
+            "off",
+            "no",
+        )
+        from lib.options.options_profit_exit_lib import normalize_profit_exit_mult, set_profit_exit
+
+        mult = normalize_profit_exit_mult(data.get("mult", data.get("profit_exit_mult")), default=1.0)
+        raw = cfg["fetch_option_positions"](ex)
+        if raw is None:
+            return jsonify({"ok": False, "msg": "获取期权持仓失败"})
+        if not _find_position(raw, inst_id):
+            return jsonify({"ok": False, "msg": "未找到持仓"})
+        conn = cfg["get_db"]()
+        try:
+            out = set_profit_exit(conn, inst_id=inst_id, enabled=enabled, mult=mult)
+            if out.get("ok"):
+                conn.commit()
+            return jsonify(out)
+        finally:
+            conn.close()
+
     @app.route("/api/options/close", methods=["POST"])
     @lr
     def api_options_close():
@@ -1450,6 +1713,24 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
                 pass
         return result
 
+    def _profit_exit_close(inst_id: str) -> dict[str, Any]:
+        from lib.options.options_profit_exit_lib import close_option_by_bid_profit_exit
+
+        ex = cfg.get("exchange_options")
+        if ex is None:
+            return {"ok": False, "msg": "期权 exchange 未就绪"}
+        result = close_option_by_bid_profit_exit(cfg, ex, inst_id)
+        if result.get("ok"):
+            try:
+                _sync_options_trades(cfg, force=True)
+            except Exception:
+                pass
+            try:
+                _mark_balances_stale(cfg)
+            except Exception:
+                pass
+        return result
+
     def _stale_pending() -> dict[str, Any]:
         from lib.exchange.okx_options_lib import invalidate_option_positions_cache
         from lib.options.options_pending_lib import cancel_stale_close_pending_orders
@@ -1500,6 +1781,8 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
             "profit_ratio": cfg["profit_ratio"],
             "sync_trades_fn": _sync,
             "target_close_fn": _target_close,
+            "profit_exit_close_fn": _profit_exit_close,
+            "profit_exit_cfg": cfg,
             "stale_pending_fn": _stale_pending,
         },
         daemon=True,

lib/options/options_review_db.py

@@ -129,6 +129,7 @@ def init_options_review_tables(conn: sqlite3.Connection) -> None:
     _ensure_column(conn, "options_review_trades", "excluded_as_hedge_leg", "INTEGER DEFAULT 0")
     _ensure_column(conn, "options_review_trades", "target_price_up", "REAL")
     _ensure_column(conn, "options_review_trades", "target_price_down", "REAL")
+    _ensure_column(conn, "options_review_trades", "profit_rr", "REAL")
 
 
 def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:

lib/options/options_review_lib.py

@@ -450,6 +450,7 @@ def upsert_hedge_plan_row(
         "target_price": _safe_float(plan.get("target_price")),
         "target_price_up": _safe_float(plan.get("target_price_up")),
         "target_price_down": _safe_float(plan.get("target_price_down")),
+        "profit_rr": _safe_float(plan.get("profit_rr")),
         "legs_json": _legs_json_from_plan(legs),
     }
     existing = conn.execute(

