修复中控轮询连锁唤醒导致 CPU 居高不下：轮询加最小间隔并取消 board 每轮强制刷新看板。

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

.cursor/rules/auto-push-deploy.mdc

@@ -1,18 +0,0 @@
----
-description: After each completed code change, commit, push origin/main, and deploy to zk.hyf2.cc
-alwaysApply: true
----
-
-# Auto push & deploy
-
-When a user-facing code change is **finished** (not mid-debug / not "先不要改代码"):
-
-1. Commit only the relevant files (skip unrelated CRLF-only docs noise).
-2. `git push origin main` to `https://git.bz121.com/dekun/crypto_monitor.git`.
-3. Deploy to production `zk.hyf2.cc`:`cd /opt/crypto_monitor && git pull && bash deploy/pull_and_restart.sh`.
-4. Confirm PM2 processes are online; briefly report commit hash + deploy status.
-
-Do **not** wait for the user to say "推送并部署" again unless they cancel this habit.
-
-SSH: Prefer key auth; if BatchMode fails, use existing Paramiko root login path used in this project.
-Do not print or put passwords in user-facing replies.

.gitattributes

@@ -3,5 +3,8 @@
 deploy/** text eol=lf
 # 文档统一 LF，避免 Windows 编辑后产生 CRLF 脏 diff
 docs/** text eol=lf
+# XMind 为 ZIP 二进制；须覆盖上面 docs/** 的 text/eol，否则入库会损坏打不开
+*.xmind -text -diff -merge -eol
+docs/**/*.xmind -text -diff -merge -eol
 # .env 模板统一 LF，避免 Linux PM2 source 报 $'\r': command not found
 **/.env.example text eol=lf

.gitignore

@@ -15,12 +15,17 @@
 **/.env.backup*
 **/.env.bak
 **/.env.local
+
+# Cursor 本机规则/配置（勿提交；只留本地）
+.cursor/
+
 manual_trading_hub/hub_settings.json
 manual_trading_hub/hub_backup_state.json
 manual_trading_hub/hub_fund_history.json
 manual_trading_hub/hub_supervisor_state.json
 manual_trading_hub/hub_ai_summaries.json
 manual_trading_hub/hub_ai_chat.json
+manual_trading_hub/amp_stats_history.json
 manual_trading_hub/hub_ai_fund_history.json
 manual_trading_hub/data/
 backups/

crypto_monitor_binance/.env.example

@@ -76,10 +76,9 @@ TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true
 
 # 是否开启 Binance 实盘下单(false=只做本地流程,true=真实下单)
 LIVE_TRADING_ENABLED=true
-# Binance API Key(需开通合约,万向划转等权限)
-BINANCE_API_KEY=REPLACE_WITH_BINANCE_API_KEY
-# Binance API Secret
-BINANCE_API_SECRET=REPLACE_WITH_BINANCE_API_SECRET
+# Binance API(仅服务器 .env 配置;新机保持为空,填真钥后 pm2 restart --update-env;勿用占位符以免鉴权狂打)
+BINANCE_API_KEY=
+BINANCE_API_SECRET=
 # 保证金模式:cross=全仓,isolated=逐仓
 BINANCE_MARGIN_MODE=cross
 # 持仓模式:hedge=双向(需账户开启双向持仓,下单带 positionSide);oneway=单向
@@ -158,6 +157,8 @@ RISK_CONTROL_ENABLED=true
 RISK_COOLING_HOURS_MANUAL=4
 RISK_COOLING_HOURS_MANUAL_JOURNAL=1
 RISK_MANUAL_CLOSE_DAILY_LIMIT=2
+# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
+RISK_DAILY_LOSS_LIMIT=2
 RISK_MOOD_ISSUES_DAILY_FREEZE=true
 
 # 资金与仓位刷新周期(秒)
@@ -188,6 +189,8 @@ AUTO_TRANSFER_BJ_HOUR=8
 FORCE_CLOSE_BJ_HOUR=0
 # 是否启用强制清仓(默认关闭,true 才会在整点执行)
 FORCE_CLOSE_ENABLED=false
+# 强制清仓执行窗口(分钟,默认 5;该窗口内禁止开仓)
+FORCE_CLOSE_GRACE_MINUTES=5
 
 # 推送与AI超时(秒)
 WECHAT_TIMEOUT_SECONDS=10

crypto_monitor_binance/app.py

@@ -35,6 +35,11 @@ import sys
 if _REPO_ROOT not in sys.path:
     sys.path.insert(0, _REPO_ROOT)
 from lib.paths import common_static_dir
+from lib.exchange.api_credentials_lib import (
+    is_exchange_auth_error,
+    load_markets_public_fallback,
+    normalize_api_credential,
+)
 from lib.ai.ai_client import ai_generate, ai_review, ai_short_advice
 from lib.ai.ai_review_lib import (
     build_journal_ai_chart_path,
@@ -257,6 +262,7 @@ from lib.common.history_window_lib import (
     utc_window_to_utc_sql_strings,
 )
 from lib.trade.trade_result_lib import (
+    classify_exit_by_levels,
     count_winning_trades,
     filter_trade_records_excluding_miss,
     normalize_result_with_pnl,
@@ -346,8 +352,8 @@ def _resolve_app_tz():
 
 APP_TZ = _resolve_app_tz()
 LIVE_TRADING_ENABLED = os.getenv("LIVE_TRADING_ENABLED", "false").lower() == "true"
-BINANCE_API_KEY = (os.getenv("BINANCE_API_KEY") or "").strip()
-BINANCE_API_SECRET = (os.getenv("BINANCE_API_SECRET") or "").strip()
+BINANCE_API_KEY = normalize_api_credential(os.getenv("BINANCE_API_KEY"))
+BINANCE_API_SECRET = normalize_api_credential(os.getenv("BINANCE_API_SECRET"))
 BINANCE_MARGIN_MODE = (os.getenv("BINANCE_MARGIN_MODE") or "cross").strip().lower()
 # hedge=双向持仓(需 positionSide);oneway / single=单向持仓
 _raw_binance_pos = (os.getenv("BINANCE_POSITION_MODE") or "hedge").strip().lower()
@@ -411,7 +417,7 @@ _APP_STARTED_AT = time.time()
 _RECONCILE_FLAT_STREAK = {}
 KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m")
 FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98"))
-TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT")
+TRANSFER_CCY = (os.getenv("TRANSFER_CCY", "USDT") or "USDT").strip().upper() or "USDT"
 UPLOAD_FOLDER = resolve_path(os.getenv("UPLOAD_DIR", "static/images"))
 ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
 ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
@@ -489,6 +495,8 @@ if BINANCE_API_KEY and BINANCE_API_SECRET:
     exchange.apiKey = BINANCE_API_KEY
     exchange.secret = BINANCE_API_SECRET
 MARKETS_LOADED = False
+# 鉴权失败后停止私有 API(资金/持仓),避免坏钥反复请求;尤其 Gate 易封 IP
+EXCHANGE_AUTH_DISABLED_MSG = ""
 ACCOUNT_BALANCE_CACHE = {
     "updated_at": 0.0,
     "funding_usdt": None,
@@ -1843,8 +1851,38 @@ def _compute_period_metrics(trades):
     }
 
 
+def _bounds_for_month_key(ym):
+    """ym: YYYY-MM → 该自然月首末日(北京日历)."""
+    y, m = [int(x) for x in str(ym).split("-", 1)]
+    start = f"{y:04d}-{m:02d}-01"
+    if m == 12:
+        end = f"{y:04d}-12-31"
+    else:
+        end = (datetime(y, m + 1, 1) - timedelta(days=1)).date().strftime("%Y-%m-%d")
+    return start, end
+
+
+def _build_monthly_stats_rows(conn, all_tr, seg_key):
+    """按北京交易日所在自然月聚合;新月在前."""
+    by_month = {}
+    for p, t, td in all_tr:
+        if not td or len(str(td)) < 7:
+            continue
+        mk = str(td)[:7]
+        by_month.setdefault(mk, []).append((p, t, td))
+    rows = []
+    for mk in sorted(by_month.keys(), reverse=True):
+        metrics = _compute_period_metrics(by_month[mk])
+        ms, me = _bounds_for_month_key(mk)
+        metrics["opens_count"] = _count_opens_for_segment(conn, ms, me, seg_key)
+        metrics["range_label"] = f"{ms} ~ {me}"
+        metrics["month_key"] = mk
+        rows.append(metrics)
+    return rows
+
+
 def compute_stats_bundle(conn, trading_day, now_dt=None):
-    """日 / 周 / 月 统计:平仓按北京时间交易日(默认 8:00 切日)计入."""
+    """日 / 周 / 月 / 全部 统计:平仓按北京时间交易日(默认 8:00 切日)计入."""
     now_dt = now_dt or app_now()
     pnls = _load_completed_trade_pnls(conn)
     total_opens_all = conn.execute("SELECT COUNT(*) FROM order_monitors").fetchone()[0]
@@ -1856,26 +1894,37 @@ def compute_stats_bundle(conn, trading_day, now_dt=None):
         day_tr = [(p, t, td) for p, t, td, _r in seg_rows if td == trading_day]
         week_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and w_start <= td <= w_end]
         month_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and m_start <= td <= m_end]
+        all_tr = [(p, t, td) for p, t, td, _r in seg_rows if t]
         dm = _compute_period_metrics(day_tr)
         wm = _compute_period_metrics(week_tr)
         mm = _compute_period_metrics(month_tr)
+        am = _compute_period_metrics(all_tr)
         dm["opens_count"] = _count_opens_for_segment(conn, trading_day, trading_day, seg_key)
         wm["opens_count"] = _count_opens_for_segment(conn, w_start, w_end, seg_key)
         mm["opens_count"] = _count_opens_for_segment(conn, m_start, m_end, seg_key)
+        am["opens_count"] = _count_opens_for_segment(conn, "1970-01-01", "9999-12-31", seg_key)
         dm["range_label"] = f"北京时间交易日 {trading_day}({TRADING_DAY_RESET_HOUR}:00 切日)"
         wm["range_label"] = f"{w_start} ~ {w_end}(北京日期,近7天)"
         mm["range_label"] = f"{m_start} ~ {m_end}(北京自然月)"
-        return dm, wm, mm
+        tds = [td for _, _, td in all_tr if td]
+        if tds:
+            am["range_label"] = f"全部历史 {min(tds)} ~ {max(tds)}(北京交易日)"
+        else:
+            am["range_label"] = "全部历史(暂无平仓)"
+        am["monthly_rows"] = _build_monthly_stats_rows(conn, all_tr, seg_key)
+        return dm, wm, mm, am
 
     segments = []
     seg_defs = effective_stats_segment_defs(
         STATS_SEGMENT_DEFS, POSITION_SIZING_MODE, KEY_AUTO_ORDER_ENABLED
     )
     for seg_key, seg_title, _meta in seg_defs:
-        dm, wm, mm = slice_metrics(seg_key)
-        segments.append({"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm})
+        dm, wm, mm, am = slice_metrics(seg_key)
+        segments.append(
+            {"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm, "all": am}
+        )
 
-    dm, wm, mm = slice_metrics("all")
+    dm, wm, mm, am = slice_metrics("all")
 
     return {
         "trading_day": trading_day,
@@ -1883,6 +1932,7 @@ def compute_stats_bundle(conn, trading_day, now_dt=None):
         "day": dm,
         "week": wm,
         "month": mm,
+        "all": am,
         "segments": segments,
         "stats_reset_hour": TRADING_DAY_RESET_HOUR,
     }
@@ -2751,6 +2801,17 @@ def insert_trade_record(
             opened_at_ms=open_ts_ms,
             closed_at_ms=close_ts_ms,
         )
+    try:
+        from lib.trade.account_risk_lib import on_closed_trade_pnl
+
+        close_dt = parse_dt_for_trading_day(close_ts)
+        on_closed_trade_pnl(
+            conn,
+            pnl_amount=pnl_amount,
+            trading_day=get_trading_day(close_dt),
+        )
+    except Exception:
+        pass
     return tid
 
 
@@ -2805,6 +2866,8 @@ def enrich_order_item(raw_item, current_capital):
 
 
 def ensure_exchange_live_ready():
+    if EXCHANGE_AUTH_DISABLED_MSG:
+        return False, EXCHANGE_AUTH_DISABLED_MSG
     if not LIVE_TRADING_ENABLED:
         return False, "未开启实盘下单(LIVE_TRADING_ENABLED=false)"
     if not (BINANCE_API_KEY and BINANCE_API_SECRET):
@@ -2839,9 +2902,23 @@ def order_row_key_signal_type(row):
 
 def exchange_private_api_configured():
     """仅表示已配置密钥;与是否允许下单(LIVE_TRADING_ENABLED)无关,用于只读拉仓等."""
+    if EXCHANGE_AUTH_DISABLED_MSG:
+        return False
     return bool(BINANCE_API_KEY and BINANCE_API_SECRET)
 
 
+def _disable_private_api_after_auth_error(exc):
+    global EXCHANGE_AUTH_DISABLED_MSG, BINANCE_API_KEY, BINANCE_API_SECRET
+    from lib.exchange.api_credentials_lib import strip_ccxt_credentials
+
+    strip_ccxt_credentials(exchange)
+    BINANCE_API_KEY = ""
+    BINANCE_API_SECRET = ""
+    EXCHANGE_AUTH_DISABLED_MSG = (
+        f"API 鉴权失败,已停止私有请求(请在服务器 .env 修正密钥后重启): {exc}"
+    )
+
+
 def _float_balance_field(val):
     if val is None or val == "":
         return None
@@ -3124,11 +3201,15 @@ def get_exchange_capitals(force=False):
         return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"]
     try:
         ACCOUNT_BALANCE_CACHE["funding_usdt"] = _fetch_binance_funding_usdt()
-    except Exception:
+    except Exception as e:
+        if is_exchange_auth_error(e):
+            _disable_private_api_after_auth_error(e)
         ACCOUNT_BALANCE_CACHE["funding_usdt"] = None
     try:
         ACCOUNT_BALANCE_CACHE["trading_usdt"] = _fetch_binance_swap_usdt_total()
-    except Exception:
+    except Exception as e:
+        if is_exchange_auth_error(e):
+            _disable_private_api_after_auth_error(e)
         # 勿保留上一次成功请求的旧值:鉴权失败时否则会误以为「合约余额仍能读」
         ACCOUNT_BALANCE_CACHE["trading_usdt"] = None
     ACCOUNT_BALANCE_CACHE["updated_at"] = now_ts
@@ -3253,6 +3334,7 @@ def resolve_capital_base_for_key_open(conn, trading_day, live_capital):
 def precheck_risk(conn, symbol, direction):
     now = app_now()
     from lib.trade.account_risk_lib import account_risk_blocks_trading
+    from lib.trade.force_close_lib import force_close_blocks_new_open
 
     ok_risk, risk_reason = account_risk_blocks_trading(
         conn,
@@ -3262,6 +3344,13 @@ def precheck_risk(conn, symbol, direction):
     )
     if not ok_risk:
         return False, risk_reason
+    fc_block, fc_note = force_close_blocks_new_open(
+        FORCE_CLOSE_ENABLED,
+        FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+    )
+    if fc_block:
+        return False, fc_note or "强制清仓窗口内暂不可开仓"
     if not trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
     from lib.trade.account_risk_lib import position_limit_reached
@@ -3354,7 +3443,7 @@ def resolve_order_entry_price(order_resp, exchange_symbol, fallback_price):
 
 def get_contract_size(exchange_symbol):
     ensure_markets_loaded()
-    market = exchange.market(exchange_symbol)
+    market = exchange.market(normalize_exchange_symbol(exchange_symbol))
     return float(market.get("contractSize") or 1)
 
 
@@ -3523,7 +3612,15 @@ def calc_trend_manual_breakeven_stop(direction, entry_price, offset_pct=None):
 def ensure_markets_loaded(force=False):
     global MARKETS_LOADED
     if force or not MARKETS_LOADED:
-        exchange.load_markets(reload=force)
+        try:
+            exchange.load_markets(reload=force)
+        except Exception as e:
+            # 坏钥时立刻去掉签名再拉公开 markets,避免反复鉴权(尤其勿拖累同机 Gate)
+            if is_exchange_auth_error(e) and (getattr(exchange, "apiKey", None) or getattr(exchange, "secret", None)):
+                _disable_private_api_after_auth_error(e)
+                load_markets_public_fallback(exchange, reload=True)
+            else:
+                raise
         MARKETS_LOADED = True
 
 
@@ -4250,29 +4347,6 @@ def ms_to_app_local_str(ms):
         return app_now_str()
 
 
-def classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_price):
-    """根据成交价相对止盈/止损位归类;无法可靠归类时返回 None."""
-    try:
-        tp = float(take_profit)
-        sl = float(stop_loss)
-        ex = float(exit_price)
-        trig = float(trigger_price)
-    except (TypeError, ValueError):
-        return None
-    band = max(abs(trig) * 0.0008, abs(tp - sl) * 0.003, 1e-12)
-    if direction == "long":
-        if ex >= tp - band:
-            return "止盈"
-        if ex <= sl + band:
-            return "止损"
-    else:
-        if ex <= tp + band:
-            return "止盈"
-        if ex >= sl - band:
-            return "止损"
-    return None
-
-
 def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=None):
     """取开仓以来最近一笔减仓成交(与方向一致);失败返回 None."""
     if not (BINANCE_API_KEY and BINANCE_API_SECRET):
@@ -6899,8 +6973,10 @@ def force_close_before_reset():
     if not FORCE_CLOSE_ENABLED:
         return
     now = app_now()
-    # 每天北京时间指定整点小时内执行一次性兜底清仓(默认 00:xx)
-    if now.hour != FORCE_CLOSE_BJ_HOUR:
+    # 每天北京时间指定整点起 FORCE_CLOSE_GRACE_MINUTES 分钟内执行兜底清仓
+    from lib.trade.force_close_lib import is_force_close_executing
+
+    if not is_force_close_executing(FORCE_CLOSE_BJ_HOUR, now_ms=int(now.timestamp() * 1000)):
         return
     conn = get_db()
     rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
@@ -7272,14 +7348,22 @@ def render_main_page(page="trade", embed_mode=None):
     position_limit_count = count_position_limit_active_monitors(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
-    can_trade = can_trade_new_open(
+    from lib.trade.open_trade_gate_lib import resolve_manual_open_gate
+
+    _open_gate = resolve_manual_open_gate(
         time_allows=trading_day_reset_allows_new_open(now),
         active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
-        extra_blocks=not risk_status.get("can_trade", True),
+        risk_status=risk_status,
+        force_close_enabled=FORCE_CLOSE_ENABLED,
+        force_close_bj_hour=FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+        reset_hour=TRADING_DAY_RESET_HOUR,
     )
+    can_trade = _open_gate["can_trade"]
+    open_block_note = _open_gate["open_block_note"]
     key_rule_ctx = key_monitor_rule_template_context(
         kline_timeframe=KLINE_TIMEFRAME,
         key_breakout_amp_min_pct=KEY_BREAKOUT_AMP_MIN_PCT,
@@ -7346,6 +7430,7 @@ def render_main_page(page="trade", embed_mode=None):
         price_refresh_seconds=PRICE_REFRESH_SECONDS,
         active_count=position_limit_count,
         can_trade=can_trade,
+        open_block_note=open_block_note,
         opens_today=opens_today,
         daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT,
         daily_open_alert_threshold=DAILY_OPEN_ALERT_THRESHOLD,
@@ -7533,14 +7618,22 @@ def api_account_snapshot():
 
     header_trade_stats = header_trade_stats_for_window(conn, _list_window_from_request(), APP_TZ)
     conn.close()
-    can_trade = can_trade_new_open(
+    from lib.trade.open_trade_gate_lib import resolve_manual_open_gate
+
+    _open_gate = resolve_manual_open_gate(
         time_allows=trading_day_reset_allows_new_open(now),
         active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
-        extra_blocks=not risk_status.get("can_trade", True),
+        risk_status=risk_status,
+        force_close_enabled=FORCE_CLOSE_ENABLED,
+        force_close_bj_hour=FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+        reset_hour=TRADING_DAY_RESET_HOUR,
     )
+    can_trade = _open_gate["can_trade"]
+    open_block_note = _open_gate["open_block_note"]
     available_trading_usdt = get_available_trading_usdt()
 
     unrealized_pnl = None
@@ -7566,6 +7659,7 @@ def api_account_snapshot():
         "active_count": position_limit_count,
         "max_active_positions": MAX_ACTIVE_POSITIONS,
         "can_trade": can_trade,
+        "open_block_note": open_block_note,
         "opens_today": opens_today,
         "daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT,
         "daily_open_alert_threshold": DAILY_OPEN_ALERT_THRESHOLD,
@@ -9545,7 +9639,9 @@ register_trade_records_api(
 def _dashboard_enrich_orders(items):
     from lib.instance.instance_dashboard_lib import enrich_order_items_with_marks
 
-    return enrich_order_items_with_marks(items, get_price=get_price)
+    return enrich_order_items_with_marks(
+        items, get_price=get_price, get_contract_size=get_contract_size
+    )
 
 
 from lib.instance.instance_dashboard_register import register_instance_dashboard_routes
@@ -9558,6 +9654,10 @@ register_instance_dashboard_routes(
     hedge_enabled=False,
 )
 
+from lib.account_ledger.account_ledger_register import install_account_ledger
+
+install_account_ledger(app, _REPO_ROOT, app_module=sys.modules[__name__], exchange_key="binance")
+
 
 @app.route("/api/journals")
 @login_required
@@ -9859,7 +9959,7 @@ def manual_transfer():
         amount = float(request.form.get("amount", "0"))
     except Exception:
         flash("划转金额格式错误")
-        return redirect("/settings")
+        return redirect("/settings?settings_tab=transfer")
     from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip()
     to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip()
     ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account)
@@ -9874,7 +9974,7 @@ def manual_transfer():
         flash(f"手动划转成功:{amount}U {from_account}->{to_account}")
     else:
         flash(f"手动划转失败:{msg}")
-    return redirect("/settings")
+    return redirect("/settings?settings_tab=transfer")
 
 
 def _journal_ai_chart_builder(row):

crypto_monitor_gate/.env.example

@@ -74,10 +74,9 @@ TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true
 
 # 是否开启 Gate 实盘下单(false=只做本地流程,true=真实下单)
 LIVE_TRADING_ENABLED=true
-# Gate API Key(实盘)
-GATE_API_KEY=REPLACE_WITH_GATE_API_KEY
-# Gate API Secret(实盘)
-GATE_API_SECRET=REPLACE_WITH_GATE_API_SECRET
+# Gate API(仅服务器 .env 配置;新机保持为空,填真钥后重启;错误密钥反复请求易导致 Gate 封 IP)
+GATE_API_KEY=
+GATE_API_SECRET=
 # 保证金模式:cross=全仓,isolated=逐仓
 GATE_TD_MODE=cross
 # 持仓筛选:hedge=双向持仓下按多空腿过滤;其它值(如 single)不按腿过滤
@@ -160,6 +159,8 @@ RISK_CONTROL_ENABLED=true
 RISK_COOLING_HOURS_MANUAL=4
 RISK_COOLING_HOURS_MANUAL_JOURNAL=1
 RISK_MANUAL_CLOSE_DAILY_LIMIT=2
+# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
+RISK_DAILY_LOSS_LIMIT=2
 RISK_MOOD_ISSUES_DAILY_FREEZE=true
 
 # 资金与仓位刷新周期(秒)
@@ -190,6 +191,8 @@ AUTO_TRANSFER_BJ_HOUR=8
 FORCE_CLOSE_BJ_HOUR=0
 # 是否启用强制清仓(默认关闭,true 才会在整点执行)
 FORCE_CLOSE_ENABLED=false
+# 强制清仓执行窗口(分钟,默认 5;该窗口内禁止开仓)
+FORCE_CLOSE_GRACE_MINUTES=5
 
 # 推送与AI超时(秒)
 WECHAT_TIMEOUT_SECONDS=10

crypto_monitor_gate/app.py

@@ -35,6 +35,11 @@ import sys
 if _REPO_ROOT not in sys.path:
     sys.path.insert(0, _REPO_ROOT)
 from lib.paths import common_static_dir
+from lib.exchange.api_credentials_lib import (
+    is_exchange_auth_error,
+    load_markets_public_fallback,
+    normalize_api_credential,
+)
 from lib.ai.ai_client import ai_generate, ai_review, ai_short_advice
 from lib.ai.ai_review_lib import (
     build_journal_ai_chart_path,
@@ -260,6 +265,7 @@ from lib.common.history_window_lib import (
     utc_window_to_utc_sql_strings,
 )
 from lib.trade.trade_result_lib import (
+    classify_exit_by_levels,
     count_winning_trades,
     filter_trade_records_excluding_miss,
     normalize_result_with_pnl,
@@ -345,8 +351,8 @@ def _resolve_app_tz():
 
 APP_TZ = _resolve_app_tz()
 LIVE_TRADING_ENABLED = os.getenv("LIVE_TRADING_ENABLED", "false").lower() == "true"
-GATE_API_KEY = (os.getenv("GATE_API_KEY") or "").strip()
-GATE_API_SECRET = (os.getenv("GATE_API_SECRET") or "").strip()
+GATE_API_KEY = normalize_api_credential(os.getenv("GATE_API_KEY"))
+GATE_API_SECRET = normalize_api_credential(os.getenv("GATE_API_SECRET"))
 GATE_TD_MODE = (os.getenv("GATE_TD_MODE") or "cross").strip().lower()
 GATE_POS_MODE = (os.getenv("GATE_POS_MODE") or "hedge").strip().lower()
 # 永续仓位止盈止损触发单:POST /futures/{settle}/price_orders,order_type=close-*-position(全平)
@@ -404,7 +410,7 @@ KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m")
 _APP_STARTED_AT = time.time()
 _RECONCILE_FLAT_STREAK = {}
 FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98"))
-TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT")
+TRANSFER_CCY = (os.getenv("TRANSFER_CCY", "USDT") or "USDT").strip().upper() or "USDT"
 UPLOAD_FOLDER = resolve_path(os.getenv("UPLOAD_DIR", "static/images"))
 ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true"
 ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()]
@@ -477,6 +483,8 @@ if GATE_API_KEY and GATE_API_SECRET:
     exchange.apiKey = GATE_API_KEY
     exchange.secret = GATE_API_SECRET
 MARKETS_LOADED = False
+# 鉴权失败后停止私有 API,避免坏钥反复签名;Gate 尤其易封 IP
+EXCHANGE_AUTH_DISABLED_MSG = ""
 ACCOUNT_BALANCE_CACHE = {
     "updated_at": 0.0,
     "funding_usdt": None,
@@ -1841,45 +1849,80 @@ def _compute_period_metrics(trades):
     }
 
 
+def _bounds_for_month_key(ym):
+    """ym: YYYY-MM → 该自然月首末日(北京日历)."""
+    y, m = [int(x) for x in str(ym).split("-", 1)]
+    start = f"{y:04d}-{m:02d}-01"
+    if m == 12:
+        end = f"{y:04d}-12-31"
+    else:
+        end = (datetime(y, m + 1, 1) - timedelta(days=1)).date().strftime("%Y-%m-%d")
+    return start, end
+
+
+def _build_monthly_stats_rows(conn, all_tr, seg_key):
+    """按北京交易日所在自然月聚合;新月在前."""
+    by_month = {}
+    for p, t, td in all_tr:
+        if not td or len(str(td)) < 7:
+            continue
+        mk = str(td)[:7]
+        by_month.setdefault(mk, []).append((p, t, td))
+    rows = []
+    for mk in sorted(by_month.keys(), reverse=True):
+        metrics = _compute_period_metrics(by_month[mk])
+        ms, me = _bounds_for_month_key(mk)
+        metrics["opens_count"] = _count_opens_for_segment(conn, ms, me, seg_key)
+        metrics["range_label"] = f"{ms} ~ {me}"
+        metrics["month_key"] = mk
+        rows.append(metrics)
+    return rows
+
+
 def compute_stats_bundle(conn, trading_day, now_dt=None):
-    """日 / 周 / 月 统计:平仓按北京时间交易日(默认 8:00 切日)计入."""
+    """日 / 周 / 月 / 全部 统计:平仓按北京时间交易日(默认 8:00 切日)计入."""
     now_dt = now_dt or app_now()
     pnls = _load_completed_trade_pnls(conn)
     total_opens_all = conn.execute("SELECT COUNT(*) FROM order_monitors").fetchone()[0]
     w_start, w_end = _session_week_bounds(trading_day)
     m_start, m_end = _calendar_month_bounds(now_dt)
 
-    def in_week(tr):
-        return tr[2] and w_start <= tr[2] <= w_end
-
-    def in_month(tr):
-        return tr[2] and m_start <= tr[2] <= m_end
-
     def slice_metrics(seg_key):
         seg_rows = [tr for tr in pnls if _pnl_row_matches_segment(tr[3], seg_key)]
         day_tr = [(p, t, td) for p, t, td, _r in seg_rows if td == trading_day]
         week_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and w_start <= td <= w_end]
         month_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and m_start <= td <= m_end]
+        all_tr = [(p, t, td) for p, t, td, _r in seg_rows if t]
         dm = _compute_period_metrics(day_tr)
         wm = _compute_period_metrics(week_tr)
         mm = _compute_period_metrics(month_tr)
+        am = _compute_period_metrics(all_tr)
         dm["opens_count"] = _count_opens_for_segment(conn, trading_day, trading_day, seg_key)
         wm["opens_count"] = _count_opens_for_segment(conn, w_start, w_end, seg_key)
         mm["opens_count"] = _count_opens_for_segment(conn, m_start, m_end, seg_key)
+        am["opens_count"] = _count_opens_for_segment(conn, "1970-01-01", "9999-12-31", seg_key)
         dm["range_label"] = f"北京时间交易日 {trading_day}({TRADING_DAY_RESET_HOUR}:00 切日)"
         wm["range_label"] = f"{w_start} ~ {w_end}(北京日期,近7天)"
         mm["range_label"] = f"{m_start} ~ {m_end}(北京自然月)"
-        return dm, wm, mm
+        tds = [td for _, _, td in all_tr if td]
+        if tds:
+            am["range_label"] = f"全部历史 {min(tds)} ~ {max(tds)}(北京交易日)"
+        else:
+            am["range_label"] = "全部历史(暂无平仓)"
+        am["monthly_rows"] = _build_monthly_stats_rows(conn, all_tr, seg_key)
+        return dm, wm, mm, am
 
     segments = []
     seg_defs = effective_stats_segment_defs(
         STATS_SEGMENT_DEFS, POSITION_SIZING_MODE, KEY_AUTO_ORDER_ENABLED
     )
     for seg_key, seg_title, _meta in seg_defs:
-        dm, wm, mm = slice_metrics(seg_key)
-        segments.append({"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm})
+        dm, wm, mm, am = slice_metrics(seg_key)
+        segments.append(
+            {"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm, "all": am}
+        )
 
-    dm, wm, mm = slice_metrics("all")
+    dm, wm, mm, am = slice_metrics("all")
 
     return {
         "trading_day": trading_day,
@@ -1887,6 +1930,7 @@ def compute_stats_bundle(conn, trading_day, now_dt=None):
         "day": dm,
         "week": wm,
         "month": mm,
+        "all": am,
         "segments": segments,
         "stats_reset_hour": TRADING_DAY_RESET_HOUR,
     }
@@ -2445,6 +2489,17 @@ def insert_trade_record(
         sync_trade_records_from_exchange(conn, force=False)
     except Exception:
         pass
+    try:
+        from lib.trade.account_risk_lib import on_closed_trade_pnl
+
+        close_dt = parse_dt_for_trading_day(close_ts)
+        on_closed_trade_pnl(
+            conn,
+            pnl_amount=pnl_amount,
+            trading_day=get_trading_day(close_dt),
+        )
+    except Exception:
+        pass
     return tid
 
 
@@ -2499,6 +2554,8 @@ def enrich_order_item(raw_item, current_capital):
 
 
 def ensure_exchange_live_ready():
+    if EXCHANGE_AUTH_DISABLED_MSG:
+        return False, EXCHANGE_AUTH_DISABLED_MSG
     if not LIVE_TRADING_ENABLED:
         return False, "未开启实盘下单(LIVE_TRADING_ENABLED=false)"
     if not (GATE_API_KEY and GATE_API_SECRET):
@@ -2533,9 +2590,23 @@ def order_row_key_signal_type(row):
 
 def exchange_private_api_configured():
     """仅表示已配置密钥;与是否允许下单(LIVE_TRADING_ENABLED)无关,用于只读拉仓等."""
+    if EXCHANGE_AUTH_DISABLED_MSG:
+        return False
     return bool(GATE_API_KEY and GATE_API_SECRET)
 
 
+def _disable_private_api_after_auth_error(exc):
+    global EXCHANGE_AUTH_DISABLED_MSG, GATE_API_KEY, GATE_API_SECRET
+    from lib.exchange.api_credentials_lib import strip_ccxt_credentials
+
+    strip_ccxt_credentials(exchange)
+    GATE_API_KEY = ""
+    GATE_API_SECRET = ""
+    EXCHANGE_AUTH_DISABLED_MSG = (
+        f"API 鉴权失败,已停止私有请求(请在服务器 .env 修正密钥后重启;勿反复试错以免 Gate 封 IP): {exc}"
+    )
+
+
 def _extract_usdt_total(balance):
     usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {}
     total_map = balance.get("total", {}) if isinstance(balance, dict) else {}
@@ -2793,11 +2864,15 @@ def get_exchange_capitals(force=False):
         return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"]
     try:
         ACCOUNT_BALANCE_CACHE["funding_usdt"] = _fetch_gate_funding_usdt()
-    except Exception:
+    except Exception as e:
+        if is_exchange_auth_error(e):
+            _disable_private_api_after_auth_error(e)
         ACCOUNT_BALANCE_CACHE["funding_usdt"] = None
     try:
         ACCOUNT_BALANCE_CACHE["trading_usdt"] = _fetch_usdt_by_types(["swap", "spot"])
-    except Exception:
+    except Exception as e:
+        if is_exchange_auth_error(e):
+            _disable_private_api_after_auth_error(e)
         # 勿保留上一次成功请求的旧值:鉴权失败时否则会误以为「合约余额仍能读」
         ACCOUNT_BALANCE_CACHE["trading_usdt"] = None
     ACCOUNT_BALANCE_CACHE["updated_at"] = now_ts
@@ -2923,6 +2998,7 @@ def resolve_capital_base_for_key_open(conn, trading_day, live_capital):
 def precheck_risk(conn, symbol, direction):
     now = app_now()
     from lib.trade.account_risk_lib import account_risk_blocks_trading
+    from lib.trade.force_close_lib import force_close_blocks_new_open
 
     ok_risk, risk_reason = account_risk_blocks_trading(
         conn,
@@ -2932,6 +3008,13 @@ def precheck_risk(conn, symbol, direction):
     )
     if not ok_risk:
         return False, risk_reason
+    fc_block, fc_note = force_close_blocks_new_open(
+        FORCE_CLOSE_ENABLED,
+        FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+    )
+    if fc_block:
+        return False, fc_note or "强制清仓窗口内暂不可开仓"
     if not trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
     from lib.trade.account_risk_lib import position_limit_reached
@@ -3024,7 +3107,7 @@ def resolve_order_entry_price(order_resp, exchange_symbol, fallback_price):
 
 def get_contract_size(exchange_symbol):
     ensure_markets_loaded()
-    market = exchange.market(exchange_symbol)
+    market = exchange.market(normalize_exchange_symbol(exchange_symbol))
     return float(market.get("contractSize") or 1)
 
 
@@ -3289,7 +3372,15 @@ def calc_trend_manual_breakeven_stop(direction, entry_price, offset_pct=None):
 def ensure_markets_loaded(force=False):
     global MARKETS_LOADED
     if force or not MARKETS_LOADED:
-        exchange.load_markets(reload=force)
+        try:
+            exchange.load_markets(reload=force)
+        except Exception as e:
+            # Gate 对无效签名/坏钥敏感,失败后立即改公开 markets,勿反复带钥请求
+            if is_exchange_auth_error(e) and (getattr(exchange, "apiKey", None) or getattr(exchange, "secret", None)):
+                _disable_private_api_after_auth_error(e)
+                load_markets_public_fallback(exchange, reload=True)
+            else:
+                raise
         MARKETS_LOADED = True
 
 
@@ -3705,46 +3796,99 @@ def _coerce_float(*values):
     return None
 
 
+def _gate_is_cross_margin(position, info):
+    mode = str(position.get("marginMode") or info.get("pos_margin_mode") or "").lower()
+    if "cross" in mode:
+        return True
+    lev = _coerce_float(info.get("leverage"), position.get("leverage"))
+    return lev is not None and lev == 0
+
+
+def _gate_effective_leverage(position, info, order_leverage=None):
+    lev = _coerce_float(position.get("leverage"), info.get("leverage"))
+    if lev is not None and lev > 0:
+        return lev
+    cross_lev = _coerce_float(info.get("cross_leverage_limit"))
+    if cross_lev is not None and cross_lev > 0:
+        return cross_lev
+    if order_leverage is not None:
+        try:
+            ol = float(order_leverage)
+            if ol > 0:
+                return ol
+        except (TypeError, ValueError):
+            pass
+    return None
+
+
+def _gate_estimated_initial_margin(notional, leverage):
+    """Gate App 口径:仓位价值/杠杆 + 预估平仓 taker 费(0.075%)."""
+    if notional is None or notional <= 0 or leverage is None or leverage <= 0:
+        return None
+    return notional / float(leverage) + notional * 0.00075
+
+
+def _gate_margin_matches_unrealized(margin, unrealized):
+    if margin is None or unrealized is None:
+        return False
+    return abs(float(margin) - float(unrealized)) <= max(0.02, abs(float(unrealized)) * 0.05)
+
+
+def _gate_resolve_initial_margin(position, info, *, notional, unrealized, order_leverage=None):
+    """全仓下 API margin 偶发等于 unrealised_pnl;优先 value/杠杆,逐仓仍信 API."""
+    api_margin = _coerce_float(
+        info.get("initial_margin"),
+        position.get("initialMargin"),
+        position.get("collateral"),
+        position.get("margin"),
+        info.get("margin"),
+        info.get("iso_margin"),
+        info.get("position_margin"),
+        info.get("initialMargin"),
+    )
+    eff_lev = _gate_effective_leverage(position, info, order_leverage)
+    estimated = _gate_estimated_initial_margin(notional, eff_lev) if eff_lev else None
+    if _gate_is_cross_margin(position, info):
+        if estimated and estimated > 0:
+            if (
+                api_margin is None
+                or api_margin <= 0
+                or _gate_margin_matches_unrealized(api_margin, unrealized)
+                or api_margin < estimated * 0.6
+            ):
+                return estimated
+        if api_margin is not None and api_margin > 0 and not _gate_margin_matches_unrealized(
+            api_margin, unrealized
+        ):
+            return api_margin
+        return estimated
+    if api_margin is not None and api_margin > 0:
+        return api_margin
+    return estimated
+
+
 def parse_ccxt_position_metrics(position, order_leverage=None):
     """
     从 ccxt 统一持仓结构解析保证金/名义/未实现盈亏(Gate 等所字段略有差异,做多键兜底).
-    与 App「仓位保证金」对齐时优先用 initialMargin;缺失时再尝试 info 内字段.
+    全仓优先 value/cross_leverage_limit(+平仓费);API margin 若≈unrealised_pnl 则弃用.
     """
     if not position:
         return None
     p = position
     info = p.get("info", {}) or {}
-    # Gate 全仓:ccxt 的 initialMargin 常为空;collateral 来自 API 的 margin,与 App「保证金」一致
-    initial = _coerce_float(p.get("collateral"), p.get("initialMargin"), p.get("margin"))
-    if initial is None or initial <= 0:
-        initial = _coerce_float(
-            info.get("margin"),
-            info.get("cross_margin"),
-            info.get("iso_margin"),
-            info.get("initial_margin"),
-            info.get("position_margin"),
-            info.get("initialMargin"),
-        )
     notional = _coerce_float(p.get("notional"), p.get("notionalValue"))
     if notional is None or notional <= 0:
         notional = _coerce_float(info.get("value"))
     if notional is not None:
         notional = abs(notional)
-    # 全仓且 API margin 为 0 时:用名义/杠杆粗算展示(与交易所「约占用」接近)
-    if (initial is None or initial <= 0) and notional and notional > 0 and order_leverage:
-        try:
-            lev = float(order_leverage)
-            if lev > 0:
-                approx = notional / lev
-                if approx > 0:
-                    initial = approx
-        except (TypeError, ValueError):
-            pass
     unrealized = _coerce_float(
         p.get("unrealizedPnl"),
         info.get("unrealised_pnl"),
         info.get("unrealized_pnl"),
     )
+    initial = _gate_resolve_initial_margin(
+        p, info, notional=notional, unrealized=unrealized, order_leverage=order_leverage
+    )
     mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("mark_price"), info.get("markPrice"))
     out = {}
     if initial is not None and initial > 0:
@@ -3881,29 +4025,6 @@ def ms_to_app_local_str(ms):
         return app_now_str()
 
 
-def classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_price):
-    """根据成交价相对止盈/止损位归类;无法可靠归类时返回 None."""
-    try:
-        tp = float(take_profit)
-        sl = float(stop_loss)
-        ex = float(exit_price)
-        trig = float(trigger_price)
-    except (TypeError, ValueError):
-        return None
-    band = max(abs(trig) * 0.0008, abs(tp - sl) * 0.003, 1e-12)
-    if direction == "long":
-        if ex >= tp - band:
-            return "止盈"
-        if ex <= sl + band:
-            return "止损"
-    else:
-        if ex <= tp + band:
-            return "止盈"
-        if ex >= sl - band:
-            return "止损"
-    return None
-
-
 def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=None):
     """取开仓以来最近一笔减仓成交(与方向一致);失败返回 None."""
     if not (GATE_API_KEY and GATE_API_SECRET):
@@ -6528,8 +6649,10 @@ def force_close_before_reset():
     if not FORCE_CLOSE_ENABLED:
         return
     now = app_now()
-    # 每天北京时间指定整点小时内执行一次性兜底清仓(默认 00:xx)
-    if now.hour != FORCE_CLOSE_BJ_HOUR:
+    # 每天北京时间指定整点起 FORCE_CLOSE_GRACE_MINUTES 分钟内执行兜底清仓
+    from lib.trade.force_close_lib import is_force_close_executing
+
+    if not is_force_close_executing(FORCE_CLOSE_BJ_HOUR, now_ms=int(now.timestamp() * 1000)):
         return
     conn = get_db()
     rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
@@ -7050,14 +7173,22 @@ def render_main_page(page="trade", embed_mode=None):
     position_limit_count = count_position_limit_active_monitors(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
-    can_trade = can_trade_new_open(
+    from lib.trade.open_trade_gate_lib import resolve_manual_open_gate
+
+    _open_gate = resolve_manual_open_gate(
         time_allows=trading_day_reset_allows_new_open(now),
         active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
-        extra_blocks=not risk_status.get("can_trade", True),
+        risk_status=risk_status,
+        force_close_enabled=FORCE_CLOSE_ENABLED,
+        force_close_bj_hour=FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+        reset_hour=TRADING_DAY_RESET_HOUR,
     )
+    can_trade = _open_gate["can_trade"]
+    open_block_note = _open_gate["open_block_note"]
     key_rule_ctx = key_monitor_rule_template_context(
         kline_timeframe=KLINE_TIMEFRAME,
         key_breakout_amp_min_pct=KEY_BREAKOUT_AMP_MIN_PCT,
@@ -7121,6 +7252,7 @@ def render_main_page(page="trade", embed_mode=None):
         price_refresh_seconds=PRICE_REFRESH_SECONDS,
         active_count=position_limit_count,
         can_trade=can_trade,
+        open_block_note=open_block_note,
         opens_today=opens_today,
         daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT,
         daily_open_alert_threshold=DAILY_OPEN_ALERT_THRESHOLD,
@@ -7329,14 +7461,22 @@ def api_account_snapshot():
 
     header_trade_stats = header_trade_stats_for_window(conn, _list_window_from_request(), APP_TZ)
     conn.close()
-    can_trade = can_trade_new_open(
+    from lib.trade.open_trade_gate_lib import resolve_manual_open_gate
+
+    _open_gate = resolve_manual_open_gate(
         time_allows=trading_day_reset_allows_new_open(now),
         active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
-        extra_blocks=not risk_status.get("can_trade", True),
+        risk_status=risk_status,
+        force_close_enabled=FORCE_CLOSE_ENABLED,
+        force_close_bj_hour=FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+        reset_hour=TRADING_DAY_RESET_HOUR,
     )
+    can_trade = _open_gate["can_trade"]
+    open_block_note = _open_gate["open_block_note"]
     available_trading_usdt = get_available_trading_usdt()
 
     unrealized_pnl = None
@@ -7365,6 +7505,7 @@ def api_account_snapshot():
         "active_count": position_limit_count,
         "max_active_positions": MAX_ACTIVE_POSITIONS,
         "can_trade": can_trade,
+        "open_block_note": open_block_note,
         "opens_today": opens_today,
         "daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT,
         "daily_open_alert_threshold": DAILY_OPEN_ALERT_THRESHOLD,
@@ -9393,7 +9534,9 @@ register_trade_records_api(
 def _dashboard_enrich_orders(items):
     from lib.instance.instance_dashboard_lib import enrich_order_items_with_marks
 
-    return enrich_order_items_with_marks(items, get_price=get_price)
+    return enrich_order_items_with_marks(
+        items, get_price=get_price, get_contract_size=get_contract_size
+    )
 
 
 from lib.instance.instance_dashboard_register import register_instance_dashboard_routes
@@ -9406,6 +9549,10 @@ register_instance_dashboard_routes(
     hedge_enabled=False,
 )
 
+from lib.account_ledger.account_ledger_register import install_account_ledger
+
+install_account_ledger(app, _REPO_ROOT, app_module=sys.modules[__name__], exchange_key="gate")
+
 
 @app.route("/api/journals")
 @login_required
@@ -9716,7 +9863,7 @@ def manual_transfer():
         amount = float(request.form.get("amount", "0"))
     except Exception:
         flash("划转金额格式错误")
-        return redirect("/settings")
+        return redirect("/settings?settings_tab=transfer")
     from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip()
     to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip()
     ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account)
@@ -9731,7 +9878,7 @@ def manual_transfer():
         flash(f"手动划转成功:{amount}U {from_account}->{to_account}")
     else:
         flash(f"手动划转失败:{msg}")
-    return redirect("/settings")
+    return redirect("/settings?settings_tab=transfer")
 
 
 def _journal_ai_chart_builder(row):

crypto_monitor_okx/.env.example

@@ -79,12 +79,14 @@ TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true
 
 # 是否开启 OKX 实盘下单(false=只做本地流程,true=真实下单)
 LIVE_TRADING_ENABLED=true
-# OKX API Key(实盘)
-OKX_API_KEY=REPLACE_WITH_OKX_API_KEY
-# OKX API Secret(实盘)
-OKX_API_SECRET=REPLACE_WITH_OKX_API_SECRET
-# OKX API Passphrase(实盘)
-OKX_API_PASSPHRASE=REPLACE_WITH_OKX_API_PASSPHRASE
+# =============================================================================
+# OKX 账户 API(永续+期权共用;仅服务器 .env 手改,前端不展示)
+# 新机保持为空;填真钥后 pm2 restart --update-env(含子代理)
+# 旧键 OKX_OPTIONS_API_* 已废弃:若 OKX_API_* 为空,启动时会从 OPTIONS 键回填
+# =============================================================================
+OKX_API_KEY=
+OKX_API_SECRET=
+OKX_API_PASSPHRASE=
 # 保证金模式:cross=全仓,isolated=逐仓
 OKX_TD_MODE=cross
 # 持仓模式:hedge=双向持仓,net=单向净持仓
@@ -99,40 +101,70 @@ OKX_POSITION_INST_TYPE=SWAP
 EXCHANGE_DISPLAY_NAME=OKX
 # 企业微信推送里展示的账户备注
 # OKX_ACCOUNT_LABEL=
+# 顶栏是否显示 USDT 资金/交易账户(热更);false 时总资金仅计期权 USDC 侧
+OKX_SHOW_PERP_FUNDS=true
 
 # =============================================================================
-# 期权(主账户 API,与永续子账户 OKX_API_* 分离;修改后须重启 PM2)
+# 期权模块(与上方 OKX_API_* 同源;修改启用开关后须重启 PM2)
 # 详见 docs/期权方案.md 与 docs/期权用法.md
 # =============================================================================
 OKX_OPTIONS_ENABLED=false
-OKX_OPTIONS_API_KEY=
-OKX_OPTIONS_API_SECRET=
-OKX_OPTIONS_API_PASSPHRASE=
-OKX_OPTIONS_ACCOUNT_LABEL=主账户·期权
+# 以下 OKX_OPTIONS_API_* 已废弃,请勿再配置(仅兼容旧部署回填)
+# OKX_OPTIONS_API_KEY=
+# OKX_OPTIONS_API_SECRET=
+# OKX_OPTIONS_API_PASSPHRASE=
+OKX_OPTIONS_ACCOUNT_LABEL=账户·期权
+# 单笔期权本位: coin(默认,币本位+USDT买币桥) | usdc(权利金USDC;对冲仍仅USDC)
+OKX_OPTIONS_MARGIN_MODE=coin
 OKX_OPTIONS_TRADE_BUDGET_USDC=10
 OKX_OPTIONS_BUDGET_BUFFER=0.95
+# 币本位:按交易户USDT×缓冲复利;上限开关默认关(靠人工转走)
+OKX_OPTIONS_COIN_COMPOUND=true
+OKX_OPTIONS_COIN_BUDGET_USDT=10
+OKX_OPTIONS_COIN_MAX_USDT_ENABLED=false
+OKX_OPTIONS_COIN_MAX_USDT=50
+# 现货买入相对权利金缓冲:1.10=多买10%;也可写 0.10。按最大可开张数×权利金×缓冲买币,不全额兑换
+OKX_OPTIONS_COIN_SPOT_BUY_BUFFER=1.10
+# 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
+# 仅单独期权模式:期权同时持仓上限(笔);0=不限制;同合约加仓不占新笔数;热更
+OKX_OPTIONS_MAX_ACTIVE_POSITIONS=0
 OKX_OPTIONS_DEFAULT_UNDERLY=ETH
 # 期权链仅显示卖一深度≥1张的合约(估算卖一/无深度不显示);false 则显示全部
 OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED=true
 OKX_OPTIONS_MAX_DTE_DAYS=2
 OKX_OPTIONS_CHAIN_MAX_DTE_DAYS=14
-OKX_SUB_ACCOUNT_NAME=
 OKX_OPTIONS_ITM_MAX_DIST_USD=30
 OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
 OKX_OPTIONS_POLL_SECONDS=15
 OKX_OPTIONS_TD_MODE=isolated
 OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
+# 目标平仓门控(目标触达后自动平才校验;比较口径均为 USDT 估值)
+OKX_OPTIONS_CLOSE_GATE_MODE=premium
+# 全局倍数可选;留空则按本位用下方 COIN/USDC
+OKX_OPTIONS_CLOSE_RECYCLE_MULT=
+OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN=1.05
+OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC=2
+OKX_OPTIONS_CLOSE_NET_PNL_MIN_U=0
+OKX_OPTIONS_CLOSE_HOLD_SECONDS=120
 # 对冲买期权等成交超时(秒);超时撤未成交部分,未完全成交则开仓失败
 OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC=12
 
 # =============================================================================
-# 对冲计划(仅 OKX;前端 env「对冲计划」;详见 docs/对冲计划开发方案.md)
+# 对冲计划(仅 OKX;由 OKX_TRADE_MODE 控制是否启用;详见 docs/对冲计划开发方案.md)
 # =============================================================================
+# 以下三项已由 OKX_TRADE_MODE 取代,保留兼容旧部署(未配置 TRADE_MODE 时仍可读)
 HEDGE_PLAN_ENABLED=false
-# 页面 Tab 显示(默认全部显示,可单独关闭;不影响已有进行中/历史计划)
 HEDGE_PLAN_SHOW_PERP_OPTIONS=true
 HEDGE_PLAN_SHOW_OPTIONS_OPTIONS=true
 HEDGE_PLAN_LIVE_ORDER=false
+# 永期子模式:true=以期权为主;false=保险模式(页面标题前标识,不可页内切换)
+HEDGE_PLAN_OPTION_PRIMARY=true
 HEDGE_PLAN_OPEN_ORDER=options_first
 HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS=true
 HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS=false
@@ -147,6 +179,7 @@ HEDGE_PLAN_OO_BIAS_RATIO=0.7
 HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE=true
 # 半腿失败改手动补开(默认 true):不自动平已成腿,计划挂 partial,页面补开;开启时下方自动平强制无效
 HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL=true
+# 对冲组数上限(默认 1;opening/active/partial 计入);仅永期/期期模式生效;热更
 MAX_ACTIVE_HEDGE_PLANS=1
 HEDGE_PLAN_MONITOR_POLL_SECONDS=15
 # 半腿失败自动平期权;若 MANUAL_COMPLETE_ON_PARTIAL=true 则运行时强制无效(建议一并写成 false)
@@ -219,6 +252,8 @@ RISK_CONTROL_ENABLED=true
 RISK_COOLING_HOURS_MANUAL=4
 RISK_COOLING_HOURS_MANUAL_JOURNAL=1
 RISK_MANUAL_CLOSE_DAILY_LIMIT=2
+# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
+RISK_DAILY_LOSS_LIMIT=2
 RISK_MOOD_ISSUES_DAILY_FREEZE=true
 
 # 资金与仓位刷新周期(秒)
@@ -251,6 +286,8 @@ AUTO_TRANSFER_BJ_HOUR=8
 FORCE_CLOSE_BJ_HOUR=0
 # 是否启用强制清仓(默认关闭,true 才会在整点执行)
 FORCE_CLOSE_ENABLED=false
+# 强制清仓执行窗口(分钟,默认 5;该窗口内禁止开仓)
+FORCE_CLOSE_GRACE_MINUTES=5
 
 # 推送与AI超时(秒)
 WECHAT_TIMEOUT_SECONDS=10

crypto_monitor_okx/app.py

@@ -35,6 +35,11 @@ import sys
 if _REPO_ROOT not in sys.path:
     sys.path.insert(0, _REPO_ROOT)
 from lib.paths import common_static_dir
+from lib.exchange.api_credentials_lib import (
+    is_exchange_auth_error,
+    load_markets_public_fallback,
+    normalize_api_credential,
+)
 from lib.ai.ai_client import ai_generate, ai_review, ai_short_advice
 from lib.ai.ai_review_lib import (
     build_journal_ai_chart_path,
@@ -256,6 +261,7 @@ from lib.common.history_window_lib import (
     utc_window_to_utc_sql_strings,
 )
 from lib.trade.trade_result_lib import (
+    classify_exit_by_levels,
     count_winning_trades,
     filter_trade_records_excluding_miss,
     normalize_result_with_pnl,
@@ -342,16 +348,29 @@ def _resolve_app_tz():
 
 APP_TZ = _resolve_app_tz()
 LIVE_TRADING_ENABLED = os.getenv("LIVE_TRADING_ENABLED", "false").lower() == "true"
-OKX_API_KEY = os.getenv("OKX_API_KEY", "")
-OKX_API_SECRET = os.getenv("OKX_API_SECRET", "")
-OKX_API_PASSPHRASE = os.getenv("OKX_API_PASSPHRASE", "")
+
+
+def _promote_legacy_options_api_keys() -> None:
+    """1B: OKX_API_* 为空时,用废弃的 OKX_OPTIONS_API_* 回填到进程环境."""
+    if (os.getenv("OKX_API_KEY") or "").strip():
+        return
+    legacy_key = (os.getenv("OKX_OPTIONS_API_KEY") or "").strip()
+    legacy_secret = (os.getenv("OKX_OPTIONS_API_SECRET") or "").strip()
+    legacy_pass = (os.getenv("OKX_OPTIONS_API_PASSPHRASE") or "").strip()
+    if not (legacy_key and legacy_secret and legacy_pass):
+        return
+    os.environ["OKX_API_KEY"] = legacy_key
+    os.environ["OKX_API_SECRET"] = legacy_secret
+    os.environ["OKX_API_PASSPHRASE"] = legacy_pass
+
+
+_promote_legacy_options_api_keys()
+OKX_API_KEY = normalize_api_credential(os.getenv("OKX_API_KEY"))
+OKX_API_SECRET = normalize_api_credential(os.getenv("OKX_API_SECRET"))
+OKX_API_PASSPHRASE = normalize_api_credential(os.getenv("OKX_API_PASSPHRASE"))
 OKX_OPTIONS_ENABLED = os.getenv("OKX_OPTIONS_ENABLED", "false").lower() in ("1", "true", "yes", "on")
-OKX_OPTIONS_API_KEY = os.getenv("OKX_OPTIONS_API_KEY", "")
-OKX_OPTIONS_API_SECRET = os.getenv("OKX_OPTIONS_API_SECRET", "")
-OKX_OPTIONS_API_PASSPHRASE = os.getenv("OKX_OPTIONS_API_PASSPHRASE", "")
 OKX_OPTIONS_TRADE_BUDGET_USDC = float(os.getenv("OKX_OPTIONS_TRADE_BUDGET_USDC", "10"))
 OKX_OPTIONS_DEFAULT_UNDERLY = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper()
-OKX_SUB_ACCOUNT_NAME = (os.getenv("OKX_SUB_ACCOUNT_NAME") or "").strip()
 OKX_TD_MODE = os.getenv("OKX_TD_MODE", "cross")
 OKX_POS_MODE = os.getenv("OKX_POS_MODE", "hedge")
 EXCHANGE_DISPLAY_NAME = (os.getenv("EXCHANGE_DISPLAY_NAME") or "OKX").strip() or "OKX"
@@ -384,7 +403,7 @@ BREAKEVEN_EXCHANGE_MIN_INTERVAL_SEC = max(
 _BREAKEVEN_LAST_EX_SYNC: dict[int, float] = {}
 KLINE_TIMEFRAME = os.getenv("KLINE_TIMEFRAME", "5m")
 FULL_MARGIN_BUFFER_RATIO = float(os.getenv("FULL_MARGIN_BUFFER_RATIO", "0.98"))
-TRANSFER_CCY = os.getenv("TRANSFER_CCY", "USDT")
+TRANSFER_CCY = (os.getenv("TRANSFER_CCY", "USDT") or "USDT").strip().upper() or "USDT"
 OKX_POSITION_INST_TYPE = os.getenv("OKX_POSITION_INST_TYPE", "SWAP")
 EXCHANGE_POSITION_SYNC_FROM_BJ = (os.getenv("EXCHANGE_POSITION_SYNC_FROM_BJ") or "").strip()
 EXCHANGE_POSITION_HISTORY_LIMIT = max(50, min(1000, int(os.getenv("EXCHANGE_POSITION_HISTORY_LIMIT", "200"))))
@@ -466,7 +485,7 @@ os.makedirs(UPLOAD_FOLDER, exist_ok=True)
 os.makedirs(ORDER_CHART_DIR, exist_ok=True)
 app.config["UPLOAD_FOLDER"] = UPLOAD_FOLDER
 
-# 换成 OKX 永续
+# 同一套 OKX_API_*:swap 客户端跑永续,option 客户端跑期权(身份相同,defaultType 不同)
 exchange = ccxt.okx({
     "enableRateLimit": True,
     "options": {"defaultType": "swap"},  # OKX 用 swap 表示永续
@@ -486,12 +505,13 @@ exchange_options = ccxt.okx(
 )
 if OKX_CCXT_PROXIES:
     exchange_options.proxies = OKX_CCXT_PROXIES
-if OKX_OPTIONS_API_KEY and OKX_OPTIONS_API_SECRET and OKX_OPTIONS_API_PASSPHRASE:
-    exchange_options.apiKey = OKX_OPTIONS_API_KEY
-    exchange_options.secret = OKX_OPTIONS_API_SECRET
-    exchange_options.password = OKX_OPTIONS_API_PASSPHRASE
+if OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE:
+    exchange_options.apiKey = OKX_API_KEY
+    exchange_options.secret = OKX_API_SECRET
+    exchange_options.password = OKX_API_PASSPHRASE
 
 MARKETS_LOADED = False
+EXCHANGE_AUTH_DISABLED_MSG = ""
 ACCOUNT_BALANCE_CACHE = {
     "updated_at": 0.0,
     "funding_usdt": None,
@@ -1842,8 +1862,38 @@ def _compute_period_metrics(trades):
     }
 
 
+def _bounds_for_month_key(ym):
+    """ym: YYYY-MM → 该自然月首末日(北京日历)."""
+    y, m = [int(x) for x in str(ym).split("-", 1)]
+    start = f"{y:04d}-{m:02d}-01"
+    if m == 12:
+        end = f"{y:04d}-12-31"
+    else:
+        end = (datetime(y, m + 1, 1) - timedelta(days=1)).date().strftime("%Y-%m-%d")
+    return start, end
+
+
+def _build_monthly_stats_rows(conn, all_tr, seg_key):
+    """按北京交易日所在自然月聚合;新月在前."""
+    by_month = {}
+    for p, t, td in all_tr:
+        if not td or len(str(td)) < 7:
+            continue
+        mk = str(td)[:7]
+        by_month.setdefault(mk, []).append((p, t, td))
+    rows = []
+    for mk in sorted(by_month.keys(), reverse=True):
+        metrics = _compute_period_metrics(by_month[mk])
+        ms, me = _bounds_for_month_key(mk)
+        metrics["opens_count"] = _count_opens_for_segment(conn, ms, me, seg_key)
+        metrics["range_label"] = f"{ms} ~ {me}"
+        metrics["month_key"] = mk
+        rows.append(metrics)
+    return rows
+
+
 def compute_stats_bundle(conn, trading_day, now_dt=None):
-    """日 / 周 / 月 统计:平仓按北京时间交易日(默认 8:00 切日)计入."""
+    """日 / 周 / 月 / 全部 统计:平仓按北京时间交易日(默认 8:00 切日)计入."""
     now_dt = now_dt or app_now()
     pnls = _load_completed_trade_pnls(conn)
     total_opens_all = conn.execute("SELECT COUNT(*) FROM order_monitors").fetchone()[0]
@@ -1855,26 +1905,37 @@ def compute_stats_bundle(conn, trading_day, now_dt=None):
         day_tr = [(p, t, td) for p, t, td, _r in seg_rows if td == trading_day]
         week_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and w_start <= td <= w_end]
         month_tr = [(p, t, td) for p, t, td, _r in seg_rows if t and m_start <= td <= m_end]
+        all_tr = [(p, t, td) for p, t, td, _r in seg_rows if t]
         dm = _compute_period_metrics(day_tr)
         wm = _compute_period_metrics(week_tr)
         mm = _compute_period_metrics(month_tr)
+        am = _compute_period_metrics(all_tr)
         dm["opens_count"] = _count_opens_for_segment(conn, trading_day, trading_day, seg_key)
         wm["opens_count"] = _count_opens_for_segment(conn, w_start, w_end, seg_key)
         mm["opens_count"] = _count_opens_for_segment(conn, m_start, m_end, seg_key)
+        am["opens_count"] = _count_opens_for_segment(conn, "1970-01-01", "9999-12-31", seg_key)
         dm["range_label"] = f"北京时间交易日 {trading_day}({TRADING_DAY_RESET_HOUR}:00 切日)"
         wm["range_label"] = f"{w_start} ~ {w_end}(北京日期,近7天)"
         mm["range_label"] = f"{m_start} ~ {m_end}(北京自然月)"
-        return dm, wm, mm
+        tds = [td for _, _, td in all_tr if td]
+        if tds:
+            am["range_label"] = f"全部历史 {min(tds)} ~ {max(tds)}(北京交易日)"
+        else:
+            am["range_label"] = "全部历史(暂无平仓)"
+        am["monthly_rows"] = _build_monthly_stats_rows(conn, all_tr, seg_key)
+        return dm, wm, mm, am
 
     segments = []
     seg_defs = effective_stats_segment_defs(
         STATS_SEGMENT_DEFS, POSITION_SIZING_MODE, KEY_AUTO_ORDER_ENABLED
     )
     for seg_key, seg_title, _meta in seg_defs:
-        dm, wm, mm = slice_metrics(seg_key)
-        segments.append({"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm})
+        dm, wm, mm, am = slice_metrics(seg_key)
+        segments.append(
+            {"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm, "all": am}
+        )
 
-    dm, wm, mm = slice_metrics("all")
+    dm, wm, mm, am = slice_metrics("all")
 
     return {
         "trading_day": trading_day,
@@ -1882,6 +1943,7 @@ def compute_stats_bundle(conn, trading_day, now_dt=None):
         "day": dm,
         "week": wm,
         "month": mm,
+        "all": am,
         "segments": segments,
         "stats_reset_hour": TRADING_DAY_RESET_HOUR,
     }
@@ -2364,6 +2426,17 @@ def insert_trade_record(
         sync_trade_records_from_exchange(conn, force=False)
     except Exception:
         pass
+    try:
+        from lib.trade.account_risk_lib import on_closed_trade_pnl
+
+        close_dt = parse_dt_for_trading_day(close_ts)
+        on_closed_trade_pnl(
+            conn,
+            pnl_amount=pnl_amount,
+            trading_day=get_trading_day(close_dt),
+        )
+    except Exception:
+        pass
     return tid
 
 
@@ -2418,6 +2491,8 @@ def enrich_order_item(raw_item, current_capital):
 
 
 def ensure_okx_live_ready():
+    if EXCHANGE_AUTH_DISABLED_MSG:
+        return False, EXCHANGE_AUTH_DISABLED_MSG
     if not LIVE_TRADING_ENABLED:
         return False, "未开启实盘下单(LIVE_TRADING_ENABLED=false)"
     if not (OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE):
@@ -2450,6 +2525,23 @@ def order_row_key_signal_type(row):
     return None
 
 
+def _disable_private_api_after_auth_error(exc):
+    global EXCHANGE_AUTH_DISABLED_MSG, OKX_API_KEY, OKX_API_SECRET, OKX_API_PASSPHRASE
+    from lib.exchange.api_credentials_lib import strip_ccxt_credentials
+
+    strip_ccxt_credentials(exchange)
+    try:
+        strip_ccxt_credentials(exchange_options)
+    except Exception:
+        pass
+    OKX_API_KEY = ""
+    OKX_API_SECRET = ""
+    OKX_API_PASSPHRASE = ""
+    EXCHANGE_AUTH_DISABLED_MSG = (
+        f"API 鉴权失败,已停止私有请求(请在服务器 .env 修正密钥后重启): {exc}"
+    )
+
+
 def _extract_usdt_total(balance):
     usdt_info = balance.get("USDT", {}) if isinstance(balance, dict) else {}
     total_map = balance.get("total", {}) if isinstance(balance, dict) else {}
@@ -2570,8 +2662,9 @@ def get_exchange_capitals(force=False):
         ACCOUNT_BALANCE_CACHE["funding_usdt"] = funding
         ACCOUNT_BALANCE_CACHE["trading_usdt"] = trading
         ACCOUNT_BALANCE_CACHE["updated_at"] = now_ts
-    except Exception:
-        pass
+    except Exception as e:
+        if is_exchange_auth_error(e):
+            _disable_private_api_after_auth_error(e)
     return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"]
 
 
@@ -2662,6 +2755,7 @@ def trading_day_reset_allows_new_open(now, conn=None):
 def precheck_risk(conn, symbol, direction):
     now = app_now()
     from lib.trade.account_risk_lib import account_risk_blocks_trading
+    from lib.trade.force_close_lib import force_close_blocks_new_open
 
     ok_risk, risk_reason = account_risk_blocks_trading(
         conn,
@@ -2671,6 +2765,13 @@ def precheck_risk(conn, symbol, direction):
     )
     if not ok_risk:
         return False, risk_reason
+    fc_block, fc_note = force_close_blocks_new_open(
+        FORCE_CLOSE_ENABLED,
+        FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+    )
+    if fc_block:
+        return False, fc_note or "强制清仓窗口内暂不可开仓"
     if not trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
     from lib.trade.account_risk_lib import position_limit_reached
@@ -2764,7 +2865,7 @@ def resolve_order_entry_price(order_resp, exchange_symbol, fallback_price):
 def get_contract_size(exchange_symbol):
     try:
         ensure_markets_loaded()
-        market = exchange.market(exchange_symbol)
+        market = exchange.market(normalize_okx_symbol(exchange_symbol))
         return float(market.get("contractSize") or 1)
     except Exception:
         return 1.0
@@ -2794,7 +2895,14 @@ def build_okx_order_params(direction, reduce_only=False):
 def ensure_markets_loaded(force=False):
     global MARKETS_LOADED
     if force or not MARKETS_LOADED:
-        exchange.load_markets(reload=force)
+        try:
+            exchange.load_markets(reload=force)
+        except Exception as e:
+            if is_exchange_auth_error(e) and (getattr(exchange, "apiKey", None) or getattr(exchange, "secret", None)):
+                _disable_private_api_after_auth_error(e)
+                load_markets_public_fallback(exchange, reload=True)
+            else:
+                raise
         MARKETS_LOADED = True
 
 
@@ -2910,6 +3018,8 @@ def _okx_place_tp_sl_orders(exchange_symbol, direction, amount, stop_loss, take_
 
 
 def exchange_private_api_configured():
+    if EXCHANGE_AUTH_DISABLED_MSG:
+        return False
     return bool(OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE)
 
 
@@ -3370,29 +3480,6 @@ def ms_to_app_local_str(ms):
         return app_now_str()
 
 
-def classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_price):
-    """根据成交价相对止盈/止损位归类;无法可靠归类时返回 None."""
-    try:
-        tp = float(take_profit)
-        sl = float(stop_loss)
-        ex = float(exit_price)
-        trig = float(trigger_price)
-    except (TypeError, ValueError):
-        return None
-    band = max(abs(trig) * 0.0008, abs(tp - sl) * 0.003, 1e-12)
-    if direction == "long":
-        if ex >= tp - band:
-            return "止盈"
-        if ex <= sl + band:
-            return "止损"
-    else:
-        if ex <= tp + band:
-            return "止盈"
-        if ex >= sl - band:
-            return "止损"
-    return None
-
-
 def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=None):
     """取开仓以来最近一笔减仓成交(与方向一致);失败返回 None."""
     if not (OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE):
@@ -6355,8 +6442,10 @@ def force_close_before_reset():
     if not FORCE_CLOSE_ENABLED:
         return
     now = app_now()
-    # 每天北京时间指定整点小时内执行一次性兜底清仓(默认 00:xx)
-    if now.hour != FORCE_CLOSE_BJ_HOUR:
+    # 每天北京时间指定整点起 FORCE_CLOSE_GRACE_MINUTES 分钟内执行兜底清仓
+    from lib.trade.force_close_lib import is_force_close_executing
+
+    if not is_force_close_executing(FORCE_CLOSE_BJ_HOUR, now_ms=int(now.timestamp() * 1000)):
         return
     conn = get_db()
     rows = conn.execute("SELECT * FROM order_monitors WHERE status='active'").fetchall()
@@ -6554,8 +6643,8 @@ def render_main_page(page="trade", embed_mode=None):
     from lib.instance.instance_embed_context_lib import (
         embed_render_plan,
         minimal_stats_bundle,
-        options_funding_label,
         profit_loss_ratio_from_trades,
+        show_perp_funds_enabled,
         total_funds_usdt,
         trade_records_summary,
     )
@@ -6571,22 +6660,39 @@ def render_main_page(page="trade", embed_mode=None):
     options_funding_usdc = None
     options_funding_usdt = None
     options_trading_usdt = None
+    options_funding_eth = None
+    options_trading_eth = None
+    options_trading_btc = None
+    options_margin_mode = "coin"
+    options_underly = "ETH"
     if (
         OKX_OPTIONS_ENABLED
         and exchange_options.apiKey
         and embed_mode != "fragment"
     ):
         try:
-            from lib.exchange.okx_options_lib import options_header_balances
+            from lib.exchange.okx_options_lib import options_header_balance_pack
 
-            options_trading_usdc, options_funding_usdc, options_funding_usdt, options_trading_usdt = options_header_balances(
-                exchange_options
-            )
+            _op = options_header_balance_pack(exchange_options)
+            options_trading_usdc = _op.get("trading_usdc")
+            options_funding_usdc = _op.get("funding_usdc")
+            options_funding_usdt = _op.get("funding_usdt")
+            options_trading_usdt = _op.get("trading_usdt")
+            options_funding_eth = _op.get("funding_eth")
+            options_trading_eth = _op.get("trading_eth")
+            options_trading_btc = _op.get("trading_btc")
+            options_margin_mode = _op.get("options_margin_mode") or "coin"
+            options_underly = _op.get("options_underly") or "ETH"
         except Exception:
             options_trading_usdc = None
             options_funding_usdc = None
             options_funding_usdt = None
             options_trading_usdt = None
+            options_funding_eth = None
+            options_trading_eth = None
+            options_trading_btc = None
+            options_margin_mode = "coin"
+            options_underly = "ETH"
     recommended_capital = get_recommended_capital(current_capital)
     key_list = (
         conn.execute("SELECT * FROM key_monitors").fetchall() if plan.key_list else []
@@ -6655,14 +6761,22 @@ def render_main_page(page="trade", embed_mode=None):
     open_guard_blocks_now = open_guard_enabled and now.hour < TRADING_DAY_RESET_HOUR
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
-    can_trade = can_trade_new_open(
+    from lib.trade.open_trade_gate_lib import resolve_manual_open_gate
+
+    _open_gate = resolve_manual_open_gate(
         time_allows=trading_day_reset_allows_new_open(now, conn),
         active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
-        extra_blocks=not risk_status.get("can_trade", True),
+        risk_status=risk_status,
+        force_close_enabled=FORCE_CLOSE_ENABLED,
+        force_close_bj_hour=FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+        reset_hour=TRADING_DAY_RESET_HOUR,
     )
+    can_trade = _open_gate["can_trade"]
+    open_block_note = _open_gate["open_block_note"]
     key_rule_ctx = {}
     if page in ("key_monitor", "trade") or page in (
         "strategy",
@@ -6703,6 +6817,11 @@ def render_main_page(page="trade", embed_mode=None):
     from lib.instance.instance_display_prefs_lib import display_prefs_template_context
 
     _display_ctx = display_prefs_template_context(get_db)
+    from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
+
+    _okx_trade_mode = get_okx_trade_mode()
+    _hedge_mode_on = _okx_trade_mode in ("perp_options", "options_options")
+    _show_perp_funds = show_perp_funds_enabled(exchange_key="okx")
     template_ctx = dict(
         page=page,
         key=key_list,
@@ -6714,17 +6833,22 @@ def render_main_page(page="trade", embed_mode=None):
         rate=rate,
         profit_loss_ratio=profit_loss_ratio,
         total_funds=total_funds_usdt(
-            funding_usdt,
-            current_capital,
+            funding_usdt if _show_perp_funds else None,
+            current_capital if _show_perp_funds else None,
             options_trading_usdc,
             options_funding_usdc,
-            options_funding_usdt,
-            options_trading_usdt,
+            None,
+            None,
         ),
         options_funding_usdc=options_funding_usdc,
         options_funding_usdt=options_funding_usdt,
         options_trading_usdc=options_trading_usdc,
         options_trading_usdt=options_trading_usdt,
+        options_funding_eth=options_funding_eth,
+        options_trading_eth=options_trading_eth,
+        options_trading_btc=options_trading_btc,
+        options_margin_mode=options_margin_mode,
+        options_underly=options_underly,
         trading_day=trading_day,
         daily_start_capital=DAILY_START_CAPITAL,
         current_capital=current_capital,
@@ -6744,6 +6868,7 @@ def render_main_page(page="trade", embed_mode=None):
         price_refresh_seconds=PRICE_REFRESH_SECONDS,
         active_count=position_limit_count,
         can_trade=can_trade,
+        open_block_note=open_block_note,
         opens_today=opens_today,
         daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT,
         daily_open_alert_threshold=DAILY_OPEN_ALERT_THRESHOLD,
@@ -6788,21 +6913,35 @@ def render_main_page(page="trade", embed_mode=None):
         journal_chart_default_anchor=JOURNAL_CHART_DEFAULT_ANCHOR,
         key_rule_ctx=key_rule_ctx,
         funds_fmt=format_funds_u,
-        options_funding_label=options_funding_label,
+        # options_funding_label / trading_account_label 由 embed_context_extras 注入,勿重复写进 dict
         exchange_display=EXCHANGE_DISPLAY_NAME,
         options_enabled=OKX_OPTIONS_ENABLED,
+        show_perp_funds=_show_perp_funds or (options_margin_mode == "coin"),
         options_nav_visible=True,
-        hedge_plan_enabled=os.getenv("HEDGE_PLAN_ENABLED", "false").lower() in ("1", "true", "yes", "on"),
-        hedge_plan_nav_visible=os.getenv("HEDGE_PLAN_ENABLED", "false").lower() in ("1", "true", "yes", "on"),
-        hedge_plan_show_perp_options=os.getenv("HEDGE_PLAN_SHOW_PERP_OPTIONS", "true").lower()
-        in ("1", "true", "yes", "on"),
-        hedge_plan_show_options_options=os.getenv("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "true").lower()
-        in ("1", "true", "yes", "on"),
+        okx_trade_mode=_okx_trade_mode,
+        options_open_allowed=_okx_trade_mode == "options",
+        hedge_plan_enabled=_hedge_mode_on,
+        hedge_plan_nav_visible=_hedge_mode_on,
+        hedge_plan_show_perp_options=_okx_trade_mode == "perp_options",
+        hedge_plan_show_options_options=_okx_trade_mode == "options_options",
         hedge_plan_oo_close_mode_enabled=os.getenv("HEDGE_PLAN_OO_CLOSE_MODE_ENABLED", "true").lower()
         in ("1", "true", "yes", "on"),
+        hedge_plan_option_primary=os.getenv("HEDGE_PLAN_OPTION_PRIMARY", "true").lower()
+        in ("1", "true", "yes", "on"),
         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"
@@ -6967,19 +7106,38 @@ def api_account_snapshot():
     options_funding_usdc = None
     options_funding_usdt = None
     options_trading_usdt = None
+    options_funding_eth = None
+    options_trading_eth = None
+    options_trading_btc = None
+    options_margin_mode = "coin"
+    options_underly = "ETH"
+    options_index_px = None
     if OKX_OPTIONS_ENABLED and exchange_options.apiKey:
         try:
-            from lib.exchange.okx_options_lib import options_header_balances
+            from lib.exchange.okx_options_lib import fetch_index_price, options_header_balance_pack
 
