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>

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(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=REPLACE_WITH_BINANCE_API_KEY
+BINANCE_API_KEY=
-# Binance API Secret
+BINANCE_API_SECRET=
-BINANCE_API_SECRET=REPLACE_WITH_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
@@ -190,6 +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_KEY = normalize_api_credential(os.getenv("BINANCE_API_KEY"))
-BINANCE_API_SECRET = (os.getenv("BINANCE_API_SECRET") or "").strip()
+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()
@@ -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)
+        dm, wm, mm, am = slice_metrics(seg_key)
-        segments.append({"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm})
+        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,
     }
@@ -2816,6 +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):
@@ -2850,9 +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
@@ -3135,11 +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
@@ -3264,6 +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,
@@ -3273,6 +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
@@ -3365,7 +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)
 
 
@@ -3534,7 +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
 
 
@@ -4261,29 +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):
@@ -6910,8 +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)
+    # 每天北京时间指定整点起 FORCE_CLOSE_GRACE_MINUTES 分钟内执行兜底清仓
-    if now.hour != FORCE_CLOSE_BJ_HOUR:
+    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()
@@ -7283,14 +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,
@@ -7357,6 +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,
@@ -7544,14 +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
@@ -7577,6 +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,
@@ -9556,7 +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
@@ -9569,6 +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

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(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=REPLACE_WITH_GATE_API_KEY
+GATE_API_KEY=
-# Gate API Secret(实盘)
+GATE_API_SECRET=
-GATE_API_SECRET=REPLACE_WITH_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
@@ -192,6 +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_KEY = normalize_api_credential(os.getenv("GATE_API_KEY"))
-GATE_API_SECRET = (os.getenv("GATE_API_SECRET") or "").strip()
+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)
@@ -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)
+        dm, wm, mm, am = slice_metrics(seg_key)
-        segments.append({"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm})
+        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,
     }
@@ -2510,6 +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):
@@ -2544,9 +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 {}
@@ -2804,11 +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
@@ -2934,6 +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,
@@ -2943,6 +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
@@ -3035,7 +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)
 
 
@@ -3300,7 +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
 
 
@@ -3716,46 +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:
@@ -3892,29 +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):
@@ -6539,8 +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)
+    # 每天北京时间指定整点起 FORCE_CLOSE_GRACE_MINUTES 分钟内执行兜底清仓
-    if now.hour != FORCE_CLOSE_BJ_HOUR:
+    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()
@@ -7061,14 +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,
@@ -7132,6 +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,
@@ -7340,14 +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
@@ -7376,6 +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,
@@ -9404,7 +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
@@ -9417,6 +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

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 账户 API(永续+期权共用;仅服务器 .env 手改,前端不展示)
-# OKX API Secret(实盘)
+# 新机保持为空;填真钥后 pm2 restart --update-env(含子代理)
-OKX_API_SECRET=REPLACE_WITH_OKX_API_SECRET
+# 旧键 OKX_OPTIONS_API_* 已废弃:若 OKX_API_* 为空,启动时会从 OPTIONS 键回填
-# OKX API Passphrase(实盘)
+# =============================================================================
-OKX_API_PASSPHRASE=REPLACE_WITH_OKX_API_PASSPHRASE
+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=
+# 以下 OKX_OPTIONS_API_* 已废弃,请勿再配置(仅兼容旧部署回填)
-OKX_OPTIONS_API_SECRET=
+# OKX_OPTIONS_API_KEY=
-OKX_OPTIONS_API_PASSPHRASE=
+# OKX_OPTIONS_API_SECRET=
-OKX_OPTIONS_ACCOUNT_LABEL=主账户·期权
+# 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)
@@ -253,6 +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"
@@ -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:
+if OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE:
-    exchange_options.apiKey = OKX_OPTIONS_API_KEY
+    exchange_options.apiKey = OKX_API_KEY
-    exchange_options.secret = OKX_OPTIONS_API_SECRET
+    exchange_options.secret = OKX_API_SECRET
-    exchange_options.password = OKX_OPTIONS_API_PASSPHRASE
+    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)
+        dm, wm, mm, am = slice_metrics(seg_key)
-        segments.append({"key": seg_key, "title": seg_title, "day": dm, "week": wm, "month": mm})
+        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,
     }
@@ -2429,6 +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):
@@ -2461,6 +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 {}
@@ -2581,8 +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:
+    except Exception as e:
-        pass
+        if is_exchange_auth_error(e):
+            _disable_private_api_after_auth_error(e)
     return ACCOUNT_BALANCE_CACHE["funding_usdt"], ACCOUNT_BALANCE_CACHE["trading_usdt"]
 
 
@@ -2673,6 +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,
@@ -2682,6 +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
@@ -2775,7 +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
@@ -2805,7 +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
 
 
@@ -2921,6 +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)
 
 
@@ -3381,29 +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):
@@ -6366,8 +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)
+    # 每天北京时间指定整点起 FORCE_CLOSE_GRACE_MINUTES 分钟内执行兜底清仓
-    if now.hour != FORCE_CLOSE_BJ_HOUR:
+    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()
@@ -6565,8 +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,
     )
@@ -6582,22 +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(
+            _op = options_header_balance_pack(exchange_options)
-                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 []
@@ -6666,14 +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",
@@ -6714,6 +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,
@@ -6725,17 +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,
+            funding_usdt if _show_perp_funds else None,
-            current_capital,
+            current_capital if _show_perp_funds else None,
             options_trading_usdc,
             options_funding_usdc,
-            options_funding_usdt,
+            None,
-            options_trading_usdt,
+            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,
@@ -6755,6 +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,
@@ -6799,21 +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"),
+        okx_trade_mode=_okx_trade_mode,
-        hedge_plan_nav_visible=os.getenv("HEDGE_PLAN_ENABLED", "false").lower() in ("1", "true", "yes", "on"),
+        options_open_allowed=_okx_trade_mode == "options",
-        hedge_plan_show_perp_options=os.getenv("HEDGE_PLAN_SHOW_PERP_OPTIONS", "true").lower()
+        hedge_plan_enabled=_hedge_mode_on,
-        in ("1", "true", "yes", "on"),
+        hedge_plan_nav_visible=_hedge_mode_on,
-        hedge_plan_show_options_options=os.getenv("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "true").lower()
+        hedge_plan_show_perp_options=_okx_trade_mode == "perp_options",
-        in ("1", "true", "yes", "on"),
+        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"
@@ -6978,19 +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(
+            _op = options_header_balance_pack(exchange_options, force=force_refresh)
-                exchange_options,
+            options_trading_usdc = _op.get("trading_usdc")
-                force=force_refresh,
+            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
 
@@ -7001,19 +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
@@ -7049,23 +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,
+            funding_usdt if _show_perp_funds else None,
-            current_capital,
+            current_capital if _show_perp_funds else None,
             options_trading_usdc,
             options_funding_usdc,
-            options_funding_usdt,
+            None,
-            options_trading_usdt,
+            None,
         ),
         "available_trading_usdt": round(available_trading_usdt, FUNDS_DECIMALS) if available_trading_usdt is not None else None,
         "unrealized_pnl": unrealized_pnl,
@@ -7074,6 +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,
@@ -7457,9 +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:
@@ -7468,6 +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
 
@@ -7478,6 +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,
@@ -9107,9 +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(
@@ -9118,9 +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

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/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/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) | |
+| 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 |
 
 ---
 
@@ -169,8 +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 | |
+| 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 API Key / Secret / Passphrase | 主账户,与永续子账户分离 |
 | 期权账户备注 | |
 | 单笔预算(USDC) | |
 | 预算缓冲比例 | |
@@ -196,6 +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
@@ -212,7 +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/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_ENABLED` | `true` 开启 / `false` 关闭整点强制清仓 |
-| `FORCE_CLOSE_BJ_HOUR=0` | 北京时间 **0 点那一小时**(00:00～00:59)执行 |
+| `FORCE_CLOSE_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.
+- 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 0:00 整点风控清仓」.
+- **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」.
-- **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.
+- **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`** |
+| 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 **强制清仓 已开启** 徽章 + 持仓卡片 **倒计时**(三所 + 中控) |
+| 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_ENABLED=false
-FORCE_CLOSE_BJ_HOUR=0
+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/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) |
+| **永期对冲** | `perp_options` | 同账户永续 + 买方期权 |
-| **期期对冲** | `options_options` | 主账户内两条买方期权腿 |
+| **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 |
+| **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** | 仅期权主账户双买方 | 目标价兑现盈利腿,亏损腿到期 |
+| **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 +6,8 @@
 
 | 标签 | 指向提交 | 说明 |
 |------|----------|------|
-| `snapshot/20260728-2` | `722c511` | 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/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 |

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/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) |
+| 维度 | 永续合约 | 期权 |
-|------|------------------|--------------|
+|------|----------|------|
-| API | `OKX_API_*` | `OKX_OPTIONS_API_*` |
+| 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 |
+| 门控 | 手动买一平 | 目标自动平 | 翻倍出场 | 说明 |
-|------|------------|------------|------|
+|------|------------|------------|----------|------|
-| 有效流动性 | ✅ 必验 | ✅ 必验 | 残档买一 / 无买一 → 拒平 |
+| 有效流动性 | ✅ 必验 | ✅ 必验 | ✅ 必验 | 残档买一 / 无买一 → 拒平 |
-| 回收 ≥ 2× 权利金 + 持续 hold | ❌ | ✅ 首次 | 通过后同仓续批只验流动性 |
+| 回收 ≥ 2× 权利金 + 持续 hold | ❌ | ✅ 首次 | ❌(倍数即条件) | 目标平仓专用门控 |
-| 锁定买一价 | ✅ | ✅ | 下单价 = 通过校验时的买一 |
+| 回收 ≥ 权利金×(1+倍数) | ❌ | ❌ | ✅ 触发条件 | 1倍 ⇒ 回收≥2×权利金 |
-| 市价兜底 | ❌ | ❌ | 永不市价 |
+| 锁定买一价 | ✅ | ✅ | ✅ | 下单价 = 通过校验时的买一 |
+| 市价兜底 | ❌ | ❌ | ❌ | 永不市价 |
 