lib/options/templates/options_panel.html

@@ -2,7 +2,11 @@
      data-default-underly="{{ options_default_underly | default('ETH') }}"
      data-budget-buffer="{{ options_budget_buffer | default(0.95) }}"
      data-trade-budget="{{ options_trade_budget | default(10) }}"
+     data-compound-full-enabled="{% if options_compound_full_enabled %}1{% else %}0{% endif %}"
+     data-compound-cap-enabled="{% if options_compound_full_cap_enabled %}1{% else %}0{% endif %}"
+     data-compound-cap-usdc="{{ '%.2f'|format(options_compound_full_cap_usdc|default(300)|float) }}"
      data-ask-liq-filter="{% if options_chain_ask_liq_filter is defined %}{{ '1' if options_chain_ask_liq_filter else '0' }}{% else %}1{% endif %}">
+    {% set compound_on = options_compound_full_enabled if options_compound_full_enabled is defined else true %}
     {% if not options_enabled %}
     <div class="flash" style="margin-bottom:12px">期权未启用:请在 <code>crypto_monitor_okx/.env</code> 设置 <code>OKX_OPTIONS_ENABLED=true</code> 及 <code>OKX_API_*</code>(永续与期权共用),然后 <code>pm2 restart crypto_okx --update-env</code>.</div>
     {% endif %}
@@ -23,6 +27,8 @@
                         <li><strong>开仓只认真实卖一价且卖一深度≥1</strong>;无深度时面板显示参考标记价并禁用买入。</li>
                         <li>链展示近 <span id="opt-chain-dte">14</span> 日到期;列表与 T 型默认<strong>平值 + 实值3档 + 虚值3档</strong>,勾选「展开全部」看全部行权价(若当前为实值/虚值筛选会自动切回「全部」)。</li>
                         <li>「按可用余额打满」可用额度 = min(交易户可用 USDC, 单笔预算 <strong id="opt-trade-budget">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</strong>),再 × 预算缓冲 <strong id="opt-budget-buf">{{ '%.2f'|format(options_budget_buffer|default(0.95)|float) }}</strong> 算张数(env 可改)。</li>
+                        <li>「全仓复利」用期权交易户<strong>全部可用</strong>×缓冲开仓(不受单笔预算限制);可选开启全仓上限;该模式下仅允许同时 1 笔持仓。</li>
+                        <li><strong>翻倍出场</strong>:开仓时可勾选;1倍=盈利等于权利金,买一可回收达标后限价平;持仓卡可改倍数或关闭。</li>
                         <li>平仓仅买一限价,详见说明文档。</li>
                     </ul>
                     <p><a href="/options/guide" target="_blank" rel="noopener">打开《期权开平仓与监控说明》</a></p>
@@ -107,30 +113,46 @@
                             </div>
                             <div class="options-estimate-row">
                                 <div class="opt-est-main">
-                                    <label class="btn-secondary opt-order-chip" for="opt-target-idx">目标位(指数)</label>
+                                    <label class="btn-secondary opt-order-chip" for="opt-target-idx" title="仅作到期实值估算参考">目标位(指数)</label>
-                                    <input type="number" id="opt-target-idx" class="opt-target-idx" step="0.1" min="0" placeholder="达价限价平仓"
+                                    <input type="number" id="opt-target-idx" class="opt-target-idx" step="0.1" min="0" placeholder="参考指数·到期实值"
                                            autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
                                     <span class="k">预计价值</span>
                                     <span id="opt-est-value" class="v">—</span>
                                     <span class="k">盈利</span>
                                     <span id="opt-est-profit" class="v">—</span>
-                                    <span class="k">目标杠杆</span>
+                                    <span class="k">盈亏比</span>
-                                    <span id="opt-est-leverage" class="v" title="目标位名义价值÷权利金">—</span>
+                                    <span id="opt-est-rr" class="v" title="盈利金额÷本合约权利金">—</span>
                                 </div>
-                                <span class="muted opt-est-note">目标价=监控指数;到位后按买一限价平仓;无止损,到期即止损</span>
+                                <span class="muted opt-est-note">目标位仅参考(按到期实值估);盈亏比=盈利÷权利金;到位后按买一限价平;无止损,到期即止损</span>
+                            </div>
+                            <div class="options-estimate-row opt-profit-exit-row">
+                                <div class="opt-est-main">
+                                    <label class="btn-secondary opt-order-chip" for="opt-profit-exit-enabled" title="开启后监控买一可回收;达标按买一限价平">
+                                        <input type="checkbox" id="opt-profit-exit-enabled">
+                                        <span>翻倍出场</span>
+                                    </label>
+                                    <label class="k" for="opt-profit-exit-mult">倍数</label>
+                                    <input type="number" id="opt-profit-exit-mult" class="opt-profit-exit-mult" min="0.1" step="0.1" value="1"
+                                           autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
+                                </div>
+                                <span class="muted opt-est-note">1倍=盈利等于权利金(可回收≥2×权利金);可开可关,与目标位并行</span>
                             </div>
                             <div class="form-row options-order-mode-row">
                                 <div class="opt-size-mode-bar">
                                     <label class="btn-secondary opt-order-chip opt-size-mode-chip">
-                                        <input type="radio" name="opt-size-mode" value="sheets" checked>
+                                        <input type="radio" name="opt-size-mode" value="sheets"{% if not compound_on %} checked{% endif %}>
                                         <span>指定张数</span>
                                     </label>
                                     <input type="number" id="opt-sheets-amount" min="1" step="1" value="1" placeholder="张数"
                                            autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
-                                    <label class="btn-secondary opt-order-chip opt-size-mode-chip">
+                                    <label class="btn-secondary opt-order-chip opt-size-mode-chip" id="opt-size-mode-budget-wrap"{% if compound_on %} hidden{% endif %}>
-                                        <input type="radio" name="opt-size-mode" value="budget_full">
+                                        <input type="radio" name="opt-size-mode" value="budget_full"{% if compound_on %} disabled{% endif %}>
                                         <span>按可用余额打满</span>
                                     </label>
+                                    <label class="btn-secondary opt-order-chip opt-size-mode-chip" id="opt-size-mode-compound-wrap"{% if not compound_on %} hidden{% endif %}>
+                                        <input type="radio" name="opt-size-mode" value="compound_full"{% if compound_on %} checked{% endif %}{% if not compound_on %} disabled{% endif %}>
+                                        <span>全仓复利</span>
+                                    </label>
                                     <label class="btn-secondary opt-order-chip opt-size-mode-chip">
                                         <input type="radio" name="opt-size-mode" value="eth_amount" id="opt-size-mode-eth">
                                         <span>指定币数量</span>
@@ -141,6 +163,9 @@
                                 <p class="muted opt-budget-full-hint" id="opt-budget-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
                                     余额 &gt; 单笔预算(<span id="opt-budget-full-cap">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</span>U)时按预算;余额不足时按余额;再乘预算缓冲算张数。
                                 </p>
+                                <p class="muted opt-compound-full-hint" id="opt-compound-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
+                                    用期权交易户全部可用×缓冲开仓;不受单笔预算限制。<span id="opt-compound-cap-line">全仓上限关闭</span>。仅允许同时持有 1 笔仓位。
+                                </p>
                                 <input type="text" id="opt-signal-note" name="opt_signal_note" class="opt-signal-note" placeholder="备注(关键位说明)"
                                        autocomplete="off" autocorrect="off" autocapitalize="off" spellcheck="false"
                                        data-lpignore="true" data-1p-ignore="true" data-form-type="other" readonly>
@@ -185,6 +210,7 @@
                                 <li>本轮只锁<strong>买一</strong>:张数 = min(持仓, 买一深度),限价 = 当场买一。</li>
                                 <li>买一不够时只平能吃掉的部分,剩余等下次再点「买一平仓」。</li>
                                 <li>手动平仓只验有效买一(非残档);目标触达后才平,2×权利金只是门控(到 2× 本身不会自动平)。</li>
+                                <li><strong>翻倍出场</strong>:开启后可自选倍数(默认1);1倍=盈利等于权利金,买一可回收达标即限价平;可随时关闭。</li>
                                 <li>全程 <code>reduceOnly</code> 限价卖,不吃买二及以下、不走市价。</li>
                             </ul>
                             <p><a href="/options/guide" target="_blank" rel="noopener">打开《期权开平仓与监控说明》</a></p>
@@ -324,4 +350,4 @@
     </div>
 </div>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
-<script src="/static/options_panel.js?v=54"></script>
+<script src="/static/options_panel.js?v=64"></script>