-            options_trading_usdc, options_funding_usdc, options_funding_usdt, options_trading_usdt = options_header_balances(
-                exchange_options,
-                force=force_refresh,
-            )
+            _op = options_header_balance_pack(exchange_options, force=force_refresh)
+            options_trading_usdc = _op.get("trading_usdc")
+            options_funding_usdc = _op.get("funding_usdc")
+            options_funding_usdt = _op.get("funding_usdt")
+            options_trading_usdt = _op.get("trading_usdt")
+            options_funding_eth = _op.get("funding_eth")
+            options_trading_eth = _op.get("trading_eth")
+            options_trading_btc = _op.get("trading_btc")
+            options_margin_mode = _op.get("options_margin_mode") or "coin"
+            options_underly = _op.get("options_underly") or "ETH"
+            options_index_px = fetch_index_price(exchange_options, options_underly)
         except Exception:
             options_trading_usdc = None
             options_funding_usdc = None
             options_funding_usdt = None
             options_trading_usdt = None
+            options_funding_eth = None
+            options_trading_eth = None
+            options_trading_btc = None
+            options_margin_mode = "coin"
+            options_underly = "ETH"
+            options_index_px = None
     recommended_capital = get_recommended_capital(current_capital)
     from lib.strategy.strategy_trade_labels import count_position_limit_active_monitors
 
@@ -6990,19 +7148,31 @@ def api_account_snapshot():
     active_pnl_rows = conn.execute(
         "SELECT exchange_symbol, symbol, direction FROM order_monitors WHERE status='active'"
     ).fetchall()
-    from lib.instance.instance_embed_context_lib import header_trade_stats_for_window, total_funds_usdt
+    from lib.instance.instance_embed_context_lib import (
+        header_trade_stats_for_window,
+        show_perp_funds_enabled,
+        total_funds_usdt,
+    )
 
     header_trade_stats = header_trade_stats_for_window(conn, _list_window_from_request(), APP_TZ)
     conn.close()
     open_guard_blocks_now = open_guard_enabled and now.hour < TRADING_DAY_RESET_HOUR
-    can_trade = can_trade_new_open(
+    from lib.trade.open_trade_gate_lib import resolve_manual_open_gate
+
+    _open_gate = resolve_manual_open_gate(
         time_allows=trading_day_reset_allows_new_open(now),
         active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
-        extra_blocks=not risk_status.get("can_trade", True),
+        risk_status=risk_status,
+        force_close_enabled=FORCE_CLOSE_ENABLED,
+        force_close_bj_hour=FORCE_CLOSE_BJ_HOUR,
+        now_ms=int(now.timestamp() * 1000),
+        reset_hour=TRADING_DAY_RESET_HOUR,
     )
+    can_trade = _open_gate["can_trade"]
+    open_block_note = _open_gate["open_block_note"]
     available_trading_usdt = get_available_trading_usdt()
 
     unrealized_pnl = None
@@ -7038,23 +7208,33 @@ def api_account_snapshot():
                 from lib.exchange.okx_options_lib import fetch_options_unrealized_pnl_usdc
 
                 options_unrealized_pnl = fetch_options_unrealized_pnl_usdc(exchange_options)
-            unrealized_pnl = merge_unrealized_pnl_components(unrealized_pnl, options_unrealized_pnl)
+            # 币本位期权盈亏单位为币,禁止与永续 U 混加(且 merge 只保留 2 位会把 0.0019 抹成 0)
+            if options_margin_mode != "coin":
+                unrealized_pnl = merge_unrealized_pnl_components(unrealized_pnl, options_unrealized_pnl)
         except Exception:
             options_unrealized_pnl = None
+    _show_perp_funds = show_perp_funds_enabled(exchange_key="okx") or (options_margin_mode == "coin")
     return jsonify({
         "funding_usdt": funding_usdt,
         "current_capital": current_capital,
+        "show_perp_funds": _show_perp_funds,
         "options_funding_usdc": options_funding_usdc,
         "options_funding_usdt": options_funding_usdt,
         "options_trading_usdc": options_trading_usdc,
         "options_trading_usdt": options_trading_usdt,
+        "options_funding_eth": options_funding_eth,
+        "options_trading_eth": options_trading_eth,
+        "options_trading_btc": options_trading_btc,
+        "options_margin_mode": options_margin_mode,
+        "options_underly": options_underly,
+        "options_index_px": options_index_px,
         "total_funds": total_funds_usdt(
-            funding_usdt,
-            current_capital,
+            funding_usdt if _show_perp_funds else None,
+            current_capital if _show_perp_funds else None,
             options_trading_usdc,
             options_funding_usdc,
-            options_funding_usdt,
-            options_trading_usdt,
+            None,
+            None,
         ),
         "available_trading_usdt": round(available_trading_usdt, FUNDS_DECIMALS) if available_trading_usdt is not None else None,
         "unrealized_pnl": unrealized_pnl,
@@ -7063,6 +7243,7 @@ def api_account_snapshot():
         "active_count": position_limit_count,
         "max_active_positions": MAX_ACTIVE_POSITIONS,
         "can_trade": can_trade,
+        "open_block_note": open_block_note,
         "opens_today": opens_today,
         "daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT,
         "daily_open_alert_threshold": DAILY_OPEN_ALERT_THRESHOLD,
@@ -7446,9 +7627,14 @@ def api_price_snapshot():
     )
 
     options_unrealized_pnl = None
+    options_index_px = None
+    options_margin_mode = None
+    options_underly = None
     if OKX_OPTIONS_ENABLED and exchange_options.apiKey:
         try:
             from lib.options.options_positions_lib import sum_options_net_pnl_usdc
+            from lib.options.options_margin_mode_lib import normalize_options_margin_mode
+            from lib.exchange.okx_options_lib import fetch_index_price
 
             opt_cfg = app.extensions.get("options_cfg")
             if opt_cfg:
@@ -7457,6 +7643,9 @@ def api_price_snapshot():
                 from lib.exchange.okx_options_lib import fetch_options_unrealized_pnl_usdc
 
                 options_unrealized_pnl = fetch_options_unrealized_pnl_usdc(exchange_options)
+            options_margin_mode = normalize_options_margin_mode()
+            options_underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
+            options_index_px = fetch_index_price(exchange_options, options_underly)
         except Exception:
             options_unrealized_pnl = None
 
@@ -7467,6 +7656,9 @@ def api_price_snapshot():
         "position_marks": position_marks,
         "positions_raw_count": len(all_swap_positions),
         "options_unrealized_pnl": options_unrealized_pnl,
+        "options_index_px": options_index_px,
+        "options_margin_mode": options_margin_mode,
+        "options_underly": options_underly,
         **force_close_template_context(
             FORCE_CLOSE_ENABLED,
             FORCE_CLOSE_BJ_HOUR,
@@ -9096,9 +9288,12 @@ def _dashboard_fetch_options_positions():
 def _dashboard_enrich_orders(items):
     from lib.instance.instance_dashboard_lib import enrich_order_items_with_marks
 
-    return enrich_order_items_with_marks(items, get_price=get_price)
+    return enrich_order_items_with_marks(
+        items, get_price=get_price, get_contract_size=get_contract_size
+    )
 
 
+from lib.hedge_plan.okx_trade_mode_lib import hedge_module_enabled
 from lib.instance.instance_dashboard_register import register_instance_dashboard_routes
 
 register_instance_dashboard_routes(
@@ -9107,9 +9302,13 @@ register_instance_dashboard_routes(
     get_db=get_db,
     fetch_options_positions=_dashboard_fetch_options_positions,
     enrich_orders=_dashboard_enrich_orders,
-    hedge_enabled=os.getenv("HEDGE_PLAN_ENABLED", "false").lower() in ("1", "true", "yes", "on"),
+    hedge_enabled=hedge_module_enabled,
 )
 
+from lib.account_ledger.account_ledger_register import install_account_ledger
+
+install_account_ledger(app, _REPO_ROOT, app_module=sys.modules[__name__], exchange_key="okx")
+
 
 @app.route("/api/journals")
 @login_required
@@ -9444,7 +9643,7 @@ def manual_transfer():
         amount = float(request.form.get("amount", "0"))
     except Exception:
         flash("划转金额格式错误")
-        return redirect("/settings")
+        return redirect("/settings?settings_tab=transfer")
     from_account = (request.form.get("from_account") or AUTO_TRANSFER_FROM).strip()
     to_account = (request.form.get("to_account") or AUTO_TRANSFER_TO).strip()
     ok, msg, _ = execute_transfer_usdt(amount, from_account, to_account)
@@ -9466,7 +9665,7 @@ def manual_transfer():
         flash(f"手动划转成功:{amount}U {from_account}->{to_account}")
     else:
         flash(f"手动划转失败:{msg}")
-    return redirect("/settings")
+    return redirect("/settings?settings_tab=transfer")
 
 
 def _journal_ai_chart_builder(row):

deploy/README.md

@@ -40,9 +40,9 @@ bash /opt/crypto_monitor/deploy/manage.sh
 
 - 登录账号: **admin**
 - 登录密码: **admin123**
-- 浏览器配置: 各所 **env 配置**(API,风控) + 中控 **系统设置**
+- 浏览器配置: 各所 **env 配置**(风控等) + 中控 **系统设置**;**交易所 API 仅服务器 `.env` 手改**(新机默认为空)
 
-**无需 SSH 编辑 `.env` 填 API**;密钥由 `bootstrap_deploy_secrets.py` 自动生成.
+**无需 SSH 编辑 `.env` 填通信/登录类密钥**;交易所 API 须在服务器写入各所 `.env`(新机为空).
 
 | 地址 | 端口 |
 |------|------|

docs/ETH时段振幅统计-开发方案.md

@@ -0,0 +1,262 @@
+# 标的时段振幅统计 — 开发方案
+
+> 状态:**方案冻结**(按本文实现;改需求先改本文).  
+> 范围:**中控**新增只读统计工具;不改开平仓、不接 AI 教练(首版).  
+> 数据源:**仅 OKX**.  
+> 相关:[交易执行手册-期权与Gate.md](./交易执行手册-期权与Gate.md)(16:00 会话窗纪律) · [振幅统计说明.md](./振幅统计说明.md)
+
+---
+
+## 1. 目标
+
+在中控提供 **自定义时段、固定 16:00 收窗** 的历史振幅档案:
+
+- **标的下拉**:`ETH` / `BTC`(默认 ETH)
+- 按整点起点 + **终点固定北京时间 16:00** 切出每日统计窗
+- 回溯周期可选(1 月 / 2 月 / 3 月 / 半年 / 1 年 / 自定义)
+- 日表明细分页展示;下方为汇总统计
+- 每次有效计算可写入 **历史**;支持 **下载**(明细 + 统计摘要)
+
+定位:服务一天期期权开仓前的「空间」判断(已实现波动点数档案),**不算 IV / 权利金 / Greeks**.
+
+---
+
+## 2. 不做(首版外)
+
+- 币安 / Gate 等非 OKX 价源
+- 百分比振幅列(可后加「参考 %」,不进必须统计)
+- 未完成窗(当天尚未到 16:00)计入样本
+- 自动推送企业微信 / 注入交易教练
+- 中控代下单或改期权仓
+
+---
+
+## 3. 时间与样本规则
+
+### 3.1 时区与终点
+
+- 时区:**Asia/Shanghai(北京时间)**
+- **到期/收窗时刻固定 `16:00`**,不可改
+- 起点时刻:**仅整点** `00:00`～`23:00`(下拉选择)
+
+### 3.2 跨天切窗(结算日 D)
+
+对每个结算日 **D**(窗终点 = `D 日 16:00`):
+
+| 起点整点 T | 窗起点 | 窗终点 |
+|------------|--------|--------|
+| `T >= 16:00` | **D-1 日 T:00** | D 日 16:00 |
+| `T < 16:00` | **D 日 T:00** | D 日 16:00 |
+
+示例:
+
+| 用户选择 | 某一结算日 D 的实际窗 |
+|----------|------------------------|
+| 16:00 → 16:00 | D-1 16:00 → D 16:00 |
+| 22:00 → 16:00 | D-1 22:00 → D 16:00 |
+| 08:00 → 16:00 | D 08:00 → D 16:00 |
+
+### 3.3 回溯周期
+
+| 选项 | 含义(完整收窗个数,约) |
+|------|------------------------|
+| 1 个月 | 约 30 个结算日 |
+| 2 个月 | 约 60 个结算日(默认推荐) |
+| 3 个月 | 约 90 个结算日 |
+| 半年 | 约 180 个结算日 |
+| 1 年 | 约 365 个结算日 |
+| 自定义 | 用户输入天数 N(`7`～`400`,可配置上下限) |
+
+说明:
+
+- 「月」按 **日历回溯 + 完整 16:00 收窗** 计数,不足整天的末日不入样
+- 仅纳入 **已结束** 的窗(`now >= D 16:00`);进行中的今天不入样
+
+### 3.4 标的与价源(OKX)
+
+| UI 下拉 | 价源(优先) | 降级(仅指数失败时) |
+|---------|------------|---------------------|
+| **ETH** | OKX **ETH-USD 指数** | OKX `ETH/USDT` 永续标记 |
+| **BTC** | OKX **BTC-USD 指数** | OKX `BTC/USDT` 永续标记 |
+
+约束:
+
+- **交易所固定 OKX**,UI 不提供其它所
+- 具体指数/合约符号以实现时 OKX 接口与 `hub_ohlcv` 对齐为准;结果与下载须标注 `exchange=okx` + 实际价源
+- K 线粒度:**1H**(与整点起止对齐,优先);同一作业内不得混用粒度.若后续要更细高低点,可升 5m/1m(P2)
+
+---
+
+## 4. 指标口径(点数,非百分比)
+
+全部为 **绝对价格点数**(标的报价差;BTC/ETH 各自用自身价格刻度).
+
+设窗内:
+
+- `O` = 起点时刻价(或起点分钟 K 的 open)
+- `H` = 窗内最高
+- `L` = 窗内最低
+- `C` = 终点 16:00 价(或该分钟 close)
+
+| 字段 | 算法 | 例(O=2000,H=2500,L=1800) |
+|------|------|---------------------------|
+| 开盘价 | `O` | 2000 |
+| 最高价 | `H` | 2500 |
+| 最低价 | `L` | 1800 |
+| 收盘/窗末价 | `C` | (另算) |
+| 开→高距离 | `H − O` | **500** |
+| 开→低距离 | `O − L` | **200** |
+| **振幅** | `(H−O)+(O−L)` = **`H−L`** | **700** |
+| 涨跌值 | `C − O`(可正负) | 可选列,首版建议保留 |
+
+**必须统计(汇总层):**
+
+- **最大振幅**(值 + 对应结算日)
+- **开→高距离**:最大、均值(建议)
+- **开→低距离**:最大、均值(建议)
+
+可选汇总(首版建议带上,成本低):
+
+- 振幅均值 / 中位数
+- 上涨窗占比(`C>O`)、下跌窗占比
+- 振幅 ≥ 用户阈值 X 点数的天数(X 可填,默认空=不算)
+
+---
+
+## 5. 界面(中控)
+
+### 5.1 入口
+
+- 顶栏新增导航项:**「振幅统计」**或 **「期权统计」**(最终文案实现时定一处;设置里可隐藏)
+- 手机端进「更多」
+
+### 5.2 Tab
+
+| Tab | 作用 |
+|-----|------|
+| **统计** | 配参数 → 计算 → 看日表+汇总 → 下载 / 存历史 |
+| **历史** | 过往作业列表;打开复看;再下载 |
+
+### 5.3 「统计」页布局
+
+1. **参数区**
+   - **标的**:下拉 `ETH` / `BTC`(默认 ETH)
+   - 数据源:只读展示 `OKX`
+   - 起点整点:下拉 `00`～`23`(默认 `16`)
+   - 终点:固定展示 `16:00`(不可改)
+   - 周期:单选 `1月 / 2月 / 3月 / 半年 / 1年 / 自定义`
+   - 自定义天数:仅自定义时显示
+   - 按钮:`计算` · `保存到历史` · `下载`
+2. **日表明细**(分页,如每页 20 行;排序默认结算日倒序)
+3. **下方汇总区**(本次全样本,不是当前页)
+
+### 5.4 「历史」页
+
+每条记录至少:
+
+- 创建时间、**标的**、起点整点、周期/天数、价源(OKX+指数/标记)、样本数
+- 最大振幅(+日期)
+- 操作:查看 / 下载 / 删除
+
+**写入规则(建议):** 用户点击 **「保存到历史」** 才入库;仅点「计算」不自动灌历史(避免误点刷屏).若产品坚持「输入一次就算进历史」,可改为计算成功自动写入——实现前在本文改为冻结口径.
+
+> 当前方案冻结倾向:**显式「保存到历史」**.
+
+---
+
+## 6. 下载
+
+格式:优先 **CSV**(UTF-8 BOM,Excel 可开);或单文件双段.
+
+必须包含:
+
+1. **日表明细**(本次全部结算日,非当前页)
+2. **统计摘要**:标的、交易所 OKX、价源、最大振幅(+日)、开→高最大/均值、开→低最大/均值、样本数、起点整点、终点 16:00、周期、生成时间
+
+文件名示例:`okx_eth_amp_22to16_60d_20260723.csv` / `okx_btc_amp_16to16_90d_20260723.csv`
+
+---
+
+## 7. 数据与实现要点
+
+### 7.1 复用
+
+- 优先复用中控 `hub_ohlcv` / `hub_kline_store`,按 `exchange_key=okx` + 标的对应指数/合约拉齐历史 K 线并本地缓存
+- 首次 1 年 × 1m 数据量较大:计算前检查缓存覆盖;缺口再增量拉取;UI 显示进度/耗时提示
+- BTC / ETH 缓存键分离
+
+### 7.2 后端模块(建议)
+
+| 路径 | 职责 |
+|------|------|
+| `lib/hub/amp_stats_lib.py` | 标的映射、切窗、算日行、汇总 |
+| `manual_trading_hub/` 路由 + 静态页 | UI / API |
+| `manual_trading_hub/amp_stats_history.json`(或 sqlite) | 历史作业 |
+
+### 7.3 API 草稿
+
+| 方法 | 路径 | 说明 |
+|------|------|------|
+| `POST` | `/api/amp-stats/compute` | body: `symbol`(eth\|btc), start_hour, period\|days → 日表+汇总 |
+| `GET` | `/api/amp-stats/history` | 历史列表(可按 symbol 筛选) |
+| `POST` | `/api/amp-stats/history` | 保存当前结果 |
+| `GET` | `/api/amp-stats/history/{id}` | 详情 |
+| `DELETE` | `/api/amp-stats/history/{id}` | 删除 |
+| `GET` | `/api/amp-stats/export` | query 或 history id → 文件下载 |
+
+### 7.4 性能
+
+- 2 个月 × 1m:可接受同步(数十秒级需有 loading)
+- 1 年:建议异步任务或分块拉齐后再算;首版可限制「自定义 > 180 天」需确认二次点击
+
+---
+
+## 8. 验收清单
+
+- [ ] 标的下拉 ETH / BTC 可切换;数据源固定 OKX
+- [ ] 起点仅整点;终点 UI 固定 16:00
+- [ ] `22→16` / `16→16` / `08→16` 跨天规则与 §3.2 一致
+- [ ] 周期六档 + 自定义天数生效;默认 2 个月
+- [ ] 日表含:开高低收、开→高、开→低、振幅(点数)、涨跌值
+- [ ] 例:O=2000,H=2500,L=1800 → 开→高 500、开→低 200、振幅 700
+- [ ] 汇总含最大振幅(+日)、开→高/开→低统计
+- [ ] 分页只影响展示;汇总与下载用全样本
+- [ ] 未到 16:00 的当日不入样
+- [ ] 保存历史含标的字段 / 回看 / 删除
+- [ ] 下载含明细 + 统计摘要(含标的与 OKX)
+- [ ] 电脑与手机均可完成计算与下载(手机下载走系统分享/保存即可)
+
+---
+
+## 9. 分期
+
+| 阶段 | 内容 |
+|------|------|
+| **P0** | 统计 Tab:标的下拉(ETH/BTC) + 参数 + 计算 + 日表分页 + 汇总 + 下载(不经历史) |
+| **P1** | 历史 Tab:保存 / 列表 / 回看 / 再下载 / 删除 |
+| **P2** | 缓存加速、长周期异步、振幅阈值天数、可选 % 参考列 |
+
+---
+
+## 10. 待冻结(实现前确认)
+
+| # | 问题 | 当前倾向 |
+|---|------|----------|
+| 1 | 历史写入:自动 vs 点保存 | **点保存** |
+| 2 | 下载 CSV vs Excel | **CSV** |
+| 3 | 价源 | **OKX 指数优先**(ETH-USD / BTC-USD);失败再降级永续标记 |
+| 4 | K 线 1m vs 5m vs 1H | **1H**(整点窗) |
+| 5 | 导航文案 | **「振幅统计」** |
+
+**已冻结(开工口径):** 点保存进历史 · CSV · OKX 指数优先 · **1H K 线**(整点对齐,降低拉取量;与整点窗一致) · 导航「振幅统计」.
+
+确认后将本文状态改为 **方案冻结**,再开工实现.
+
+---
+
+## 11. 修订记录
+
+| 日期 | 说明 |
+|------|------|
+| 2026-07-23 | 初稿:中控 ETH 时段振幅统计;点数口径;周期档位;16:00 固定收窗;历史+下载 |
+| 2026-07-23 | 支持 BTC/ETH 下拉;数据源固定 OKX 指数(可降级永续标记);模块/API 改名为 amp-stats |

docs/OKX单笔期权-币本位与USDT桥-开发方案.md

@@ -0,0 +1,279 @@
+# OKX 单笔期权 · 币本位模式（USDT 桥 + 复利）— 开发方案
+
+> 状态:**已实现首版**(按本文落地;改需求先改本文).  
+> 范围:**`crypto_monitor_okx` 单笔期权开平** + **中控对 OKX 期权只读字段**(能识别币本位);对冲计划(永期/期期)**不接币本位**.  
+> **硬约束:本次不改 Gate**(不改 `crypto_monitor_gate/`、不改 Gate 专用模板/静态/测试;共享 `lib` 若动刀不得改变 Gate 启动与交易行为).  
+> 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) · [更新文档.md](./更新文档.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.  
+8. **中控不代下期权单**,但监控/快照/持仓卡片等 **只读字段须能识别币本位**(见 §7.5).  
+9. **不涉及 Gate** 任何业务改动.
+
+---
+
+## 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 / 中控内嵌开平仓按钮**触发币本位或 USDC 期权下单(开平仍只在 OKX 实例页)  
+- **任何 Gate 相关改动**(含为「顺便统一」去动 Gate 模板或共享路径上的 Gate 分支)
+
+---
+
+## 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` | `coin` |
+| `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) |
+| `OKX_OPTIONS_COIN_SPOT_BUY_BUFFER` | 现货买入相对权利金倍数(也可写 `0.10`=+10%) | `1.10` |
+
+开仓买币:**先按预算估最大可开张数 → 买币 USDT ≈ 张数×卖一权利金×现货缓冲**,不全额把预算换成币。
+
+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**.
+
+### 7.5 中控只读(要做)与不下单(不做)
+
+中控保持现有分工:**监控只读 + 点「期权」进 OKX 实例操作**;本方案**不**在中控增加开平仓/买币桥按钮.
+
+只读侧须能区分并展示币本位,避免仍按「一律 USDC 权利金」误读.实例上报快照/期权字段建议至少包含:
+
+| 字段(名可调) | 含义 |
+|--------------|------|
+| `options_margin_mode` | `usdc` \| `coin` |
+| 持仓行可辨本位 | 合约族/结算币/标签,卡片上能看出「币本位」或「USDC」 |
+| 币本位时预算口径 | 可选:交易户 USDT、本轮 `×0.95` 预估预算、是否触达 N 上限 |
+| 桥状态(若有半成品) | 如 `holding` / `pending_sell_spot`(待卖回 USDT),中控只展示与告警,不代执行 |
+
+展示落点(与现网对齐即可,不新开中控交易页):
+
+- OKX 账户监控里的期权区块 / 期权持仓卡片  
+- 推给教练等用的监控快照文案(若已注入期权行,须带本位标记,避免 AI/人工当成 USDC)
+
+**不做:**中控代下单、中控触发买 ETH/卖 ETH、中控改 env 切模式.
+
+---
+
+## 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 |
+| 中控只读 | 消费实例快照中的 `options_margin_mode` 等字段;卡片/文案可识别币本位;**无下单 API** |
+| Gate | **不纳入**;禁止为本次需求修改 Gate 树 |
+
+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.
+
+共享 `lib/options*` / 快照序列化若调整:仅扩展 OKX 期权载荷;Binance/Gate 账户快照路径保持原样.
+
+### 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.  
+- 中控只读:快照含本位字段时卡片/文案可区分 `usdc`/`coin`.  
+- Gate:本次 diff **不应出现** `crypto_monitor_gate/` 业务文件变更.
+
+---
+
+## 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.  
+8. 中控:**无**期权下单入口新增;监控/快照/持仓只读能看出当前为币本位或 USDC.  
+9. Gate:无相关代码改动;Gate 实例行为与改前一致.
+
+---
+
+## 10. 实现顺序建议
+
+1. 模式 env + 有仓/半成品门禁 + OKX 实例 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. 快照字段上报 + **中控只读识别币本位**(卡片/文案;不下单)  
+7. 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** |
+| 中控 | **不下单**;只读字段/快照**能识别币本位** |
+| Gate | **本次不改** |
+| 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/account-risk-cooldown.md

@@ -41,6 +41,7 @@
 |------|------|
 | 第 1 次用户主动平仓 | 默认 **4h** 冷静期 |
 | 第 2 次用户主动平仓(同一交易日) | **日冻结** |
+| 平仓亏损达 `RISK_DAILY_LOSS_LIMIT` 次(同一交易日) | **日冻结**(默认 2 次;`0`=不启用) |
 | 复盘勾选任意情绪标签 | **日冻结** |
 | 复盘:离场=手动平仓 且说明非空 | 将当前冷静期降为 **1h**(须处于 4h 档冷静期中) |
 
@@ -77,11 +78,15 @@ RISK_CONTROL_ENABLED=true
 RISK_COOLING_HOURS_MANUAL=4
 RISK_COOLING_HOURS_MANUAL_JOURNAL=1
 RISK_MANUAL_CLOSE_DAILY_LIMIT=2
+RISK_DAILY_LOSS_LIMIT=2
 RISK_MOOD_ISSUES_DAILY_FREEZE=true
 TRADING_DAY_RESET_HOUR=8
 APP_TIMEZONE=Asia/Shanghai
 ```
 
+- `RISK_DAILY_LOSS_LIMIT`:任意已平仓交易若盈亏 < 0 计 1 次(含止损/止盈后仍亏损等);达上限当日冻结开仓;`0` 表示不因亏损次数冻结.
+- `RISK_MANUAL_CLOSE_DAILY_LIMIT`:仅计**用户主动平仓**次数(与亏损次数独立).
+
 `RISK_COOLING_HOURS_EXTERNAL` 已废弃(外部平仓不再触发风控).
 
 ## API 与 `risk_status` 字段
@@ -102,6 +107,7 @@ APP_TIMEZONE=Asia/Shanghai
 | `can_trade` | 是否允许新开仓(仅风控维度) |
 | `reason` | 悬停提示文案 |
 | `active_count` / `max_active_positions` | 当前活跃持仓与 `.env` 中 `MAX_ACTIVE_POSITIONS` |
+| `daily_loss_count` / `daily_loss_limit` | 当日亏损笔数与上限(`0` 上限表示未启用) |
 | `cooloff_until_ms` | 1h/4h 冷静期结束时间戳(毫秒) |
 | `freeze_until_ms` | 倒计时结束时间戳(日冻结为下一交易日切点) |
 | `freeze_remaining_sec` | 服务端计算的剩余秒数(供调试) |
@@ -123,7 +129,7 @@ APP_TIMEZONE=Asia/Shanghai
 
 ## 相关代码
 
-- `account_risk_lib.py` — 状态机,`enrich_risk_status_countdown`,`apply_position_limit_risk`,`on_user_initiated_close`
+- `account_risk_lib.py` — 状态机,`enrich_risk_status_countdown`,`apply_position_limit_risk`,`on_user_initiated_close`,`on_closed_trade_pnl`
 - `hub_bridge.py` — `/api/hub/account-risk/user-close`
 - `manual_trading_hub/hub.py` — 中控平仓成功后调用 user-close
 - `strategy_trend_register.py` — `stop_trend_pullback` 结束计划时登记风控

docs/env配置说明.md

@@ -14,6 +14,7 @@
 | **前端仅中文** | 页面只显示中文标签与说明,不显示 `APP_XXX` 等变量名 |
 | **账户密码不进本页** | 登录用户名/密码在 **系统设置 → 账户密码修改** 中维护 |
 | **密钥自动托管** | 中控通信密钥,登录会话密钥由 **首次部署脚本自动生成并写入**(一次生成,不轮换),本页不提供编辑 |
+| **交易所 API 不进本页** | `OKX/BINANCE/GATE_API_*` 仅在服务器实例目录 `.env` 配置;新机默认为空,填真钥后 `pm2 restart --update-env` |
 | **AI 仅中控配置** | OpenAI / Ollama 等 AI 项已从中控 **系统设置 → AI 配置** 统一维护并同步三所,本页不再展示 |
 | **保存标注** | 每项标注「保存即生效」或「需重启」;含需重启项时可用「保存并重启」 |
 
@@ -61,13 +62,13 @@ Binance / Gate 无期权模块时,第三列最后一格不显示或显示「本
 | 中文名 | 说明 | 重启 |
 |--------|------|------|
 | 开启实盘下单 | 关闭时仅走本地流程,不向交易所发单 | 需重启 |
-| API Key | 永续子账户 API Key | 需重启 |
-| API Secret | 永续子账户 Secret | 需重启 |
-| API Passphrase | 仅 OKX 显示 | 需重启 |
 | 保证金模式 | 全仓 / 逐仓 | 需重启 |
 | 持仓模式 | 双向 / 单向净持仓等(按所) | 需重启 |
 | 仓位查询类型 | 仅 OKX:如 SWAP | 需重启 |
 | 账户备注 | 企业微信推送中显示的交易所备注 | 保存即生效 |
+| 显示永续资金 | 仅 OKX:关闭后顶栏隐藏 USDT 资金/交易账户,总资金仅计期权 USDC 侧 | 保存即生效 |
+
+**交易所 API Key / Secret / Passphrase 不在本页**:请 SSH 编辑各所 `crypto_monitor_*/.env`,新机部署后应为空;配好真钥后重启对应 Flask 与子代理(`pm2 restart … --update-env`).占位符或错误密钥会导致鉴权失败,Gate 上反复请求还可能封 IP.
 
 **本卡片不包含**:网页登录账号密码,是否关闭登录校验,中控通信密钥.
 
@@ -107,8 +108,8 @@ AI 相关环境变量(`AI_PROVIDER`,`OPENAI_*`,`OLLAMA_*`,`AI_MODEL`,`AI_TIMEOUT
 | 切点前禁止新开仓 | |
 | 最大同时持仓 | |
 | 人工最低盈亏比 | |
-| 强制清仓开关 | |
-| 强制清仓整点(北京) | |
+| 强制清仓开关 | `FORCE_CLOSE_ENABLED`;开启后在指定北京整点小时内,市价平掉本地 active 监控仓 |
+| 强制清仓整点(北京) | `FORCE_CLOSE_BJ_HOUR`(0–23);例 `8` 表示 08:00～08:59;仅扫监控仓,不含交易所裸仓 |
 
 ---
 
@@ -131,6 +132,7 @@ AI 相关环境变量(`AI_PROVIDER`,`OPENAI_*`,`OLLAMA_*`,`AI_MODEL`,`AI_TIMEOUT
 | 手动平仓冷静(小时) | |
 | 复盘情绪冷静(小时) | |
 | 日手动平仓次数上限 | |
+| 日亏损次数上限 | 默认2;达限当日冻结开仓;0=不启用 |
 | 情绪标签日冻结 | |
 
 详见 [account-risk-cooldown.md](./account-risk-cooldown.md).
@@ -168,8 +170,7 @@ AI 相关环境变量(`AI_PROVIDER`,`OPENAI_*`,`OLLAMA_*`,`AI_MODEL`,`AI_TIMEOUT
 
 | 中文名 | 说明 |
 |--------|------|
-| 启用期权模块 | |
-| 期权 API Key / Secret / Passphrase | 主账户,与永续子账户分离 |
+| 启用期权模块 | 与永续共用 `OKX_API_*`;不再单独配置期权密钥 |
 | 期权账户备注 | |
 | 单笔预算(USDC) | |
 | 预算缓冲比例 | |
@@ -195,6 +196,7 @@ AI 相关环境变量(`AI_PROVIDER`,`OPENAI_*`,`OLLAMA_*`,`AI_MODEL`,`AI_TIMEOUT
 
 - 服务:`APP_HOST`,`APP_PORT`,`APP_DEBUG`
 - 数据:`DB_PATH`,`UPLOAD_DIR`
+- **交易所 API**:`OKX_API_*`,`BINANCE_API_*`,`GATE_API_*`(仅 SSH;新机应为空)
 - 关键位门控:全部 `KEY_*`,`KLINE_*`
 - 轮询与同步:`BALANCE_REFRESH_SECONDS`,`PRICE_REFRESH_SECONDS`,`MONITOR_POLL_SECONDS`,`BREAKEVEN_*`,`RECONCILE_*`
 - 代理:`OKX_SOCKS_PROXY`,`BINANCE_HTTP_PROXY` 等
@@ -211,7 +213,7 @@ AI 相关环境变量(`AI_PROVIDER`,`OPENAI_*`,`OLLAMA_*`,`AI_MODEL`,`AI_TIMEOUT
 | 能力 | env 配置 | 系统设置 | 中控系统设置 |
 |------|----------|----------|--------------|
 | 登录用户名/密码 | ❌ | ✅ 账户密码修改 | ✅ 中控账户密码 |
-| 交易所 API | ✅(各所自配) | ❌ | ❌ |
+| 交易所 API | ❌(仅服务器 `.env`) | ❌ | ❌ |
 | AI / OpenAI | ❌ | ❌ | ✅ AI 配置(同步三所) |
 | 导航/区块显示 | ❌ | ✅ 导航显示 | ✅ 显示与导航 |
 | 手动资金划转 | ❌ | ✅ 永续资金划转 | ❌ |

docs/hub-symbol-archive-kline.md

@@ -4,6 +4,15 @@
 
 「内照明心」页(`/archive`)用于 **复盘语录 + 交易记录回顾 + 按需 K 线**.左侧维护每日复盘语录(最多 100 条);右侧按日期区间列出开仓记录,展示区间统计,并可展开 K 线图表对照单笔交易.
 
+顶栏有 **永续 / 期权** 品种切换:
+
+| 品种 | 数据 | 说明 |
+|------|------|------|
+| **永续** | 三所 `trade_records` → `archive_trade_cache` | 含犯病标签、K 线 |
+| **期权** | OKX `options_review_trades` → `archive_options_trade_cache` | 独立 Tab;同步进中控库后离线可看;默认排除对冲腿 |
+
+同步:「同步」按钮与后台 4h 任务会同时拉永续与期权(仅 `capabilities` 含 `options` 的账户).
+
 与行情区 `hub_kline.db`(15 天滚动缓存)**完全独立**:档案库只增不删,从建档起永久保留.
 
 ## 页面布局

docs/strategy/README.md

@@ -4,6 +4,9 @@
 
 | 文档 | 实例 | 状态 |
 |------|------|------|
+| [交易执行手册-v2-期权与合约.md](../交易执行手册-v2-期权与合约.md) | 中控「策略说明」·执行手册v2 | **现行**：无对冲；1H→空间→结构→定损盈→期权/合约 |
+| [交易执行手册-期权与Gate.md](../交易执行手册-期权与Gate.md) | 中控「策略说明」·执行手册v1 | 含对冲；历史对照 |
+| [交易行为准则-开单三检.md](../交易行为准则-开单三检.md) | 中控「策略说明」·行为准则 | 开单前信号/流程/情绪三检 |
 | [binance-alt-trend-long.md](./binance-alt-trend-long.md) | 币安山寨·多头趋势 | v0.4 讨论稿 |
 | [okx-trend-both.md](./okx-trend-both.md) | OKX·多空趋势 | v0.4 讨论稿 |
 | [gate-intraday.md](./gate-intraday.md) | Gate·BTC 日内 | v0.2 |

docs/strategy/checklists/behavior.json

@@ -0,0 +1,32 @@
+{
+  "exchange": "behavior",
+  "title": "开单三检清单",
+  "version": "v0.1",
+  "groups": [
+    {
+      "title": "信号判断",
+      "items": [
+        "最核心、最明确的一个点位/结构确认已写清",
+        "该确认本身足够清晰（不是靠一长串宏大叙事）",
+        "已过主链条：1H方向 → 空间 → 结构 → 定损盈 → 选工具（期权/合约，无对冲）；不够格则空仓"
+      ]
+    },
+    {
+      "title": "流程确认",
+      "items": [
+        "账户资金与当日额度符合要求",
+        "单笔风险 / 组合敞口在手册预算内",
+        "无跳步；超限则暂停开单"
+      ]
+    },
+    {
+      "title": "情绪自检",
+      "items": [
+        "心态是「符合系统所以做」，不是「证明自己」",
+        "无怕踏空 → 否则放弃",
+        "无回本 / 报复交易念头 → 否则放弃",
+        "不需要再找更多开单理由"
+      ]
+    }
+  ]
+}

docs/strategy/checklists/playbook_v2.json

@@ -0,0 +1,33 @@
+{
+  "exchange": "playbook_v2",
+  "title": "执行手册 v2 开仓清单（无对冲）",
+  "version": "v0.1",
+  "groups": [
+    {
+      "title": "主链条",
+      "items": [
+        "1H 方向清楚（含明显 N 字）；跟的是 1H 波段",
+        "空间足够（支撑/阻力；至少约 ≥2%）",
+        "结构已出现且量级够（约 8h+ / 48 根 15m）",
+        "止损按模型：结构突破=外沿；假突破=针尖；止盈与 RR 已接受",
+        "工具只在「期权 / 合约」中选择；未开对冲"
+      ]
+    },
+    {
+      "title": "账户与仓位",
+      "items": [
+        "只动 OKX 期权或 Gate 合约；其它账户零操作",
+        "期权：约 10U、一次一仓；合约：止损约 5U、本位置次数未超两次",
+        "合计最坏风险可接受（约 ≤20U 量级）"
+      ]
+    },
+    {
+      "title": "离场与心态",
+      "items": [
+        "期权离场只认规则止盈或到期；开仓后中间不手平",
+        "不是「今天也要开点期权」；过检才开，不过则空仓",
+        "已过开单三检（信号 / 流程 / 情绪）"
+      ]
+    }
+  ]
+}

docs/strategy/gate-intraday.md

@@ -186,21 +186,22 @@
 - **禁止** 盘中亏着 **手点平仓** 充当止损(破坏统计与连错规则).
 - 若违规手动平亏:**视为当日纪律失败,建议停手**;复盘结果 **不得** 记为「止损」糊弄统计.
 
-### 9.3 时间出场:仅 0 点(程序已实现)
+### 9.3 时间出场:整点强制清仓(程序已实现,可开关)
 
-- **唯一** 时间类出场:**当日 0:00(北京时间)前必须空仓**(赚赔都平).
 - **不使用** 下单表单里的 1h / 2h / 4h「开仓后 N 小时平」(`time_close`);与本策略无关.
-- **程序兜底**(三所共用,Gate 已启用):
+- **程序兜底**(三所共用;Gate 可用 env 开关):
 
 | env | 说明 |
 |-----|------|
-| `FORCE_CLOSE_ENABLED=true` | 开启整点强制清仓 |
-| `FORCE_CLOSE_BJ_HOUR=0` | 北京时间 **0 点那一小时**(00:00～00:59)执行 |
+| `FORCE_CLOSE_ENABLED` | `true` 开启 / `false` 关闭整点强制清仓 |
+| `FORCE_CLOSE_BJ_HOUR` | 北京时间整点小时(如 `0`=`00:00～00:59`,`8`=`08:00～08:59`) |
 
 - 实现:`force_close_before_reset()`(各实例 `app.py` 后台循环调用).
-- 行为:对该小时仍 **active** 的 `order_monitors` **市价全平**,取消交易所触发单,写交易记录.
-- **系统结果字段**:`result = 强制清仓`;备注含「北京时间 0:00 整点风控清仓」.
-- **策略口语「0 点平仓」= 系统「强制清仓」**,统计连错时按 §8 盈亏判定,不按字段名区分.
+- 行为:开启时,在该整点小时内对仍 **active** 的 `order_monitors` **市价全平**,取消交易所触发单,写交易记录.
+- **系统结果字段**:`result = 强制清仓`;备注含「北京时间 X:00 整点风控清仓」.
+- **仅扫本地监控仓**;交易所裸仓且无 active 监控时**不会**被此逻辑平掉.
+- UI:开仓规则说明「平仓 / 委托 / 强制清仓」折叠区 + 顶栏徽章(开启时).
+- 持仓卡可手动「平仓 / 委托 / 撤止盈止损」(与纪律策略并行;策略上仍不建议亏着手平充当止损).
 
 > **与 `TRADING_DAY_RESET_HOUR=8` 无关**:后者只切 **交易日**(统计,8 点前禁开等),**不会**自动平仓.
 
@@ -244,16 +245,16 @@
 | 项 | 说明 |
 |----|------|
 | 日内 profile 判定 | `is_intraday_trading_profile()`(`lib/trade/entry_model_lib.py`) |
-| 0 点强制清仓 | `FORCE_CLOSE_ENABLED` + `FORCE_CLOSE_BJ_HOUR`;`force_close_before_reset()`;结果 **`强制清仓`** |
-| UI 标识 | 顶栏 **强制清仓 已开启** 徽章 + 持仓卡片 **倒计时**(三所 + 中控) |
+| 整点强制清仓 | `FORCE_CLOSE_ENABLED` + `FORCE_CLOSE_BJ_HOUR`;`force_close_before_reset()`;结果 **`强制清仓`** |
+| UI 标识 | 顶栏徽章(开启时) + 开仓规则说明折叠区;持仓卡可手动平仓/委托 |
 | 交易记录展示 | 三所 UI / 中控:`强制清仓` 与止损同类 badge |
-| 三所统一 | 币安 / OKX / Gate 同一函数与 env;**将来改日内只需各所 `.env` 打开,无需改代码** |
+| 三所统一 | 币安 / OKX / Gate 同一函数与 env;**改日内只需各所 `.env`**,无需改代码 |
 
-Gate 当前建议 env(节选):
+Gate 示例 env(节选;是否开启按账户纪律决定):
 
 ```env
-FORCE_CLOSE_ENABLED=true
-FORCE_CLOSE_BJ_HOUR=0
+FORCE_CLOSE_ENABLED=false
+FORCE_CLOSE_BJ_HOUR=8
 TRADING_DAY_RESET_HOUR=8
 ```
 

docs/中控AI与密钥配置.md

@@ -75,7 +75,7 @@ python3 scripts/bootstrap_deploy_secrets.py
 
 ## 4. 实例 env 配置页变更
 
-三所 **env 配置** 页已 **移除「AI 复盘」卡片**.交易所 API,企业微信,交易执行等仍各所自配.
+三所 **env 配置** 页已 **移除「AI 复盘」卡片**.企业微信、交易执行等仍各所自配;**交易所 API 仅服务器 `.env`**,前端不再展示.
 
 实例侧若通过 API 提交已移除的 AI 键,会被白名单过滤,不会写入.
 

docs/交易执行手册-v2-期权与合约.md

@@ -0,0 +1,147 @@
+# 交易执行手册 v2（期权 / 合约 · 无对冲）
+
+> 个人开单纪律第二版（2026-07-24 起）。  
+> **相对 v1：去掉期期对冲 / 偏置对冲；工具只留期权与合约。**  
+> 目标：少而精、珍惜机会、样本干净；**不保证收益**。  
+> 旧版（含对冲）见 [交易执行手册-期权与Gate.md](./交易执行手册-期权与Gate.md)。  
+> **开单前先过** [交易行为准则-开单三检.md](./交易行为准则-开单三检.md)；本手册管怎么做单。
+
+---
+
+## 1. 主链条（强制）
+
+```
+1H 方向 → 空间 → 结构 → 定损盈 → 选工具（期权 / 合约）
+```
+
+任一步不过 → **空仓等待**，不为开单找理由。
+
+| 步骤 | 做什么 | 否决 |
+|------|--------|------|
+| **1H 方向** | 趋势周期以 **1H** 为准；1H 上要有明显 **N 字**。跟 1H 波段，不跟 4H 打架硬做。例：4H 多、1H 空 → 做 1H 空头波段 | 1H 方向不清、无 N 字 |
+| **空间** | 做空看下方支撑，做多看上方阻力；至少约 **≥2%** 才值得谈（常期望更大空间，如 ~5%） | 空间不够、贴着墙 |
+| **结构** | 方向与空间过关后，在 **15m / 5m** 等结构；结构量级至少约 **8h+**（约 **48 根 15m**）。形态：收敛 / 两段式回调 / 箱体 / 假突破等 | 结构未出现、磨不够就抢跑 |
+| **定损盈** | 结构出现后定义止损、止盈，算盈亏比。结构突破 → 止损在 **结构外沿**；假突破 → 止损在 **假突破针尖** | 损盈说不清、RR 不接受 |
+| **选工具** | 只在上四步都齐之后选：**期权** 或 **合约**。波段有足够时间考虑，不急着下手 | 用对冲、或「每天都要开点期权」 |
+
+**丢掉对冲。** 对冲易带来「有保护就能多做」的幻觉；本版不做期期对冲、不做偏置对冲壳。
+
+---
+
+## 2. 总原则
+
+1. **工具只有期权与合约**；同一时段尽量只让一边「说话」。
+2. **看不懂不做**；过滤比频率重要。日更不是目标，过检才是。
+3. 动手前先过 **开单三检**（信号 → 流程 → 情绪）；不过 → 空仓。
+4. 玩法必须走完主链条；不够格 → 空仓。
+5. 期权离场只认：**系统/规则止盈** 与 **到期**；**开仓后中间不手动平仓**（紧急例外不进策略样本）。
+6. 过程可控、结果随缘：用规则管仓位与次数，不追求每天打满。
+
+---
+
+## 3. 账户与分工
+
+| 账户 | 角色 | 说明 |
+|------|------|------|
+| OKX 期权 | **主业之一** | 方向单（虚值等）；**不做对冲腿** |
+| Gate 合约 | **主业之一** | 结构清楚时的波段；与期权尽量错开 |
+| 其它 | 暂不做 | 减少分心与样本污染 |
+
+**到期选择（期权）**
+
+- 方向单默认 **一天期**。
+- 尽量在 **北京时间下午 4 点后** 开 **次日到期**，覆盖较完整的美盘 + 亚盘 + 欧盘窗口。
+- 更长故事优先考虑合约，不强行拉长期权。
+
+---
+
+## 4. 入场逻辑（两类工具）
+
+开仓前先判断：当前是 **买方向的期权表达**，还是 **合约波段**。
+
+### 4.1 方向明确 · 结构到位 → 期权
+
+- **条件**：主链条全部过关；常用结构突破或假突破模型在 15m/5m 成立。
+- **工具**：**一天期期权方向单**（空间够时优先考虑 **虚值**：同止损口径下盈亏比往往更高）。
+- **离场**：规则止盈或到期；不手平。
+- **默认**：先只开期权，不上合约。
+
+### 4.2 结构到位 · 更适合合约 → 合约
+
+- **条件**：主链条过关；位置极明确；同一位置机会计数见 Gate 纪律。
+- **工具**：Gate 合约波段；止损挂在模型对应位置（外沿 / 针尖）。
+- **独立假突破**（没有先开突破期权时）：优先 **只做合约** 或 **空仓**，勿与「突破期权后再加仓」混用同一套仓。
+
+### 4.3 明确不做
+
+- 横盘「买波动」的 **期期对冲**（Call+Put）。
+- 任何「对冲壳 + 偏置」伪装成单边。
+- 为了「今天也开点期权」而破主链条。
+
+---
+
+## 5. 仓位与风险预算
+
+**总资金参考：约 800U。**
+
+| 项目 | 规则 |
+|------|------|
+| 单笔期权 | 约 **10U** 权利金预算；**一次只持有一个期权仓位** |
+| Gate 合约 | 日内保证金约 **50U**、约 **10 倍**；有单才用，无单为 0 |
+| 合约止损 | 一般约 **5U**；单笔最大亏损不超过约 **10U** |
+| 日损失心理框 | 期权+合约若都错：合计大约 **≤20U**；都对时期望可到 **40U+**（理想情形，非每日目标） |
+
+相对 800U：单笔约 **1.25%** 量级；全错一天约 **2.5%** 量级——防守优先。
+
+**叠加红线**
+
+- 期权一仓 + 合约同日存在时，按合计风险接受最坏约 20U，且尽量少「同向双开」。
+- 不为「好像有保护」放大仓位（本版已无对冲保护叙事）。
+
+---
+
+## 6. 合约日纪律（Gate）
+
+1. 只做 **很明确的位置**；不明确基本不做。
+2. 动手前想清：**如何进场**（假突破 / 结构突破）。
+3. **同一位置最多两次机会**：结构突破、假突破。
+4. **两次都错 → 当日不再做单**（即使后面更「看起来清楚」也留到明天）。
+5. 止损约 **5U**；波段规则开仓前想清。
+6. 离场以结构止盈/止损为准。
+
+---
+
+## 7. 期权日纪律（OKX）
+
+1. **不手动平仓**；只等规则止盈或到期（紧急手平标记为非策略样本）。
+2. 一次一仓；约 10U 权利金。
+3. **不做对冲**；不做「每天默认开期权」。
+4. 结构突破 / 假突破用期权表达时，损位跟模型：外沿 / 针尖。
+5. 默认一天期；优先完整会话窗口再开。
+
+---
+
+## 8. 开仓前自检清单
+
+- [ ] 今天是否只动「期权 / 合约」，其它账户零操作？是否 **未开对冲**？
+- [ ] **1H 方向**是否清楚（含 N 字）？
+- [ ] **空间**是否足够（支撑/阻力，至少约 ≥2%）？
+- [ ] **结构**是否出现且量级够（约 8h+ / 48×15m）？
+- [ ] **止损 / 止盈**是否按模型定好（外沿或针尖）？RR 是否接受？
+- [ ] **工具**选的是期权还是合约？理由是否写清？
+- [ ] 期权：止盈条件与「接受到期」是否写清？
+- [ ] 合约：本位置第几次机会？止损约 5U 设好了吗？今日两次是否已用完？
+
+---
+
+## 9. 一句话版本
+
+> **1H 定方向 → 量空间 → 等够级别的结构 → 按模型定损盈 → 只在期权与合约里选工具；不对冲；期权不手平；一位置两次，错完收工；珍惜机会，日更不是目标。**
+
+---
+
+## 10. 修订记录
+
+| 日期 | 说明 |
+|------|------|
+| 2026-07-24 | v2 初版：去掉对冲；主链条 1H→空间→结构→定损盈→期权/合约；吸收假突破针尖 / 结构外沿止损口径 |

docs/交易执行手册-期权与Gate.md

@@ -0,0 +1,149 @@
+# 交易执行手册 v1（期权为主 · Gate 为辅 · 含对冲）
+
+> 个人开单纪律与仓位规则（2026-07 起）。**本版保留对冲，仅作历史/对照。**  
+> **现行主版本请用** [交易执行手册-v2-期权与合约.md](./交易执行手册-v2-期权与合约.md)（无对冲：1H→空间→结构→定损盈→期权/合约）。  
+> 目标：少而精、可控回撤、样本干净；**不保证收益**。  
+> 工具：OKX 期权（主）+ Gate 合约（辅）；其它账户暂不做。  
+> **开单前先过** [交易行为准则-开单三检.md](./交易行为准则-开单三检.md)（信号 / 流程 / 情绪）；本手册管怎么做单。
+---
+
+## 1. 总原则
+
+1. **主做期权，合约为辅**；同一时段尽量只让一边「说话」。
+2. **看不懂不做**；过滤比频率重要。
+3. 动手前先过 **开单三检**（信号判断 → 流程确认 → 情绪自检）；不过 → 空仓。详见 [行为准则](./交易行为准则-开单三检.md)。
+4. 开仓前再过玩法三关：**方向 → 空间 → 值不值得**。不够格 → 空仓。
+5. 期权离场只认：**止盈（规则触发）** 与 **到期**；**不手动平仓**（紧急例外单不算策略样本）。
+6. 过程可控、结果随缘：用规则管仓位与次数，不追求每天打满理想上限。
+
+---
+
+## 2. 账户与分工
+
+| 账户 | 角色 | 说明 |
+|------|------|------|
+| OKX 期权 | **主业** | 横盘对冲 / 方向单 / 偏置对冲 |
+| Gate 合约 | **辅业** | 结构清楚时的波段；与期权尽量错开 |
+| 其它 | 暂不做 | 减少分心与样本污染 |
+
+**到期选择（期权）**
+
+- 方向单、对冲默认 **一天期**。
+- 尽量在 **北京时间下午 4 点后** 开 **次日到期**，覆盖较完整的美盘 + 亚盘 + 欧盘窗口。
+- Gate 波段样本里最长持仓约十余小时量级 → 一天期权通常够表达；更长故事优先考虑合约，不强行拉长期权。
+
+---
+
+## 3. 入场逻辑（三类）
+
+开仓前先判断：当前是 **买波动** 还是 **买方向**。
+
+### 3.1 横盘 → 期期对冲
+
+- **条件**：横盘已持续较久（例如满约 12 小时），方向不明。
+- **工具**：一天期 Call + Put（对冲）；总权利金预算见仓位章。
+- **意图**：买接下来的波动，不赌单边。
+- **期间**：一般 **不再开 Gate 方向单**（已在买波动，勿叠同一宏观暴露）。
+
+### 3.2 方向明确 · 结构突破 → 期权
+
+- **条件**：方向、空间、值不值得均过关；结构突破成立。
+- **工具**：**一天期期权方向单**（或明显顺势结构）。
+- **离场**：目标止盈或到期；不手平。
+- **默认**：先只开期权，不上合约。
+
+### 3.3 结构突破后 · 反向假突破确认 → 可加合约
+
+- **条件**：已有结构突破的期权表达；随后出现反向假突破且确认失败、续原方向。
+- **工具**：Gate 合约 **小仓加强**（止损纪律见下）。
+- **注意**：BTC 合约与 ETH 期权高度相关，属加重暴露，不是分散；仓位按「一笔故事」计风险。
+- **假突破定义**需事先写死（相对哪段结构、如何确认收回），避免临场随便加仓。
+
+### 3.4 独立假突破（没有先开突破期权时）
+
+- 按「假破专用」处理：优先 **只做合约** 或 **空仓**，勿与「突破后再假破加仓」混用同一套仓。
+
+---
+
+## 4. 对冲偏好（偏置对冲）
+
+在「尽量用对冲」的前提下：
+
+- 对冲内常带 **做多/做空比例**；若略偏多，则 **做多一侧比例更高**。
+- 顺势侧尽量用 **实值（或更实）**：
+  - 方向对了：可能 **少赚一点**（相对纯单边）；
+  - 方向错了：争取 **不亏或少亏**（相对虚值双买两边磨光）。
+- **总权利金仍锁在对冲预算内**（见仓位）；偏置只调张数/行权远近，不偷偷加预算。
+- **偏置有度**（例如勿极端到名存实亡的单边）；完全没方向时更接近均分/近平值；方向非常明确时应走单边期权，不必硬套对冲壳。
+- 复盘建议区分：**中性对冲** vs **偏多/偏空对冲**，以便检验偏置是否真压低亏损。
+
+---
+
+## 5. 仓位与风险预算
+
+**总资金参考：约 800U。**
+
+| 项目 | 规则 |
+|------|------|
+| 单笔期权 | 约 **10U** 权利金预算；**一次只持有一个期权仓位** |
+| 期期对冲 | **合计约 10U**（两腿加总，不是各 10） |
+| Gate 合约 | 日内保证金约 **50U**、约 **10 倍**；有单才用，无单为 0 |
+| 合约止损 | 一般约 **5U**；单笔最大亏损不超过约 **10U** |
+| 日损失心理框 | 期权+合约若都错：合计大约 **≤20U**；都对时期望可到 **40U+**（理想情形，非每日目标） |
+
+相对 800U：单笔约 **1.25%** 量级；全错一天约 **2.5%** 量级——防守优先。
+
+**叠加红线**
+
+- 期权一仓 + 合约加仓同日存在时，按合计风险接受最坏约 20U，且尽量少「同向双开」。
+- 不因「期权偏置可能少亏」而放大合约。
+
+---
+
+## 6. 合约日纪律（Gate）
+
+1. 只做 **很明确的位置**；不明确基本不做。
+2. 动手前想清：**如何进场**。
+3. **同一位置最多两次机会**：结构突破、假突破。
+4. **两次都错 → 当日不再做单**（即使后面更「看起来清楚」也留到明天）。
+5. 止损约 **5U**；波段规则（含是否时间离场）开仓前想清。
+6. 已关闭「强制清仓」误伤策略意图时，离场以结构止盈/止损为准；历史里「强制清仓但盈利」按规则结果理解，复盘看盈亏与结构。
+
+---
+
+## 7. 期权日纪律（OKX）
+
+1. **不手动平仓**；只等规则止盈或到期（紧急手平标记为非策略样本）。
+2. 一次一仓；对冲共 10U。
+3. 横盘对冲期间一般不开 Gate 方向单。
+4. 结构突破用期权表达；假破加强才考虑合约。
+5. 默认一天期；优先完整会话窗口再开。
+
+---
+
+## 8. 开仓前自检清单
+
+- [ ] 今天是否只动「期权 / Gate」，其它账户零操作？
+- [ ] 买波动还是买方向？工具选对了吗？
+- [ ] 方向 / 空间 / 值不值得是否都过关？
+- [ ] 期权：止盈条件与「接受到期」是否写清？
+- [ ] 对冲：比例与实值偏置是否有度？总预算是否仍 ≤10U？
+- [ ] 合约：本位置第几次机会？止损约 5U 设好了吗？
+- [ ] 若加合约：是否已有突破期权且假破确认？是否当成一笔故事控总风险？
+- [ ] 今日合约两点机会是否已用完？（用完则收工）
+
+---
+
+## 9. 一句话版本
+
+> **横盘对冲（可偏置实值）；突破用一天期权；假破确认后小仓合约加强；先过方向/空间/值不值得；期权不手平；一位置两次，错完收工；单笔小亏、组合回撤可控。**
+
+---
+
+## 10. 修订记录
+
+| 日期 | 说明 |
+|------|------|
+| 2026-07-21 | 初版：根据实盘讨论整理（期权为主、Gate 为辅、仓位与日停手规则） |
+| 2026-07-23 | 挂钩开单三检行为准则 |
+| 2026-07-24 | 标注为 v1（含对冲）；现行纪律迁至执行手册 v2 |

docs/交易行为准则-开单三检.md

@@ -0,0 +1,115 @@
+# 交易行为准则（开单三检）
+
+> 个人强制思维动作 · 初级版（2026-07）。  
+> **不是策略**，是开单前的「交易防火墙」：保证动作在可控轨道上，**不判断这笔会不会赚钱**。  
+> 来源：中控 AI 复盘对话（2026-07-22）与本人归纳。  
+> 仓位与玩法细则见 [交易执行手册-期权与Gate.md](./交易执行手册-期权与Gate.md)。
+
+---
+
+## 1. 一句话
+
+> **信号够不够清晰？流程有没有跑通？情绪是不是在证明自己？三检不过 → 不开。**
+
+复盘成败的第一标准：**三检是否完整完成**，而不是这笔盈亏。
+
+---
+
+## 2. 总循环
+
+```
+信号判断 → 流程确认 → 情绪自检 → 全部通过
+    → 开仓 → 等待系统结果（止盈 / 止损 / 到期）
+    → 本次结束 → 复盘整环 → 等待下一个信号
+```
+
+任一步否决 → **空仓离开**，不找补丁理由硬开。
+
+---
+
+## 3. 开单前：三秒停顿
+
+手要动之前，强制停顿，把注意力从宏大叙事拉回内部三点：
+
+1. 我的**核心信号**是什么？  
+2. **安全流程**跑通了吗？  
+3. 我现在是冷静执行，还是急着证明 / 怕踏空 / 想回本？
+
+---
+
+## 4. 三检细则
+
+### 4.1 信号判断（Signal Judgment）
+
+**问：** 这次入场，最核心、最明确的那一个点位 / 结构确认是什么？它本身够不够清晰？
+
+| 通过 | 否决 |
+|------|------|
+| 能用一句话说清「唯一核心确认」 | 说不清、要靠一长串宏观故事才能自圆其说 |
+| 点位 / 结构本身已经够清楚 | 「好像有戏」但确认点模糊 |
+| 只描述事实与系统条件 | 堆细节证明自己分析很厉害 |
+
+对照执行手册时：先过 **1H 方向 → 空间 → 结构 → 定损盈 → 选工具（期权/合约）**；不够格 → 空仓（见手册 v2）。
+
+### 4.2 流程确认（Process Confirmation）
+
+**问：** 决定执行前，有没有按设定步骤检查资金与风险敞口？内部安全流程跑通了吗？
+
+| 通过 | 否决 / 暂停 |
+|------|-------------|
+| 账户资金与当日额度符合要求 | 资金或次数已触限 |
+| 单笔风险 / 组合敞口在手册预算内 | 单笔或日最坏超限 → **暂停开单** |
+| 该走的检查项没有跳步 | 「先开了再说」 |
+
+细则数字以执行手册仓位章为准（单笔期权、对冲总权利金、Gate 止损与日停手等）。
+
+### 4.3 情绪自检（Emotional Self-Check）
+
+**问：** 看到复杂结构与逻辑时，内心是什么？是「必须证明分析是对的」，还是「符合系统要求，所以做」？
+
+| 通过 | 否决（果断放弃） |
+|------|------------------|
+| 「符合系统信号 + 账户没问题 → 开」 | 「怕踏空」 |
+| 不需要再找更多开单理由 | 「上回亏了，这单要回本」 |
+| 旁观者视角、可接受空仓 | 「必须证明我是对的」 |
+
+**原则：** 不为开单找理由；情绪红灯亮了，信号再好看也不开。
+
+---
+
+## 5. 开仓后纪律（与手册一致）
+
+- 开仓后：**等待系统结果**（规则止盈 / 止损 / 到期），不靠情绪手平（紧急例外不算策略样本）。  
+- 持仓期盯的是「程序与纪律是否正常」，不是浮盈浮亏数字本身。  
+- 无信号时的空档也算训练：反复在脑子里空跑三检，比硬找单更重要。
+
+---
+
+## 6. 复盘只记什么
+
+每次交易（含未开成的冲动）建议只记：
+
+1. 信号判断：做了吗？核心确认写了什么？是否清晰？  
+2. 流程确认：资金 / 敞口是否过关？有无跳步？  
+3. 情绪自检：当时心态是哪一类？有无怕踏空 / 回本？  
+4. 结果：止盈 / 止损 / 到期 / 未开 — **结果不推翻「三检是否完成」这一评分。**
+
+---
+
+## 7. 与执行手册的分工
+
+| 文档 | 管什么 |
+|------|--------|
+| **本准则** | 能不能动手（防火墙 / 操作系统） |
+| **执行手册** | 怎么做单（期权 / Gate、仓位、离场） |
+
+先过本准则三检，再谈手册里的玩法与仓位。
+
+---
+
+## 8. 修订记录
+
+| 日期 | 说明 |
+|------|------|
+| 2026-07-23 | 初级版：三检 + 总循环 + 红线；对齐 AI 复盘与本人总结 |
+| 2026-07-24 | 信号检对齐执行手册 v2 主链条（1H→空间→结构→定损盈→期权/合约） |

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/审计修复报告-以期权为主-2026-08-09.md

@@ -0,0 +1,32 @@
+# 审计修复报告 · 永期「以期权为主」(2026-08-09)
+
+## 范围
+
+新增 `option_primary` 子模式(UI 开关 + 后端校验/开仓/监控),保险模式路径保持不变。
+
+## 审计发现与处置
+
+| 级别 | 问题 | 处置 |
+|------|------|------|
+| High | 期权已平、永续平仓失败后监控不再重试(双腿均须 open) | 增加 `_tick_po_option_primary_pending`,仅补平永续 |
+| High | 双目标触达时期权路径因买一/净利跳过,永续目标永不执行 | 期权路径失败且 `hit_perp` 时 fallthrough 永续目标 |
+| High | 两腿仍 open 但期权到期无处理,裸奔永续 | `_tick_po_option_primary_both_expired` 结算期权并平永续 |
+| High | 目标点数=0 开仓后易立即触发 | 校验与 `target_hit` 要求点数 **>0** |
+| Medium | start 未传 leverage 时被写成 10x | 期权为主缺省杠杆 **100** |
+| Medium | 服务端 `moneyness=atm` 未强制 ATM | 文档注明;UI 平值筛选仍严格;间隔门兜底 |
+| Medium | 平仓永续盈亏用估价 | 已知;不阻塞平仓,统计近似 |
+
+## 保险模式回归
+
+- `validate_start_body` 非 `option_primary` 仍强制 Put/Call + TP/SL 几何
+- `build_po_path_plan` 仅在 `option_primary` 时翻转永续方向并去掉 attach_tpsl
+- `_tick_po` 仅在 `option_primary` 为假时走原 TP/SL 路径
+
+## 测试
+
+`python -m unittest tests.test_hedge_plan_option_primary tests.test_hedge_plan_orders tests.test_hedge_plan_moneyness -v` — 通过。
+
+## 文档
+
+- 新增 `docs/对冲计划-以期权为主.md`
+- 更新 `docs/对冲计划-选约与虚实值.md`

docs/审计修复报告-策略逻辑-2026-07-30.md

@@ -0,0 +1,80 @@
+# 策略与逻辑审计修复报告
+
+- 日期: 2026-07-30
+- 范围: OKX 三选一模式 / 永期·期期对冲监控与开平 / 单独期权开平 / 互斥与复盘钳制
+- 准则: 以资金与仓位正确性为准（假平仓、未成交落库、跨模式拆组等）
+- 复审: 共 3 轮深度复审；最终 **剩余 P0 = 0**
+
+## 修复总览
+
+| 轮次 | 结果 |
+|------|------|
+| 初审 | 约 10 项 P0 + 多项 P1（监控假平、落库≠成交、模式互斥缺口等） |
+| 复审 1 | 18/20 已修；发现 SL 待平可误判 TP、监控可重复启动、单独开仓仍可缩量 |
+| 复审 2 | 上述 3 项已修；剩余若干 P1 |
+| 复审 3 | P1 再收口（互斥/目标监控 fail-closed、already_flat 二次验仓、监控启动锁）；**P0 清零** |
+
+## 已修复关键项（原审计编号）
+
+### 永期监控 / 对冲平仓
+- **H1** `live is None` 不再当已平；仅 `live==0` 且过开仓宽限期后处理
+- **H2** 止损强平失败不写 `closed`，写 `perp_sl_pending_opt` 并重试
+- **H3** TP/SL 分类：歧义偏 SL；未知跳过；`*_pending_opt` 粘滞不再被 mark 反弹改判
+- **H4** `_sell_option` 改为 `close_option_by_bid1`，要求 `fully_closed`；`already_flat` 二次验仓
+- **H7** `partial` 计划纳入监控
+- **H5** IOC 部分成交后尝试立刻平掉孤儿仓
+- **H6** `/start` 进程内锁 + 闸门重检
+- **H8** 服务端校验 long↔Put / short↔Call 与 TP/SL 几何
+- 卖一深度不足时拒绝缩量成交（对冲买入）
+
+### 单独期权
+- **O1** 开仓 IOC + `wait_option_order_full_fill`，成交后再落 `open`
+- **O2** 平仓后持仓 `None` 不标 `fully_closed`
+- **O3** 禁止期权页 close/target 拆对冲腿；目标监控跳过托管合约
+- **O4** 模式/互斥校验异常 fail-closed
+- 开仓拒绝卖一深度不足时的静默缩量
+- stub 买一路径不再撤掉他人挂单；门控通过改在下单接受后标记
+
+### 三选一模式 / UI
+- **M1** Jinja 去掉 `| default(true)`，避免 `False` 显示成 Tab
+- **M2** 监控线程始终启动（单独期权也收口遗留计划）+ 单例锁
+- **M3** env 展示 `OKX_TRADE_MODE` 与 `get_okx_trade_mode()` 一致
+- 仪表盘始终展示进行中对冲；`complete-leg` 校验当前模式
+- 复盘 API 按模式钳制 `source_type`
+
+## 测试
+
+```text
+python -m unittest tests.test_hedge_po_monitor_safety tests.test_hedge_plan_orders \
+  tests.test_okx_trade_mode tests.test_hedge_options_exclusive \
+  tests.test_hedge_plan_end tests.test_hedge_partial_manual -v
+→ OK (35)
+```
+
+新增: `tests/test_hedge_po_monitor_safety.py`（含 None 跳过、分类、SL sticky）
+
+## 残留非关键项（P1，可后续迭代）
+
+1. 连续两次持仓列表均为空时，仍可能把「短暂漏仓」当成已平（对冲路径已有二次验仓；目标/手动路径仍单次）
+2. 部分成交后若孤儿平仓也失败，需人工处理（已返回 `orphan_close`）
+3. 期权页对托管腿仍可能显示按钮，但 API 已拒绝
+
+## 主要改动文件
+
+- `lib/hedge_plan/hedge_plan_monitor_lib.py`
+- `lib/hedge_plan/hedge_plan_orders_lib.py`
+- `lib/hedge_plan/hedge_plan_register.py`
+- `lib/hedge_plan/hedge_plan_db.py`
+- `lib/hedge_plan/hedge_options_exclusive_lib.py`
+- `lib/hedge_plan/templates/hedge_plan_panel.html`
+- `lib/options/options_close_exec_lib.py`
+- `lib/options/options_register.py`
+- `lib/options/options_target_lib.py`
+- `lib/options/options_review_register.py`
+- `lib/env/env_ui_manifest.py`
+- `lib/instance/instance_dashboard_lib.py`
+- `tests/test_hedge_po_monitor_safety.py` 等
+
+## 部署
+
+见本轮 commit + `zk.hyf2.cc` `deploy/pull_and_restart.sh` 结果。

docs/审计修复报告-账户流水-2026-08-10.md

@@ -0,0 +1,26 @@
+# 审计修复报告：账户流水（2026-08-10）
+
+## 范围
+
+新增「账户流水」功能：`lib/account_ledger/*`、`lib/exchange/*_ledger_lib.py`、三所 `app.py` 安装、导航显示开关、前端 SSE 页。
+
+## 结论
+
+**可上线。** 认证、SQL、SSE 载荷范围、单实例隔离与现有实例模式一致。发现 1 项中危并已在同批修复。
+
+## 发现与处理
+
+| 级别 | 问题 | 处理 |
+|------|------|------|
+| 中 | `POST /api/account_ledger/refresh` 可把 `start_ms` 拉到极早，触发大量交易所分页请求；无冷却 | 同步窗口强制 `LOOKBACK_DAYS` 下限；手动同步默认 30s 冷却 |
+| 低 | 导航关闭仍可直连 URL（与数据看板相同，仅 UI 隐藏） | 保持与现有 display pref 一致；embed `tab_allowed` 仍 403 |
+| 信息 | 交易所异常文案写入 `last_error` 展示 | 可接受；未记录密钥 |
+
+## 验证
+
+- `python -m unittest tests.test_account_ledger_normalize` 通过  
+- 三所仅增加 `install_account_ledger`，不改动开仓/风控主路径  
+
+## 使用提醒
+
+默认导航关闭；需在系统设置打开「账户流水」。数据来自交易所，首次打开可能需等待一轮后台同步或点「立即同步」。

docs/对冲计划-以期权为主.md

@@ -0,0 +1,71 @@
+# 对冲计划 · 永期「以期权为主」
+
+> 实现日:2026-08-09 · 在现有永期**保险模式**上增加子模式,不新增 `OKX_TRADE_MODE`。  
+> 模式由 env `HEDGE_PLAN_OPTION_PRIMARY` 切换(默认 `true`),页面标题前显示标识,不可在页内切换。
+
+## 1. 模式对照
+
+| | 保险模式(`OPTION_PRIMARY=false`) | 以期权为主(`true`) |
+|--|------------------|-------------------|
+| UI 做多 | 永续多 + 买 Put | 买 Call + 永续空 |
+| UI 做空 | 永续空 + 买 Call | 买 Put + 永续多 |
+| 左卡 | 开仓价 / 张数 / TP / SL | 资金与杠杆 / 选约条件 / 出场条件 三组 |
+| 右卡 | 上永续行情 · 下期权链 | 同上;仅展示间隔+类型+杠杆达标候选 |
+| 选约 | 仅实值/平值 | 类型下拉(默认虚值)+间隔+杠杆门槛 |
+| 开仓 | 受 `HEDGE_PLAN_OPEN_ORDER` | **策略启动=盯盘**(status=`watching`),达标后才先期权后市价永续(**不挂**交易所 TP/SL) |
+| 出场 | 交易所 TP/SL | 相对 K 的点数目标分叉 |
+
+## 2. 左卡默认
+
+| 字段 | 默认 |
+|------|------|
+| 权利金 | 用户填(USDC 预算) |
+| 永续杠杆 | 100 |
+| 期权杠杆 | 实/平 100;虚 200 |
+| 期权:永续比例 | 实/平 2;虚 4 |
+| 到期时间(最短 h) | 36 |
+| 期权间隔(点) | 15 |
+| 期权/永续目标位 | 相对 K 点数,须 **>0** |
+
+## 3. 定仓
+
+```
+usable = 权利金 × 0.95
+eth_qty = floor2(usable / ask)          # ETH 名义,两位小数
+sheets  = floor(eth_qty / ct_mult)      # 整张
+perp_eth = eth_qty / 比例
+contracts = perp_eth / contract_size
+```
+
+启动前再拉卖一重算;卖一深度不足则缩量。
+
+## 4. 出场
+
+触达任一目标位(做多 `index ≥ K+N`,做空 `index ≤ K−N`)后立即执行:
+
+| 触达 | 规则 |
+|------|------|
+| **期权目标** | 验买一流动性 + **扣费净利 > 0** → 先平期权再平永续 |
+| **永续目标** | 市价平永续;期权 `hold_to_expiry` 至到期结算 |
+
+净利:平仓/卖出手续费**按买入费率**估算(`HEDGE_PLAN_FEE_RATE` / `OKX_TAKER_FEE`,默认 0.0005)。
+
+若期权目标因买一/净利未过、但永续目标已触达 → 改走永续目标。  
+期权已平永续失败 → `opt_target_perp_pending` 下轮只补平永续。  
+两腿仍开但期权到期 → 结算期权并平永续,避免裸奔。
+
+## 5. 代码落点
+
+| 文件 | 作用 |
+|------|------|
+| `lib/hedge_plan/hedge_plan_option_primary_lib.py` | 定仓/方向/目标/净利/校验 |
+| `hedge_plan_orders_lib.py` | 路径、开平永续、启动前定仓刷新 |
+| `hedge_plan_monitor_lib.py` | `_tick_po_option_primary*` |
+| `hedge_plan_register.py` / `hedge_plan_db.py` | preview/start/persist；`options-chain?option_primary&min_hours&strike_interval` |
+| `hedge_plan.js` + `hedge_plan_panel.html` | env 模式标识、左三组参数、右上永续/右下期权 |
+
+## 6. 测试
+
+```bash
+python -m unittest tests.test_hedge_plan_option_primary -v
+```

docs/对冲计划-选约与虚实值.md

@@ -0,0 +1,76 @@
+# 对冲计划 · 选约与虚实值
+
+> 实现日:2026-08-05 · 吸收 `eth_hedge_sim`(比特骆驼)选约几何;退出仍用本仓 TP/SL/S*,**不**移植仿真「净盈亏 15U 离场」。
+
+## 1. 冻结规则
+
+| 计划类型 | 允许虚实值 | 禁止 | 推荐模板 |
+|----------|------------|------|----------|
+| **永期保险** `perp_options`(开关关) | 实值、平值 | **虚值** | 距指数最近的实值/平值(做多 Put / 做空 Call) |
+| **永期以期权为主** `option_primary=1` | 实值、平值、**虚值** | —(间隔+杠杆门) | 做多 Call+永续空 / 做空 Put+永续多;详见 `docs/对冲计划-以期权为主.md` |
+| **期期** `options_options` | 平值、虚值 | **实值** | 平值跨式(ATM C+P);双虚值(OTM C+P) |
+
+口径与 `lib/options/options_pricing_lib.option_moneyness` 一致:ATM 带 = `max(指数×0.2%, 2U)`。
+
+永期几何兜底(与仿真一致):
+
+- Call 实值/平值:`K ≤ S`
+- Put 实值/平值:`K ≥ S`
+
+## 2. 代码落点
+
+| 层 | 文件 | 作用 |
+|----|------|------|
+| 选约/校验库 | `lib/hedge_plan/hedge_plan_moneyness_lib.py` | `is_itm_or_atm` / `is_atm_or_otm` / `pick_*` / `recommend_oo_legs` / `validate_*` |
+| 启动门禁 | `hedge_plan_orders_lib.validate_start_body` | 测算外再拦一遍;防绕过 UI 直 POST |
+| 测算 | `hedge_plan_register._preview_po/_preview_oo` | 预览同样拒绝违规腿 |
+| UI | `hedge_plan.js` + `hedge_plan_panel.html` | 筛选锁定、推荐按钮、选用前校验 |
+| Env | `env_ui_manifest` 永期分组 | `HEDGE_PLAN_ITM_MAX_DIST_USD` / `MIN_OPTION_HOURS` / `MIN_OPTION_LEVERAGE` |
+
+## 3. Env
+
+| 键 | 默认 | 说明 |
+|----|------|------|
+| `HEDGE_PLAN_ITM_MAX_DIST_USD` | 空→沿用 `OKX_OPTIONS_ITM_MAX_DIST_USD`(常 30) | 永期过深实值上限;0=不限 |
+| `HEDGE_PLAN_MIN_OPTION_HOURS` | 8 | 仅当请求带 `hours_to_expiry` 时生效 |
+| `HEDGE_PLAN_MIN_OPTION_LEVERAGE` | 0 | `指数/卖一`;0=关闭 |
+
+## 4. 可用性审计
+
+| 项 | 结论 |
+|----|------|
+| 默认筛选 | 永期默认「实值/平值」;期期默认「平/虚」—减少误选 |
+| 推荐一键 | 永期「推荐」;期期「推荐跨式 / 推荐双虚」—降低手选成本 |
+| 文案 | 规则说明与 alert 明确禁虚(永期)/禁实(期期) |
+| 服务端一致 | UI 过滤可绕过时,preview/start 仍会 400 |
+| 兼容旧 API | 未传 `strike` 时从 `inst_id` 解析;未传 `index_px` 时永期用 `entry`、期期用上下破中点 |
+| 以期权为主 | 见 `docs/对冲计划-以期权为主.md`:点数目标+扣费净利出场(非仿真 15U 固定);保险模式仍不接仿真净盈亏离场 |
+
+**已知局限:**
+
+- 链上 `moneyness` 依赖刷新时指数;剧烈跳动后需「刷新链」再选。
+- `MIN_OPTION_HOURS` 需前端/调用方传入 `hours_to_expiry` 才校验(当前链行未必带该字段)。
+- 期期「推荐跨式」优先 ATM,若无 ATM 会回退到最近允许档(含 OTM)。
+
+## 5. 安全性审计
+
+| 风险 | 控制 |
+|------|------|
+| 客户端改包选虚值永期保险 | `validate_start_body` + preview 服务端拒绝 |
+| 客户端选实值期期腿 | 同上 |
+| 过深实值权利金过贵 / 杠杆过低 | `ITM_MAX_DIST` + 可选 `MIN_OPTION_LEVERAGE` |
+| 误开实盘 | 既有 `HEDGE_PLAN_LIVE_ORDER` ∩ `LIVE_TRADING_ENABLED` ∩ 全仓(永期)门禁不变 |
+| 保险模式平仓 | 不变:交易所 TP/SL |
+| 以期权为主平仓 | 独立监控分支;不改保险模式路径 |
+
+## 6. 测试
+
+```bash
+python -m unittest tests.test_hedge_plan_moneyness tests.test_hedge_plan_orders -v
+```
+
+覆盖:虚实值几何、永期拒 OTM、期期拒 ITM、`validate_start_body` 集成。
+
+## 7. 与开发方案对齐
+
+更新 `docs/对冲计划开发方案.md` §3.2 / §4.1 选约约束,与本文件一致。

docs/对冲计划开发方案.md

@@ -12,8 +12,8 @@
 
 | 产品名 | 英文键 | 含义 |
 |--------|--------|------|
-| **永期对冲** | `perp_options` | 永续(子账户) + 买方期权(主账户) |
-| **期期对冲** | `options_options` | 主账户内两条买方期权腿 |
+| **永期对冲** | `perp_options` | 同账户永续 + 买方期权 |
+| **期期对冲** | `options_options` | 同账户内两条买方期权腿 |
 
 页面/导航展示用中文名;API/DB 用英文键.
 
@@ -75,6 +75,8 @@
 
 - 行情自动拉 OKX 期权链(复用 `build_option_chain`).
 - **报价形态:列表式**;多仓默认筛 **Put**,空仓默认筛 **Call**.
+- **虚实值(冻结):**仅允许 **实值或平值**,**禁止虚值**(保险腿须有内在价值或贴近平值).详见 [对冲计划-选约与虚实值.md](./对冲计划-选约与虚实值.md).
+- 页面默认筛「实值/平值」,提供「推荐」取距指数最近档;服务端 `validate_start_body` / preview 二次校验.
 - 权利金默认按 **卖一 ask** 估算;开仓限价买入.
 
 ### 3.3 左右布局
@@ -93,7 +95,8 @@
 
 - **T 型报价链**(复用期权页 T 型样式/数据结构).
 - 用户选 **腿 A + 腿 B**(通常 Call + Put,或主方向 + 尾部).
-- 预算:`B = min(交易户 USDC × OKX_OPTIONS_BUDGET_BUFFER, OKX_OPTIONS_TRADE_BUDGET_USDC)`(默认 buffer=0.95).
+- **虚实值(冻结):**两腿仅允许 **平值或虚值**,**禁止实值**;推荐模板:平值跨式 / 双虚值.详见 [对冲计划-选约与虚实值.md](./对冲计划-选约与虚实值.md).
+- 预算:`B = min(交易户 USDC × 对冲缓冲 HEDGE_PLAN_BUDGET_BUFFER, 单笔预算)`(默认 buffer=0.95;与期权页 buffer 独立).
 - 自动张数(选齐两腿后写入,可手改):
   - **同张数**(默认):最大 `n` 使 `n×(cost_A+cost_B) ≤ B`,两腿均填 `n`
   - **做多 / 做空**:须一 Call 一 Put;主:次默认 **7:3**(`HEDGE_PLAN_OO_BIAS_RATIO`,可改)
@@ -217,7 +220,7 @@
 
 | 侧 | 来源 |
 |----|------|
-| 永续行情/规格 | OKX 子账户 ccxt:ticker + 现有 `/api/hub/market` 规格逻辑 |
+| 永续行情/规格 | OKX 账户 ccxt:ticker + 现有 `/api/hub/market` 规格逻辑 |
 | 期权链 | `build_option_chain` / `/api/options/chain`(本实例直连,无需中控代理) |
 | 指数价 | 期权 `index_px`,左右对齐 |
 

docs/对冲计划策略与P0校验.md

@@ -9,8 +9,8 @@
 
 | 类型 | 账户 | 作用 |
 |------|------|------|
-| **永期对冲** | 永续子账户 + 期权主账户买方 | 全仓做方向,期权买保险 |
-| **期期对冲** | 仅期权主账户双买方 | 目标价兑现盈利腿,亏损腿到期 |
+| **永期对冲** | 同账户永续 + 期权买方 | 全仓做方向,期权买保险 |
+| **期期对冲** | 同账户双买方期权 | 目标价兑现盈利腿,亏损腿到期 |
 
 ### 永期结束与统计
 

docs/快照备份.md

@@ -6,7 +6,17 @@
 
 | 标签 | 指向提交 | 说明 |
 |------|----------|------|
-| `snapshot/20260721` | `2a60d47` | 2026-07-21：仓库代码统计文档、期权复盘亮色主题、对冲腿盈亏时区修复、本快照说明等 |
+| `snapshot/20260820` | `2028251` | 2026-08-20：币本位期权开发前快照；含盘口深度预览方案、OKX单笔期权币本位+USDT桥+复利开发方案；对冲暂不接币本位 |
+| `snapshot/20260728-2` | `05864d7` | 2026-07-28 午后：振幅统计改为波动点数→振幅占比、两日振幅(例25日16:00→27日16:00)；去掉买跨/永期对照 |
+| `snapshot/20260728` | `c73e363` | 2026-07-28：中控永期对冲计算器（由波动推仓位 / 由比例推点数）、说明文档 |
+| `snapshot/20260727` | `f53f281` | 2026-07-27：实例手机壳(下单/持仓/期权)、著作权声明、托管合同(一用户一机)、服务说明与报价说明 |
+| `snapshot/20260726-2` | `4a79e01` | 2026-07-26 午：执行手册脑图（业务主题）、`.xmind` 按二进制入库、去掉缩略图避免 Gitea raw 换行损坏 |
+| `snapshot/20260726` | `a2075ba` | 2026-07-26：Gate划转币种大写修复、系统设置划转页签停留、自动划转账户/币种下拉默认、期权「按可用余额打满」=min(余额,单笔预算)及说明 |
+| `snapshot/20260724` | `890659f` | 2026-07-24：执行手册v2(无对冲)、监控/策略页签显隐、内照明心期权档案同步、期权开平仓微信必发、实例导航显隐持仓/实盘下单等 |
+| `snapshot/20260723-2` | `9e0591c` | 2026-07-23：策略对比页（合约/单期权/期期7:3）、监控与看板隐藏浮盈偏好、对比页卡片内边距等 |
+| `snapshot/20260723-pre-amp-stats` | `40be3a5` | 2026-07-23：振幅统计开发前；含执行手册进教练、日亏损冻结、手机监控 UI、振幅统计开发方案等 |
+| `snapshot/20260721-2` | `a721642` | 2026-07-21 晚：日亏损次数冻结、交易执行手册入中控策略说明、期权/Gate 执行手册文档等 |
+| `snapshot/20260721` | `1a163c0` | 2026-07-21：仓库代码统计文档、期权复盘亮色主题、对冲腿盈亏时区修复、本快照说明等 |
 
 ## 历史标签（节选）
 
@@ -25,7 +35,7 @@
 git tag -l 'snapshot/*'
 
 # 检出快照（只读查看，勿在此分支直接开发）
-git checkout snapshot/20260721
+git checkout snapshot/20260728-2
 
 # 回到主线
 git checkout main

docs/振幅统计说明.md

@@ -0,0 +1,113 @@
+# 振幅统计（中控）
+
+中控只读工具：按自定义整点起点、**固定北京时间 16:00 收窗**，统计 OKX 上 ETH/BTC 的历史「点数振幅」档案，辅助一天期期权判断空间。
+
+> 开发方案见 [ETH时段振幅统计-开发方案.md](./ETH时段振幅统计-开发方案.md)。  
+> **不改下单链路**；不算 IV。  
+> 买跨 / 永期对冲测算请用中控 **策略计算器**，本页不再做对照盈亏。
+
+---
+
+## 入口
+
+- 顶栏 **振幅统计**（`/amp-stats`）
+- 手机端：**更多 → 振幅统计**
+- 可在系统设置里隐藏该导航
+
+---
+
+## 怎么用
+
+1. 打开 **统计** Tab  
+2. 选择 **标的** ETH / BTC；数据源固定 **OKX**  
+3. **起点整点**（00–23）；终点固定 **16:00**  
+4. **周期**：1 月 / 2 月 / 3 月 / 半年 / 1 年 / 自定义天数（默认 2 个月）  
+5. 可选填 **波动点数**（如 `50`）→ 看振幅达标占比  
+6. 点 **计算** → 下方看汇总 + 振幅占比 + 分页日表  
+7. 需要留存时点 **保存到历史**；**下载 CSV** 含摘要 + 全日明细  
+
+**跨天例子**
+
+| 起点 | 含义（结算日 D） |
+|------|------------------|
+| 22:00 | 昨天 22:00 → 今天 16:00 |
+| 16:00 | 昨天 16:00 → 今天 16:00 |
+| 08:00 | 今天 08:00 → 今天 16:00 |
+
+未到当日 16:00 的「今天」不入样本。
+
+---
+
+## 指标（点数）
+
+设开盘 O、最高 H、最低 L、收盘 C：
+
+| 字段 | 算法 |
+|------|------|
+| 开→高 | `H − O`（一边波动） |
+| 开→低 | `O − L`（另一边波动） |
+| **振幅** | `H − L`（= 开→高 + 开→低），窗为起点整点 → 当日 16:00 |
+| **两日振幅** | 同上口径，但起点再往前推 1 天；例起点 16:00、结算 27 日 → **25日16:00 → 27日16:00** |
+| 涨跌值 | `C − O`（单日窗） |
+
+例：O=2000，H=2500，L=1800 → 开→高 500，开→低 200，振幅 **700**。
+
+汇总必含：最大振幅（及日期）、两日振幅最大/均值/中位、开→高/开→低的最大与均值等。
+
+K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD / BTC-USD），失败再降级永续标记。  
+近期 K 线接口约仅 **1440** 根（1H≈60 天）；更长周期自动续拉 `history-index-candles` / `history-candles`。  
+分页带间隔，遇 OKX **429** 会自动退避重试（长周期首次会慢一些）。
+
+---
+
+## 波动点数 → 振幅占比
+
+表单可填 **波动点数**（如 `50`）。填写后下方 **振幅占比** 块显示：
+
+| 汇总项 | 口径 |
+|--------|------|
+| 振幅≥点数 | 单日窗 `H−L ≥ 点数` 的天数与**占比**（主指标） |
+| 两日振幅≥点数 | 两日窗振幅 ≥ 点数 的天数与占比 |
+| 开→高≥点数 | `H−O ≥ 点数` 天数与占比 |
+| 开→低≥点数 | `O−L ≥ 点数` 天数与占比 |
+| \|涨跌\|≥点数 | `\|C−O\| ≥ 点数` 天数与占比 |
+
+日表保留 **开→高 / 开→低**、**振幅**、**两日振幅**（悬停可见两日窗起止），并标 **振幅达标**。  
+改点数 / 周末筛选会在已有日表上**本地重算**（不重拉 K 线）。
+
+### 周末
+
+- 下拉：**全部**（默认）/ **排除周末** / **仅周末**  
+- 按 **结算日** 北京时间星期判断；表中六、日带标注并高亮  
+
+---
+
+## 历史 Tab
+
+- 仅 **保存到历史** 后出现（不会一算就自动入库）  
+- 可查看、再下载、删除  
+- 数据文件：`manual_trading_hub/amp_stats_history.json`（勿当密钥提交）
+
+---
+
+## 相关代码
+
+| 路径 | 说明 |
+|------|------|
+| `lib/hub/amp_stats_lib.py` | 切窗、汇总、OKX 拉取、CSV |
+| `manual_trading_hub/amp_stats_routes.py` | API |
+| `manual_trading_hub/amp_stats_store.py` | 历史 JSON |
+| `manual_trading_hub/static/amp_stats.js` | 前端 |
+| `tests/test_amp_stats_lib.py` | 单测 |
+
+---
+
+## 修订
+
+| 日期 | 说明 |
+|------|------|
+| 2026-07-23 | 首版上线说明 |
+| 2026-07-23 | 买跨对照、周末筛选、止盈点 |
+| 2026-07-28 | 永期对冲对照（后已移除） |
+| 2026-07-28 | 去掉买跨/永期；改为波动点数→振幅占比 |
+| 2026-07-28 | 增加两日振幅(例 25日16:00→27日16:00) |

docs/更新文档.md

@@ -4,6 +4,36 @@
 
 ---
 
+## 2026-08-20 · OKX 单笔期权币本位 + USDT 桥 + 复利
+
+### 修改原因
+
+币本位期权流动性往往好于 USDC;操作者仍用 USDT 思考本金。需 env 切换本位、自动 USDT↔币桥、交易户 USDT×0.95 复利;对冲仍仅 USDC;中控只读识别本位;不改 Gate。
+
+### 修改的地方
+
+| 文件 | 改动摘要 |
+|------|----------|
+| `lib/options/options_margin_mode_lib.py` | 本位/合约族/USDT 预算/按币算张数 |
+| `lib/options/options_spot_bridge_lib.py` | 买币/卖回/桥状态表/回滚 |
+| `lib/options/options_coin_open_lib.py` | 买满→开满编排;平后卖回 |
+| `options_register` / `okx_options_lib` / close_exec | 链族切换、开平接入、retry-sell |
+| `options_hub_lib` + 中控 `app.js` / AI context | 只读字段识别币本位 |
+| `hedge_plan_register` | 币本位禁止开对冲 |
+| `env_*` / `.env.example` | 新 env;MARGIN_MODE 需重启;有仓拒切 |
+| `docs/OKX单笔期权-币本位与USDT桥-开发方案.md` | 方案(已有) |
+
+### 交付之后的验收
+
+1. `OKX_OPTIONS_MARGIN_MODE=usdc` 行为与现网一致.  
+2. `=coin` 时链为 `ETH-USD`(非 `_UM`);开仓走买币再开期权;失败回滚卖币.  
+3. 平仓清空后卖回本桥币量;失败可 `POST /api/options/spot-bridge/retry-sell`.  
+4. 预算默认交易户 USDT×0.95;上限开关默认关.  
+5. 中控期权卡显示本位标签;无下单.  
+6. Gate 无改动.
+
+---
+
 ## 2026-07-19 · 期权复盘详情改为对话框 + 截图显示修复
 
 ### 修改原因

docs/服务说明与报价说明.md

@@ -0,0 +1,148 @@
+# 服务说明与报价说明
+
+> 本文说明本系统的定位、适用对象、托管方式与参考报价。  
+> 配套文件：`著作权声明.md`、`软件使用授权合同-模板.md`（托管服务与软件使用合同）。  
+> **本系统以著作权人自用为主**；对外托管属个案合作，并非标准化「卖工具」业务。
+
+---
+
+## 1. 这是什么
+
+`crypto_monitor`（加密货币交易监控与中控系统）由著作权人 **马建军** 历时约三个月持续开发，用于自身实盘交易中的：
+
+- 多交易所实例监控与下单辅助  
+- 风控与纪律约束（如日亏冻结、执行规则落地到系统）  
+- 复盘、关键位、期权/合约相关流程（以实际开通功能为准）  
+- 中控统一查看与管理  
+
+开发目的首先是：**把交易习惯钉进系统，减少情绪单与随意操作**，而不是面向市场量产销售的通用软件商品。
+
+---
+
+## 2. 定位与适用对象
+
+### 2.1 定位
+
+| 是 | 不是 |
+|----|------|
+| 全职（或准全职）交易者的执行与纪律系统 | 兼职「玩玩」的下单插件 |
+| 规则、限制、复盘一起用的工作台 | 帮你加杠杆、追涨杀跌的「发财工具」 |
+| 著作权人自用为主；对外仅少量托管 | 开源产品或标准化 SaaS 大卖场 |
+
+### 2.2 适合
+
+- 以交易为主要工作、愿意按规则执行的人  
+- 认同执行手册与系统内限制（含开仓限制、冻结等）  
+- 接受「一户一机、不交付源码、按期付费」的托管方式  
+- 账户规模与付费意愿匹配（服务费不应明显高于可承受的交易成本）
+
+### 2.3 不适合（一般不承接）
+
+- 兼职、偶尔开几单的小散  
+- 只想要更快开仓、更高杠杆，不愿接受纪律约束  
+- 要求交付源码、私有仓库权限或「买断随便改」  
+- 希望多人共用一台服务器以压低费用  
+
+**说明：** 不适合不等于否定任何人，而是产品与服务形态不匹配；强行上线往往浪费双方时间。
+
+---
+
+## 3. 对外怎么提供（若合作）
+
+默认且唯一推荐的方式：
+
+1. **著作权人提供专属服务器**（一用户一服务器，不与其他客户共用）  
+2. **部署中控与实例**，配置域名 / HTTPS  
+3. 客户仅获得 **访问地址 + 登录账号**  
+4. **不交付源代码**、不开放 Git、不移交服务器 root（由甲方代持运维）  
+
+合作前建议：先阅读相关执行/行为说明，确认认同纪律设计，再谈部署与费用。
+
+正式合作须签署《托管服务与软件使用合同》（见合同模板）。
+
+---
+
+## 4. 费用构成
+
+费用分四项，建议在报价单中分列，避免被理解成「只卖服务器」：
+
+| 费用 | 含义 | 通常周期 |
+|------|------|----------|
+| 服务器费用 | 该客户专属云主机、带宽、磁盘等 | 月 / 年 |
+| 域名费用 | 域名注册或续费（代持或客户自带域名） | 年 |
+| 部署费用 | 首次装机、证书、上线、基础培训 | 一次性 |
+| 程序使用费 | 软件托管使用权、基础更新与运维响应 | 月 / 年 |
+
+续费年一般不再收部署费（大改版或迁移可另议）。
+
+---
+
+## 5. 参考报价（非标价，可协商）
+
+以下为**面向全职交易者、个案托管**的参考区间（人民币）。  
+因以自用为主、名额有限，实际以当时口头/书面报价为准，可高于下列下限。
+
+### 5.1 分项参考
+
+| 项目 | 参考区间 | 备注 |
+|------|----------|------|
+| 服务器费用 | **200–400 元/月** | 按机型实报或固定档；专属机，不共用 |
+| 域名费用 | **60–120 元/年** | 实报实销；客户自带域名可减免 |
+| 部署费用 | **2,000–5,000 元** | 一次性；含上线与基础使用说明 |
+| 程序使用费 | **1,000–2,500 元/月** 或 **10,000–25,000 元/年** | 年付可相当于少收 1～2 个月 |
+
+### 5.2 首年打包示意（便于沟通）
+
+| 档位 | 首年大约量级 | 思路 |
+|------|--------------|------|
+| 协作档 | 约 **1.5–2.5 万** | 部署中档 + 服务器 + 使用费中低 |
+| 标准档 | 约 **2–4 万** | 部署与使用费取中高，含优先响应 |
+
+**不提供：** 低价引流套餐、兼职小资金特惠、源码买断（若极少数个案谈源码，须另签合同且价格远高于年使用费，默认不做）。
+
+### 5.3 付款与停服
+
+- 部署费 + 首周期费用：签约后约定日内支付，到账后排期部署  
+- 续费：到期前支付；逾期可暂停访问，严重逾期可停服并释放专属服务器  
+- 细节以合同条款为准  
+
+---
+
+## 6. 服务边界（简要）
+
+**甲方（马建军）合理范围内可提供：**
+
+- 专属机上的首次部署与基础运维  
+- 程序常规更新、进程异常处理  
+- 约定范围内的使用说明  
+
+**一般不包含（除非另议）：**
+
+- 代客交易、代管资金、投资建议  
+- 保证盈利或胜率  
+- 7×24 即时响应当成「专职客服」  
+- 按客户要求无限改需求而不另计定制费  
+
+交易盈亏由客户自行承担；系统为辅助与纪律工具。
+
+---
+
+## 7. 知识产权
+
+- 软件与文档著作权归 **马建军** 所有，见 `著作权声明.md`  
+- 托管仅授权约定范围内的使用权，**不转移著作权、不交付源码**  
+- 仓库为私有保存；私有不影响著作权主张  
+
+---
+
+## 8. 联系
+
+- 著作权人 / 服务提供方：马建军  
+- 电话：18364911125  
+
+意向合作请说明：交易经验与是否全职、大致账户规模（可不精确）、希望开通的交易所、是否接受系统纪律限制。  
+**谢绝：** 仅询源码价格、要求多人共用一台服务器、明确表示不接受任何交易限制的需求。
+
+---
+
+*文档版本：与仓库同步维护；报价为参考，最终以双方确认的报价单与合同为准。*

docs/期权对冲方案分析.md

@@ -1,15 +1,15 @@
 # 期权对冲方案分析
 
-> 适用范围:OKX **永续子账户**(USDT 本位) + **期权主账户**(USDⓈ 本位买方).  
+> 适用范围:OKX **同一账户**(`OKX_API_*`):USDT 永续 + USDⓈ 期权买方.  
 > 本文档为 **策略与操盘说明**,非系统自动下单功能;组合须 **人工** 在永续页与期权页分别执行.
 
 ---
 
 ## 1. 前提与账户分工
 
-| 维度 | 永续合约(子账户) | 期权(主账户) |
-|------|------------------|--------------|
-| API | `OKX_API_*` | `OKX_OPTIONS_API_*` |
+| 维度 | 永续合约 | 期权 |
+|------|----------|------|
+| API | `OKX_API_*`(swap 客户端) | `OKX_API_*`(option 客户端) |
 | 系统页面 | 实盘下单 / 关键位 / 策略 | 期权 |
 | 保证金 | USDT | USDC / USDG |
 | 本系统能力 | 开平仓、止损、关键位 | **仅买方** 开平仓,无组合单 |

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 |
-|------|------------|------------|------|
-| 有效流动性 | ✅ 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 |
-| 锁定买一价 | ✅ | ✅ | 下单价 = 通过校验时的买一 |
-| 市价兜底 | ❌ | ❌ | 永不市价 |
+| 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 | ✅ 必验 | 残档买一 / 无买一 → 拒平 |
+| 回收 ≥ 2× 权利金 + 持续 hold | ❌ | ✅ 首次 | ❌(倍数即条件) | 目标平仓专用门控 |
+| 回收 ≥ 权利金×(1+倍数) | ❌ | ❌ | ✅ 触发条件 | 1倍 ⇒ 回收≥2×权利金 |
+| 锁定买一价 | ✅ | ✅ | ✅ | 下单价 = 通过校验时的买一 |
+| 市价兜底 | ❌ | ❌ | ❌ | 永不市价 |
 
 ---
 

docs/期权方案.md

@@ -1,15 +1,15 @@
 # OKX 期权模块 — 技术方案
 
-> 适用范围:`crypto_monitor_okx` 实例;与永续子账户并行,不新增 PM2 进程.
+> 适用范围:`crypto_monitor_okx` 实例;永续与期权共用同一套 `OKX_API_*`,不新增 PM2 进程.
 
 ## 1. 目标
 
 在现有 OKX 监控实例中增加 **USDⓈ 本位期权(买方)** 能力:
 
-- 永续/关键位:继续走 **子账户 API-A**(现有 `OKX_API_*`)
-- 期权:走 **主账户 API-B**(`OKX_OPTIONS_API_*`)
-- 资金展示对齐 OKX:**资金账户 / 交易账户**,分币种显示 USDT,USDC,USDG
-- 支持 **手动 USDT→USDC 兑换** 与 **USDC 账户划转**
+- 永续/关键位与期权:**同一账户 API**(`OKX_API_*`)
+- 两个 ccxt 客户端:`exchange`(defaultType=swap)与 `exchange_options`(defaultType=option),身份相同
+- 顶栏资金:**资金账户/交易账户=USDT**;**期权资金/期权交易=USDC**
+- 支持 **手动 USDT→USDC 兑换** 与 **账户内划转**(无主↔子划转)
 - **无总资金池上限**;单笔权利金上限可配置(默认 10 USDC)
 
 ## 2. 交易规则(硬约束)
@@ -32,8 +32,8 @@
 