 ---
 

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_*`)
+- 永续/关键位与期权:**同一账户 API**(`OKX_API_*`)
-- 期权:走 **主账户 API-B**(`OKX_OPTIONS_API_*`)
+- 两个 ccxt 客户端:`exchange`(defaultType=swap)与 `exchange_options`(defaultType=option),身份相同
-- 资金展示对齐 OKX:**资金账户 / 交易账户**,分币种显示 USDT,USDC,USDG
+- 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 **USDC 账户划转**
+- 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 (swap)          ← OKX_API_*
-└── exchange_options    ← OKX_OPTIONS_API_* 主账户
+└── 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 / 交易账户**:USDT(永续侧)
-|------|------|
+- **期权资金账户 / 期权交易账户**:USDC
-| 资金账户 | USDT,USDC(若有) |
+- 总资金:USDT + USDC(1:1),同账户 USDT 不重复累加期权侧 USDT
-| 交易账户 | USDT,USDC,USDG(若有) |
 
-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
 
-```
+## 5. 环境变量(要点)
-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`)
 
 ```bash
-OKX_OPTIONS_ENABLED=false
+OKX_API_KEY=
-OKX_OPTIONS_API_KEY=
+OKX_API_SECRET=
-OKX_OPTIONS_API_SECRET=
+OKX_API_PASSPHRASE=
-OKX_OPTIONS_API_PASSPHRASE=
+OKX_OPTIONS_ENABLED=true
-OKX_OPTIONS_ACCOUNT_LABEL=主账户·期权
-
 OKX_OPTIONS_TRADE_BUDGET_USDC=10
-OKX_OPTIONS_BUDGET_BUFFER=0.95
+OKX_OPTIONS_ACCOUNT_LABEL=账户·期权
-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
 ```
 
-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
+- [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)
-### `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`

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`.
+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 **期权专用 API**(与永续子账户分开):
+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:
+1. 查看顶栏:
-   - **资金账户**:USDT 余额
+   - **资金账户 / 交易账户**:USDT
-   - **交易账户**:USDC 余额(买期权从这里扣)
+   - **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.
 
@@ -85,82 +85,23 @@ OKX_OPTIONS_API_PASSPHRASE=...
 
 ## 6. 与永续 / 对冲计划的关系
 
-| | 永续(子账户) | 期权(主账户) |
+| | 永续 | 期权 |
-|--|----------------|----------------|
+|--|------|------|
-| API | `OKX_API_*` | `OKX_OPTIONS_API_*` |
+| 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 |
+| 顶栏 | USDT 资金户+交易户 | USDC 期权资金+期权交易 |
-
-两套资金 **不合并** 显示.
 
 **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) |
+| 按比例 | 主腿/次腿按 `HEDGE_PLAN_OO_BIAS_*` |
-| 做空 | Put:Call 按主腿占比(默认 7:3) |
 
-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 |
+**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.
-| `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

docs/永期对冲计算器.md

@@ -65,6 +65,19 @@ API：`POST /api/calculator/perp-options`
 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：
@@ -80,16 +93,19 @@ API：`POST /api/calculator/perp-options`
 
 ---
 
-## 模式二：由比例推波动点数（`calc_mode=points`）
+## 模式二：由币数推波动点数（`calc_mode=points`）
 
-已知永续:期权比例（如 **1:2**）、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。
+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 = 1
+永续币数 = 输入的永续币数
-期权币数 = 1 × (期权比例 / 永续比例)   # 1:2 → 2 币
+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
@@ -97,10 +113,10 @@ API：`POST /api/calculator/perp-options`
 净利 = 目标盈利：
 
 ```text
-move − 权利金 − fee(move) = 目标
+qty×move − 权利金 − fee(move,qty) = 目标
-fee(move) = (2×现价 + move) × 0.05%
+fee = (2×现价 + move) × qty × 0.05%
 
-move = (目标 + 权利金 + 2×现价×0.05%) / (1 − 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）
@@ -108,24 +124,34 @@ move = (目标 + 权利金 + 2×现价×0.05%) / (1 − 0.05%)
 组合净利 = 目标盈利：
 
 ```text
-组合 = 期权币数×move − 权利金 − 1×move
+组合 = 期权币数×move − 权利金 − 永续币数×move
-     = move×(期权币数 − 1) − 权利金
+     = move×(期权币数 − 永续币数) − 权利金
 