lib/strategy/templates/trade_policy_fields.html

@@ -4,10 +4,13 @@
 {% endif %}
 {% macro trade_policy_symbol(name, id, value='', required=true, placeholder='BTC 或 BTC/USDT') -%}
 {% if trade_policy.symbol_restrict_enabled and trade_policy.symbol_whitelist %}
-<select name="{{ name }}" id="{{ id }}" {% if required %}required{% endif %} class="trade-policy-symbol-select">
+{% set wl = trade_policy.symbol_whitelist %}
-    <option value="">选择币种</option>
+{% set sole_sym = wl[0] if (wl|length) == 1 else '' %}
-    {% for sym in trade_policy.symbol_whitelist %}
+{% set effective = value if value else sole_sym %}
-    <option value="{{ sym }}" {% if value and ((value|upper) == sym or (value|upper).startswith(sym ~ '/')) %}selected{% endif %}>{{ sym }}/USDT</option>
+<select name="{{ name }}" id="{{ id }}" {% if required %}required{% endif %} class="trade-policy-symbol-select"{% if sole_sym %} data-sole-symbol="{{ sole_sym }}"{% endif %}>
+    {% if not sole_sym %}<option value="">选择币种</option>{% endif %}
+    {% for sym in wl %}
+    <option value="{{ sym }}" {% if effective and ((effective|upper) == sym or (effective|upper).startswith(sym ~ '/')) %}selected{% endif %}>{{ sym }}/USDT</option>
     {% endfor %}
 </select>
 {% else %}