 ```
 crypto_okx(单 PM2)
-├── exchange (swap)     ← OKX_API_* 子账户
-└── exchange_options    ← OKX_OPTIONS_API_* 主账户
+├── exchange (swap)          ← OKX_API_*
+└── exchange_options (option)← 同一套 OKX_API_*
 
 lib/options/
 ├── okx_options_lib.py      # 封装于 lib/exchange/
@@ -43,109 +43,36 @@ lib/options/
 └── options_register.py     # 路由 + 监控线程
 ```
 
-**隔离:** 期权模块只调用 `exchange_options`;永续逻辑只调用 `exchange`.
+**说明:** `defaultType` 分离避免错路由;密钥身份唯一.旧 `OKX_OPTIONS_API_*` 已废弃.
 
 ## 4. 资金与兑换
 
-### 4.1 展示(期权页顶栏)
+### 4.1 展示(实例顶栏)
 
-| 账户 | 币种 |
-|------|------|
-| 资金账户 | USDT,USDC(若有) |
-| 交易账户 | USDT,USDC,USDG(若有) |
+- **资金账户 / 交易账户**:USDT(永续侧)
+- **期权资金账户 / 期权交易账户**:USDC
+- 总资金:USDT + USDC(1:1),同账户 USDT 不重复累加期权侧 USDT
 
-不展示「练手池」等抽象记账名称.
+### 4.2 兑换与划转
 
-### 4.2 推荐操作流程
+- 系统设置「币种兑换」:资金账户内 USDT ↔ USDC
+- 「期权划转」:同账户 funding ↔ trading(USDC/USDT)
+- **已移除**主↔子账户划转
 
-```
-资金账户 USDT
-    → [手动兑换 USDT→USDC](OKX Convert API,资金账户内)
-    → [划转到交易账户](USDC)
-    → 交易账户 USDC
-    → [限价买入期权]
-```
-
-### 4.3 API
-
-| 接口 | OKX |
-|------|-----|
-| 余额 | `fetch_balance`(funding / trading)+ `GET /api/v5/asset/balances` |
-| 询价兑换 | `POST /api/v5/asset/convert/estimate-quote` |
-| 确认兑换 | `POST /api/v5/asset/convert/trade` |
-| 划转 | `exchange.transfer(ccy, amt, from, to)` |
-
-## 5. 配置项(`.env`)
+## 5. 环境变量(要点)
 
 ```bash
-OKX_OPTIONS_ENABLED=false
-OKX_OPTIONS_API_KEY=
-OKX_OPTIONS_API_SECRET=
-OKX_OPTIONS_API_PASSPHRASE=
-OKX_OPTIONS_ACCOUNT_LABEL=主账户·期权
-
+OKX_API_KEY=
+OKX_API_SECRET=
+OKX_API_PASSPHRASE=
+OKX_OPTIONS_ENABLED=true
 OKX_OPTIONS_TRADE_BUDGET_USDC=10
-OKX_OPTIONS_BUDGET_BUFFER=0.95
-OKX_OPTIONS_DEFAULT_UNDERLY=ETH
-OKX_OPTIONS_MAX_DTE_DAYS=2
-OKX_OPTIONS_ITM_MAX_DIST_USD=30
-OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
-OKX_OPTIONS_POLL_SECONDS=15
-OKX_OPTIONS_TD_MODE=cross
-# 市价平仓已在代码中硬关闭,此变量无效,可删
-# OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
-OKX_OPTIONS_CLOSE_RECYCLE_MULT=2
-OKX_OPTIONS_CLOSE_HOLD_SECONDS=120
-# 平仓限价挂单超时自动撤(秒),默认 600=10 分钟;联调可临时改 60
-OKX_OPTIONS_PENDING_TTL_SECONDS=600
+OKX_OPTIONS_ACCOUNT_LABEL=账户·期权
 ```
 
-平仓执行:**只锁买一限价**,说明见 [期权开平仓与监控说明.md](./期权开平仓与监控说明.md);线上 `/options/guide`.
+详见 [env配置说明.md](./env配置说明.md) 与 `.env.example`.
 
-修改 `.env` 后须 `pm2 restart crypto_okx`.
+## 6. 相关文档
 
-## 6. 数据库
-
-### `options_trades`
-
-记录本地开仓/平仓,权利金,翻倍提醒状态.
-
-### `options_convert_log` / `options_transfer_log`
-
-可选记录兑换与划转操作.
-
-## 7. HTTP 路由
-
-| 方法 | 路径 |
-|------|------|
-| GET | `/options` |
-| GET | `/options/guide` | 开平仓与监控说明(独立页) |
-| GET | `/api/options/balances` |
-| GET | `/api/options/chain` |
-| GET | `/api/options/quote` |
-| POST | `/api/options/open` |
-| POST | `/api/options/close` |
-| POST | `/api/options/convert/quote` |
-| POST | `/api/options/convert/execute` |
-| POST | `/api/options/transfer` |
-| GET | `/api/options/positions` |
-
-## 8. 分阶段交付
-
-1. **基础设施**:双 API,余额,文档,设置页说明  
-2. **兑换 + 划转**:资金账户 USDT→USDC,划转到交易户  
-3. **交易**:链,报价,开平仓,持仓  
-4. **监控**:翻倍微信提醒  
-
-## 9. 不在一期范围
-
-- 卖方,组合单,RFQ  
-- 自动 USDT↔USDC  
-- `manual-agent-okx` / 中控聚合  
-- 币本位期权  
-
-## 10. 安全
-
-- 期权 API:**交易 + 读**,禁止提币  
-- 日志不输出 Secret  
-- 下单前校验 `client is exchange_options`
+- [期权用法.md](./期权用法.md)
+- [对冲计划开发方案.md](./对冲计划开发方案.md)

docs/期权用法.md

@@ -2,37 +2,37 @@
 
 ## 1. 前置条件
 
-1. OKX **主账户**已开通期权(USDⓈ 本位),且 App 中可见 `ETHUSD UM` / `BTCUSD UM`.
-2. 在 `crypto_monitor_okx/.env` 配置 **期权专用 API**(与永续子账户分开):
+1. OKX 账户已开通期权(USDⓈ 本位),且 App 中可见 `ETHUSD UM` / `BTCUSD UM`.
+2. 在 `crypto_monitor_okx/.env` 配置 **唯一账户 API**(永续与期权共用):
 