-move = (目标 + 权利金) / (期权币数 − 1)
+move = (目标 + 权利金) / (期权币数 − 永续币数)
 ```
 
-要求期权币数 > 永续币数（比例须使期权侧更重，如 1:2）；若为 1:1，组合恒为 −权利金，无法解出正目标。
+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、比例 1:2 → 权利金总额 36U：
+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 |
 
 ---
 

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/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。

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",
@@ -114,6 +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();
     }
@@ -284,7 +288,7 @@
       setSettingsSubTabInUrl("transfer");
       return "transfer";
     }
-    if (path.indexOf("/api/options/transfer") >= 0 || path.indexOf("/api/options/cross-transfer") >= 0) {
+    if (path.indexOf("/api/options/transfer") >= 0) {
       setSettingsSubTabInUrl("options_transfer");
       return "options_transfer";
     }
@@ -294,6 +298,7 @@
   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();

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 +35,7 @@
   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",
@@ -66,6 +71,7 @@
     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",
@@ -196,6 +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;
@@ -288,6 +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;
   }
 
@@ -311,7 +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;
@@ -335,9 +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");
@@ -395,10 +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);
@@ -501,6 +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/instance_theme.css

@@ -690,6 +690,14 @@ html[data-theme="light"] .theme-toggle-btn.is-active {
   white-space: nowrap;
 }
 
+#current-capital,
+.stat-strip-item [data-funds-field="current-capital"],
+.inst-phone-chip [data-funds-field="current-capital"] {
+  white-space: pre-line;
+  line-height: 1.2;
+  font-size: 0.82rem;
+}
+
 .stat-strip-item--primary .label {
   font-size: 0.76rem;
 }
@@ -859,6 +867,13 @@ html[data-theme="light"] .inst-stats-details > summary {
 html[data-theme="light"] .inst-stats-details[open] > summary {
   color: #0d4a7a !important;
 }
+html[data-theme="light"] .inst-stats-month-table th {
+  color: #4a6078 !important;
+}
+html[data-theme="light"] .inst-stats-month-table td {
+  color: #142232 !important;
+  border-bottom-color: #d0dae4 !important;
+}
 
 html[data-theme="light"] .key-history {
   border-top-color: #d0dae4 !important;
@@ -1959,6 +1974,15 @@ html[data-theme="light"] .order-plan-preview {
   border-color: #b8c8d8 !important;
 }
 
+html[data-theme="light"] .order-monitor-form .om-field-lab {
+  color: #5a6a82;
+}
+
+html[data-theme="light"] .order-monitor-form .om-check,
+html[data-theme="light"] .order-monitor-form .om-time-close {
+  color: #3a4a62;
+}
+
 html[data-theme="light"] .order-preview-rr {
   color: #4a6078 !important;
 }
@@ -2478,6 +2502,11 @@ html[data-theme="light"] .journal-detail-img-thumb {
   min-width: 0;
 }
 
+/* display:flex 会盖掉 UA [hidden];全仓复利开时隐藏单笔预算等依赖此规则 */
+.env-field-row[hidden] {
+  display: none !important;
+}
+
 .env-field-row--restart .env-field-label {
   color: #d4c4a0;
 }
@@ -3122,6 +3151,15 @@ html[data-theme="light"] .settings-side-export-label {
   font-variant-numeric: tabular-nums;
   white-space: nowrap;
 }
+.opt-chain-lev {
+  font-variant-numeric: tabular-nums;
+  white-space: nowrap;
+  font-weight: 600;
+  color: #b8c8ff;
+}
+html[data-theme="light"] .opt-chain-lev {
+  color: #1a4a8a;
+}
 .opt-be-dist-up {
   color: #5ee89a;
 }
@@ -3445,6 +3483,34 @@ html[data-theme="light"] .opt-be-dist-down {
   font-size: 0.74rem;
   line-height: 1.4;
 }
+.hedge-plan-page-wrap .hp-po-mode-badge {
+  display: inline-block;
+  margin-right: 6px;
+  padding: 2px 8px;
+  border-radius: 6px;
+  font-size: 0.78rem;
+  font-weight: 700;
+  letter-spacing: 0.02em;
+  color: #c4b5fd;
+  background: rgba(139, 92, 246, 0.22);
+  border: 1px solid rgba(167, 139, 250, 0.35);
+  vertical-align: middle;
+}
+.hedge-plan-page-wrap .hp-po-mode-badge.is-insurance {
+  color: #93c5fd;
+  background: rgba(59, 130, 246, 0.18);
+  border-color: rgba(96, 165, 250, 0.35);
+}
+.hedge-plan-page-wrap .hp-po-section {
+  margin: 8px 0 10px;
+}
+.hedge-plan-page-wrap .hp-po-section-title {
+  margin: 0 0 6px;
+  font-size: 0.8rem;
+  font-weight: 650;
+  color: #c5cdd9;
+  letter-spacing: 0.02em;
+}
 .hedge-plan-page-wrap .hp-po-fields {
   display: grid;
   grid-template-columns: 1fr 1fr;
@@ -3455,6 +3521,121 @@ html[data-theme="light"] .opt-be-dist-down {
   background: rgba(255, 255, 255, 0.03);
   border: 1px solid rgba(255, 255, 255, 0.06);
 }
+.hedge-plan-page-wrap .hp-po-fields--section {
+  margin: 0;
+}
+.hedge-plan-page-wrap .hp-po-fields--capital {
+  grid-template-columns: repeat(3, minmax(0, 1fr));
+}
+.hedge-plan-page-wrap .hp-po-fields--select {
+  grid-template-columns: repeat(4, minmax(0, 1fr));
+  align-items: end;
+}
+.hedge-plan-page-wrap .hp-po-field--type {
+  min-width: 0;
+}
+.hedge-plan-page-wrap .hp-po-field--type select {
+  width: 100%;
+  min-width: 0;
+  box-sizing: border-box;
+}
+.hedge-plan-page-wrap .hp-plan-watching {
+  color: #fbbf24;
+  font-weight: 650;
+}
+@media (max-width: 720px) {
+  .hedge-plan-page-wrap .hp-po-fields--capital,
+  .hedge-plan-page-wrap .hp-po-fields--select {
+    grid-template-columns: 1fr 1fr;
+  }
+  .hedge-plan-page-wrap .hp-po-field--type {
+    grid-column: 1 / -1;
+  }
+  .hedge-plan-page-wrap .hp-po-type-seg {
+    flex-wrap: wrap;
+  }
+}
+.hedge-plan-page-wrap .hp-po-right-card {
+  display: flex;
+  flex-direction: column;
+  min-width: 0;
+  min-height: 0;
+  height: 100%;
+}
+.hedge-plan-page-wrap .hp-po-right-stack {
+  display: flex;
+  flex-direction: column;
+  gap: 10px;
+  min-width: 0;
+  min-height: 0;
+  flex: 1 1 auto;
+}
+.hedge-plan-page-wrap .hp-po-inner-card {
+  margin: 0;
+  padding: 10px 12px;
+  border-radius: 8px;
+  background: rgba(255, 255, 255, 0.03);
+  border: 1px solid rgba(255, 255, 255, 0.08);
+  min-width: 0;
+  min-height: 0;
+}
+.hedge-plan-page-wrap .hp-po-inner-card > h2 {
+  margin: 0 0 8px;
+  font-size: 0.95rem;
+}
+.hedge-plan-page-wrap .hp-po-action-row {
+  margin-top: auto;
+  padding-top: 10px;
+  align-items: center;
+  justify-content: space-between;
+  flex-wrap: wrap;
+  gap: 8px;
+}
+.hedge-plan-page-wrap .hp-po-strategy-status {
+  font-size: 0.86rem;
+  font-weight: 700;
+  letter-spacing: 0.02em;
+  min-height: 1.2em;
+}
+.hedge-plan-page-wrap .hp-po-strategy-status.is-watching {
+  color: #fbbf24;
+}
+.hedge-plan-page-wrap .hp-po-strategy-status.is-holding {
+  color: #3dd68c;
+}
+.hedge-plan-page-wrap .hp-po-strategy-status.is-idle {
+  color: #6b7388;
+  font-weight: 500;
+}
+.hedge-plan-page-wrap .hp-po-quote-head {
+  display: flex;
+  align-items: center;
+  gap: 10px;
+  margin-bottom: 4px;
+}
+.hedge-plan-page-wrap .hp-po-ins-money {
+  display: inline-flex;
+  flex-wrap: wrap;
+  gap: 6px;
+}
+.hedge-plan-page-wrap .hp-po-ins-money[hidden],
+.hedge-plan-page-wrap .hp-po-ins-money.hidden {
+  display: none !important;
+}
+/* display:grid 会盖掉 [hidden];模式切换必须显式 none */
+.hedge-plan-page-wrap .hp-po-fields.hidden,
+.hedge-plan-page-wrap .hp-po-fields[hidden],
+.hedge-plan-page-wrap #hp-po-fields-option-primary.hidden,
+.hedge-plan-page-wrap #hp-po-fields-option-primary[hidden] {
+  display: none !important;
+}
+.hedge-plan-page-wrap .hp-strike-table-wrap--6 {
+  max-height: 280px;
+  min-height: 200px;
+  overflow-y: auto;
+  margin-top: 4px;
+  flex: 1 1 auto;
+}
 .hedge-plan-page-wrap .hp-po-field {
   display: flex;
   flex-direction: column;
@@ -3618,7 +3799,10 @@ html[data-theme="light"] .opt-be-dist-down {
 }
 .hedge-plan-page-wrap .hp-uly-btn,
 .hedge-plan-page-wrap .hp-uly-btn-oo,
-.hedge-plan-page-wrap .hp-money-btn {
+.hedge-plan-page-wrap .hp-money-btn,
+.hedge-plan-page-wrap .hp-oo-money-btn,
+.hedge-plan-page-wrap .hp-oo-recommend-btn,
+.hedge-plan-page-wrap .hp-oo-expand-btn {
   min-width: 52px;
   font-weight: 600;
   border: 1px solid rgba(255, 255, 255, 0.14);
@@ -3627,11 +3811,34 @@ html[data-theme="light"] .opt-be-dist-down {
 }
 .hedge-plan-page-wrap .hp-uly-btn.active,
 .hedge-plan-page-wrap .hp-uly-btn-oo.active,
-.hedge-plan-page-wrap .hp-money-btn.active {
+.hedge-plan-page-wrap .hp-money-btn.active,
-  color: #0b1220;
+.hedge-plan-page-wrap .hp-oo-money-btn.is-selected,
-  background: linear-gradient(180deg, #ffffff 0%, #9ec0ff 100%);
+.hedge-plan-page-wrap .hp-oo-money-btn.active,
-  border-color: #fff;
+.hedge-plan-page-wrap .hp-oo-recommend-btn.is-selected,
-  box-shadow: 0 0 0 2px rgba(100, 160, 255, 0.5);
+.hedge-plan-page-wrap .hp-oo-recommend-btn.active,
+.hedge-plan-page-wrap .hp-oo-expand-btn.is-selected,
+.hedge-plan-page-wrap .hp-oo-expand-btn.active {
+  border-color: var(--accent, #00d4ff);
+  color: var(--text, #fff);
+  background: rgba(0, 212, 255, 0.16);
+  box-shadow: inset 0 0 0 1px rgba(0, 212, 255, 0.35);
+  font-weight: 700;
+}
+.hedge-plan-page-wrap .hp-oo-money-btn .hp-oo-check,
+.hedge-plan-page-wrap .hp-oo-recommend-btn .hp-oo-check,
+.hedge-plan-page-wrap .hp-oo-expand-btn .hp-oo-check {
+  display: none;
+  margin-right: 4px;
+  font-weight: 700;
+}
+.hedge-plan-page-wrap .hp-oo-money-btn.is-selected .hp-oo-check,
+.hedge-plan-page-wrap .hp-oo-money-btn.active .hp-oo-check,
+.hedge-plan-page-wrap .hp-oo-recommend-btn.is-selected .hp-oo-check,
+.hedge-plan-page-wrap .hp-oo-recommend-btn.active .hp-oo-check,
+.hedge-plan-page-wrap .hp-oo-expand-btn.is-selected .hp-oo-check,
+.hedge-plan-page-wrap .hp-oo-expand-btn.active .hp-oo-check {
+  display: inline;
+  color: var(--accent, #00d4ff);
 }
 .hedge-plan-page-wrap .hp-money-hint {
   font-size: 0.68rem;
@@ -3651,20 +3858,36 @@ html[data-theme="light"] .opt-be-dist-down {
   min-height: 26px;
 }
 .hedge-plan-page-wrap .hp-opt-toolbar .btn-secondary,
-.hedge-plan-page-wrap .hp-opt-toolbar .hp-money-btn {
+.hedge-plan-page-wrap .hp-opt-toolbar .hp-money-btn,
+.hedge-plan-page-wrap .hp-oo-money-btn,
+.hedge-plan-page-wrap .hp-oo-recommend-btn,