lib/trade/trade_policy_app_lib.py

@@ -17,15 +17,20 @@ def trade_policy_template_context(policy: TradePolicy) -> dict:
 
 
 def default_symbol_for_policy(policy: TradePolicy, raw_default: str) -> str:
-    d = (raw_default or "BTC/USDT").strip() or "BTC/USDT"
+    d = (raw_default or "").strip()
     if policy.symbol_restrict_enabled and policy.symbol_whitelist:
+        # 白名单仅一币时直接用 env 币种,表单下拉同步默认选中
+        if len(policy.symbol_whitelist) == 1:
+            return f"{policy.symbol_whitelist[0]}/USDT"
         from lib.trade.trade_policy_lib import symbol_base_coin
 
-        base = symbol_base_coin(d)
+        base = symbol_base_coin(d or "BTC/USDT")
         if base not in policy.symbol_whitelist:
             return f"{policy.symbol_whitelist[0]}/USDT"
-    return d
+        if d:
-
+            return d if "/" in d else f"{base}/USDT"
+        return f"{policy.symbol_whitelist[0]}/USDT"
+    return d or "BTC/USDT"
 
 def check_symbol_policy(
     policy: TradePolicy,

manual_trading_hub/.env.example

@@ -23,8 +23,9 @@ HUB_DISABLED_IDS=
 # true=允许 RFC1918 私网访问中控页面;false=仅 127.0.0.1(反代须指向 127.0.0.1:5100)
 HUB_TRUST_LAN=true
 
-# 云服务器用域名/HTTPS 反代访问中控时设为 true(否则公网可能看到 {"detail":"forbidden"})
+# 默认 true(代码默认允许公网/反代访问中控,靠 HUB_PASSWORD 保护)
-# HUB_ALLOW_PUBLIC=true
+# 仅本机调试可关: HUB_ALLOW_PUBLIC=false
+HUB_ALLOW_PUBLIC=true
 
 # 中控 Web 登录(默认 admin / admin123;生产环境请在 .env 中修改)
 HUB_USERNAME=admin

manual_trading_hub/hub.py

@@ -187,9 +187,9 @@ HUB_PORT = int(os.getenv("HUB_PORT", "5100"))
 HUB_BRIDGE_TOKEN = (os.getenv("HUB_BRIDGE_TOKEN") or os.getenv("CONTROL_TOKEN") or "").strip()
 _trust_raw = (os.getenv("HUB_TRUST_LAN", "true") or "").strip().lower()
 HUB_TRUST_LAN = _trust_raw not in ("0", "false", "no", "off")
-_allow_pub_raw = (os.getenv("HUB_ALLOW_PUBLIC") or "").strip().lower()
+# 默认 true:云端域名/反代可访问;仅靠 HUB_PASSWORD 保护.本地若要强制仅本机,设 HUB_ALLOW_PUBLIC=false
-# 云服务器 + 域名反代时设为 true:不做 IP 限制,仅靠 HUB_PASSWORD / 登录页保护
+_allow_pub_raw = (os.getenv("HUB_ALLOW_PUBLIC", "true") or "").strip().lower()
-HUB_ALLOW_PUBLIC = _allow_pub_raw in ("1", "true", "yes", "on")
+HUB_ALLOW_PUBLIC = _allow_pub_raw not in ("0", "false", "no", "off")
 DIR = Path(__file__).resolve().parent
 HUB_BUILD = "20260607-hub-archive"
 _archive_sync_stop: asyncio.Event | None = None