 ```bash
+OKX_API_KEY=你的账户Key
+OKX_API_SECRET=...
+OKX_API_PASSPHRASE=...
 OKX_OPTIONS_ENABLED=true
-OKX_OPTIONS_API_KEY=你的主账户Key
-OKX_OPTIONS_API_SECRET=...
-OKX_OPTIONS_API_PASSPHRASE=...
 ```
 
-3. 重启实例:`pm2 restart crypto_okx`
+3. 重启实例:`pm2 restart crypto_okx --update-env`
 
-> 永续仍用原有 `OKX_API_*`(子账户);期权只用 `OKX_OPTIONS_API_*`(主账户).
+> 旧 `OKX_OPTIONS_API_*` 已废弃.若仅残留 OPTIONS 键而 `OKX_API_*` 为空,启动会自动回填.
 
 ## 2. 资金准备
 
-期权权利金使用 **USDC 或 USDG**,不能直接用 USDT 买入.
+期权权利金使用 **USDC**,不能直接用 USDT 买入.
 
 ### 推荐步骤
 
-1. 打开 **期权** 页,查看顶栏:
-   - **资金账户**:USDT 余额
-   - **交易账户**:USDC 余额(买期权从这里扣)
+1. 查看顶栏:
+   - **资金账户 / 交易账户**:USDT
+   - **期权资金账户 / 期权交易账户**:USDC
 2. **币种兑换**(资金账户内)  
    - 从 USDT 兑换为 USDC  
    - 先点 **询价**,确认预估获得量后点 **确认兑换**
-3. **账户划转**  
+3. **账户内划转**  
    - 从:资金账户 → 到:交易账户  
    - 币种:USDC  
    - 将兑换得到的 USDC 划到交易账户
-4. 确认 **交易账户 USDC** 足够支付本笔权利金
+4. 确认 **期权交易账户 USDC** 足够支付本笔权利金
 
 系统 **不会** 自动兑换或划转,避免误动资金.
 
@@ -74,88 +74,34 @@ OKX_OPTIONS_API_PASSPHRASE=...
 
 ## 5. 微信提醒
 
-当某笔持仓 **未实现盈亏 ≥ 已付权利金的 100%**(翻倍)时,会发 **一条** 企业微信提醒(同一笔只提醒一次).
-
 需已配置 `WECHAT_WEBHOOK`.
 
+| 场景 | 标题 | 说明 |
+|------|------|------|
+| **开仓** | 【OKX期权·开仓】 | 下单成功并写入本地后必发(幂等) |
+| **平仓** | 【OKX期权·平仓】 | 手动全平 / 目标位全平 / 到期或交易所平仓同步后必发(幂等) |
+| 浮盈翻倍 | 【OKX期权·翻倍提醒】 | 未实现盈亏 ≥ 已付权利金约 100%,同一笔只提醒一次 |
+| 挂单超时撤销 | 【OKX期权·挂单超时撤销】 | 平仓挂单超时被系统撤销 |
+
 ## 6. 与永续 / 对冲计划的关系
 
-| | 永续(子账户) | 期权(主账户) |
-|--|----------------|----------------|
-| API | `OKX_API_*` | `OKX_OPTIONS_API_*` |
+| | 永续 | 期权 |
+|--|------|------|
+| API | `OKX_API_*`(同一套) | `OKX_API_*`(同一套) |
 | 页面 | 实盘下单 / 关键位 | 期权 · 对冲计划 |
-| 资金顶栏 | USDT 资金户+交易户 | 期权页单独显示 USDC 等 |
-
-两套资金 **不合并** 显示.
+| 顶栏 | USDT 资金户+交易户 | USDC 期权资金+期权交易 |
 
 **期期对冲张数**(对冲计划页,与单独开期权共用预算算法):
 
 | 模式 | 说明 |
 |------|------|
 | 同张数(默认) | 两腿同 `n`,总权利金 ≤ 预算 |
-| 做多 | Call:Put 按主腿占比(默认 7:3) |
-| 做空 | Put:Call 按主腿占比(默认 7:3) |
+| 按比例 | 主腿/次腿按 `HEDGE_PLAN_OO_BIAS_*` |
 
-拆分口径与比例见 env:`HEDGE_PLAN_OO_BIAS_SPLIT_BY`(`budget` 默认 / `sheets`=先算同张数总张数 `2n` 再拆)、`HEDGE_PLAN_OO_BIAS_RATIO`(默认 `0.7`)。细则见 [对冲计划开发方案.md](./对冲计划开发方案.md) §4.1、[系统说明.md](./系统说明.md)。
+## 7. 常见问题
 
-## 7. 配置说明
+**Q:以前的期权专用密钥还要配吗?**  
+- 不需要.统一写到 `OKX_API_*`.
 
-| 变量 | 默认 | 含义 |
-|------|------|------|
-| `OKX_OPTIONS_TRADE_BUDGET_USDC` | 10 | 单笔权利金上限 |
-| `OKX_OPTIONS_BUDGET_BUFFER` | 0.95 | 算张数时预留 5% 缓冲 |
-| `OKX_OPTIONS_MAX_DTE_DAYS` | 2 | 最多选几天内到期 |
-| `OKX_OPTIONS_ITM_MAX_DIST_USD` | 30 | 轻度实值:价内不超过多少 USD |
-| `OKX_OPTIONS_PROFIT_ALERT_RATIO` | 1.0 | 浮盈/权利金 ≥ 此值推送 |
-| `HEDGE_PLAN_OO_BIAS_SPLIT_BY` | budget | 期期做多/做空:按预算或按张数拆 |
-| `HEDGE_PLAN_OO_BIAS_RATIO` | 0.7 | 期期做多/做空主腿占比 |
-
-## 8. 期权复盘(含对冲)
-
-仅 **OKX** 实例提供独立页 **期权复盘**(`/options/review`),与合约「交易记录与复盘」完全隔离.
-
-### 数据来源
-
-| 类型 | source_type | 来源 | 粒度 |
-|------|-------------|------|------|
-| 纯期权 | `option_spot` | 本地 `options_trades` 已平仓 | 一仓一条 |
-| 永期对冲 | `perp_options` | 本地 `hedge_plans` 且 `status=closed` | **一计划一条** |
-| 期期对冲 | `options_options` | 同上 | **一计划一条** |
-
-- 打开复盘页即自动读取本地记录,**不访问交易所**.
-- 对冲盈亏主口径:`realized_pnl_total`;详情另显永续/期权分项.
-- 若某纯期权 `inst_id` 已出现在对冲腿中,默认标记排除,避免总盈亏双计.
-- 人工复盘字段存在 `options_review_entries`,刷新本地源**不会覆盖**.
-
-### 图片
-
-- 目录:`static/images/options_journal/`
-- 文件名:`options_journal_{draftId}_{5m|15m|1h|4h}.ext`(与合约复盘同周期槽位)
-- 备份时与 `crypto.db` 一并打包即可;勿与合约 `journal_*` 截图混用.
-
-### 页面
-
-顶部三个 Tab:**期权交易记录** / **期期对冲记录** / **永期对冲记录**.点击列表行后在下方打开「复盘记录上传」,支持四周期即时截图与情绪标签.
-
-### 统计
-
-同页 KPI + 分组:类型、标的、策略标签、对冲结束原因、持有周期、Call/Put.策略维度仅统计已填策略标签的记录.
-
-## 9. 常见问题
-
-**Q:为什么买不了?**  
-- 交易账户 USDC 不足 → 先兑换再划转  
-- 卖一价过高,10U 预算买不到 1 张 → 选更便宜合约或提高 `OKX_OPTIONS_TRADE_BUDGET_USDC`  
-- 期权 API 未配置或 `OKX_OPTIONS_ENABLED=false`
-
-**Q:报价 15 是每张 15U 吗?**  
-- 不是.15 是 **每 1 ETH** 的报价;每张(0.01 ETH)约 0.15 USDC.
-
-**Q:子账户能开期权吗?**  
-- 本系统期权走主账户 API;子账户永续不受影响.
-
-## 10. 风险说明
-
-- 买方最大亏损为 **权利金**;近期实值仍会时间衰减  
-- 限价单可能因无流动性未成交  
-- 请先在小额下验证兑换,划转,开平仓全流程
+**Q:还能主↔子划转吗?**  
+- 已移除.只保留同账户内划转与币种兑换.

docs/永期对冲计算器.md

@@ -0,0 +1,195 @@
+# 永期对冲计算器
+
+中控 **策略计算器** 第 3 个 tab：永期对冲。用于离线测算「永续 1 币 + 买方期权」在目标盈利口径下的期权仓位，或按永续:期权比例反推达目标所需波动点数。
+
+入口：中控 → 策略计算器 → **永期对冲**。  
+API：`POST /api/calculator/perp-options`  
+逻辑库：`lib/hub/hub_perp_options_calc_lib.py`  
+单测：`tests/test_hub_perp_options_calc_lib.py`
+
+与实例页「对冲计划」不同：本页**不实盘下单、不拉期权链**，价格与杠杆均为手填。
+
+---
+
+## 共同假设
+
+| 项 | 口径 |
+|----|------|
+| 品种 | BTC / ETH |
+| 永续仓位 | 固定 **1 币** |
+| 单币权利金 | `现价 / 期权杠杆`（例：1800÷100=18U） |
+| 权利金 | **按全亏**计入；忽略时间价值 / Theta |
+| 永续手续费 | 开+平各 `0.05%`（`PERP_TAKER_FEE_RATE`，默认 0.0005） |
+| 期权手续费 | **不算** |
+| 交易资金 | 仅参考：与 `现价/永续杠杆` 比保证金是否够开 |
+| `ct_mult` | 默认 0.01；张数 = 期权币数 / ct_mult |
+| 展示 | 金额与点数统一 **小数点后两位** |
+
+---
+
+## 模式一：由波动推期权仓位（`calc_mode=size`）
+
+已知波动（点数或波动率%）、目标盈利、期权杠杆 → 反推期权开多少币/张。
+
+### 公式
+
+```text
+单币权利金 = 现价 / 期权杠杆
+永续毛收益 = 波动点数 × 1
+           （波动率模式：现价 × 波动率% × 1）
+平仓价     ≈ 现价 + 波动点数（永续方向对按上涨测算）
+永续手续费 = (开仓名义 + 平仓名义) × 0.05%
+
+权利金预算 = 永续毛收益 − 目标盈利 − 永续手续费
+期权币数   = 权利金预算 / 单币权利金
+期权张数   = 期权币数 / ct_mult
+```
+
+若权利金预算 ≤ 0：提示「波动收益不足以覆盖目标盈利+手续费，无法开期权」。
+
+### 情景
+
+**A · 永续方向对（期权全亏）**
+
+```text
+净利 = 永续毛收益 − 权利金总额 − 永续手续费
+     （设计上 ≈ 目标盈利）
+```
+
+**B · 期权方向对（永续 1 币反向亏同等波动）**
+
+```text
+期权内在 = 期权币数 × 波动点数
+期权净利 = 期权内在 − 权利金总额
+永续亏损 = −永续毛收益
+组合净利 = 期权净利 + 永续亏损
+```
+
+**C · 横盘（最大亏损）**
+
+波动≈0、期权到期无内在价值：
+
+```text
+永续盈亏 ≈ 0
+永续开平手续费 = 2 × 现价 × 1 × 0.05%   （同价开平）
+最大亏损 = 权利金总额 + 永续开平手续费
+组合净利 = −最大亏损
+```
+
+忽略资金费 / Theta 过程中的中间态；口径与「权利金按全亏」一致。
+
+### 手测示例
+
+现价 1800、波动 50 点、目标盈利 15、期权杠杆 100、永续杠杆 10：
+
+| 量 | 约值 |
+|----|------|
+| 单币权利金 | 18U |
+| 永续手续费 | 1.83U |
+| 权利金预算 | 33.18U |
+| 期权币数 / 张数 | ≈1.84 币 / ≈184 张 |
+| A 净利 | ≈15U |
+| B 期权净利 / 组合 | ≈59U / ≈9U |
+
+---
+
+## 模式二：由币数推波动点数（`calc_mode=points`）
+
+已知永续币数 / 期权币数（如 **1:2** 或 **2:4**）、目标盈利、期权杠杆 → 反推两套情景要涨/跌多少点才能达到目标。
+
+**按绝对币数**，不再把输入归一到「永续 1 币」。填 2 与 4 → 永续 2 币 + 期权 4 币（权利金、保证金、手续费均按 2 倍于 1:2 放大；达同一目标盈利所需点数会变小）。
+
+### 仓位
+
+```text
+永续币数 = 输入的永续币数
+期权币数 = 输入的期权币数
+权利金总额 = 期权币数 × (现价 / 期权杠杆)
+永续保证金 = 现价 × 永续币数 / 永续杠杆
+```
+
+### 情景 A · 永续方向对
+
+净利 = 目标盈利：
+
+```text
+qty×move − 权利金 − fee(move,qty) = 目标
+fee = (2×现价 + move) × qty × 0.05%
+
+move = (目标 + 权利金 + 2×现价×qty×0.05%) / (qty × (1 − 0.05%))
+```
+
+### 情景 B · 期权方向对（以组合净利为准）
+
+组合净利 = 目标盈利：
+
+```text
+组合 = 期权币数×move − 权利金 − 永续币数×move
+     = move×(期权币数 − 永续币数) − 权利金
+
+move = (目标 + 权利金) / (期权币数 − 永续币数)
+```
+
+要求期权币数 > 永续币数；若相等，组合恒为 −权利金，无法解出正目标。
+
+结果区展示：所需波动点数（及折合%）、组合净利、其中期权净利、其中永续盈亏。
+
+### 手测示例
+
+现价 1800、目标 15、期权杠杆 100、币数 1:2 → 权利金总额 36U：
+
+| 情景 | 所需点数（约） |
+|------|----------------|
+| A 永续方向对（净利=15） | ≈52.83 |
+| B 组合净利=15 | 51.00 |
+| C 横盘最大亏损 | 37.80（权利金 36 + 同价开平费 1.8） |
+
+币数 **2:4**（权利金 72U、保证金 360U）：
+
+| 情景 | 约值 |
+|------|------|
+| 仓位 | 永续 2 币 / 期权 4 币（400 张） |
+| A 所需点数 | ≈45.32 |
+| B 组合达目标 | 43.50 |
+| C 横盘最大亏损 | 75.60 |
+
+---
+
+## API 请求体（摘要）
+
+```json
+{
+  "calc_mode": "size | points",
+  "base": "ETH",
+  "spot": 1800,
+  "capital_usdt": 3000,
+  "target_profit_u": 15,
+  "move_mode": "points",
+  "move_value": 50,
+  "perp_leverage": 10,
+  "option_leverage": 100,
+  "ct_mult": 0.01,
+  "ratio_perp": 1,
+  "ratio_opt": 2
+}
+```
+
+- `size` 模式必填 `move_value`；`points` 模式用 `ratio_perp` / `ratio_opt`，可不填波动。
+
+---
+
+## 相关文件
+
+| 路径 | 作用 |
+|------|------|
+| `lib/hub/hub_perp_options_calc_lib.py` | 纯函数测算 |
+| `manual_trading_hub/hub.py` | `POST /api/calculator/perp-options` |
+| `manual_trading_hub/static/index.html` | 计算器 tab UI |
+| `manual_trading_hub/static/calculator.js` | 提交与结果渲染 |
+| `lib/trade/trade_fee_lib.py` | 永续双边手续费 |
+
+## 不做
+
+实盘开平仓、拉 OKX 期权链卖一、把本页结果自动写入对冲计划。
+
+振幅统计页可对历史日表做同口径对照，见 [振幅统计说明.md](./振幅统计说明.md)「永期对冲对照」。

docs/策略对比说明.md

@@ -0,0 +1,62 @@
+# 策略对比说明
+
+中控独立页 **策略对比**（`/compare`）：在同一风险额 `R` 下，对比三种工具的止盈能力与止损/踏空路径。
+
+## 用途
+
+回答两件事：
+
+1. **盈利时谁更厉害**：干净止盈路径下各赚多少 U  
+2. **谁更易亏 / 更易踏空**：合约止损后踏空；期权/对冲最坏亏满权利金，但踏空路径下常仍可持有到目标
+
+不是精确概率模型。到期「小盈/小亏」与 4 点收盘相关，**未纳入主表与推荐**。
+
+## 入口
+
+- 顶栏「策略对比」；设置 → 显示与导航可隐藏（`show_nav_compare`）  
+- API：`POST /api/compare/calc`（页面即时调用，价格均为手填）
+
+## 输入
+
+| 区块 | 字段 |
+|------|------|
+| 公共 | 标的 ETH/BTC、方向、入场价、风险 R、统一止损、止盈 |
+| 单期权 | Call/Put、行权价、卖一（每币）、可选目标价 |
+| 期期 | 主腿/次腿 各自行权与卖一；预算固定 **7:3** |
+
+卖一口径与对冲计划一致：`单张成本 = 卖一 × ct_mult`（默认 `ct_mult=0.01`）。
+
+## 仓位
+
+- **合约**：`张数 = floor(R / (|入场−止损| × 面值))`，默认面值 0.01  
+- **单期权**：`张数 = floor(R / 单张成本)`  
+- **期期**：主预算 `0.7R`、次预算 `0.3R`，各自 `floor(预算/单张成本)`
+
+## 主情景（A/B/C）
+
+| 路径 | 合约 | 单期权 / 期期 |
+|------|------|----------------|
+| A 干净止盈 | 入场→止盈盈亏 | 目标价内在价值 − 已付权利金（近似） |
+| B 打止损 | −实际止损额（≈R） | 止损价处内在−权利金；并注最坏 −权利金 |
+| C 先止损再去止盈 | **本单仍为止损亏损**；旁注踏空未拿到的原止盈空间 | **仍持有**至目标价，结果同 A（抗踏空对照） |
+
+期权止盈按**内在价值近似**，不是盘口卖出价。
+
+## 推荐规则（可解释）
+
+1. 比较三者 A / R  
+2. 若合约止盈明显高于另两者（≥1.15×）→ 倾向合约，并提示踏空  
+3. 否则若存在踏空对照（合约亏、期权类 C 仍为正）→ 倾向单期权或期期（期期与单腿接近时优先期期）  
+4. 平局：抗踏空优先期权类，赔付碾压则合约  
+
+## 手测示例
+
+`ETH` 做多，入场 3500，止损 3400，止盈 3700，R=10；单 Call 行权 3600 卖一 50；对冲主 Call 3600/50、次 Put 3400/30：
+
+- 合约约 10 张，止损 −10U，止盈约 +20U，踏空未拿到约 +20U  
+- 单期权约 20 张，权利金 10U，止盈约 +10U，最坏 −10U  
+- 期期主 14 / 次 10 张  
+
+## 不做
+
+实盘下单、拉交易所卖一（二期可选）、历史回测入库。

docs/系统设置说明.md

@@ -66,7 +66,7 @@
 | 网页登录密码 | ✅ | 本区块 |
 | 中控通信密钥 `HUB_BRIDGE_TOKEN` | ❌ | 部署时自动生成,中控与实例一致 |
 | 登录会话密钥 `FLASK_SECRET_KEY` | ❌ | 部署时自动生成,三所相同 |
-| 交易所 API | ❌ | 在 **env 配置** 页(各所自配) |
+| 交易所 API | ❌ | **仅服务器** 各所 `.env`(`*_API_KEY` 等;前端 env 页已移除) |
 | AI 复盘 / OpenAI | ❌ | 在中控 **系统设置 → AI 配置**(同步三所) |
 
 ### 操作流程
@@ -84,7 +84,7 @@
 
 ### 用途
 
-在 **子账户永续** 场景下,于 **资金账户(funding)** 与 **交易账户(swap)** 之间手动划转 USDT.
+在 **OKX 账户** 场景下,于 **资金账户(funding)** 与 **交易账户(swap)** 之间手动划转 USDT.
 
 ### 与 env 配置的关系
 

docs/著作权声明.md

@@ -0,0 +1,50 @@
+# 著作权声明
+
+## 作品信息
+
+| 项 | 内容 |
+|----|------|
+| 作品名称 | crypto_monitor（加密货币交易监控与中控系统） |
+| 作品形式 | 计算机软件及相关技术文档 |
+| 著作权人 | 马建军 |
+| 联系电话 | 18364911125 |
+| 权利主张起始 | 2026 年（以本仓库首次提交及后续持续开发为准） |
+
+## 权利声明
+
+本仓库所含下列内容之著作权归 **马建军** 所有：
+
+1. 源代码、脚本、配置模板与部署相关文件；  
+2. 界面文案、说明文档、执行手册、策略与设计类文档；  
+3. 由著作权人创作并纳入本仓库的图表、脑图及其他配套材料。
+
+**Copyright © 2026 马建军. 保留所有权利。**
+
+未经著作权人书面许可，任何单位或个人不得擅自：
+
+- 复制、传播、公开披露本仓库全部或部分内容；  
+- 出售、出租、赠与或以任何方式向第三方提供本软件或其衍生版本；  
+- 删除或篡改本声明及表明著作权归属的标识。
+
+本仓库计划以私有方式保存；私有并不影响著作权人对本作品享有的权利。
+
+## 证明与版本痕迹
+
+本作品的创作过程以 Git 提交历史、远程私有仓库记录及快照标签（如 `snapshot/*`）为时间线依据。著作权主张以本声明与上述开发痕迹为准。
+
+## 免责（与著作权并列说明）
+
+本软件及相关文档仅供著作权人授权范围内的交易辅助与内部使用。市场有风险，交易决策与盈亏由使用者自行承担；本声明不构成任何投资建议。
+
+## 对外提供方式
+
+著作权人对外提供本软件的**默认方式**为：由著作权人为每位客户提供**专属服务器**（一用户一服务器，不与其他客户共用同一台机器）与部署，客户通过访问地址与账号使用，并缴纳服务器费、域名费、部署费及程序使用费；**不交付源代码**。
+
+对外托管或授权使用时，请签署《托管服务与软件使用合同》（模板见同目录 `软件使用授权合同-模板.md`）。服务定位、适用对象与参考报价见 `服务说明与报价说明.md`。未签署有效合同的，除著作权人本人外，任何人均无权使用、复制或传播本软件。
+
+## 联系
+
+- 著作权人：马建军  
+- 电话：18364911125  
+
+本声明随仓库版本一并维护；如有更新，以仓库中最新文本为准。

docs/账户流水.md

@@ -0,0 +1,71 @@
+# 账户流水（三所统一）
+
+从**交易所 API**拉取资金账户与交易账户账单，在实例内展示。  
+不使用程序本地 `transfer_logs` 作为主数据源。
+
+## 能力概览
+
+| 项 | 说明 |
+|----|------|
+| 导航 | 「账户流水」Tab；默认关闭，在 **系统设置 → 导航显示** 打开 |
+| Tab | **资金账户** / **交易账户** |
+| 分页 | 每页 10 条，时间倒序 |
+| 时间窗 | 跟随顶栏 UTC **预设**（与列表 `list_window` 一致） |
+| 同步 | 后台约 **120s** 拉一次交易所；完成后 **SSE** 推版本，前端自动刷新 |
+| 币种 | USDT；OKX 另含 **USDC** |
+| 三所 | Binance / OKX / Gate 同一套 UI 与路由 |
+
+## 使用
+
+1. 系统设置 → 导航显示 → 勾选「账户流水」→ 保存  
+2. 顶栏选预设时间并点「应用」  
+3. 打开「账户流水」，切换资金/交易 Tab；可点「立即同步」
+
+## API
+
+| 路由 | 说明 |
+|------|------|
+| `GET /api/account_ledger?account=funding\|trading&page=1` | 按当前 session 时间窗分页查询缓存 |
+| `GET /api/account_ledger/stream` | SSE，`event: ledger`，载荷含 `ledger_version` |
+| `POST /api/account_ledger/refresh` | 手动触发同步（有冷却，默认 30s） |
+
+均需登录（与实例其他 API 相同）。
+
+## 交易所数据源
+
+| 所 | 资金账户 | 交易账户 |
+|----|----------|----------|
+| Gate | spot `account_book`（USDT） | USDT 永续 `account_book` |
+| OKX | `asset/bills`（USDT+USDC） | `account/bills` + `bills-archive`（USDT+USDC） |
+| Binance | 充提 + `fetch_transfers`（USDT） | U 本位 `fapi` income（USDT） |
+
+后台默认回看 **90 天**（`ACCOUNT_LEDGER_LOOKBACK_DAYS`），写入本地 SQLite 缓存后再按顶栏时间窗过滤展示。  
+「全部 / 近 6 月」等超出回看窗口的部分，仅能看到缓存内数据。
+
+## 环境变量（可选）
+
+| 变量 | 默认 | 说明 |
+|------|------|------|
+| `ACCOUNT_LEDGER_POLL_SEC` | `120` | 后台轮询秒数 |
+| `ACCOUNT_LEDGER_LOOKBACK_DAYS` | `90` | 拉取与手动同步上限天数 |
+| `ACCOUNT_LEDGER_MANUAL_COOLDOWN_SEC` | `30` | 手动同步冷却 |
+| `ACCOUNT_LEDGER_SSE_HEARTBEAT_SEC` | `25` | SSE 心跳 |
+
+## 代码位置
+
+```
+lib/account_ledger/           # DB / 同步 / SSE / 注册 / 面板
+lib/exchange/*_ledger_lib.py  # 三所拉取适配
+lib/common/static/account_ledger.js
+```
+
+三所 `app.py` 调用：`install_account_ledger(..., exchange_key=...)`。
+
+## 审计摘要（2026-08-10）
+
+- 路由均 `@login_required`；SSE 仅推版本号，不含账单正文  
+- SQL 参数化；`account` 白名单；币种服务端固定  
+- 前端表格字段 `escapeHtml`  
+- **已修复**：手动同步强制套用 lookback 上限 + 冷却，避免滥用刷交易所 API  
+
+详见同目录旁注或 PR 说明；安全复查子代理结论：修复后无未关闭的中高危项。

docs/软件使用授权合同-模板.md

@@ -0,0 +1,192 @@
+# 托管服务与软件使用合同（模板）
+
+> 说明：本文为**合同模板**，适用于甲方（马建军）提供**专属服务器**与部署、乙方通过网页/账号使用软件、**不交付源码**的托管模式。  
+> **一用户一服务器**：每位客户单独一台（套）服务器，不与其他客户共用同一台服务器。  
+> 与仓库内《著作权声明》配套：声明主张权利；本合同约定服务范围、费用与使用边界。  
+> 签署前请双方核对条款；金额较大或长期合作，建议再请律师审阅。
+
+---
+
+**合同编号：** ________________  
+**签订日期：** ______ 年 ____ 月 ____ 日  
+**签订地点：** ________________
+
+## 甲方（服务提供方 / 著作权人）
+
+| 项 | 内容 |
+|----|------|
+| 姓名 | 马建军 |
+| 联系电话 | 18364911125 |
+| 身份证件号码 | ________________（签署时填写） |
+| 住址 | ________________（签署时填写，选填） |
+
+## 乙方（客户 / 使用方）
+
+| 项 | 内容 |
+|----|------|
+| 姓名 / 名称 | ________________ |
+| 证件类型及号码 | ________________ |
+| 联系电话 | ________________ |
+| 住址 / 住所地 | ________________（选填） |
+
+甲乙双方就甲方在其控制的服务器上部署、运维 `crypto_monitor`（加密货币交易监控与中控系统，以下称「本软件」），并向乙方提供**托管使用服务**，经协商一致，订立本合同。
+
+---
+
+## 第一条 服务内容与交付方式
+
+1.1 **服务模式**：甲方为乙方提供**专属**云服务器（或等价专属托管环境）、域名解析（或子域名）、程序部署与运行维护；乙方通过甲方提供的 **访问地址与账号** 使用本软件，**不交付、不提供** 源代码、私有仓库权限、部署脚本全集或可用于独立重建系统的技术资料。
+
+1.2 **一用户一服务器**：本合同项下服务器**仅供乙方使用**，不与其他客户共用同一台服务器、同一操作系统实例或同一套生产部署环境。甲方不得将其他客户的程序、数据或账号部署于本合同约定的专属服务器上。
+
+1.3 **交付物**（勾选实际提供项）：  
+- [ ] 专属服务器标识 / 实例 ID（选填）：________________  
+- [ ] 中控访问地址：________________  
+- [ ] 实例访问地址（交易所）：________________ / ________________ / ________________  
+- [ ] 登录账号：________________（或另行发放）  
+- [ ] 使用说明 / 培训（____ 次，每次 ____ 分钟，选填）  
+
+1.4 **不包含**（除非另签书面补充协议并另付费）：源码转让、源码只读权限、独立私有化部署包、二次开发源代码交付、数据库完整镜像导出用于迁移至第三方系统、服务器 root/控制台账号移交（服务器由甲方代持运维）。
+
+1.5 本软件著作权及部署架构归甲方所有。专属服务器的云账号/机器所有权或租赁关系由甲方管理，乙方取得的是**该服务器上本软件的有限使用权**，不转让著作权、商标权、服务器所有权及其他知识产权。
+
+---
+
+## 第二条 授权范围与使用限制
+
+2.1 **授权性质**：普通、非独占、不可再许可；仅限本合同约定的**专属服务器**及域名/访问地址范围内使用。
+
+2.2 **使用主体**：仅限乙方本人及经甲方书面确认的 ______ 名操作人员；账号不得转借、共享给合同外第三方。
+
+2.3 **使用目的**：仅限乙方自身交易辅助、内部监控与运营；不得将本软件或实质相同的功能作为产品/服务向不特定公众或第三方收费提供。
+
+2.4 **服务期限**：  
+- 自 ______ 年 ____ 月 ____ 日起，至 ______ 年 ____ 月 ____ 日止；  
+- 期满前 ______ 日双方可协商续签；期满未续费且未书面延期的，甲方有权停服并回收该专属服务器资源。
+
+2.5 乙方不得实施下列行为：  
+1. 要求或试图获取源码、Git 仓库、服务器 root/云控制台权限（合同另有约定的除外）；  
+2. 复制、传播、截图外传足以重建系统的架构说明、配置全集或程序文件；  
+3. 对系统进行反向工程、抓包重建、或委托他人仿制同类托管产品对外经营；  
+4. 将访问账号、域名、API 密钥用于合同约定外的用途或转售；  
+5. 攻击、扫描本合同专属服务器或甲方其他基础设施。
+
+---
+
+## 第三条 费用与支付
+
+3.1 乙方按下列项目向甲方支付费用（勾选并填写金额；可打包为「标准套餐价」并在备注中列明分项）：
+
+| 费用项目 | 说明 | 金额（元） | 计费周期 |
+|----------|------|------------|----------|
+| 服务器费用 | **乙方专属**云主机、带宽、磁盘等（不与其他客户分摊同一台机器） | ¥ ______ | □月付 □年付 |
+| 域名费用 | 域名注册/续费（域名归属：□甲方代持 □乙方自有，解析由甲方配置） | ¥ ______ | □年付 |
+| 部署费用 | 在专属服务器上首次环境搭建、证书、实例与中控上线（一次性） | ¥ ______ | 一次性 |
+| 程序使用费 | 本软件托管使用权、日常更新与基础运维 | ¥ ______ | □月付 □年付 |
+
+3.2 **合计**（首年 / 首月应付）：人民币（大写）________________ 元整（¥ ________）。  
+
+3.3 **支付方式与时间**：________________（如：签约后 ____ 日内付部署费+首周期费用；之后每 ____ 提前 ____ 日支付续费）。  
+
+3.4 **续费**：服务期满前，乙方按 3.1 约定支付下一周期费用；逾期超过 ______ 日未付的，甲方有权暂停服务；逾期超过 ______ 日仍未付的，甲方有权解除合同并停服，已付未消费部分按实际服务天数抵扣后退还（部署费是否退还：□不退 □按约定 ________________）。  
+
+3.5 **价格调整**：续签时，因云厂商涨价、域名涨价或功能范围扩大，甲方可提前 ______ 日书面通知调整后续周期价格；乙方不同意调整的，可在当前周期结束后不再续签。
+
+3.6 [ ] 本次为试用 / 友情托管：期限至 ______，费用减免 ________________，乙方仍须遵守第二条全部限制。
+
+---
+
+## 第四条 部署、运维与更新
+
+4.1 **甲方责任**（合理范围内）：  
+- 按约定完成首次部署并使乙方可以登录使用；  
+- 程序版本更新、安全补丁、PM2/进程异常重启等**基础运维**（具体 SLA：________________，如「工作日 24 小时内响应」）；  
+- 因交易所 API 变更导致的**常规适配**（重大重构另议）。
+
+4.2 **乙方责任**：  
+- 提供合法有效的交易所 API 等密钥信息，并保证账户使用合规；  
+- 妥善保管登录密码；因乙方泄露导致的损失由乙方承担；  
+- 按约定及时支付各项费用。
+
+4.3 **数据**：乙方在系统中的交易记录、配置等业务数据归属乙方，并存放于本合同专属服务器；甲方为运维可接触相关数据，但不得用于合同约定外的目的，亦不得将乙方数据混存于其他客户服务器。合同终止后，乙方可申请导出**业务数据**（格式：________________，费用：________________）；**不包含**源码与部署环境镜像。
+
+4.4 **停服与备份**：甲方在停服前 ______ 日通知乙方（因乙方欠费紧急停服除外）；停服后该专属服务器上的数据保留 ______ 日，逾期可删除并释放服务器资源。
+
+---
+
+## 第五条 保密
+
+5.1 乙方对知悉的本软件存在、界面逻辑、非公开功能、报价及甲方技术方案负有保密义务。  
+
+5.2 甲方对乙方的 API 密钥、账户信息负有保密义务，除运维必需与法律要求外不得向第三方披露。  
+
+5.3 保密期限：合同存续期间及终止后 ______ 年（未填则视为 5 年）。
+
+---
+
+## 第六条 免责与风险提示
+
+6.1 本软件为交易辅助工具，不构成投资建议。市场有风险，乙方交易决策与盈亏自行承担。  
+
+6.2 因行情、交易所接口变更、网络故障、云厂商故障、乙方误操作等导致的交易或间接损失，在法律允许范围内甲方不承担责任；因甲方故意或重大过失造成的服务长时间不可用除外（可约定：连续不可用超过 ____ 小时按比例退还当期程序使用费）。  
+
+6.3 甲方保证其有权提供本托管服务并享有本软件著作权；乙方保证身份信息及资金账户来源合法。
+
+---
+
+## 第七条 违约责任
+
+7.1 乙方欠费、外传账号、试图获取源码或违反第二条的，甲方有权**暂停或立即终止服务**，并要求：  
+1. 停止违约行为；  
+2. 支付欠费及违约金人民币 ________ 元（或按实际损失）；  
+3. 赔偿甲方维权合理费用。
+
+7.2 甲方无正当理由逾期未完成首次部署超过 ______ 日，或恶意长期停服且无合理解释的，乙方有权解除合同并要求退还已付未消费部分（部署费处理按 3.4 约定）。
+
+---
+
+## 第八条 合同解除与终止
+
+8.1 协商一致可书面解除。  
+
+8.2 一方严重违约，守约方书面通知后 ______ 日内仍未改正的，守约方可解除。  
+
+8.3 终止后：乙方停止使用；甲方关闭访问权限；双方按第四条、第五条履行数据与保密义务。
+
+---
+
+## 第九条 争议解决
+
+因本合同引起的争议，双方协商解决；协商不成的，提交甲方住所地有管辖权的人民法院诉讼解决（或：提交 ________ 仲裁委员会仲裁）。
+
+---
+
+## 第十条 其他
+
+10.1 未尽事宜可签订补充协议。  
+
+10.2 本合同一式贰份，甲乙双方各执壹份，具有同等法律效力。  
+
+10.3 附件（如有）：□《著作权声明》副本　□《服务说明与报价说明》　□ 服务清单 / 报价单　□ 域名与实例列表　□ 其他：________  
+
+---
+
+## 签署栏
+
+**甲方（服务提供方 / 著作权人）：**  
+
+签名：________________　　日期：______ 年 ____ 月 ____ 日  
+
+**乙方（客户）：**  
+
+签名 / 盖章：________________　　日期：______ 年 ____ 月 ____ 日  
+
+---
+
+## 填写提示（签署前可删本段）
+
+1. **标准商业路径**：专属服务器费 + 域名费 + 部署费（首单）+ 程序使用费（按月/年）— 四项建议在报价单里写清，合同 3.1 表格与报价一致。  
+2. **一用户一服务器**：新客户开新机器；不要把多名客户塞进同一台 VPS。  
+3. **源码**：默认一律不交付；若客户坚持私有化，应另签高价「源码许可/买断」合同，与本托管模板分开。  
+4. **自用**：著作权人本人使用无需签本合同，见《著作权声明》。  
+5. **不要**在仓库添加开源 `LICENSE`（MIT 等），与「保留所有权利 + 托管授权」冲突。

lib/account_ledger/__init__.py

@@ -0,0 +1 @@
+"""实例账户流水(交易所资金/交易账户账单)."""

lib/account_ledger/account_ledger_db.py

@@ -0,0 +1,186 @@
+"""账户流水 SQLite 缓存."""
+from __future__ import annotations
+
+import time
+from typing import Any, Optional
+
+from lib.account_ledger.account_ledger_normalize import PAGE_SIZE, VALID_ACCOUNTS
+
+
+def ensure_account_ledger_tables(conn) -> None:
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS account_ledger_entries (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            account TEXT NOT NULL,
+            ccy TEXT NOT NULL,
+            amount REAL NOT NULL,
+            balance_after REAL,
+            kind TEXT,
+            raw_type TEXT,
+            symbol TEXT,
+            ref_id TEXT NOT NULL,
+            ts_ms INTEGER NOT NULL,
+            note TEXT,
+            synced_at REAL,
+            UNIQUE(account, ref_id, ccy, ts_ms)
+        )
+        """
+    )
+    conn.execute(
+        "CREATE INDEX IF NOT EXISTS idx_account_ledger_acc_ts "
+        "ON account_ledger_entries(account, ts_ms DESC)"
+    )
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS account_ledger_meta (
+            key TEXT PRIMARY KEY,
+            value TEXT
+        )
+        """
+    )
+    conn.commit()
+
+
+def meta_get(conn, key: str, default: str = "") -> str:
+    row = conn.execute(
+        "SELECT value FROM account_ledger_meta WHERE key=?", (key,)
+    ).fetchone()
+    if not row:
+        return default
+    try:
+        return str(row[0] if not hasattr(row, "keys") else row["value"])
+    except Exception:
+        return default
+
+
+def meta_set(conn, key: str, value: str) -> None:
+    conn.execute(
+        "INSERT INTO account_ledger_meta(key, value) VALUES(?, ?) "
+        "ON CONFLICT(key) DO UPDATE SET value=excluded.value",
+        (key, str(value)),
+    )
+
+
+def upsert_entries(conn, rows: list[dict[str, Any]]) -> int:
+    if not rows:
+        return 0
+    now = time.time()
+    n = 0
+    for r in rows:
+        try:
+            conn.execute(
+                """
+                INSERT INTO account_ledger_entries(
+                    account, ccy, amount, balance_after, kind, raw_type,
+                    symbol, ref_id, ts_ms, note, synced_at
+                ) VALUES (?,?,?,?,?,?,?,?,?,?,?)
+                ON CONFLICT(account, ref_id, ccy, ts_ms) DO UPDATE SET
+                    amount=excluded.amount,
+                    balance_after=excluded.balance_after,
+                    kind=excluded.kind,
+                    raw_type=excluded.raw_type,
+                    symbol=excluded.symbol,
+                    note=excluded.note,
+                    synced_at=excluded.synced_at
+                """,
+                (
+                    r["account"],
+                    r["ccy"],
+                    float(r["amount"]),
+                    r.get("balance_after"),
+                    r.get("kind") or "other",
+                    r.get("raw_type") or "",
+                    r.get("symbol") or "",
+                    r["ref_id"],
+                    int(r["ts_ms"]),
+                    r.get("note") or "",
+                    now,
+                ),
+            )
+            n += 1
+        except Exception:
+            continue
+    conn.commit()
+    return n
+
+
+def query_entries(
+    conn,
+    *,
+    account: str,
+    start_ms: int,
+    end_ms: int,
+    page: int = 1,
+    page_size: int = PAGE_SIZE,
+    currencies: Optional[list[str]] = None,
+) -> dict[str, Any]:
+    acc = (account or "").strip().lower()
+    if acc not in VALID_ACCOUNTS:
+        return {"items": [], "total": 0, "page": 1, "page_size": page_size, "pages": 0}
+    page = max(1, int(page or 1))
+    page_size = max(1, min(50, int(page_size or PAGE_SIZE)))
+    start_ms = int(start_ms)
+    end_ms = int(end_ms)
+    params: list[Any] = [acc, start_ms, end_ms]
+    ccy_sql = ""
+    if currencies:
+        ccy_list = [c.strip().upper() for c in currencies if c and str(c).strip()]
+        if ccy_list:
+            placeholders = ",".join("?" for _ in ccy_list)
+            ccy_sql = f" AND ccy IN ({placeholders})"
+            params.extend(ccy_list)
+    total = conn.execute(
+        f"SELECT COUNT(*) FROM account_ledger_entries "
+        f"WHERE account=? AND ts_ms>=? AND ts_ms<=?{ccy_sql}",
+        params,
+    ).fetchone()[0]
+    total = int(total or 0)
+    pages = (total + page_size - 1) // page_size if total else 0
+    if pages and page > pages:
+        page = pages
+    offset = (page - 1) * page_size
+    rows = conn.execute(
+        f"""
+        SELECT account, ccy, amount, balance_after, kind, raw_type, symbol,
+               ref_id, ts_ms, note
+        FROM account_ledger_entries
+        WHERE account=? AND ts_ms>=? AND ts_ms<=?{ccy_sql}
+        ORDER BY ts_ms DESC, id DESC
+        LIMIT ? OFFSET ?
+        """,
+        params + [page_size, offset],
+    ).fetchall()
+    items = []
+    for r in rows:
+        if hasattr(r, "keys"):
+            d = {k: r[k] for k in r.keys()}
+        else:
+            d = {
+                "account": r[0],
+                "ccy": r[1],
+                "amount": r[2],
+                "balance_after": r[3],
+                "kind": r[4],
+                "raw_type": r[5],
+                "symbol": r[6],
+                "ref_id": r[7],
+                "ts_ms": r[8],
+                "note": r[9],
+            }
+        from lib.account_ledger.account_ledger_normalize import kind_label_zh
+
+        d["kind_label"] = kind_label_zh(d.get("kind") or "")
+        items.append(d)
+    return {
+        "items": items,
+        "total": total,
+        "page": page,
+        "page_size": page_size,
+        "pages": pages,
+    }
+
+
+def prune_older_than(conn, min_ts_ms: int) -> None:
+    conn.execute("DELETE FROM account_ledger_entries WHERE ts_ms < ?", (int(min_ts_ms),))
+    conn.commit()

lib/account_ledger/account_ledger_normalize.py

@@ -0,0 +1,192 @@
+"""账户流水:交易所原始记录 → 统一行模型."""
+from __future__ import annotations
+
+from typing import Any, Optional
+
+
+ACCOUNT_FUNDING = "funding"
+ACCOUNT_TRADING = "trading"
+VALID_ACCOUNTS = frozenset({ACCOUNT_FUNDING, ACCOUNT_TRADING})
+
+PAGE_SIZE = 10
+
+
+def _safe_float(v: Any) -> Optional[float]:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _safe_int(v: Any) -> Optional[int]:
+    if v is None or v == "":
+        return None
+    try:
+        n = float(v)
+        if n > 1e12:
+            return int(n)
+        if n > 1e9:
+            return int(n)
+        return int(n)
+    except (TypeError, ValueError):
+        return None
+
+
+def _ts_ms(v: Any) -> Optional[int]:
+    if v is None or v == "":
+        return None
+    try:
+        n = float(v)
+    except (TypeError, ValueError):
+        return None
+    if n > 1e12:
+        return int(n)
+    if n > 1e10:
+        return int(n)
+    return int(n * 1000.0)
+
+
+def kind_from_raw(raw_type: str, amount: Optional[float] = None) -> str:
+    t = (raw_type or "").strip().lower()
+    if not t:
+        return "other"
+    if "deposit" in t or t in ("1", "funding_deposit"):
+        return "deposit"
+    if "withdraw" in t or "withdrawal" in t:
+        return "withdraw"
+    if "transfer" in t or "dnw" in t or t in ("2", "18", "19"):
+        if amount is not None and amount < 0:
+            return "transfer_out"
+        if amount is not None and amount > 0:
+            return "transfer_in"
+        return "transfer"
+    if "funding" in t and "fee" in t:
+        return "funding_fee"
+    if t in ("funding_fee", "fundingfee", "8"):
+        return "funding_fee"
+    if "commission" in t or "fee" in t or t in ("commission", "5", "fee"):
+        return "commission"
+    if "realiz" in t or "pnl" in t or t in ("realized_pnl", "realizedpnl", "3"):
+        return "realized_pnl"
+    if "liqui" in t:
+        return "liquidate"
+    return "other"
+
+
+def kind_label_zh(kind: str) -> str:
+    return {
+        "deposit": "充值",
+        "withdraw": "提现",
+        "transfer": "划转",
+        "transfer_in": "划入",
+        "transfer_out": "划出",
+        "realized_pnl": "已实现盈亏",
+        "funding_fee": "资金费",
+        "commission": "手续费",
+        "liquidate": "强平",
+        "other": "其他",
+    }.get((kind or "").strip().lower(), "其他")
+
+
+def make_ref_id(*parts: Any) -> str:
+    bits = []
+    for p in parts:
+        if p is None:
+            continue
+        s = str(p).strip()
+        if s:
+            bits.append(s)
+    return "|".join(bits) if bits else ""
+
+
+def normalize_row(
+    *,
+    account: str,
+    ccy: str,
+    amount: Any,
+    ts_ms: Any,
+    ref_id: str,
+    raw_type: str = "",
+    balance_after: Any = None,
+    symbol: str = "",
+    note: str = "",
+    kind: str = "",
+) -> Optional[dict[str, Any]]:
+    acc = (account or "").strip().lower()
+    if acc not in VALID_ACCOUNTS:
+        return None
+    ccy_u = (ccy or "").strip().upper()
+    if not ccy_u:
+        return None
+    amt = _safe_float(amount)
+    if amt is None:
+        return None
+    ts = _ts_ms(ts_ms)
+    if ts is None or ts <= 0:
+        return None
+    rid = (ref_id or "").strip() or make_ref_id(acc, ccy_u, ts, amt, raw_type)
+    k = (kind or "").strip().lower() or kind_from_raw(raw_type, amt)
+    bal = _safe_float(balance_after)
+    return {
+        "account": acc,
+        "ccy": ccy_u,
+        "amount": amt,
+        "balance_after": bal,
+        "kind": k,
+        "kind_label": kind_label_zh(k),
+        "raw_type": (raw_type or "").strip()[:120],
+        "symbol": (symbol or "").strip()[:80],
+        "ref_id": rid[:200],
+        "ts_ms": int(ts),
+        "note": (note or "").strip()[:240],
+    }
+
+
+def from_ccxt_ledger_entry(entry: dict[str, Any], *, account: str) -> Optional[dict[str, Any]]:
+    if not isinstance(entry, dict):
+        return None
+    info = entry.get("info") if isinstance(entry.get("info"), dict) else {}
+    amount = entry.get("amount")
+    if amount is None:
+        amount = entry.get("change")
+    if amount is None:
+        amount = info.get("balChg") or info.get("change") or info.get("income") or info.get("amount")
+    ts = entry.get("timestamp") or entry.get("datetime")
+    if ts is None:
+        ts = info.get("time") or info.get("uTime") or info.get("ts") or info.get("create_time") or info.get("createDate")
+    ccy = entry.get("currency") or info.get("ccy") or info.get("asset") or info.get("currency") or "USDT"
+    raw_type = (
+        entry.get("type")
+        or entry.get("status")
+        or info.get("type")
+        or info.get("incomeType")
+        or info.get("change_type")
+        or info.get("subType")
+        or ""
+    )
+    if isinstance(raw_type, (int, float)):
+        raw_type = str(raw_type)
+    balance_after = entry.get("balance") or info.get("bal") or info.get("balance")
+    symbol = entry.get("symbol") or info.get("instId") or info.get("symbol") or info.get("contract") or ""
+    ref = (
+        entry.get("id")
+        or info.get("billId")
+        or info.get("tranId")
+        or info.get("id")
+        or info.get("trade_id")
+        or ""
+    )
+    note = entry.get("description") or info.get("info") or info.get("text") or ""
+    return normalize_row(
+        account=account,
+        ccy=str(ccy),
+        amount=amount,
+        ts_ms=ts,
+        ref_id=str(ref) if ref != "" else make_ref_id(account, ccy, ts, amount, raw_type),
+        raw_type=str(raw_type),
+        balance_after=balance_after,
+        symbol=str(symbol or ""),
+        note=str(note or ""),
+    )

lib/account_ledger/account_ledger_register.py

@@ -0,0 +1,208 @@
+"""三所统一:账户流水路由 + 后台同步安装."""
+from __future__ import annotations
+
+import os
+from typing import Any, Callable
+
+from flask import Flask, Response, jsonify, request, session, stream_with_context
+from jinja2 import ChoiceLoader, FileSystemLoader
+
+from lib.account_ledger.account_ledger_db import ensure_account_ledger_tables, query_entries
+from lib.account_ledger.account_ledger_normalize import (
+    ACCOUNT_FUNDING,
+    ACCOUNT_TRADING,
+    PAGE_SIZE,
+    VALID_ACCOUNTS,
+)
+from lib.account_ledger.account_ledger_sync import account_ledger_store
+from lib.common.history_window_lib import resolve_list_window
+
+
+def attach_account_ledger_templates(app: Flask, repo_root: str) -> None:
+    tpl_dir = os.path.join(repo_root, "lib", "account_ledger", "templates")
+    if not os.path.isdir(tpl_dir):
+        return
+    existing = app.jinja_loader
+    loaders = [FileSystemLoader(tpl_dir)]
+    if existing is not None:
+        if isinstance(existing, ChoiceLoader):
+            loaders = list(existing.loaders) + loaders
+        else:
+            loaders.insert(0, existing)
+    app.jinja_loader = ChoiceLoader(loaders)
+
+
+def _build_fetch_fn(exchange_key: str, app_module: Any) -> Callable:
+    ex_key = (exchange_key or "").strip().lower()
+    exchange = getattr(app_module, "exchange", None)
+    ensure_markets = getattr(app_module, "ensure_markets_loaded", None)
+
+    def _fetch(*, start_ms: int, end_ms: int):
+        if exchange is None:
+            return [], ["exchange missing"]
+        if ex_key == "okx":
+            from lib.exchange.okx_ledger_lib import fetch_okx_account_ledger
+
+            return fetch_okx_account_ledger(
+                exchange,
+                start_ms=start_ms,
+                end_ms=end_ms,
+                ensure_markets=ensure_markets,
+            )
+        if ex_key == "binance":
+            from lib.exchange.binance_ledger_lib import fetch_binance_account_ledger
+
+            return fetch_binance_account_ledger(
+                exchange,
+                start_ms=start_ms,
+                end_ms=end_ms,
+                ensure_markets=ensure_markets,
+            )
+        from lib.exchange.gate_ledger_lib import fetch_gate_account_ledger
+
+        return fetch_gate_account_ledger(
+            exchange,
+            start_ms=start_ms,
+            end_ms=end_ms,
+            ensure_markets=ensure_markets,
+        )
+
+    return _fetch
+
+
+def _currencies_for_exchange(exchange_key: str) -> list[str]:
+    if (exchange_key or "").strip().lower() == "okx":
+        return ["USDT", "USDC"]
+    return ["USDT"]
+
+
+def install_account_ledger(
+    app: Flask,
+    repo_root: str,
+    app_module: Any,
+    *,
+    exchange_key: str = "",
+) -> None:
+    ex = (exchange_key or "").strip().lower()
+    if not ex:
+        mod_name = getattr(app_module, "__name__", "") or ""
+        if "okx" in mod_name.lower():
+            ex = "okx"
+        elif "binance" in mod_name.lower():
+            ex = "binance"
+        else:
+            ex = "gate"
+    exchange_key = ex
+
+    attach_account_ledger_templates(app, repo_root)
+    get_db = app_module.get_db
+    login_required = app_module.login_required
+
+    # 初始化表
+    try:
+        conn = get_db()
+        try:
+            ensure_account_ledger_tables(conn)
+        finally:
+            conn.close()
+    except Exception:
+        pass
+
+    account_ledger_store.configure(
+        get_db=get_db,
+        fetch_fn=_build_fetch_fn(exchange_key, app_module),
+        exchange_key=str(exchange_key),
+    )
+    account_ledger_store.start()
+    app.extensions["account_ledger_exchange"] = str(exchange_key).lower()
+
+    def _list_window():
+        resolve = getattr(app_module, "_list_window_from_request", None)
+        if callable(resolve):
+            return resolve()
+        return resolve_list_window(request.args, session)
+
+    @app.route("/api/account_ledger")
+    @login_required
+    def api_account_ledger():
+        account = (request.args.get("account") or ACCOUNT_FUNDING).strip().lower()
+        if account not in VALID_ACCOUNTS:
+            account = ACCOUNT_FUNDING
+        try:
+            page = int(request.args.get("page") or 1)
+        except Exception:
+            page = 1
+        win = _list_window()
+        start_ms = int(win.get("start_ms") or 0)
+        end_ms = int(win.get("end_ms") or 0)
+        ccys = _currencies_for_exchange(app.extensions.get("account_ledger_exchange") or "")
+        conn = get_db()
+        try:
+            ensure_account_ledger_tables(conn)
+            data = query_entries(
+                conn,
+                account=account,
+                start_ms=start_ms,
+                end_ms=end_ms,
+                page=page,
+                page_size=PAGE_SIZE,
+                currencies=ccys,
+            )
+        finally:
+            conn.close()
+        st = account_ledger_store.status_dict()
+        return jsonify(
+            {
+                "ok": True,
+                "account": account,
+                "window": {
+                    "preset": win.get("preset"),
+                    "label": win.get("label"),
+                    "start_ms": start_ms,
+                    "end_ms": end_ms,
+                },
+                "currencies": ccys,
+                **data,
+                **st,
+            }
+        )
+
+    @app.route("/api/account_ledger/stream")
+    @login_required
+    def api_account_ledger_stream():
+        return Response(
+            stream_with_context(account_ledger_store.iter_sse()),
+            mimetype="text/event-stream",
+            headers={
+                "Cache-Control": "no-cache",
+                "Connection": "keep-alive",
+                "X-Accel-Buffering": "no",
+            },
+        )
+
+    @app.route("/api/account_ledger/refresh", methods=["POST"])
+    @login_required
+    def api_account_ledger_refresh():
+        win = _list_window()
+        body = request.get_json(silent=True) or {}
+        start_ms = body.get("start_ms", win.get("start_ms"))
+        end_ms = body.get("end_ms", win.get("end_ms"))
+        try:
+            start_i = int(start_ms) if start_ms is not None else None
+            end_i = int(end_ms) if end_ms is not None else None
+        except Exception:
+            start_i, end_i = None, None
+        result = account_ledger_store.sync_once(
+            reason="manual", start_ms=start_i, end_ms=end_i
+        )
+        return jsonify(result)
+
+    @app.route("/account_ledger")
+    @login_required
+    def account_ledger_page():
+        from lib.instance.instance_embed_lib import redirect_to_embed_shell_if_enabled
+
+        redir = redirect_to_embed_shell_if_enabled("account_ledger")
+        if redir is not None:
+            return redir
+        return app_module.render_main_page("account_ledger")

lib/account_ledger/account_ledger_sync.py

@@ -0,0 +1,252 @@
+"""账户流水:后台定时拉取交易所 + SSE 版本推送."""
+from __future__ import annotations
+
+import json
+import os
+import queue
+import threading
+import time
+from collections.abc import Callable, Iterator
+from datetime import datetime, timezone
+from typing import Any, Optional
+
+from lib.account_ledger.account_ledger_db import (
+    ensure_account_ledger_tables,
+    meta_get,
+    meta_set,
+    prune_older_than,
+    upsert_entries,
+)
+
+ACCOUNT_LEDGER_POLL_SEC = float(os.getenv("ACCOUNT_LEDGER_POLL_SEC", "120"))
+ACCOUNT_LEDGER_LOOKBACK_DAYS = int(os.getenv("ACCOUNT_LEDGER_LOOKBACK_DAYS", "90"))
+ACCOUNT_LEDGER_SSE_HEARTBEAT_SEC = float(os.getenv("ACCOUNT_LEDGER_SSE_HEARTBEAT_SEC", "25"))
+
+
+class AccountLedgerStore:
+    def __init__(self) -> None:
+        self._lock = threading.Lock()
+        self.version = 0
+        self._subscribers: list[queue.Queue[str | None]] = []
+        self._stop = threading.Event()
+        self._thread: threading.Thread | None = None
+        self._syncing = False
+        self._get_db: Optional[Callable] = None
+        self._fetch_fn: Optional[Callable[..., tuple[list[dict[str, Any]], list[str]]]] = None
+        self._exchange_key = ""
+        self.last_sync_at: Optional[float] = None
+        self.last_error: str = ""
+        self.last_upserted: int = 0
+        self._last_manual_at: float = 0.0
+        self._manual_cooldown_sec = float(os.getenv("ACCOUNT_LEDGER_MANUAL_COOLDOWN_SEC", "30"))
+
+    def configure(
+        self,
+        *,
+        get_db: Callable,
+        fetch_fn: Callable[..., tuple[list[dict[str, Any]], list[str]]],
+        exchange_key: str,
+    ) -> None:
+        self._get_db = get_db
+        self._fetch_fn = fetch_fn
+        self._exchange_key = (exchange_key or "").strip().lower()
+
+    def start(self) -> None:
+        if self._thread and self._thread.is_alive():
+            return
+        if not self._get_db or not self._fetch_fn:
+            return
+        self._stop.clear()
+        self._thread = threading.Thread(
+            target=self._loop, daemon=True, name=f"account-ledger-{self._exchange_key or 'x'}"
+        )
+        self._thread.start()
+
+    def stop(self) -> None:
+        self._stop.set()
+        self._broadcast(close=True)
+
+    def lookback_bounds_ms(self, start_ms: Optional[int] = None, end_ms: Optional[int] = None) -> tuple[int, int]:
+        now = datetime.now(timezone.utc)
+        end = int(end_ms) if end_ms is not None else int(now.timestamp() * 1000)
+        floor = int(end - ACCOUNT_LEDGER_LOOKBACK_DAYS * 86400 * 1000)
+        if start_ms is not None:
+            start = max(int(start_ms), floor)
+        else:
+            start = floor
+        if start > end:
+            start, end = end, start
+        return start, end
+
+    def sync_once(
+        self,
+        *,
+        reason: str = "poll",
+        start_ms: Optional[int] = None,
+        end_ms: Optional[int] = None,
+    ) -> dict[str, Any]:
+        if not self._get_db or not self._fetch_fn:
+            return {"ok": False, "msg": "未配置"}
+        with self._lock:
+            if self._syncing:
+                return {"ok": True, "busy": True, "ledger_version": self.version}
+            if reason == "manual":
+                gap = time.time() - self._last_manual_at
+                if gap < self._manual_cooldown_sec:
+                    wait = int(self._manual_cooldown_sec - gap) + 1
+                    return {
+                        "ok": False,
+                        "msg": f"同步过于频繁,请 {wait}s 后再试",
+                        "ledger_version": self.version,
+                    }
+            self._syncing = True
+        try:
+            start, end = self.lookback_bounds_ms(start_ms, end_ms)
+            rows, errors = self._fetch_fn(start_ms=start, end_ms=end)
+            conn = self._get_db()
+            try:
+                ensure_account_ledger_tables(conn)
+                n = upsert_entries(conn, rows or [])
+                # 保留略宽于 lookback 的缓存
+                prune_ms = int(
+                    (datetime.now(timezone.utc).timestamp() - (ACCOUNT_LEDGER_LOOKBACK_DAYS + 7) * 86400)
+                    * 1000
+                )
+                prune_older_than(conn, prune_ms)
+                self.last_sync_at = time.time()
+                self.last_upserted = n
+                self.last_error = "; ".join(errors[:3]) if errors else ""
+                meta_set(conn, "last_sync_at", str(self.last_sync_at))
+                meta_set(conn, "last_error", self.last_error)
+                meta_set(conn, "last_upserted", str(n))
+                conn.commit()
+            finally:
+                try:
+                    conn.close()
+                except Exception:
+                    pass
+            if reason == "manual":
+                self._last_manual_at = time.time()
+            ver = self.bump(reason)
+            return {
+                "ok": True,
+                "ledger_version": ver,
+                "upserted": n,
+                "errors": errors,
+                "start_ms": start,
+                "end_ms": end,
+            }
+        except Exception as e:
+            self.last_error = str(e)
+            try:
+                conn = self._get_db()
+                try:
+                    ensure_account_ledger_tables(conn)
+                    meta_set(conn, "last_error", self.last_error)
+                    conn.commit()
+                finally:
+                    conn.close()
+            except Exception:
+                pass
+            return {"ok": False, "msg": str(e), "ledger_version": self.version}
+        finally:
+            with self._lock:
+                self._syncing = False
+
+    def bump(self, reason: str = "poll") -> int:
+        with self._lock:
+            self.version += 1
+            ver = self.version
+        payload = json.dumps(
+            {"ledger_version": ver, "reason": reason, "exchange": self._exchange_key},
+            ensure_ascii=False,
+        )
+        self._broadcast(payload)
+        return ver
+
+    def status_dict(self) -> dict[str, Any]:
+        last_at = self.last_sync_at
+        if last_at is None and self._get_db:
+            try:
+                conn = self._get_db()
+                try:
+                    ensure_account_ledger_tables(conn)
+                    raw = meta_get(conn, "last_sync_at", "")
+                    if raw:
+                        last_at = float(raw)
+                    self.last_error = meta_get(conn, "last_error", self.last_error)
+                finally:
+                    conn.close()
+            except Exception:
+                pass
+        return {
+            "ledger_version": self.version,
+            "poll_sec": ACCOUNT_LEDGER_POLL_SEC,
+            "lookback_days": ACCOUNT_LEDGER_LOOKBACK_DAYS,
+            "last_sync_at": last_at,
+            "last_error": self.last_error,
+            "last_upserted": self.last_upserted,
+            "exchange": self._exchange_key,
+        }
+
+    def _loop(self) -> None:
+        # 启动后稍等再拉,避免和启动高峰撞车
+        if self._stop.wait(3):
+            return
+        while not self._stop.is_set():
+            try:
+                self.sync_once(reason="poll")
+            except Exception:
+                pass
+            if self._stop.wait(ACCOUNT_LEDGER_POLL_SEC):
+                break
+
+    def _broadcast(self, event: str | None = None, *, close: bool = False) -> None:
+        with self._lock:
+            subs = list(self._subscribers)
+        dead: list[queue.Queue[str | None]] = []
+        for q in subs:
+            try:
+                q.put_nowait(None if close else event)
+            except Exception:
+                dead.append(q)
+        if dead:
+            with self._lock:
+                for q in dead:
+                    if q in self._subscribers:
+                        self._subscribers.remove(q)
+
+    def _subscribe(self) -> queue.Queue[str | None]:
+        q: queue.Queue[str | None] = queue.Queue(maxsize=16)
+        with self._lock:
+            self._subscribers.append(q)
+        return q
+
+    def _unsubscribe(self, q: queue.Queue[str | None]) -> None:
+        with self._lock:
+            if q in self._subscribers:
+                self._subscribers.remove(q)
+
+    def iter_sse(self) -> Iterator[str]:
+        q = self._subscribe()
+        try:
+            yield f"event: ledger\ndata: {json.dumps({'ledger_version': self.version, 'reason': 'hello'}, ensure_ascii=False)}\n\n"
+            last_hb = time.time()
+            while not self._stop.is_set():
+                try:
+                    item = q.get(timeout=1.0)
+                except queue.Empty:
+                    item = "timeout"
+                if item is None:
+                    break
+                if item != "timeout":
+                    yield f"event: ledger\ndata: {item}\n\n"
+                    last_hb = time.time()
+                elif time.time() - last_hb >= ACCOUNT_LEDGER_SSE_HEARTBEAT_SEC:
+                    yield ": heartbeat\n\n"
+                    last_hb = time.time()
+        finally:
+            self._unsubscribe(q)
+
+
+account_ledger_store = AccountLedgerStore()

lib/account_ledger/templates/account_ledger_panel.html

@@ -0,0 +1,72 @@
+{# 账户流水:资金/交易 Tab · 交易所账单 · SSE #}
+<div class="card full account-ledger-card" id="account-ledger-root" data-account-ledger="1">
+    <div class="account-ledger-head">
+        <div>
+            <h2 style="margin-bottom:4px">账户流水</h2>
+            <p class="muted account-ledger-desc">拉取交易所资金账户与交易账户账单 · 时间跟随顶栏 UTC 预设 · 约 2 分钟自动同步</p>
+        </div>
+        <div class="account-ledger-head-actions">
+            <span class="muted" id="account-ledger-sync">—</span>
+            <button type="button" class="btn-sm" id="account-ledger-refresh">立即同步</button>
+        </div>
+    </div>
+    <div class="account-ledger-tabs" role="tablist">
+        <button type="button" class="account-ledger-tab active" data-ledger-account="funding" role="tab" aria-selected="true">资金账户</button>
+        <button type="button" class="account-ledger-tab" data-ledger-account="trading" role="tab" aria-selected="false">交易账户</button>
+    </div>
+    <p class="muted account-ledger-status" id="account-ledger-status"></p>
+    <div class="account-ledger-table-wrap panel-scroll">
+        <table class="account-ledger-table" id="account-ledger-table">
+            <thead>
+                <tr>
+                    <th>时间(北京)</th>
+                    <th>币种</th>
+                    <th>类型</th>
+                    <th>变动</th>
+                    <th>余额</th>
+                    <th>合约/备注</th>
+                </tr>
+            </thead>
+            <tbody id="account-ledger-tbody">
+                <tr><td colspan="6" class="muted">加载中…</td></tr>
+            </tbody>
+        </table>
+    </div>
+    <div class="account-ledger-pager" id="account-ledger-pager">
+        <button type="button" class="btn-sm" id="account-ledger-prev" disabled>上一页</button>
+        <span class="muted" id="account-ledger-page-info">—</span>
+        <button type="button" class="btn-sm" id="account-ledger-next" disabled>下一页</button>
+    </div>
+</div>
+<style>
+.account-ledger-card { grid-column: 1 / -1; }
+.account-ledger-head {
+  display: flex; align-items: flex-start; justify-content: space-between;
+  gap: 12px; flex-wrap: wrap; margin-bottom: 10px;
+}
+.account-ledger-head-actions { display: flex; align-items: center; gap: 10px; }
+.account-ledger-tabs {
+  display: flex; gap: 8px; margin-bottom: 10px; flex-wrap: wrap;
+}
+.account-ledger-tab {
+  border: 1px solid rgba(140,160,200,.35);
+  background: transparent; color: #c5cbe0;
+  border-radius: 6px; padding: 6px 14px; cursor: pointer; font-size: .9rem;
+}
+.account-ledger-tab.active {
+  background: #1f3a5a; border-color: #3d6f9c; color: #e8f1ff;
+}
+.account-ledger-table { width: 100%; border-collapse: collapse; font-size: .88rem; }
+.account-ledger-table th, .account-ledger-table td {
+  padding: 8px 10px; border-bottom: 1px solid rgba(120,130,160,.2); text-align: left;
+}
+.account-ledger-table th { color: #9aa3bd; font-weight: 600; }
+.account-ledger-amt-pos { color: #3ecf8e; }
+.account-ledger-amt-neg { color: #f07178; }
+.account-ledger-pager {
+  display: flex; align-items: center; justify-content: flex-end; gap: 10px;
+  margin-top: 12px;
+}
+.account-ledger-status { min-height: 1.2em; margin: 0 0 8px; }
+.account-ledger-table-wrap { max-height: min(60vh, 560px); overflow: auto; }
+</style>

lib/common/static/account_ledger.js

@@ -0,0 +1,337 @@
+/**
+ * 账户流水:资金/交易 Tab · 分页 10 · SSE 自动刷新 · 时间窗跟随顶栏预设.
+ */
+(function (global) {
+  const PAGE_SIZE = 10;
+  let account = "funding";
+  let page = 1;
+  let pages = 0;
+  let localVersion = 0;
+  let es = null;
+  let reconnectTimer = null;
+  let loading = false;
+  let booted = false;
+
+  function root() {
+    const active = document.querySelector('.embed-tab-pane.is-active-pane [data-account-ledger="1"]');
+    if (active) return active;
+    return document.getElementById("account-ledger-root");
+  }
+
+  function $(id) {
+    const r = root();
+    return (r && r.querySelector("#" + id)) || document.getElementById(id);
+  }
+
+  function escapeHtml(s) {
+    return String(s == null ? "" : s)
+      .replace(/&/g, "&")
+      .replace(/</g, "&lt;")
+      .replace(/>/g, "&gt;")
+      .replace(/"/g, "&quot;");
+  }
+
+  function listWindowQs() {
+    if (typeof global.listWindowQueryString === "function") {
+      const q = global.listWindowQueryString();
+      return q ? (q.charAt(0) === "?" ? q.slice(1) : q) : "";
+    }
+    try {
+      return new URLSearchParams(location.search).toString();
+    } catch (_) {
+      return "";
+    }
+  }
+
+  function fmtBj(ms) {
+    const n = Number(ms);
+    if (!Number.isFinite(n) || n <= 0) return "—";
+    try {
+      const d = new Date(n);
+      const parts = new Intl.DateTimeFormat("zh-CN", {
+        timeZone: "Asia/Shanghai",
+        year: "numeric",
+        month: "2-digit",
+        day: "2-digit",
+        hour: "2-digit",
+        minute: "2-digit",
+        second: "2-digit",
+        hour12: false,
+      }).formatToParts(d);
+      const get = (t) => (parts.find((p) => p.type === t) || {}).value || "";
+      return (
+        get("year") +
+        "-" +
+        get("month") +
+        "-" +
+        get("day") +
+        " " +
+        get("hour") +
+        ":" +
+        get("minute") +
+        ":" +
+        get("second")
+      );
+    } catch (_) {
+      return "—";
+    }
+  }
+
+  function fmtAmt(v) {
+    const n = Number(v);
+    if (!Number.isFinite(n)) return "—";
+    const cls = n > 0 ? "account-ledger-amt-pos" : n < 0 ? "account-ledger-amt-neg" : "";
+    const sign = n > 0 ? "+" : "";
+    return '<span class="' + cls + '">' + sign + n.toFixed(6).replace(/\.?0+$/, "") + "</span>";
+  }
+
+  function fmtBal(v) {
+    if (v == null || v === "") return "—";
+    const n = Number(v);
+    if (!Number.isFinite(n)) return "—";
+    return n.toFixed(6).replace(/\.?0+$/, "");
+  }
+
+  function setStatus(msg, isErr) {
+    const el = $("account-ledger-status");
+    if (!el) return;
+    el.textContent = msg || "";
+    el.style.color = isErr ? "#f07178" : "";
+  }
+
+  function setSyncLabel(data) {
+    const el = $("account-ledger-sync");
+    if (!el) return;
+    const ts = data && data.last_sync_at;
+    if (!ts) {
+      el.textContent = "尚未同步";
+      return;
+    }
+    el.textContent = "同步 " + fmtBj(Number(ts) * 1000);
+  }
+
+  function renderRows(items) {
+    const tbody = $("account-ledger-tbody");
+    if (!tbody) return;
+    if (!items || !items.length) {
+      tbody.innerHTML = '<tr><td colspan="6" class="muted">当前时间窗暂无流水</td></tr>';
+      return;
+    }
+    tbody.innerHTML = items
+      .map(function (it) {
+        const note = [it.symbol, it.note, it.raw_type].filter(Boolean).join(" · ");
+        return (
+          "<tr>" +
+          "<td>" +
+          escapeHtml(fmtBj(it.ts_ms)) +
+          "</td>" +
+          "<td>" +
+          escapeHtml(it.ccy || "") +
+          "</td>" +
+          "<td>" +
+          escapeHtml(it.kind_label || it.kind || "") +
+          "</td>" +
+          "<td>" +
+          fmtAmt(it.amount) +
+          "</td>" +
+          "<td>" +
+          escapeHtml(fmtBal(it.balance_after)) +
+          "</td>" +
+          "<td>" +
+          escapeHtml(note || "—") +
+          "</td>" +
+          "</tr>"
+        );
+      })
+      .join("");
+  }
+
+  function renderPager(data) {
+    pages = Number(data.pages || 0);
+    page = Number(data.page || 1);
+    const info = $("account-ledger-page-info");
+    const prev = $("account-ledger-prev");
+    const next = $("account-ledger-next");
+    if (info) {
+      info.textContent =
+        "第 " + page + " / " + (pages || 1) + " 页 · 共 " + (data.total || 0) + " 条 · 每页 " + PAGE_SIZE;
+    }
+    if (prev) prev.disabled = page <= 1;
+    if (next) next.disabled = !pages || page >= pages;
+  }
+
+  async function loadList(opts) {
+    const r = root();
+    if (!r) return;
+    if (loading) return;
+    loading = true;
+    const force = opts && opts.force;
+    try {
+      if (!force) setStatus("加载中…");
+      const qs = new URLSearchParams(listWindowQs());
+      qs.set("account", account);
+      qs.set("page", String(page));
+      const res = await fetch("/api/account_ledger?" + qs.toString(), {
+        credentials: "same-origin",
+      });
+      const data = await res.json().catch(function () {
+        return {};
+      });
+      if (!res.ok || data.ok === false) {
+        throw new Error(data.msg || res.statusText || "加载失败");
+      }
+      if (data.ledger_version != null) localVersion = Number(data.ledger_version) || localVersion;
+      renderRows(data.items || []);
+      renderPager(data);
+      setSyncLabel(data);
+      const winLabel = (data.window && data.window.label) || "";
+      const err = data.last_error ? " · 同步提示: " + data.last_error : "";
+      setStatus(
+        (winLabel ? "时间窗 " + winLabel + " · " : "") +
+          (account === "trading" ? "交易账户" : "资金账户") +
+          err,
+        !!data.last_error
+      );
+    } catch (e) {
+      setStatus(e.message || String(e), true);
+    } finally {
+      loading = false;
+    }
+  }
+
+  async function refreshNow() {
+    setStatus("正在从交易所同步…");
+    try {
+      const res = await fetch("/api/account_ledger/refresh", {
+        method: "POST",
+        credentials: "same-origin",
+        headers: { "Content-Type": "application/json" },
+        body: "{}",
+      });
+      const data = await res.json().catch(function () {
+        return {};
+      });
+      if (!res.ok || data.ok === false) {
+        throw new Error(data.msg || "同步失败");
+      }
+      await loadList({ force: true });
+    } catch (e) {
+      setStatus(e.message || String(e), true);
+    }
+  }
+
+  function bindUi() {
+    const r = root();
+    if (!r || r.getAttribute("data-ledger-bound") === "1") return;
+    r.setAttribute("data-ledger-bound", "1");
+    r.querySelectorAll(".account-ledger-tab").forEach(function (btn) {
+      btn.addEventListener("click", function () {
+        const acc = btn.getAttribute("data-ledger-account") || "funding";
+        if (acc === account) return;
+        account = acc;
+        page = 1;
+        r.querySelectorAll(".account-ledger-tab").forEach(function (b) {
+          const on = b.getAttribute("data-ledger-account") === account;
+          b.classList.toggle("active", on);
+          b.setAttribute("aria-selected", on ? "true" : "false");
+        });
+        loadList();
+      });
+    });
+    const prev = $("account-ledger-prev");
+    const next = $("account-ledger-next");
+    const ref = $("account-ledger-refresh");
+    if (prev)
+      prev.addEventListener("click", function () {
+        if (page > 1) {
+          page -= 1;
+          loadList();
+        }
+      });
+    if (next)
+      next.addEventListener("click", function () {
+        if (!pages || page < pages) {
+          page += 1;
+          loadList();
+        }
+      });
+    if (ref) ref.addEventListener("click", refreshNow);
+  }
+
+  function connectSse() {
+    if (es) {
+      try {
+        es.close();
+      } catch (_) {}
+      es = null;
+    }
+    if (typeof EventSource === "undefined") return;
+    try {
+      es = new EventSource("/api/account_ledger/stream");
+      es.addEventListener("ledger", function (ev) {
+        let data = {};
+        try {
+          data = JSON.parse(ev.data || "{}");
+        } catch (_) {}
+        const ver = Number(data.ledger_version || 0);
+        if (ver && ver !== localVersion) {
+          localVersion = ver;
+          loadList({ force: true });
+        }
+      });
+      es.onerror = function () {
+        try {
+          es.close();
+        } catch (_) {}
+        es = null;
+        if (reconnectTimer) clearTimeout(reconnectTimer);
+        reconnectTimer = setTimeout(connectSse, 5000);
+      };
+    } catch (_) {}
+  }
+
+  function boot() {
+    const r = root();
+    if (!r) return;
+    bindUi();
+    if (!booted) {
+      booted = true;
+      connectSse();
+    }
+    loadList();
+  }
+
+  function onTabActivated(tab) {
+    if (tab !== "account_ledger") return;
+    boot();
+  }
+
+  global.AccountLedgerPage = {
+    boot: boot,
+    onTabActivated: onTabActivated,
+    reload: function () {
+      page = 1;
+      loadList();
+    },
+  };
+
+  document.addEventListener("DOMContentLoaded", function () {
+    const page =
+      (document.body && document.body.getAttribute("data-page")) ||
+      (document.body && document.body.getAttribute("data-initial-tab")) ||
+      "";
+    if (page === "account_ledger" || root()) {
+      // embed 延后到 tab 激活;独立页直接 boot
+      if (!document.body || document.body.getAttribute("data-embed-shell") !== "1") {
+        boot();
+      } else if (page === "account_ledger") {
+        boot();
+      }
+    }
+  });
+
+  document.addEventListener("instance-embed-tab-activated", function (ev) {
+    const tab = ev && ev.detail && ev.detail.tab;
+    onTabActivated(tab);
+  });
+})(window);

lib/common/static/form_submit_guard.js

@@ -35,7 +35,8 @@
         delete form.dataset.submitGuard;
         form.classList.remove("is-form-submitting");
         submitButtons(form).forEach(function (btn) {
-            btn.disabled = false;
+            // 风控灰显(开仓门禁)保持禁用
+            btn.disabled = btn.classList.contains("is-blocked");
             var orig = btn.dataset.submitGuardOrig;
             if (orig !== undefined) {
                 if (btn.tagName === "BUTTON") btn.textContent = orig;

lib/common/static/instance_embed.js

@@ -5,6 +5,7 @@
 (function (global) {
   const TAB_PATH = {
     dashboard: "/dashboard",
+    account_ledger: "/account_ledger",
     key_monitor: "/key_monitor",
     trade: "/trade",
     strategy: "/strategy",
@@ -61,6 +62,11 @@
     document.querySelectorAll(".embed-top-nav [data-embed-tab]").forEach((a) => {
       a.classList.toggle("active", a.getAttribute("data-embed-tab") === tab);
     });
+    if (global.InstanceMobileNav && typeof global.InstanceMobileNav.onTabChange === "function") {
+      global.InstanceMobileNav.onTabChange(tab);
+    } else if (global.InstanceMobileNav && typeof global.InstanceMobileNav.syncTabActive === "function") {
+      global.InstanceMobileNav.syncTabActive(tab);
+    }
   }
 
   function pageNavAllowed(tab) {
@@ -109,6 +115,9 @@
     if (tab === "dashboard" && global.InstanceDashboard && typeof global.InstanceDashboard.init === "function") {
       global.InstanceDashboard.init(!!revisit);
     }
+    if (tab === "account_ledger" && global.AccountLedgerPage && typeof global.AccountLedgerPage.boot === "function") {
+      global.AccountLedgerPage.boot();
+    }
     if (!revisit && tab === "strategy" && typeof global.initStrategyRollForm === "function") {
       global.initStrategyRollForm();
     }
@@ -235,12 +244,61 @@
     const parts = [];
     if (qs) parts.push(qs);
     parts.push("embed=1");
+    if (tab === "settings") {
+      try {
+        const st = new URLSearchParams(location.search).get("settings_tab");
+        if (st) parts.push("settings_tab=" + encodeURIComponent(st));
+      } catch (_) {}
+    }
     return url + "?" + parts.join("&");
   }
 
+  function setSettingsSubTabInUrl(key) {
+    if (!key) return;
+    try {
+      const q = new URLSearchParams(location.search);
+      q.set("tab", "settings");
+      q.set("settings_tab", key);
+      q.set("embed", "1");
+      history.replaceState(null, "", "/embed?" + q.toString());
+    } catch (_) {}
+  }
+
+  function activateSettingsSubTab(key) {
+    if (!key) return;
+    setSettingsSubTabInUrl(key);
+    const pane = tabPanes.get("settings") || document;
+    const radio = pane.querySelector(
+      'input.env-tab-radio[data-settings-tab="' + key + '"]'
+    );
+    if (radio) radio.checked = true;
+  }
+
+  function formActionPath(form) {
+    try {
+      return new URL(form.action || "", location.href).pathname.replace(/\/$/, "") || "/";
+    } catch (_) {
+      return "";
+    }
+  }
+
+  function maybeKeepSettingsSubTabAfterForm(form) {
+    const path = formActionPath(form);
+    if (path === "/manual_transfer") {
+      setSettingsSubTabInUrl("transfer");
+      return "transfer";
+    }
+    if (path.indexOf("/api/options/transfer") >= 0) {
+      setSettingsSubTabInUrl("options_transfer");
+      return "options_transfer";
+    }
+    return "";
+  }
+
   async function fetchTabHtml(tab) {
     const r = await fetch(embedPageUrl(tab), {
       credentials: "same-origin",
+      cache: "no-store",
       headers: { "X-Instance-Soft-Nav": "1" },
     });
     const ct = (r.headers.get("content-type") || "").toLowerCase();
@@ -400,14 +458,15 @@
       }
     }
     const fd = new FormData(form);
+    const keepSub = maybeKeepSettingsSubTabAfterForm(form);
     return fetch(form.action, {
       method: form.method || "POST",
       body: fd,
       credentials: "same-origin",
       redirect: "manual",
     })
-      .then(() => reloadCurrentTab())
-      .catch(() => reloadCurrentTab());
+      .then(() => reloadCurrentTab().then(() => activateSettingsSubTab(keepSub)))
+      .catch(() => reloadCurrentTab().then(() => activateSettingsSubTab(keepSub)));
   }
 
   function patchApplyListWindow() {
@@ -466,14 +525,15 @@
         if (CUSTOM_SUBMIT_FORM_IDS.has(form.id)) return;
         ev.preventDefault();
         const fd = new FormData(form);
+        const keepSub = maybeKeepSettingsSubTabAfterForm(form);
         fetch(form.action, {
           method: form.method || "POST",
           body: fd,
           credentials: "same-origin",
           redirect: "manual",
         })
-          .then(() => reloadCurrentTab())
-          .catch(() => reloadCurrentTab());
+          .then(() => reloadCurrentTab().then(() => activateSettingsSubTab(keepSub)))
+          .catch(() => reloadCurrentTab().then(() => activateSettingsSubTab(keepSub)));
       },
       true
     );

lib/common/static/instance_mobile_nav.js

@@ -0,0 +1,177 @@
+/**
+ * 实例手机壳: ≤720px 底栏 +「更多」,与 embed soft-nav 同步.
+ */
+(function (global) {
+  const PRIMARY = { trade: 1, key_monitor: 1, options: 1 };
+  const MQ = "(max-width: 720px)";
+
+  function isEmbedShell() {
+    return document.body && document.body.getAttribute("data-embed-shell") === "1";
+  }
+
+  function isMobileLayout() {
+    return window.matchMedia(MQ).matches;
+  }
+
+  function syncPhoneClass() {
+    if (!document.body) return;
+    document.body.classList.toggle("inst-phone", isMobileLayout());
+  }
+
+  function currentTab() {
+    if (global.InstanceEmbed && typeof global.InstanceEmbed.getTab === "function") {
+      return global.InstanceEmbed.getTab();
+    }
+    try {
+      const t = new URLSearchParams(location.search).get("tab");
+      if (t) return t;
+    } catch (_) {}
+    return (document.body && document.body.getAttribute("data-page")) || "trade";
+  }
+
+  function closeMore() {
+    document.body.classList.remove("inst-mobile-more-open");
+    const more = document.getElementById("inst-mobile-more");
+    const btn = document.getElementById("inst-m-tab-more");
+    if (more) more.setAttribute("aria-hidden", "true");
+    if (btn) btn.setAttribute("aria-expanded", "false");
+    syncTabActive(currentTab());
+  }
+
+  function openMore() {
+    if (!isMobileLayout()) return;
+    document.body.classList.add("inst-mobile-more-open");
+    const more = document.getElementById("inst-mobile-more");
+    const btn = document.getElementById("inst-m-tab-more");
+    if (more) more.setAttribute("aria-hidden", "false");
+    if (btn) btn.setAttribute("aria-expanded", "true");
+    syncTabActive(currentTab());
+  }
+
+  function toggleMore() {
+    if (document.body.classList.contains("inst-mobile-more-open")) closeMore();
+    else openMore();
+  }
+
+  function syncTabActive(tab) {
+    const page = tab || currentTab();
+    const primary = !!PRIMARY[page];
+    const moreOpen = document.body.classList.contains("inst-mobile-more-open");
+    document.querySelectorAll("#inst-mobile-tabbar .inst-m-tab").forEach((el) => {
+      const t = el.getAttribute("data-embed-tab") || "";
+      let on = false;
+      if (t === "more") on = moreOpen || !primary;
+      else on = !moreOpen && t === page;
+      el.classList.toggle("active", on);
+    });
+    document.querySelectorAll("#inst-mobile-more .inst-mobile-more-nav [data-embed-tab]").forEach((a) => {
+      a.classList.toggle("active", a.getAttribute("data-embed-tab") === page);
+    });
+  }
+
+  /** embed 切页时关闭「更多」并同步高亮 */
+  function onTabChange(tab) {
+    document.body.classList.remove("inst-mobile-more-open");
+    const more = document.getElementById("inst-mobile-more");
+    const btn = document.getElementById("inst-m-tab-more");
+    if (more) more.setAttribute("aria-hidden", "true");
+    if (btn) btn.setAttribute("aria-expanded", "false");
+    syncTabActive(tab);
+  }
+
+  function goTab(tab) {
+    if (!tab || tab === "more") return;
+    closeMore();
+    if (global.InstanceEmbed && typeof global.InstanceEmbed.loadTab === "function") {
+      if (tab === currentTab()) {
+        syncTabActive(tab);
+        return;
+      }
+      void global.InstanceEmbed.loadTab(tab);
+      return;
+    }
+    const pathMap = {
+      dashboard: "/dashboard",
+      key_monitor: "/key_monitor",
+      trade: "/trade",
+      strategy: "/strategy",
+      strategy_records: "/strategy/records",
+      options: "/options",
+      options_review: "/options/review",
+      hedge_plan: "/hedge-plan",
+      records: "/records",
+      stats: "/stats",
+      risk_policy: "/risk_policy",
+      system_guide: "/system_guide",
+      env_config: "/env_config",
+      settings: "/settings",
+    };
+    location.href = pathMap[tab] || "/trade";
+  }
+
+  function bindChrome() {
+    const moreBtn = document.getElementById("inst-m-tab-more");
+    const backdrop = document.getElementById("inst-mobile-more-backdrop");
+    const closeBtn = document.getElementById("inst-mobile-more-close");
+    if (moreBtn) {
+      moreBtn.addEventListener("click", (ev) => {
+        ev.preventDefault();
+        toggleMore();
+      });
+    }
+    if (backdrop) backdrop.addEventListener("click", closeMore);
+    if (closeBtn) closeBtn.addEventListener("click", closeMore);
+    document.addEventListener("keydown", (ev) => {
+      if (ev.key === "Escape" && document.body.classList.contains("inst-mobile-more-open")) {
+        closeMore();
+      }
+    });
+
+    document.querySelectorAll("#inst-mobile-tabbar .inst-m-tab[data-embed-tab]").forEach((el) => {
+      if (el.getAttribute("data-embed-tab") === "more") return;
+      el.addEventListener("click", (ev) => {
+        if (ev.ctrlKey || ev.metaKey || ev.shiftKey || ev.altKey) return;
+        ev.preventDefault();
+        goTab(el.getAttribute("data-embed-tab"));
+      });
+    });
+    document.querySelectorAll("#inst-mobile-more .inst-mobile-more-nav [data-embed-tab]").forEach((a) => {
+      a.addEventListener("click", (ev) => {
+        if (ev.ctrlKey || ev.metaKey || ev.shiftKey || ev.altKey) return;
+        ev.preventDefault();
+        goTab(a.getAttribute("data-embed-tab"));
+      });
+    });
+  }
+
+  function boot() {
+    if (!isEmbedShell()) return;
+    if (!document.getElementById("inst-mobile-tabbar")) return;
+    syncPhoneClass();
+    bindChrome();
+    syncTabActive(currentTab());
+    let resizeTimer = null;
+    window.addEventListener("resize", () => {
+      clearTimeout(resizeTimer);
+      resizeTimer = setTimeout(() => {
+        const was = document.body.classList.contains("inst-phone");
+        syncPhoneClass();
+        if (!isMobileLayout()) closeMore();
+        else if (!was) syncTabActive(currentTab());
+      }, 120);
+    });
+  }
+
+  global.InstanceMobileNav = {
+    syncTabActive,
+    onTabChange,
+    closeMore,
+    isMobileLayout,
+  };
+
+  if (document.readyState === "loading") {
+    document.addEventListener("DOMContentLoaded", boot);
+  } else {
+    boot();
+  }
+})(typeof window !== "undefined" ? window : globalThis);

lib/common/static/instance_page.css

@@ -22,8 +22,37 @@
         .card h2{font-size:1rem;margin-bottom:10px;color:#d4d9ff}
         .form-row{display:flex;gap:8px;flex-wrap:wrap;margin-bottom:10px;align-items:center}
         .form-row > input:not([type=checkbox]):not([type=radio]),.form-row > select{flex:0 1 auto;width:10rem;max-width:200px;min-width:7rem}
-        #add-order-form #sltp-mode{min-width:12.5rem;max-width:16rem;width:auto}
+        /* 实盘下单监控:分层布局 */
+        .order-monitor-form{display:flex;flex-direction:column;gap:10px;margin-bottom:4px}
+        .order-monitor-form .om-row{display:flex;flex-wrap:wrap;align-items:flex-end;gap:8px}
+        .order-monitor-form .om-row-policy > input:not([type=checkbox]):not([type=radio]),
+        .order-monitor-form .om-row-policy > select{flex:0 1 auto;width:10rem;max-width:200px;min-width:7rem}
+        .order-monitor-form #sltp-mode{min-width:12.5rem;max-width:16rem;width:auto}
+        .order-monitor-form .om-field{display:flex;flex-direction:column;gap:4px;min-width:7.5rem}
+        .order-monitor-form .om-field-lab{font-size:.72rem;color:#9aa3c7;line-height:1;letter-spacing:.02em}
+        .order-monitor-form .om-field input{width:9.5rem;max-width:160px;box-sizing:border-box}
+        .order-monitor-form .om-live-meta{display:flex;flex-wrap:wrap;align-items:center;gap:8px;padding-bottom:2px;margin-left:auto}
+        .order-monitor-form .om-row-opts{align-items:center;gap:12px;padding-top:2px}
+        .order-monitor-form .om-check{display:inline-flex;align-items:center;gap:5px;font-size:.82rem;color:#cfd3ef;cursor:pointer;user-select:none}
+        .order-monitor-form .om-time-close{display:inline-flex;align-items:center;gap:6px;font-size:.82rem;color:#cfd3ef}
+        .order-monitor-form .om-time-close select{width:auto;min-width:4.2rem;max-width:5.5rem;padding:6px 8px}
+        .order-monitor-form .om-row-action{padding-top:2px;display:flex;flex-wrap:wrap;align-items:center;gap:10px 14px}
+        .order-monitor-form .om-submit{min-width:11rem;padding:10px 18px;font-weight:600}
+        .order-monitor-form .om-submit.is-blocked,
+        .order-monitor-form .om-submit:disabled{
+            opacity:.45;
+            cursor:not-allowed;
+            filter:grayscale(.35);
+            pointer-events:none;
+        }
+        .order-monitor-form .om-open-block-note{
+            color:var(--danger,#ff7b7b);
+            font-size:13px;
+            line-height:1.4;
+            max-width:min(28rem,100%);
+        }
         .order-plan-preview{display:flex;gap:18px;flex-wrap:wrap;align-items:center;margin:4px 0 10px;padding:10px 12px;background:#151a28;border:1px solid #2a3150;border-radius:8px;font-size:.85rem}
+        #add-order-form #sltp-mode{min-width:12.5rem;max-width:16rem;width:auto}
         .order-preview-risk{color:#ff6b6b}
         .order-preview-risk strong{color:#ff8f8f;font-weight:600}
         .order-preview-profit{color:#4cd97f}
@@ -196,6 +225,13 @@
         .inst-stats-details>summary{cursor:pointer;font-size:.84rem;color:#9aa3bf;padding:8px 0;user-select:none;list-style-position:inside}
         .inst-stats-details>summary::-webkit-details-marker{color:#6d7689}
         .inst-stats-details[open]>summary{margin-bottom:6px;color:#cfd3ef}
+        .inst-stats-month-table-wrap{overflow:auto;-webkit-overflow-scrolling:touch}
+        .inst-stats-month-table{width:100%;border-collapse:collapse;font-size:.8rem;font-variant-numeric:tabular-nums}
+        .inst-stats-month-table th,.inst-stats-month-table td{padding:8px 10px;text-align:right;border-bottom:1px solid #2a3348;white-space:nowrap}
+        .inst-stats-month-table th:first-child,.inst-stats-month-table td:first-child{text-align:left}
+        .inst-stats-month-table th{color:#8892b0;font-weight:600;font-size:.72rem}
+        .inst-stats-month-table td{color:#e8ecf4}
+        .inst-stats-month-table tbody tr:last-child td{border-bottom:none}
         @media (max-width:640px){.inst-stats-kpis{grid-template-columns:1fr}.inst-stats-risk-grid{grid-template-columns:1fr}}
         .key-history{margin-top:12px;padding-top:10px;border-top:1px solid #2a3150}
         .key-history h3{font-size:.88rem;color:#b8c4ff;margin-bottom:6px}

lib/common/static/instance_settings_prefs.js

@@ -20,7 +20,11 @@
   }
 
   /** 默认关闭的导航开关:缺失时按 false,不能用 !== false */
-  const NAV_DEFAULT_OFF = { show_nav_dashboard: true, show_nav_system_guide: true };
+  const NAV_DEFAULT_OFF = {
+    show_nav_dashboard: true,
+    show_nav_account_ledger: true,
+    show_nav_system_guide: true,
+  };
 
   function navPrefShow(display, key) {
     if (!key) return true;
@@ -31,6 +35,9 @@
   function applyDisplayToNav(display) {
     const map = {
       dashboard: "show_nav_dashboard",
+      account_ledger: "show_nav_account_ledger",
+      key_monitor: "show_nav_key_monitor",
+      trade: "show_nav_trade",
       strategy: "show_nav_strategy",
       strategy_records: "show_nav_strategy_records",
       records: "show_nav_records",
@@ -44,14 +51,19 @@
       system_guide: "show_nav_system_guide",
       env_config: "show_nav_env_config",
     };
-    document.querySelectorAll(".embed-top-nav [data-embed-tab], .top-nav a[href^='/']").forEach((a) => {
-      const tab = a.getAttribute("data-embed-tab") || (a.getAttribute("href") || "").replace(/^\//, "").split("?")[0];
-      const key = map[tab];
-      if (!key) return;
-      const show = navPrefShow(display, key);
-      a.classList.toggle("nav-hidden", !show);
-      a.style.display = show ? "" : "none";
-    });
+    document
+      .querySelectorAll(
+        ".embed-top-nav [data-embed-tab], .top-nav a[href^='/'], #inst-mobile-tabbar [data-embed-tab], #inst-mobile-more [data-embed-tab]"
+      )
+      .forEach((a) => {
+        const tab = a.getAttribute("data-embed-tab") || (a.getAttribute("href") || "").replace(/^\//, "").split("?")[0];
+        if (tab === "more") return;
+        const key = map[tab];
+        if (!key) return;
+        const show = navPrefShow(display, key);
+        a.classList.toggle("nav-hidden", !show);
+        a.style.display = show ? "" : "none";
+      });
     global.__INSTANCE_DISPLAY__ = display;
   }
 
@@ -59,6 +71,9 @@
     const d = DISPLAY();
     const map = {
       dashboard: "show_nav_dashboard",
+      account_ledger: "show_nav_account_ledger",
+      key_monitor: "show_nav_key_monitor",
+      trade: "show_nav_trade",
       strategy: "show_nav_strategy",
       strategy_records: "show_nav_strategy_records",
       records: "show_nav_records",
@@ -187,6 +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;
@@ -279,6 +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;
   }
 
@@ -302,7 +322,9 @@
     const panelsWrap = document.createElement("div");
     panelsWrap.className = "env-config-panels";
     panelsWrap.id = "env-config-grid";
+    let modeSectionIdx = 0;
     groups.forEach((group, idx) => {
+      if ((group.title || "").indexOf("期权/对冲模式") >= 0) modeSectionIdx = idx;
       const label = document.createElement("label");
       label.className = "env-tab-btn";
       label.htmlFor = "env-sec-" + idx;
@@ -326,9 +348,100 @@
     });
     body.appendChild(tabBar);
     body.appendChild(panelsWrap);
+    body.dataset.envModeSectionIdx = String(modeSectionIdx);
+    bindTradeModeAutoRefresh(body);
+    bindCompoundBudgetVisibility(body);
+    bindMarginModeGateVisibility(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 setEnvRowHidden(row, hidden) {
+    if (!row) return;
+    row.hidden = !!hidden;