+.hedge-plan-page-wrap .hp-oo-expand-btn {
   padding: 3px 8px;
   min-height: 26px;
   font-size: 0.72rem;
 }
-/* 视口约 5 行数据 + 表头；超出表内滚动 */
+/* 永期期权列表:视口约 5 行 + 表头,超出滚动 */
-.hedge-plan-page-wrap .hp-strike-table-wrap--5,
+.hedge-plan-page-wrap .hp-strike-table-wrap--5 {
-.hedge-plan-page-wrap .options-strike-table-wrap--t {
   max-height: 248px;
   min-height: 248px;
   overflow-y: auto;
   margin-top: 4px;
   flex: 1 1 auto;
 }
+/* 期期 T 型:默认 3+3 一页展示,无下滑框 */
+.hedge-plan-page-wrap .hp-oo-table-wrap {
+  max-height: none;
+  min-height: 0;
+  overflow: visible;
+  margin-top: 4px;
+  flex: 0 0 auto;
+}
+.hedge-plan-page-wrap .opt-chain-lev,
+.hedge-plan-page-wrap .hp-oo-table-wrap .opt-chain-lev {
+  text-align: center;
+  white-space: nowrap;
+  font-variant-numeric: tabular-nums;
+}
 .hedge-plan-page-wrap .hp-opt-bal-line {
   margin-top: 4px;
 }
@@ -3682,6 +3905,25 @@ html[data-theme="light"] .opt-be-dist-down {
   display: flex;
   flex-direction: column;
 }
+.hedge-plan-page-wrap #hp-po-layout {
+  align-items: stretch;
+}
+.hedge-plan-page-wrap #hp-po-layout > .card {
+  align-self: stretch;
+}
+.hedge-plan-page-wrap .hp-po-right-stack > .hp-po-perp-quote-card {
+  height: auto;
+  flex: 0 0 auto;
+}
+.hedge-plan-page-wrap .hp-po-right-stack > .hp-opt-card {
+  flex: 1 1 auto;
+  display: flex;
+  flex-direction: column;
+  min-height: 0;
+}
+.hedge-plan-page-wrap .hp-po-right-stack > .hp-opt-card .hp-strike-table-wrap--6 {
+  flex: 1 1 auto;
+}
 .hedge-plan-page-wrap .hp-action-row {
   margin-top: 10px;
   gap: 8px;
@@ -3704,6 +3946,20 @@ html[data-theme="light"] .opt-be-dist-down {
 .hedge-plan-page-wrap .opt-row-selected td {
   background: rgba(90, 140, 255, 0.18);
 }
+.hedge-plan-page-wrap .hp-oo-pick.is-selected,
+.hedge-plan-page-wrap .hp-oo-pick.active {
+  border-color: var(--accent, #00d4ff);
+  color: var(--text, #fff);
+  background: rgba(0, 212, 255, 0.22);
+  box-shadow: inset 0 0 0 1px rgba(0, 212, 255, 0.45), 0 0 0 2px rgba(0, 212, 255, 0.2);
+  font-weight: 700;
+}
+.hedge-plan-page-wrap .hp-oo-side-selected {
+  background: rgba(0, 212, 255, 0.12);
+}
+.hedge-plan-page-wrap tr.hp-oo-row-selected td.opt-t-strike {
+  color: var(--accent, #00d4ff);
+}
 .hedge-plan-page-wrap .hp-tab-panel.hidden,
 .hedge-plan-page-wrap .hp-tab-panel[hidden] {
   display: none !important;
@@ -3868,10 +4124,17 @@ html[data-theme="light"] .hedge-plan-page-wrap .hp-tab.active {
 }
 html[data-theme="light"] .hedge-plan-page-wrap .hp-uly-btn.active,
 html[data-theme="light"] .hedge-plan-page-wrap .hp-uly-btn-oo.active,
-html[data-theme="light"] .hedge-plan-page-wrap .hp-money-btn.active {
+html[data-theme="light"] .hedge-plan-page-wrap .hp-money-btn.active,
+html[data-theme="light"] .hedge-plan-page-wrap .hp-oo-money-btn.is-selected,
+html[data-theme="light"] .hedge-plan-page-wrap .hp-oo-money-btn.active,
+html[data-theme="light"] .hedge-plan-page-wrap .hp-oo-recommend-btn.is-selected,
+html[data-theme="light"] .hedge-plan-page-wrap .hp-oo-recommend-btn.active,
+html[data-theme="light"] .hedge-plan-page-wrap .hp-oo-expand-btn.is-selected,
+html[data-theme="light"] .hedge-plan-page-wrap .hp-oo-expand-btn.active {
   color: #0b1220;
   background: linear-gradient(180deg, #ffffff 0%, #b9d2ff 100%);
   border-color: #2f6fed;
+  box-shadow: 0 0 0 2px rgba(47, 111, 237, 0.25);
 }
 html[data-theme="light"] .hedge-plan-page-wrap .hp-placeholder {
   border-color: rgba(15, 23, 42, 0.18);
@@ -4169,6 +4432,9 @@ html[data-theme="light"] .opt-pending-item {
 .opt-size-mode-chip {
   position: relative;
 }
+.opt-size-mode-chip[hidden] {
+  display: none !important;
+}
 .opt-size-mode-chip input[type="radio"] {
   position: absolute;
   opacity: 0;
@@ -4192,6 +4458,22 @@ html[data-theme="light"] .opt-pending-item {
   min-height: 32px;
   box-sizing: border-box;
 }
+.options-estimate-row .opt-profit-exit-mult,
+.options-page-wrap .opt-pos-profit-exit-mult {
+  width: 4.5rem;
+  min-width: 0;
+  font-size: 0.8rem;
+  padding: 6px 8px;
+  min-height: 32px;
+  box-sizing: border-box;
+}
+.options-page-wrap .opt-profit-exit-toggle {
+  display: inline-flex;
+  align-items: center;
+  gap: 4px;
+  font-size: 0.78rem;
+  white-space: nowrap;
+}
 .options-estimate-row .k {
   color: #8892b0;
 }
@@ -4915,36 +5197,43 @@ html[data-theme="light"] .opt-source-badge--oo {
   overflow: hidden;
   text-overflow: ellipsis;
   white-space: nowrap;
+  max-width: 100%;
+  font-size: 0.72rem;
 }
 .opt-history-table th:nth-child(1),
 .opt-history-table td:nth-child(1) {
-  width: 34%;
+  width: 22%;
 }
 .opt-history-table th:nth-child(2),
 .opt-history-table td:nth-child(2) {
-  width: 7%;
+  width: 6%;
 }
 .opt-history-table th:nth-child(3),
 .opt-history-table td:nth-child(3) {
-  width: 11%;
+  width: 14%;
+  white-space: nowrap;
 }
 .opt-history-table th:nth-child(4),
 .opt-history-table td:nth-child(4) {
-  width: 9%;
+  width: 8%;
 }
 .opt-history-table th:nth-child(5),
 .opt-history-table td:nth-child(5) {
-  width: 11%;
+  width: 16%;
+  white-space: nowrap;
 }
 .opt-history-table th:nth-child(6),
 .opt-history-table td:nth-child(6) {
-  width: 20%;
+  width: 22%;
 }
 .opt-history-table th:nth-child(7),
 .opt-history-table td:nth-child(7) {
-  width: 8%;
+  width: 12%;
   text-align: center;
 }
+.opt-history-table .opt-hist-pnl {
+  white-space: nowrap;
+}
 .opt-hist-time {
   font-size: 0.64rem;
   white-space: nowrap;
@@ -4990,6 +5279,86 @@ html[data-theme="light"] .opt-source-badge--oo {
 .options-pos-head h2 {
   margin: 0;
 }
+.options-pos-head-actions {
+  display: flex;
+  align-items: center;
+  justify-content: flex-end;
+  flex-wrap: wrap;
+  gap: 8px;
+  margin-left: auto;
+}
+.opt-bridge-sell-hint {
+  font-size: 0.78rem;
+  line-height: 1.35;
+  max-width: 280px;
+  text-align: right;
+}
+.opt-retry-sell-coin-btn--pending {
+  border-color: #ffb347;
+  color: #ffb347;
+}
+.options-page-wrap .opt-pos-transfer {
+  margin-top: 10px;
+  padding: 10px 12px;
+  border-radius: 8px;
+  background: rgba(255, 255, 255, 0.03);
+  border: 1px solid rgba(255, 255, 255, 0.06);
+}
+.options-page-wrap .opt-pos-transfer-head {
+  display: flex;
+  align-items: center;
+  justify-content: space-between;
+  gap: 8px;
+  cursor: pointer;
+  list-style: none;
+  font-weight: 600;
+  font-size: 0.88rem;
+  margin: 0 0 8px;
+}
+.options-page-wrap .opt-pos-transfer-head::-webkit-details-marker {
+  display: none;
+}
+.options-page-wrap .opt-pos-transfer[open] .opt-pos-transfer-closed-hint {
+  display: none;
+}
+.options-page-wrap .opt-pos-transfer:not([open]) .opt-pos-transfer-open-hint {
+  display: none;
+}
+.options-page-wrap .opt-pos-transfer:not([open]) .opt-pos-transfer-body {
+  display: none;
+}
+.options-page-wrap .opt-pos-transfer:not([open]) .opt-pos-transfer-head {
+  margin-bottom: 0;
+}
+.options-page-wrap .opt-pos-transfer-body .options-settings-subtitle {
+  margin-bottom: 6px;
+}
+.options-page-wrap .opt-pos-transfer-form {
+  display: flex;
+  flex-wrap: wrap;
+  align-items: center;
+  gap: 8px;
+  margin: 0;
+}
+.options-page-wrap .opt-pos-transfer-form select,
+.options-page-wrap .opt-pos-transfer-form input[type="number"] {
+  font-size: 0.74rem;
+}
+.options-page-wrap .opt-pos-transfer-form input[type="number"] {
+  width: 96px;
+  max-width: 30vw;
+}
+.options-page-wrap .opt-pos-xfer-msg {
+  margin-top: 6px;
+  font-size: 0.76rem;
+  min-height: 1.1em;
+}
+.options-page-wrap .opt-pos-xfer-msg.opt-error {
+  color: #ff7b72;
+}
+.options-page-wrap .opt-pos-xfer-msg.opt-success {
+  color: #3dd68c;
+}
 .opt-pos-card {
   margin-bottom: 10px;
 }
@@ -5680,6 +6049,36 @@ html[data-theme="light"] .options-review-wrap .or-reviewed-table tbody tr:hover
     max-width: 100%;
   }
 
+  body.inst-phone .order-monitor-form .om-row {
+    align-items: stretch;
+  }
+
+  body.inst-phone .order-monitor-form .om-row-policy > input:not([type="checkbox"]):not([type="radio"]),
+  body.inst-phone .order-monitor-form .om-row-policy > select,
+  body.inst-phone .order-monitor-form #sltp-mode,
+  body.inst-phone .order-monitor-form .om-field,
+  body.inst-phone .order-monitor-form .om-live-meta,
+  body.inst-phone .order-monitor-form .om-check,
+  body.inst-phone .order-monitor-form .om-time-close,
+  body.inst-phone .order-monitor-form .order-entry-model-row,
+  body.inst-phone .order-monitor-form .om-submit {
+    flex: 1 1 100% !important;
+    width: 100% !important;
+    max-width: 100% !important;
+    min-width: 0;
+    box-sizing: border-box;
+    margin-left: 0;
+  }
+
+  body.inst-phone .order-monitor-form .om-field input {
+    width: 100% !important;
+    max-width: 100% !important;
+  }
+
+  body.inst-phone .order-monitor-form .om-live-meta {
+    padding-bottom: 0;
+  }
+
   body.inst-phone .order-plan-preview {
     flex-direction: column;
     align-items: flex-start;

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) {
@@ -156,7 +224,11 @@
     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 = "";
@@ -170,9 +242,9 @@
     const pnlCells = hidePnl
       ? ""
       : '<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>" +
+        (net == null ? "—" : fmtNetPnlDual(net, p)) + "</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>";
+        (roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>";
     return (
       '<div class="pos-card-head">' +
       '<div class="pos-card-symbol"><strong>' + (p.inst_id || "") + "</strong>" +
@@ -190,7 +262,7 @@
         : "") +
       "</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>" +
@@ -201,7 +273,7 @@
       '<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, hidePnl ? null : p.premium_paid, hub)) + "</span></div>" +
+        : fmtClosePreview(closePreview, hidePnl ? null : p.premium_paid, hub, p)) + "</span></div>" +
       "</div>" +
       (function () {
         const hint = closeGateHint(closePreview);
@@ -214,6 +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) {
@@ -221,10 +294,17 @@