manual_trading_hub/static/app.js

@@ -3928,14 +3928,47 @@
     );
   }
 
-  function renderOptionsTargetCell(target) {
+  function formatProfitExitMultLabel(mult) {
-    if (!target) return "<td>—</td>";
+    const n = Number(mult);
+    if (!Number.isFinite(n) || n <= 0) return "1倍";
+    if (Math.abs(n - Math.round(n)) < 1e-9) return String(Math.round(n)) + "倍";
+    return fmt(n, 2) + "倍";
+  }
+
+  function renderOptionsTargetCell(target, pos) {
+    if (target && target.managed_by === "hedge_plan") {
+      const rr = target.profit_rr != null ? Number(target.profit_rr) : null;
+      if (rr != null && rr > 0) {
+        return `<td class="hub-opt-target-cell is-on is-hedge" title="由对冲计划监控">对冲#${esc(target.plan_id)} 盈亏比 ${esc(fmt(rr, 2))}</td>`;
+      }
       const side = String(target.opt_type || "").toUpperCase() === "P" ? "Put≤" : "Call≥";
       const px = target.target_index != null ? fmt(target.target_index, 1) : "—";
-    if (target.managed_by === "hedge_plan") {
       return `<td class="hub-opt-target-cell is-on is-hedge" title="由对冲计划监控">对冲#${esc(target.plan_id)} ${esc(side)} ${esc(px)}</td>`;
     }
-    return `<td class="hub-opt-target-cell is-on" title="目标监控">${esc(side)} ${esc(px)}</td>`;
+    const parts = [];
+    const hasIndex =
+      target &&
+      target.exit_mode !== "profit_exit" &&
+      target.target_index != null &&
+      Number(target.target_index) > 0;
+    if (hasIndex) {
+      const side = String(target.opt_type || (pos && pos.opt_type) || "").toUpperCase() === "P" ? "Put≤" : "Call≥";
+      parts.push(side + " " + fmt(target.target_index, 1));
+    }
+    const peOn =
+      !!(pos && pos.profit_exit_enabled) ||
+      !!(target && (target.exit_mode === "profit_exit" || target.profit_exit_enabled));
+    if (peOn) {
+      const mult =
+        pos && pos.profit_exit_mult != null
+          ? pos.profit_exit_mult
+          : target && target.profit_exit_mult != null
+            ? target.profit_exit_mult
+            : 1;
+      parts.push(formatProfitExitMultLabel(mult));
+    }
+    if (!parts.length) return "<td>—</td>";
+    return `<td class="hub-opt-target-cell is-on" title="目标监控">${esc(parts.join(" · "))}</td>`;
   }
 
   function renderOptionsPositionsTable(pos, targets) {
@@ -3964,7 +3997,7 @@
         <td>${esc(optType)}</td>
         <td>${esc(p.pos)}</td>
         <td>${optionsExpiryCdHtml(p.exp_time_ms != null ? p.exp_time_ms : p.exp_time)}</td>
-        ${renderOptionsTargetCell(target)}`;
+        ${renderOptionsTargetCell(target, p)}`;
       if (showPnl) {
         html += `<td class="${pnlCls(net)}">${net == null ? "—" : fmt(net, 2)}</td>
         <td class="${pnlCls(net)}">${roi == null ? "—" : esc(Number(roi).toFixed(2)) + "%"}</td>`;

manual_trading_hub/static/index.html

@@ -1767,6 +1767,6 @@
   <script src="/assets/options_expiry_countdown.js?v=1"></script>
   <script src="/assets/options_position_cards.js?v=4"></script>
   <script src="/assets/backup.js?v=1"></script>
-  <script src="/assets/app.js?v=20260807-opt-float"></script>
+  <script src="/assets/app.js?v=20260812-profit-exit"></script>
 </body>
 </html>

manual_trading_hub/static/login.html

@@ -146,7 +146,7 @@
             return;
           }
           if (r.status === 403) {
-            showErr("访问被拒绝(403):云端 hub 需设置 HUB_ALLOW_PUBLIC=true");
+            showErr("访问被拒绝(403):请确认 HUB_ALLOW_PUBLIC 未设为 false,并检查反代/登录配置");
           } else {
             showErr(j.detail || j.msg || "用户名或密码错误 (" + r.status + ")");
           }