+    row.style.display = hidden ? "none" : "";
+  }
+
+  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";
+    setEnvRowHidden(budgetRow, compoundOn);
+  }
+
+  function syncMarginModeGateVisibility(body) {
+    if (!body) return;
+    const modeSel = body.querySelector(
+      '.env-field-input[data-env-key="OKX_OPTIONS_MARGIN_MODE"]'
+    );
+    const mode = String((modeSel && modeSel.value) || "coin").toLowerCase();
+    const coinMode = mode !== "usdc";
+    setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC"), coinMode);
+    setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN"), !coinMode);
+  }
+
+  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 bindMarginModeGateVisibility(body) {
+    if (!body) return;
+    syncMarginModeGateVisibility(body);
+    const modeSel = body.querySelector(
+      '.env-field-input[data-env-key="OKX_OPTIONS_MARGIN_MODE"]'
+    );
+    if (!modeSel || modeSel.dataset.marginGateBound === "1") return;
+    modeSel.dataset.marginGateBound = "1";
+    modeSel.addEventListener("change", () => syncMarginModeGateVisibility(body));
+  }
+
+  function bindTradeModeAutoRefresh(body) {
+    const modeSel = body.querySelector('.env-field-input[data-env-key="OKX_TRADE_MODE"]');
+    if (!modeSel || modeSel.dataset.modeRefreshBound === "1") return;
+    modeSel.dataset.modeRefreshBound = "1";
+    modeSel.addEventListener("change", async () => {
+      const status = document.getElementById("env-config-status");
+      const nextMode = modeSel.value;
+      setStatus(status, "切换交易模式并刷新配置…");
+      try {
+        await fetchJson("/api/settings/env", {
+          method: "POST",
+          headers: { "Content-Type": "application/json" },
+          body: JSON.stringify({ values: { OKX_TRADE_MODE: nextMode } }),
+        });
+        await loadEnvConfig(true);
+        const page = envConfigRoot() || document.querySelector(".env-config-page");
+        const newBody = page && page.querySelector("#env-config-body");
+        const idx = newBody && newBody.dataset.envModeSectionIdx;
+        if (idx != null) {
+          const radio = document.getElementById("env-sec-" + idx);
+          if (radio) radio.checked = true;
+        }
+        setStatus(status, "交易模式已切换为当前选项,配置区已刷新");
+      } catch (e) {
+        setStatus(status, e.message || "切换失败", true);
+      }
+    });
+  }
+
   async function loadEnvConfig(force) {
     const root = envConfigRoot();
     const body = root && root.querySelector("#env-config-body");
@@ -386,10 +499,10 @@
         setStatus(status, "已保存,正在重启实例…");
         await restartInstance();
         setStatus(status, "保存并重启完成");
-        await loadEnvConfig();
+        await loadEnvConfig(true);
       } else {
         setStatus(status, "已保存(即时生效项已应用)");
-        await loadEnvConfig();
+        await loadEnvConfig(true);
       }
     } catch (e) {
       setStatus(status, e.message || "保存失败", true);
@@ -492,6 +605,12 @@
     bindEvents();
     loadDisplayPrefsForm(false);
     loadEnvConfig(false);
+    const root = envConfigRoot();
+    const body = root && root.querySelector("#env-config-body");
+    if (body) {
+      bindTradeModeAutoRefresh(body);
+      bindCompoundBudgetVisibility(body);
+    }
     if (global.__INSTANCE_DISPLAY__) applyDisplayToNav(global.__INSTANCE_DISPLAY__);
   }
 

lib/common/static/instance_stats.js

@@ -1,7 +1,7 @@
 (function (global) {
   "use strict";
 
-  var PERIODS = ["day", "week", "month"];
+  var PERIODS = ["day", "week", "month", "all"];
 
   function statsSegmentSelect() {
     return document.getElementById("stats-segment-select");

lib/common/static/open_submit_gate.js

@@ -0,0 +1,55 @@
+/**
+ * 实盘下单监控:开仓按钮灰显 + 旁注(强制清仓/冷静期/日冻结等).
+ */
+(function (global) {
+  function apply(data) {
+    const d = data || {};
+    const btn =
+      document.getElementById("om-submit-btn") ||
+      document.querySelector("#add-order-form button.om-submit");
+    const noteEl = document.getElementById("om-open-block-note");
+    if (!btn && !noteEl) return;
+
+    const canTrade = d.can_trade !== false;
+    let note = (d.open_block_note || "").trim();
+    const fc = d.force_close || {};
+    const rs = d.risk_status || {};
+    if (!note && fc.enabled && fc.executing) {
+      const grace = fc.grace_minutes != null ? fc.grace_minutes : 5;
+      note =
+        "强制清仓窗口内(北京时间 " +
+        (fc.hour_label || "--:--") +
+        " 起 " +
+        grace +
+        " 分钟),暂不可开仓";
+    }
+    if (!note && rs.can_trade === false && rs.reason) {
+      note = String(rs.reason);
+    }
+    if (!note && !canTrade) {
+      note = "当前不可开仓";
+    }
+
+    if (btn) {
+      btn.disabled = !canTrade;
+      btn.classList.toggle("is-blocked", !canTrade);
+      btn.setAttribute("aria-disabled", canTrade ? "false" : "true");
+      if (!canTrade) {
+        btn.title = note || "当前不可开仓";
+      } else {
+        btn.removeAttribute("title");
+      }
+    }
+    if (noteEl) {
+      if (!canTrade && note) {
+        noteEl.hidden = false;
+        noteEl.textContent = note;
+      } else {
+        noteEl.hidden = true;
+        noteEl.textContent = "";
+      }
+    }
+  }
+
+  global.OpenSubmitGate = { apply: apply };
+})(window);

lib/common/static/options_position_cards.js

@@ -34,6 +34,61 @@
     return Number(v).toFixed(2);
   }
 
+  function posPremiumCcy(p) {
+    const ccy = String((p && p.premium_ccy) || "").trim().toUpperCase();
+    if (ccy) return ccy;
+    const mode = String((p && p.margin_mode) || "").toLowerCase();
+    const inst = String((p && p.inst_id) || "");
+    if (mode === "coin" || (inst.indexOf("-USD-") >= 0 && inst.indexOf("_UM") < 0)) {
+      return (inst.split("-")[0] || "ETH").toUpperCase() || "ETH";
+    }
+    return "USDC";
+  }
+
+  function fmtPremiumAmt(v, ccy) {
+    if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
+    const n = Number(v);
+    const unit = String(ccy || "USDC").toUpperCase();
+    if (unit === "ETH" || unit === "BTC") {
+      let s = n.toFixed(8).replace(/\.?0+$/, "");
+      return s || "0";
+    }
+    return fmtUsdc(n);
+  }
+
+  function spotPxOf(p) {
+    const n = Number(p && (p.idx_px != null ? p.idx_px : p.idxPx != null ? p.idxPx : p.index_px));
+    return Number.isFinite(n) && n > 0 ? n : null;
+  }
+
+  function fmtCoinUsdtDual(coinAmt, spotPx, ccy, signed) {
+    if (coinAmt === null || coinAmt === undefined || Number.isNaN(Number(coinAmt))) return "—";
+    const n = Number(coinAmt);
+    const unit = String(ccy || "ETH").toUpperCase();
+    if (unit !== "ETH" && unit !== "BTC") {
+      const sign = signed && n > 0 ? "+" : "";
+      return sign + fmtUsdc(n) + "U";
+    }
+    const absCoin = Math.abs(n).toFixed(8).replace(/\.?0+$/, "") || "0";
+    const coinSign = n < 0 ? "-" : signed && n > 0 ? "+" : "";
+    const coinTxt = coinSign + absCoin + " " + unit;
+    const px = Number(spotPx);
+    if (!Number.isFinite(px) || !(px > 0)) return coinTxt;
+    const u = n * px;
+    const absU = Math.abs(u).toFixed(2);
+    const uSign = u < 0 ? "-" : signed && u > 0 ? "+" : "";
+    return coinTxt + " / " + uSign + absU + "U";
+  }
+
+  function fmtNetPnlDual(net, p) {
+    const ccy = posPremiumCcy(p);
+    if (ccy === "USDC") {
+      if (net == null || Number.isNaN(Number(net))) return "—";
+      return fmtUsdc(Number(net)) + "U";
+    }
+    return fmtCoinUsdtDual(net, spotPxOf(p), ccy, true);
+  }
+
   function optTypeLabel(t) {
     return (t || "").toUpperCase() === "P" ? "看跌 Put" : "看涨 Call";
   }
@@ -96,22 +151,34 @@
     }
     const gate = preview.close_gate || {};
     if (preview.close_gate_blocked || (gate.ready === false && !gate.passed)) {
-      return "目标门控: " + (preview.close_gate_msg || gate.msg || "可回收需≥2×权利金并持续2分钟");
+      return "目标门控: " + (preview.close_gate_msg || gate.msg || "门控未过(见 env 目标平仓门控)");
     }
     return "";
   }
 
   function netPnlFromPos(p) {
     const preview = (p && p.close_preview) || {};
+    if (preview.bid_invalid) {
+      const upl = p && p.upl != null ? Number(p.upl) : NaN;
+      return Number.isFinite(upl) ? upl : null;
+    }
     if (preview.estimated_pnl != null && !Number.isNaN(Number(preview.estimated_pnl))) {
       return Number(preview.estimated_pnl);
     }
+    const covered = Number(preview.covered_sheets);
     const recv = Number(preview.total_received);
     const prem = Number(p && p.premium_paid);
-    if (preview.total_received != null && !Number.isNaN(recv) && !Number.isNaN(prem)) {
+    if (
+      preview.total_received != null &&
+      Number.isFinite(covered) &&
+      covered > 0 &&
+      !Number.isNaN(recv) &&
+      !Number.isNaN(prem)
+    ) {
       return recv - prem;
     }
-    return null;
+    const upl = p && p.upl != null ? Number(p.upl) : NaN;
+    return Number.isFinite(upl) ? upl : null;
   }
 
   function netRoiFromPos(p, net) {
@@ -124,9 +191,10 @@
     return (net / prem) * 100;
   }
 
-  function fmtClosePreview(preview, premiumPaid, hub) {
+  function fmtClosePreview(preview, premiumPaid, hub, p) {
     if (!preview || preview.total_received == null) return "—";
-    const recvTxt = fmtUsdc(preview.total_received);
+    const ccy = posPremiumCcy(p);
+    const recvTxt = fmtPremiumAmt(preview.total_received, ccy);
     let cls = "";
     const prem = Number(premiumPaid);
     const recv = Number(preview.total_received);
@@ -134,7 +202,7 @@
       if (recv > prem) cls = " " + pnlCls(1, hub);
       else if (recv < prem) cls = " " + pnlCls(-1, hub);
     }
-    return '<span class="opt-close-value' + cls + '">' + recvTxt + " USDC</span>";
+    return '<span class="opt-close-value' + cls + '">' + recvTxt + " " + ccy + "</span>";
   }
 
   function expiryCdHtml(expMs) {
@@ -147,15 +215,20 @@
     opts = opts || {};
     const hub = !!opts.hub;
     const readOnly = !!opts.readOnly;
-    const net = netPnlFromPos(p);
-    const roi = netRoiFromPos(p, net);
-    const uplCls = pnlCls(net, hub);
+    const hidePnl = !!opts.hidePnl;
+    const net = hidePnl ? null : netPnlFromPos(p);
+    const roi = hidePnl ? null : netRoiFromPos(p, net);
+    const uplCls = hidePnl ? "" : pnlCls(net, hub);
     const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
     const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
     const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
     const closePreview = p.close_preview || {};
     const tickSz = p.tick_sz;
-    const premTxt = fmtDisplay(p.premium_paid_fmt, p.premium_paid != null ? fmtUsdc(p.premium_paid) : null);
+    const premCcy = posPremiumCcy(p);
+    const premTxt = fmtDisplay(
+      p.premium_paid_fmt,
+      p.premium_paid != null ? fmtPremiumAmt(p.premium_paid, premCcy) : null
+    );
     const avgTxt = p.avg_px != null ? fmtOptionPx(p.avg_px, tickSz) : fmtDisplay(p.avg_px_fmt);
     const markTxt = p.mark_px != null ? fmtOptionPx(p.mark_px, tickSz) : fmtDisplay(p.mark_px_fmt);
     let headActions = "";
@@ -166,6 +239,12 @@
         '<button type="button" class="btn-primary opt-close-btn" data-inst="' + (p.inst_id || "") + '" data-sheets="' + closeSheets + '">买一平仓</button>' +
         "</div>";
     }
+    const pnlCells = hidePnl
+      ? ""
+      : '<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
+        (net == null ? "—" : fmtNetPnlDual(net, p)) + "</span></div>" +
+        '<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
+        (roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>";
     return (
       '<div class="pos-card-head">' +
       '<div class="pos-card-symbol"><strong>' + (p.inst_id || "") + "</strong>" +
@@ -183,21 +262,18 @@
         : "") +
       "</div>" +
       '<div class="pos-grid">' +
-      '<div class="pos-cell"><span class="pos-label">权利金</span><span class="pos-value">' + premTxt + " USDC</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">权利金</span><span class="pos-value">' + premTxt + " " + premCcy + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">开仓均价</span><span class="pos-value">' + avgTxt + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">标记价</span><span class="pos-value">' + markTxt + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
-      '<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
-      (closePreview.bid_invalid || net == null ? "—" : fmt(net, 2)) + "</span></div>" +
-      '<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
-      (closePreview.bid_invalid || roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
+      pnlCells +
       '<div class="pos-cell opt-pos-cell--depth"><span class="pos-label">买盘深度</span><span class="pos-value opt-bid-plain">' + fmtCloseLevels(closePreview, tickSz) + "</span></div>" +
       '<div class="pos-cell opt-pos-cell--close"><span class="pos-label">按买盘回收</span><span class="pos-value">' +
       (closePreview.bid_invalid
         ? '<span class="muted">暂无有效买盘</span>'
-        : fmtClosePreview(closePreview, p.premium_paid, hub)) + "</span></div>" +
+        : fmtClosePreview(closePreview, hidePnl ? null : p.premium_paid, hub, p)) + "</span></div>" +
       "</div>" +
       (function () {
         const hint = closeGateHint(closePreview);
@@ -210,6 +286,7 @@
             const strike = Number(p.strike);
             const tgt = Number(p.target_index);
             const prem = Number(p.premium_paid);
+            const idx = Number(p.idx_px);
             let profit = null;
             let value = null;
             if (Number.isFinite(tgt) && Number.isFinite(strike) && eth > 0) {
@@ -217,19 +294,29 @@
               const intrinsic = o === "C" ? Math.max(0, tgt - strike) : o === "P" ? Math.max(0, strike - tgt) : null;
               if (intrinsic != null) {
                 value = Math.round(intrinsic * eth * 100) / 100;
-                if (Number.isFinite(prem)) profit = Math.round((value - prem) * 100) / 100;
+                if (!hidePnl && Number.isFinite(prem)) {
+                  let premUsd = prem;
+                  if (premCcy !== "USDC" && Number.isFinite(idx) && idx > 0) premUsd = prem * idx;
+                  profit = Math.round((value - premUsd) * 100) / 100;
+                }
               }
             }
-            const profitTxt = profit == null ? "—" : ((profit > 0 ? "+" : "") + fmtUsdc(profit) + " USDC");
+            const valueUnit = premCcy !== "USDC" ? " U(估)" : " USDC";
+            const profitTxt = profit == null
+              ? "—"
+              : ((profit > 0 ? "+" : "") + fmtUsdc(profit) + (premCcy !== "USDC" ? " U(估)" : " USDC"));
             const profitCls = profit > 0 ? " pnl-pos" : profit < 0 ? " pnl-neg" : "";
             const hedgeTarget = p.hedge_plan_target || null;
             const managed = hedgeTarget && hedgeTarget.managed_by === "hedge_plan";
+            const profitSpan = hidePnl
+              ? ""
+              : '<span class="pos-value' + profitCls + '">预估盈利 ' + profitTxt + "</span>";
             return (
               '<div class="opt-target-row opt-target-row--ro' + (managed ? " opt-target-row--managed" : "") + '">' +
               '<span class="opt-target-row-label">' + (managed ? "对冲计划 #" + hedgeTarget.plan_id : "委托") + "</span>" +
               '<span class="pos-value">目标 ' + fmt(p.target_index, 1) + "</span>" +
-              '<span class="pos-value">价值 ' + (value == null ? "—" : fmtUsdc(value) + " USDC") + "</span>" +
-              '<span class="pos-value' + profitCls + '">预估盈利 ' + profitTxt + "</span>" +
+              '<span class="pos-value">价值 ' + (value == null ? "—" : fmtUsdc(value) + valueUnit) + "</span>" +
+              profitSpan +
               '<span class="muted opt-target-row-hint">' +
               (managed ? "进行中 · 由对冲计划监控，到位后仅平盈利腿" : "监控中 · 到位按买一限价平") +
               "</span></div>"

lib/common/static/options_review.js

@@ -49,7 +49,7 @@
     if (v == null || v === "") return "—";
     var n = Number(v);
     if (Number.isNaN(n)) return "—";
-    return (n >= 0 ? "+" : "") + n.toFixed(2);
+    return (n >= 0 ? "+" : "") + n.toFixed(2) + "U";
   }
 
   function fmtHold(sec) {
@@ -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",
-      oo_rest_closed: "期期全平·两腿已平",
+      profit_rr_win_leg: "期期盈亏比达标·平盈利腿",
+      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",
@@ -248,8 +249,22 @@
     return "持平";
   }
 
+  function tradeModeFromDom() {
+    var tabs = document.querySelector(".or-tabs");
+    return (tabs && tabs.getAttribute("data-okx-trade-mode")) || "options";
+  }
+
+  function defaultSourceForMode(mode) {
+    if (mode === "options_options") return "options_options";
+    if (mode === "perp_options") return "perp_options";
+    return "option_spot";
+  }
+
   function setActiveTab(source) {
-    activeSource = source || "option_spot";
+    var mode = tradeModeFromDom();
+    var allowed = defaultSourceForMode(mode);
+    activeSource = source || allowed;
+    if (activeSource !== allowed) activeSource = allowed;
     tradesPage = 0;
     reviewedPage = 0;
     document.querySelectorAll(".or-tab").forEach(function (btn) {
@@ -1312,7 +1327,7 @@
     hideJournalForm();
     hideDetail();
     hardenSearchAutofill();
-    setActiveTab("option_spot");
+    setActiveTab(defaultSourceForMode(tradeModeFromDom()));
   }
 
   function hardenSearchAutofill() {

lib/common/static/options_settings.js

@@ -6,7 +6,6 @@
 
   const SWAP_BTNS = ["opt-set-swap-btn", "opt-set-swap-all-btn"];
   const INT_BTNS = ["opt-set-int-btn", "opt-set-int-all-btn"];
-  const CROSS_BTNS = ["opt-set-cross-btn", "opt-set-cross-all-btn"];
 
   async function apiJson(url, opts) {
     const r = await fetch(url, Object.assign({ credentials: "same-origin" }, opts || {}));
@@ -269,80 +268,6 @@
     });
   }
 
-  async function submitCrossTransfer(amount) {
-    setButtonsBusy(CROSS_BTNS, true, "划转中…");
-    setMsg("opt-set-cross-msg", "划转中…", false);
-    try {
-      const d = await apiJson("/api/options/cross-transfer", {
-        method: "POST",
-        headers: { "Content-Type": "application/json" },
-        body: JSON.stringify({
-          ccy: document.getElementById("opt-set-cross-ccy").value,
-          amount: amount,
-          from_account: document.getElementById("opt-set-cross-from").value,
-          to_account: document.getElementById("opt-set-cross-to").value,
-          direction: document.getElementById("opt-set-cross-dir").value,
-        }),
-      });
-      if (d.ok) {
-        setMsg("opt-set-cross-msg", "划转成功", false);
-        refreshFundsAfterMutation();
-      } else {
-        setMsg("opt-set-cross-msg", "划转失败：" + (d.msg || "未知错误"), true);
-      }
-      return d;
-    } catch (e) {
-      setMsg("opt-set-cross-msg", "划转失败：" + (e.message || "网络错误"), true);
-      return { ok: false };
-    } finally {
-      setButtonsBusy(CROSS_BTNS, false);
-    }
-  }
-
-  const crossBtn = document.getElementById("opt-set-cross-btn");
-  if (crossBtn) {
-    crossBtn.addEventListener("click", async function () {
-      const amount = parseFloat(document.getElementById("opt-set-cross-amount").value);
-      if (!amount || amount <= 0) {
-        setMsg("opt-set-cross-msg", "请输入有效数量", true);
-        return;
-      }
-      await submitCrossTransfer(amount);
-    });
-  }
-
-  const crossAllBtn = document.getElementById("opt-set-cross-all-btn");
-  if (crossAllBtn) {
-    crossAllBtn.addEventListener("click", async function () {
-      try {
-        const ccy = document.getElementById("opt-set-cross-ccy").value;
-        const from = document.getElementById("opt-set-cross-from").value;
-        const to = document.getElementById("opt-set-cross-to").value;
-        const direction = document.getElementById("opt-set-cross-dir").value;
-        const scope = direction === "sub_to_main" ? "sub" : "main";
-        const sideLabel = direction === "sub_to_main" ? "子账户" : "主账户";
-        const amount = await resolveMaxAmount(from, ccy, scope);
-        if (!amount) {
-          setMsg("opt-set-cross-msg", sideLabel + "划出账户可用余额不足", true);
-          return;
-        }
-        const msg =
-          "确认全部划转？\n\n" +
-          "方向：" + (direction === "main_to_sub" ? "主 → 子" : "子 → 主") + "\n" +
-          "币种：" + ccy + "\n" +
-          "划出：" + sideLabel + " · " + accountLabel(from) + "\n" +
-          "划入：" + (direction === "main_to_sub" ? "子账户" : "主账户") + " · " + accountLabel(to) + "\n" +
-          "金额：" + fmtAmt(amount, ccy) + "\n\n" +
-          "将划转该账户全部可用余额。";
-        if (!confirmOk(msg)) return;
-        document.getElementById("opt-set-cross-amount").value = String(amount);
-        await submitCrossTransfer(amount);
-      } catch (e) {
-        setMsg("opt-set-cross-msg", "划转失败：" + (e.message || "余额拉取失败"), true);
-      }
-    });
-  }
-
   function hardenAmountAutofill(ids) {
     ids.forEach(function (id) {
       const el = document.getElementById(id);
@@ -366,7 +291,7 @@
   }
 
   // 全部划转/兑换前去掉 readonly,避免写不进数量
-  ["opt-set-swap-all-btn", "opt-set-int-all-btn", "opt-set-cross-all-btn"].forEach(function (btnId) {
+  ["opt-set-swap-all-btn", "opt-set-int-all-btn"].forEach(function (btnId) {
     const btn = document.getElementById(btnId);
     if (!btn) return;
     btn.addEventListener(
@@ -375,7 +300,6 @@
         const map = {
           "opt-set-swap-all-btn": "opt-set-swap-amount",
           "opt-set-int-all-btn": "opt-set-int-amount",
-          "opt-set-cross-all-btn": "opt-set-cross-amount",
         };
         const input = document.getElementById(map[btnId]);
         if (input) input.removeAttribute("readonly");
@@ -384,5 +308,5 @@
     );
   });
 
-  hardenAmountAutofill(["opt-set-swap-amount", "opt-set-int-amount", "opt-set-cross-amount"]);
+  hardenAmountAutofill(["opt-set-swap-amount", "opt-set-int-amount"]);
 })();

lib/env/env_schema.py

@@ -58,6 +58,7 @@ HOT_RELOAD_EXACT = frozenset({
     "RISK_COOLING_HOURS_MANUAL",
     "RISK_COOLING_HOURS_MANUAL_JOURNAL",
     "RISK_MANUAL_CLOSE_DAILY_LIMIT",
+    "RISK_DAILY_LOSS_LIMIT",
     "RISK_MOOD_ISSUES_DAILY_FREEZE",
     "KEY_AUTO_ORDER_ENABLED",
     "TRADE_DIRECTION_RESTRICT_ENABLED",
@@ -69,9 +70,13 @@ HOT_RELOAD_EXACT = frozenset({
     "MONITOR_POLL_SECONDS",
     "AUTO_TRANSFER_ENABLED",
     "AUTO_TRANSFER_AMOUNT",
+    "AUTO_TRANSFER_FROM",
+    "AUTO_TRANSFER_TO",
     "AUTO_TRANSFER_BJ_HOUR",
+    "TRANSFER_CCY",
     "FORCE_CLOSE_ENABLED",
     "FORCE_CLOSE_BJ_HOUR",
+    "FORCE_CLOSE_GRACE_MINUTES",
     "BTC_LEVERAGE",
     "ALT_LEVERAGE",
     "DAILY_START_CAPITAL",
@@ -85,8 +90,25 @@ HOT_RELOAD_EXACT = frozenset({
     "HEDGE_PLAN_ENABLED",
     "HEDGE_PLAN_SHOW_PERP_OPTIONS",
     "HEDGE_PLAN_SHOW_OPTIONS_OPTIONS",
+    "OKX_SHOW_PERP_FUNDS",
     "OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
+    "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_OPTIONS_COIN_COMPOUND",
+    "OKX_OPTIONS_COIN_BUDGET_USDT",
+    "OKX_OPTIONS_COIN_MAX_USDT_ENABLED",
+    "OKX_OPTIONS_COIN_MAX_USDT",
+    "OKX_OPTIONS_COIN_SPOT_BUY_BUFFER",
+    "OKX_TRADE_MODE",
+    "MAX_ACTIVE_HEDGE_PLANS",
     "HEDGE_PLAN_LIVE_ORDER",
+    "HEDGE_PLAN_OPTION_PRIMARY",
     "HEDGE_PLAN_OPEN_ORDER",
     "HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS",
     "HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS",
@@ -125,16 +147,45 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
         ("long_only", "仅做多"),
         ("short_only", "仅做空"),
     ),
+    "AUTO_TRANSFER_FROM": (
+        ("funding", "funding 资金账户"),
+        ("swap", "swap 交易账户"),
+        ("spot", "spot 现货"),
+    ),
+    "AUTO_TRANSFER_TO": (
+        ("swap", "swap 交易账户"),
+        ("funding", "funding 资金账户"),
+        ("spot", "spot 现货"),
+    ),
+    "TRANSFER_CCY": (("USDT", "USDT"),),
     "HEDGE_PLAN_OO_BIAS_SPLIT_BY": (
         ("budget", "预算金额"),
         ("sheets", "张数"),
     ),
+    "OKX_TRADE_MODE": (
+        ("options", "单独期权"),
+        ("perp_options", "永期对冲"),
+        ("options_options", "期期对冲"),
+    ),
+    "OKX_OPTIONS_MARGIN_MODE": (
+        ("coin", "币本位(USDT买币桥)"),
+        ("usdc", "USDC(USDⓈ权利金)"),
+    ),
+    "OKX_OPTIONS_CLOSE_GATE_MODE": (
+        ("premium", "权利金×倍数"),
+        ("net_pnl", "净盈亏(U)阈值"),
+    ),
+    "HEDGE_PLAN_OPTION_PRIMARY": (
+        ("true", "以期权为主"),
+        ("false", "保险模式"),
+    ),
 }
 
 _SELECT_ALIASES: dict[str, dict[str, str]] = {
     "OKX_TD_MODE": {"cross_margin": "cross", "isolated_margin": "isolated"},
     "BINANCE_MARGIN_MODE": {"cross_margin": "cross", "isolated_margin": "isolated"},
     "GATE_TD_MODE": {"cross_margin": "cross", "isolated_margin": "isolated"},
+    "TRANSFER_CCY": {"usdt": "USDT"},
 }
 
 
@@ -158,10 +209,13 @@ def normalize_select_value(key: str, value: Optional[str]) -> str:
     if low in aliases:
         return aliases[low]
     allowed = {v for v, _ in (SELECT_OPTIONS.get(key) or ())}
+    allowed_by_lower = {v.lower(): v for v in allowed}
     if low in allowed:
         return low
     if raw in allowed:
         return raw
+    if low in allowed_by_lower:
+        return allowed_by_lower[low]
     return raw
 
 
@@ -187,7 +241,11 @@ def _field_type(key: str, value: str) -> str:
     low = (value or "").strip().lower()
     if low in ("true", "false"):
         return "bool"
-    if key.endswith("_ENABLED") or key.startswith("RISK_MOOD_"):
+    if key.endswith("_ENABLED") or key.startswith("RISK_MOOD_") or key in (
+        "OKX_SHOW_PERP_FUNDS",
+        "HEDGE_PLAN_SHOW_PERP_OPTIONS",
+        "HEDGE_PLAN_SHOW_OPTIONS_OPTIONS",
+    ):
         return "bool"
     try:
         if "." in low:

lib/env/env_ui_manifest.py

@@ -19,27 +19,25 @@ from lib.env.env_schema import (
 # 各所「交易所与实盘」字段(顺序即页面顺序)
 _EXCHANGE_LIVE_FIELDS: dict[str, list[tuple[str, str, str]]] = {
     "okx": [
-        ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程,不向交易所发单"),
-        ("OKX_API_KEY", "API Key", "永续子账户"),
-        ("OKX_API_SECRET", "API Secret", "永续子账户"),
-        ("OKX_API_PASSPHRASE", "API Passphrase", "OKX 必填"),
+        ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程;API Key 请在服务器实例目录 .env 配置后重启"),
         ("OKX_TD_MODE", "保证金模式", ""),
         ("OKX_POS_MODE", "持仓模式", ""),
         ("OKX_POSITION_INST_TYPE", "仓位查询类型", "如 SWAP"),
         ("OKX_ACCOUNT_LABEL", "账户备注", "企业微信推送中显示"),
+        (
+            "OKX_SHOW_PERP_FUNDS",
+            "显示永续资金",
+            "默认开启;关闭后顶栏隐藏 USDT 资金账户与交易账户,总资金仅计期权 USDC 侧",
+        ),
     ],
     "binance": [
-        ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程,不向交易所发单"),
-        ("BINANCE_API_KEY", "API Key", "永续子账户"),
-        ("BINANCE_API_SECRET", "API Secret", "永续子账户"),
+        ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程;API Key 请在服务器实例目录 .env 配置后重启"),
         ("BINANCE_MARGIN_MODE", "保证金模式", ""),
         ("BINANCE_POSITION_MODE", "持仓模式", ""),
         ("BINANCE_ACCOUNT_LABEL", "账户备注", "企业微信推送中显示"),
     ],
     "gate": [
-        ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程,不向交易所发单"),
-        ("GATE_API_KEY", "API Key", "永续子账户"),
-        ("GATE_API_SECRET", "API Secret", "永续子账户"),
+        ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程;API Key 请在服务器实例目录 .env 配置后重启"),
         ("GATE_TD_MODE", "保证金模式", ""),
         ("GATE_POS_MODE", "持仓模式", ""),
         ("GATE_ACCOUNT_LABEL", "账户备注", "企业微信推送中显示"),
@@ -78,6 +76,7 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
             ("KEY_AUTO_MIN_PLANNED_RR", "关键位最低盈亏比", "自动单计划 RR 须严格大于该值,默认 1.5"),
             ("FORCE_CLOSE_ENABLED", "强制清仓开关", ""),
             ("FORCE_CLOSE_BJ_HOUR", "强制清仓整点(北京)", ""),
+            ("FORCE_CLOSE_GRACE_MINUTES", "强制清仓窗口(分钟)", "默认 5;整点起该分钟内执行并禁止开仓"),
         ],
     },
     {
@@ -94,6 +93,7 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
             ("RISK_COOLING_HOURS_MANUAL", "手动平仓冷静(小时)", ""),
             ("RISK_COOLING_HOURS_MANUAL_JOURNAL", "复盘情绪冷静(小时)", ""),
             ("RISK_MANUAL_CLOSE_DAILY_LIMIT", "日手动平仓次数上限", ""),
+            ("RISK_DAILY_LOSS_LIMIT", "日亏损次数上限", "默认2;达限当日冻结开仓;0=不因亏损次数冻结"),
             ("RISK_MOOD_ISSUES_DAILY_FREEZE", "情绪标签日冻结", ""),
         ],
     },
@@ -102,10 +102,10 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
         "fields": [
             ("AUTO_TRANSFER_ENABLED", "启用自动划转", ""),
             ("AUTO_TRANSFER_AMOUNT", "目标余额(U)", "交易账户目标 USDT"),
-            ("AUTO_TRANSFER_FROM", "划出账户", "funding 或 swap"),
-            ("AUTO_TRANSFER_TO", "划入账户", "swap 或 funding"),
+            ("AUTO_TRANSFER_FROM", "划出账户", "余额不足时从此账户划入交易账户"),
+            ("AUTO_TRANSFER_TO", "划入账户", "目标余额所在账户,一般为 swap"),
             ("AUTO_TRANSFER_BJ_HOUR", "执行整点(北京时间)", ""),
-            ("TRANSFER_CCY", "划转币种", "默认 USDT"),
+            ("TRANSFER_CCY", "划转币种", ""),
         ],
     },
     {
@@ -118,75 +118,212 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
     },
 ]
 
+_MODE_SECTION: dict[str, Any] = {
+    "title": "期权/对冲模式",
+    "exchanges": frozenset({"okx"}),
+    "fields": [
+        (
+            "OKX_TRADE_MODE",
+            "交易模式",
+            "三选一:单独期权 / 永期对冲 / 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",
+        ),
+    ],
+}
+
 _OPTIONS_SECTION: dict[str, Any] = {
     "title": "期权账户",
     "exchanges": frozenset({"okx"}),
     "fields": [
-        ("OKX_OPTIONS_ENABLED", "启用期权模块", ""),
-        ("OKX_OPTIONS_API_KEY", "期权 API Key", "主账户,与永续子账户分离"),
-        ("OKX_OPTIONS_API_SECRET", "期权 API Secret", ""),
-        ("OKX_OPTIONS_API_PASSPHRASE", "期权 API Passphrase", ""),
+        ("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_MARGIN_MODE",
+            "单笔期权本位",
+            "usdc=USDⓈ权利金;coin=币本位+USDT买币桥(默认)。有持仓/半成品桥时勿切换;改后需重启",
+        ),
+        (
+            "OKX_OPTIONS_TRADE_BUDGET_USDC",
+            "单笔预算(USDC)",
+            "仅 USDC 模式且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;USDC 打满/全仓复利与币本位复利共用"),
+        (
+            "OKX_OPTIONS_COIN_COMPOUND",
+            "币本位按交易户USDT复利",
+            "默认 true;预算=交易账户USDT×缓冲;关闭则用下方固定 USDT 预算×缓冲",
+        ),
+        (
+            "OKX_OPTIONS_COIN_BUDGET_USDT",
+            "币本位固定预算(USDT)",
+            "仅币本位且复利关闭时生效",
+        ),
+        (
+            "OKX_OPTIONS_COIN_MAX_USDT_ENABLED",
+            "币本位单笔上限开关",
+            "默认 false=靠人工转走控规模;true 时预算不超过下方 N U",
+        ),
+        (
+            "OKX_OPTIONS_COIN_MAX_USDT",
+            "币本位单笔上限(USDT)",
+            "仅上限开关开启时生效",
+        ),
+        (
+            "OKX_OPTIONS_COIN_SPOT_BUY_BUFFER",
+            "币本位现货买入缓冲",
+            "相对权利金倍数,默认 1.10(=多买10%);也可写 0.10 表示+10%。按最大可开张数×卖一权利金×本缓冲买币,不全额兑换",
+        ),
+        (
+            "OKX_OPTIONS_COMPOUND_FULL_ENABLED",
+            "全仓复利开关",
+            "默认 true;仅 USDC 模式。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)",
+            "仅「单独期权」模式生效;默认 0=不限制;按交易所期权合约笔数计数,同合约加仓不占新笔数",
+        ),
         ("OKX_OPTIONS_DEFAULT_UNDERLY", "默认标的", "如 ETH"),
+        (
+            "OKX_OPTIONS_CHAIN_MAX_DTE_DAYS",
+            "期权链展示天数",
+            "默认 14;下拉到期日只出现该天数内的合约(含明天)",
+        ),
+        (
+            "OKX_OPTIONS_MAX_DTE_DAYS",
+            "开仓最大剩余天数",
+            "默认 2;单独开期权时拒绝更远到期(与链展示天数独立)",
+        ),
         (
             "OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
             "链上仅显示有卖一",
             "默认 true;开启后隐藏无卖一深度或深度不足1张的合约(含标记价估算行)",
         ),
+        (
+            "OKX_OPTIONS_CLOSE_GATE_MODE",
+            "目标平仓门控模式",
+            "premium=可回收(U)≥权利金(U)×倍数;net_pnl=净盈亏(U)大于阈值。币本位按指数换算为U",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_RECYCLE_MULT",
+            "门控权利金倍数(全局)",
+            "可选;填写则覆盖下方分本位默认值",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
+            "门控权利金倍数(币本位)",
+            "默认 1.05;premium 模式下 recyclable(U)≥premium(U)×本值",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC",
+            "门控权利金倍数(USDC)",
+            "默认 2;premium 模式下 recyclable(U)≥premium(U)×本值",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_NET_PNL_MIN_U",
+            "门控净盈亏下限(U)",
+            "net_pnl 模式;净盈亏(估)须大于本值,如 0 或 1",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_HOLD_SECONDS",
+            "门控持续秒数",
+            "达标后须持续本秒数才通过,默认 120",
+        ),
     ],
 }
 
+# 对冲公共字段(不含已由 OKX_TRADE_MODE 取代的 ENABLED/SHOW/MUTUAL)
+_HEDGE_COMMON_FIELDS: list[tuple[str, str, str]] = [
+    ("HEDGE_PLAN_LIVE_ORDER", "允许对冲真实下单", "再与实盘 LIVE_TRADING_ENABLED 同开才可启动"),
+    (
+        "MAX_ACTIVE_HEDGE_PLANS",
+        "对冲组数上限",
+        "默认 1;同时进行中的对冲计划组数(opening/active/partial),可改",
+    ),
+    ("HEDGE_PLAN_MONITOR_POLL_SECONDS", "对冲监控轮询(秒)", "默认 15"),
+    (
+        "HEDGE_PLAN_BUDGET_BUFFER",
+        "对冲预算缓冲比例",
+        "默认 0.95;仅对冲计划;与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立",
+    ),
+    (
+        "HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
+        "半腿失败改手动补开",
+        "默认 true;开启时半腿失败不自动平,计划挂 partial,页面可补开;并强制关闭下方自动平",
+    ),
+    (
+        "HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION",
+        "半腿失败时自动平期权",
+        "默认 true;若上方「半腿失败改手动补开」开启则本项强制无效",
+    ),
+]
+
+_HEDGE_PO_FIELDS: list[tuple[str, str, str]] = [
+    (
+        "HEDGE_PLAN_OPTION_PRIMARY",
+        "永期模式(以期权为主/保险)",
+        "默认 true=以期权为主;false=保险模式;页面标题前显示标识,不可在页内切换",
+    ),
+    ("HEDGE_PLAN_OPEN_ORDER", "永期开仓顺序", "options_first 或 perp_first"),
+    ("HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS", "永期止损后强制平期权", "保护机制,建议保持 true"),
+    ("HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS", "永期止盈后强制平期权", "默认 false,保险腿不平"),
+    (
+        "HEDGE_PLAN_ITM_MAX_DIST_USD",
+        "永期实值最大深度(U)",
+        "默认空=沿用 OKX_OPTIONS_ITM_MAX_DIST_USD(常 30);0=不限制",
+    ),
+    (
+        "HEDGE_PLAN_MIN_OPTION_HOURS",
+        "对冲期权最低剩余小时",
+        "默认 8;测算/启动时若传 hours_to_expiry 则校验",
+    ),
+    (
+        "HEDGE_PLAN_MIN_OPTION_LEVERAGE",
+        "对冲期权最低杠杆(S/ask)",
+        "默认 0=不启用;>0 时拒绝杠杆过低的保险腿",
+    ),
+]
+
+_HEDGE_OO_FIELDS: list[tuple[str, str, str]] = [
+    ("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", "期期只平盈利腿", "达目标价只平盈利方"),
+    (
+        "HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
+        "期期平仓模式(方案C)",
+        "默认 true;开启后页面可选「到期平/全平」;关闭则固定到期平",
+    ),
+    (
+        "HEDGE_PLAN_OO_BIAS_SPLIT_BY",
+        "期期做多做空拆分口径",
+        "默认预算金额;budget=按权利金预算分两腿;sheets=先算同张数再按比例拆",
+    ),
+    (
+        "HEDGE_PLAN_OO_BIAS_RATIO",
+        "期期做多做空主腿占比",
+        "默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
+    ),
+]
+
+# 兼容旧测试/全量字段列表(写 env 时仍允许这些键,但 UI 按模式过滤)
 _HEDGE_PLAN_SECTION: dict[str, Any] = {
     "title": "对冲计划",
     "exchanges": frozenset({"okx"}),
     "fields": [
-        ("HEDGE_PLAN_ENABLED", "启用对冲计划", "关闭则隐藏导航且不可开仓"),
-        ("HEDGE_PLAN_SHOW_PERP_OPTIONS", "显示永期对冲", "默认 true;关闭后隐藏永期 Tab,不可测算/开仓"),
-        ("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "显示期期对冲", "默认 true;关闭后隐藏期期 Tab,不可测算/开仓"),
-        ("HEDGE_PLAN_LIVE_ORDER", "允许对冲真实下单", "再与实盘 LIVE_TRADING_ENABLED 同开才可启动永期"),
-        ("HEDGE_PLAN_OPEN_ORDER", "永期开仓顺序", "options_first 或 perp_first"),
-        ("HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS", "永期止损后强制平期权", "保护机制,建议保持 true"),
-        ("HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS", "永期止盈后强制平期权", "默认 false,保险腿不平"),
-        ("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", "期期只平盈利腿", "达目标价只平盈利方"),
-        (
-            "HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
-            "期期平仓模式(方案C)",
-            "默认 true;开启后页面可选「到期平/全平」(盈利腿平后另一腿);关闭则固定到期平",
-        ),
-        (
-            "HEDGE_PLAN_OO_BIAS_SPLIT_BY",
-            "期期做多做空拆分口径",
-            "默认预算金额;budget=按权利金预算按比例分两腿;sheets=先算同张数总张数(2n)再按比例拆",
-        ),
-        (
-            "HEDGE_PLAN_OO_BIAS_RATIO",
-            "期期做多做空主腿占比",
-            "默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
-        ),
-        (
-            "HEDGE_PLAN_BUDGET_BUFFER",
-            "对冲预算缓冲比例",
-            "默认 0.95;仅对冲计划(期期可用预算=交易户×本比例);与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立",
-        ),
-        (
-            "HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
-            "对冲与期权互斥门控",
-            "默认 true;开启时:有对冲计划则不可单独开期权,有单独期权则不可启动对冲;关闭后两边可同时开",
-        ),
-        (
-            "HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
-            "半腿失败改手动补开",
-            "默认 true;开启时半腿失败不自动平,计划挂 partial,页面可补开永续/腿B;并强制关闭下方自动平",
-        ),
-        ("MAX_ACTIVE_HEDGE_PLANS", "最大同时活跃计划数", "建议 1"),
-        ("HEDGE_PLAN_MONITOR_POLL_SECONDS", "对冲监控轮询(秒)", "默认 15"),
-        (
-            "HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION",
-            "半腿失败时自动平期权",
-            "默认 true;若上方「半腿失败改手动补开」开启则本项强制无效(不会自动平)",
-        ),
+        ("HEDGE_PLAN_ENABLED", "启用对冲计划", "已由「交易模式」取代,一般无需再改"),
+        ("HEDGE_PLAN_SHOW_PERP_OPTIONS", "显示永期对冲", "已由「交易模式」取代"),
+        ("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "显示期期对冲", "已由「交易模式」取代"),
+        ("HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE", "对冲与期权互斥门控", "已由「交易模式」三选一取代"),
+        *_HEDGE_COMMON_FIELDS,
+        *_HEDGE_PO_FIELDS,
+        *_HEDGE_OO_FIELDS,
     ],
 }
 
@@ -197,22 +334,53 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
     "RISK_COOLING_HOURS_MANUAL": "4",
     "RISK_COOLING_HOURS_MANUAL_JOURNAL": "1",
     "RISK_MANUAL_CLOSE_DAILY_LIMIT": "2",
+    "RISK_DAILY_LOSS_LIMIT": "2",
     "RISK_MOOD_ISSUES_DAILY_FREEZE": "true",
+    "AUTO_TRANSFER_FROM": "funding",
+    "AUTO_TRANSFER_TO": "swap",
+    "TRANSFER_CCY": "USDT",
     "HEDGE_PLAN_SHOW_PERP_OPTIONS": "true",
     "HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "true",
+    "OKX_SHOW_PERP_FUNDS": "true",
     "OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED": "true",
+    "OKX_OPTIONS_CHAIN_MAX_DTE_DAYS": "14",
+    "OKX_OPTIONS_MAX_DTE_DAYS": "2",
+    "OKX_OPTIONS_MAX_ACTIVE_POSITIONS": "0",
+    "OKX_TRADE_MODE": "options",
+    "MAX_ACTIVE_HEDGE_PLANS": "1",
     "HEDGE_PLAN_OO_CLOSE_MODE_ENABLED": "true",
     "HEDGE_PLAN_OO_BIAS_SPLIT_BY": "budget",
     "HEDGE_PLAN_OO_BIAS_RATIO": "0.7",
     "HEDGE_PLAN_BUDGET_BUFFER": "0.95",
+    "HEDGE_PLAN_OPTION_PRIMARY": "true",
     "HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE": "true",
     "HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL": "true",
+    "OKX_OPTIONS_CLOSE_GATE_MODE": "premium",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN": "1.05",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC": "2",
+    "OKX_OPTIONS_CLOSE_NET_PNL_MIN_U": "0",
+    "OKX_OPTIONS_CLOSE_HOLD_SECONDS": "120",
 }
 
 
 def _effective_env_value(key: str, file_values: dict[str, str], schema_default: str = "") -> str:
+    if key == "OKX_TRADE_MODE":
+        # 展示值必须与运行时 get_okx_trade_mode() 一致,避免未写入时默认 options 静默改模式
+        file_val = str(file_values.get(key) or "").strip() if key in file_values else ""
+        if file_val:
+            from lib.hedge_plan.okx_trade_mode_lib import normalize_okx_trade_mode
+
+            return normalize_okx_trade_mode(file_val) or file_val
+        try:
+            from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
+
+            return get_okx_trade_mode()
+        except Exception:
+            pass
     if key in file_values:
-        return file_values[key]
+        file_val = str(file_values.get(key) or "").strip()
+        if file_val:
+            return file_val
     runtime = os.getenv(key)
     if runtime is not None and str(runtime).strip() != "":
         return str(runtime).strip()
@@ -280,24 +448,69 @@ def _build_field(
     return out
 
 
-def ui_sections_for_exchange(exchange_key: str) -> list[dict[str, Any]]:
+def _okx_mode_for_env_ui() -> str:
+    try:
+        from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
+
+        return get_okx_trade_mode()
+    except Exception:
+        return "options"
+
+
+def _options_fields_for_mode(mode: str) -> list[tuple[str, str, str]]:
+    fields = list(_OPTIONS_SECTION["fields"])
+    if mode != "options":
+        fields = [f for f in fields if f[0] != "OKX_OPTIONS_MAX_ACTIVE_POSITIONS"]
+    return fields
+
+
+def _hedge_fields_for_mode(mode: str) -> list[tuple[str, str, str]]:
+    if mode == "perp_options":
+        return [*_HEDGE_COMMON_FIELDS, *_HEDGE_PO_FIELDS]
+    if mode == "options_options":
+        return [*_HEDGE_COMMON_FIELDS, *_HEDGE_OO_FIELDS]
+    return []
+
+
+def ui_sections_for_exchange(
+    exchange_key: str,
+    *,
+    mode: str | None = None,
+) -> list[dict[str, Any]]:
     ex = (exchange_key or "").strip().lower()
     sections: list[dict[str, Any]] = []
     live_fields = _EXCHANGE_LIVE_FIELDS.get(ex, _EXCHANGE_LIVE_FIELDS["okx"])
     sections.append({"title": "交易所与实盘", "fields": live_fields})
     sections.extend(_SHARED_SECTIONS)
-    if ex in _OPTIONS_SECTION.get("exchanges", frozenset()):
-        sections.append(_OPTIONS_SECTION)
-    if ex in _HEDGE_PLAN_SECTION.get("exchanges", frozenset()):
-        sections.append(_HEDGE_PLAN_SECTION)
+    if ex in _MODE_SECTION.get("exchanges", frozenset()):
+        from lib.hedge_plan.okx_trade_mode_lib import normalize_okx_trade_mode
+
+        m = normalize_okx_trade_mode(mode) if mode else ""
+        if not m:
+            m = _okx_mode_for_env_ui()
+        sections.append(_MODE_SECTION)
+        sections.append({"title": "期权账户", "fields": _options_fields_for_mode(m)})
+        hedge_fields = _hedge_fields_for_mode(m)
+        if hedge_fields:
+            title = "对冲计划·永期" if m == "perp_options" else "对冲计划·期期"
+            sections.append({"title": title, "fields": hedge_fields})
     return sections
 
 
 def ui_allowed_keys(exchange_key: str) -> frozenset[str]:
+    """可写键=当前模式可见字段 + 模式切换键 + 遗留对冲开关(兼容旧脚本写入)."""
     keys: set[str] = set()
     for sec in ui_sections_for_exchange(exchange_key):
         for item in sec["fields"]:
             keys.add(item[0])
+    ex = (exchange_key or "").strip().lower()
+    if ex == "okx":
+        keys.add("OKX_TRADE_MODE")
+        # 允许写入遗留键,避免旧自动化/手改失败;页面不再展示
+        for item in _HEDGE_PLAN_SECTION["fields"]:
+            keys.add(item[0])
+        for item in _OPTIONS_SECTION["fields"]:
+            keys.add(item[0])
     return frozenset(keys)
 
 
@@ -310,11 +523,14 @@ def build_env_ui_payload(
     env_lines = read_env_lines(env_path)
     values = env_get_all(env_lines)
     groups: list[dict[str, Any]] = []
-    for sec in ui_sections_for_exchange(exchange_key):
+    for sec in ui_sections_for_exchange(
+        exchange_key, mode=values.get("OKX_TRADE_MODE") or ""
+    ):
         fields = [
             _build_field(key, label, note, schema, values)
             for key, label, note in sec["fields"]
         ]
+        fields = _mark_options_env_field_visibility(fields)
         groups.append({
             "title": sec["title"],
             "fields": fields,
@@ -323,6 +539,40 @@ def build_env_ui_payload(
     return groups
 
 
+def _mark_options_env_field_visibility(fields: list[dict[str, Any]]) -> list[dict[str, Any]]:
+    """按本位/全仓复利隐藏无关项(供 SSR/前端;切换开关仍可再显示)."""
+    compound_on = True
+    margin_mode = "coin"
+    for f in fields:
+        key = f.get("key")
+        cur = str(f.get("current") or f.get("default") or "").strip()
+        if key == "OKX_OPTIONS_COMPOUND_FULL_ENABLED":
+            compound_on = _env_truthy(cur or "true")
+        elif key == "OKX_OPTIONS_MARGIN_MODE":
+            margin_mode = (cur or "coin").lower()
+            if margin_mode not in ("coin", "usdc"):
+                margin_mode = "coin"
+    out: list[dict[str, Any]] = []
+    for f in fields:
+        item = dict(f)
+        key = item.get("key")
+        hide = False
+        if key == "OKX_OPTIONS_TRADE_BUDGET_USDC" and compound_on:
+            hide = True
+        if key == "OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC" and margin_mode == "coin":
+            hide = True
+        if key == "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN" and margin_mode == "usdc":
+            hide = True
+        if hide:
+            item["hidden"] = True
+        out.append(item)
+    return out
+
+
+def _mark_compound_budget_hidden(fields: list[dict[str, Any]]) -> list[dict[str, Any]]:
+    """兼容旧调用名;实际走 _mark_options_env_field_visibility."""
+    return _mark_options_env_field_visibility(fields)
+
 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/api_credentials_lib.py

@@ -0,0 +1,94 @@
+"""交易所 API 凭证规范化.
+
+新机 .env 密钥应为空;示例占位符不得注入 ccxt,否则鉴权失败且
+(尤其 Gate)反复签名请求易触发 IP 封禁.
+"""
+from __future__ import annotations
+
+from typing import Any, Optional
+
+
+_PLACEHOLDER_EXACT = frozenset(
+    {
+        "你的密钥",
+        "your-api-key",
+        "your_api_key",
+        "your-api-secret",
+        "your_api_secret",
+        "todo",
+        "xxx",
+        "changeme",
+    }
+)
+
+
+def normalize_api_credential(value: Optional[str]) -> str:
+    """去空白;空/占位符一律视为未配置."""
+    s = (value or "").strip().strip('"').strip("'")
+    if not s:
+        return ""
+    upper = s.upper()
+    if upper.startswith("REPLACE_WITH"):
+        return ""
+    if upper.startswith("CHANGE_TO"):
+        return ""
+    if s.lower() in _PLACEHOLDER_EXACT:
+        return ""
+    return s
+
+
+def credentials_configured(*parts: Optional[str]) -> bool:
+    return all(bool(normalize_api_credential(p)) for p in parts)
+
+
+def is_exchange_auth_error(exc: BaseException) -> bool:
+    """鉴权/无效 Key 类错误(用于停掉后续签名请求,避免 Gate 封 IP)."""
+    name = type(exc).__name__
+    if name in ("AuthenticationError", "PermissionDenied", "InvalidNonce"):
+        return True
+    msg = str(exc)
+    markers = (
+        "Invalid Api-Key",
+        "Invalid API-key",
+        "Invalid API Key",
+        "INVALID_KEY",
+        "Invalid key",
+        "API key is invalid",
+        "api key not found",
+        "Signature",
+        "INVALID_SIGNATURE",
+        "401",
+        "-2008",
+        "-2014",
+        "-2015",
+        "10003",  # Gate: invalid key often
+        "INVALID_KEY",
+    )
+    low = msg.lower()
+    if "api" in low and ("key" in low or "sign" in low) and (
+        "invalid" in low or "incorrect" in low or "not found" in low
+    ):
+        return True
+    return any(m in msg for m in markers)
+
+
+def strip_ccxt_credentials(exchange: Any) -> None:
+    """内存中清空密钥,后续只走公开接口,避免继续带坏钥签名."""
+    try:
+        exchange.apiKey = ""
+    except Exception:
+        pass
+    try:
+        exchange.secret = ""
+    except Exception:
+        pass
+    try:
+        exchange.password = ""
+    except Exception:
+        pass
+
+
+def load_markets_public_fallback(exchange: Any, *, reload: bool = False) -> None:
+    """鉴权失败后去掉密钥再拉公开 markets(最多再请求一次)."""
+    strip_ccxt_credentials(exchange)
+    exchange.load_markets(reload=reload)

lib/exchange/binance_ledger_lib.py

@@ -0,0 +1,187 @@
+"""Binance:交易账户 futures income;资金账户 deposits/withdrawals/transfers.USDT."""
+from __future__ import annotations
+
+from typing import Any, Callable, Optional
+
+from lib.account_ledger.account_ledger_normalize import (
+    ACCOUNT_FUNDING,
+    ACCOUNT_TRADING,
+    from_ccxt_ledger_entry,
+    kind_from_raw,
+    make_ref_id,
+    normalize_row,
+)
+
+
+def _paginate_income(exchange, *, start_ms: int, end_ms: int, max_pages: int = 15) -> list[dict]:
+    out: list[dict] = []
+    cursor = int(start_ms)
+    end = int(end_ms)
+    for _ in range(max_pages):
+        try:
+            if hasattr(exchange, "fapiPrivateGetIncome"):
+                batch = exchange.fapiPrivateGetIncome(
+                    {"startTime": cursor, "endTime": end, "limit": 1000}
+                )
+            else:
+                batch = exchange.fetch_ledger(
+                    "USDT", cursor, 1000, {"type": "swap", "until": end}
+                )
+                # already unified
+                return batch or []
+        except Exception:
+            break
+        if not batch:
+            break
+        out.extend(batch)
+        if len(batch) < 1000:
+            break
+        last_t = batch[-1].get("time") or batch[-1].get("timestamp")
+        try:
+            last_i = int(float(last_t))
+        except Exception:
+            break
+        if last_i >= end:
+            break
+        cursor = last_i + 1
+    return out
+
+
+def _income_to_row(raw: dict) -> Optional[dict[str, Any]]:
+    if not isinstance(raw, dict):
+        return None
+    # raw fapi income
+    if "income" in raw or "incomeType" in raw:
+        amt = raw.get("income")
+        ts = raw.get("time")
+        ccy = raw.get("asset") or "USDT"
+        raw_type = str(raw.get("incomeType") or "")
+        ref = str(raw.get("tranId") or raw.get("tradeId") or "")
+        return normalize_row(
+            account=ACCOUNT_TRADING,
+            ccy=str(ccy),
+            amount=amt,
+            ts_ms=ts,
+            ref_id=ref or make_ref_id("trading", ccy, ts, amt, raw_type),
+            raw_type=raw_type,
+            symbol=str(raw.get("symbol") or ""),
+            note=str(raw.get("info") or ""),
+            kind=kind_from_raw(raw_type, float(amt) if amt is not None else None),
+        )
+    return from_ccxt_ledger_entry(raw, account=ACCOUNT_TRADING)
+
+
+def _dep_wd_to_row(entry: dict, *, kind: str) -> Optional[dict[str, Any]]:
+    if not isinstance(entry, dict):
+        return None
+    info = entry.get("info") if isinstance(entry.get("info"), dict) else {}
+    amount = entry.get("amount")
+    ts = entry.get("timestamp") or info.get("insertTime") or info.get("applyTime")
+    ccy = entry.get("currency") or info.get("coin") or "USDT"
+    status = entry.get("status") or info.get("status") or ""
+    ref = str(entry.get("id") or info.get("txId") or info.get("id") or "")
+    amt = amount
+    try:
+        af = float(amount)
+        if kind == "withdraw" and af > 0:
+            af = -af
+            amt = af
+    except Exception:
+        pass
+    return normalize_row(
+        account=ACCOUNT_FUNDING,
+        ccy=str(ccy),
+        amount=amt,
+        ts_ms=ts,
+        ref_id=ref or make_ref_id("funding", kind, ccy, ts, amount),
+        raw_type=kind,
+        note=str(status),
+        kind=kind,
+    )
+
+
+def _transfer_to_row(entry: dict) -> Optional[dict[str, Any]]:
+    if not isinstance(entry, dict):
+        return None
+    info = entry.get("info") if isinstance(entry.get("info"), dict) else {}
+    amount = entry.get("amount")
+    ts = entry.get("timestamp") or info.get("timestamp")
+    ccy = entry.get("currency") or info.get("asset") or "USDT"
+    ref = str(entry.get("id") or info.get("tranId") or info.get("id") or "")
+    frm = str(entry.get("fromAccount") or info.get("from") or "")
+    to = str(entry.get("toAccount") or info.get("to") or "")
+    try:
+        amt = float(amount)
+    except Exception:
+        return None
+    # 资金侧视角:从资金转出为负,转入为正(粗分)
+    note = f"{frm}->{to}".strip("->")
+    raw_type = "transfer"
+    return normalize_row(
+        account=ACCOUNT_FUNDING,
+        ccy=str(ccy),
+        amount=amt,
+        ts_ms=ts,
+        ref_id=ref or make_ref_id("funding", "transfer", ccy, ts, amt),
+        raw_type=raw_type,
+        note=note,
+        kind=kind_from_raw("transfer", amt),
+    )
+
+
+def fetch_binance_account_ledger(
+    exchange,
+    *,
+    start_ms: int,
+    end_ms: int,
+    ensure_markets: Optional[Callable[[], None]] = None,
+) -> tuple[list[dict[str, Any]], list[str]]:
+    errors: list[str] = []
+    rows: list[dict[str, Any]] = []
+    if ensure_markets:
+        try:
+            ensure_markets()
+        except Exception as e:
+            errors.append(f"markets:{e}")
+
+    # 交易账户
+    try:
+        raw = _paginate_income(exchange, start_ms=start_ms, end_ms=end_ms)
+        for e in raw:
+            n = _income_to_row(e)
+            if n and n["ccy"] == "USDT":
+                rows.append(n)
+    except Exception as e:
+        errors.append(f"trading:{e}")
+
+    # 资金账户:充提 + 划转
+    for label, fn, kind in (
+        ("deposits", "fetch_deposits", "deposit"),
+        ("withdrawals", "fetch_withdrawals", "withdraw"),
+    ):
+        try:
+            meth = getattr(exchange, fn, None)
+            if not callable(meth):
+                continue
+            batch = meth("USDT", int(start_ms), 1000, {"until": int(end_ms)}) or []
+            for e in batch:
+                n = _dep_wd_to_row(e, kind=kind)
+                if n:
+                    rows.append(n)
+        except Exception as e:
+            errors.append(f"{label}:{e}")
+
+    try:
+        if hasattr(exchange, "fetch_transfers"):
+            batch = (
+                exchange.fetch_transfers("USDT", int(start_ms), 1000, {"until": int(end_ms)})
+                or []
+            )
+            for e in batch:
+                n = _transfer_to_row(e)
+                if n:
+                    rows.append(n)
+    except Exception as e:
+        errors.append(f"transfers:{e}")
+
+    return rows, errors

lib/exchange/gate_ledger_lib.py

@@ -0,0 +1,212 @@
+"""Gate:资金账户(spot account_book) + 交易账户(futures account_book),USDT."""
+from __future__ import annotations
+
+from typing import Any, Callable, Optional
+
+from lib.account_ledger.account_ledger_normalize import (
+    ACCOUNT_FUNDING,
+    ACCOUNT_TRADING,
+    from_ccxt_ledger_entry,
+    kind_from_raw,
+    make_ref_id,
+    normalize_row,
+)
+
+
+def _sec(ms: int) -> int:
+    return max(0, int(int(ms) // 1000))
+
+
+def _paginate_spot_book(exchange, *, start_ms: int, end_ms: int, max_pages: int = 10) -> list[dict]:
+    out: list[dict] = []
+    # Gate spot account_book: from/to 为秒
+    cursor = _sec(start_ms)
+    end = _sec(end_ms)
+    for _ in range(max_pages):
+        try:
+            batch = exchange.privateSpotGetAccountBook(
+                {
+                    "currency": "USDT",
+                    "from": cursor,
+                    "to": end,
+                    "limit": 100,
+                }
+            )
+        except Exception:
+            break
+        if not batch:
+            break
+        if isinstance(batch, dict):
+            batch = batch.get("data") or batch.get("result") or []
+        if not isinstance(batch, list) or not batch:
+            break
+        out.extend(batch)
+        if len(batch) < 100:
+            break
+        last_t = batch[-1].get("time") or batch[-1].get("create_time")
+        try:
+            last_i = int(float(last_t))
+        except Exception:
+            break
+        # spot 返回秒
+        if last_i > 1e12:
+            last_i = last_i // 1000
+        if last_i >= end:
+            break
+        cursor = last_i + 1
+    return out
+
+
+def _paginate_swap_book(exchange, *, start_ms: int, end_ms: int, max_pages: int = 10) -> list[dict]:
+    out: list[dict] = []
+    cursor = _sec(start_ms)
+    end = _sec(end_ms)
+    for _ in range(max_pages):
+        try:
+            batch = exchange.privateFuturesGetSettleAccountBook(
+                {
+                    "settle": "usdt",
+                    "from": cursor,
+                    "to": end,
+                    "limit": 100,
+                }
+            )
+        except Exception:
+            break
+        if not batch:
+            break
+        if isinstance(batch, dict):
+            batch = batch.get("data") or batch.get("result") or []
+        if not isinstance(batch, list) or not batch:
+            break
+        out.extend(batch)
+        if len(batch) < 100:
+            break
+        last_t = batch[-1].get("time")
+        try:
+            last_i = int(float(last_t))
+        except Exception:
+            break
+        if last_i > 1e12:
+            last_i = last_i // 1000
+        if last_i >= end:
+            break
+        cursor = last_i + 1
+    return out
+
+
+def _spot_row(raw: dict) -> Optional[dict[str, Any]]:
+    if not isinstance(raw, dict):
+        return None
+    amt = raw.get("change")
+    ts = raw.get("time") or raw.get("create_time")
+    # 秒 → 毫秒
+    try:
+        t = float(ts)
+        if t < 1e12:
+            t = t * 1000.0
+        ts = t
+    except Exception:
+        pass
+    raw_type = str(raw.get("type") or raw.get("change_type") or "")
+    bal = raw.get("balance")
+    ref = str(raw.get("id") or raw.get("txid") or "")
+    return normalize_row(
+        account=ACCOUNT_FUNDING,
+        ccy="USDT",
+        amount=amt,
+        ts_ms=ts,
+        ref_id=ref or make_ref_id("funding", raw_type, ts, amt),
+        raw_type=raw_type,
+        balance_after=bal,
+        note=str(raw.get("text") or ""),
+        kind=kind_from_raw(raw_type, float(amt) if amt is not None else None),
+    )
+
+
+def _swap_row(raw: dict) -> Optional[dict[str, Any]]:
+    if not isinstance(raw, dict):
+        return None
+    # futures account_book: change, balance, type, text, time, contract...
+    amt = raw.get("change")
+    ts = raw.get("time")
+    try:
+        t = float(ts)
+        if t < 1e12:
+            t = t * 1000.0
+        ts = t
+    except Exception:
+        pass
+    raw_type = str(raw.get("type") or "")
+    bal = raw.get("balance")
+    ref = str(raw.get("id") or "")
+    return normalize_row(
+        account=ACCOUNT_TRADING,
+        ccy="USDT",
+        amount=amt,
+        ts_ms=ts,
+        ref_id=ref or make_ref_id("trading", raw_type, ts, amt, raw.get("contract")),
+        raw_type=raw_type,
+        balance_after=bal,
+        symbol=str(raw.get("contract") or ""),
+        note=str(raw.get("text") or ""),
+        kind=kind_from_raw(raw_type, float(amt) if amt is not None else None),
+    )
+
+
+def fetch_gate_account_ledger(
+    exchange,
+    *,
+    start_ms: int,
+    end_ms: int,
+    ensure_markets: Optional[Callable[[], None]] = None,
+) -> tuple[list[dict[str, Any]], list[str]]:
+    errors: list[str] = []
+    rows: list[dict[str, Any]] = []
+    if ensure_markets:
+        try:
+            ensure_markets()
+        except Exception as e:
+            errors.append(f"markets:{e}")
+
+    try:
+        for e in _paginate_spot_book(exchange, start_ms=start_ms, end_ms=end_ms):
+            n = _spot_row(e)
+            if n:
+                rows.append(n)
+    except Exception as e:
+        errors.append(f"funding:{e}")
+        # 回退 ccxt fetch_ledger
+        try:
+            batch = exchange.fetch_ledger(
+                "USDT", int(start_ms), 100, {"type": "spot", "until": int(end_ms)}
+            ) or []
+            for e in batch:
+                n = from_ccxt_ledger_entry(e, account=ACCOUNT_FUNDING)
+                if n:
+                    rows.append(n)
+        except Exception as e2:
+            errors.append(f"funding_fallback:{e2}")
+
+    try:
+        for e in _paginate_swap_book(exchange, start_ms=start_ms, end_ms=end_ms):
+            n = _swap_row(e)
+            if n:
+                rows.append(n)
+    except Exception as e:
+        errors.append(f"trading:{e}")
+        try:
+            batch = exchange.fetch_ledger(
+                "USDT",
+                int(start_ms),
+                100,
+                {"type": "swap", "settle": "usdt", "until": int(end_ms)},
+            ) or []
+            for e in batch:
+                n = from_ccxt_ledger_entry(e, account=ACCOUNT_TRADING)
+                if n:
+                    rows.append(n)
+        except Exception as e2:
+            errors.append(f"trading_fallback:{e2}")
+
+    return rows, errors

lib/exchange/gate_transfer_lib.py

@@ -22,6 +22,7 @@ def execute_transfer_usdt(
 ) -> tuple[bool, str, Any]:
     if amount <= 0:
         return False, "划转金额必须大于0", None
+    ccy = (transfer_ccy or "USDT").strip().upper() or "USDT"
     ok_live, reason = ensure_live_ready()
     if not ok_live:
         return False, reason, None
@@ -31,7 +32,7 @@ def execute_transfer_usdt(
         except Exception:
             pass
     try:
-        resp = exchange.transfer(transfer_ccy, float(amount), from_account, to_account)
+        resp = exchange.transfer(ccy, float(amount), from_account, to_account)
         return True, "划转成功", resp
     except Exception as e:
         msg = str(e)

lib/exchange/okx_ledger_lib.py

@@ -0,0 +1,99 @@
+"""OKX:资金账户 asset bills + 交易账户 account bills;USDT + USDC."""
+from __future__ import annotations
+
+from typing import Any, Callable, Optional
+
+from lib.account_ledger.account_ledger_normalize import (
+    ACCOUNT_FUNDING,
+    ACCOUNT_TRADING,
+    from_ccxt_ledger_entry,
+)
+
+OKX_LEDGER_CCYS = ("USDT", "USDC")
+
+
+def _fetch_one(
+    exchange,
+    *,
+    code: str,
+    since: int,
+    until: int,
+    method: str,
+    max_pages: int = 10,
+) -> list[dict[str, Any]]:
+    out: list[dict[str, Any]] = []
+    after = None
+    for _ in range(max_pages):
+        params: dict[str, Any] = {"method": method, "until": int(until)}
+        if after:
+            params["after"] = after
+        try:
+            batch = exchange.fetch_ledger(code, int(since), 100, params) or []
+        except Exception:
+            # archive / bills 窗口差异:失败则停
+            break
+        if not batch:
+            break
+        out.extend(batch)
+        if len(batch) < 100:
+            break
+        # OKX 翻页用 billId
+        last = batch[-1]
+        info = last.get("info") if isinstance(last.get("info"), dict) else {}
+        bid = last.get("id") or info.get("billId")
+        if not bid:
+            break
+        after = str(bid)
+    return out
+
+
+def fetch_okx_account_ledger(
+    exchange,
+    *,
+    start_ms: int,
+    end_ms: int,
+    ensure_markets: Optional[Callable[[], None]] = None,
+) -> tuple[list[dict[str, Any]], list[str]]:
+    errors: list[str] = []
+    rows: list[dict[str, Any]] = []
+    if ensure_markets:
+        try:
+            ensure_markets()
+        except Exception as e:
+            errors.append(f"markets:{e}")
+
+    for ccy in OKX_LEDGER_CCYS:
+        # 资金账户
+        try:
+            raw = _fetch_one(
+                exchange,
+                code=ccy,
+                since=start_ms,
+                until=end_ms,
+                method="privateGetAssetBills",
+            )
+            for e in raw:
+                n = from_ccxt_ledger_entry(e, account=ACCOUNT_FUNDING)
+                if n:
+                    rows.append(n)
+        except Exception as e:
+            errors.append(f"funding:{ccy}:{e}")
+
+        # 交易账户:近 3 月 archive + 近 7 日 bills(去重靠 upsert)
+        for method in ("privateGetAccountBillsArchive", "privateGetAccountBills"):
+            try:
+                raw = _fetch_one(
+                    exchange,
+                    code=ccy,
+                    since=start_ms,
+                    until=end_ms,
+                    method=method,
+                )
+                for e in raw:
+                    n = from_ccxt_ledger_entry(e, account=ACCOUNT_TRADING)
+                    if n:
+                        rows.append(n)
+            except Exception as e:
+                errors.append(f"trading:{ccy}:{method}:{e}")
+
+    return rows, errors

lib/exchange/okx_options_lib.py

@@ -13,24 +13,19 @@ import ccxt
 from lib.options.options_pricing_lib import (
     expiry_breakeven_from_ask,
     idx_distance_to_be,
+    intrinsic_px_per_unit,
     is_shallow_itm,
     option_moneyness,
     option_moneyness_label,
+    strike_distance_to_be,
 )
 
 _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(币本位请确认交易账户 ETH/BTC 足够;USDC 模式请确认 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 +46,25 @@ 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」:USDC 模式常因交易户 USDC 不足;币本位则是标的币不足
+            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"
+            try:
+                from lib.options.options_margin_mode_lib import is_coin_margin_mode
+
+                if is_coin_margin_mode():
+                    return "可用余额或保证金不足(币本位请确认交易账户 ETH/BTC 足够,或减少张数)"
+            except Exception:
+                pass
+            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 +75,28 @@ 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()
@@ -72,16 +104,22 @@ def td_mode_for_option_buy(configured: str | None = None) -> str:
 
 
 def create_options_exchange(
-    api_key: str,
-    api_secret: str,
-    passphrase: str,
+    api_key: str = "",
+    api_secret: str = "",
+    passphrase: str = "",
     proxies: dict[str, str] | None = None,
 ) -> ccxt.okx:
+    """创建 option 客户端.未传密钥时读 OKX_API_*(与永续同源)."""
+    import os
+
+    key = (api_key or os.getenv("OKX_API_KEY") or "").strip()
+    secret = (api_secret or os.getenv("OKX_API_SECRET") or "").strip()
+    password = (passphrase or os.getenv("OKX_API_PASSPHRASE") or "").strip()
     ex = ccxt.okx(
         {
-            "apiKey": api_key,
-            "secret": api_secret,
-            "password": passphrase,
+            "apiKey": key,
+            "secret": secret,
+            "password": password,
             "enableRateLimit": True,
             "options": {"defaultType": "option"},
         }
@@ -135,6 +173,21 @@ def format_usdc_amount(v: float | None) -> str | None:
     return f"{float(v):.2f}"
 
 
+def format_premium_amount(v: float | None, *, ccy: str | None = "USDC") -> str | None:
+    """权利金/回收金额文案:USDC 2 位;币本位 ETH/BTC 最多 8 位去尾零."""
+    if v is None:
+        return None
+    try:
+        n = float(v)
+    except (TypeError, ValueError):
+        return None
+    unit = (ccy or "USDC").strip().upper() or "USDC"
+    if unit in ("ETH", "BTC"):
+        txt = f"{n:.8f}".rstrip("0").rstrip(".")
+        return txt or "0"
+    return f"{n:.2f}"
+
+
 def is_option_full_close_history(raw: dict[str, Any]) -> bool:
     """仅保留 OKX 历史仓位中的「全部平仓/强平/ADL 全平」记录,排除部分平仓."""
     close_type = str(raw.get("type") or "").strip()
@@ -152,7 +205,10 @@ def option_history_row_key(
     pos_id = (pos_id or "").strip()
     if source == "live":
         return f"live:{inst_id}:{pos_id or close_ms or '0'}"
+    # OKX 可能对同合约多次开平复用 posId,必须带上平仓时间区分
     if pos_id:
+        if close_ms:
+            return f"ex:{pos_id}:{int(close_ms)}"
         return f"ex:{pos_id}"
     return f"ex:{inst_id}:{close_ms or 0}"
 
@@ -197,15 +253,6 @@ def tick_sz_and_ct_mult(
     return tick_sz, ct_mult or 0.01
 
 
-def _intrinsic_px_per_unit(opt_type: str, strike: float, index_px: float) -> float | None:
-    o = (opt_type or "").upper()
-    if o == "C" and index_px > strike:
-        return float(index_px) - float(strike)
-    if o == "P" and index_px < strike:
-        return float(strike) - float(index_px)
-    return None
-
-
 def _resolve_chain_quote(
     *,
     ticker: dict[str, Any],
@@ -213,6 +260,7 @@ def _resolve_chain_quote(
     opt_type: str,
     strike: float,
     index_px: float,
+    inst_id: str | None = None,
 ) -> dict[str, Any]:
     """链列表报价:卖一缺失时用标记价/内在价值估算(深度实值常见无卖一)."""
     tick_sz = meta.get("tickSz")
@@ -222,12 +270,13 @@ def _resolve_chain_quote(
     ask_sz = _safe_float(ticker.get("askSz"))
     bid_sz = _safe_float(ticker.get("bidSz"))
     ask_estimated = False
+    iid = (inst_id or str(meta.get("instId") or "")).strip()
 
     if ask is None and mark is not None and mark > 0:
         ask = round_option_px(mark, tick_sz, "buy")
         ask_estimated = True
     if ask is None:
-        intrinsic = _intrinsic_px_per_unit(opt_type, strike, index_px)
+        intrinsic = intrinsic_px_per_unit(opt_type, strike, index_px, inst_id=iid or None)
         if intrinsic is not None and intrinsic > 0:
             ask = round_option_px(intrinsic, tick_sz, "buy")
             ask_estimated = True
@@ -235,7 +284,7 @@ def _resolve_chain_quote(
     if bid is None and mark is not None and mark > 0:
         bid = round_option_px(mark, tick_sz, "sell")
     if bid is None:
-        intrinsic = _intrinsic_px_per_unit(opt_type, strike, index_px)
+        intrinsic = intrinsic_px_per_unit(opt_type, strike, index_px, inst_id=iid or None)
         if intrinsic is not None and intrinsic > 0:
             bid = round_option_px(intrinsic, tick_sz, "sell")
 
@@ -398,25 +447,31 @@ 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(
-                {"instType": "OPTION", "instFamily": family}
-            ).get("data") or []
+            rows = fetch_option_instruments(ex, family, allow_stale=True)
             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:
-                time.sleep(0.45 * (attempt + 1))
+            if _is_okx_rate_limit(e) and attempt < 1:
+                time.sleep(1.2)
                 continue
             break
     if last_err is not None and _is_okx_rate_limit(last_err):
@@ -471,8 +526,8 @@ def fetch_account_balances_by_type(
     ex: ccxt.okx,
     account_type: str,
 ) -> tuple[dict[str, float | None], dict[str, float | None]]:
-    out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
-    avail: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
+    out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None, "ETH": None, "BTC": None}
+    avail: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None, "ETH": None, "BTC": None}
     try:
         bal = ex.fetch_balance(params={"type": account_type})
         for c in out:
@@ -487,8 +542,8 @@ def fetch_funding_balances_via_asset_api(
     ex: ccxt.okx,
 ) -> tuple[dict[str, float | None], dict[str, float | None]]:
     """OKX 资金账户余额(GET /api/v5/asset/balances),比 ccxt fetch_balance 更准确."""
-    out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
-    avail: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
+    out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None, "ETH": None, "BTC": None}
+    avail: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None, "ETH": None, "BTC": None}
     try:
         resp = ex.private_get_asset_balances({})
         for row in (resp or {}).get("data") or []:
@@ -571,24 +626,34 @@ def fetch_options_balances(
     funding = _merge_balance_maps(funding, asset_funding)
     funding_avail = _merge_balance_maps(funding_avail, asset_funding_avail)
     trading, trading_avail = fetch_account_balances_by_type(ex, "trading")
-    if trading.get("USDC") is None:
+    # OKX 统一账户:option 客户端拉 type=trading 常缺 USDT/币;用 swap 补齐缺失项
+    if any(trading.get(c) is None for c in ("USDT", "USDC", "ETH", "BTC")):
         swap_bal, swap_avail = fetch_account_balances_by_type(ex, "swap")
-        if swap_bal.get("USDC") is not None:
-            trading["USDC"] = swap_bal["USDC"]
-        if trading_avail.get("USDC") is None and swap_avail.get("USDC") is not None:
-            trading_avail["USDC"] = swap_avail["USDC"]
+        for ccy in ("USDT", "USDC", "USDG", "ETH", "BTC"):
+            if trading.get(ccy) is None and swap_bal.get(ccy) is not None:
+                trading[ccy] = swap_bal[ccy]
+            if trading_avail.get(ccy) is None and swap_avail.get(ccy) is not None:
+                trading_avail[ccy] = swap_avail[ccy]
     result = {
         "scope": "main",
         "funding_usdt": funding.get("USDT"),
         "funding_usdc": funding.get("USDC"),
         "funding_usdg": funding.get("USDG"),
+        "funding_eth": funding.get("ETH"),
+        "funding_btc": funding.get("BTC"),
         "funding_usdt_avail": funding_avail.get("USDT"),
         "funding_usdc_avail": funding_avail.get("USDC"),
+        "funding_eth_avail": funding_avail.get("ETH"),
+        "funding_btc_avail": funding_avail.get("BTC"),
         "trading_usdt": trading.get("USDT"),
         "trading_usdc": trading.get("USDC"),
         "trading_usdg": trading.get("USDG"),
+        "trading_eth": trading.get("ETH"),
+        "trading_btc": trading.get("BTC"),
         "trading_usdt_avail": trading_avail.get("USDT"),
         "trading_usdc_avail": trading_avail.get("USDC"),
+        "trading_eth_avail": trading_avail.get("ETH"),
+        "trading_btc_avail": trading_avail.get("BTC"),
     }
     _OPTIONS_BALANCE_CACHE["updated_at"] = now
     _OPTIONS_BALANCE_CACHE["data"] = result
@@ -600,23 +665,67 @@ def options_header_balances(
     *,
     force: bool = False,
 ) -> tuple[float | None, float | None, float | None, float | None]:
-    """顶栏四格:交易 USDC/USDT,资金 USDC/USDT(单次拉取 + 缓存)."""
+    """顶栏期权两格用 USDC;顺带返回同账户 USDT(调用方勿再计入总资金,避免与永续栏重复).
+
+    返回:(trading_usdc, funding_usdc, funding_usdt, trading_usdt)
+    """
+    pack = options_header_balance_pack(ex, force=force)
+    return (
+        pack.get("trading_usdc"),
+        pack.get("funding_usdc"),
+        pack.get("funding_usdt"),
+        pack.get("trading_usdt"),
+    )
+
+
+def options_header_balance_pack(
+    ex: ccxt.okx,
+    *,
+    force: bool = False,
+) -> dict[str, Any]:
+    """顶栏/快照用期权资金包(含币本位 ETH/BTC)."""
+    import os
+
     bal = fetch_options_balances(ex, force=force)
 
-    def _round(v: Any) -> float | None:
+    def _round(v: Any, nd: int = 2) -> float | None:
         if v is None:
             return None
         try:
-            return round(float(v), 2)
+            return round(float(v), nd)
         except (TypeError, ValueError):
             return None
 
-    return (
-        _round(bal.get("trading_usdc")),
-        _round(bal.get("funding_usdc")),
-        _round(bal.get("funding_usdt")),
-        _round(bal.get("trading_usdt")),
-    )
+    def _round_coin(v: Any) -> float | None:
+        if v is None:
+            return None
+        try:
+            return round(float(v), 8)
+        except (TypeError, ValueError):
+            return None
+
+    try:
+        from lib.options.options_margin_mode_lib import normalize_options_margin_mode
+
+        margin_mode = normalize_options_margin_mode()
+    except Exception:
+        margin_mode = "usdc"
+    underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
+    coin_key = "btc" if underly == "BTC" else "eth"
+    return {
+        "trading_usdc": _round(bal.get("trading_usdc")),
+        "funding_usdc": _round(bal.get("funding_usdc")),
+        "funding_usdt": _round(bal.get("funding_usdt")),
+        "trading_usdt": _round(bal.get("trading_usdt")),
+        "funding_eth": _round_coin(bal.get("funding_eth")),
+        "trading_eth": _round_coin(bal.get("trading_eth")),
+        "funding_btc": _round_coin(bal.get("funding_btc")),
+        "trading_btc": _round_coin(bal.get("trading_btc")),
+        "options_margin_mode": margin_mode,
+        "options_underly": underly,
+        "funding_coin": _round_coin(bal.get(f"funding_{coin_key}")),
+        "trading_coin": _round_coin(bal.get(f"trading_{coin_key}")),
+    }
 
 
 def fetch_index_price(ex: ccxt.okx, uly: str) -> float | None:
@@ -633,11 +742,42 @@ 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]]:
-    rows = ex.public_get_public_instruments(
-        {"instType": "OPTION", "instFamily": inst_family}
-    ).get("data") or []
-    return [r for r in rows if isinstance(r, dict) and r.get("state") == "live"]
+    """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": family}
+        ).get("data") or []
+        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]]:
@@ -662,31 +802,46 @@ def build_option_chain(
     itm_only: bool = True,
     itm_max_dist_usd: float = 30.0,
     index_px: float | None = None,
+    margin_mode: str | None = None,
+    inst_family: str | None = None,
 ) -> dict[str, Any]:
     u = (underlying or "ETH").upper()
-    family = f"{u}-USD_UM"
+    if inst_family:
+        family = str(inst_family).strip()
+    else:
+        try:
+            from lib.options.options_margin_mode_lib import inst_family_for_underlying
+
+            family = inst_family_for_underlying(u, margin_mode=margin_mode)
+        except Exception:
+            family = f"{u}-USD_UM"
     uly = f"{u}-USD"
     idx = index_px if index_px is not None else fetch_index_price(ex, uly)
+    chain_margin = "usdc" if "_UM" in family.upper() else "coin"
     now_ms = time.time() * 1000
     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 instruments:
-                break
+    try:
+        instruments = fetch_option_instruments(ex, family)
+        if not instruments:
+            # 空列表可能是瞬时空;短退避后强制再拉一次(非 50011)
+            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:
-                time.sleep(0.35)
-                continue
-            break
-        if attempt == 0 and not instruments:
-            time.sleep(0.35)
+    except Exception as e:
+        instruments = []
+        instruments_err = str(e) or e.__class__.__name__
+        # 限频:再等一下用 stale/缓存,不要连打
+        if _is_okx_rate_limit(e):
+            time.sleep(1.5)
+            try:
+                instruments = fetch_option_instruments(ex, family, allow_stale=True)
+                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
@@ -719,6 +874,7 @@ def build_option_chain(
             opt_type=opt_type,
             strike=strike,
             index_px=idx,
+            inst_id=inst_id,
         )
         ask = q["ask"]
         bid = q["bid"]
@@ -730,6 +886,8 @@ def build_option_chain(
             strike=strike,
             ask_px=ask,
             mark_px=mark,
+            inst_id=inst_id,
+            margin_mode=chain_margin,
         )
         mny = option_moneyness(opt_type=opt_type, strike=strike, index_px=idx)
         exp_key = str(exp_ms)
@@ -746,7 +904,7 @@ def build_option_chain(
                 "mark_px": mark,