               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 (!hidePnl && 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";
@@ -235,7 +315,7 @@
               '<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">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") +

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",
+      profit_rr_win_leg: "期期盈亏比达标·平盈利腿",
-      oo_rest_closed: "期期全平·两腿已平",
+      oo_rest_closing: "期期残值平·清亏损腿中",
+      oo_rest_closed: "期期残值平·两腿已平",
       orphaned_after_tp: "止盈后持有至到期",
       orphaned_option_expiry: "残腿到期",
       hold_to_expiry: "持有至到期",
@@ -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

@@ -76,6 +76,7 @@ HOT_RELOAD_EXACT = frozenset({
     "TRANSFER_CCY",
     "FORCE_CLOSE_ENABLED",
     "FORCE_CLOSE_BJ_HOUR",
+    "FORCE_CLOSE_GRACE_MINUTES",
     "BTC_LEVERAGE",
     "ALT_LEVERAGE",
     "DAILY_START_CAPITAL",
@@ -89,8 +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",
@@ -144,6 +162,23 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
         ("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]] = {
@@ -206,7 +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"),
+        ("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_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"),
         ("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"),
+        ("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_API_KEY", "API Key", "永续子账户"),
-        ("BINANCE_API_SECRET", "API Secret", "永续子账户"),
         ("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"),
+        ("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_API_KEY", "API Key", "永续子账户"),
-        ("GATE_API_SECRET", "API Secret", "永续子账户"),
         ("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"),
         ],
     },
     {
@@ -119,75 +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_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_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_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_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", "默认 true;关闭后隐藏永期 Tab,不可测算/开仓"),
+        ("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", "默认 true;关闭后隐藏期期 Tab,不可测算/开仓"),
+        ("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "显示期期对冲", "已由「交易模式」取代"),
-        ("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_OPTIONS_MUTUAL_EXCLUSIVE", "对冲与期权互斥门控", "已由「交易模式」三选一取代"),
-        ("HEDGE_PLAN_OPEN_ORDER", "永期开仓顺序", "options_first 或 perp_first"),
+        *_HEDGE_COMMON_FIELDS,
-        ("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_PO_FIELDS,
-        ("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_OO_FIELDS,
-        ("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)",
-        ),
     ],
 }
 
@@ -205,17 +341,42 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
     "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:
         file_val = str(file_values.get(key) or "").strip()
         if file_val:
@@ -287,24 +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()):
+    if ex in _MODE_SECTION.get("exchanges", frozenset()):
-        sections.append(_OPTIONS_SECTION)
+        from lib.hedge_plan.okx_trade_mode_lib import normalize_okx_trade_mode
-    if ex in _HEDGE_PLAN_SECTION.get("exchanges", frozenset()):
+
-        sections.append(_HEDGE_PLAN_SECTION)
+        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)
 
 
@@ -317,11 +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,
@@ -330,6 +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/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_key: str = "",
-    api_secret: str,
+    api_secret: str = "",
-    passphrase: 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,
+            "apiKey": key,
-            "secret": api_secret,
+            "secret": secret,
-            "password": passphrase,
+            "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(
+            rows = fetch_option_instruments(ex, family, allow_stale=True)
-                {"instType": "OPTION", "instFamily": family}
-            ).get("data") or []
             for r in rows:
                 if isinstance(r, dict) and str(r.get("instId")) == inst_id:
                     return r
             return None
         except Exception as e:
             last_err = e
-            if _is_okx_rate_limit(e) and attempt < 2:
+            if _is_okx_rate_limit(e) and attempt < 1:
-                time.sleep(0.45 * (attempt + 1))
+                time.sleep(1.2)
                 continue
             break
     if last_err is not None and _is_okx_rate_limit(last_err):
@@ -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}
+    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}
+    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}
+    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}
+    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:
+        for ccy in ("USDT", "USDC", "USDG", "ETH", "BTC"):
-            trading["USDC"] = swap_bal["USDC"]
+            if trading.get(ccy) is None and swap_bal.get(ccy) is not None:
-        if trading_avail.get("USDC") is None and swap_avail.get("USDC") is not None:
+                trading[ccy] = swap_bal[ccy]
-            trading_avail["USDC"] = swap_avail["USDC"]
+            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 (
+    def _round_coin(v: Any) -> float | None:
-        _round(bal.get("trading_usdc")),
+        if v is None:
-        _round(bal.get("funding_usdc")),
+            return None
-        _round(bal.get("funding_usdt")),
+        try:
-        _round(bal.get("trading_usdt")),
+            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(
+    """拉取 OPTION instruments;进程内缓存,50011 时回退旧列表."""
-        {"instType": "OPTION", "instFamily": inst_family}
+    family = str(inst_family or "").strip()
-    ).get("data") or []
+    if not family:
-    return [r for r in rows if isinstance(r, dict) and r.get("state") == "live"]
+        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:
-        try:
+        instruments = fetch_option_instruments(ex, family)
-            instruments = fetch_option_instruments(ex, family)
+        if not instruments:
-            instruments_err = ""
+            # 空列表可能是瞬时空;短退避后强制再拉一次(非 50011)
-            if instruments:
+            time.sleep(0.5)
-                break
+            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:
+    except Exception as e:
-            instruments = []
+        instruments = []
-            instruments_err = str(e) or e.__class__.__name__
+        instruments_err = str(e) or e.__class__.__name__
-            if attempt == 0:
+        # 限频:再等一下用 stale/缓存,不要连打
-                time.sleep(0.35)
+        if _is_okx_rate_limit(e):
-                continue
+            time.sleep(1.5)
-            break
+            try:
-        if attempt == 0 and not instruments:
+                instruments = fetch_option_instruments(ex, family, allow_stale=True)
-            time.sleep(0.35)
+                if instruments:
+                    instruments_err = ""
+            except Exception as e2:
+                instruments_err = str(e2) or e2.__class__.__name__
     tickers = fetch_option_tickers(ex, family)
     expiries: dict[str, list[dict[str, Any]]] = {}
     skipped_no_index = 0
@@ -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."""
+    """从 positions-history 选取匹配的平仓记录.
-    best: dict[str, Any] | None = None
+
-    best_utime = -1
+    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:
+        candidates.append((u_i, row))
-            best = row
+    if not candidates:
-            best_utime = int(u_ms)
-    if not best:
         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_a_pnl": round(-prem_a, 4),
-                "leg_b_pnl": round(-float(leg_b.get("premium_paid") or 0), 4),
+                "leg_b_pnl": round(-prem_b, 4),
                 "total": round(-prem, 4),
                 "note": "双腿权利金全部损失",
             },

lib/hedge_plan/hedge_plan_db.py

@@ -72,8 +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(
+        rr = plan.get("profit_rr")
-            [
+        if rr not in (None, ""):
-                f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
+            lines.extend(
-                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",
+                    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",
+        "profit_rr_win_leg": "期期盈亏比达标·已平盈利腿",
-        "oo_rest_closed": "期期全平·两腿已平",
+        "oo_rest_closing": "期期残值平·清亏损腿中",
+        "oo_rest_closed": "期期残值平·两腿已平",
         "oo_expiry_loss": "期期到期无盈利·总亏损",
         "oo_expiry_win": "期期到期仍盈利",
         "expiry": "到期收口",
@@ -152,25 +162,37 @@ def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> boo
         "target_win_leg",
         "target_up_win_leg",
         "target_down_win_leg",
+        "profit_rr_win_leg",
         "oo_rest_closing",
     ) and (plan.get("status") or "") != "closed":
-        side = "上破" if "up" in str(plan.get("close_reason")) else (
+        cr = str(plan.get("close_reason") or "")
-            "下破" if "down" in str(plan.get("close_reason")) else "目标价"
+        if "profit_rr" in cr:
-        )
+            side = "盈亏比达标"
+        elif "up" in cr:
+            side = "上破"
+        elif "down" in cr:
+            side = "下破"
+        else:
+            side = "目标"
         mode = (plan.get("oo_close_mode") or "").strip().lower()
-        if mode in ("close_all", "全平"):
+        if mode in ("close_all", "全平", "残值平"):
-            rest_txt = "另一腿将全平(买一清残腿,无2×门控,失败重试)"
+            rest_txt = "另一腿残值平(本合约权利金≤20%且有买一,失败重试)"
         else:
             rest_txt = "另一腿到期平(持有至到期结算)"
+        rr = plan.get("profit_rr")
+        if rr not in (None, ""):
+            detail = f"盈亏比 {_fmt(rr)} (盈利金额/总权利金)"
+        else:
+            detail = (
+                f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
+                f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