tests/test_hedge_plan_calc.py

@@ -102,20 +102,23 @@ class TestHedgePlanCalc(unittest.TestCase):
         a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
         b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
         p = build_options_options_preview(
-            target_price_up=3500,
+            profit_rr=2,
-            target_price_down=3000,
             index_px=3200,
             leg_a=a,
             leg_b=b,
         )
         self.assertEqual(p["summary"]["premium_paid"], 10)
         self.assertTrue(p["summary"]["expiry_is_loss"])
-        self.assertEqual(p["summary"]["rr_risk_premium"], 10)
+        self.assertEqual(p["summary"]["profit_rr"], 2)
-        self.assertIsNotNone(p["summary"]["rr_at_up"])
+        self.assertEqual(p["summary"]["at_rr_a_full_total"], 15)  # 盈利=2*10, 亏腿-5
-        self.assertAlmostEqual(p["summary"]["rr_at_up"], p["summary"]["at_target_up_total"] / 10, places=4)
+        self.assertEqual(len(p["scenarios"]), 5)
-        self.assertEqual(len(p["scenarios"]), 4)
+        self.assertEqual(p["scenarios"][0]["id"], "rr_leg_a_full")
-        self.assertEqual(p["scenarios"][0]["id"], "target_up")
+        self.assertEqual(p["scenarios"][1]["id"], "rr_leg_b_full")
-        self.assertEqual(p["scenarios"][1]["id"], "target_down")
+        # 到期实值反推:Call 盈利20 → 价值25 → 每币2500 → spot=3300+2500
+        self.assertEqual(p["scenarios"][0]["spot"], 5800.0)
+        # Put 盈利20 → spot=3100-2500
+        self.assertEqual(p["scenarios"][1]["spot"], 600.0)
+        self.assertEqual(p["scenarios"][2]["spot"], 5800.0)  # 残值情景同腿A反推
 
     def test_oo_legacy_single_target_still_works(self):
         a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}

tests/test_hedge_plan_history_stats.py

@@ -155,6 +155,32 @@ class TestHedgeHistoryStats(unittest.TestCase):
         self.assertEqual(targets["ETH-USD_UM-260719-1850-P"]["target_index"], 1800)
         self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["managed_by"], "hedge_plan")
 
+    def test_active_options_targets_profit_rr(self):
+        conn = _mem()
+        pid = insert_plan(
+            conn,
+            {
+                "plan_type": "options_options",
+                "status": "active",
+                "underlying": "ETH",
+                "profit_rr": 2,
+            },
+        )
+        insert_leg(
+            conn,
+            {
+                "plan_id": pid,
+                "leg_role": "option_a",
+                "inst_id": "ETH-USD_UM-260719-1890-C",
+                "opt_type": "C",
+                "status": "open",
+            },
+        )
+        targets = active_options_targets_by_inst(conn)
+        self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["profit_rr"], 2)
+        self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["exit_mode"], "profit_rr")
+        self.assertIsNone(targets["ETH-USD_UM-260719-1890-C"]["target_index"])
+
 
 if __name__ == "__main__":
     unittest.main()

tests/test_hedge_plan_moneyness.py

@@ -104,8 +104,7 @@ class TestHedgeMoneyness(unittest.TestCase):
         err = validate_start_body(
             "options_options",
             {
-                "target_price_up": 1900,
+                "profit_rr": 2,
-                "target_price_down": 1700,
                 "index_px": 1800,
                 "leg_a": {"inst_id": "ETH-USD-260731-1700-C", "opt_type": "C", "strike": 1700},
                 "leg_b": {"inst_id": "ETH-USD-260731-1900-P", "opt_type": "P", "strike": 1900},

tests/test_hedge_plan_orders.py

@@ -169,9 +169,7 @@ class TestHedgePlanOrderPath(unittest.TestCase):
             "budget_buffer": 0.95,
         }
         body = {
-            "target_price": 1900,
+            "profit_rr": 2,
-            "target_price_up": 1950,
-            "target_price_down": 1750,
             "oo_sheets_mode": "same_sheets",
             "leg_a": {"inst_id": "A", "sheets": 1, "opt_type": "C"},
             "leg_b": {"inst_id": "B", "sheets": 1, "opt_type": "P"},

tests/test_okx_spot_swap.py

@@ -37,9 +37,24 @@ class TestOkxSpotSwap(unittest.TestCase):
         )
         result = spot_market_swap_usdt_usdc(ex, direction="usdt_to_usdc", amount=20)
         self.assertFalse(result["ok"])
-        self.assertEqual(result["msg"], "资金账户 USDT 可用余额不足")
+        self.assertEqual(result["msg"], "USDT 可用余额不足(期权请先兑成 USDC 并划入交易账户)")
         self.assertNotIn("{", result["msg"])
 