                 "ask_estimated": q["ask_estimated"],
                 "expiry_be_px": expiry_be,
-                "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
+                "dist_expiry_be": strike_distance_to_be(strike, expiry_be, opt_type=opt_type),
                 "moneyness": mny,
                 "moneyness_label": option_moneyness_label(mny),
                 "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
@@ -762,6 +920,8 @@ def build_option_chain(
         "underlying": u,
         "index_px": idx,
         "inst_family": family,
+        "margin_mode": "usdc" if "_UM" in family.upper() else "coin",
+        "premium_ccy": "USDC" if "_UM" in family.upper() else u,
         "expiries": exp_list,
         "instruments_count": len(instruments),
     }
@@ -872,6 +1032,7 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
             strike=strike,
             ask_px=book_ask if can_open else None,
             mark_px=mark,
+            inst_id=inst_id,
         )
         return {
             "ok": True,
@@ -890,7 +1051,7 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
             "open_block_msg": "" if can_open else open_block_msg,
             "index_px": idx,
             "expiry_be_px": expiry_be,
-            "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
+            "dist_expiry_be": strike_distance_to_be(strike, expiry_be, opt_type=str(opt_type or "")),
             "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
             "min_sz": int(_safe_float(meta.get("minSz")) or 1),
             "tick_sz": tick_sz,
@@ -1300,6 +1461,15 @@ def format_option_history_row(
     ctime = _safe_float(raw.get("cTime"))
     opt_type, strike = option_fields_from_inst_id(inst_id)
     uly = str(raw.get("uly") or inst_id.split("-")[0] or "").replace("-USD_UM", "").replace("-USD", "")
+    try:
+        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+        row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
+        premium_ccy = premium_ccy_for_mode(row_mode, uly or "ETH")
+    except Exception:
+        row_mode = "usdc"
+        premium_ccy = "USDC"
+    idx_px = _safe_float(raw.get("idxPx") or raw.get("idx_px"))
     if close_type in ("3", "4"):
         status_label = "强平"
     else:
@@ -1321,12 +1491,17 @@ def format_option_history_row(
         "strike": strike,
         "sheets": sheets_i,
         "eth_amount": eth_amount,
+        "ct_mult": ct_mult,
         "open_avg_px": open_avg,
         "open_avg_px_fmt": format_option_px(open_avg, tick_sz) if open_avg is not None else None,
         "close_avg_px": close_avg,
         "close_avg_px_fmt": format_option_px(close_avg, tick_sz) if close_avg is not None else None,
         "premium_paid": premium_paid,
-        "premium_paid_fmt": format_usdc_amount(premium_paid),
+        "premium_paid_fmt": format_premium_amount(premium_paid, ccy=premium_ccy),
+        "premium_ccy": premium_ccy,
+        "margin_mode": row_mode,
+        "margin_mode_label": "币本位" if row_mode == "coin" else "USDC",
+        "idx_px": idx_px,
         "realized_pnl": realized,
         "pnl_ratio_pct": round(pnl_ratio * 100, 2) if pnl_ratio is not None else None,
         "status": "closed",
@@ -1349,6 +1524,7 @@ def format_live_option_history_row(
     inst_id = str(row.get("inst_id") or "").strip()
     pos_id = str((row.get("raw") or {}).get("posId") or "").strip() or None
     close_ms = open_ms
+    premium_ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
     return {
         "source": "live",
         "history_key": option_history_row_key(
@@ -1370,6 +1546,10 @@ def format_live_option_history_row(
         "close_avg_px_fmt": None,
         "premium_paid": row.get("premium_paid"),
         "premium_paid_fmt": row.get("premium_paid_fmt"),
+        "premium_ccy": premium_ccy,
+        "margin_mode": row.get("margin_mode"),
+        "margin_mode_label": row.get("margin_mode_label"),
+        "idx_px": row.get("idx_px"),
         "realized_pnl": row.get("upl"),
         "pnl_ratio_pct": row.get("upl_ratio_pct"),
         "status": "open",
@@ -1387,28 +1567,69 @@ def resolve_option_close_from_history(
     hist_rows: list[dict[str, Any]],
     *,
     open_ms: int | None = None,
+    close_ms: int | None = None,
+    sheets: float | int | None = None,
 ) -> dict[str, Any] | None:
-    """从 positions-history 中选取最近一条有效平仓/结算记录."""
-    best: dict[str, Any] | None = None
-    best_utime = -1
+    """从 positions-history 选取匹配的平仓记录.
+
+    同合约多次开平时,优先按开仓时间(cTime≈open_ms)对齐,再按平仓时间/张数;
+    无锚点时取开仓后最晚一条(供刚平掉的持仓同步)。
+    """
+    candidates: list[tuple[int, dict[str, Any]]] = []
     for row in hist_rows:
         u_ms = _safe_float(row.get("uTime"))
         if u_ms is None or u_ms <= 0:
             continue
-        if open_ms is not None and u_ms < int(open_ms) - 60_000:
+        u_i = int(u_ms)
+        # 本地时间偶发与交易所差整时区时,放宽到 12h,主要靠 cTime/张数精配
+        if open_ms is not None and u_i < int(open_ms) - 12 * 3600_000:
             continue
-        if u_ms > best_utime:
-            best = row
-            best_utime = int(u_ms)
-    if not best:
+        candidates.append((u_i, row))
+    if not candidates:
         return None
+
+    has_ctime = any(_safe_float(row.get("cTime")) is not None for _, row in candidates)
+    want_sheets = _safe_float(sheets)
+
+    def _score(item: tuple[int, dict[str, Any]]) -> tuple:
+        u_i, row = item
+        c_ms = _safe_float(row.get("cTime"))
+        parts: list[float] = []
+        # 张数优先:同合约多笔时最稳,且不受本地/交易所时区偏差影响
+        if want_sheets is not None:
+            hist_sheets = _safe_float(row.get("closeTotalPos"))
+            if hist_sheets is None:
+                hist_sheets = _safe_float(row.get("openMaxPos"))
+            parts.append(
+                abs(float(hist_sheets) - float(want_sheets))
+                if hist_sheets is not None
+                else 1e12
+            )
+        if open_ms is not None and c_ms is not None:
+            parts.append(float(abs(int(c_ms) - int(open_ms))))
+        if close_ms is not None:
+            parts.append(float(abs(u_i - int(close_ms))))
+        if not parts:
+            parts.append(float(-u_i))
+        # 同距时偏向更晚平仓
+        parts.append(float(-u_i))
+        return tuple(parts)
+
+    if open_ms is None and close_ms is None and want_sheets is None:
+        u_i, best = max(candidates, key=lambda item: item[0])
+    elif open_ms is not None and close_ms is None and want_sheets is None and not has_ctime:
+        # 兼容旧调用:只有 open_ms 时仍取最晚一条
+        u_i, best = max(candidates, key=lambda item: item[0])
+    else:
+        u_i, best = min(candidates, key=_score)
+
     realized = _safe_float(best.get("realizedPnl"))
     if realized is None:
         realized = _safe_float(best.get("pnl"))
     return {
         "close_quote": _safe_float(best.get("closeAvgPx")),
         "realized_pnl": realized,
-        "close_ms": best_utime,
+        "close_ms": u_i,
         "pos_id": str(best.get("posId") or "").strip() or None,
     }
 
@@ -1562,43 +1783,6 @@ def spot_market_swap_usdt_usdc(
         return {"ok": False, "msg": _okx_trade_error_message(e)}
 
 
-def transfer_main_sub_account(
-    ex: ccxt.okx,
-    *,
-    ccy: str,
-    amount: float,
-    sub_acct: str,
-    main_to_sub: bool,
-    from_account: str = "funding",
-    to_account: str = "funding",
-) -> dict[str, Any]:
-    """主账户与子账户之间划转(须主账户 API)."""
-    if amount <= 0:
-        return {"ok": False, "msg": "划转金额须大于 0"}
-    sub = (sub_acct or "").strip()
-    if not sub:
-        return {"ok": False, "msg": "未配置子账户名称 OKX_SUB_ACCOUNT_NAME"}
-    from_code = _OKX_ACCT_CODE.get((from_account or "funding").lower(), "6")
-    to_code = _OKX_ACCT_CODE.get((to_account or "funding").lower(), "6")
-    try:
-        resp = ex.private_post_asset_transfer(
-            {
-                "type": "1" if main_to_sub else "2",
-                "ccy": str(ccy).upper(),
-                "amt": str(amount),
-                "from": from_code,
-                "to": to_code,
-                "subAcct": sub,
-            }
-        )
-        data = (resp or {}).get("data") or []
-        if data and str(data[0].get("sCode", "0")) == "0":
-            return {"ok": True, "data": data[0], "raw": resp}
-        return {"ok": False, "msg": _okx_trade_error_message(resp=resp), "raw": resp}
-    except Exception as e:
-        return {"ok": False, "msg": _okx_trade_error_message(e)}
-
-
 def format_position_row(
     pos: dict[str, Any],
     ct_mult: float = 0.01,
@@ -1609,6 +1793,7 @@ def format_position_row(
         close_breakeven_idx,
         expiry_breakeven_px,
         idx_distance_to_be,
+        strike_distance_to_be,
         total_premium,
     )
 
@@ -1626,6 +1811,16 @@ def format_position_row(
         opt_type = parsed_type
     if strike is None:
         strike = parsed_strike
+    try:
+        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+        row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
+        underly = (inst_id.split("-")[0] if inst_id else "ETH") or "ETH"
+        premium_ccy = premium_ccy_for_mode(row_mode, underly)
+    except Exception:
+        row_mode = "usdc"
+        underly = (inst_id.split("-")[0] if inst_id else "ETH") or "ETH"
+        premium_ccy = "USDC"
     eth_amount = round(abs(sheets) * ct_mult, 8)
     premium_paid = (
         round(total_premium(avg, eth_amount), 8) if avg is not None and eth_amount > 0 else None
@@ -1636,6 +1831,8 @@ def format_position_row(
         strike=strike,
         avg_px=avg,
         be_px_api=_safe_float(pos.get("bePx")),
+        inst_id=inst_id,
+        margin_mode=row_mode,
     )
     close_be = close_breakeven_idx(
         opt_type=str(opt_type or ""),
@@ -1655,11 +1852,14 @@ def format_position_row(
         "mark_px": mark,
         "avg_px_fmt": format_option_px(avg, tick_sz) if avg is not None else None,
         "mark_px_fmt": format_option_px(mark, tick_sz) if mark is not None else None,
-        "premium_paid_fmt": format_usdc_amount(premium_paid),
+        "premium_paid_fmt": format_premium_amount(premium_paid, ccy=premium_ccy),
         "tick_sz": tick_sz,
         "ct_mult": ct_mult,
         "idx_px": idx_px,
         "premium_paid": premium_paid,
+        "margin_mode": row_mode,
+        "premium_ccy": premium_ccy,
+        "underlying": underly,
         "upl": upl,
         "upl_ratio_pct": round(upl_ratio * 100, 2) if upl_ratio is not None else None,
         "exp_time": exp_time_ms,
@@ -1669,7 +1869,7 @@ def format_position_row(
         "avail_pos": _safe_float(pos.get("availPos")),
         "expiry_be_px": expiry_be,
         "close_be_px": close_be,
-        "dist_expiry_be": idx_distance_to_be(idx_px, expiry_be),
+        "dist_expiry_be": strike_distance_to_be(strike, expiry_be, opt_type=str(opt_type or "")),
         "dist_close_be": idx_distance_to_be(idx_px, close_be),
         "raw": pos,
     }

lib/hedge_plan/hedge_options_exclusive_lib.py

@@ -31,7 +31,7 @@ def block_standalone_option_open_msg(conn: Any) -> Optional[str]:
         if count_active_plans(conn) > 0:
             return "存在进行中对冲计划,禁止单独开期权(可在 env「对冲与期权互斥门控」关闭)"
     except Exception:
-        return None
+        return "互斥门控校验失败,暂禁止单独开期权"
     return None
 
 
@@ -77,10 +77,10 @@ def block_hedge_plan_start_msg(
         try:
             rows = fetch_positions(exchange) or []
         except Exception:
-            return None
+            return "获取期权持仓失败,暂禁止启动对冲计划"
     try:
         if has_standalone_option_position(conn, rows):
             return "存在单独期权持仓,禁止启动对冲计划(可在 env「对冲与期权互斥门控」关闭)"
     except Exception:
-        return None
+        return "互斥门控校验失败,暂禁止启动对冲计划"
     return None

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_b_pnl": round(-float(leg_b.get("premium_paid") or 0), 4),
+                "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",
             },

lib/hedge_plan/hedge_plan_db.py

@@ -72,8 +72,22 @@ 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")
+    _ensure_column(conn, "hedge_plans", "option_target_points", "REAL")
+    _ensure_column(conn, "hedge_plans", "perp_target_points", "REAL")
+    _ensure_column(conn, "hedge_plans", "option_perp_ratio", "REAL")
+    _ensure_column(conn, "hedge_plans", "premium_budget", "REAL")
+    _ensure_column(conn, "hedge_plans", "strike_interval", "REAL")
+    _ensure_column(conn, "hedge_plans", "min_option_hours", "REAL")
+    _ensure_column(conn, "hedge_plans", "option_moneyness", "TEXT")
+    _ensure_column(conn, "hedge_plans", "option_leverage", "REAL")
+    _ensure_column(conn, "hedge_plans", "perp_direction", "TEXT")
+    _ensure_column(conn, "hedge_plan_legs", "ct_mult", "REAL")
 
 
 def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
@@ -88,15 +102,19 @@ def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str)
         conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")
 
 
+_ACTIVE_STATUSES = ("opening", "active", "partial", "watching")
+
+
 def count_active_plans(conn: sqlite3.Connection, plan_type: Optional[str] = None) -> int:
+    statuses = ",".join(f"'{s}'" for s in _ACTIVE_STATUSES)
     if plan_type:
         row = conn.execute(
-            "SELECT COUNT(1) AS c FROM hedge_plans WHERE status IN ('opening','active','partial') AND plan_type=?",
+            f"SELECT COUNT(1) AS c FROM hedge_plans WHERE status IN ({statuses}) AND plan_type=?",
             (plan_type,),
         ).fetchone()
     else:
         row = conn.execute(
-            "SELECT COUNT(1) AS c FROM hedge_plans WHERE status IN ('opening','active','partial')"
+            f"SELECT COUNT(1) AS c FROM hedge_plans WHERE status IN ({statuses})"
         ).fetchone()
     return int((row["c"] if row else 0) or 0)
 
@@ -189,7 +207,7 @@ def delete_plan(conn: sqlite3.Connection, plan_id: int) -> dict[str, Any]:
     if not plan:
         return {"ok": False, "msg": "计划不存在"}
     st = str(plan.get("status") or "")
-    if st in ("opening", "active", "partial"):
+    if st in ("opening", "active", "partial", "watching"):
         return {"ok": False, "msg": "进行中的计划不可删除,请先结束"}
     conn.execute("DELETE FROM hedge_plan_legs WHERE plan_id=?", (int(plan_id),))
     conn.execute("DELETE FROM hedge_plans WHERE id=?", (int(plan_id),))
@@ -225,14 +243,30 @@ def attach_legs_to_plans(conn: sqlite3.Connection, plans: list[dict[str, Any]])
         legs = get_plan_legs(conn, int(p["id"]))
         row = dict(p)
         row["legs"] = legs
-        row["contracts_summary"] = legs_contract_summary(legs)
+        summary = legs_contract_summary(legs)
+        if str(p.get("status") or "") == "watching" and (not legs or summary == "—"):
+            money = str(p.get("option_moneyness") or "otm")
+            money_lab = {"itm": "实/平", "atm": "平值", "otm": "虚值"}.get(money, money)
+            parts = [f"盯盘·{money_lab}"]
+            try:
+                if p.get("strike_interval") not in (None, ""):
+                    parts.append(f"间隔{float(p.get('strike_interval')):g}")
+            except (TypeError, ValueError):
+                pass
+            try:
+                if p.get("option_leverage") not in (None, ""):
+                    parts.append(f"杠杆≥{float(p.get('option_leverage')):g}")
+            except (TypeError, ValueError):
+                pass
+            summary = "·".join(parts)
+        row["contracts_summary"] = summary
         row["missing_leg"] = missing_leg_role(legs)
         out.append(row)
     return out
 
 
 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。
@@ -240,7 +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'
@@ -256,9 +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"]),
@@ -272,6 +321,26 @@ def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[s
     return out
 
 
+def active_hedge_option_inst_ids(conn: sqlite3.Connection) -> set[str]:
+    """进行中对冲计划托管的期权合约,禁止单独期权页 close/target 拆组."""
+    rows = conn.execute(
+        """
+        SELECT DISTINCT l.inst_id
+        FROM hedge_plan_legs l
+        JOIN hedge_plans p ON p.id = l.plan_id
+        WHERE p.status IN ('opening', 'active', 'partial')
+          AND l.status IN ('open', 'hold_to_expiry')
+          AND l.inst_id IS NOT NULL
+          AND TRIM(l.inst_id) != ''
+          AND (
+            l.leg_role LIKE 'option%'
+            OR (l.opt_type IS NOT NULL AND TRIM(l.opt_type) != '')
+          )
+        """
+    ).fetchall()
+    return {str(r[0]).strip() for r in rows if r and r[0]}
+
+
 def _sf(v: Any) -> Optional[float]:
     try:
         if v is None or v == "":

lib/hedge_plan/hedge_plan_moneyness_lib.py

@@ -0,0 +1,285 @@
+"""对冲计划虚实值选约与校验.
+
+永期(perp_options):期权腿仅允许实值或平值(禁虚值).
+期期(options_options):两腿仅允许平值或虚值(禁实值).
+"""
+from __future__ import annotations
+
+import os
+from typing import Any, Optional
+
+
+def _env_float(name: str, default: float) -> float:
+    try:
+        return float(os.getenv(name) or default)
+    except (TypeError, ValueError):
+        return float(default)
+
+
+def itm_max_dist_usd() -> float:
+    """过深实值上限(USD).优先对冲专用,否则回退期权页."""
+    raw = (os.getenv("HEDGE_PLAN_ITM_MAX_DIST_USD") or "").strip()
+    if raw:
+        try:
+            return max(0.0, float(raw))
+        except ValueError:
+            pass
+    return max(0.0, _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0))
+
+
+def min_option_hours() -> float:
+    return max(0.0, _env_float("HEDGE_PLAN_MIN_OPTION_HOURS", 8.0))
+
+
+def min_option_leverage() -> float:
+    """指数/卖一 最低杠杆门槛;0=不启用."""
+    return max(0.0, _env_float("HEDGE_PLAN_MIN_OPTION_LEVERAGE", 0.0))
+
+
+def _sf(v: Any) -> Optional[float]:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def normalize_opt_type(opt_type: Any, inst_id: str = "") -> str:
+    o = str(opt_type or "").strip().upper()
+    if o in ("C", "CALL"):
+        return "C"
+    if o in ("P", "PUT"):
+        return "P"
+    inst = str(inst_id or "").upper()
+    if inst.endswith("-C") or inst.endswith("-CALL"):
+        return "C"
+    if inst.endswith("-P") or inst.endswith("-PUT"):
+        return "P"
+    return ""
+
+
+def classify_moneyness(*, opt_type: str, strike: float, index_px: float) -> str:
+    """itm / atm / otm / unknown.与 options_pricing_lib.option_moneyness 同口径."""
+    from lib.options.options_pricing_lib import option_moneyness
+
+    return option_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
+
+
+def is_itm_or_atm(*, opt_type: str, strike: float, index_px: float) -> bool:
+    """Call: K<=S(+atm 带);Put: K>=S.用 classify 结果含 atm/itm."""
+    m = classify_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
+    if m in ("itm", "atm"):
+        return True
+    # 几何兜底(与 eth_hedge_sim 一致),避免 atm 带边界漏判
+    o = normalize_opt_type(opt_type)
+    k = float(strike)
+    s = float(index_px)
+    if o == "C":
+        return k <= s + 1e-9
+    if o == "P":
+        return k >= s - 1e-9
+    return False
+
+
+def is_atm_or_otm(*, opt_type: str, strike: float, index_px: float) -> bool:
+    m = classify_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
+    if m in ("atm", "otm"):
+        return True
+    o = normalize_opt_type(opt_type)
+    k = float(strike)
+    s = float(index_px)
+    if o == "C":
+        return k >= s - 1e-9  # 平值带内或虚值
+    if o == "P":
+        return k <= s + 1e-9
+    return False
+
+
+def itm_depth_usd(*, opt_type: str, strike: float, index_px: float) -> float:
+    o = normalize_opt_type(opt_type)
+    k = float(strike)
+    s = float(index_px)
+    if o == "C" and k < s:
+        return s - k
+    if o == "P" and k > s:
+        return k - s
+    return 0.0
+
+
+def parse_strike_from_inst(inst_id: str) -> Optional[float]:
+    """从 OKX 合约名解析行权价: ETH-USD-260731-1800-P."""
+    parts = str(inst_id or "").strip().upper().split("-")
+    if len(parts) < 5:
+        return None
+    return _sf(parts[-2])
+
+
+def pick_itm_or_atm_contract(
+    contracts: list[dict[str, Any]],
+    *,
+    opt_type: str,
+    index_px: float,
+    itm_max_dist: Optional[float] = None,
+) -> Optional[dict[str, Any]]:
+    """在合约列表中选距标的最近的实值/平值腿."""
+    want = normalize_opt_type(opt_type)
+    if not want or index_px <= 0:
+        return None
+    max_dist = itm_max_dist if itm_max_dist is not None else itm_max_dist_usd()
+    cands: list[tuple[float, float, dict[str, Any]]] = []
+    for c in contracts or []:
+        if normalize_opt_type(c.get("opt_type"), str(c.get("inst_id") or "")) != want:
+            continue
+        k = _sf(c.get("strike"))
+        if k is None:
+            continue
+        if not is_itm_or_atm(opt_type=want, strike=k, index_px=index_px):
+            continue
+        depth = itm_depth_usd(opt_type=want, strike=k, index_px=index_px)
+        if max_dist > 0 and depth > max_dist:
+            continue
+        cands.append((abs(k - index_px), k, c))
+    if not cands:
+        return None
+    cands.sort(key=lambda x: (x[0], x[1]))
+    return cands[0][2]
+
+
+def pick_atm_or_otm_contract(
+    contracts: list[dict[str, Any]],
+    *,
+    opt_type: str,
+    index_px: float,
+    prefer: str = "atm",
+) -> Optional[dict[str, Any]]:
+    """选平值或虚值腿.prefer=atm 取距标的最近;prefer=otm 取最近虚值(不含实值)."""
+    want = normalize_opt_type(opt_type)
+    if not want or index_px <= 0:
+        return None
+    prefer_l = (prefer or "atm").strip().lower()
+    cands: list[tuple[float, float, dict[str, Any]]] = []
+    for c in contracts or []:
+        if normalize_opt_type(c.get("opt_type"), str(c.get("inst_id") or "")) != want:
+            continue
+        k = _sf(c.get("strike"))
+        if k is None:
+            continue
+        if not is_atm_or_otm(opt_type=want, strike=k, index_px=index_px):
+            continue
+        m = classify_moneyness(opt_type=want, strike=k, index_px=index_px)
+        if prefer_l == "otm" and m != "otm":
+            continue
+        if prefer_l == "atm" and m == "otm":
+            # 仍可入选,但排序靠后(先 atm)
+            cands.append((1_000_000 + abs(k - index_px), k, c))
+        else:
+            cands.append((abs(k - index_px), k, c))
+    if not cands:
+        return None
+    cands.sort(key=lambda x: (x[0], x[1]))
+    return cands[0][2]
+
+
+def recommend_oo_legs(
+    contracts: list[dict[str, Any]],
+    *,
+    index_px: float,
+    template: str = "atm_straddle",
+) -> Optional[tuple[dict[str, Any], dict[str, Any]]]:
+    """期期推荐两腿.atm_straddle=最近平值 Call+Put;double_otm=最近虚值 Call+Put."""
+    tpl = (template or "atm_straddle").strip().lower()
+    prefer = "otm" if tpl in ("double_otm", "otm_otm", "otm") else "atm"
+    call = pick_atm_or_otm_contract(
+        contracts, opt_type="C", index_px=index_px, prefer=prefer
+    )
+    put = pick_atm_or_otm_contract(
+        contracts, opt_type="P", index_px=index_px, prefer=prefer
+    )
+    if not call or not put:
+        return None
+    if str(call.get("inst_id") or "") == str(put.get("inst_id") or ""):
+        return None
+    return call, put
+
+
+def validate_po_option_moneyness(
+    *,
+    opt_type: str,
+    strike: Any,
+    index_px: Any,
+    ask: Any = None,
+    hours_to_expiry: Any = None,
+) -> Optional[str]:
+    """永期保险腿校验;返回错误文案或 None."""
+    o = normalize_opt_type(opt_type)
+    k = _sf(strike)
+    s = _sf(index_px)
+    if o not in ("C", "P"):
+        return "期权类型无效"
+    if k is None or s is None or s <= 0:
+        return "行权价或指数无效,无法校验虚实值"
+    if not is_itm_or_atm(opt_type=o, strike=k, index_px=s):
+        return "永期保险腿须为实值或平值,不可选虚值"
+    max_dist = itm_max_dist_usd()
+    depth = itm_depth_usd(opt_type=o, strike=k, index_px=s)
+    if max_dist > 0 and depth > max_dist:
+        return f"实值过深(距现价 {depth:.1f}U > {max_dist:.0f}U),请换更接近平值的档"
+    min_h = min_option_hours()
+    h = _sf(hours_to_expiry)
+    if min_h > 0 and h is not None and h < min_h:
+        return f"剩余到期约 {h:.1f}h,低于最低 {min_h:.0f}h"
+    min_lev = min_option_leverage()
+    a = _sf(ask)
+    if min_lev > 0 and a is not None and a > 0:
+        lev = s / a
+        if lev < min_lev:
+            return f"期权杠杆 S/ask≈{lev:.0f} 低于门槛 {min_lev:.0f}"
+    return None
+
+
+def validate_oo_leg_moneyness(
+    *,
+    opt_type: str,
+    strike: Any,
+    index_px: Any,
+    role: str = "腿",
+) -> Optional[str]:
+    o = normalize_opt_type(opt_type)
+    k = _sf(strike)
+    s = _sf(index_px)
+    if o not in ("C", "P"):
+        return f"{role}期权类型无效"
+    if k is None or s is None or s <= 0:
+        return f"{role}行权价或指数无效,无法校验虚实值"
+    m = classify_moneyness(opt_type=o, strike=k, index_px=s)
+    if m == "itm":
+        return f"{role}须为平值或虚值,不可选实值"
+    if not is_atm_or_otm(opt_type=o, strike=k, index_px=s):
+        return f"{role}须为平值或虚值"
+    return None
+
+
+def validate_oo_legs_moneyness(
+    leg_a: dict[str, Any],
+    leg_b: dict[str, Any],
+    *,
+    index_px: Any,
+) -> Optional[str]:
+    err = validate_oo_leg_moneyness(
+        opt_type=leg_a.get("opt_type"),
+        strike=leg_a.get("strike"),
+        index_px=index_px,
+        role="腿A",
+    )
+    if err:
+        return err
+    err = validate_oo_leg_moneyness(
+        opt_type=leg_b.get("opt_type"),
+        strike=leg_b.get("strike"),
+        index_px=index_px,
+        role="腿B",
+    )
+    if err:
+        return err
+    return None

lib/hedge_plan/hedge_plan_notify_lib.py

@@ -46,13 +46,22 @@ def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[
             ]
         )
     else:
-        lines.extend(
-            [
-                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'))}",
-                f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-            ]
-        )
+        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(
+                [
+                    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'))}",
+                    f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
+                ]
+            )
     if legs:
         for leg in legs:
             role = leg.get("leg_role") or ""
@@ -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",
-        "oo_rest_closed": "期期全平·两腿已平",
+        "profit_rr_win_leg": "期期盈亏比达标·已平盈利腿",
+        "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 (
-            "下破" if "down" in str(plan.get("close_reason")) else "目标价"
-        )
+        cr = str(plan.get("close_reason") or "")
+        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"):
-            rest_txt = "另一腿将全平(买一清残腿,无2×门控,失败重试)"
+        if mode in ("close_all", "全平", "残值平"):
+            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=(
-                    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'))}"
-                ),
+                detail=detail,
             ),
         )
         return True

lib/hedge_plan/hedge_plan_option_primary_lib.py

@@ -0,0 +1,527 @@
+"""永期「以期权为主」:定仓、方向映射、目标位与净利口径(纯函数为主)."""
+from __future__ import annotations
+
+import math
+import os
+from typing import Any, Optional
+
+PREMIUM_EXEC_FACTOR = 0.95
+DEFAULT_MIN_HOURS = 36.0
+DEFAULT_STRIKE_INTERVAL = 15.0
+DEFAULT_PERP_LEVERAGE = 100
+DEFAULT_OPT_LEVERAGE_ITM_ATM = 100.0
+DEFAULT_OPT_LEVERAGE_OTM = 200.0
+DEFAULT_RATIO_ITM_ATM = 2.0
+DEFAULT_RATIO_OTM = 4.0
+OTM_LEV_FLOOR = 180.0
+
+
+def _sf(v: Any) -> Optional[float]:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def is_option_primary(body_or_plan: dict[str, Any] | None) -> bool:
+    if not body_or_plan:
+        return False
+    v = body_or_plan.get("option_primary")
+    if v in (True, 1, "1", "true", "yes", "on"):
+        return True
+    try:
+        return int(v or 0) == 1
+    except (TypeError, ValueError):
+        return False
+
+
+def fee_rate() -> float:
+    try:
+        return max(0.0, float(os.getenv("HEDGE_PLAN_FEE_RATE") or os.getenv("OKX_TAKER_FEE") or "0.0005"))
+    except (TypeError, ValueError):
+        return 0.0005
+
+
+def floor2(v: float) -> float:
+    """ETH 数量向下取两位小数."""
+    if v <= 0:
+        return 0.0
+    return math.floor(float(v) * 100.0 + 1e-12) / 100.0
+
+
+def opt_type_for_view(direction: str) -> str:
+    """看法做多→Call,做空→Put."""
+    return "P" if str(direction or "").strip().lower() == "short" else "C"
+
+
+def perp_direction_for_view(direction: str) -> str:
+    """看法做多→永续空,做空→永续多."""
+    return "long" if str(direction or "").strip().lower() == "short" else "short"
+
+
+def default_opt_leverage(moneyness: str) -> float:
+    m = (moneyness or "").strip().lower()
+    return DEFAULT_OPT_LEVERAGE_OTM if m == "otm" else DEFAULT_OPT_LEVERAGE_ITM_ATM
+
+
+def default_ratio(moneyness: str) -> float:
+    m = (moneyness or "").strip().lower()
+    return DEFAULT_RATIO_OTM if m == "otm" else DEFAULT_RATIO_ITM_ATM
+
+
+def effective_min_opt_leverage(moneyness: str, configured: Any) -> float:
+    cfg = _sf(configured)
+    base = cfg if cfg is not None and cfg > 0 else default_opt_leverage(moneyness)
+    if (moneyness or "").strip().lower() == "otm":
+        return max(base, OTM_LEV_FLOOR)
+    return base
+
+
+def hours_to_expiry_from_ms(exp_ms: Any, *, now_ms: Optional[float] = None) -> Optional[float]:
+    exp = _sf(exp_ms)
+    if exp is None or exp <= 0:
+        return None
+    # OKX exp 多为毫秒
+    if exp < 1e12:
+        exp *= 1000.0
+    now = now_ms if now_ms is not None else __import__("time").time() * 1000.0
+    return (exp - now) / 3600000.0
+
+
+def target_hit(*, view_side: str, index_px: float, strike: float, points: float) -> bool:
+    """相对 K 的点数目标:做多 index≥K+N;做空 index≤K−N.点数须 >0."""
+    n = float(points or 0)
+    k = float(strike)
+    s = float(index_px)
+    if n <= 0 or k <= 0 or s <= 0:
+        return False
+    side = str(view_side or "").strip().lower()
+    if side == "short":
+        return s <= (k - n)
+    return s >= (k + n)
+
+
+def option_bid_liquidity_ok(bid: Any, bid_sz: Any, *, need_sheets: float = 0) -> tuple[bool, str]:
+    b = _sf(bid)
+    if b is None or b <= 0:
+        return False, "暂无买一报价,无法平期权"
+    sz = _sf(bid_sz)
+    if sz is not None and sz <= 0:
+        return False, "买一深度为 0,无法平期权"
+    need = float(need_sheets or 0)
+    if need > 0 and sz is not None and sz + 1e-12 < need:
+        return False, f"买一深度不足(需 {need:g} 张,买一 {sz:g})"
+    return True, ""
+
+
+def size_from_premium(
+    *,
+    premium_budget: float,
+    ask: float,
+    ct_mult: float,
+    ratio: float,
+    contract_size: float,
+    exec_factor: float = PREMIUM_EXEC_FACTOR,
+) -> dict[str, Any]:
+    """权利金×0.95 → ETH 两位小数 → 期权张 → 永续跟比例."""
+    budget = float(premium_budget or 0)
+    a = float(ask or 0)
+    ct = float(ct_mult or 0.01)
+    r = float(ratio or 0)
+    cs = float(contract_size or 0.01)
+    usable = budget * float(exec_factor or PREMIUM_EXEC_FACTOR)
+    if budget <= 0 or a <= 0 or ct <= 0 or r <= 0 or cs <= 0:
+        return {
+            "ok": False,
+            "msg": "定仓参数无效",
+            "usable_premium": round(usable, 4),
+            "eth_qty": 0.0,
+            "sheets": 0.0,
+            "perp_eth": 0.0,
+            "contracts": 0.0,
+        }
+    # ask 为每 1 币权利金;ETH 数量 = usable / ask
+    eth_qty = floor2(usable / a)
+    if eth_qty <= 0:
+        return {
+            "ok": False,
+            "msg": "权利金不足以买入 0.01 ETH 名义期权",
+            "usable_premium": round(usable, 4),
+            "eth_qty": 0.0,
+            "sheets": 0.0,
+            "perp_eth": 0.0,
+            "contracts": 0.0,
+        }
+    sheets = eth_qty / ct
+    # 张数向下取整到整数张(OKX 期权常见整张)
+    sheets_i = float(math.floor(sheets + 1e-12))
+    if sheets_i <= 0:
+        return {
+            "ok": False,
+            "msg": "换算期权张数不足 1 张",
+            "usable_premium": round(usable, 4),
+            "eth_qty": eth_qty,
+            "sheets": 0.0,
+            "perp_eth": 0.0,
+            "contracts": 0.0,
+        }
+    # 用整张回写 ETH,保持与下单一致
+    eth_qty = round(sheets_i * ct, 2)
+    perp_eth = eth_qty / r
+    contracts = perp_eth / cs
+    premium_est = a * sheets_i * ct
+    return {
+        "ok": True,
+        "msg": "",
+        "usable_premium": round(usable, 4),
+        "eth_qty": eth_qty,
+        "sheets": sheets_i,
+        "perp_eth": round(perp_eth, 6),
+        "contracts": contracts,
+        "premium_est": round(premium_est, 4),
+        "ratio": r,
+        "exec_factor": float(exec_factor or PREMIUM_EXEC_FACTOR),
+    }
+
+
+def estimate_combo_net_pnl(
+    *,
+    view_side: str,
+    strike: float,
+    index_px: float,
+    ask_open: float,
+    bid: float,
+    sheets: float,
+    ct_mult: float,
+    perp_direction: str,
+    perp_entry: float,
+    perp_mark: float,
+    contracts: float,
+    contract_size: float,
+    fee: Optional[float] = None,
+) -> dict[str, Any]:
+    """组合净利(扣费);平仓/卖出手续费按买入费率估算."""
+    fr = fee if fee is not None else fee_rate()
+    ct = float(ct_mult or 0.01)
+    sh = float(sheets or 0)
+    a = float(ask_open or 0)
+    b = float(bid or 0)
+    premium = a * sh * ct
+    opt_proceeds = b * sh * ct
+    opt_open_fee = premium * fr
+    opt_close_fee = opt_proceeds * fr  # 卖出费用按买入费率
+    opt_net = opt_proceeds - premium - opt_open_fee - opt_close_fee
+
+    coins = float(contracts or 0) * float(contract_size or 0.01)
+    entry = float(perp_entry or 0)
+    mark = float(perp_mark or 0)
+    pd = str(perp_direction or "").strip().lower()
+    if pd == "short":
+        perp_gross = (entry - mark) * coins
+    else:
+        perp_gross = (mark - entry) * coins
+    perp_notional_open = abs(entry * coins)
+    perp_notional_close = abs(mark * coins)
+    perp_open_fee = perp_notional_open * fr
+    perp_close_fee = perp_notional_close * fr
+    perp_net = perp_gross - perp_open_fee - perp_close_fee
+    total = opt_net + perp_net
+    return {
+        "opt_net": round(opt_net, 4),
+        "perp_net": round(perp_net, 4),
+        "net": round(total, 4),
+        "fee_rate": fr,
+        "premium": round(premium, 4),
+        "opt_proceeds": round(opt_proceeds, 4),
+    }
+
+
+def validate_option_primary_moneyness(
+    *,
+    opt_type: str,
+    strike: Any,
+    index_px: Any,
+    ask: Any = None,
+    moneyness: str = "atm",
+    strike_interval: Any = DEFAULT_STRIKE_INTERVAL,
+    min_hours: Any = DEFAULT_MIN_HOURS,
+    hours_to_expiry: Any = None,
+    min_opt_leverage: Any = None,
+) -> Optional[str]:
+    from lib.hedge_plan.hedge_plan_moneyness_lib import (
+        classify_moneyness,
+        is_atm_or_otm,
+        is_itm_or_atm,
+        normalize_opt_type,
+    )
+
+    o = normalize_opt_type(opt_type)
+    k = _sf(strike)
+    s = _sf(index_px)
+    if o not in ("C", "P"):
+        return "期权类型无效"
+    if k is None or s is None or s <= 0:
+        return "行权价或指数无效"
+    m_want = (moneyness or "atm").strip().lower()
+    m_got = classify_moneyness(opt_type=o, strike=k, index_px=s)
+    if m_want == "itm":
+        if not is_itm_or_atm(opt_type=o, strike=k, index_px=s):
+            return "所选须为实值或平值"
+    elif m_want == "atm":
+        # 平值:距指数在间隔内即可(不强制 classify==atm)
+        pass
+    elif m_want == "otm":
+        if m_got == "itm":
+            return "虚值模式不可选实值"
+        if not is_atm_or_otm(opt_type=o, strike=k, index_px=s):
+            return "虚值模式须选虚值或平值档"
+    else:
+        return "期权类型(实/平/虚)无效"
+
+    interval = float(_sf(strike_interval) or DEFAULT_STRIKE_INTERVAL)
+    if interval > 0 and abs(k - s) > interval + 1e-9:
+        return f"行权价偏离指数 {abs(k - s):.1f} > 间隔 {interval:.0f}"
+
+    min_h = float(_sf(min_hours) or DEFAULT_MIN_HOURS)
+    h = _sf(hours_to_expiry)
+    if min_h > 0 and h is not None and h < min_h:
+        return f"剩余到期约 {h:.1f}h,低于最短 {min_h:.0f}h"
+
+    a = _sf(ask)
+    min_lev = effective_min_opt_leverage(m_want if m_want != "atm" else m_got or "atm", min_opt_leverage)
+    if min_lev > 0 and a is not None and a > 0:
+        lev = s / a
+        if lev < min_lev:
+            return f"期权杠杆 S/ask≈{lev:.0f} 低于门槛 {min_lev:.0f}"
+    return None
+
+
+def validate_option_primary_watch(body: dict[str, Any]) -> Optional[str]:
+    """盯盘启动校验:只要参数,不要求已选具体合约."""
+    need = (
+        "direction",
+        "exchange_symbol",
+        "premium_budget",
+        "option_target_points",
+        "perp_target_points",
+        "option_perp_ratio",
+        "option_leverage",
+    )
+    for k in need:
+        if body.get(k) in (None, ""):
+            return f"缺少字段: {k}"
+    try:
+        if float(body["premium_budget"]) <= 0:
+            return "权利金须大于 0"
+        if float(body["option_target_points"]) <= 0 or float(body["perp_target_points"]) <= 0:
+            return "目标位点数须大于 0"
+        if float(body["option_perp_ratio"]) <= 0:
+            return "期权永续比例须大于 0"
+        if float(body["option_leverage"]) <= 0:
+            return "期权杠杆须大于 0"
+        lev_perp = _sf(body.get("leverage"))
+        if lev_perp is not None and lev_perp <= 0:
+            return "永续杠杆须大于 0"
+    except (TypeError, ValueError):
+        return "数值字段无效"
+    direction = str(body.get("direction") or "").strip().lower()
+    if direction not in ("long", "short"):
+        return "方向须为 long 或 short"
+    moneyness = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
+    if moneyness not in ("itm", "atm", "otm"):
+        return "期权类型(实/平/虚)无效"
+    return None
+
+
+def validate_option_primary_start(body: dict[str, Any]) -> Optional[str]:
+    need = (
+        "direction",
+        "contracts",
+        "opt_inst_id",
+        "sheets",
+        "exchange_symbol",
+        "premium_budget",
+        "option_target_points",
+        "perp_target_points",
+        "option_perp_ratio",
+    )
+    for k in need:
+        if body.get(k) in (None, ""):
+            return f"缺少字段: {k}"
+    try:
+        if float(body["contracts"]) <= 0 or float(body["sheets"]) <= 0:
+            return "张数必须大于 0"
+        if float(body["premium_budget"]) <= 0:
+            return "权利金须大于 0"
+        if float(body["option_target_points"]) <= 0 or float(body["perp_target_points"]) <= 0:
+            return "目标位点数须大于 0"
+        if float(body["option_perp_ratio"]) <= 0:
+            return "期权永续比例须大于 0"
+    except (TypeError, ValueError):
+        return "数值字段无效"
+    direction = str(body.get("direction") or "").strip().lower()
+    if direction not in ("long", "short"):
+        return "方向须为 long 或 short"
+    opt_type = str(body.get("opt_type") or "").strip().upper()
+    if not opt_type:
+        inst = str(body.get("opt_inst_id") or "")
+        if inst.upper().endswith("-P"):
+            opt_type = "P"
+        elif inst.upper().endswith("-C"):
+            opt_type = "C"
+    want = opt_type_for_view(direction)
+    if opt_type != want:
+        return f"以期权为主时做{'多' if direction == 'long' else '空'}须用 {'Call' if want == 'C' else 'Put'}"
+    moneyness = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
+    from lib.hedge_plan.hedge_plan_moneyness_lib import parse_strike_from_inst
+
+    strike = body.get("strike")
+    if strike in (None, ""):
+        strike = parse_strike_from_inst(str(body.get("opt_inst_id") or ""))
+    index_px = body.get("index_px") or body.get("entry")
+    return validate_option_primary_moneyness(
+        opt_type=opt_type,
+        strike=strike,
+        index_px=index_px,
+        ask=body.get("ask"),
+        moneyness=moneyness,
+        strike_interval=body.get("strike_interval", DEFAULT_STRIKE_INTERVAL),
+        min_hours=body.get("min_option_hours", DEFAULT_MIN_HOURS),
+        hours_to_expiry=body.get("hours_to_expiry"),
+        min_opt_leverage=body.get("option_leverage") or body.get("min_opt_leverage"),
+    )
+
+
+def pick_option_primary_candidate(
+    chain: dict[str, Any],
+    *,
+    direction: str,
+    moneyness: str = "otm",
+    strike_interval: Any = DEFAULT_STRIKE_INTERVAL,
+    min_hours: Any = DEFAULT_MIN_HOURS,
+    min_opt_leverage: Any = None,
+) -> Optional[dict[str, Any]]:
+    """从期权链挑最近达标合约(间隔+虚实值+杠杆门)."""
+    from lib.hedge_plan.hedge_plan_moneyness_lib import classify_moneyness
+
+    want = opt_type_for_view(direction)
+    m_want = (moneyness or "otm").strip().lower()
+    interval = float(_sf(strike_interval) or DEFAULT_STRIKE_INTERVAL)
+    min_h = float(_sf(min_hours) or DEFAULT_MIN_HOURS)
+    try:
+        idx = float(chain.get("index_px") or 0)
+    except (TypeError, ValueError):
+        idx = 0.0
+    if idx <= 0:
+        return None
+
+    best: Optional[dict[str, Any]] = None
+    best_dist: Optional[float] = None
+    for exp in chain.get("expiries") or []:
+        h = hours_to_expiry_from_ms(exp.get("exp_time"))
+        if min_h > 0 and h is not None and h < min_h:
+            continue
+        for c in exp.get("contracts") or []:
+            if str(c.get("opt_type") or "").upper() != want:
+                continue
+            try:
+                k = float(c.get("strike") or 0)
+                ask = float(c.get("ask") or 0)
+            except (TypeError, ValueError):
+                continue
+            if k <= 0 or ask <= 0:
+                continue
+            if interval > 0 and abs(k - idx) > interval + 1e-9:
+                continue
+            m_got = classify_moneyness(opt_type=want, strike=k, index_px=idx)
+            if m_want == "itm" and m_got not in ("itm", "atm"):
+                continue
+            if m_want == "atm" and m_got != "atm":
+                continue
+            if m_want == "otm" and m_got == "itm":
+                continue
+            min_lev = effective_min_opt_leverage(m_want if m_want != "atm" else (m_got or "atm"), min_opt_leverage)
+            if min_lev > 0 and idx / ask < min_lev - 1e-9:
+                continue
+            dist = abs(k - idx)
+            if best is None or best_dist is None or dist < best_dist:
+                best = {
+                    **dict(c),
+                    "hours_to_expiry": h,
+                    "exp_time": exp.get("exp_time"),
+                    "moneyness": m_got,
+                    "index_px": idx,
+                    "leverage": round(idx / ask, 1),
+                }
+                best_dist = dist
+    return best
+
+
+def build_option_primary_preview(body: dict[str, Any]) -> dict[str, Any]:
+    """情景:期权目标 / 永续目标粗估净利."""
+    view = str(body.get("direction") or "long").lower()
+    strike = float(body["strike"])
+    n = float(body.get("option_target_points") or 0)
+    m = float(body.get("perp_target_points") or 0)
+    ask = float(body.get("ask") or 0)
+    sheets = float(body.get("sheets") or 0)
+    ct = float(body.get("ct_mult") or 0.01)
+    contracts = float(body.get("contracts") or 0)
+    cs = float(body.get("contract_size") or 0.01)
+    entry = float(body.get("entry") or body.get("index_px") or 0)
+    perp_dir = perp_direction_for_view(view)
+    # 粗估到点时期权卖价:按内在价值近似(下限 0)
+    def intrinsic(spot: float) -> float:
+        o = opt_type_for_view(view)
+        if o == "C":
+            return max(0.0, spot - strike)
+        return max(0.0, strike - spot)
+
+    scenarios = []
+    for label, pts, reason in (
+        ("期权目标", n, "opt_target_points"),
+        ("永续目标", m, "perp_target_points"),
+    ):
+        spot = strike + pts if view != "short" else strike - pts
+        bid_est = max(ask * 0.5, intrinsic(spot) * 0.85)  # 保守估价
+        net = estimate_combo_net_pnl(
+            view_side=view,
+            strike=strike,
+            index_px=spot,
+            ask_open=ask,
+            bid=bid_est,
+            sheets=sheets,
+            ct_mult=ct,
+            perp_direction=perp_dir,
+            perp_entry=entry,
+            perp_mark=spot,
+            contracts=contracts,
+            contract_size=cs,
+        )
+        scenarios.append(
+            {
+                "label": label,
+                "reason": reason,
+                "index": spot,
+                "perp_pnl": net["perp_net"],
+                "options_pnl": net["opt_net"],
+                "total": net["net"],
+                "note": "扣费净利估价;平仓费按买入费率",
+            }
+        )
+    premium = ask * sheets * ct
+    return {
+        "plan_type": "perp_options",
+        "option_primary": True,
+        "summary": {
+            "premium_paid": round(premium, 4),
+            "usable_premium": round(float(body.get("premium_budget") or 0) * PREMIUM_EXEC_FACTOR, 4),
+            "opt_target_total": scenarios[0]["total"] if scenarios else None,
+            "perp_target_total": scenarios[1]["total"] if len(scenarios) > 1 else None,
+            "perp_direction": perp_dir,
+            "opt_type": opt_type_for_view(view),
+        },
+        "scenarios": scenarios,
+    }

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -37,7 +37,15 @@ def partial_auto_close_enabled() -> bool:
 
 def build_po_path_plan(body: dict[str, Any]) -> list[dict[str, Any]]:
     """永期下单路径清单(不交易)."""
-    mode = open_order_mode()
+    from lib.hedge_plan.hedge_plan_option_primary_lib import (
+        is_option_primary,
+        perp_direction_for_view,
+    )
+
+    opt_primary = is_option_primary(body)
+    mode = "options_first" if opt_primary else open_order_mode()
+    view = str(body.get("direction") or "long")
+    perp_dir = perp_direction_for_view(view) if opt_primary else view
     opt = {
         "step": "options_buy_limit",
         "account": "options",
@@ -50,11 +58,13 @@ def build_po_path_plan(body: dict[str, Any]) -> list[dict[str, Any]]:
         "step": "perp_market_open",
         "account": "swap",
         "symbol": body.get("exchange_symbol"),
-        "direction": body.get("direction") or "long",
+        "direction": perp_dir,
         "contracts": float(body.get("contracts") or 0),
-        "tp": body.get("tp"),
-        "sl": body.get("sl"),
-        "attach_tpsl": True,
+        "tp": None if opt_primary else body.get("tp"),
+        "sl": None if opt_primary else body.get("sl"),
+        "attach_tpsl": False if opt_primary else True,
+        "option_primary": opt_primary,
+        "view_side": view,
     }
     return [opt, perp] if mode == "options_first" else [perp, opt]
 
@@ -125,11 +135,30 @@ def _buy_option(
             "ref_ask": q.get("ref_ask"),
             "can_open": False,
         }
+    from lib.options.options_position_limit_lib import option_position_limit_block_msg
+
+    pos_limit_msg = option_position_limit_block_msg(
+        ex,
+        opening_inst_id=inst_id,
+        fetch_positions=cfg.get("fetch_option_positions"),
+    )
+    if pos_limit_msg:
+        return {"ok": False, "msg": pos_limit_msg, "quote": q, "can_open": False}
     sheets_i = max(1, int(round(float(sheets))))
+    requested_sheets = sheets_i
     capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets_i, ask_sz, min_sz=1)
     if capped is None:
         return {"ok": False, "msg": cap_msg or "卖一深度不足,无法买入", "quote": q}
-    sheets_i = capped
+    if int(capped) < requested_sheets:
+        return {
+            "ok": False,
+            "msg": f"卖一深度仅 {int(capped)} 张,不足请求 {requested_sheets} 张,拒绝缩量成交",
+            "quote": q,
+            "can_open": False,
+            "requested_sheets": requested_sheets,
+            "ask_sz": ask_sz,
+        }
+    sheets_i = int(capped)
     ct_mult = float(q.get("ct_mult") or 0.01)
     premium = float(ask) * sheets_i * ct_mult
     if dry_run:
@@ -179,6 +208,14 @@ def _buy_option(
         cancel_on_timeout=True,
     )
     if not fill.get("ok"):
+        filled_n = int(fill.get("filled_sheets") or 0)
+        orphan_close = None
+        if filled_n > 0 and not dry_run:
+            # 部分成交后撤单:尝试立刻平掉已成交,避免孤儿多头
+            try:
+                orphan_close = _sell_option(cfg, inst_id=inst_id, sheets=float(filled_n))
+            except Exception as e:
+                orphan_close = {"ok": False, "msg": str(e)}
         return {
             "ok": False,
             "msg": fill.get("msg") or "未完全成交,开仓失败",
@@ -186,7 +223,8 @@ def _buy_option(
             "sheets": sheets_i,
             "ask": float(ask),
             "exchange_ord_id": ord_id,
-            "filled_sheets": fill.get("filled_sheets"),
+            "filled_sheets": filled_n,
+            "orphan_close": orphan_close,
             "order": order,
             "fill": fill,
             "can_open": False,
@@ -221,9 +259,10 @@ def _open_perp(
     direction: str,
     contracts: float,
     leverage: int,
-    tp: float,
-    sl: float,
+    tp: Optional[float],
+    sl: Optional[float],
     dry_run: bool,
+    attach_tpsl: bool = True,
 ) -> dict[str, Any]:
     if not symbol or contracts <= 0:
         return {"ok": False, "msg": "永续符号或张数无效"}
@@ -237,6 +276,9 @@ def _open_perp(
             pass
     if amount <= 0:
         return {"ok": False, "msg": "张数经精度舍入后为 0"}
+    use_tpsl = bool(attach_tpsl) and tp is not None and sl is not None
+    tp_v = float(tp) if use_tpsl else None
+    sl_v = float(sl) if use_tpsl else None
     if dry_run:
         return {
             "ok": True,
@@ -245,8 +287,9 @@ def _open_perp(
             "direction": direction,
             "contracts": amount,
             "leverage": leverage,
-            "tp": tp,
-            "sl": sl,
+            "tp": tp_v,
+            "sl": sl_v,
+            "attach_tpsl": use_tpsl,
         }
     ensure = cfg.get("ensure_okx_live_ready")
     if callable(ensure):
@@ -257,7 +300,14 @@ def _open_perp(
     if not callable(place):
         return {"ok": False, "msg": "永续下单函数未注入"}
     try:
-        order = place(symbol, direction, amount, leverage, stop_loss=sl, take_profit=tp)
+        order = place(
+            symbol,
+            direction,
+            amount,
+            leverage,
+            stop_loss=sl_v,
+            take_profit=tp_v,
+        )
     except Exception as e:
         return {"ok": False, "msg": f"永续开仓失败: {e}"}
     return {
@@ -266,13 +316,60 @@ def _open_perp(
         "direction": direction,
         "contracts": amount,
         "leverage": leverage,
-        "tp": tp,
-        "sl": sl,
+        "tp": tp_v,
+        "sl": sl_v,
+        "attach_tpsl": use_tpsl,
         "order": order,
         "exchange_ord_id": str((order or {}).get("id") or (order or {}).get("info", {}).get("ordId") or ""),
     }
 
 
+def _close_perp(
+    cfg: dict[str, Any],
+    *,
+    symbol: str,
+    direction: str,
+    contracts: float,
+    dry_run: bool = False,
+) -> dict[str, Any]:
+    """市价平永续(reduce-only);优先用注入的 close_exchange_order."""
+    if not symbol:
+        return {"ok": False, "msg": "永续符号无效"}
+    if dry_run:
+        return {
+            "ok": True,
+            "dry_run": True,
+            "symbol": symbol,
+            "direction": direction,
+            "contracts": float(contracts or 0),
+        }
+    close_fn = cfg.get("close_exchange_order")
+    if callable(close_fn):
+        try:
+            order = close_fn(
+                {
+                    "exchange_symbol": symbol,
+                    "direction": direction,
+                    "order_amount": float(contracts or 0),
+                    "symbol": symbol,
+                }
+            )
+            return {"ok": True, "symbol": symbol, "direction": direction, "order": order}
+        except Exception as e:
+            return {"ok": False, "msg": f"永续平仓失败: {e}"}
+    # 回退:对向市价 reduce-only(若注入了 place + 支持)
+    place = cfg.get("place_exchange_order")
+    if not callable(place):
+        return {"ok": False, "msg": "永续平仓函数未注入"}
+    try:
+        # 无 TP/SL 的对向单;依赖交易所 reduceOnly 由 place 实现不保证,优先 close_exchange_order
+        side_dir = "short" if str(direction).lower() == "long" else "long"
+        order = place(symbol, side_dir, float(contracts or 0), int(cfg.get("alt_leverage") or 5), None, None)
+        return {"ok": True, "symbol": symbol, "direction": direction, "order": order, "note": "fallback_place"}
+    except Exception as e:
+        return {"ok": False, "msg": f"永续平仓失败: {e}"}
+
+
 def _sell_option(
     cfg: dict[str, Any],
     *,
@@ -280,9 +377,17 @@ def _sell_option(
     sheets: float,
     dry_run: bool = False,
 ) -> dict[str, Any]:
+    """平期权:走买一限价 + 验仓;仅 fully_closed/already_flat 视为成功.
+
+    对冲强平/目标平仓不启用 2× 回收门控(require_recycle_gate=False).
+    """
+    from lib.exchange.okx_options_lib import fetch_option_book_depth, fetch_option_positions
+    from lib.options.options_close_exec_lib import close_option_by_bid1
+
     ex = cfg.get("exchange_options")
     quote_fn = cfg.get("quote_option_contract")
-    place_fn = cfg.get("place_option_limit_order")
+    if not inst_id:
+        return {"ok": False, "msg": "缺少期权合约"}
     if not callable(quote_fn) or ex is None:
         return {"ok": False, "msg": "期权报价能力未就绪"}
     q = quote_fn(ex, inst_id)
@@ -291,20 +396,77 @@ def _sell_option(
         return {"ok": False, "msg": "暂无买一价,无法平期权"}
     sheets_i = max(1, int(round(float(sheets))))
     if dry_run:
-        return {"ok": True, "dry_run": True, "inst_id": inst_id, "sheets": sheets_i, "bid": float(bid)}
-    if not callable(place_fn):
+        return {
+            "ok": True,
+            "dry_run": True,
+            "inst_id": inst_id,
+            "sheets": sheets_i,
+            "bid": float(bid),
+            "fully_closed": True,
+        }
+    if not callable(cfg.get("place_option_limit_order")):
         return {"ok": False, "msg": "期权平仓未注入"}
-    order = place_fn(
+    close_cfg = dict(cfg)
+    if not callable(close_cfg.get("fetch_option_positions")):
+        close_cfg["fetch_option_positions"] = fetch_option_positions
+    if not callable(close_cfg.get("fetch_option_book_depth")):
+        close_cfg["fetch_option_book_depth"] = fetch_option_book_depth
+    if "td_mode" not in close_cfg:
+        close_cfg["td_mode"] = close_cfg.get("options_td_mode") or "isolated"
+    result = close_option_by_bid1(
+        close_cfg,
         ex,
-        inst_id=inst_id,
-        side="sell",
+        inst_id,
         sheets=sheets_i,
-        price=float(bid),
-        td_mode="isolated",
-        tick_sz=q.get("tick_sz"),
-        reduce_only=True,
+        require_recycle_gate=False,
     )
-    return order if order.get("ok") else order
+    out = dict(result or {})
+    if out.get("already_flat"):
+        # 二次验仓,避免一次空列表误判已平
+        import time as _time
+
+        _time.sleep(0.35)
+        try:
+            from lib.exchange.okx_options_lib import invalidate_option_positions_cache
+
+            invalidate_option_positions_cache()
+        except Exception:
+            pass
+        rows2 = close_cfg["fetch_option_positions"](ex)
+        if rows2 is None:
+            return {"ok": False, "msg": "二次验仓失败,未确认是否已平", "fully_closed": False}
+        still = next((p for p in rows2 if str(p.get("instId")) == inst_id), None)
+        still_sz = 0.0
+        if still is not None:
+            try:
+                still_sz = abs(float(still.get("availPos") or still.get("pos") or 0))
+            except (TypeError, ValueError):
+                still_sz = 0.0
+        if still is not None and still_sz >= 1:
+            return {
+                "ok": False,
+                "msg": "二次验仓仍有持仓,拒绝 already_flat",
+                "fully_closed": False,
+            }
+        out["ok"] = True
+        out["fully_closed"] = True
+        out.setdefault("bid", float(bid))
+        return out
+    if not out.get("ok"):
+        out.setdefault("bid", float(bid))
+        return out
+    if not out.get("fully_closed"):
+        return {
+            "ok": False,
+            "msg": out.get("msg") or "期权尚未完全平仓,将下轮重试",
+            "bid": out.get("locked_bid_px") or float(bid),
+            "fully_closed": False,
+            "partial": True,
+            "close": out,
+        }
+    out["bid"] = out.get("locked_bid_px") or float(bid)
+    out["fully_closed"] = True
+    return out
 
 
 def _notify_partial(cfg: dict[str, Any], plan_type: str, msg: str, results: list[dict[str, Any]]) -> None:
@@ -511,8 +673,9 @@ def refresh_oo_sizing_before_start(cfg: dict[str, Any], body: dict[str, Any]) ->
 
 
 def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, Any]) -> dict[str, Any]:
-    """永期启动前再拉保险腿卖一(张数沿用页面值,不按预算重算)."""
+    """永期启动前再拉卖一;保险模式张数沿用页面;期权为主时按权利金×0.95重算定仓."""
     from lib.exchange.okx_options_lib import option_buy_liquidity_ok
+    from lib.hedge_plan.hedge_plan_option_primary_lib import is_option_primary, size_from_premium
 
     inst = str(body.get("opt_inst_id") or "").strip()
     if not inst:
@@ -535,6 +698,51 @@ def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, An
     body["ask_sz"] = q.get("ask_sz")
     if q.get("ct_mult") is not None:
         body["ct_mult"] = float(q.get("ct_mult") or 0.01)
+    if is_option_primary(body):
+        cs = float(body.get("contract_size") or 0.01)
+        get_cs = cfg.get("get_contract_size")
+        sym = str(body.get("exchange_symbol") or "")
+        if callable(get_cs) and sym:
+            try:
+                cs = float(get_cs(sym) or cs)
+            except Exception:
+                pass
+        sized = size_from_premium(
+            premium_budget=float(body.get("premium_budget") or 0),
+            ask=float(body["ask"]),
+            ct_mult=float(body.get("ct_mult") or 0.01),
+            ratio=float(body.get("option_perp_ratio") or 2),
+            contract_size=cs,
+        )
+        if not sized.get("ok"):
+            return {"ok": False, "msg": sized.get("msg") or "定仓失败", "quote": q, "sizing": sized}
+        body["sheets"] = sized["sheets"]
+        body["contracts"] = sized["contracts"]
+        body["eth_qty"] = sized["eth_qty"]
+        body["contract_size"] = cs
+        # 深度不足则缩量
+        ask_sz = float(q.get("ask_sz") or 0)
+        if ask_sz > 0 and float(body["sheets"]) > ask_sz:
+            body["sheets"] = float(int(ask_sz))
+            if body["sheets"] <= 0:
+                return {"ok": False, "msg": "卖一深度不足 1 张", "quote": q, "sizing": sized}
+            eth = round(float(body["sheets"]) * float(body.get("ct_mult") or 0.01), 2)
+            body["eth_qty"] = eth
+            body["contracts"] = (eth / float(body.get("option_perp_ratio") or 2)) / cs
+        return {
+            "ok": True,
+            "ask": float(q["ask"]),
+            "ask_sz": q.get("ask_sz"),
+            "sheets": body.get("sheets"),
+            "contracts": body.get("contracts"),
+            "eth_qty": body.get("eth_qty"),
+            "sizing": sized,
+            "quote": q,
+            "msg": (
+                f"期权为主定仓: 权利金×0.95→{body.get('eth_qty')}ETH / "
+                f"{body.get('sheets')}张期权 / {float(body.get('contracts') or 0):.4f}张永续 @{q['ask']}"
+            ),
+        }
     return {
         "ok": True,
         "ask": float(q["ask"]),
@@ -592,15 +800,32 @@ def execute_perp_options_start(
                     )
                 return {"ok": False, "msg": opt_res.get("msg") or "期权开仓失败", "path": path, "results": results}
         else:
+            from lib.hedge_plan.hedge_plan_option_primary_lib import (
+                is_option_primary,
+                perp_direction_for_view,
+            )
+
+            opt_primary = is_option_primary(body)
+            view = str(body.get("direction") or "long")
+            perp_dir = str(step.get("direction") or (
+                perp_direction_for_view(view) if opt_primary else view
+            ))
+            attach = bool(step.get("attach_tpsl", not opt_primary))
+            tp_v = None if not attach else body.get("tp")
+            sl_v = None if not attach else body.get("sl")
+            if attach:
+                tp_v = float(body["tp"])
+                sl_v = float(body["sl"])
             perp_res = _open_perp(
                 cfg,
                 symbol=str(body.get("exchange_symbol") or ""),
-                direction=str(body.get("direction") or "long"),
+                direction=perp_dir,
                 contracts=float(body.get("contracts") or 0),
-                leverage=int(body.get("leverage") or 10),
-                tp=float(body["tp"]),
-                sl=float(body["sl"]),
+                leverage=int(body.get("leverage") or (100 if opt_primary else 10)),
+                tp=tp_v,
+                sl=sl_v,
                 dry_run=dry_run,
+                attach_tpsl=attach,
             )
             results.append({"step": step["step"], **perp_res})
             if not perp_res.get("ok"):
@@ -681,7 +906,24 @@ def execute_options_options_start(
     results: list[dict[str, Any]] = []
     leg_a = body.get("leg_a") or {}
     leg_b = body.get("leg_b") or {}
-    a_res = _buy_option(cfg, inst_id=str(leg_a.get("inst_id") or ""), sheets=float(leg_a.get("sheets") or 1), dry_run=dry_run)
+    inst_a = str(leg_a.get("inst_id") or "")
+    inst_b = str(leg_b.get("inst_id") or "")
+    from lib.options.options_position_limit_lib import option_position_limit_block_msg
+
+    pos_limit_msg = option_position_limit_block_msg(
+        cfg.get("exchange_options"),
+        opening_inst_ids=[inst_a, inst_b],
+        fetch_positions=cfg.get("fetch_option_positions"),
+    )
+    if pos_limit_msg:
+        return {
+            "ok": False,
+            "msg": pos_limit_msg,
+            "path": path,
+            "results": [],
+            "refresh": refresh,
+        }
+    a_res = _buy_option(cfg, inst_id=inst_a, sheets=float(leg_a.get("sheets") or 1), dry_run=dry_run)
     results.append({"step": "options_buy_limit", "leg": "a", **a_res})
     if not a_res.get("ok"):
         return {
@@ -691,7 +933,7 @@ def execute_options_options_start(
             "results": results,
             "refresh": refresh,
         }
-    b_res = _buy_option(cfg, inst_id=str(leg_b.get("inst_id") or ""), sheets=float(leg_b.get("sheets") or 1), dry_run=dry_run)
+    b_res = _buy_option(cfg, inst_id=inst_b, sheets=float(leg_b.get("sheets") or 1), dry_run=dry_run)
     results.append({"step": "options_buy_limit", "leg": "b", **b_res})
     if not b_res.get("ok"):
         if not dry_run and partial_auto_close_enabled():
@@ -769,15 +1011,25 @@ def execute_complete_missing_leg(
     role = str(missing.get("leg_role") or "")
     results: list[dict[str, Any]] = []
     if role == "perp":
+        from lib.hedge_plan.hedge_plan_option_primary_lib import (
+            is_option_primary,
+            perp_direction_for_view,
+        )
+
+        opt_primary = is_option_primary(start_body)
+        view = str(start_body.get("direction") or "long")
+        perp_dir = perp_direction_for_view(view) if opt_primary else view
+        attach = not opt_primary
         res = _open_perp(
             cfg,
             symbol=str(start_body.get("exchange_symbol") or missing.get("symbol") or ""),
-            direction=str(start_body.get("direction") or "long"),
+            direction=perp_dir,
             contracts=float(start_body.get("contracts") or missing.get("size") or 0),
-            leverage=int(start_body.get("leverage") or 10),
-            tp=float(start_body["tp"]),
-            sl=float(start_body["sl"]),
+            leverage=int(start_body.get("leverage") or (100 if opt_primary else 10)),
+            tp=None if not attach else float(start_body["tp"]),
+            sl=None if not attach else float(start_body["sl"]),
             dry_run=dry_run,
+            attach_tpsl=attach,
         )
         results.append({"step": "perp_market_open", "complete": True, **res})
         if not res.get("ok"):
@@ -820,6 +1072,19 @@ def execute_complete_missing_leg(
 def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
     pt = (plan_type or "").strip().lower()
     if pt == "perp_options":
+        from lib.hedge_plan.hedge_plan_option_primary_lib import (
+            is_option_primary,
+            validate_option_primary_start,
+        )
+
+        if is_option_primary(body):
+            from lib.hedge_plan.hedge_plan_option_primary_lib import validate_option_primary_watch
+
+            # 以期权为主默认盯盘启动(非现场开仓);显式 watch_entry=0 才走即开校验
+            watch = body.get("watch_entry")
+            if watch in (None, "", True, 1, "1", "true", "yes", "on"):
+                return validate_option_primary_watch(body)
+            return validate_option_primary_start(body)
         need = ("direction", "entry", "tp", "sl", "contracts", "opt_inst_id", "sheets", "exchange_symbol")
         for k in need:
             if body.get(k) in (None, ""):
@@ -827,30 +1092,110 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
         try:
             if float(body["contracts"]) <= 0 or float(body["sheets"]) <= 0:
                 return "张数必须大于 0"
-            if float(body["tp"]) <= 0 or float(body["sl"]) <= 0:
-                return "止盈/止损无效"
+            entry = float(body["entry"])
+            tp = float(body["tp"])
+            sl = float(body["sl"])
+            if tp <= 0 or sl <= 0 or entry <= 0:
+                return "止盈/止损/入场无效"
         except (TypeError, ValueError):
             return "数值字段无效"
+        direction = str(body.get("direction") or "").strip().lower()
+        if direction not in ("long", "short"):
+            return "方向须为 long 或 short"
+        opt_type = str(body.get("opt_type") or "").strip().upper()
+        if not opt_type:
+            # 允许从合约名推断 ETH-USD-...-P / -C
+            inst = str(body.get("opt_inst_id") or "")
+            if inst.upper().endswith("-P"):
+                opt_type = "P"
+            elif inst.upper().endswith("-C"):
+                opt_type = "C"
+        if opt_type not in ("P", "C"):
+            return "缺少期权类型(Put/Call)"
+        if direction == "long" and opt_type != "P":
+            return "做多永期对冲须用 Put"
+        if direction == "short" and opt_type != "C":
+            return "做空永期对冲须用 Call"
+        if direction == "long" and not (sl < entry < tp):
+            return "做多须满足 止损 < 入场 < 止盈"
+        if direction == "short" and not (tp < entry < sl):
+            return "做空须满足 止盈 < 入场 < 止损"
+        from lib.hedge_plan.hedge_plan_moneyness_lib import (
+            parse_strike_from_inst,
+            validate_po_option_moneyness,
+        )
+
+        strike = body.get("strike")
+        if strike in (None, ""):
+            strike = parse_strike_from_inst(str(body.get("opt_inst_id") or ""))
+        index_px = body.get("index_px")
+        if index_px in (None, ""):
+            index_px = entry
+        money_err = validate_po_option_moneyness(
+            opt_type=opt_type,
+            strike=strike,
+            index_px=index_px,
+            ask=body.get("ask"),
+            hours_to_expiry=body.get("hours_to_expiry"),
+        )
+        if money_err:
+            return money_err
         return None
     if pt == "options_options":
         a = body.get("leg_a") or {}
         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"
-        up = body.get("target_price_up")
-        down = body.get("target_price_down")
-        legacy = body.get("target_price")
-        if up in (None, "") and legacy not in (None, ""):
-            up = legacy
-        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"
-        try:
-            if float(up) <= float(down):
-                return "上破目标价必须大于下破目标价"
-        except (TypeError, ValueError):
-            return "目标价无效"
+        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")
+            if up in (None, "") and legacy not in (None, ""):
+                up = legacy
+            if down in (None, "") and legacy not in (None, ""):
+                down = legacy
+            if up in (None, "") or down in (None, ""):
+                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"
+            except (TypeError, ValueError):
+                return "目标价无效"
+        from lib.hedge_plan.hedge_plan_moneyness_lib import (
+            parse_strike_from_inst,
+            validate_oo_legs_moneyness,
+        )
+
+        def _leg_for_money(leg: dict) -> dict:
+            strike = leg.get("strike")
+            if strike in (None, ""):
+                strike = parse_strike_from_inst(str(leg.get("inst_id") or ""))
+            opt_type = leg.get("opt_type")
+            if not opt_type:
+                inst = str(leg.get("inst_id") or "").upper()
+                if inst.endswith("-C"):
+                    opt_type = "C"
+                elif inst.endswith("-P"):
+                    opt_type = "P"
+            return {"opt_type": opt_type, "strike": strike}
+
+        index_px = body.get("index_px")
+        money_err = validate_oo_legs_moneyness(
+            _leg_for_money(a),
+            _leg_for_money(b),
+            index_px=index_px,
+        )
+        if money_err:
+            return money_err
         return None
     return "未知计划类型"
 
@@ -955,7 +1300,7 @@ def execute_manual_end_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> dic
     if not plan:
         return {"ok": False, "msg": "计划不存在"}
     st = str(plan.get("status") or "")
-    if st not in ("opening", "active", "partial"):
+    if st not in ("opening", "active", "partial", "watching"):
         return {"ok": False, "msg": f"当前状态 {st or '—'} 不可结束"}
 
     notes = reconcile_unfilled_option_legs(cfg, conn, int(plan_id))

lib/hedge_plan/hedge_plan_register.py

@@ -79,6 +79,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
         "ensure_markets_loaded": getattr(app_module, "ensure_markets_loaded", None),
         "ensure_okx_live_ready": getattr(app_module, "ensure_okx_live_ready", None),
         "place_exchange_order": getattr(app_module, "place_exchange_order", None),
+        "close_exchange_order": getattr(app_module, "close_exchange_order", None),
         "get_live_position_contracts": getattr(app_module, "get_live_position_contracts", None),
         "amount_to_precision": _amount_to_precision,
         "build_option_chain": build_option_chain,
@@ -108,15 +109,21 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
 
 
 def _hedge_enabled() -> bool:
-    return _env_bool("HEDGE_PLAN_ENABLED", False)
+    from lib.hedge_plan.okx_trade_mode_lib import hedge_module_enabled
+
+    return hedge_module_enabled()
 
 
 def _show_perp_options() -> bool:
-    return _env_bool("HEDGE_PLAN_SHOW_PERP_OPTIONS", True)
+    from lib.hedge_plan.okx_trade_mode_lib import show_perp_options
+
+    return show_perp_options()
 
 
 def _show_options_options() -> bool:
-    return _env_bool("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", True)
+    from lib.hedge_plan.okx_trade_mode_lib import show_options_options
+
+    return show_options_options()
 
 
 def _oo_close_mode_enabled() -> bool:
@@ -180,13 +187,14 @@ def _gates_dict(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
                     raw = fetch_option_positions(ex) if ex is not None else []
                     has_standalone = has_standalone_option_position(conn, raw or [])
                 except Exception:
-                    has_standalone = False
+                    has_standalone = True  # fail-closed
             conn.commit()
         finally:
             conn.close()
     except Exception:
-        active = 0
-        has_standalone = False
+        # fail-closed:探测失败视为不可开仓
+        active = 10**9
+        has_standalone = True
     return gate_status(
         hedge_enabled=_hedge_enabled(),
         sizing_mode=load_position_sizing_mode(),
@@ -214,31 +222,45 @@ def _gates_public(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
 
 
 def _maybe_start_monitor(cfg: dict[str, Any]) -> None:
-    if not _hedge_enabled():
-        return
-    try:
-        secs = float(os.getenv("HEDGE_PLAN_MONITOR_POLL_SECONDS") or "15")
-    except ValueError:
-        secs = 15.0
-    secs = max(5.0, secs)
+    # 始终启动监控线程:单独期权模式下仍需收口遗留 active/partial 计划
+    with _hedge_start_lock():
+        if cfg.get("hedge_monitor_thread") is not None:
+            return
+        try:
+            secs = float(os.getenv("HEDGE_PLAN_MONITOR_POLL_SECONDS") or "15")
+        except ValueError:
+            secs = 15.0
+        secs = max(5.0, secs)
 
-    def _loop() -> None:
-        import time
+        def _loop() -> None:
+            import time
 
-        from lib.hedge_plan.hedge_plan_monitor_lib import tick_active_plans
+            from lib.hedge_plan.hedge_plan_monitor_lib import tick_active_plans
 
-        while True:
-            try:
-                tick_active_plans(cfg)
-            except Exception:
-                pass
-            time.sleep(secs)
+            while True:
+                try:
+                    tick_active_plans(cfg)
+                except Exception:
+                    pass
+                time.sleep(secs)
 
-    import threading
+        import threading
 
-    t = threading.Thread(target=_loop, name="hedge-plan-monitor", daemon=True)
-    t.start()
-    cfg["hedge_monitor_thread"] = t
+        t = threading.Thread(target=_loop, name="hedge-plan-monitor", daemon=True)
+        t.start()
+        cfg["hedge_monitor_thread"] = t
+
+
+_start_lock = None
+
+
+def _hedge_start_lock():
+    global _start_lock
+    if _start_lock is None:
+        import threading
+
+        _start_lock = threading.Lock()
+    return _start_lock
 
 
 def _start_body_json(body: dict[str, Any], missing_leg: Optional[str] = None) -> str:
@@ -277,34 +299,57 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
             opt_ok = True
             perp_ok = True
         premium = float((opt or {}).get("premium") or 0) if opt_ok else 0.0
-        plan_id = insert_plan(
-            conn,
-            {
-                "plan_type": "perp_options",
-                "status": "partial" if is_partial else "active",
-                "underlying": str(body.get("underlying") or "ETH").upper(),
-                "direction": str(body.get("direction") or "long"),
-                "entry_mark": float(body.get("entry") or 0),
-                "tp": float(body.get("tp") or 0),
-                "sl": float(body.get("sl") or 0),
-                "sizing_mode_at_open": load_position_sizing_mode(),
-                "perp_size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
-                "margin": body.get("margin"),
-                "leverage": float(body.get("leverage") or 10),
-                "premium_total": premium,
-                "preview_json": _start_body_json(body, missing or None),
-                "close_reason": "partial_fail" if is_partial else None,
-                "opened_at": result.get("opened_at"),
-                "note": (result.get("msg") or "")[:500] if is_partial else None,
-            },
+        from lib.hedge_plan.hedge_plan_option_primary_lib import (
+            is_option_primary,
+            perp_direction_for_view,
         )
+
+        opt_primary = is_option_primary(body)
+        view = str(body.get("direction") or "long")
+        perp_dir = (
+            str((perp or {}).get("direction") or "")
+            or (perp_direction_for_view(view) if opt_primary else view)
+        )
+        plan_row = {
+            "plan_type": "perp_options",
+            "status": "partial" if is_partial else "active",
+            "underlying": str(body.get("underlying") or "ETH").upper(),
+            "direction": view,
+            "entry_mark": float(body.get("entry") or 0),
+            "tp": float(body.get("tp") or 0) if not opt_primary else 0,
+            "sl": float(body.get("sl") or 0) if not opt_primary else 0,
+            "sizing_mode_at_open": load_position_sizing_mode(),
+            "perp_size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
+            "margin": body.get("margin"),
+            "leverage": float(body.get("leverage") or (100 if opt_primary else 10)),
+            "premium_total": premium,
+            "preview_json": _start_body_json(body, missing or None),
+            "close_reason": "partial_fail" if is_partial else None,
+            "opened_at": result.get("opened_at"),
+            "note": (result.get("msg") or "")[:500] if is_partial else None,
+            "option_primary": 1 if opt_primary else 0,
+            "perp_direction": perp_dir,
+        }
+        if opt_primary:
+            plan_row.update(
+                {
+                    "option_target_points": float(body.get("option_target_points") or 0),
+                    "perp_target_points": float(body.get("perp_target_points") or 0),
+                    "option_perp_ratio": float(body.get("option_perp_ratio") or 0),
+                    "premium_budget": float(body.get("premium_budget") or 0),
+                    "strike_interval": float(body.get("strike_interval") or 15),
+                    "min_option_hours": float(body.get("min_option_hours") or 36),
+                    "option_moneyness": str(body.get("moneyness") or body.get("option_moneyness") or ""),
+                }
+            )
+        plan_id = insert_plan(conn, plan_row)
         insert_leg(
             conn,
             {
                 "plan_id": plan_id,
                 "leg_role": "perp",
                 "symbol": str(body.get("exchange_symbol") or ""),
-                "side": str(body.get("direction") or "long"),
+                "side": perp_dir,
                 "size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
                 "avg_open": float(body.get("entry") or 0) if perp_ok else None,