+            )
         notify_hedge(
             cfg,
             build_hedge_alert_message(
                 title=f"期期{side}已平盈利腿 · {rest_txt}",
                 plan_id=plan.get("id"),
-                detail=(
+                detail=detail,
-                    f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                    f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
-                ),
             ),
         )
         return True

lib/hedge_plan/hedge_plan_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"),
+        "tp": None if opt_primary else body.get("tp"),
-        "sl": body.get("sl"),
+        "sl": None if opt_primary else body.get("sl"),
-        "attach_tpsl": True,
+        "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,
+    tp: Optional[float],
-    sl: 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,
+            "tp": tp_v,
-            "sl": sl,
+            "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,
+        "tp": tp_v,
-        "sl": sl,
+        "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)}
+        return {
-    if not callable(place_fn):
+            "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,
+        inst_id,
-        side="sell",
         sheets=sheets_i,
-        price=float(bid),
+        require_recycle_gate=False,
-        td_mode="isolated",
-        tick_sz=q.get("tick_sz"),
-        reduce_only=True,
     )
-    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),
+                leverage=int(body.get("leverage") or (100 if opt_primary else 10)),
-                tp=float(body["tp"]),
+                tp=tp_v,
-                sl=float(body["sl"]),
+                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),
+            leverage=int(start_body.get("leverage") or (100 if opt_primary else 10)),
-            tp=float(start_body["tp"]),
+            tp=None if not attach else float(start_body["tp"]),
-            sl=float(start_body["sl"]),
+            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:
+            entry = float(body["entry"])
-                return "止盈/止损无效"
+            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")
+        rr_raw = body.get("profit_rr")
-        down = body.get("target_price_down")
+        if rr_raw not in (None, ""):
-        legacy = body.get("target_price")
+            try:
-        if up in (None, "") and legacy not in (None, ""):
+                rr = float(rr_raw)
-            up = legacy
+            except (TypeError, ValueError):
-        if down in (None, "") and legacy not in (None, ""):
+                return "盈亏比无效"
-            down = legacy
+            if rr <= 0:
-        if up in (None, "") or down in (None, ""):
+                return "盈亏比须大于0"
-            return "请填写上破与下破目标价"
+        else:
-        try:
+            # 兼容旧上/下破
-            if float(up) <= float(down):
+            up = body.get("target_price_up")
-                return "上破目标价必须大于下破目标价"
+            down = body.get("target_price_down")
-        except (TypeError, ValueError):
+            legacy = body.get("target_price")
-            return "目标价无效"
+            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
+        # fail-closed:探测失败视为不可开仓
-        has_standalone = False
+        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():
+    # 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
-        return
+    with _hedge_start_lock():
-    try:
+        if cfg.get("hedge_monitor_thread") is not None:
-        secs = float(os.getenv("HEDGE_PLAN_MONITOR_POLL_SECONDS") or "15")
+            return
-    except ValueError:
+        try:
-        secs = 15.0
+            secs = float(os.getenv("HEDGE_PLAN_MONITOR_POLL_SECONDS") or "15")
-    secs = max(5.0, secs)
+        except ValueError:
+            secs = 15.0
+        secs = max(5.0, secs)
 
-    def _loop() -> None:
+        def _loop() -> None:
-        import time
+            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:
+            while True:
-            try:
+                try:
-                tick_active_plans(cfg)
+                    tick_active_plans(cfg)
-            except Exception:
+                except Exception:
-                pass
+                    pass
-            time.sleep(secs)
+                time.sleep(secs)
 
-    import threading
+        import threading
 
-    t = threading.Thread(target=_loop, name="hedge-plan-monitor", daemon=True)
+        t = threading.Thread(target=_loop, name="hedge-plan-monitor", daemon=True)
-    t.start()
+        t.start()
-    cfg["hedge_monitor_thread"] = t
+        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(
+        from lib.hedge_plan.hedge_plan_option_primary_lib import (
-            conn,
+            is_option_primary,
-            {
+            perp_direction_for_view,
-                "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,
-            },
         )
+
+        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(
+                "target_price": up_f,
-                    body.get("target_price_up")
+                "target_price_up": up_f,
-                    or body.get("target_price")
+                "target_price_down": down_f,
-                    or 0
+                "profit_rr": profit_rr,
-                ),
-                "target_price_up": float(
-                    body.get("target_price_up")
-                    or body.get("target_price")
-                    or 0
-                ),
-                "target_price_down": float(
-                    body.get("target_price_down")
-                    or body.get("target_price")
-                    or 0
-                ),
                 "sizing_mode_at_open": load_position_sizing_mode(),
                 "premium_total": premium,
                 "oo_close_mode": _normalize_oo_close_mode(body.get("oo_close_mode")),
@@ -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)
+        try:
-        if not dry_run and not gates.get("can_start"):
+            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)
+        with _hedge_start_lock():
-        if err:
+            gates = _gates_dict(cfg, plan_type)
-            return jsonify({"ok": False, "msg": err, "gates": gates}), 400
+            if not dry_run and not gates.get("can_start"):
-        # 补齐永续杠杆
+                return jsonify(
-        if plan_type == "perp_options" and not body.get("leverage"):
+                    {"ok": False, "msg": "; ".join(gates.get("reasons") or ["不可开仓"]), "gates": gates}
-            base = str(body.get("underlying") or "ETH").upper()
+                ), 400
-            body["leverage"] = cfg.get("btc_leverage") if base == "BTC" else (cfg.get("btc_leverage") or 10)
+            err = validate_start_body(plan_type, body)
-            # ETH 也用 BTC 档 10x 按方案;ALT 为 alt_leverage 仅非 BTC/ETH
+            if err:
-            if base in ("BTC", "ETH"):
+                return jsonify({"ok": False, "msg": err, "gates": gates}), 400
-                body["leverage"] = int(cfg.get("btc_leverage") or 10)
+            # 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 == "options_options":
+            if plan_type == "perp_options" and not body.get("leverage"):
-            out = execute_options_options_start(
+                from lib.hedge_plan.hedge_plan_option_primary_lib import is_option_primary
-                cfg,
+
-                body,
+                if is_option_primary(body):
-                dry_run=dry_run,
+                    body["leverage"] = 100
-                persist=(None if dry_run else (lambda r, b: _persist_oo(cfg, r, b))),
+                else:
-            )
+                    base = str(body.get("underlying") or "ETH").upper()
-        else:
+                    if base in ("BTC", "ETH"):
-            out = execute_perp_options_start(
+                        body["leverage"] = int(cfg.get("btc_leverage") or 10)
-                cfg,
+                    else:
-                body,
+                        body["leverage"] = int(cfg.get("alt_leverage") or 5)
-                dry_run=dry_run,
+            # 以期权为主:策略启动=盯盘,不现场开仓
-                persist=(None if dry_run else (lambda r, b: _persist_po(cfg, r, b))),
+            if plan_type == "perp_options":
-            )
+                from lib.hedge_plan.hedge_plan_option_primary_lib import is_option_primary
-        out["gates"] = gates
+
-        return jsonify(out), (200 if out.get("ok") else 400)
+                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, ""):
+    if profit_rr is None and (up in (None, "") or down in (None, "")):
-        raise ValueError("请填写上破与下破目标价")
+        raise ValueError("请填写盈亏比")
-    up_f = float(up)
+    up_f = float(up) if up not in (None, "") else None
-    down_f = float(down)
+    down_f = float(down) if down not in (None, "") else None
-    if up_f <= down_f:
+    if profit_rr is None and up_f is not None and down_f is not None and up_f <= down_f:
         raise ValueError("上破目标价必须大于下破目标价")
-    index_px = float(body.get("index_px") or ((up_f + down_f) / 2))
+    index_px = body.get("index_px")
+    if index_px in (None, ""):
+        if up_f is not None and down_f is not None:
+            index_px = (up_f + down_f) / 2
+        else:
+            raise ValueError("缺少指数价格")
+    index_px = float(index_px)
     leg_a = body.get("leg_a") or {}
     leg_b = body.get("leg_b") or {}
     for name, leg in (("leg_a", leg_a), ("leg_b", leg_b)):
@@ -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-perp="{{ '1' if hedge_plan_show_perp_options else '0' }}"
-     data-show-oo="{{ '1' if hedge_plan_show_options_options | default(true) 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 | default(true) 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)) %}
+  {% 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: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>