+    def test_insufficient_usdc_message(self):
+        from lib.exchange.okx_options_lib import _okx_trade_error_message
+
+        msg = _okx_trade_error_message(
+            resp={
+                "data": [
+                    {
+                        "sCode": "51008",
+                        "sMsg": "Order failed. Insufficient USDC balance in account.",
+                    }
+                ]
+            }
+        )
+        self.assertEqual(msg, "交易账户 USDC 可用余额不足")
+
 
 if __name__ == "__main__":
     unittest.main()

tests/test_options_budget_full.py

@@ -1,16 +1,98 @@
-"""按可用余额打满:min(余额, 单笔预算)."""
+"""按可用余额打满 / 全仓复利定仓."""
 from __future__ import annotations
 
-from lib.options.options_pricing_lib import resolve_budget_full_usdc
+import unittest
+
+from lib.options.options_pricing_lib import (
+    resolve_budget_full_usdc,
+    resolve_compound_full_usdc,
+)
+from lib.options.options_position_limit_lib import (
+    compound_full_single_position_block_msg,
+    count_live_option_positions,
+)
 
 
-def test_balance_above_budget_uses_budget():
+class TestOptionsBudgetModes(unittest.TestCase):
-    assert resolve_budget_full_usdc(100.0, 10.0) == 10.0
+    def test_balance_above_budget_uses_budget(self):
+        self.assertEqual(resolve_budget_full_usdc(100.0, 10.0), 10.0)
+
+    def test_balance_below_budget_uses_balance(self):
+        self.assertEqual(resolve_budget_full_usdc(5.0, 10.0), 5.0)
+
+    def test_balance_equals_budget(self):
+        self.assertEqual(resolve_budget_full_usdc(10.0, 10.0), 10.0)
+
+    def test_compound_full_no_cap_uses_all(self):
+        self.assertEqual(
+            resolve_compound_full_usdc(200.0, cap_enabled=False, cap_usdc=50.0),
+            200.0,
+        )
+
+    def test_compound_full_cap_on(self):
+        self.assertEqual(
+            resolve_compound_full_usdc(200.0, cap_enabled=True, cap_usdc=50.0),
+            50.0,
+        )
+        self.assertEqual(
+            resolve_compound_full_usdc(30.0, cap_enabled=True, cap_usdc=50.0),
+            30.0,
+        )
+
+    def test_compound_full_cap_invalid_falls_back_to_balance(self):
+        self.assertEqual(
+            resolve_compound_full_usdc(80.0, cap_enabled=True, cap_usdc=0),
+            80.0,
+        )
+        self.assertEqual(
+            resolve_compound_full_usdc(80.0, cap_enabled=True, cap_usdc=None),
+            80.0,
+        )
+
+    def test_compound_full_blocks_when_position_open(self):
+        rows = [{"instId": "ETH-USD_UM-260812-1870-P", "pos": "1"}]
+        msg = compound_full_single_position_block_msg(
+            object(), fetch_positions=lambda _ex: rows
+        )
+        self.assertIsNotNone(msg)
+        self.assertIn("1 笔", msg or "")
+
+    def test_compound_full_allows_when_flat(self):
+        msg = compound_full_single_position_block_msg(
+            object(), fetch_positions=lambda _ex: []
+        )
+        self.assertIsNone(msg)
+        self.assertEqual(count_live_option_positions([]), 0)
+
+    def test_normalize_size_mode_when_compound_off(self):
+        import os
+        from unittest.mock import patch
+
+        from lib.options import options_register as reg
+
+        with patch.dict(os.environ, {"OKX_OPTIONS_COMPOUND_FULL_ENABLED": "false"}):
+            mode, note = reg._normalize_size_mode("compound_full")
+            self.assertEqual(mode, "sheets")
+            self.assertIsNotNone(note)
+            mode2, note2 = reg._normalize_size_mode("budget_full")
+            self.assertEqual(mode2, "budget_full")
+            self.assertIsNone(note2)
+            mode3, _ = reg._normalize_size_mode("sheets")
+            self.assertEqual(mode3, "sheets")
+
+    def test_normalize_size_mode_when_compound_on(self):
+        import os
+        from unittest.mock import patch
+
+        from lib.options import options_register as reg
+
+        with patch.dict(os.environ, {"OKX_OPTIONS_COMPOUND_FULL_ENABLED": "true"}):
+            mode, note = reg._normalize_size_mode("budget_full")
+            self.assertEqual(mode, "compound_full")
+            self.assertIsNone(note)
+            mode2, _ = reg._normalize_size_mode("compound_full")
+            self.assertEqual(mode2, "compound_full")
 