                 "status": "open" if perp_ok else "pending",
@@ -322,8 +367,9 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
                 "strike": (opt or {}).get("strike") or body.get("strike"),
                 "side": "buy",
                 "size": float((opt or {}).get("sheets") or body.get("sheets") or 1),
-                "avg_open": float((opt or {}).get("ask") or 0) if opt_ok else None,
+                "avg_open": float((opt or {}).get("ask") or body.get("ask") or 0) if opt_ok else None,
                 "premium": premium if opt_ok else 0,
+                "ct_mult": float(body.get("ct_mult") or (opt or {}).get("ct_mult") or 0.01),
                 "status": "open" if opt_ok else "pending",
                 "exchange_ord_id": str((opt or {}).get("exchange_ord_id") or ""),
                 "opened_at": result.get("opened_at") if opt_ok else None,
@@ -341,6 +387,134 @@ def _persist_po(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
         conn.close()
 
 
+def _persist_po_watching(cfg: dict[str, Any], body: dict[str, Any]) -> int:
+    """以期权为主:只落库盯盘计划,不下单."""
+    from lib.hedge_plan.hedge_plan_db import init_hedge_plan_tables, insert_plan
+    from lib.hedge_plan.hedge_plan_option_primary_lib import perp_direction_for_view
+
+    conn = cfg["get_db"]()
+    try:
+        init_hedge_plan_tables(conn)
+        view = str(body.get("direction") or "long")
+        money = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
+        plan_id = insert_plan(
+            conn,
+            {
+                "plan_type": "perp_options",
+                "status": "watching",
+                "underlying": str(body.get("underlying") or "ETH").upper(),
+                "direction": view,
+                "entry_mark": float(body.get("index_px") or body.get("entry") or 0) or None,
+                "tp": 0,
+                "sl": 0,
+                "sizing_mode_at_open": None,
+                "perp_size": None,
+                "margin": None,
+                "leverage": float(body.get("leverage") or 100),
+                "premium_total": 0,
+                "preview_json": _start_body_json(body),
+                "close_reason": None,
+                "opened_at": None,
+                "note": "盯盘中:等待杠杆/间隔达标后自动开仓",
+                "option_primary": 1,
+                "perp_direction": perp_direction_for_view(view),
+                "option_target_points": float(body.get("option_target_points") or 0),
+                "perp_target_points": float(body.get("perp_target_points") or 0),
+                "option_perp_ratio": float(body.get("option_perp_ratio") or 0),
+                "premium_budget": float(body.get("premium_budget") or 0),
+                "strike_interval": float(body.get("strike_interval") or 15),
+                "min_option_hours": float(body.get("min_option_hours") or 36),
+                "option_moneyness": money,
+                "option_leverage": float(body.get("option_leverage") or 0),
+            },
+        )
+        conn.commit()
+        return plan_id
+    finally:
+        conn.close()
+
+
+def _activate_watching_po(
+    cfg: dict[str, Any],
+    conn: Any,
+    plan_id: int,
+    result: dict[str, Any],
+    body: dict[str, Any],
+) -> None:
+    """盯盘命中后:写入腿并把 watching → active/partial."""
+    from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, insert_leg, update_plan
+    from lib.hedge_plan.hedge_plan_notify_lib import notify_plan_start
+    from lib.hedge_plan.hedge_plan_option_primary_lib import perp_direction_for_view
+
+    is_partial = bool(result.get("partial"))
+    missing = str(result.get("missing_leg") or "") if is_partial else ""
+    opt = result.get("option") or {}
+    perp = result.get("perp") or {}
+    if is_partial:
+        opt_ok = missing != "option_hedge" and bool(result.get("option"))
+        perp_ok = missing != "perp" and bool(result.get("perp"))
+    else:
+        opt_ok = True
+        perp_ok = True
+    premium = float((opt or {}).get("premium") or 0) if opt_ok else 0.0
+    view = str(body.get("direction") or "long")
+    perp_dir = (
+        str((perp or {}).get("direction") or "")
+        or perp_direction_for_view(view)
+    )
+    update_plan(
+        conn,
+        int(plan_id),
+        status="partial" if is_partial else "active",
+        entry_mark=float(body.get("entry") or body.get("index_px") or 0) or None,
+        perp_size=float((perp or {}).get("contracts") or body.get("contracts") or 0),
+        leverage=float(body.get("leverage") or 100),
+        premium_total=premium,
+        preview_json=_start_body_json(body, missing or None),
+        close_reason="partial_fail" if is_partial else None,
+        opened_at=result.get("opened_at"),
+        note=(result.get("msg") or "")[:500] if is_partial else "盯盘达标已开仓",
+        perp_direction=perp_dir,
+    )
+    insert_leg(
+        conn,
+        {
+            "plan_id": int(plan_id),
+            "leg_role": "perp",
+            "symbol": str(body.get("exchange_symbol") or ""),
+            "side": perp_dir,
+            "size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
+            "avg_open": float(body.get("entry") or 0) if perp_ok else None,
+            "status": "open" if perp_ok else "pending",
+            "exchange_ord_id": str((perp or {}).get("exchange_ord_id") or ""),
+            "opened_at": result.get("opened_at") if perp_ok else None,
+        },
+    )
+    insert_leg(
+        conn,
+        {
+            "plan_id": int(plan_id),
+            "leg_role": "option_hedge",
+            "inst_id": str((opt or {}).get("inst_id") or body.get("opt_inst_id") or ""),
+            "opt_type": str((opt or {}).get("opt_type") or body.get("opt_type") or ""),
+            "strike": (opt or {}).get("strike") or body.get("strike"),
+            "side": "buy",
+            "size": float((opt or {}).get("sheets") or body.get("sheets") or 1),
+            "avg_open": float((opt or {}).get("ask") or body.get("ask") or 0) if opt_ok else None,
+            "premium": premium if opt_ok else 0,
+            "ct_mult": float(body.get("ct_mult") or (opt or {}).get("ct_mult") or 0.01),
+            "status": "open" if opt_ok else "pending",
+            "exchange_ord_id": str((opt or {}).get("exchange_ord_id") or ""),
+            "opened_at": result.get("opened_at") if opt_ok else None,
+        },
+    )
+    if not is_partial:
+        plan = get_plan(conn, int(plan_id))
+        legs = get_plan_legs(conn, int(plan_id))
+        if plan:
+            notify_plan_start(cfg, conn, plan, legs)
+
+
 def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any]) -> int:
     from lib.hedge_plan.hedge_plan_db import (
         get_plan,
@@ -363,27 +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(
-                    body.get("target_price_up")
-                    or body.get("target_price")
-                    or 0
-                ),
-                "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
-                ),
+                "target_price": up_f,
+                "target_price_up": up_f,
+                "target_price_down": down_f,
+                "profit_rr": profit_rr,
                 "sizing_mode_at_open": load_position_sizing_mode(),
                 "premium_total": premium,
                 "oo_close_mode": _normalize_oo_close_mode(body.get("oo_close_mode")),
@@ -454,22 +637,43 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
         direction = (request.args.get("direction") or "long").strip().lower()
         if direction not in ("long", "short"):
             direction = "long"
+        option_primary = (request.args.get("option_primary") or "").strip().lower() in (
+            "1",
+            "true",
+            "yes",
+            "on",
+        )
         data, err = _fetch_perp_market(cfg, base)
         if err:
             return jsonify({"ok": False, "msg": err}), 400
         sizing_mode = load_position_sizing_mode()
         gates = _gates_dict(cfg, "perp_options")
+        if option_primary:
+            from lib.hedge_plan.hedge_plan_option_primary_lib import (
+                opt_type_for_view,
+                perp_direction_for_view,
+            )
+
+            suggested = opt_type_for_view(direction)
+            perp_dir = perp_direction_for_view(direction)
+            acct_note = "以期权为主:看法腿买期权,永续反向对冲"
+        else:
+            suggested = "P" if direction == "long" else "C"
+            perp_dir = direction
+            acct_note = "永续腿使用合约(交易)账户可用 USDT"
         out = {
             "ok": True,
             "base": base,
             "direction": direction,
-            "suggested_opt_type": "P" if direction == "long" else "C",
+            "option_primary": option_primary,
+            "suggested_opt_type": suggested,
+            "perp_direction": perp_dir,
             **data,
             "gates": gates,
             "sizing_mode": sizing_mode,
             "account_kind": "perp",
             "account_label": cfg.get("perp_account_label") or "合约账户",
-            "account_note": "永续腿使用合约(交易)账户可用 USDT",
+            "account_note": acct_note,
         }
         return jsonify(out)
 
@@ -482,29 +686,91 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
         if ex is None:
             return jsonify({"ok": False, "msg": "期权交易所未初始化"}), 400
         u = (request.args.get("underlying") or cfg.get("default_underly") or "ETH").upper()
+        # 热更新:链展示天数每次读 env
+        chain_max_dte = float(
+            os.getenv("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS")
+            or os.getenv("OKX_OPTIONS_MAX_DTE_DAYS")
+            or cfg.get("chain_max_dte")
+            or 14
+        )
         try:
             chain = cfg["build_option_chain"](
                 ex,
                 u,
-                max_dte_days=float(cfg.get("chain_max_dte") or 14),
+                max_dte_days=chain_max_dte,
                 itm_only=False,
                 itm_max_dist_usd=float(os.getenv("OKX_OPTIONS_ITM_MAX_DIST_USD") or "30"),
             )
         except Exception as e:
             return jsonify({"ok": False, "msg": f"拉取期权链失败: {e}"}), 500
+        # 可选:永期以期权为主时按最低剩余小时/行权间隔过滤(仅当请求显式带 option_primary)
+        # 默认拉链不再带此过滤,避免期期看不到明天到期
+        option_primary = (request.args.get("option_primary") or "").strip().lower() in (
+            "1",
+            "true",
+            "yes",
+            "on",
+        )
+        min_hours = None
+        strike_interval = None
+        try:
+            if request.args.get("min_hours") not in (None, ""):
+                min_hours = float(request.args.get("min_hours"))
+        except (TypeError, ValueError):
+            min_hours = 36.0 if option_primary else None
+        try:
+            if request.args.get("strike_interval") not in (None, ""):
+                strike_interval = float(request.args.get("strike_interval"))
+        except (TypeError, ValueError):
+            strike_interval = 15.0 if option_primary else None
+        if option_primary and min_hours is None:
+            min_hours = 36.0
+        if option_primary and strike_interval is None:
+            strike_interval = 15.0
+        if min_hours is not None or strike_interval is not None:
+            from lib.hedge_plan.hedge_plan_option_primary_lib import hours_to_expiry_from_ms
+
+            idx = None
+            try:
+                idx = float(chain.get("index_px") or 0) or None
+            except (TypeError, ValueError):
+                idx = None
+            filtered = []
+            for exp in chain.get("expiries") or []:
+                h = hours_to_expiry_from_ms(exp.get("exp_time"))
+                if min_hours is not None and h is not None and h < min_hours:
+                    continue
+                contracts = []
+                for c in exp.get("contracts") or []:
+                    row = dict(c)
+                    row["hours_to_expiry"] = h
+                    if strike_interval is not None and idx and idx > 0:
+                        try:
+                            k = float(row.get("strike") or 0)
+                        except (TypeError, ValueError):
+                            k = 0.0
+                        if k > 0 and abs(k - idx) > strike_interval + 1e-9:
+                            continue
+                    contracts.append(row)
+                if contracts:
+                    filtered.append({**exp, "contracts": contracts, "hours_to_expiry": h})
+            chain = {**chain, "expiries": filtered}
         opt_acct = _options_account_snapshot(cfg)
         return jsonify(
             {
                 "ok": True,
                 **chain,
                 "underlying": u,
-                "chain_max_dte_days": cfg.get("chain_max_dte"),
+                "chain_max_dte_days": chain_max_dte,
                 "account_kind": "options",
                 "account_label": cfg.get("options_account_label") or "期权账户",
                 "account_note": "期权腿使用期权账户(交易 USDC)",
                 "options_account": opt_acct,
                 "trade_budget_usdc": cfg.get("trade_budget_usdc"),
                 "budget_buffer": cfg.get("budget_buffer"),
+                "option_primary": option_primary,
+                "min_hours": min_hours,
+                "strike_interval": strike_interval,
             }
         )
 
@@ -560,37 +826,84 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
         body = request.get_json(silent=True) or {}
         plan_type = (body.get("plan_type") or "perp_options").strip().lower()
         dry_run = bool(body.get("dry_run")) or _env_bool("HEDGE_PLAN_DRY_RUN", False)
-        gates = _gates_dict(cfg, plan_type)
-        if not dry_run and not gates.get("can_start"):
+        try:
+            from lib.options.options_margin_mode_lib import is_coin_margin_mode
+
+            if is_coin_margin_mode() and not dry_run:
+                return jsonify(
+                    {
+                        "ok": False,
+                        "msg": "当前单笔期权为币本位模式,对冲计划仅支持 USDC 期权;请将 OKX_OPTIONS_MARGIN_MODE=usdc 并重启后再开对冲",
+                    }
+                ), 400
+        except Exception as e:
             return jsonify(
-                {"ok": False, "msg": "; ".join(gates.get("reasons") or ["不可开仓"]), "gates": gates}
+                {"ok": False, "msg": f"期权本位校验失败,已拒绝开对冲: {e}"}
             ), 400
-        err = validate_start_body(plan_type, body)
-        if err:
-            return jsonify({"ok": False, "msg": err, "gates": gates}), 400
-        # 补齐永续杠杆
-        if plan_type == "perp_options" and not body.get("leverage"):
-            base = str(body.get("underlying") or "ETH").upper()
-            body["leverage"] = cfg.get("btc_leverage") if base == "BTC" else (cfg.get("btc_leverage") or 10)
-            # ETH 也用 BTC 档 10x 按方案;ALT 为 alt_leverage 仅非 BTC/ETH
-            if base in ("BTC", "ETH"):
-                body["leverage"] = int(cfg.get("btc_leverage") or 10)
-        if plan_type == "options_options":
-            out = execute_options_options_start(
-                cfg,
-                body,
-                dry_run=dry_run,
-                persist=(None if dry_run else (lambda r, b: _persist_oo(cfg, r, b))),
-            )
-        else:
-            out = execute_perp_options_start(
-                cfg,
-                body,
-                dry_run=dry_run,
-                persist=(None if dry_run else (lambda r, b: _persist_po(cfg, r, b))),
-            )
-        out["gates"] = gates
-        return jsonify(out), (200 if out.get("ok") else 400)
+        with _hedge_start_lock():
+            gates = _gates_dict(cfg, plan_type)
+            if not dry_run and not gates.get("can_start"):
+                return jsonify(
+                    {"ok": False, "msg": "; ".join(gates.get("reasons") or ["不可开仓"]), "gates": gates}
+                ), 400
+            err = validate_start_body(plan_type, body)
+            if err:
+                return jsonify({"ok": False, "msg": err, "gates": gates}), 400
+            # 补齐永续杠杆(以期权为主默认 100;保险模式 BTC/ETH 用 btc_leverage)
+            if plan_type == "perp_options" and not body.get("leverage"):
+                from lib.hedge_plan.hedge_plan_option_primary_lib import is_option_primary
+
+                if is_option_primary(body):
+                    body["leverage"] = 100
+                else:
+                    base = str(body.get("underlying") or "ETH").upper()
+                    if base in ("BTC", "ETH"):
+                        body["leverage"] = int(cfg.get("btc_leverage") or 10)
+                    else:
+                        body["leverage"] = int(cfg.get("alt_leverage") or 5)
+            # 以期权为主:策略启动=盯盘,不现场开仓
+            if plan_type == "perp_options":
+                from lib.hedge_plan.hedge_plan_option_primary_lib import is_option_primary
+
+                watch = body.get("watch_entry")
+                watch_on = watch in (None, "", True, 1, "1", "true", "yes", "on")
+                if is_option_primary(body) and watch_on:
+                    if dry_run:
+                        return jsonify(
+                            {
+                                "ok": True,
+                                "dry_run": True,
+                                "watching": True,
+                                "msg": "dry_run:将创建盯盘计划(不落库)",
+                                "gates": gates,
+                            }
+                        )
+                    plan_id = _persist_po_watching(cfg, body)
+                    return jsonify(
+                        {
+                            "ok": True,
+                            "watching": True,
+                            "plan_id": plan_id,
+                            "msg": "已启动盯盘,杠杆/间隔达标后自动开仓",
+                            "gates": gates,
+                        }
+                    )
+            if plan_type == "options_options":
+                out = execute_options_options_start(
+                    cfg,
+                    body,
+                    dry_run=dry_run,
+                    persist=(None if dry_run else (lambda r, b: _persist_oo(cfg, r, b))),
+                )
+            else:
+                out = execute_perp_options_start(
+                    cfg,
+                    body,
+                    dry_run=dry_run,
+                    persist=(None if dry_run else (lambda r, b: _persist_po(cfg, r, b))),
+                )
+            out["gates"] = gates
+            return jsonify(out), (200 if out.get("ok") else 400)
 
     @app.route("/api/hedge-plan/<int:plan_id>/end", methods=["POST"])
     @lr
@@ -628,12 +941,19 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
 
         body = request.get_json(silent=True) or {}
         dry_run = bool(body.get("dry_run")) or _env_bool("HEDGE_PLAN_DRY_RUN", False)
+        if not dry_run and not _hedge_enabled():
+            return jsonify({"ok": False, "msg": "当前交易模式为单独期权,不可补开对冲腿"}), 400
         conn = cfg["get_db"]()
         try:
             init_hedge_plan_tables(conn)
             plan = get_plan(conn, plan_id)
             if not plan:
                 return jsonify({"ok": False, "msg": "计划不存在"}), 404
+            pt = str(plan.get("plan_type") or "")
+            if pt == "perp_options" and not _show_perp_options():
+                return jsonify({"ok": False, "msg": "当前模式非永期对冲,不可补开"}), 400
+            if pt == "options_options" and not _show_options_options():
+                return jsonify({"ok": False, "msg": "当前模式非期期对冲,不可补开"}), 400
             if str(plan.get("status") or "") != "partial":
                 return jsonify({"ok": False, "msg": "仅半腿待补(partial)计划可补开"}), 400
             legs = get_plan_legs(conn, plan_id)
@@ -770,17 +1090,19 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
         try:
             init_hedge_plan_tables(conn)
             rows = []
-            for status in ("opening", "active", "partial"):
+            for status in ("watching", "opening", "active", "partial"):
                 rows.extend(list_plans(conn, status=status, limit=80))
             rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
             for row in rows:
+                if str(row.get("status") or "") == "watching":
+                    continue
                 try:
                     reconcile_unfilled_option_legs(cfg, conn, int(row["id"]))
                 except Exception:
                     pass
             # 校正后可能 status 变化,重新拉一遍
             rows = []
-            for status in ("opening", "active", "partial"):
+            for status in ("watching", "opening", "active", "partial"):
                 rows.extend(list_plans(conn, status=status, limit=80))
             rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
             plans = attach_legs_to_plans(conn, rows)
@@ -862,6 +1184,37 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
 
 
 def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
+    from lib.hedge_plan.hedge_plan_moneyness_lib import validate_po_option_moneyness
+    from lib.hedge_plan.hedge_plan_option_primary_lib import (
+        build_option_primary_preview,
+        is_option_primary,
+        size_from_premium,
+        validate_option_primary_start,
+    )
+
+    if is_option_primary(body):
+        err = validate_option_primary_start(body)
+        if err:
+            raise ValueError(err)
+        sized = size_from_premium(
+            premium_budget=float(body.get("premium_budget") or 0),
+            ask=float(body.get("ask") or 0),
+            ct_mult=float(body.get("ct_mult") or 0.01),
+            ratio=float(body.get("option_perp_ratio") or 2),
+            contract_size=float(body.get("contract_size") or 0.01),
+        )
+        if not sized.get("ok"):
+            raise ValueError(sized.get("msg") or "定仓失败")
+        body = dict(body)
+        body["sheets"] = sized["sheets"]
+        body["contracts"] = sized["contracts"]
+        body["eth_qty"] = sized["eth_qty"]
+        if not body.get("entry"):
+            body["entry"] = body.get("index_px") or 0
+        out = build_option_primary_preview(body)
+        out["sizing"] = sized
+        return out
+
     direction = str(body.get("direction") or "long").lower()
     entry = float(body["entry"])
     tp = float(body["tp"])
@@ -879,6 +1232,16 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
             raise ValueError("缺少权利金或卖一价")
         premium = option_premium_total(ask=float(ask), sheets=sheets, ct_mult=ct_mult)
     index_px = body.get("index_px")
+    idx_for_money = float(index_px) if index_px is not None else entry
+    money_err = validate_po_option_moneyness(
+        opt_type=opt_type,
+        strike=strike,
+        index_px=idx_for_money,
+        ask=ask,
+        hours_to_expiry=body.get("hours_to_expiry"),
+    )
+    if money_err:
+        raise ValueError(money_err)
     return build_perp_options_preview(
         direction=direction,
         entry=entry,
@@ -896,6 +1259,14 @@ 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")
@@ -903,13 +1274,19 @@ 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, ""):
-        raise ValueError("请填写上破与下破目标价")
-    up_f = float(up)
-    down_f = float(down)
-    if up_f <= down_f:
+    if profit_rr is None and (up in (None, "") or down in (None, "")):
+        raise ValueError("请填写盈亏比")
+    up_f = float(up) if up not in (None, "") else None
+    down_f = float(down) if down not in (None, "") else None
+    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)):
@@ -923,7 +1300,11 @@ def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
             )
         if leg.get("premium_paid") is None:
             raise ValueError(f"缺少 {name} 权利金")
+    money_err = validate_oo_legs_moneyness(leg_a, leg_b, index_px=index_px)
+    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/hedge_plan_settle_lib.py

@@ -109,7 +109,11 @@ def resolve_option_leg_realized_pnl(
         except Exception:
             rows = None
     if rows:
-        info = resolve_option_close_from_history(rows, open_ms=open_ms)
+        close_ms = _parse_opened_ms(leg.get("closed_at"))
+        sheets = _sf(leg.get("size")) or _sf(leg.get("sheets"))
+        info = resolve_option_close_from_history(
+            rows, open_ms=open_ms, close_ms=close_ms, sheets=sheets
+        )
         pnl = _sf((info or {}).get("realized_pnl")) if info else None
         if pnl is not None:
             return round(float(pnl), 4), "exchange"

lib/hedge_plan/okx_trade_mode_lib.py

@@ -0,0 +1,103 @@
+"""OKX 期权/对冲三选一模式(env: OKX_TRADE_MODE).
+
+options         → 仅单独期权(隐藏对冲导航与对冲 env 配置)
+perp_options    → 仅永期对冲(不可单独开期权;对冲组数上限 MAX_ACTIVE_HEDGE_PLANS)
+options_options → 仅期期对冲(同上)
+"""
+from __future__ import annotations
+
+import os
+from typing import Optional
+
+MODE_OPTIONS = "options"
+MODE_PERP = "perp_options"
+MODE_OO = "options_options"
+VALID_MODES = frozenset({MODE_OPTIONS, MODE_PERP, MODE_OO})
+
+_ALIASES = {
+    "option": MODE_OPTIONS,
+    "standalone": MODE_OPTIONS,
+    "期权": MODE_OPTIONS,
+    "单独期权": MODE_OPTIONS,
+    "po": MODE_PERP,
+    "perp": MODE_PERP,
+    "永期": MODE_PERP,
+    "永期对冲": MODE_PERP,
+    "oo": MODE_OO,
+    "期期": MODE_OO,
+    "期期对冲": MODE_OO,
+}
+
+
+def _env_bool(name: str, default: bool = False) -> bool:
+    raw = os.getenv(name)
+    if raw is None or str(raw).strip() == "":
+        return default
+    return str(raw).strip().lower() in ("1", "true", "yes", "on")
+
+
+def normalize_okx_trade_mode(raw: Optional[str]) -> str:
+    s = str(raw or "").strip().lower()
+    if s in VALID_MODES:
+        return s
+    if s in _ALIASES:
+        return _ALIASES[s]
+    return ""
+
+
+def legacy_infer_okx_trade_mode() -> str:
+    """未配置 OKX_TRADE_MODE 时,按旧开关推断,避免已有部署行为突变."""
+    if not _env_bool("HEDGE_PLAN_ENABLED", False):
+        return MODE_OPTIONS
+    show_po = _env_bool("HEDGE_PLAN_SHOW_PERP_OPTIONS", True)
+    show_oo = _env_bool("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", True)
+    if show_po and not show_oo:
+        return MODE_PERP
+    if show_oo and not show_po:
+        return MODE_OO
+    if show_po:
+        return MODE_PERP
+    if show_oo:
+        return MODE_OO
+    return MODE_OPTIONS
+
+
+def get_okx_trade_mode() -> str:
+    m = normalize_okx_trade_mode(os.getenv("OKX_TRADE_MODE"))
+    if m:
+        return m
+    return legacy_infer_okx_trade_mode()
+
+
+def hedge_module_enabled() -> bool:
+    return get_okx_trade_mode() in (MODE_PERP, MODE_OO)
+
+
+def show_perp_options() -> bool:
+    return get_okx_trade_mode() == MODE_PERP
+
+
+def show_options_options() -> bool:
+    return get_okx_trade_mode() == MODE_OO
+
+
+def standalone_options_open_allowed() -> bool:
+    return get_okx_trade_mode() == MODE_OPTIONS
+
+
+def mode_label(mode: Optional[str] = None) -> str:
+    m = mode or get_okx_trade_mode()
+    return {
+        MODE_OPTIONS: "单独期权",
+        MODE_PERP: "永期对冲",
+        MODE_OO: "期期对冲",
+    }.get(m, m or "—")
+
+
+def block_standalone_open_by_mode_msg() -> Optional[str]:
+    if standalone_options_open_allowed():
+        return None
+    return (
+        f"当前交易模式为「{mode_label()}」,不可单独开期权;"
+        "请在 env「交易模式」切换为「单独期权」"
+    )

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -2,9 +2,10 @@
      data-default-underly="{{ options_default_underly | default('ETH') }}"
      data-hedge-enabled="{{ '1' if hedge_plan_enabled else '0' }}"
      data-options-enabled="{{ '1' if options_enabled else '0' }}"
-     data-show-perp="{{ '1' if hedge_plan_show_perp_options | default(true) else '0' }}"
-     data-show-oo="{{ '1' if hedge_plan_show_options_options | default(true) else '0' }}"
-     data-oo-close-mode-enabled="{{ '1' if hedge_plan_oo_close_mode_enabled | default(true) else '0' }}"
+     data-show-perp="{{ '1' if hedge_plan_show_perp_options else '0' }}"
+     data-show-oo="{{ '1' if hedge_plan_show_options_options else '0' }}"
+     data-oo-close-mode-enabled="{{ '1' if hedge_plan_oo_close_mode_enabled else '0' }}"
+     data-option-primary="{{ '1' if hedge_plan_option_primary|default(true) else '0' }}"
      data-budget-buffer="{{ hedge_plan_budget_buffer | default(0.95) }}"
      data-sizing-mode="{{ position_sizing_mode | default('risk') }}"
      data-is-full-margin="{{ '1' if position_sizing_mode == 'full_margin' else '0' }}">
@@ -14,8 +15,8 @@
   {% if not options_enabled %}
   <div class="flash" style="margin-bottom:12px">期权模块未启用,无法拉期权链.请先配置期权账户.</div>
   {% endif %}
-  {% if hedge_plan_enabled and not (hedge_plan_show_perp_options | default(true)) and not (hedge_plan_show_options_options | default(true)) %}
-  <div class="flash" style="margin-bottom:12px">永期与期期 Tab 均已隐藏:可在 <code>env配置 → 对冲计划</code> 打开显示开关;进行中/历史仍可查看.</div>
+  {% if hedge_plan_enabled and not hedge_plan_show_perp_options and not hedge_plan_show_options_options %}
+  <div class="flash" style="margin-bottom:12px">永期与期期 Tab 均已隐藏:请在 env「期权/对冲模式」切换交易模式;进行中/历史仍可查看.</div>
   {% endif %}
 
   <div class="card hp-head-card">
@@ -26,10 +27,10 @@
       <button type="button" class="btn-secondary" id="hp-refresh" title="刷新永续行情与期权链">刷新行情</button>
     </div>
     <div class="hp-tabs" role="tablist" aria-label="对冲计划分类">
-      {% if hedge_plan_show_perp_options | default(true) %}
+      {% if hedge_plan_show_perp_options %}
       <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="perp_options">永期对冲</button>
       {% endif %}
-      {% if hedge_plan_show_options_options | default(true) %}
+      {% if hedge_plan_show_options_options %}
       <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="options_options">期期对冲</button>
       {% endif %}
       <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="active">进行中的计划</button>
@@ -43,13 +44,19 @@
   <div id="hp-tab-perp_options" class="hp-tab-panel" role="tabpanel">
     <div class="options-dual-grid" id="hp-po-layout">
       <div class="card hp-po-perp-card">
-        <h2>永续 · <span id="hp-perp-uly-label">ETH</span> <span class="muted hp-acct-tag" id="hp-perp-acct-tag">合约账户</span></h2>
+        <h2>
+          <span id="hp-po-mode-badge" class="hp-po-mode-badge">以期权为主</span>
+          <span id="hp-po-card-title">执行参数</span>
+          · <span id="hp-perp-uly-label">ETH</span>
+          <span class="muted hp-acct-tag" id="hp-perp-acct-tag">合约账户</span>
+        </h2>
         <details class="tip-collapse hp-rule-collapse">
           <summary class="tip-collapse-summary">规则说明</summary>
           <div class="tip-collapse-body rule-tip">
-            <p><strong>账户</strong>：永续腿走<strong>合约账户</strong>(USDT);保险期权走<strong>期权账户</strong>(USDC)。两账户分开下单、资金不互通。</p>
-            <p><strong>下单</strong>：先「计算」再「启动」。启动瞬间会再拉卖一并以 IOC 等完全成交;半腿失败可补开或「结束计划」(不平仓)。永期开仓需全仓计仓 + 对冲实盘门禁。</p>
-            <p><strong>板块</strong>：左填永续开仓/止盈止损与张数;右选保险腿(做多配 Put、做空配 Call)。止盈后保险腿默认可持有;止损会联动平期权。</p>
+            <p><strong>账户</strong>：永续腿走<strong>合约账户</strong>(USDT);期权腿走<strong>期权账户</strong>(USDC)。两账户分开下单、资金不互通。</p>
+            <p><strong>模式</strong>：在 env <code>HEDGE_PLAN_OPTION_PRIMARY</code> 切换(true=以期权为主 / false=保险模式);标题前标识当前模式。</p>
+            <p><strong>保险模式</strong>：做多配 Put、做空配 Call;左填开仓/止盈止损;仅实值/平值;交易所 TP/SL 出场。</p>
+            <p><strong>以期权为主</strong>：填参后点「策略启动」进入<strong>盯盘</strong>(非现场开仓);杠杆/间隔达标后自动先开期权再市价永续。右侧列表仅展示达标候选。</p>
           </div>
         </details>
         <div class="form-row hp-uly-row">
@@ -58,13 +65,11 @@
         </div>
         <div class="hp-po-top">
           <div class="hp-oo-seg hp-po-dir-seg" role="group" aria-label="方向">
-            <button type="button" class="btn-secondary hp-po-dir is-selected" data-dir="long" title="做多永续"><span class="hp-oo-check" aria-hidden="true">✓</span>做多</button>
-            <button type="button" class="btn-secondary hp-po-dir" data-dir="short" title="做空永续"><span class="hp-oo-check" aria-hidden="true">✓</span>做空</button>
+            <button type="button" class="btn-secondary hp-po-dir is-selected" data-dir="long" title="做多=买Call+永续空"><span class="hp-oo-check" aria-hidden="true">✓</span>做多</button>
+            <button type="button" class="btn-secondary hp-po-dir" data-dir="short" title="做空=买Put+永续多"><span class="hp-oo-check" aria-hidden="true">✓</span>做空</button>
           </div>
-          <span id="hp-po-mark" class="hp-po-mark" aria-live="polite">标记 —</span>
         </div>
-        <p id="hp-perp-quote" class="muted hp-po-meta">加载中…</p>
-        <div class="hp-po-fields">
+        <div class="hp-po-fields hidden" id="hp-po-fields-insurance" hidden>
           <label class="hp-po-field">
             <span class="hp-po-field-lab">开仓价 <em>USDT</em></span>
             <input type="number" step="any" id="hp-entry" placeholder="入场价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
@@ -82,45 +87,118 @@
             <input type="number" step="any" id="hp-sl" placeholder="保护价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
           </label>
         </div>
+        <div id="hp-po-fields-option-primary">
+          <section class="hp-po-section" aria-labelledby="hp-po-sec-capital">
+            <h3 id="hp-po-sec-capital" class="hp-po-section-title">资金与杠杆配置</h3>
+            <div class="hp-po-fields hp-po-fields--section hp-po-fields--capital">
+              <label class="hp-po-field">
+                <span class="hp-po-field-lab">权利金 <em>USDC</em></span>
+                <input type="number" step="any" id="hp-premium-budget" placeholder="预算(执行×0.95)" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
+              </label>
+              <label class="hp-po-field">
+                <span class="hp-po-field-lab">永续杠杆</span>
+                <input type="number" step="1" id="hp-perp-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
+              </label>
+              <label class="hp-po-field">
+                <span class="hp-po-field-lab">期权杠杆 <em>启动校验</em></span>
+                <input type="number" step="1" id="hp-opt-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
+              </label>
+            </div>
+          </section>
+          <section class="hp-po-section" aria-labelledby="hp-po-sec-select">
+            <h3 id="hp-po-sec-select" class="hp-po-section-title">选约条件</h3>
+            <div class="hp-po-fields hp-po-fields--section hp-po-fields--select">
+              <label class="hp-po-field">
+                <span class="hp-po-field-lab">到期时间 <em>最短h</em></span>
+                <input type="number" step="1" id="hp-min-hours" value="36" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
+              </label>
+              <label class="hp-po-field">
+                <span class="hp-po-field-lab">期权间隔 <em>点</em></span>
+                <input type="number" step="any" id="hp-strike-interval" value="15" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
+              </label>
+              <label class="hp-po-field hp-po-field--type">
+                <span class="hp-po-field-lab">类型</span>
+                <select id="hp-money-select" aria-label="虚实值类型">
+                  <option value="otm" selected>虚值</option>
+                  <option value="itm">实值/平值</option>
+                  <option value="atm">仅平值</option>
+                </select>
+              </label>
+              <label class="hp-po-field">
+                <span class="hp-po-field-lab">比例 <em>期权:永续</em></span>
+                <input type="number" step="any" id="hp-opt-perp-ratio" value="2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
+              </label>
+            </div>
+          </section>
+          <section class="hp-po-section" aria-labelledby="hp-po-sec-exit">
+            <h3 id="hp-po-sec-exit" class="hp-po-section-title">出场条件</h3>
+            <div class="hp-po-fields hp-po-fields--section">
+              <label class="hp-po-field">
+                <span class="hp-po-field-lab">期权目标位 <em>相对K</em></span>
+                <input type="number" step="any" id="hp-opt-target-pts" placeholder="点数" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
+              </label>
+              <label class="hp-po-field">
+                <span class="hp-po-field-lab">永续目标位 <em>相对K</em></span>
+                <input type="number" step="any" id="hp-perp-target-pts" placeholder="点数" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
+              </label>
+            </div>
+          </section>
+        </div>
         <div class="hp-po-summary">
           <div id="hp-perp-pnl-line" class="hp-po-pnl"></div>
           <div id="hp-sizing-line" class="muted hp-po-sizing"></div>
         </div>
       </div>
-      <div class="card hp-opt-card">
-        <h2>期权 · <span id="hp-opt-type-label">Put</span> <span class="muted hp-acct-tag" id="hp-opt-acct-tag">期权账户</span></h2>
-        <div class="form-row hp-opt-toolbar hp-po-opt-toolbar">
-          <select id="hp-exp-select"><option value="">选择到期日</option></select>
-          <button type="button" class="btn-secondary hp-money-btn active" data-money="all">全部</button>
-          <button type="button" class="btn-secondary hp-money-btn" data-money="itm">实值</button>
-          <button type="button" class="btn-secondary hp-money-btn" data-money="otm">虚值</button>
-          <button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button>
-          <span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span>
+      <div class="card hp-po-right-card">
+        <div class="hp-po-right-stack">
+          <div class="hp-po-inner-card hp-po-perp-quote-card">
+            <h2>永续行情 <span class="muted hp-acct-tag">合约账户</span></h2>
+            <div class="hp-po-quote-head">
+              <span id="hp-po-mark" class="hp-po-mark" aria-live="polite">标记 —</span>
+            </div>
+            <p id="hp-perp-quote" class="muted hp-po-meta">加载中…</p>
+            <p id="hp-po-perp-quote-right" class="muted hp-po-meta" hidden></p>
+          </div>
+          <div class="hp-po-inner-card hp-opt-card">
+            <h2>期权 · <span id="hp-opt-type-label">Call</span> <span class="muted hp-acct-tag" id="hp-opt-acct-tag">期权账户</span></h2>
+            <div class="form-row hp-opt-toolbar hp-po-opt-toolbar">
+              <select id="hp-exp-select"><option value="">选择到期日</option></select>
+              <span class="hp-po-ins-money" id="hp-po-ins-money" hidden>
+                <button type="button" class="btn-secondary hp-money-btn active" data-money="itm" title="实值+平值">实值/平值</button>
+                <button type="button" class="btn-secondary hp-money-btn" data-money="atm" title="仅平值">仅平值</button>
+              </span>
+              <button type="button" class="btn-secondary" id="hp-recommend-opt" title="按当前类型自动匹配最近合约">自动匹配</button>
+              <button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button>
+              <span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span>
+            </div>
+            <div class="options-strike-table-wrap hp-strike-table-wrap--6">
+              <table class="options-strike-table" id="hp-strike-table">
+                <thead>
+                  <tr>
+                    <th>行权价</th>
+                    <th>实虚值</th>
+                    <th title="指数÷卖一">杠杆</th>
+                    <th>卖一/张</th>
+                    <th>买一/张</th>
+                    <th>操作</th>
+                  </tr>
+                </thead>
+                <tbody id="hp-strike-tbody">
+                  <tr><td colspan="6" class="muted">请刷新期权链</td></tr>
+                </tbody>
+              </table>
+            </div>
+            <div class="form-row hp-pick-row">
+              <label>已选 <code id="hp-sel-inst">—</code></label>
+              <label>张数 <span class="hp-unit">期权张</span> <input type="number" step="1" min="1" id="hp-sheets" value="1" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
+              <span class="muted" id="hp-premium-line"></span>
+            </div>
+            <div id="hp-opt-bal-line" class="muted hp-po-meta hp-opt-bal-line"></div>
+          </div>
         </div>
-        <div class="options-strike-table-wrap hp-strike-table-wrap--5">
-          <table class="options-strike-table" id="hp-strike-table">
-            <thead>
-              <tr>
-                <th>行权价</th>
-                <th>实虚值</th>
-                <th>卖一/张</th>
-                <th>买一/张</th>
-                <th>操作</th>
-              </tr>
-            </thead>
-            <tbody id="hp-strike-tbody">
-              <tr><td colspan="5" class="muted">请刷新期权链</td></tr>
-            </tbody>
-          </table>
-        </div>
-        <div class="form-row hp-pick-row">
-          <label>已选 <code id="hp-sel-inst">—</code></label>
-          <label>张数 <span class="hp-unit">期权张</span> <input type="number" step="1" min="1" id="hp-sheets" value="1" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
-          <span class="muted" id="hp-premium-line"></span>
-        </div>
-        <div id="hp-opt-bal-line" class="muted hp-po-meta hp-opt-bal-line"></div>
-        <div class="form-row hp-action-row">
-          <button type="button" class="primary" id="hp-preview-btn">计算</button>
+        <div class="form-row hp-action-row hp-po-action-row">
+          <span id="hp-po-strategy-status" class="hp-po-strategy-status" aria-live="polite"></span>
+          <button type="button" class="primary" id="hp-preview-btn" title="以期权为主=盯盘启动">策略启动</button>
         </div>
       </div>
     </div>
@@ -135,7 +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。「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">
@@ -143,8 +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>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>
+          <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>
           <span id="hp-oo-index" class="hp-oo-index" aria-live="polite">指数 —</span>
         </div>
         <div class="hp-oo-controls">
@@ -159,7 +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>
@@ -185,24 +262,30 @@
         <h2>期权 T 型报价</h2>
         <div class="form-row">
           <select id="hp-oo-exp-select"><option value="">选择到期日</option></select>
+          <button type="button" class="btn-secondary hp-oo-money-btn is-selected active" data-oo-money="atm_otm" title="平值+虚值" aria-pressed="true"><span class="hp-oo-check" aria-hidden="true">✓</span>平/虚</button>
+          <button type="button" class="btn-secondary hp-oo-money-btn" data-oo-money="atm" title="仅平值" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>仅平值</button>
+          <button type="button" class="btn-secondary hp-oo-money-btn" data-oo-money="otm" title="仅虚值" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>仅虚值</button>
+          <button type="button" class="btn-secondary hp-oo-recommend-btn" id="hp-oo-recommend-atm" data-oo-rec="atm_straddle" title="最近平值 Call+Put" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>推荐跨式</button>
+          <button type="button" class="btn-secondary hp-oo-recommend-btn" id="hp-oo-recommend-otm" data-oo-rec="double_otm" title="最近虚值 Call+Put" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>推荐双虚</button>
           <button type="button" class="btn-secondary" id="hp-oo-load-chain">刷新链</button>
+          <button type="button" class="btn-secondary hp-oo-expand-btn" id="hp-oo-expand-all" title="展开该到期全部平值/虚值行权价;若当前为「仅平值」会自动切到「平/虚」" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>显示全部</button>
         </div>
-        <div class="options-strike-table-wrap options-strike-table-wrap--t">
+        <div class="options-strike-table-wrap hp-oo-table-wrap" id="hp-oo-table-wrap">
           <table class="options-strike-table options-strike-table--t" id="hp-oo-table">
             <thead>
               <tr>
-                <th colspan="3" class="opt-t-head-call">Call</th>
+                <th colspan="4" class="opt-t-head-call">Call</th>
                 <th class="opt-t-head-mid">行权</th>
-                <th colspan="3" class="opt-t-head-put">Put</th>
+                <th colspan="4" class="opt-t-head-put">Put</th>
               </tr>
               <tr>
-                <th>卖一/张</th><th>实虚值</th><th>选用</th>
+                <th>卖一/张</th><th title="行权价÷卖一">杠杆</th><th>实虚值</th><th>选用</th>
                 <th>K</th>
-                <th>实虚值</th><th>卖一/张</th><th>选用</th>
+                <th>实虚值</th><th>卖一/张</th><th title="行权价÷卖一">杠杆</th><th>选用</th>
               </tr>
             </thead>
             <tbody id="hp-oo-tbody">
-              <tr><td colspan="7" class="muted">请刷新期权链</td></tr>
+              <tr><td colspan="9" class="muted">请刷新期权链</td></tr>
             </tbody>
           </table>
         </div>
@@ -322,4 +405,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=33"></script>
+<script src="/static/hedge_plan.js?v=46"></script>

lib/hub/amp_stats_lib.py

@@ -0,0 +1,888 @@
+"""中控振幅统计:OKX 指数(可降级永续)按时段切窗,点数口径.
+
+仅只读行情;不触及下单链路.
+"""
+from __future__ import annotations
+
+import csv
+import io
+import statistics
+import time
+from datetime import date, datetime, timedelta
+from typing import Any, Callable, Optional
+from zoneinfo import ZoneInfo
+
+import httpx
+
+APP_TZ = ZoneInfo("Asia/Shanghai")
+END_HOUR = 16
+EXCHANGE = "okx"
+TIMEFRAME = "1H"
+
+SYMBOLS: dict[str, dict[str, str]] = {
+    "eth": {
+        "label": "ETH",
+        "index_inst": "ETH-USD",
+        "swap_inst": "ETH-USDT-SWAP",
+    },
+    "btc": {
+        "label": "BTC",
+        "index_inst": "BTC-USD",
+        "swap_inst": "BTC-USDT-SWAP",
+    },
+}
+
+PERIOD_DAYS: dict[str, int] = {
+    "1m": 30,
+    "2m": 60,
+    "3m": 90,
+    "6m": 180,
+    "1y": 365,
+}
+
+OKX_INDEX_CANDLES = "https://www.okx.com/api/v5/market/index-candles"
+OKX_HISTORY_INDEX_CANDLES = "https://www.okx.com/api/v5/market/history-index-candles"
+OKX_SWAP_CANDLES = "https://www.okx.com/api/v5/market/candles"
+OKX_HISTORY_SWAP_CANDLES = "https://www.okx.com/api/v5/market/history-candles"
+
+
+def normalize_symbol(raw: str) -> str:
+    s = (raw or "").strip().lower()
+    if s in ("eth", "ethereum"):
+        return "eth"
+    if s in ("btc", "bitcoin"):
+        return "btc"
+    raise ValueError("symbol 仅支持 eth / btc")
+
+
+def resolve_sample_days(period: str, custom_days: Any = None) -> int:
+    p = (period or "2m").strip().lower()
+    if p == "custom":
+        try:
+            n = int(custom_days)
+        except (TypeError, ValueError):
+            raise ValueError("自定义天数无效") from None
+        return max(7, min(400, n))
+    if p not in PERIOD_DAYS:
+        raise ValueError("周期无效")
+    return PERIOD_DAYS[p]
+
+
+def window_bounds_for_settlement(
+    settlement: date,
+    start_hour: int,
+    *,
+    span_days: int = 1,
+) -> tuple[datetime, datetime]:
+    """返回 [start, end) 的本地时刻;end 为结算日 16:00.
+
+    span_days=1: 与现口径相同(如 26日16:00→27日16:00)
+    span_days=2: 再往前推 1 天(如 25日16:00→27日16:00)
+    """
+    if not (0 <= int(start_hour) <= 23):
+        raise ValueError("起点须为 0-23 整点")
+    span = max(1, int(span_days or 1))
+    end = datetime(settlement.year, settlement.month, settlement.day, END_HOUR, 0, 0, tzinfo=APP_TZ)
+    sh = int(start_hour)
+    if sh >= END_HOUR:
+        prev = settlement - timedelta(days=1)
+        start = datetime(prev.year, prev.month, prev.day, sh, 0, 0, tzinfo=APP_TZ)
+    else:
+        start = datetime(settlement.year, settlement.month, settlement.day, sh, 0, 0, tzinfo=APP_TZ)
+    if span > 1:
+        start = start - timedelta(days=span - 1)
+    return start, end
+
+
+def list_settlement_dates(*, sample_days: int, now: Optional[datetime] = None) -> list[date]:
+    """最近 sample_days 个已收窗结算日(不含进行中的今天未到 16:00)."""
+    now = now or datetime.now(APP_TZ)
+    if now.tzinfo is None:
+        now = now.replace(tzinfo=APP_TZ)
+    else:
+        now = now.astimezone(APP_TZ)
+    today = now.date()
+    today_end = datetime(today.year, today.month, today.day, END_HOUR, 0, 0, tzinfo=APP_TZ)
+    latest = today if now >= today_end else today - timedelta(days=1)
+    return [latest - timedelta(days=i) for i in range(int(sample_days))]
+
+
+def _safe_float(v: Any) -> Optional[float]:
+    try:
+        if v is None or v == "":
+            return None
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def bars_to_map(bars: list[dict[str, Any]]) -> dict[int, dict[str, float]]:
+    """open_time_ms -> {o,h,l,c}."""
+    m: dict[int, dict[str, float]] = {}
+    for b in bars or []:
+        if not isinstance(b, dict):
+            continue
+        ts = b.get("ts")
+        if ts is None:
+            ts = b.get("open_time_ms")
+        try:
+            ts_i = int(ts)
+        except (TypeError, ValueError):
+            continue
+        o = _safe_float(b.get("o") if "o" in b else b.get("open"))
+        h = _safe_float(b.get("h") if "h" in b else b.get("high"))
+        l = _safe_float(b.get("l") if "l" in b else b.get("low"))
+        c = _safe_float(b.get("c") if "c" in b else b.get("close"))
+        if None in (o, h, l, c):
+            continue
+        m[ts_i] = {"o": float(o), "h": float(h), "l": float(l), "c": float(c)}
+    return m
+
+
+def _ohlc_window_metrics(
+    start: datetime,
+    end: datetime,
+    bar_map: dict[int, dict[str, float]],
+) -> Optional[dict[str, Any]]:
+    """在 [start, end) 上算开高低收与开→高/开→低/振幅/涨跌."""
+    start_ms = int(start.timestamp() * 1000)
+    # 1H 棒覆盖 [T, T+1h);窗终点 16:00 用 15:00 棒的 close
+    last_bar_ms = int((end - timedelta(hours=1)).timestamp() * 1000)
+    if start_ms not in bar_map or last_bar_ms not in bar_map:
+        return None
+    opens = bar_map[start_ms]["o"]
+    close = bar_map[last_bar_ms]["c"]
+    hi = bar_map[start_ms]["h"]
+    lo = bar_map[start_ms]["l"]
+    t = start_ms
+    while t <= last_bar_ms:
+        b = bar_map.get(t)
+        if b:
+            hi = max(hi, b["h"])
+            lo = min(lo, b["l"])
+        t += 3600 * 1000
+    up = hi - opens
+    down = opens - lo
+    amp = hi - lo
+    change = close - opens
+    return {
+        "window_start": start.strftime("%Y-%m-%d %H:%M"),
+        "window_end": end.strftime("%Y-%m-%d %H:%M"),
+        "open": round(opens, 4),
+        "high": round(hi, 4),
+        "low": round(lo, 4),
+        "close": round(close, 4),
+        "up_points": round(up, 4),
+        "down_points": round(down, 4),
+        "amplitude": round(amp, 4),
+        "change": round(change, 4),
+    }
+
+
+def compute_day_row(
+    settlement: date,
+    start_hour: int,
+    bar_map: dict[int, dict[str, float]],
+) -> Optional[dict[str, Any]]:
+    start, end = window_bounds_for_settlement(settlement, start_hour, span_days=1)
+    m1 = _ohlc_window_metrics(start, end, bar_map)
+    if m1 is None:
+        return None
+    start2, end2 = window_bounds_for_settlement(settlement, start_hour, span_days=2)
+    m2 = _ohlc_window_metrics(start2, end2, bar_map)
+    wd = settlement.weekday()  # Mon=0 … Sun=6
+    is_we = wd >= 5
+    row: dict[str, Any] = {
+        "settlement_day": settlement.isoformat(),
+        "weekday": wd,
+        "weekday_label": "六" if wd == 5 else ("日" if wd == 6 else ""),
+        "is_weekend": is_we,
+        **m1,
+    }
+    if m2 is None:
+        row.update(
+            {
+                "window2_start": start2.strftime("%Y-%m-%d %H:%M"),
+                "window2_end": end2.strftime("%Y-%m-%d %H:%M"),
+                "open_2d": None,
+                "high_2d": None,
+                "low_2d": None,
+                "close_2d": None,
+                "up_points_2d": None,
+                "down_points_2d": None,
+                "amplitude_2d": None,
+                "change_2d": None,
+            }
+        )
+    else:
+        row.update(
+            {
+                "window2_start": m2["window_start"],
+                "window2_end": m2["window_end"],
+                "open_2d": m2["open"],
+                "high_2d": m2["high"],
+                "low_2d": m2["low"],
+                "close_2d": m2["close"],
+                "up_points_2d": m2["up_points"],
+                "down_points_2d": m2["down_points"],
+                "amplitude_2d": m2["amplitude"],
+                "change_2d": m2["change"],
+            }
+        )
+    return row
+
+
+def normalize_move_points(raw: Any) -> Optional[float]:
+    """对照波动点数.空/≤0 表示不做点数达标对照."""
+    if raw is None or raw == "":
+        return None
+    try:
+        v = float(raw)
+    except (TypeError, ValueError):
+        raise ValueError("波动点数须为数字") from None
+    if v <= 0:
+        return None
+    return v
+
+
+def normalize_weekend_filter(raw: Any) -> str:
+    """all | exclude | only;默认全部."""
+    s = (str(raw) if raw is not None else "all").strip().lower()
+    if s in ("", "all", "全部"):
+        return "all"
+    if s in ("exclude", "exclude_weekend", "no_weekend", "排除周末"):
+        return "exclude"
+    if s in ("only", "weekend_only", "only_weekend", "仅周末"):
+        return "only"
+    raise ValueError("周末筛选须为 all / exclude / only")
+
+
+def filter_weekend_rows(rows: list[dict[str, Any]], weekend_filter: Any = "all") -> list[dict[str, Any]]:
+    mode = normalize_weekend_filter(weekend_filter)
+    if mode == "all":
+        return list(rows or [])
+    out: list[dict[str, Any]] = []
+    for r in rows or []:
+        is_we = bool(r.get("is_weekend"))
+        if "is_weekend" not in r and r.get("settlement_day"):
+            try:
+                is_we = date.fromisoformat(str(r["settlement_day"])).weekday() >= 5
+            except ValueError:
+                is_we = False
+        if mode == "exclude" and is_we:
+            continue
+        if mode == "only" and not is_we:
+            continue
+        out.append(r)
+    return out
+
+
+def _ensure_weekend_flags(item: dict[str, Any]) -> None:
+    if "is_weekend" in item:
+        return
+    if not item.get("settlement_day"):
+        item.setdefault("weekday_label", "")
+        item.setdefault("is_weekend", False)
+        return
+    try:
+        wd = date.fromisoformat(str(item["settlement_day"])).weekday()
+        item["weekday"] = wd
+        item["weekday_label"] = "六" if wd == 5 else ("日" if wd == 6 else "")
+        item["is_weekend"] = wd >= 5
+    except ValueError:
+        item.setdefault("weekday_label", "")
+        item.setdefault("is_weekend", False)
+
+
+def enrich_rows(
+    rows: list[dict[str, Any]],
+    *,
+    move_points: Any = None,
+) -> list[dict[str, Any]]:
+    """为日表附加周末标注,以及相对波动点数的两边达标."""
+    mp = normalize_move_points(move_points)
+    out: list[dict[str, Any]] = []
+    for r in rows or []:
+        item = dict(r)
+        _ensure_weekend_flags(item)
+        up = float(item.get("up_points") or 0)
+        down = float(item.get("down_points") or 0)
+        amp = float(item.get("amplitude") or 0)
+        hit_up = bool(mp is not None and up >= mp)
+        hit_down = bool(mp is not None and down >= mp)
+        amp_hit = bool(mp is not None and amp >= mp)
+        amp2 = item.get("amplitude_2d")
+        amp2_v = float(amp2) if amp2 is not None and amp2 != "" else None
+        amp_hit_2d = bool(mp is not None and amp2_v is not None and amp2_v >= mp)
+        item["move_points"] = mp
+        item["hit_up"] = hit_up
+        item["hit_down"] = hit_down
+        item["hit_either"] = hit_up or hit_down
+        item["hit_both"] = hit_up and hit_down
+        item["amp_hit"] = amp_hit
+        item["amp_hit_2d"] = amp_hit_2d
+        out.append(item)
+    return out
+
+
+# 兼容旧调用名
+def enrich_rows_pnl(rows: list[dict[str, Any]], **kwargs: Any) -> list[dict[str, Any]]:
+    return enrich_rows(rows, move_points=kwargs.get("move_points"))
+
+
+def move_points_stats(rows: list[dict[str, Any]], move_points: float) -> dict[str, Any]:
+    """波动点数达标汇总:开→高/开→低两边."""
+    mp = float(move_points)
+    if mp <= 0:
+        raise ValueError("波动点数须 > 0")
+    work = enrich_rows(rows, move_points=mp)
+    n = len(work)
+    empty = {
+        "move_points": round(mp, 4),
+        "sample_count": n,
+        "up_hit_days": 0,
+        "up_hit_ratio": None,
+        "down_hit_days": 0,
+        "down_hit_ratio": None,
+        "either_hit_days": 0,
+        "either_hit_ratio": None,
+        "both_hit_days": 0,
+        "both_hit_ratio": None,
+        "amp_hit_days": 0,
+        "amp_hit_ratio": None,
+        "amp_2d_hit_days": 0,
+        "amp_2d_hit_ratio": None,
+        "abs_change_hit_days": 0,
+        "abs_change_hit_ratio": None,
+    }
+    if n <= 0:
+        return empty
+    up_hit = sum(1 for r in work if r.get("hit_up"))
+    down_hit = sum(1 for r in work if r.get("hit_down"))
+    either = sum(1 for r in work if r.get("hit_either"))
+    both = sum(1 for r in work if r.get("hit_both"))
+    amp_hit = sum(1 for r in work if r.get("amp_hit"))
+    amp2_rows = [r for r in work if r.get("amplitude_2d") is not None]
+    amp2_hit = sum(1 for r in work if r.get("amp_hit_2d"))
+    n2 = len(amp2_rows)
+    abs_hit = sum(1 for r in work if abs(float(r.get("change") or 0)) >= mp)
+    empty.update(
+        {
+            "up_hit_days": up_hit,
+            "up_hit_ratio": round(up_hit / n, 4),
+            "down_hit_days": down_hit,
+            "down_hit_ratio": round(down_hit / n, 4),
+            "either_hit_days": either,
+            "either_hit_ratio": round(either / n, 4),
+            "both_hit_days": both,
+            "both_hit_ratio": round(both / n, 4),
+            "amp_hit_days": amp_hit,
+            "amp_hit_ratio": round(amp_hit / n, 4),
+            "amp_2d_hit_days": amp2_hit,
+            "amp_2d_hit_ratio": round(amp2_hit / n2, 4) if n2 else None,
+            "abs_change_hit_days": abs_hit,
+            "abs_change_hit_ratio": round(abs_hit / n, 4),
+        }
+    )
+    return empty
+
+
+def summarize_rows(
+    rows: list[dict[str, Any]],
+    *,
+    move_points: Any = None,
+) -> dict[str, Any]:
+    mp = normalize_move_points(move_points)
+    empty_2d = {
+        "max_amplitude_2d": None,
+        "max_amplitude_2d_day": None,
+        "avg_amplitude_2d": None,
+        "median_amplitude_2d": None,
+    }
+    if not rows:
+        out = {
+            "sample_count": 0,
+            "max_amplitude": None,
+            "max_amplitude_day": None,
+            "avg_amplitude": None,
+            "median_amplitude": None,
+            "max_up_points": None,
+            "avg_up_points": None,
+            "max_down_points": None,
+            "avg_down_points": None,
+            "up_day_ratio": None,
+            "down_day_ratio": None,
+            **empty_2d,
+            "move_points_stats": None,
+        }
+        if mp is not None:
+            out["move_points_stats"] = move_points_stats([], mp)
+        return out
+    amps = [float(r["amplitude"]) for r in rows]
+    ups = [float(r["up_points"]) for r in rows]
+    downs = [float(r["down_points"]) for r in rows]
+    max_amp = max(amps)
+    max_amp_day = next(r["settlement_day"] for r in rows if float(r["amplitude"]) == max_amp)
+    up_days = sum(1 for r in rows if float(r["change"]) > 0)
+    down_days = sum(1 for r in rows if float(r["change"]) < 0)
+    n = len(rows)
+    amps2 = [float(r["amplitude_2d"]) for r in rows if r.get("amplitude_2d") is not None]
+    out: dict[str, Any] = {
+        "sample_count": n,
+        "max_amplitude": round(max_amp, 4),
+        "max_amplitude_day": max_amp_day,
+        "avg_amplitude": round(statistics.fmean(amps), 4),
+        "median_amplitude": round(statistics.median(amps), 4),
+        "max_up_points": round(max(ups), 4),
+        "avg_up_points": round(statistics.fmean(ups), 4),
+        "max_down_points": round(max(downs), 4),
+        "avg_down_points": round(statistics.fmean(downs), 4),
+        "up_day_ratio": round(up_days / n, 4),
+        "down_day_ratio": round(down_days / n, 4),
+        **empty_2d,
+        "move_points_stats": None,
+    }
+    if amps2:
+        max_a2 = max(amps2)
+        out["max_amplitude_2d"] = round(max_a2, 4)
+        out["max_amplitude_2d_day"] = next(
+            r["settlement_day"] for r in rows if r.get("amplitude_2d") is not None and float(r["amplitude_2d"]) == max_a2
+        )
+        out["avg_amplitude_2d"] = round(statistics.fmean(amps2), 4)
+        out["median_amplitude_2d"] = round(statistics.median(amps2), 4)
+    if mp is not None:
+        out["move_points_stats"] = move_points_stats(rows, mp)
+    return out
+
+
+def _parse_okx_candle_row(row: list) -> Optional[dict[str, Any]]:
+    if not row or len(row) < 5:
+        return None
+    try:
+        ts = int(row[0])
+        o, h, l, c = float(row[1]), float(row[2]), float(row[3]), float(row[4])
+    except (TypeError, ValueError, IndexError):
+        return None
+    return {"ts": ts, "o": o, "h": h, "l": l, "c": c}
+
+
+def _okx_get_json(
+    client: httpx.Client,
+    url: str,
+    params: dict[str, str],
+    *,
+    retries: int = 8,
+) -> dict[str, Any]:
+    """GET OKX 公共行情;遇 429 指数退避重试."""
+    last_err: Optional[BaseException] = None
+    for attempt in range(max(1, int(retries))):
+        try:
+            r = client.get(url, params=params)
+            if r.status_code == 429:
+                wait = min(12.0, 0.7 * (2**attempt))
+                time.sleep(wait)
+                last_err = httpx.HTTPStatusError(
+                    f"429 Too Many Requests for url '{r.url}'",
+                    request=r.request,
+                    response=r,
+                )
+                continue
+            r.raise_for_status()
+            body = r.json()
+            if not isinstance(body, dict):
+                raise RuntimeError("OKX 返回非对象 JSON")
+            return body
+        except httpx.HTTPStatusError as exc:
+            status = exc.response.status_code if exc.response is not None else None
+            if status == 429 and attempt + 1 < retries:
+                wait = min(12.0, 0.7 * (2**attempt))
+                time.sleep(wait)
+                last_err = exc
+                continue
+            raise
+        except httpx.TransportError as exc:
+            if attempt + 1 < retries:
+                time.sleep(min(8.0, 0.5 * (2**attempt)))
+                last_err = exc
+                continue
+            raise
+    if last_err is not None:
+        raise last_err
+    raise RuntimeError("OKX 请求失败")
+
+
+def fetch_okx_candles(
+    *,
+    url: str,
+    inst_id: str,
+    since_ms: int,
+    until_ms: int,
+    bar: str = "1H",
+    client: Optional[httpx.Client] = None,
+    timeout: float = 30.0,
+    history_url: Optional[str] = None,
+    max_pages: int = 200,
+    page_pause_sec: float = 0.12,
+    history_page_pause_sec: float = 0.22,
+) -> list[dict[str, Any]]:
+    """拉取 [since_ms, until_ms] 覆盖的 K 线(含边界).
+
+    OKX 近期接口约仅 1440 根;更早需 history_* 端点续拉.
+    分页带间隔,429 自动退避重试.
+    """
+    own = client is None
+    client = client or httpx.Client(
+        timeout=timeout,
+        trust_env=False,
+        headers={"User-Agent": "crypto_monitor-amp-stats/1.0"},
+    )
+    try:
+        out: dict[int, dict[str, Any]] = {}
+        after: Optional[str] = None
+        active_url = url
+        switched_history = False
+        for page_i in range(max(20, int(max_pages))):
+            if page_i > 0:
+                pause = history_page_pause_sec if switched_history or "history" in active_url else page_pause_sec
+                if pause > 0:
+                    time.sleep(pause)
+            params: dict[str, str] = {"instId": inst_id, "bar": bar, "limit": "100"}
+            if after:
+                params["after"] = after
+            body = _okx_get_json(client, active_url, params)
+            if str(body.get("code") or "") not in ("0", "0.0", ""):
+                raise RuntimeError(body.get("msg") or f"OKX error {body.get('code')}")
+            data = body.get("data") or []
+            if not data:
+                # 近期接口到头 → 切历史端点再试
+                if history_url and not switched_history and after is not None:
+                    active_url = history_url
+                    switched_history = True
+                    time.sleep(max(history_page_pause_sec, 0.35))
+                    continue
+                break
+            oldest_ts = None
+            for row in data:
+                parsed = _parse_okx_candle_row(row)
+                if not parsed:
+                    continue
+                ts = int(parsed["ts"])
+                oldest_ts = ts if oldest_ts is None else min(oldest_ts, ts)
+                if ts < since_ms - 3600 * 1000:
+                    continue
+                if ts > until_ms + 3600 * 1000:
+                    continue
+                out[ts] = parsed
+            if oldest_ts is None:
+                break
+            if oldest_ts <= since_ms:
+                break
+            # 无新进度时避免死循环
+            if after is not None and str(oldest_ts) == after:
+                if history_url and not switched_history:
+                    active_url = history_url
+                    switched_history = True
+                    time.sleep(max(history_page_pause_sec, 0.35))
+                    continue
+                break
+            after = str(oldest_ts)
+            # 近期接口返回变少且仍未覆盖 since → 切历史
+            if (
+                history_url
+                and not switched_history
+                and len(data) < 100
+                and oldest_ts > since_ms
+            ):
+                active_url = history_url
+                switched_history = True
+                time.sleep(max(history_page_pause_sec, 0.35))
+        return [out[k] for k in sorted(out.keys())]
+    finally:
+        if own:
+            client.close()
+
+
+def fetch_symbol_bars(
+    symbol: str,
+    *,
+    since_ms: int,
+    until_ms: int,
+    fetch_fn: Optional[Callable[..., list[dict[str, Any]]]] = None,
+) -> tuple[list[dict[str, Any]], str, str]:
+    """返回 (bars, price_source_label, inst_id)."""
+    key = normalize_symbol(symbol)
+    meta = SYMBOLS[key]
+    if fetch_fn:
+        bars = fetch_fn(inst_id=meta["index_inst"], since_ms=since_ms, until_ms=until_ms)
+        return bars, f"okx_index:{meta['index_inst']}", meta["index_inst"]
+
+    index_err: Optional[BaseException] = None
+    try:
+        bars = fetch_okx_candles(
+            url=OKX_INDEX_CANDLES,
+            history_url=OKX_HISTORY_INDEX_CANDLES,
+            inst_id=meta["index_inst"],
+            since_ms=since_ms,
+            until_ms=until_ms,
+        )
+        if bars:
+            return bars, f"okx_index:{meta['index_inst']}", meta["index_inst"]
+    except Exception as exc:
+        index_err = exc
+        # 指数侧已触发限频时先冷却,再降级永续,避免连环 429
+        time.sleep(1.2)
+
+    try:
+        bars = fetch_okx_candles(
+            url=OKX_SWAP_CANDLES,
+            history_url=OKX_HISTORY_SWAP_CANDLES,
+            inst_id=meta["swap_inst"],
+            since_ms=since_ms,
+            until_ms=until_ms,
+        )
+    except Exception as exc:
+        detail = f"index={index_err}; swap={exc}" if index_err else str(exc)
+        raise RuntimeError(f"OKX K线拉取失败({detail})") from exc
+    if not bars:
+        detail = f"index={index_err}" if index_err else "empty"
+        raise RuntimeError(f"OKX 指数与永续 K 线均无数据({detail})")
+    return bars, f"okx_swap:{meta['swap_inst']}", meta["swap_inst"]
+
+
+def compute_amp_stats(
+    *,
+    symbol: str = "eth",
+    start_hour: int = 16,
+    period: str = "2m",
+    custom_days: Any = None,
+    move_points: Any = None,
+    weekend_filter: Any = "all",
+    now: Optional[datetime] = None,
+    fetch_fn: Optional[Callable[..., list[dict[str, Any]]]] = None,
+) -> dict[str, Any]:
+    key = normalize_symbol(symbol)
+    sh = int(start_hour)
+    if sh < 0 or sh > 23:
+        raise ValueError("起点须为 0-23 整点")
+    mp = normalize_move_points(move_points)
+    we_mode = normalize_weekend_filter(weekend_filter)
+    sample_days = resolve_sample_days(period, custom_days)
+    settlements = list_settlement_dates(sample_days=sample_days, now=now)
+    if not settlements:
+        raise RuntimeError("无可用结算日")
+    # 最远窗起点(含两日振幅,多拉 1 天)
+    oldest = settlements[-1]
+    newest = settlements[0]
+    start0, _ = window_bounds_for_settlement(oldest, sh, span_days=2)
+    _, end1 = window_bounds_for_settlement(newest, sh, span_days=1)
+    since_ms = int(start0.timestamp() * 1000)
+    until_ms = int(end1.timestamp() * 1000)
+    bars, price_source, inst_id = fetch_symbol_bars(
+        key, since_ms=since_ms, until_ms=until_ms, fetch_fn=fetch_fn
+    )
+    bar_map = bars_to_map(bars)
+    rows_all: list[dict[str, Any]] = []
+    missing: list[str] = []
+    for d in settlements:
+        row = compute_day_row(d, sh, bar_map)
+        if row is None:
+            missing.append(d.isoformat())
+            continue
+        rows_all.append(row)
+    return build_amp_result(
+        rows_all=rows_all,
+        symbol_key=key,
+        start_hour=sh,
+        period=period,
+        sample_days=sample_days,
+        move_points=mp,
+        weekend_filter=we_mode,
+        price_source=price_source,
+        inst_id=inst_id,
+        missing=missing,
+    )
+
+
+def build_amp_result(
+    *,
+    rows_all: list[dict[str, Any]],
+    symbol_key: str,
+    start_hour: int,
+    period: str,
+    sample_days: int,
+    move_points: Any = None,
+    weekend_filter: Any = "all",
+    price_source: str = "",
+    inst_id: str = "",
+    missing: Optional[list[str]] = None,
+) -> dict[str, Any]:
+    mp = normalize_move_points(move_points)
+    we_mode = normalize_weekend_filter(weekend_filter)
+    filtered = filter_weekend_rows(rows_all, we_mode)
+    rows = enrich_rows(filtered, move_points=mp)
+    summary = summarize_rows(rows, move_points=mp)
+    if period == "custom" or str(period).startswith("custom:"):
+        period_label = period if str(period).startswith("custom:") else f"custom:{sample_days}"
+    else:
+        period_label = str(period)
+    miss = missing or []
+    return {
+        "ok": True,
+        "exchange": EXCHANGE,
+        "symbol": symbol_key,
+        "symbol_label": SYMBOLS[symbol_key]["label"],
+        "start_hour": start_hour,
+        "end_hour": END_HOUR,
+        "period": period_label,
+        "sample_days_requested": sample_days,
+        "move_points": mp,
+        "weekend_filter": we_mode,
+        "timeframe": TIMEFRAME,
+        "price_source": price_source,
+        "inst_id": inst_id,
+        "timezone": "Asia/Shanghai",
+        "rows_all": rows_all,
+        "rows": rows,
+        "summary": summary,
+        "missing_days": miss[:30],
+        "missing_count": len(miss),
+    }
+
+
+def reframe_amp_stats(
+    *,
+    rows_all: list[dict[str, Any]],
+    symbol: str = "eth",
+    start_hour: int = 16,
+    period: str = "2m",
+    sample_days: int = 60,
+    move_points: Any = None,
+    weekend_filter: Any = "all",
+    price_source: str = "",
+    inst_id: str = "",
+    missing: Optional[list[str]] = None,
+) -> dict[str, Any]:
+    """已有日表上改周末/波动点数,不拉 K 线."""
+    key = normalize_symbol(symbol)
+    return build_amp_result(
+        rows_all=list(rows_all or []),
+        symbol_key=key,
+        start_hour=int(start_hour),
+        period=period,
+        sample_days=int(sample_days or 60),
+        move_points=move_points,
+        weekend_filter=weekend_filter,
+        price_source=price_source,
+        inst_id=inst_id,
+        missing=missing,
+    )
+
+
+def rows_page(rows: list[dict[str, Any]], *, page: int = 1, page_size: int = 20) -> dict[str, Any]:
+    page = max(1, int(page or 1))
+    page_size = max(5, min(100, int(page_size or 20)))
+    total = len(rows)
+    start = (page - 1) * page_size
+    chunk = rows[start : start + page_size]
+    return {
+        "page": page,
+        "page_size": page_size,
+        "total": total,
+        "total_pages": max(1, (total + page_size - 1) // page_size) if total else 1,
+        "rows": chunk,
+    }
+
+
+def build_export_csv(payload: dict[str, Any]) -> str:
+    buf = io.StringIO()
+    # Excel 友好 BOM
+    buf.write("\ufeff")
+    w = csv.writer(buf)
+    s = payload.get("summary") or {}
+    w.writerow(["【统计摘要】"])
+    w.writerow(["交易所", payload.get("exchange")])
+    w.writerow(["标的", payload.get("symbol_label")])
+    w.writerow(["价源", payload.get("price_source")])
+    w.writerow(["起点整点", f"{payload.get('start_hour')}:00"])
+    w.writerow(["终点", f"{payload.get('end_hour')}:00"])
+    w.writerow(["周期", payload.get("period")])
+    w.writerow(["周末筛选", payload.get("weekend_filter")])
+    w.writerow(["样本数", s.get("sample_count")])
+    w.writerow(["最大振幅", s.get("max_amplitude"), "日期", s.get("max_amplitude_day")])
+    w.writerow(["振幅均值", s.get("avg_amplitude"), "中位数", s.get("median_amplitude")])
+    w.writerow(["两日最大振幅", s.get("max_amplitude_2d"), "日期", s.get("max_amplitude_2d_day")])
+    w.writerow(["两日振幅均值", s.get("avg_amplitude_2d"), "中位数", s.get("median_amplitude_2d")])
+    w.writerow(["开→高最大", s.get("max_up_points"), "均值", s.get("avg_up_points")])
+    w.writerow(["开→低最大", s.get("max_down_points"), "均值", s.get("avg_down_points")])
+    w.writerow(["上涨窗占比", s.get("up_day_ratio"), "下跌窗占比", s.get("down_day_ratio")])
+    mp = s.get("move_points_stats") or {}
+    if mp:
+        w.writerow([])
+        w.writerow(["【波动点数·振幅占比】", mp.get("move_points")])
+        w.writerow(["振幅≥点数天数", mp.get("amp_hit_days"), "占比", mp.get("amp_hit_ratio")])
+        w.writerow(["两日振幅≥点数天数", mp.get("amp_2d_hit_days"), "占比", mp.get("amp_2d_hit_ratio")])
+        w.writerow(["开→高≥点数天数", mp.get("up_hit_days"), "占比", mp.get("up_hit_ratio")])
+        w.writerow(["开→低≥点数天数", mp.get("down_hit_days"), "占比", mp.get("down_hit_ratio")])
+        w.writerow(["|涨跌|≥点数天数", mp.get("abs_change_hit_days"), "占比", mp.get("abs_change_hit_ratio")])
+    w.writerow([])
+    w.writerow(["【日表明细】"])
+    w.writerow(
+        [
+            "结算日",
+            "星期",
+            "周末",
+            "窗起点",
+            "窗终点",
+            "开盘",
+            "最高",
+            "最低",
+            "收盘",
+            "开→高",
+            "开→低",
+            "振幅",
+            "涨跌值",
+            "两日窗起点",
+            "两日窗终点",
+            "两日振幅",
+            "两日开→高",
+            "两日开→低",
+            "对照点数",
+            "振幅达标",
+            "两日振幅达标",
+        ]
+    )
+    for r in payload.get("rows") or []:
+        w.writerow(
+            [
+                r.get("settlement_day"),
+                r.get("weekday_label") or "",
+                "是" if r.get("is_weekend") else "否",
+                r.get("window_start"),
+                r.get("window_end"),
+                r.get("open"),
+                r.get("high"),
+                r.get("low"),
+                r.get("close"),
+                r.get("up_points"),
+                r.get("down_points"),
+                r.get("amplitude"),
+                r.get("change"),
+                r.get("window2_start"),
+                r.get("window2_end"),
+                r.get("amplitude_2d"),
+                r.get("up_points_2d"),
+                r.get("down_points_2d"),
+                r.get("move_points") if r.get("move_points") is not None else "",
+                "是" if r.get("amp_hit") else ("否" if r.get("move_points") is not None else ""),
+                "是" if r.get("amp_hit_2d") else ("否" if r.get("move_points") is not None and r.get("amplitude_2d") is not None else ""),
+            ]
+        )
+    return buf.getvalue()
+
+
+def export_filename(payload: dict[str, Any]) -> str:
+    sym = (payload.get("symbol") or "eth").lower()
+    sh = int(payload.get("start_hour") or 16)
+    period = str(payload.get("period") or "2m").replace(":", "")
+    day = datetime.now(APP_TZ).strftime("%Y%m%d")
+    return f"okx_{sym}_amp_{sh}to16_{period}_{day}.csv"

lib/hub/hub_bridge.py

@@ -71,10 +71,12 @@ def install_instance_theme_static(app) -> None:
         "strategy_roll.js": "application/javascript; charset=utf-8",
         "instance_page.css": "text/css; charset=utf-8",
         "instance_embed.js": "application/javascript; charset=utf-8",
+        "instance_mobile_nav.js": "application/javascript; charset=utf-8",
         "instance_stats.js": "application/javascript; charset=utf-8",
         "instance_live.js": "application/javascript; charset=utf-8",
         "instance_settings_prefs.js": "application/javascript; charset=utf-8",
         "instance_dashboard.js": "application/javascript; charset=utf-8",
+        "account_ledger.js": "application/javascript; charset=utf-8",
         "options_expiry_countdown.js": "application/javascript; charset=utf-8",
         "options_panel.js": "application/javascript; charset=utf-8",
         "order_entry_model.js": "application/javascript; charset=utf-8",
@@ -672,6 +674,72 @@ def register_hub_routes(app):
             }
         )
 
+    @app.route("/api/hub/options/review/archive")
+    @_hub_auth_required
+    def api_hub_options_review_archive():
+        """中控期权档案:近 N 天已平仓复盘记录(默认排除对冲腿)."""
+        from datetime import datetime, timedelta
+        from zoneinfo import ZoneInfo
+
+        from flask import current_app