+  <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>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>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>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>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>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 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="做空永续"><span class="hp-oo-check" aria-hidden="true">✓</span>做空</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 hidden" id="hp-po-fields-insurance" hidden>
-        <div class="hp-po-fields">
           <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">
+      <div class="card hp-po-right-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="hp-po-right-stack">
-        <div class="form-row hp-opt-toolbar hp-po-opt-toolbar">
+          <div class="hp-po-inner-card hp-po-perp-quote-card">
-          <select id="hp-exp-select"><option value="">选择到期日</option></select>
+            <h2>永续行情 <span class="muted hp-acct-tag">合约账户</span></h2>
-          <button type="button" class="btn-secondary hp-money-btn active" data-money="all">全部</button>
+            <div class="hp-po-quote-head">
-          <button type="button" class="btn-secondary hp-money-btn" data-money="itm">实值</button>
+              <span id="hp-po-mark" class="hp-po-mark" aria-live="polite">标记 —</span>
-          <button type="button" class="btn-secondary hp-money-btn" data-money="otm">虚值</button>
+            </div>
-          <button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button>
+            <p id="hp-perp-quote" class="muted hp-po-meta">加载中…</p>
-          <span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span>
+            <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">
+        <div class="form-row hp-action-row hp-po-action-row">
-          <table class="options-strike-table" id="hp-strike-table">
+          <span id="hp-po-strategy-status" class="hp-po-strategy-status" aria-live="polite"></span>
-            <thead>
+          <button type="button" class="primary" id="hp-preview-btn" title="以期权为主=盯盘启动">策略启动</button>
-              <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>
       </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 title="盈利金额 / 总权利金">盈亏比 <input type="number" step="0.1" min="0.1" id="hp-profit-rr" value="2" placeholder="默认2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
-          <label>下破目标 <input type="number" step="any" id="hp-target-down" placeholder="向下突破" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
           <span id="hp-oo-index" class="hp-oo-index" aria-live="polite">指数 —</span>
         </div>
         <div class="hp-oo-controls">
@@ -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/hub_bridge.py

@@ -76,6 +76,7 @@ def install_instance_theme_static(app) -> None:
         "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",

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_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"))
+    funding_usdc_equiv = _sum_optional(bal.get("funding_usdc"), bal.get("funding_usdg"))
-    trading = _sum_optional(bal.get("trading_usdt"), bal.get("trading_usdc"))
+    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)
+        from lib.options.options_positions_lib import display_pnl_from_option_row
-    except (TypeError, ValueError):
+
-        return None
+        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"))
+    # 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
-    trading = _sum_optional(perpetual_trading_usdt, opt.get("trading_usdt"))
+    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_funding_usdt": opt_fund_disp,
-        "options_trading_usdt": opt.get("trading_usdt"),
+        "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

@@ -63,16 +63,51 @@ def _parse_base_common(
     }, None
 
 
-def _move_for_perp_correct(*, spot: float, target: float, premium: float, fee_rate: float) -> float:
+def _move_for_perp_correct(
-    """净利 = move − premium − fee(move) = target → 解 move.
+    *,
+    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) * fee_rate
+    fee = (2*spot + move) * qty * fee_rate
-    move*(1-fee_rate) = target + premium + 2*spot*fee_rate
+    qty*move*(1-fee_rate) = target + premium + 2*spot*qty*fee_rate
     """
-    denom = 1.0 - float(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) * float(fee_rate)) / denom
+    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(
@@ -186,6 +221,7 @@ def calc_perp_options_hedge(
             "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
 
 
@@ -201,12 +237,12 @@ def calc_perp_options_points(
     ratio_opt: float = 2.0,
     ct_mult: float = DEFAULT_CT_MULT,
 ) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
-    """按永续:期权比例 + 目标盈利,反推两套情景所需波动点数.
+    """按永续/期权币数 + 目标盈利,反推两套情景所需波动点数.
 
-    永续币数固定为 ratio 归一后的 1 币侧(perp_coins = PERP_COINS).
+    永续币数 = ratio_perp, 期权币数 = ratio_opt(按绝对币数,不再归一到 1 币).
-    期权币数 = PERP_COINS * (ratio_opt / ratio_perp),例 1:2 → 2 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: move − premium − fee(move) = 目标盈利
+    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
@@ -226,7 +262,7 @@ def calc_perp_options_points(
     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:期权比例须大于 0"
+        return None, "永续/期权币数须大于 0"
 
     s = common["spot"]
     capital = common["capital"]
@@ -235,28 +271,35 @@ def calc_perp_options_points(
     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()
 
-    opt_coins = PERP_COINS * (ro / rp)
+    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)
+    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)
+    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
+    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
+    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
+    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"
@@ -265,7 +308,7 @@ def calc_perp_options_points(
         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
+        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
@@ -279,7 +322,7 @@ def calc_perp_options_points(
         "ratio_perp": round(rp, 8),
         "ratio_opt": round(ro, 8),
         "ratio_label": f"{_fmt_ratio(rp)}:{_fmt_ratio(ro)}",
-        "perp_coins": PERP_COINS,
+        "perp_coins": round(perp_coins, 8),
         "opt_coins": round(opt_coins, 8),
         "opt_sheets": round(opt_sheets, 8),
         "perp_leverage": round(p_lev, 8),
@@ -294,7 +337,7 @@ def calc_perp_options_points(
             "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),
+            "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),
@@ -316,6 +359,9 @@ def calc_perp_options_points(
             "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
 
 

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/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)."""
+    """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 or not callable(get_price):
+    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()
+        # 标记价:先试 price_symbol,再试永续候选
-        if not sym:
+        mark = _safe_float(row.get("mark_price"))
-            out.append(row)
+        if callable(get_price):
-            continue
+            ordered: list[str] = []
-        try:
+            for s in [str(row.get("price_symbol") or "").strip()] + _swap_symbol_candidates(row):
-            px = get_price(sym)
+                if s and s not in ordered:
-        except Exception:
+                    ordered.append(s)
-            px = None
+            for sym in ordered:
-        mark = _safe_float(px)
+                try:
-        if mark is None and ":" in sym:
+                    px = get_price(sym)
-            try:
+                except Exception:
-                px = get_price(sym.split(":", 1)[0])
+                    px = None
-            except Exception:
+                mark = _safe_float(px)
-                px = None
+                if mark is not None:
-            mark = _safe_float(px)
+                    row["mark_price"] = mark
-        if mark is not None:
+                    break
-            row["mark_price"] = mark
+        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 +9,7 @@ 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,
@@ -30,6 +31,7 @@ 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",
@@ -51,6 +53,7 @@ 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",
@@ -116,6 +119,7 @@ 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",

lib/instance/instance_embed_context_lib.py

@@ -2,6 +2,7 @@
 
 from __future__ import annotations
 
+import os
 from dataclasses import dataclass
 from typing import Any
 
@@ -10,6 +11,20 @@ EMBED_STRATEGY_PAGES = frozenset({"strategy", "strategy_trend", "strategy_roll",
 _WIN_EPS = 1e-9
 
 
+def env_truthy(raw: str | None, default: bool = False) -> bool:
+    if raw is None or str(raw).strip() == "":
+        return default
+    return str(raw).strip().lower() in ("1", "true", "yes", "on")
+
+
+def show_perp_funds_enabled(*, exchange_key: str | None = None) -> bool:
+    """OKX:是否在顶栏显示永续资金账户/交易账户.其他所恒为 True."""
+    ex = (exchange_key or "").strip().lower()
+    if ex and ex != "okx":
+        return True
+    return env_truthy(os.getenv("OKX_SHOW_PERP_FUNDS"), default=True)
+
+
 @dataclass(frozen=True)
 class EmbedRenderPlan:
     exchange_capitals: bool
@@ -88,13 +103,72 @@ def profit_loss_ratio_from_trades(trades: list[dict[str, Any]] | None) -> float
 def options_funding_label(
     funding_usdc: float | None,
     funding_usdt: float | None = None,
+    funding_eth: float | None = None,
+    margin_mode: str | None = None,
+    underly: str = "ETH",
 ) -> str:
+    """期权侧顶栏文案(仅 USDC 模式使用;币本位不展示期权资金/交易两列)."""
+    if funding_usdc is None:
+        return "—"
+    try:
+        return f"{float(funding_usdc):.2f} USDC"
+    except (TypeError, ValueError):
+        return "—"
+
+