 
-def test_balance_below_budget_uses_balance():
+if __name__ == "__main__":
-    assert resolve_budget_full_usdc(5.0, 10.0) == 5.0
+    unittest.main()
-
-
-def test_balance_equals_budget():
-    assert resolve_budget_full_usdc(10.0, 10.0) == 10.0

tests/test_options_profit_exit.py

@@ -0,0 +1,65 @@
+"""单独期权翻倍出场命中条件."""
+from __future__ import annotations
+
+import sqlite3
+import tempfile
+import unittest
+from pathlib import Path
+
+from lib.options.options_db import init_options_tables
+from lib.options.options_profit_exit_lib import (
+    normalize_profit_exit_mult,
+    profit_exit_by_inst,
+    profit_exit_hit,
+    required_recycle_usdc,
+    set_profit_exit,
+)
+
+
+class TestOptionsProfitExit(unittest.TestCase):
+    def test_hit_one_x_means_profit_equals_premium(self):
+        # 1倍:盈利=权利金 ⇒ 回收≥2×权利金
+        self.assertTrue(profit_exit_hit(premium_paid=10.0, recycle_usdc=20.0, mult=1.0))
+        self.assertFalse(profit_exit_hit(premium_paid=10.0, recycle_usdc=19.9, mult=1.0))
+        self.assertEqual(required_recycle_usdc(10.0, 1.0), 20.0)
+
+    def test_hit_two_x(self):
+        self.assertTrue(profit_exit_hit(premium_paid=10.0, recycle_usdc=30.0, mult=2.0))
+        self.assertFalse(profit_exit_hit(premium_paid=10.0, recycle_usdc=29.9, mult=2.0))
+
+    def test_normalize_mult(self):
+        self.assertEqual(normalize_profit_exit_mult(None), 1.0)
+        self.assertEqual(normalize_profit_exit_mult(0), 1.0)
+        self.assertEqual(normalize_profit_exit_mult("1.5"), 1.5)
+
+    def test_set_and_clear(self):
+        with tempfile.TemporaryDirectory() as td:
+            db = Path(td) / "t.db"
+            conn = sqlite3.connect(str(db))
+            conn.row_factory = sqlite3.Row
+            init_options_tables(conn)
+            conn.execute(
+                """
+                INSERT INTO options_trades
+                (inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status)
+                VALUES ('ETH-X', 'ETH', 'C', 1, 0.01, 10.0, 'open')
+                """
+            )
+            conn.commit()
+            out = set_profit_exit(conn, inst_id="ETH-X", enabled=True, mult=1.5)
+            self.assertTrue(out["ok"])
+            conn.commit()
+            m = profit_exit_by_inst(conn)
+            self.assertTrue(m["ETH-X"]["profit_exit_enabled"])
+            self.assertEqual(m["ETH-X"]["profit_exit_mult"], 1.5)
+            self.assertEqual(m["ETH-X"]["required_recycle"], 25.0)
+            out2 = set_profit_exit(conn, inst_id="ETH-X", enabled=False, mult=1.5)
+            self.assertTrue(out2["ok"])
+            conn.commit()
+            m2 = profit_exit_by_inst(conn)
+            self.assertNotIn("ETH-X", m2)
+            conn.close()
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_trade_policy_lib.py

@@ -88,3 +88,29 @@ def test_badge_parts():
         }
     )
     assert trade_policy_badge_parts(p) == ("仅多", "BTC/ETH")
+
+
+def test_default_symbol_when_whitelist_sole():
+    from lib.trade.trade_policy_app_lib import default_symbol_for_policy
+
+    p = load_trade_policy(
+        {
+            "TRADE_SYMBOL_RESTRICT_ENABLED": "true",
+            "TRADE_SYMBOL_WHITELIST": "BTC",
+        }
+    )
+    assert default_symbol_for_policy(p, "") == "BTC/USDT"
+    assert default_symbol_for_policy(p, "ETH/USDT") == "BTC/USDT"
+
+
+def test_default_symbol_when_whitelist_multi():
+    from lib.trade.trade_policy_app_lib import default_symbol_for_policy
+
+    p = load_trade_policy(
+        {
+            "TRADE_SYMBOL_RESTRICT_ENABLED": "true",
+            "TRADE_SYMBOL_WHITELIST": "BTC,ETH",
+        }
+    )
+    assert default_symbol_for_policy(p, "ETH") == "ETH/USDT"
+    assert default_symbol_for_policy(p, "SOL/USDT") == "BTC/USDT"