+
+        from lib.options.options_review_lib import (
+            compute_review_stats,
+            ensure_local_review_synced,
+            list_review_trades,
+        )
+
+        c = _ctx()
+        get_db = c.get("get_db")
+        if not get_db:
+            return jsonify({"ok": False, "msg": "HUB_CTX 缺少 get_db"}), 500
+        try:
+            days = int(request.args.get("days") or "365")
+        except ValueError:
+            days = 365
+        days = max(1, min(days, 3650))
+        try:
+            limit = int(request.args.get("limit") or "2000")
+        except ValueError:
+            limit = 2000
+        limit = max(1, min(limit, 5000))
+        include_hedge_legs = str(request.args.get("include_hedge_legs") or "").strip() in (
+            "1",
+            "true",
+            "yes",
+        )
+        tz = ZoneInfo("Asia/Shanghai")
+        closed_from = (datetime.now(tz) - timedelta(days=days)).strftime("%Y-%m-%d")
+        cfg = (current_app.extensions or {}).get("options_cfg") or {}
+        ex = cfg.get("exchange_options")
+        conn = get_db()
+        try:
+            ensure_local_review_synced(conn, ex=ex, backfill_exchange_pnl=bool(ex))
+            trades = list_review_trades(
+                conn,
+                include_hedge_legs=include_hedge_legs,
+                closed_from=closed_from,
+                limit=limit,
+                offset=0,
+            )
+            stats = compute_review_stats(
+                conn,
+                include_hedge_legs=include_hedge_legs,
+                closed_from=closed_from,
+            )
+        finally:
+            conn.close()
+        return jsonify(
+            {
+                "ok": True,
+                "days": days,
+                "limit": limit,
+                "product": "options",
+                "trades": trades,
+                "stats": stats,
+            }
+        )
+
     @app.route("/api/hub/trades/today")
     @_hub_auth_required
     def api_hub_trades_today():

lib/hub/hub_compare_lib.py

@@ -0,0 +1,400 @@
+"""中控策略对比:同风险额下 合约 / 单期权 / 期期7:3 情景测算(纯函数)."""
+
+from __future__ import annotations
+
+import math
+from typing import Any, Optional
+
+
+def _f(v: Any) -> Optional[float]:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def default_contract_size(base: str) -> float:
+    """OKX 线性永续常用面值(币/张);与计算器缺省一致."""
+    b = (base or "ETH").strip().upper()
+    return 0.01
+
+
+def default_ct_mult(base: str) -> float:
+    return 0.01
+
+
+def floor_sheets(n: float, step: float = 1.0) -> float:
+    if n is None or not math.isfinite(n) or n <= 0:
+        return 0.0
+    s = float(step) if step and step > 0 else 1.0
+    return math.floor(n / s + 1e-12) * s
+
+
+def option_unit_cost(*, ask: float, ct_mult: float) -> float:
+    return float(ask) * float(ct_mult or 0.01)
+
+
+def option_intrinsic_value(
+    *,
+    opt_type: str,
+    strike: float,
+    spot: float,
+    sheets: float,
+    ct_mult: float,
+) -> float:
+    o = (opt_type or "").strip().upper()
+    k = float(strike)
+    s = float(spot)
+    if o == "C":
+        intrinsic = max(0.0, s - k)
+    elif o == "P":
+        intrinsic = max(0.0, k - s)
+    else:
+        intrinsic = 0.0
+    return intrinsic * float(sheets) * float(ct_mult or 0.01)
+
+
+def option_pnl_at_spot(
+    *,
+    opt_type: str,
+    strike: float,
+    spot: float,
+    sheets: float,
+    ct_mult: float,
+    premium_paid: float,
+) -> float:
+    return option_intrinsic_value(
+        opt_type=opt_type,
+        strike=strike,
+        spot=spot,
+        sheets=sheets,
+        ct_mult=ct_mult,
+    ) - float(premium_paid)
+
+
+def perp_pnl(
+    *,
+    direction: str,
+    entry: float,
+    exit_px: float,
+    contracts: float,
+    contract_size: float,
+) -> float:
+    coins = float(contracts) * float(contract_size or 0.01)
+    d = (direction or "long").strip().lower()
+    if d == "short":
+        return (float(entry) - float(exit_px)) * coins
+    return (float(exit_px) - float(entry)) * coins
+
+
+def _validate_common(inp: dict[str, Any]) -> Optional[str]:
+    base = str(inp.get("base") or "ETH").strip().upper()
+    if base not in ("ETH", "BTC"):
+        return "标的仅支持 ETH / BTC"
+    direction = str(inp.get("direction") or "long").strip().lower()
+    if direction not in ("long", "short"):
+        return "方向须为 long / short"
+    s0 = _f(inp.get("entry"))
+    sl = _f(inp.get("sl"))
+    tp = _f(inp.get("tp"))
+    risk = _f(inp.get("risk_u"))
+    if s0 is None or s0 <= 0:
+        return "请填写有效入场价"
+    if sl is None or sl <= 0:
+        return "请填写有效止损价"
+    if tp is None or tp <= 0:
+        return "请填写有效止盈价"
+    if risk is None or risk <= 0:
+        return "请填写有效风险额 R"
+    if direction == "long" and not (sl < s0 < tp):
+        return "做多须满足 止损 < 入场 < 止盈"
+    if direction == "short" and not (tp < s0 < sl):
+        return "做空须满足 止盈 < 入场 < 止损"
+    return None
+
+
+def _calc_perp(inp: dict[str, Any], *, contract_size: float) -> dict[str, Any]:
+    direction = str(inp.get("direction") or "long").strip().lower()
+    s0 = float(inp["entry"])
+    sl = float(inp["sl"])
+    tp = float(inp["tp"])
+    risk = float(inp["risk_u"])
+    per_sheet_sl = abs(s0 - sl) * contract_size
+    sheets = floor_sheets(risk / per_sheet_sl) if per_sheet_sl > 0 else 0.0
+    actual_sl_loss = abs(perp_pnl(
+        direction=direction, entry=s0, exit_px=sl, contracts=sheets, contract_size=contract_size
+    ))
+    tp_pnl = perp_pnl(
+        direction=direction, entry=s0, exit_px=tp, contracts=sheets, contract_size=contract_size
+    )
+    # 路径 C:本单已止损 −actual;踏空未拿到 = 原止盈盈利
+    path_a = round(tp_pnl, 4)
+    path_b = round(-actual_sl_loss if sheets > 0 else -risk, 4)
+    path_c_realized = path_b
+    path_c_missed = path_a
+    return {
+        "kind": "perp",
+        "sheets": sheets,
+        "contract_size": contract_size,
+        "per_sheet_sl_u": round(per_sheet_sl, 6),
+        "risk_used_u": round(actual_sl_loss, 4),
+        "path_a_tp": path_a,
+        "path_b_sl": path_b,
+        "path_c_realized": path_c_realized,
+        "path_c_missed": path_c_missed,
+        "path_c_note": "本单已止损;踏空未拿到原止盈空间",
+        "worst_u": path_b,
+    }
+
+
+def _calc_single_option(inp: dict[str, Any], *, ct_mult: float) -> dict[str, Any]:
+    direction = str(inp.get("direction") or "long").strip().lower()
+    risk = float(inp["risk_u"])
+    tp = float(inp.get("tp_opt") if inp.get("tp_opt") not in (None, "") else inp["tp"])
+    sl = float(inp["sl"])
+    opt = inp.get("option") if isinstance(inp.get("option"), dict) else {}
+    default_type = "C" if direction == "long" else "P"
+    opt_type = str(opt.get("opt_type") or default_type).strip().upper()
+    if opt_type not in ("C", "P"):
+        opt_type = default_type
+    strike = _f(opt.get("strike"))
+    ask = _f(opt.get("ask"))
+    if strike is None or strike <= 0:
+        return {"ok": False, "msg": "请填写单期权行权价"}
+    if ask is None or ask <= 0:
+        return {"ok": False, "msg": "请填写单期权卖一价"}
+    unit = option_unit_cost(ask=ask, ct_mult=ct_mult)
+    sheets = floor_sheets(risk / unit) if unit > 0 else 0.0
+    premium = option_unit_cost(ask=ask, ct_mult=ct_mult) * sheets if sheets else 0.0
+    # 若张数为 0
+    path_a = option_pnl_at_spot(
+        opt_type=opt_type, strike=strike, spot=tp, sheets=sheets, ct_mult=ct_mult, premium_paid=premium
+    )
+    path_b_at_sl = option_pnl_at_spot(
+        opt_type=opt_type, strike=strike, spot=sl, sheets=sheets, ct_mult=ct_mult, premium_paid=premium
+    )
+    path_b_worst = -premium
+    # 踏空路径:合约被洗后标的仍到 TP,期权仍持有 → 同止盈
+    path_c = path_a
+    return {
+        "ok": True,
+        "kind": "option",
+        "opt_type": opt_type,
+        "strike": strike,
+        "ask": ask,
+        "ct_mult": ct_mult,
+        "sheets": sheets,
+        "unit_cost_u": round(unit, 6),
+        "premium_u": round(premium, 4),
+        "path_a_tp": round(path_a, 4),
+        "path_b_sl": round(path_b_at_sl, 4),
+        "path_b_worst": round(path_b_worst, 4),
+        "path_c_hold_to_tp": round(path_c, 4),
+        "path_c_note": "合约踏空路径下期权仍持有至目标价(内在近似)",
+        "worst_u": round(path_b_worst, 4),
+    }
+
+
+def _calc_hedge(inp: dict[str, Any], *, ct_mult: float) -> dict[str, Any]:
+    direction = str(inp.get("direction") or "long").strip().lower()
+    risk = float(inp["risk_u"])
+    tp = float(inp.get("tp_hedge") if inp.get("tp_hedge") not in (None, "") else inp["tp"])
+    sl = float(inp["sl"])
+    hedge = inp.get("hedge") if isinstance(inp.get("hedge"), dict) else {}
+    main_default = "C" if direction == "long" else "P"
+    side_default = "P" if direction == "long" else "C"
+    main = hedge.get("main") if isinstance(hedge.get("main"), dict) else {}
+    side = hedge.get("side") if isinstance(hedge.get("side"), dict) else {}
+    main_type = str(main.get("opt_type") or main_default).strip().upper()
+    side_type = str(side.get("opt_type") or side_default).strip().upper()
+    if main_type not in ("C", "P"):
+        main_type = main_default
+    if side_type not in ("C", "P"):
+        side_type = side_default
+    main_k = _f(main.get("strike"))
+    main_ask = _f(main.get("ask"))
+    side_k = _f(side.get("strike"))
+    side_ask = _f(side.get("ask"))
+    if None in (main_k, main_ask, side_k, side_ask) or min(
+        main_k or 0, main_ask or 0, side_k or 0, side_ask or 0
+    ) <= 0:
+        return {"ok": False, "msg": "请填写期期对冲两腿的行权价与卖一"}
+    main_budget = 0.7 * risk
+    side_budget = 0.3 * risk
+    main_unit = option_unit_cost(ask=float(main_ask), ct_mult=ct_mult)
+    side_unit = option_unit_cost(ask=float(side_ask), ct_mult=ct_mult)
+    main_sheets = floor_sheets(main_budget / main_unit) if main_unit > 0 else 0.0
+    side_sheets = floor_sheets(side_budget / side_unit) if side_unit > 0 else 0.0
+    main_prem = main_unit * main_sheets
+    side_prem = side_unit * side_sheets
+    premium = main_prem + side_prem
+
+    def combo_at(spot: float) -> float:
+        a = option_pnl_at_spot(
+            opt_type=main_type,
+            strike=float(main_k),
+            spot=spot,
+            sheets=main_sheets,
+            ct_mult=ct_mult,
+            premium_paid=main_prem,
+        )
+        b = option_pnl_at_spot(
+            opt_type=side_type,
+            strike=float(side_k),
+            spot=spot,
+            sheets=side_sheets,
+            ct_mult=ct_mult,
+            premium_paid=side_prem,
+        )
+        return a + b
+
+    path_a = combo_at(tp)
+    path_b_at_sl = combo_at(sl)
+    path_b_worst = -premium
+    path_c = path_a
+    return {
+        "ok": True,
+        "kind": "hedge",
+        "ratio": "7:3",
+        "ct_mult": ct_mult,
+        "main": {
+            "opt_type": main_type,
+            "strike": main_k,
+            "ask": main_ask,
+            "sheets": main_sheets,
+            "premium_u": round(main_prem, 4),
+            "budget_u": round(main_budget, 4),
+        },
+        "side": {
+            "opt_type": side_type,
+            "strike": side_k,
+            "ask": side_ask,
+            "sheets": side_sheets,
+            "premium_u": round(side_prem, 4),
+            "budget_u": round(side_budget, 4),
+        },
+        "premium_u": round(premium, 4),
+        "path_a_tp": round(path_a, 4),
+        "path_b_sl": round(path_b_at_sl, 4),
+        "path_b_worst": round(path_b_worst, 4),
+        "path_c_hold_to_tp": round(path_c, 4),
+        "path_c_note": "合约踏空路径下对冲组合仍持有至目标价(内在近似)",
+        "worst_u": round(path_b_worst, 4),
+    }
+
+
+def recommend(perp: dict[str, Any], opt: dict[str, Any], hedge: dict[str, Any], risk: float) -> dict[str, Any]:
+    """可解释规则推荐."""
+    candidates: list[tuple[str, float, dict[str, Any]]] = []
+    if perp and perp.get("sheets", 0) > 0:
+        candidates.append(("合约", float(perp.get("path_a_tp") or 0), perp))
+    if opt and opt.get("ok") and opt.get("sheets", 0) > 0:
+        candidates.append(("单期权", float(opt.get("path_a_tp") or 0), opt))
+    if hedge and hedge.get("ok") and (hedge.get("premium_u") or 0) > 0:
+        candidates.append(("期期对冲", float(hedge.get("path_a_tp") or 0), hedge))
+    if not candidates:
+        return {
+            "choice": "—",
+            "reason": "输入不足,无法推荐",
+            "bullets": ["请检查风险额与卖一/止损距是否过小导致张数为 0"],
+        }
+
+    best_name, best_a, _ = max(candidates, key=lambda x: x[1])
+    perp_a = float(perp.get("path_a_tp") or 0) if perp else 0.0
+    opt_a = float(opt.get("path_a_tp") or 0) if opt and opt.get("ok") else 0.0
+    hedge_a = float(hedge.get("path_a_tp") or 0) if hedge and hedge.get("ok") else 0.0
+
+    # 踏空:合约 C 实现为亏损,期权/对冲 C 仍接近 A
+    perp_miss = float(perp.get("path_c_missed") or 0) if perp else 0.0
+    opt_c = float(opt.get("path_c_hold_to_tp") or 0) if opt and opt.get("ok") else None
+    hedge_c = float(hedge.get("path_c_hold_to_tp") or 0) if hedge and hedge.get("ok") else None
+    anti_whipsaw = False
+    if perp_miss > 0 and (
+        (opt_c is not None and opt_c > 0) or (hedge_c is not None and hedge_c > 0)
+    ):
+        anti_whipsaw = True
+
+    # 合约止盈明显更高(>= 另两者 1.15 倍)且用户能接受踏空 → 推合约
+    others_max = max(opt_a, hedge_a, 0.0)
+    choice = best_name
+    if perp_a > 0 and perp_a >= others_max * 1.15 and perp_a >= best_a * 0.99:
+        choice = "合约"
+        if anti_whipsaw:
+            reason = "合约止盈赔付更高,但震荡易洗时存在踏空;能接受洗盘再走可选合约"
+        else:
+            reason = "同风险下合约干净止盈赔付最高"
+    elif anti_whipsaw and (opt_a > 0 or hedge_a > 0):
+        # 抗踏空优先期权类;期期与单腿接近时推期期
+        if hedge_a > 0 and (opt_a <= 0 or hedge_a >= opt_a * 0.85):
+            choice = "期期对冲"
+            reason = "震荡易洗时期权类更抗踏空;期期 7:3 兼顾方向与保护"
+        else:
+            choice = "单期权"
+            reason = "震荡易洗时单期权仍可持有到目标,抗踏空优于合约"
+    else:
+        reason = f"同风险下「{best_name}」干净止盈赔付最高"
+
+    bullets = [
+        f"止盈对比:合约 {perp_a:.2f}U / 单期权 {opt_a:.2f}U / 期期 {hedge_a:.2f}U(风险 R={risk:.2f}U)",
+        (
+            "止损与踏空:合约打止损即结束并可能踏空;"
+            "期权/对冲最坏约亏满权利金,踏空路径下常仍持有至目标"
+            if anti_whipsaw
+            else "止损与踏空:三者最坏接近 −R;关注合约是否易被洗后错过止盈"
+        ),
+        f"选用建议:{reason}",
+    ]
+    return {"choice": choice, "reason": reason, "bullets": bullets}
+
+
+def run_compare(inp: dict[str, Any]) -> dict[str, Any]:
+    err = _validate_common(inp)
+    if err:
+        return {"ok": False, "msg": err}
+    base = str(inp.get("base") or "ETH").strip().upper()
+    risk = float(inp["risk_u"])
+    cs = _f(inp.get("contract_size")) or default_contract_size(base)
+    ct = _f(inp.get("ct_mult")) or default_ct_mult(base)
+    perp = _calc_perp(inp, contract_size=float(cs))
+    opt = _calc_single_option(inp, ct_mult=float(ct))
+    hedge = _calc_hedge(inp, ct_mult=float(ct))
+    rec = recommend(
+        perp,
+        opt if opt.get("ok") else {"ok": False},
+        hedge if hedge.get("ok") else {"ok": False},
+        risk,
+    )
+    warnings: list[str] = []
+    if perp.get("sheets", 0) <= 0:
+        warnings.append("合约张数为 0:止损距过大或 R 过小")
+    if isinstance(opt, dict) and opt.get("ok") and opt.get("sheets", 0) <= 0:
+        warnings.append("单期权张数为 0:卖一过高或 R 过小")
+    if isinstance(hedge, dict) and hedge.get("ok") and hedge.get("premium_u", 0) <= 0:
+        warnings.append("期期对冲未开出张数:卖一过高或 R 过小")
+    if isinstance(opt, dict) and not opt.get("ok"):
+        warnings.append(str(opt.get("msg") or "单期权输入不完整"))
+    if isinstance(hedge, dict) and not hedge.get("ok"):
+        warnings.append(str(hedge.get("msg") or "期期对冲输入不完整"))
+    return {
+        "ok": True,
+        "base": base,
+        "direction": str(inp.get("direction") or "long").strip().lower(),
+        "entry": float(inp["entry"]),
+        "sl": float(inp["sl"]),
+        "tp": float(inp["tp"]),
+        "risk_u": risk,
+        "contract_size": float(cs),
+        "ct_mult": float(ct),
+        "perp": perp,
+        "option": opt,
+        "hedge": hedge,
+        "recommend": rec,
+        "warnings": warnings,
+        "notes": [
+            "期权止盈按标的到价的内在价值近似,非盘口卖出价",
+            "到期小盈/小亏未纳入主表与推荐",
+            "仅本地测算,不下单",
+        ],
+    }

lib/hub/hub_fund_history_lib.py

@@ -8,7 +8,7 @@ from pathlib import Path
 from typing import Any, Optional
 
 from lib.hub.hub_trades_lib import current_trading_day
-from lib.hub.hub_options_funds_lib import merge_board_row_balances
+from lib.hub.hub_options_funds_lib import merge_board_row_balances, repair_double_counted_fund_entry
 
 from lib.paths import manual_trading_hub_dir
 
@@ -275,7 +275,7 @@ def _series_from_history(
         total = 0.0
         n = 0
         for key in account_keys:
-            ac = ac_map.get(key) or {}
+            ac = repair_double_counted_fund_entry(ac_map.get(key) or {})
             t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
             if t is None:
                 t = _safe_float(ac.get("total_usdt"))
@@ -291,7 +291,8 @@ def _series_from_history(
 def _account_series(history: dict[str, dict], key: str) -> list[dict[str, Any]]:
     out: list[dict[str, Any]] = []
     for day in sorted(history.keys()):
-        ac = (history.get(day) or {}).get("accounts", {}).get(key) or {}
+        raw = (history.get(day) or {}).get("accounts", {}).get(key) or {}
+        ac = repair_double_counted_fund_entry(raw)
         t = account_total_usdt(ac.get("funding_usdt"), ac.get("trading_usdt"))
         if t is None:
             t = _safe_float(ac.get("total_usdt"))

lib/hub/hub_monitor_totals_lib.py

@@ -7,6 +7,7 @@ from lib.hub.hub_options_funds_lib import (
     options_float_pnl_usdt,
     options_open_position_count as count_options_positions,
 )
+from lib.hub.hub_position_metrics import is_option_like_position
 
 
 def _coerce_float(value: Any) -> float | None:
@@ -27,6 +28,27 @@ def position_unrealized_pnl(pos: dict[str, Any]) -> float:
 
 
 def _open_positions(agent: dict[str, Any] | None) -> list[dict[str, Any]]:
+    if not isinstance(agent, dict):
+        return []
+    positions = agent.get("positions")
+    if not isinstance(positions, list):
+        return []
+    out: list[dict[str, Any]] = []
+    for p in positions:
+        if not isinstance(p, dict):
+            continue
+        if is_option_like_position(p):
+            continue
+        try:
+            c = abs(float(p.get("contracts") or 0))
+        except (TypeError, ValueError):
+            c = 0.0
+        if c > 1e-12:
+            out.append(p)
+    return out
+
+
+def _raw_open_positions(agent: dict[str, Any] | None) -> list[dict[str, Any]]:
     if not isinstance(agent, dict):
         return []
     positions = agent.get("positions")
@@ -79,8 +101,11 @@ def aggregate_monitor_board_totals(
         ag = row.get("agent") if isinstance(row.get("agent"), dict) else {}
         open_pos = _open_positions(ag)
         open_position_count += len(open_pos)
+        raw_pos = _raw_open_positions(ag)
+        contaminated = any(is_option_like_position(p) for p in raw_pos)
         agent_upnl = _coerce_float(ag.get("total_unrealized_pnl"))
-        if agent_upnl is not None:
+        # 子代理若把期权混进永续合计,改按过滤后腿求和;期权浮盈由下方 options 段计入
+        if agent_upnl is not None and not contaminated:
             float_pnl_u += agent_upnl
         else:
             float_pnl_u += sum(position_unrealized_pnl(p) for p in open_pos)

lib/hub/hub_options_archive_lib.py

@@ -0,0 +1,599 @@
+"""中控期权档案:同步 OKX options_review_trades 到 hub_symbol_archive.db."""
+
+from __future__ import annotations
+
+import json
+import time
+from pathlib import Path
+from typing import Any
+
+from lib.hub.hub_symbol_archive_lib import (
+    TRADING_DAY_RESET_HOUR,
+    _connect,
+    default_db_path,
+    init_db as init_perp_archive_db,
+    ms_to_trading_day,
+    parse_wall_clock_ms,
+    resolve_period_bounds,
+    trading_day_bounds_ms,
+)
+
+
+def _now_ms() -> int:
+    return int(time.time() * 1000)
+
+
+def init_options_archive_db(db_path: Path | None = None) -> None:
+    """确保期权缓存表存在(与永续共用同一 SQLite)."""
+    init_perp_archive_db(db_path)
+    conn = _connect(db_path)
+    try:
+        conn.execute(
+            """
+            CREATE TABLE IF NOT EXISTS archive_options_trade_cache (
+                exchange_key TEXT NOT NULL,
+                history_key TEXT NOT NULL,
+                source_type TEXT,
+                underlying TEXT,
+                opened_at TEXT,
+                closed_at TEXT,
+                opened_at_ms INTEGER,
+                closed_at_ms INTEGER,
+                hold_seconds INTEGER,
+                realized_pnl_total REAL,
+                status_raw TEXT,
+                pos_id TEXT,
+                inst_id TEXT,
+                opt_type TEXT,
+                strike REAL,
+                exp_time TEXT,
+                sheets INTEGER,
+                open_avg REAL,
+                close_avg REAL,
+                premium_paid REAL,
+                realized_pnl REAL,
+                hedge_plan_id INTEGER,
+                plan_close_reason TEXT,
+                realized_pnl_perp REAL,
+                realized_pnl_options REAL,
+                premium_total REAL,
+                direction TEXT,
+                tp REAL,
+                sl REAL,
+                target_price REAL,
+                target_price_up REAL,
+                target_price_down REAL,
+                legs_json TEXT,
+                linked_hedge_plan_id INTEGER,
+                excluded_as_hedge_leg INTEGER DEFAULT 0,
+                strategy_tag TEXT,
+                result_tag TEXT,
+                reviewed INTEGER DEFAULT 0,
+                source_label TEXT,
+                payload_json TEXT NOT NULL,
+                synced_at INTEGER NOT NULL,
+                PRIMARY KEY (exchange_key, history_key)
+            )
+            """
+        )
+        conn.execute(
+            """
+            CREATE INDEX IF NOT EXISTS idx_archive_options_closed
+            ON archive_options_trade_cache (exchange_key, closed_at_ms)
+            """
+        )
+    finally:
+        conn.close()
+
+
+def purge_stale_options_trades_cache(
+    exchange_key: str,
+    active_history_keys: list[str],
+    *,
+    db_path: Path | None = None,
+) -> int:
+    init_options_archive_db(db_path)
+    ex_k = (exchange_key or "").strip().lower()
+    if not ex_k:
+        return 0
+    active = {str(k).strip() for k in (active_history_keys or []) if str(k).strip()}
+    conn = _connect(db_path)
+    try:
+        rows = conn.execute(
+            "SELECT history_key FROM archive_options_trade_cache WHERE exchange_key=?",
+            (ex_k,),
+        ).fetchall()
+        stale = [r["history_key"] for r in rows if r["history_key"] not in active]
+        removed = 0
+        for hk in stale:
+            cur = conn.execute(
+                "DELETE FROM archive_options_trade_cache WHERE exchange_key=? AND history_key=?",
+                (ex_k, hk),
+            )
+            removed += int(cur.rowcount or 0)
+        return removed
+    finally:
+        conn.close()
+
+
+def _optional_float(raw: Any) -> float | None:
+    if raw in (None, ""):
+        return None
+    try:
+        return float(raw)
+    except (TypeError, ValueError):
+        return None
+
+
+def _optional_int(raw: Any) -> int | None:
+    if raw in (None, ""):
+        return None
+    try:
+        return int(raw)
+    except (TypeError, ValueError):
+        return None
+
+
+def upsert_options_trades_cache(
+    exchange_key: str,
+    trades: list[dict[str, Any]],
+    *,
+    db_path: Path | None = None,
+    prune_missing: bool = True,
+) -> dict[str, int]:
+    init_options_archive_db(db_path)
+    ex_k = (exchange_key or "").strip().lower()
+    if not ex_k:
+        return {"upserted": 0, "removed": 0}
+    now = _now_ms()
+    n = 0
+    active_keys: list[str] = []
+    conn = _connect(db_path)
+    try:
+        for t in trades or []:
+            if not isinstance(t, dict):
+                continue
+            hk = str(t.get("history_key") or "").strip()
+            if not hk:
+                continue
+            if int(t.get("excluded_as_hedge_leg") or 0):
+                continue
+            active_keys.append(hk)
+            opened_at = t.get("opened_at")
+            closed_at = t.get("closed_at")
+            opened_ms = t.get("opened_at_ms") or parse_wall_clock_ms(opened_at)
+            closed_ms = t.get("closed_at_ms") or parse_wall_clock_ms(closed_at)
+            entry = t.get("entry") if isinstance(t.get("entry"), dict) else {}
+            strategy_tag = t.get("strategy_tag") or (entry or {}).get("strategy_tag")
+            result_tag = t.get("result_tag") or (entry or {}).get("result_tag")
+            reviewed = 1 if t.get("reviewed") or entry else 0
+            row = dict(t)
+            row["exchange_key"] = ex_k
+            payload = json.dumps(row, ensure_ascii=False, default=str)
+            conn.execute(
+                """
+                INSERT INTO archive_options_trade_cache (
+                    exchange_key, history_key, source_type, underlying,
+                    opened_at, closed_at, opened_at_ms, closed_at_ms, hold_seconds,
+                    realized_pnl_total, status_raw,
+                    pos_id, inst_id, opt_type, strike, exp_time, sheets,
+                    open_avg, close_avg, premium_paid, realized_pnl,
+                    hedge_plan_id, plan_close_reason, realized_pnl_perp, realized_pnl_options,
+                    premium_total, direction, tp, sl, target_price, target_price_up, target_price_down,
+                    legs_json, linked_hedge_plan_id, excluded_as_hedge_leg,
+                    strategy_tag, result_tag, reviewed, source_label,
+                    payload_json, synced_at
+                ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)
+                ON CONFLICT(exchange_key, history_key) DO UPDATE SET
+                    source_type=excluded.source_type,
+                    underlying=excluded.underlying,
+                    opened_at=excluded.opened_at,
+                    closed_at=excluded.closed_at,
+                    opened_at_ms=excluded.opened_at_ms,
+                    closed_at_ms=excluded.closed_at_ms,
+                    hold_seconds=excluded.hold_seconds,
+                    realized_pnl_total=excluded.realized_pnl_total,
+                    status_raw=excluded.status_raw,
+                    pos_id=excluded.pos_id,
+                    inst_id=excluded.inst_id,
+                    opt_type=excluded.opt_type,
+                    strike=excluded.strike,
+                    exp_time=excluded.exp_time,
+                    sheets=excluded.sheets,
+                    open_avg=excluded.open_avg,
+                    close_avg=excluded.close_avg,
+                    premium_paid=excluded.premium_paid,
+                    realized_pnl=excluded.realized_pnl,
+                    hedge_plan_id=excluded.hedge_plan_id,
+                    plan_close_reason=excluded.plan_close_reason,
+                    realized_pnl_perp=excluded.realized_pnl_perp,
+                    realized_pnl_options=excluded.realized_pnl_options,
+                    premium_total=excluded.premium_total,
+                    direction=excluded.direction,
+                    tp=excluded.tp,
+                    sl=excluded.sl,
+                    target_price=excluded.target_price,
+                    target_price_up=excluded.target_price_up,
+                    target_price_down=excluded.target_price_down,
+                    legs_json=excluded.legs_json,
+                    linked_hedge_plan_id=excluded.linked_hedge_plan_id,
+                    excluded_as_hedge_leg=excluded.excluded_as_hedge_leg,
+                    strategy_tag=excluded.strategy_tag,
+                    result_tag=excluded.result_tag,
+                    reviewed=excluded.reviewed,
+                    source_label=excluded.source_label,
+                    payload_json=excluded.payload_json,
+                    synced_at=excluded.synced_at
+                """,
+                (
+                    ex_k,
+                    hk,
+                    t.get("source_type"),
+                    t.get("underlying"),
+                    opened_at,
+                    closed_at,
+                    int(opened_ms) if opened_ms else None,
+                    int(closed_ms) if closed_ms else None,
+                    _optional_int(t.get("hold_seconds")),
+                    float(t.get("realized_pnl_total") or t.get("realized_pnl") or 0),
+                    t.get("status_raw"),
+                    t.get("pos_id"),
+                    t.get("inst_id"),
+                    t.get("opt_type"),
+                    _optional_float(t.get("strike")),
+                    t.get("exp_time"),
+                    _optional_int(t.get("sheets")),
+                    _optional_float(t.get("open_avg")),
+                    _optional_float(t.get("close_avg")),
+                    _optional_float(t.get("premium_paid")),
+                    _optional_float(t.get("realized_pnl")),
+                    _optional_int(t.get("hedge_plan_id")),
+                    t.get("plan_close_reason"),
+                    _optional_float(t.get("realized_pnl_perp")),
+                    _optional_float(t.get("realized_pnl_options")),
+                    _optional_float(t.get("premium_total")),
+                    t.get("direction"),
+                    _optional_float(t.get("tp")),
+                    _optional_float(t.get("sl")),
+                    _optional_float(t.get("target_price")),
+                    _optional_float(t.get("target_price_up")),
+                    _optional_float(t.get("target_price_down")),
+                    t.get("legs_json")
+                    if isinstance(t.get("legs_json"), str)
+                    else (json.dumps(t.get("legs"), ensure_ascii=False) if t.get("legs") else None),
+                    _optional_int(t.get("linked_hedge_plan_id")),
+                    int(t.get("excluded_as_hedge_leg") or 0),
+                    strategy_tag,
+                    result_tag,
+                    reviewed,
+                    t.get("source_label"),
+                    payload,
+                    now,
+                ),
+            )
+            n += 1
+    finally:
+        conn.close()
+    removed = 0
+    if prune_missing:
+        removed = purge_stale_options_trades_cache(ex_k, active_keys, db_path=db_path)
+    return {"upserted": n, "removed": removed}
+
+
+def _options_row_to_dict(row: Any) -> dict[str, Any]:
+    out: dict[str, Any] = dict(row)
+    payload = {}
+    raw = out.get("payload_json")
+    if raw:
+        try:
+            payload = json.loads(raw) if isinstance(raw, str) else {}
+        except (TypeError, ValueError, json.JSONDecodeError):
+            payload = {}
+    if isinstance(payload, dict):
+        for k, v in payload.items():
+            if k not in out or out.get(k) in (None, ""):
+                out[k] = v
+    pnl = float(out.get("realized_pnl_total") or out.get("realized_pnl") or 0)
+    out["realized_pnl_total"] = pnl
+    out["pnl_amount"] = pnl  # 复用永续统计/日历字段名
+    hold_sec = out.get("hold_seconds")
+    if hold_sec is not None:
+        try:
+            out["hold_minutes"] = round(float(hold_sec) / 60.0, 2)
+        except (TypeError, ValueError):
+            pass
+    if not out.get("opened_at_ms") and out.get("opened_at"):
+        ms = parse_wall_clock_ms(out.get("opened_at"))
+        if ms:
+            out["opened_at_ms"] = int(ms)
+    if not out.get("closed_at_ms") and out.get("closed_at"):
+        ms = parse_wall_clock_ms(out.get("closed_at"))
+        if ms:
+            out["closed_at_ms"] = int(ms)
+    out["trade_id"] = out.get("history_key")
+    out["id"] = out.get("history_key")
+    out["symbol"] = out.get("inst_id") or out.get("underlying") or ""
+    return out
+
+
+def _empty_options_stats() -> dict[str, Any]:
+    return {
+        "open_count": 0,
+        "sick_count": 0,
+        "sick_pct": 0.0,
+        "pnl_total": 0.0,
+        "pnl_ex_sick": 0.0,
+        "win_count": 0,
+        "loss_count": 0,
+        "avg_win": 0.0,
+        "avg_loss": 0.0,
+        "max_win": 0.0,
+        "max_loss": 0.0,
+        "win_rate": 0.0,
+        "profit_loss_ratio": 0.0,
+        "turnover_total": 0.0,
+        "commission_total": 0.0,
+        "premium_total": 0.0,
+        "by_exchange": {},
+        "by_source_type": {},
+    }
+
+
+def _compute_options_period_stats(trade_rows: list[dict[str, Any]]) -> dict[str, Any]:
+    st = _empty_options_stats()
+    wins: list[float] = []
+    losses: list[float] = []
+    by_ex: dict[str, dict[str, Any]] = {}
+    by_src: dict[str, dict[str, Any]] = {}
+
+    def bucket() -> dict[str, Any]:
+        return {
+            "open_count": 0,
+            "pnl_total": 0.0,
+            "win_count": 0,
+            "loss_count": 0,
+            "premium_total": 0.0,
+        }
+
+    for td in trade_rows:
+        pnl = float(td.get("pnl_amount") or td.get("realized_pnl_total") or 0)
+        ex = str(td.get("exchange_key") or "okx")
+        src = str(td.get("source_type") or td.get("source_label") or "?")
+        prem = float(td.get("premium_total") or td.get("premium_paid") or 0)
+        st["open_count"] += 1
+        st["pnl_total"] += pnl
+        st["premium_total"] += prem
+        if pnl > 0.0001:
+            st["win_count"] += 1
+            wins.append(pnl)
+        elif pnl < -0.0001:
+            st["loss_count"] += 1
+            losses.append(pnl)
+        if ex not in by_ex:
+            by_ex[ex] = bucket()
+        by_ex[ex]["open_count"] += 1
+        by_ex[ex]["pnl_total"] += pnl
+        by_ex[ex]["premium_total"] += prem
+        if pnl > 0.0001:
+            by_ex[ex]["win_count"] += 1
+        elif pnl < -0.0001:
+            by_ex[ex]["loss_count"] += 1
+        if src not in by_src:
+            by_src[src] = bucket()
+        by_src[src]["open_count"] += 1
+        by_src[src]["pnl_total"] += pnl
+
+    total = int(st["open_count"] or 0)
+    st["pnl_ex_sick"] = round(float(st["pnl_total"]), 4)
+    st["pnl_total"] = round(float(st["pnl_total"]), 4)
+    st["premium_total"] = round(float(st["premium_total"]), 4)
+    st["avg_win"] = round(sum(wins) / len(wins), 4) if wins else 0.0
+    st["avg_loss"] = round(sum(losses) / len(losses), 4) if losses else 0.0
+    st["max_win"] = round(max(wins), 4) if wins else 0.0
+    st["max_loss"] = round(min(losses), 4) if losses else 0.0
+    st["win_rate"] = round(st["win_count"] / total * 100, 1) if total else 0.0
+    if wins and losses and abs(st["avg_loss"]) > 1e-9:
+        st["profit_loss_ratio"] = round(abs(st["avg_win"] / st["avg_loss"]), 2)
+    for ex, b in by_ex.items():
+        b["pnl_total"] = round(float(b["pnl_total"]), 4)
+        b["premium_total"] = round(float(b["premium_total"]), 4)
+        b["sick_count"] = 0
+        b["sick_pct"] = 0.0
+        b["pnl_ex_sick"] = b["pnl_total"]
+        b["avg_win"] = 0.0
+        b["avg_loss"] = 0.0
+        b["max_win"] = 0.0
+        b["max_loss"] = 0.0
+        b["win_rate"] = (
+            round(b["win_count"] / b["open_count"] * 100, 1) if b["open_count"] else 0.0
+        )
+        b["profit_loss_ratio"] = 0.0
+        b["turnover_total"] = 0.0
+        b["commission_total"] = 0.0
+    for src, b in by_src.items():
+        b["pnl_total"] = round(float(b["pnl_total"]), 4)
+    st["by_exchange"] = by_ex
+    st["by_source_type"] = by_src
+    return st
+
+
+def list_daily_options_trades(
+    trading_day: str = "",
+    *,
+    period: str = "",
+    date_from: str = "",
+    date_to: str = "",
+    exchange_key: str = "",
+    filter_profit: bool = False,
+    filter_loss: bool = False,
+    search: str = "",
+    source_type: str = "",
+    db_path: Path | None = None,
+) -> dict[str, Any]:
+    init_options_archive_db(db_path)
+    p = (period or "today").strip().lower() or "today"
+    start_ms, end_ms, df, dt, period_label = resolve_period_bounds(
+        period=p,
+        trading_day=trading_day,
+        date_from=date_from,
+        date_to=date_to,
+    )
+    ex_filter = (exchange_key or "").strip().lower()
+    src_filter = (source_type or "").strip().lower()
+    conn = _connect(db_path)
+    try:
+        params: list[Any] = [start_ms, end_ms]
+        where = "closed_at_ms IS NOT NULL AND closed_at_ms >= ? AND closed_at_ms < ?"
+        where += " AND COALESCE(excluded_as_hedge_leg,0)=0"
+        if ex_filter:
+            where += " AND exchange_key=?"
+            params.append(ex_filter)
+        if src_filter:
+            where += " AND LOWER(COALESCE(source_type,''))=?"
+            params.append(src_filter)
+        rows = conn.execute(
+            f"""
+            SELECT * FROM archive_options_trade_cache
+            WHERE {where}
+            ORDER BY closed_at_ms DESC, history_key DESC
+            """,
+            params,
+        ).fetchall()
+        trades: list[dict[str, Any]] = []
+        q = (search or "").strip().lower()
+        for r in rows:
+            td = _options_row_to_dict(r)
+            pnl = float(td.get("pnl_amount") or 0)
+            if filter_profit and pnl <= 0.0001:
+                continue
+            if filter_loss and pnl >= -0.0001:
+                continue
+            if q:
+                blob = " ".join(
+                    str(td.get(k) or "")
+                    for k in (
+                        "underlying",
+                        "inst_id",
+                        "exchange_key",
+                        "source_type",
+                        "source_label",
+                        "opt_type",
+                        "strategy_tag",
+                        "result_tag",
+                        "direction",
+                    )
+                ).lower()
+                if q not in blob:
+                    continue
+            trades.append(td)
+        return {
+            "period": p,
+            "period_label": period_label,
+            "trading_day": dt,
+            "date_from": df,
+            "date_to": dt,
+            "product": "options",
+            "trades": trades,
+            "stats": _compute_options_period_stats(trades),
+        }
+    finally:
+        conn.close()
+
+
+def list_archive_options_calendar(
+    year: int,
+    month: int,
+    *,
+    exchange_key: str = "",
+    db_path: Path | None = None,
+    reset_hour: int = TRADING_DAY_RESET_HOUR,
+) -> dict[str, Any]:
+    init_options_archive_db(db_path)
+    y = int(year)
+    m = int(month)
+    if m < 1 or m > 12:
+        raise ValueError("month 无效")
+    from datetime import datetime, timedelta
+
+    first = f"{y:04d}-{m:02d}-01"
+    if m == 12:
+        next_first = datetime(y + 1, 1, 1)
+    else:
+        next_first = datetime(y, m + 1, 1)
+    last = (next_first - timedelta(days=1)).strftime("%Y-%m-%d")
+    start_ms, _ = trading_day_bounds_ms(first, reset_hour=reset_hour)
+    _, end_ms = trading_day_bounds_ms(last, reset_hour=reset_hour)
+    ex_filter = (exchange_key or "").strip().lower()
+    conn = _connect(db_path)
+    try:
+        params: list[Any] = [start_ms, end_ms]
+        where = (
+            "closed_at_ms IS NOT NULL AND closed_at_ms >= ? AND closed_at_ms < ?"
+            " AND COALESCE(excluded_as_hedge_leg,0)=0"
+        )
+        if ex_filter:
+            where += " AND exchange_key=?"
+            params.append(ex_filter)
+        rows = conn.execute(
+            f"SELECT * FROM archive_options_trade_cache WHERE {where}",
+            params,
+        ).fetchall()
+        days: dict[str, dict[str, Any]] = {}
+        for r in rows:
+            td = _options_row_to_dict(r)
+            closed_ms = td.get("closed_at_ms") or parse_wall_clock_ms(td.get("closed_at"))
+            if not closed_ms:
+                continue
+            day = ms_to_trading_day(int(closed_ms), reset_hour=reset_hour)
+            if not day or day < first or day > last:
+                continue
+            bucket = days.setdefault(
+                day,
+                {
+                    "trading_day": day,
+                    "open_count": 0,
+                    "sick_count": 0,
+                    "pnl_total": 0.0,
+                    "turnover_total": 0.0,
+                    "commission_total": 0.0,
+                    "has_sick": False,
+                },
+            )
+            bucket["open_count"] += 1
+            bucket["pnl_total"] += float(td.get("pnl_amount") or 0)
+        for d in days.values():
+            d["pnl_total"] = round(float(d["pnl_total"]), 4)
+        month_pnl = sum(float(d["pnl_total"]) for d in days.values())
+        month_count = sum(int(d["open_count"]) for d in days.values())
+        return {
+            "year": y,
+            "month": m,
+            "date_from": first,
+            "date_to": last,
+            "product": "options",
+            "days": days,
+            "month_pnl_total": round(month_pnl, 4),
+            "month_open_count": month_count,
+        }
+    finally:
+        conn.close()
+
+
+def sync_options_exchange_archive(
+    exchange_key: str,
+    trades: list[dict[str, Any]],
+    *,
+    db_path: Path | None = None,
+) -> dict[str, Any]:
+    """仅缓存期权交易,不做 K 线."""
+    r = upsert_options_trades_cache(
+        exchange_key, trades, db_path=db_path, prune_missing=True
+    )
+    return {
+        "ok": True,
+        "exchange_key": (exchange_key or "").strip().lower(),
+        "product": "options",
+        "trades_upserted": r.get("upserted", 0),
+        "trades_removed": r.get("removed", 0),
+        "trade_count": len(trades or []),
+    }

lib/hub/hub_options_funds_lib.py

@@ -36,30 +36,127 @@ def _sum_optional(*values: Any) -> Optional[float]:
 
 
 def options_balances_usdt_equiv(options_snap: dict[str, Any] | None) -> dict[str, Any]:
-    """从期权 snapshot 提取资金户/交易户 USDT 等价余额."""
+    """从期权 snapshot 提取资金户/交易户 USDT 等价余额.
+
+    - funding_usdt / trading_usdt: USDT+USDC(+USDG) 全账户(勿与永续 USDT 再加总)
+    - funding_usdc_equiv / trading_usdc_equiv: 仅非 USDT 稳定币,可安全加到永续 USDT 上
+    """
     snap = options_snap if isinstance(options_snap, dict) else {}
     if snap.get("enabled") is False:
-        return {"ok": False, "funding_usdt": None, "trading_usdt": None}
+        return {
+            "ok": False,
+            "funding_usdt": None,
+            "trading_usdt": None,
+            "funding_usdc_equiv": None,
+            "trading_usdc_equiv": None,
+        }
     if snap.get("ok") is False:
-        return {"ok": False, "funding_usdt": None, "trading_usdt": None}
+        return {
+            "ok": False,
+            "funding_usdt": None,
+            "trading_usdt": None,
+            "funding_usdc_equiv": None,
+            "trading_usdc_equiv": None,
+        }
     bal = snap.get("balances") if isinstance(snap.get("balances"), dict) else snap
-    funding = _sum_optional(bal.get("funding_usdt"), bal.get("funding_usdc"))
-    trading = _sum_optional(bal.get("trading_usdt"), bal.get("trading_usdc"))
+    funding_usdc_equiv = _sum_optional(bal.get("funding_usdc"), bal.get("funding_usdg"))
+    trading_usdc_equiv = _sum_optional(bal.get("trading_usdc"), bal.get("trading_usdg"))
+    funding = _sum_optional(bal.get("funding_usdt"), funding_usdc_equiv)
+    trading = _sum_optional(bal.get("trading_usdt"), trading_usdc_equiv)
     ok = funding is not None and trading is not None
-    return {"ok": ok, "funding_usdt": funding, "trading_usdt": trading}
+    return {
+        "ok": ok,
+        "funding_usdt": funding,
+        "trading_usdt": trading,
+        "funding_usdc_equiv": funding_usdc_equiv,
+        "trading_usdc_equiv": trading_usdc_equiv,
+    }
 
 
 def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[float]:
+    """期权浮盈合计(USDT).币本位按指数换算,勿把 ETH/BTC 数量当 U."""
     snap = options_snap if isinstance(options_snap, dict) else {}
     if snap.get("enabled") is False or snap.get("ok") is False:
         return None
-    upl = snap.get("upl_total_usdc")
-    if upl is None:
+
+    def _safe(v: Any) -> float | None:
+        if v is None or v == "":
+            return None
+        try:
+            return float(v)
+        except (TypeError, ValueError):
+            return None
+
+    def _index_px() -> float | None:
+        px = _safe(snap.get("options_index_px") or snap.get("index_px"))
+        if px is not None and px > 0:
+            return px
+        for p in snap.get("positions") or []:
+            if not isinstance(p, dict):
+                continue
+            px = _safe(p.get("idx_px") or p.get("idxPx"))
+            if px is not None and px > 0:
+                return px
         return None
+
+    def _row_is_coin(p: dict[str, Any]) -> bool:
+        ccy = str(p.get("premium_ccy") or "").strip().upper()
+        if ccy in ("ETH", "BTC"):
+            return True
+        if str(p.get("margin_mode") or "").strip().lower() == "coin":
+            return True
+        mid = str(p.get("inst_id") or "")
+        return "-USD-" in mid.upper() and "_UM" not in mid.upper()
+
+    mode = str(snap.get("options_margin_mode") or snap.get("margin_mode") or "").strip().lower()
+    snap_coin = mode == "coin"
+    idx = _index_px()
+
     try:
-        return round(float(upl), 4)
-    except (TypeError, ValueError):
-        return None
+        from lib.options.options_positions_lib import display_pnl_from_option_row
+
+        total_u = 0.0
+        found = False
+        missing_fx = False
+        for p in snap.get("positions") or []:
+            if not isinstance(p, dict):
+                continue
+            pnl = display_pnl_from_option_row(p)
+            if pnl is None:
+                continue
+            found = True
+            if snap_coin or _row_is_coin(p):
+                px = _safe(p.get("idx_px") or p.get("idxPx"))
+                if px is None or px <= 0:
+                    px = idx
+                if px is None or px <= 0:
+                    missing_fx = True
+                    continue
+                total_u += float(pnl) * float(px)
+            else:
+                total_u += float(pnl)
+        if found and not missing_fx:
+            return round(total_u, 4)
+        if found and missing_fx and abs(total_u) > 1e-12:
+            # 部分腿已换算成功时仍返回可得合计
+            return round(total_u, 4)
+    except Exception:
+        pass
+
+    upl = snap.get("upl_total_usdc")
+    if upl is not None:
+        try:
+            raw = float(upl)
+        except (TypeError, ValueError):
+            return None
+        if snap_coin or any(
+            isinstance(p, dict) and _row_is_coin(p) for p in (snap.get("positions") or [])
+        ):
+            if idx is None or idx <= 0:
+                return None
+            return round(raw * float(idx), 4)
+        return round(raw, 4)
+    return None
 
 
 def options_open_position_count(options_snap: dict[str, Any] | None) -> int:
@@ -80,19 +177,45 @@ def merge_perp_options_balances(
     perpetual_trading_usdt: Any,
     options_snap: dict[str, Any] | None,
 ) -> dict[str, Any]:
-    """永续 + 期权余额合并为中控 USDT 统计口径."""
+    """永续 USDT + 期权非 USDT 稳定币合并为中控总资金(避免 OKX 同账户 USDT 双计).
+
+    与实例顶栏 total_funds_usdt(..., options_usdc, None, None) 口径一致:
+    期权 snapshot 里的 USDT 与永续资金/交易户是同一钱包,只把 USDC/USDG 加上.
+    """
     opt = options_balances_usdt_equiv(options_snap)
-    funding = _sum_optional(perpetual_funding_usdt, opt.get("funding_usdt"))
-    trading = _sum_optional(perpetual_trading_usdt, opt.get("trading_usdt"))
+    # 展示用期权户:优先非 USDT 稳定币;若仅有 USDT 则仍给出全量以便辨识
+    opt_fund_disp = opt.get("funding_usdc_equiv")
+    opt_trade_disp = opt.get("trading_usdc_equiv")
+    if opt_fund_disp is None and opt_trade_disp is None and opt.get("ok"):
+        opt_fund_disp = opt.get("funding_usdt")
+        opt_trade_disp = opt.get("trading_usdt")
+
+    if opt.get("ok"):
+        if perpetual_funding_usdt is None and perpetual_trading_usdt is None:
+            # 永续账户未取到时,期权 snapshot 已含同账户 USDT+USDC,直接用全量
+            funding = opt.get("funding_usdt")
+            trading = opt.get("trading_usdt")
+        else:
+            funding = _sum_optional(perpetual_funding_usdt, opt.get("funding_usdc_equiv"))
+            trading = _sum_optional(perpetual_trading_usdt, opt.get("trading_usdc_equiv"))
+    else:
+        funding = _safe_float(perpetual_funding_usdt)
+        trading = _safe_float(perpetual_trading_usdt)
+
     total = _account_total_usdt(funding, trading)
+    # 任一侧齐全即可展示;永续缺一侧但有期权 USDC 时仍尽量给出合计
+    if total is None:
+        total = _sum_optional(funding, trading)
     perp_total = _account_total_usdt(perpetual_funding_usdt, perpetual_trading_usdt)
     opt_total = _account_total_usdt(opt.get("funding_usdt"), opt.get("trading_usdt"))
     data_ok = total is not None
     return {
         "perpetual_funding_usdt": _safe_float(perpetual_funding_usdt),
         "perpetual_trading_usdt": _safe_float(perpetual_trading_usdt),
-        "options_funding_usdt": opt.get("funding_usdt"),
-        "options_trading_usdt": opt.get("trading_usdt"),
+        "options_funding_usdt": opt_fund_disp,
+        "options_trading_usdt": opt_trade_disp,
+        "options_funding_full_usdt": opt.get("funding_usdt"),
+        "options_trading_full_usdt": opt.get("trading_usdt"),
         "options_ok": bool(opt.get("ok")),
         "funding_usdt": funding,
         "trading_usdt": trading,
@@ -103,6 +226,33 @@ def merge_perp_options_balances(
     }
 
 
+def repair_double_counted_fund_entry(ac: dict[str, Any]) -> dict[str, Any]:
+    """识别并修复历史快照中「永续 USDT + 期权(USDT+USDC)」的双计.
+
+    旧口径 options_* 存的是 USDT+USDC 全量,且 funding≈2×期权资金户 USDT 部分.
+    新口径 options_* 多为纯 USDC,不会误伤.
+    """
+    if not isinstance(ac, dict):
+        return {}
+    out = dict(ac)
+    ofu = _safe_float(ac.get("options_funding_usdt"))
+    otu = _safe_float(ac.get("options_trading_usdt"))
+    fu = _safe_float(ac.get("funding_usdt"))
+    tu = _safe_float(ac.get("trading_usdt"))
+    if ofu is None or otu is None or fu is None or tu is None:
+        return out
+    if ofu < 1.0:
+        return out
+    ratio = fu / ofu if ofu > 0 else 0.0
+    # 经典双计:合并资金户 ≈ 2 × 期权资金户(同钱包 USDT 加了两遍)
+    if 1.8 <= ratio <= 2.25:
+        out["funding_usdt"] = ofu
+        out["trading_usdt"] = otu
+        out["total_usdt"] = round(ofu + otu, 4)
+        out["repaired_double_count"] = True
+    return out
+
+
 def merge_board_row_balances(row: dict[str, Any]) -> dict[str, Any]:
     """监控板行 → 含期权的资金统计."""
     caps = row.get("capabilities") or []

lib/hub/hub_perp_options_calc_lib.py

@@ -0,0 +1,387 @@
+"""中控永期对冲计算器:永续 1 币 + 按目标盈利反推期权仓位/波动点数(纯函数)."""
+from __future__ import annotations
+
+from typing import Any, Optional, Tuple
+
+from lib.trade.trade_fee_lib import estimate_roundtrip_fee_usdt, taker_fee_rate
+
+DEFAULT_CT_MULT = 0.01
+PERP_COINS = 1.0
+
+
+def _f(v: Any) -> Optional[float]:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _parse_base_common(
+    *,
+    base: str,
+    spot: Any,
+    capital_usdt: Any,
+    target_profit_u: Any,
+    perp_leverage: Any,
+    option_leverage: Any,
+    ct_mult: Any,
+) -> Tuple[Optional[dict[str, float]], Optional[str]]:
+    b = (base or "ETH").strip().upper()
+    if b not in ("ETH", "BTC"):
+        return None, "币种仅支持 BTC / ETH"
+    s = _f(spot)
+    capital = _f(capital_usdt)
+    target = _f(target_profit_u)
+    p_lev = _f(perp_leverage)
+    o_lev = _f(option_leverage)
+    ct = _f(ct_mult)
+    if s is None or capital is None or target is None or p_lev is None or o_lev is None:
+        return None, "参数格式错误"
+    if ct is None or ct <= 0:
+        ct = DEFAULT_CT_MULT
+    if s <= 0 or capital <= 0 or p_lev <= 0 or o_lev <= 0:
+        return None, "现价、资金、杠杆须大于 0"
+    if target < 0:
+        return None, "目标盈利不能为负"
+    prem_per_coin = s / o_lev
+    if prem_per_coin <= 0:
+        return None, "单币权利金无效"
+    margin = (s * PERP_COINS) / p_lev
+    return {
+        "base_ok": 1.0,
+        "spot": s,
+        "capital": capital,
+        "target": target,
+        "p_lev": p_lev,
+        "o_lev": o_lev,
+        "ct": ct,
+        "prem_per_coin": prem_per_coin,
+        "margin": margin,
+        "fee_rate": taker_fee_rate(),
+    }, None
+
+
+def _move_for_perp_correct(
+    *,
+    spot: float,
+    target: float,
+    premium: float,
+    fee_rate: float,
+    perp_coins: float = 1.0,
+) -> float:
+    """净利 = qty*move − premium − fee(move,qty) = target → 解 move.
+
+    fee = (2*spot + move) * qty * fee_rate
+    qty*move*(1-fee_rate) = target + premium + 2*spot*qty*fee_rate
+    """
+    qty = float(perp_coins)
+    if qty <= 0:
+        return 0.0
+    denom = qty * (1.0 - float(fee_rate))
+    if denom <= 0:
+        return 0.0
+    return (float(target) + float(premium) + 2.0 * float(spot) * qty * float(fee_rate)) / denom
+
+
+def _case_sideways(
+    *,
+    spot: float,
+    premium_total: float,
+    perp_coins: float = 1.0,
+) -> dict[str, Any]:
+    """横盘/到期无方向:永续≈0,期权权利金全亏,另计永续开平同价手续费.
+
+    最大亏损(正数) = 权利金总额 + 开平手续费(exit=entry)
+    组合净利 = −最大亏损
+    """
+    qty = float(perp_coins) if float(perp_coins) > 0 else PERP_COINS
+    fee_flat = estimate_roundtrip_fee_usdt(spot, spot, qty=qty, contract_size=1.0)
+    prem = float(premium_total)
+    max_loss = prem + float(fee_flat)
+    return {
+        "label": "横盘",
+        "perp_pnl_u": 0.0,
+        "premium_u": round(prem, 8),
+        "fee_u": round(float(fee_flat), 8),
+        "max_loss_u": round(max_loss, 8),
+        "net_u": round(-max_loss, 8),
+    }
+
+
+def calc_perp_options_hedge(
+    *,
+    base: str = "ETH",
+    spot: float,
+    capital_usdt: float,
+    target_profit_u: float,
+    move_mode: str = "points",
+    move_value: float,
+    perp_leverage: float,
+    option_leverage: float,
+    ct_mult: float = DEFAULT_CT_MULT,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    """由波动反推期权开仓币数/张数(calc_mode=size)."""
+    common, err = _parse_base_common(
+        base=base,
+        spot=spot,
+        capital_usdt=capital_usdt,
+        target_profit_u=target_profit_u,
+        perp_leverage=perp_leverage,
+        option_leverage=option_leverage,
+        ct_mult=ct_mult,
+    )
+    if err or not common:
+        return None, err
+
+    s = common["spot"]
+    capital = common["capital"]
+    target = common["target"]
+    p_lev = common["p_lev"]
+    o_lev = common["o_lev"]
+    ct = common["ct"]
+    prem_per_coin = common["prem_per_coin"]
+    margin = common["margin"]
+    fee_rate = common["fee_rate"]
+    b = (base or "ETH").strip().upper()
+
+    move = _f(move_value)
+    mode = (move_mode or "points").strip().lower()
+    if mode not in ("points", "pct", "percent", "rate"):
+        return None, "波动模式须为 points 或 pct"
+    if mode in ("percent", "rate"):
+        mode = "pct"
+    if move is None:
+        return None, "参数格式错误"
+    if move <= 0:
+        return None, "现价、资金、波动、杠杆须大于 0"
+
+    if mode == "pct":
+        move_points = s * (move / 100.0)
+    else:
+        move_points = move
+    if move_points <= 0:
+        return None, "波动对应价格变动须大于 0"
+
+    exit_px = s + move_points
+    perp_gross = move_points * PERP_COINS
+    fee = estimate_roundtrip_fee_usdt(s, exit_px, qty=PERP_COINS, contract_size=1.0)
+
+    premium_budget = perp_gross - target - fee
+    if premium_budget <= 0:
+        return None, "波动收益不足以覆盖目标盈利+手续费，无法开期权"
+
+    opt_coins = premium_budget / prem_per_coin
+    opt_sheets = opt_coins / ct
+    premium_total = opt_coins * prem_per_coin
+
+    case_a_net = perp_gross - premium_total - fee
+    opt_intrinsic = opt_coins * move_points
+    opt_net = opt_intrinsic - premium_total
+    perp_loss = -perp_gross
+    portfolio_net = opt_net + perp_loss
+
+    return {
+        "calc_mode": "size",
+        "base": b,
+        "spot": round(s, 8),
+        "capital_usdt": round(capital, 8),
+        "target_profit_u": round(target, 8),
+        "move_mode": mode,
+        "move_value": round(move, 8),
+        "move_points": round(move_points, 8),
+        "exit_price": round(exit_px, 8),
+        "perp_coins": PERP_COINS,
+        "perp_leverage": round(p_lev, 8),
+        "option_leverage": round(o_lev, 8),
+        "ct_mult": ct,
+        "prem_per_coin": round(prem_per_coin, 8),
+        "perp_gross_u": round(perp_gross, 8),
+        "perp_fee_u": round(fee, 8),
+        "fee_rate": fee_rate,
+        "premium_budget_u": round(premium_budget, 8),
+        "opt_coins": round(opt_coins, 8),
+        "opt_sheets": round(opt_sheets, 8),
+        "premium_total_u": round(premium_total, 8),
+        "perp_margin_u": round(margin, 8),
+        "capital_ok": bool(capital >= margin),
+        "case_a": {
+            "label": "永续方向对",
+            "perp_pnl_u": round(perp_gross, 8),
+            "premium_u": round(premium_total, 8),
+            "fee_u": round(fee, 8),
+            "net_u": round(case_a_net, 8),
+        },
+        "case_b": {
+            "label": "期权方向对",
+            "opt_intrinsic_u": round(opt_intrinsic, 8),
+            "premium_u": round(premium_total, 8),
+            "opt_net_u": round(opt_net, 8),
+            "perp_pnl_u": round(perp_loss, 8),
+            "portfolio_net_u": round(portfolio_net, 8),
+        },
+        "case_sideways": _case_sideways(spot=s, premium_total=premium_total),
+    }, None
+
+
+def calc_perp_options_points(
+    *,
+    base: str = "ETH",
+    spot: float,
+    capital_usdt: float,
+    target_profit_u: float,
+    perp_leverage: float,
+    option_leverage: float,
+    ratio_perp: float = 1.0,
+    ratio_opt: float = 2.0,
+    ct_mult: float = DEFAULT_CT_MULT,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    """按永续/期权币数 + 目标盈利,反推两套情景所需波动点数.
+
+    永续币数 = ratio_perp, 期权币数 = ratio_opt(按绝对币数,不再归一到 1 币).
+    例 2:4 → 永续 2 币 + 期权 4 币;1:2 → 永续 1 币 + 期权 2 币.
+
+    A 永续方向对: qty*move − premium − fee(move,qty) = 目标盈利
+    B 期权方向对:
+      - 期权净利达目标: opt_coins*move − premium = 目标
+      - 组合净利达目标: move*(opt_coins − perp_coins) − premium = 目标
+    """
+    common, err = _parse_base_common(
+        base=base,
+        spot=spot,
+        capital_usdt=capital_usdt,
+        target_profit_u=target_profit_u,
+        perp_leverage=perp_leverage,
+        option_leverage=option_leverage,
+        ct_mult=ct_mult,
+    )
+    if err or not common:
+        return None, err
+
+    rp = _f(ratio_perp)
+    ro = _f(ratio_opt)
+    if rp is None or ro is None or rp <= 0 or ro <= 0:
+        return None, "永续/期权币数须大于 0"
+
+    s = common["spot"]
+    capital = common["capital"]
+    target = common["target"]
+    p_lev = common["p_lev"]
+    o_lev = common["o_lev"]
+    ct = common["ct"]
+    prem_per_coin = common["prem_per_coin"]
+    fee_rate = common["fee_rate"]
+    b = (base or "ETH").strip().upper()
+
+    perp_coins = rp
+    opt_coins = ro
+    premium_total = opt_coins * prem_per_coin
+    opt_sheets = opt_coins / ct
+    margin = (s * perp_coins) / p_lev
+
+    move_a = _move_for_perp_correct(
+        spot=s,
+        target=target,
+        premium=premium_total,
+        fee_rate=fee_rate,
+        perp_coins=perp_coins,
+    )
+    if move_a <= 0:
+        return None, "无法解出永续方向对所需点数"
+
+    fee_a = estimate_roundtrip_fee_usdt(s, s + move_a, qty=perp_coins, contract_size=1.0)
+    net_a = move_a * perp_coins - premium_total - fee_a
+
+    # 期权净利 = 目标
+    move_b_opt = (target + premium_total) / opt_coins
+    opt_net_at_b_opt = opt_coins * move_b_opt - premium_total
+    portfolio_at_b_opt = opt_net_at_b_opt - move_b_opt * perp_coins
+
+    # 组合净利 = 目标
+    edge = opt_coins - perp_coins
+    if edge <= 0:
+        move_b_port = None
+        port_err = "期权币数须大于永续币数,组合才能在方向对时赚到目标盈利"
+    else:
+        move_b_port = (target + premium_total) / edge
+        port_err = None
+    if move_b_port is not None:
+        opt_net_at_b_port = opt_coins * move_b_port - premium_total
+        portfolio_at_b_port = opt_net_at_b_port - move_b_port * perp_coins
+    else:
+        opt_net_at_b_port = None
+        portfolio_at_b_port = None
+
+    return {
+        "calc_mode": "points",
+        "base": b,
+        "spot": round(s, 8),
+        "capital_usdt": round(capital, 8),
+        "target_profit_u": round(target, 8),
+        "ratio_perp": round(rp, 8),
+        "ratio_opt": round(ro, 8),
+        "ratio_label": f"{_fmt_ratio(rp)}:{_fmt_ratio(ro)}",
+        "perp_coins": round(perp_coins, 8),
+        "opt_coins": round(opt_coins, 8),
+        "opt_sheets": round(opt_sheets, 8),
+        "perp_leverage": round(p_lev, 8),
+        "option_leverage": round(o_lev, 8),
+        "ct_mult": ct,
+        "prem_per_coin": round(prem_per_coin, 8),
+        "premium_total_u": round(premium_total, 8),
+        "fee_rate": fee_rate,
+        "perp_margin_u": round(margin, 8),
+        "capital_ok": bool(capital >= margin),
+        "case_a": {
+            "label": "永续方向对",
+            "move_points": round(move_a, 8),
+            "move_pct": round(move_a / s * 100.0, 8),
+            "perp_pnl_u": round(move_a * perp_coins, 8),
+            "premium_u": round(premium_total, 8),
+            "fee_u": round(fee_a, 8),
+            "net_u": round(net_a, 8),
+        },
+        "case_b": {
+            "label": "期权方向对",
+            "move_points_opt_net": round(move_b_opt, 8),
+            "move_pct_opt_net": round(move_b_opt / s * 100.0, 8),
+            "opt_net_u": round(opt_net_at_b_opt, 8),
+            "portfolio_net_at_opt_target_u": round(portfolio_at_b_opt, 8),
+            "move_points_portfolio": None if move_b_port is None else round(move_b_port, 8),
+            "move_pct_portfolio": None
+            if move_b_port is None
+            else round(move_b_port / s * 100.0, 8),
+            "opt_net_at_portfolio_target_u": None
+            if opt_net_at_b_port is None
+            else round(opt_net_at_b_port, 8),
+            "portfolio_net_u": None if portfolio_at_b_port is None else round(portfolio_at_b_port, 8),
+            "portfolio_error": port_err,
+            "premium_u": round(premium_total, 8),
+        },
+        "case_sideways": _case_sideways(
+            spot=s, premium_total=premium_total, perp_coins=perp_coins
+        ),
+    }, None
+
+
+def _fmt_ratio(v: float) -> str:
+    if abs(v - round(v)) < 1e-9:
+        return str(int(round(v)))
+    s = f"{v:.4f}".rstrip("0").rstrip(".")
+    return s
+
+
+def calc_perp_options(
+    *,
+    calc_mode: str = "size",
+    **kwargs: Any,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    """统一入口:size=由波动推仓位;points=由比例推点数."""
+    mode = (calc_mode or "size").strip().lower()
+    if mode in ("points", "ratio", "move"):
+        return calc_perp_options_points(**kwargs)
+    # size mode: ignore ratio kwargs if present
+    kwargs.pop("ratio_perp", None)
+    kwargs.pop("ratio_opt", None)
+    return calc_perp_options_hedge(**kwargs)

lib/hub/hub_poll_wait_lib.py

@@ -0,0 +1,45 @@
+"""中控后台轮询等待:防止 request_refresh 连锁打满 CPU."""
+from __future__ import annotations
+
+import asyncio
+import time
+
+
+async def wait_poll_interval(
+    *,
+    refresh: asyncio.Event,
+    stop: asyncio.Event,
+    interval_sec: float,
+    started_at: float,
+    min_early_wake_sec: float | None = None,
+) -> None:
+    """距 started_at 至少间隔 interval_sec 再进入下一轮.
+
+    期间若收到 refresh:仅当已过 min_early_wake_sec 才提前结束(兼顾手动刷新与防抖).
+    """
+    interval = max(0.05, float(interval_sec))
+    min_early = (
+        float(min_early_wake_sec)
+        if min_early_wake_sec is not None
+        else min(2.0, interval * 0.4)
+    )
+    while not stop.is_set():
+        left = interval - (time.monotonic() - started_at)
+        if left <= 0:
+            return
+        refresh.clear()
+        stop_task = asyncio.create_task(stop.wait())
+        refresh_task = asyncio.create_task(refresh.wait())
+        done, pending = await asyncio.wait(
+            {stop_task, refresh_task},
+            timeout=left,
+            return_when=asyncio.FIRST_COMPLETED,
+        )
+        for t in pending:
+            t.cancel()
+        if stop.is_set():
+            return
+        if not done:
+            return
+        if refresh_task in done and (time.monotonic() - started_at) >= min_early:
+            return

lib/hub/hub_position_metrics.py

@@ -2,6 +2,7 @@
 from __future__ import annotations
 
 import math
+import re
 from typing import Any, Callable
 
 
@@ -23,6 +24,45 @@ def _coerce_float(*values: Any) -> float | None:
     return None
 
 
+# OKX ccxt: ETH/USD:USD-260806-1875-C ; instId: ETH-USD-260806-1875-C
+_OPTION_SYM_RE = re.compile(
+    r"(?:^|[/:])[A-Z0-9]+(?:-USD)?(?::USD)?-\d{6}-\d+-(?:C|P|CALL|PUT)$",
+    re.IGNORECASE,
+)
+
+
+def is_option_like_position(pos: dict[str, Any] | None) -> bool:
+    """识别期权仓(子代理/中控浮盈合计须排除,避免按永续线性公式误算)."""
+    if not isinstance(pos, dict):
+        return False
+    info = pos.get("info") if isinstance(pos.get("info"), dict) else {}
+    inst_type = str(
+        info.get("instType")
+        or info.get("inst_type")
+        or pos.get("type")
+        or ""
+    ).upper()
+    if inst_type in ("OPTION", "OPT"):
+        return True
+    sym = str(
+        pos.get("symbol")
+        or info.get("instId")
+        or info.get("instrument_name")
+        or info.get("contract")
+        or ""
+    ).strip()
+    if not sym:
+        return False
+    if _OPTION_SYM_RE.search(sym.replace(" ", "")):
+        return True
+    su = sym.upper()
+    if su.endswith("-C") or su.endswith("-P") or su.endswith("-CALL") or su.endswith("-PUT"):
+        # 永续多为 BTC/USDT:USDT;期权常带到期日段
+        if re.search(r"-\d{6}-\d+-(?:C|P|CALL|PUT)$", su):
+            return True
+    return False
+
+
 CONTRACTS_QTY_DECIMALS = 2
 
 

lib/hub/hub_strategy_lib.py

@@ -10,9 +10,32 @@ from typing import Any
 
 from lib.paths import REPO_ROOT
 
-STRATEGY_EXCHANGES: tuple[str, ...] = ("binance", "okx", "gate")
+STRATEGY_EXCHANGES: tuple[str, ...] = (
+    "playbook_v2",
+    "playbook",
+    "behavior",
+    "binance",
+    "okx",
+    "gate",
+)
 
 STRATEGY_META: dict[str, dict[str, str]] = {
+    "playbook_v2": {
+        "label": "执行手册v2",
+        "title": "交易执行手册 v2（期权 / 合约 · 无对冲）",
+        "md_rel": "docs/交易执行手册-v2-期权与合约.md",
+    },
+    "playbook": {
+        "label": "执行手册v1",
+        "title": "交易执行手册 v1（期权为主 · Gate 为辅 · 含对冲）",
+        # 相对仓库根;其余条目用 md_file 相对 docs/strategy
+        "md_rel": "docs/交易执行手册-期权与Gate.md",
+    },
+    "behavior": {
+        "label": "行为准则",
+        "title": "交易行为准则（开单三检）",
+        "md_rel": "docs/交易行为准则-开单三检.md",
+    },
     "binance": {
         "label": "币安",
         "title": "币安·山寨多头趋势",
@@ -43,6 +66,9 @@ def _md_path(exchange_key: str) -> Path:
     meta = STRATEGY_META.get((exchange_key or "").strip().lower())
     if not meta:
         raise KeyError(exchange_key)
+    md_rel = (meta.get("md_rel") or "").strip()
+    if md_rel:
+        return REPO_ROOT / md_rel
     return _strategy_dir() / meta["md_file"]
 
 
@@ -210,11 +236,30 @@ def load_strategy_payload(exchange_key: str) -> dict[str, Any]:
     }
 
 
-def strategy_meta_payload() -> dict[str, Any]:
-    tabs = [
-        {"key": k, "label": STRATEGY_META[k]["label"], "title": STRATEGY_META[k]["title"]}
-        for k in STRATEGY_EXCHANGES
-    ]
+_STRATEGY_TAB_DISPLAY_PREF: dict[str, str] = {
+    "playbook_v2": "show_strategy_playbook_v2",
+    "playbook": "show_strategy_playbook",
+    "behavior": "show_strategy_behavior",
+    "binance": "show_strategy_binance",
+    "okx": "show_strategy_okx",
+    "gate": "show_strategy_gate",
+}
+
+
+def strategy_meta_payload(display: dict[str, Any] | None = None) -> dict[str, Any]:
+    prefs = display if isinstance(display, dict) else {}
+    tabs = []
+    for k in STRATEGY_EXCHANGES:
+        pref_key = _STRATEGY_TAB_DISPLAY_PREF.get(k)
+        if pref_key and prefs.get(pref_key) is False:
+            continue
+        tabs.append(
+            {
+                "key": k,
+                "label": STRATEGY_META[k]["label"],
+                "title": STRATEGY_META[k]["title"],
+            }
+        )
     return {"ok": True, "exchanges": tabs}
 
 

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 "—"
 
 
@@ -142,12 +162,12 @@ def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
     inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
     opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
     label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
-    # 看板期权列固定用净盈亏(买一回收−权利金);残档买一则空.
+    # 看板期权列:优先买一净盈亏,残档回退交易所 upl
     pnl = None
     try:
-        from lib.options.options_positions_lib import net_pnl_from_display_row
+        from lib.options.options_positions_lib import display_pnl_from_option_row
 
-        pnl = net_pnl_from_display_row(p)
+        pnl = display_pnl_from_option_row(p)
     except Exception:
         pnl = None
     pos = _safe_float(p.get("pos"))
@@ -350,42 +370,151 @@ 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
 
 
+def _swap_symbol_candidates(row: dict[str, Any]) -> list[str]:
+    """优先永续 symbol(含 settle),避免用现货 BTC/USDT 查到 contractSize=1."""
+    raw: list[str] = []
+    for key in ("symbol", "exchange_symbol", "price_symbol"):
+        s = str(row.get(key) or "").strip()
+        if s and s not in raw:
+            raw.append(s)
+    swapish: list[str] = []
+    others: list[str] = []
+    for s in raw:
+        if ":" in s:
+            swapish.append(s)
+            continue
+        others.append(s)
+        if "/" in s:
+            base, quote = s.split("/", 1)
+            q = quote.split(":")[0].strip()
+            if base and q:
+                swapish.append(f"{base}/{q}:{q}")
+    out: list[str] = []
+    for s in swapish + others:
+        if s and s not in out:
+            out.append(s)
+    return out
+
+
+def _resolve_contract_size(
+    row_or_sym: Any,
+    *,
+    get_contract_size: Optional[Callable[[str], Any]] = None,
+) -> float:
+    if not callable(get_contract_size):
+        return 1.0
+    if isinstance(row_or_sym, dict):
+        candidates = _swap_symbol_candidates(row_or_sym)
+    else:
+        sym = str(row_or_sym or "").strip()
+        candidates = _swap_symbol_candidates({"symbol": sym}) if sym else []
+    for sym in candidates:
+        try:
+            cs = float(get_contract_size(sym) or 0)
+            if cs > 0:
+                return cs
+        except Exception:
+            continue
+    return 1.0
+
+
+def _fill_order_pnl_fields(row: dict[str, Any], *, mark: Optional[float], contract_size: float) -> None:
+    """按线性 U 本位补看板「盈利金额 / 浮盈」."""
+    direction = str(row.get("direction") or "long").lower()
+    entry = _safe_float(row.get("entry"))
+    contracts = _safe_float(row.get("contracts"))
+    tp = _safe_float(row.get("take_profit"))
+    if entry is None or contracts is None or contracts <= 0:
+        return
+    cs = float(contract_size) if contract_size and contract_size > 0 else 1.0
+    if mark is not None:
+        try:
+            from lib.hub.hub_position_metrics import estimate_linear_swap_upnl_usdt
+
+            upnl = estimate_linear_swap_upnl_usdt(direction, entry, mark, contracts, cs)
+            if upnl is not None:
+                row["float_pnl"] = upnl
+        except Exception:
+            pass
+    if tp is not None and tp > 0:
+        try:
+            from lib.strategy.strategy_trend_lib import calc_tp_profit_usdt
+
+            profit = calc_tp_profit_usdt(direction, entry, tp, contracts, cs)
+            if profit is not None:
+                row["tp_profit"] = round(float(profit), 2)
+        except Exception:
+            pass
+
+
 def enrich_order_items_with_marks(
     items: list[dict[str, Any]],
     *,
     get_price: Optional[Callable[[str], Any]] = None,
+    get_contract_size: Optional[Callable[[str], Any]] = None,
 ) -> list[dict[str, Any]]:
-    """后台聚合时补标记价(不打全量 fetch_positions;浮盈仍由实盘页口径负责)."""
-    if not items or not callable(get_price):
+    """后台聚合时补标记价,并按张数×合约面值估算盈利金额/浮盈."""
+    if not items:
+        return items
+    if not callable(get_price) and not callable(get_contract_size):
         return items
     out: list[dict[str, Any]] = []
     for it in items:
         row = dict(it)
-        sym = str(row.get("price_symbol") or row.get("symbol") or "").strip()
-        if not sym:
-            out.append(row)
-            continue
-        try:
-            px = get_price(sym)
-        except Exception:
-            px = None
-        mark = _safe_float(px)
-        if mark is None and ":" in sym:
-            try:
-                px = get_price(sym.split(":", 1)[0])
-            except Exception:
-                px = None
-            mark = _safe_float(px)
-        if mark is not None:
-            row["mark_price"] = mark
+        # 标记价:先试 price_symbol,再试永续候选
+        mark = _safe_float(row.get("mark_price"))
+        if callable(get_price):
+            ordered: list[str] = []
+            for s in [str(row.get("price_symbol") or "").strip()] + _swap_symbol_candidates(row):
+                if s and s not in ordered:
+                    ordered.append(s)
+            for sym in ordered:
+                try:
+                    px = get_price(sym)
+                except Exception:
+                    px = None
+                mark = _safe_float(px)
+                if mark is not None:
+                    row["mark_price"] = mark
+                    break
+        cs = _resolve_contract_size(row, get_contract_size=get_contract_size)
+        _fill_order_pnl_fields(row, mark=mark, contract_size=cs)
         out.append(row)
     return out
 
@@ -402,7 +531,8 @@ def build_instance_dashboard_payload(
     rolls = collect_rolls(conn)
     strategy_items = trends + rolls
     options_items = collect_options_items(fetch_options_positions, conn=conn)
-    hedge_items = collect_hedge_plans(conn) if hedge_enabled else []
+    hedge_items = collect_hedge_plans(conn)  # 始终展示进行中计划,与当前交易模式无关
+    # hedge_enabled 仅影响「新建」入口,不隐藏已有仓
     now = datetime.now(timezone.utc).astimezone().strftime("%Y-%m-%d %H:%M:%S")
     return {
         "ok": True,

lib/instance/instance_dashboard_register.py

@@ -12,19 +12,27 @@ def register_instance_dashboard_routes(
     login_required: Callable,
     get_db: Callable,
     fetch_options_positions: Optional[Callable[[], list[dict[str, Any]]]] = None,
-    hedge_enabled: bool = False,
+    hedge_enabled: bool | Callable[[], bool] = False,
     enrich_orders: Optional[Callable[[list[dict[str, Any]]], list[dict[str, Any]]]] = None,
 ) -> None:
     from lib.instance.instance_dashboard_cache import instance_dashboard_store
     from lib.instance.instance_dashboard_lib import build_instance_dashboard_payload
 
+    def _hedge_on() -> bool:
+        if callable(hedge_enabled):
+            try:
+                return bool(hedge_enabled())
+            except Exception:
+                return False
+        return bool(hedge_enabled)
+
     def _build() -> dict[str, Any]:
         conn = get_db()
         try:
             payload = build_instance_dashboard_payload(
                 conn,
                 fetch_options_positions=fetch_options_positions,
-                hedge_enabled=bool(hedge_enabled),
+                hedge_enabled=_hedge_on(),
             )
             if callable(enrich_orders) and payload.get("ok") and isinstance(payload.get("orders"), dict):
                 items = list(payload["orders"].get("items") or [])

lib/instance/instance_display_prefs_lib.py

@@ -9,6 +9,9 @@ DISPLAY_RUNTIME_PREFIX = "display."
 
 DEFAULT_INSTANCE_DISPLAY: dict[str, bool] = {
     "show_nav_dashboard": False,
+    "show_nav_account_ledger": False,
+    "show_nav_key_monitor": True,
+    "show_nav_trade": True,
     "show_nav_strategy": True,
     "show_nav_strategy_records": True,
     "show_nav_records": True,
@@ -28,6 +31,9 @@ DEFAULT_INSTANCE_DISPLAY: dict[str, bool] = {
 
 DISPLAY_LABELS: dict[str, str] = {
     "show_nav_dashboard": "数据看板",
+    "show_nav_account_ledger": "账户流水",
+    "show_nav_key_monitor": "关键位监控",
+    "show_nav_trade": "实盘下单",
     "show_nav_strategy": "策略交易",
     "show_nav_strategy_records": "策略交易记录",
     "show_nav_records": "交易记录与复盘",
@@ -47,6 +53,9 @@ DISPLAY_LABELS: dict[str, str] = {
 
 NAV_TAB_ALLOWED: dict[str, str] = {
     "dashboard": "show_nav_dashboard",
+    "account_ledger": "show_nav_account_ledger",
+    "key_monitor": "show_nav_key_monitor",
+    "trade": "show_nav_trade",
     "strategy": "show_nav_strategy",
     "strategy_records": "show_nav_strategy_records",
     "records": "show_nav_records",
@@ -110,6 +119,9 @@ def tab_allowed(tab: str, display: Optional[dict[str, bool]] = None) -> bool:
 def display_meta_for_ui() -> list[dict[str, Any]]:
     nav_keys = [
         "show_nav_dashboard",
+        "show_nav_account_ledger",
+        "show_nav_key_monitor",
+        "show_nav_trade",
         "show_nav_strategy",
         "show_nav_strategy_records",
         "show_nav_records",