+def _fmt_coin_amount(v: float | None, *, min_amt: float = 1e-6) -> str | None:
+    if v is None:
+        return None
+    try:
+        n = float(v)
+    except Exception:
+        # Jinja Undefined 等也吞掉,避免顶栏 float(Undefined) → HTTP 500
+        return None
+    if n < min_amt:
+        return None
+    txt = f"{n:.6f}".rstrip("0").rstrip(".")
+    return txt or None
+
+
+def trading_account_label(
+    usdt: float | None,
+    eth: float | None = None,
+    btc: float | None = None,
+    *,
+    margin_mode: str | None = None,
+) -> str:
+    """交易账户顶栏文案.
+
+    币本位:USDT / ETH / BTC 多行(有余额才带上,不显示其它币种).
+    其它模式:xx.xxU.
+    """
+    try:
+        from lib.options.options_margin_mode_lib import normalize_options_margin_mode
+
+        mode = normalize_options_margin_mode(margin_mode)
+    except Exception:
+        mode = str(margin_mode or "coin").strip().lower() or "coin"
+    if mode != "coin":
+        if usdt is None:
+            return "—"
+        try:
+            return f"{float(usdt):.2f}U"
+        except (TypeError, ValueError):
+            return "—"
     parts: list[str] = []
-    if funding_usdc is not None and float(funding_usdc) > 0:
+    if usdt is not None:
-        parts.append(f"{float(funding_usdc):.2f} USDC")
+        try:
-    if funding_usdt is not None and float(funding_usdt) > 0:
+            parts.append(f"{float(usdt):.2f} USDT")
-        parts.append(f"{float(funding_usdt):.2f} USDT")
+        except (TypeError, ValueError):
-    return " · ".join(parts) if parts else "—"
+            pass
+    eth_txt = _fmt_coin_amount(eth, min_amt=1e-6)
+    if eth_txt is not None:
+        parts.append(f"{eth_txt} ETH")
+    btc_txt = _fmt_coin_amount(btc, min_amt=1e-7)
+    if btc_txt is not None:
+        parts.append(f"{btc_txt} BTC")
+    # 顶栏多行:USDT / ETH 各占一行
+    return "\n".join(parts) if parts else "—"
 
 
 def total_funds_usdt(

lib/instance/instance_embed_lib.py

@@ -7,11 +7,12 @@ import os
 from typing import Callable
 from urllib.parse import parse_qsl, urlencode, urlsplit
 
-from flask import Flask, Response, jsonify, redirect, request, session
+from flask import Flask, Response, jsonify, make_response, redirect, request, session
 from jinja2 import ChoiceLoader, FileSystemLoader
 
 EMBED_TABS: tuple[str, ...] = (
     "dashboard",
+    "account_ledger",
     "key_monitor",
     "trade",
     "strategy",
@@ -31,6 +32,7 @@ PATH_TO_EMBED_TAB: dict[str, str] = {
     "/": "trade",
     "/trade": "trade",
     "/dashboard": "dashboard",
+    "/account_ledger": "account_ledger",
     "/key_monitor": "key_monitor",
     "/strategy": "strategy",
     "/strategy/trend": "strategy",
@@ -184,7 +186,10 @@ def register_embed_routes(
         if tab not in EMBED_TABS:
             tab = "trade"
         session["hub_embed_shell"] = True
-        return render_main_page_fn(tab, embed_mode="shell")
+        resp = make_response(render_main_page_fn(tab, embed_mode="shell"))
+        resp.headers["Cache-Control"] = "no-store, no-cache, must-revalidate, max-age=0"
+        resp.headers["Pragma"] = "no-cache"
+        return resp
 
     @login_required
     @app.route("/api/embed/page/<tab>")
@@ -198,7 +203,10 @@ def register_embed_routes(
         html = render_main_page_fn(tab, embed_mode="fragment")
         if isinstance(html, Response):
             html = html.get_data(as_text=True)
-        return jsonify({"ok": True, "page": tab, "html": html})
+        resp = jsonify({"ok": True, "page": tab, "html": html})
+        resp.headers["Cache-Control"] = "no-store, no-cache, must-revalidate, max-age=0"
+        resp.headers["Pragma"] = "no-cache"
+        return resp
 
 
 def pwa_app_name(exchange_key: str) -> str:
@@ -212,10 +220,19 @@ def pwa_app_name(exchange_key: str) -> str:
 
 
 def embed_context_extras(exchange_key: str) -> dict:
+    # 顶栏共享模板调用 trading_account_label / options_funding_label;
+    # 须注入三所,否则 Gate/Binance 渲染会 UndefinedError → HTTP 500.
+    from lib.instance.instance_embed_context_lib import (
+        options_funding_label,
+        trading_account_label,
+    )
+
     return {
         "order_rule_tips_tpl": order_rule_tips_template(exchange_key),
         "include_transfer_block": include_transfer_block(exchange_key),
         "ui_open_guard_enabled": ui_open_guard_enabled(exchange_key),
         "ui_orphan_recovery_enabled": ui_orphan_recovery_enabled(exchange_key),
         "pwa_app_name": pwa_app_name(exchange_key),
+        "options_funding_label": options_funding_label,
+        "trading_account_label": trading_account_label,
     }

lib/instance/instance_settings_lib.py

@@ -152,30 +152,29 @@ def build_instance_settings_view(
                 "title": "整点强制清仓",
                 "rows": [
                     _row("强制清仓", _on_off(force_close_on)),
-                    _row("执行时刻", f"北京时间 {force_close_hour}:00 起 15 分钟内"),
+                    _row(
+                        "执行时刻",
+                        f"北京时间 {force_close_hour}:00 起 {_env_int('FORCE_CLOSE_GRACE_MINUTES', 5)} 分钟内",
+                    ),
                 ],
             }
         )
 
     if (exchange_key or "").strip().lower() == "okx" and _env_bool("OKX_OPTIONS_ENABLED", False):
-        opt_key = (os.getenv("OKX_OPTIONS_API_KEY") or "").strip()
+        api_key = (os.getenv("OKX_API_KEY") or "").strip()
         sections.append(
             {
                 "title": "期权设置",
                 "rows": [
                     _row("期权模块", "已启用"),
                     _row(
-                        "期权 API",
+                        "账户 API",
-                        f"已配置(…{opt_key[-4:]})" if len(opt_key) >= 4 else "未配置",
+                        f"已配置(…{api_key[-4:]})" if len(api_key) >= 4 else "未配置 OKX_API_*",
-                    ),
+                        "永续与期权共用 OKX_API_*",
-                    _row(
-                        "子账户",
-                        (os.getenv("OKX_SUB_ACCOUNT_NAME") or "").strip() or "未配置 OKX_SUB_ACCOUNT_NAME",
-                        "主/子账户划转用",
                     ),
                     _row(
                         "说明",
-                        "币种兑换与账户划转到右侧「期权设置」卡片操作",
+                        "币种兑换与账户内划转到右侧「期权设置」卡片操作",
                     ),
                 ],
             }
@@ -196,7 +195,6 @@ def build_instance_settings_view(
         "show_transfer": (exchange_key or "").strip().lower() in ("gate", "binance", "okx"),
         "options_settings_enabled": (exchange_key or "").strip().lower() == "okx"
         and _env_bool("OKX_OPTIONS_ENABLED", False),
-        "options_sub_account": (os.getenv("OKX_SUB_ACCOUNT_NAME") or "").strip(),
         "auto_transfer_enabled": auto_transfer_on,
         "auto_transfer_bj_hour": _env_int("AUTO_TRANSFER_BJ_HOUR", 8),
         "auto_transfer_amount": _env_float("AUTO_TRANSFER_AMOUNT", 30),

lib/instance/instance_settings_register.py

@@ -106,6 +106,24 @@ def register_instance_settings_routes(
         clean = coerce_hedge_partial_close_with_manual(clean, env_path=env_path)
         if not clean:
             return jsonify({"ok": True, "changed_keys": [], "restart_required": False})
+        if "OKX_OPTIONS_MARGIN_MODE" in clean:
+            try:
+                from lib.options.options_margin_mode_lib import normalize_options_margin_mode
+                from lib.options.options_spot_bridge_lib import mode_switch_block_msg
+
+                lines = read_env_lines(env_path)
+                old_mode = normalize_options_margin_mode(env_get(lines, "OKX_OPTIONS_MARGIN_MODE") or "coin")
+                new_mode = normalize_options_margin_mode(clean.get("OKX_OPTIONS_MARGIN_MODE"))
+                if old_mode != new_mode:
+                    conn_m = get_db()
+                    try:
+                        block = mode_switch_block_msg(conn_m, None)
+                        if block:
+                            return jsonify({"ok": False, "msg": block}), 400
+                    finally:
+                        conn_m.close()
+            except Exception as e:
+                return jsonify({"ok": False, "msg": f"本位切换校验失败: {e}"}), 400
         changed = apply_env_updates(env_path, clean)
         groups = parse_env_example_schema(example_path)
         reload_info = apply_env_reload(env_path, get_db, changed, groups)

lib/instance/templates/display_prefs_panel.html

@@ -10,7 +10,7 @@
             <div class="display-prefs-checks">
                 {% for item in group.entries %}
                 <label class="chk-label">
-                    <input type="checkbox" data-pref-key="{{ item.key }}"{% if item.key in ('show_nav_dashboard', 'show_nav_system_guide') %}{% if display.get(item.key) %} checked{% endif %}{% elif display.get(item.key, true) %} checked{% endif %}>
+                    <input type="checkbox" data-pref-key="{{ item.key }}"{% if item.key in ('show_nav_dashboard', 'show_nav_account_ledger', 'show_nav_system_guide') %}{% if display.get(item.key) %} checked{% endif %}{% elif display.get(item.key, true) %} checked{% endif %}>
                     {{ item.label }}
                 </label>
                 {% endfor %}

lib/instance/templates/embed_boot_scripts.html

@@ -741,13 +741,10 @@ function paintExchangeTpslRow(orderId, tpsl){
     const tpText = document.getElementById(`ex-tp-text-${orderId}`);
     const slBtn = document.getElementById(`ex-sl-cancel-${orderId}`);
     const tpBtn = document.getElementById(`ex-tp-cancel-${orderId}`);
-    const intraday = (document.body && document.body.getAttribute("data-intraday-discipline")) === "1";
     if(slText) slText.innerText = formatExTpslLine('sl', data.sl);
     if(tpText) tpText.innerText = formatExTpslLine('tp', data.tp);
-    if(!intraday){
+    if(slBtn) slBtn.disabled = !(data.sl && data.sl.order_id);
-        if(slBtn) slBtn.disabled = !(data.sl && data.sl.order_id);
+    if(tpBtn) tpBtn.disabled = !(data.tp && data.tp.order_id);
-        if(tpBtn) tpBtn.disabled = !(data.tp && data.tp.order_id);
-    }
 }
 function toggleTpslModalMode(){
     const mode = (document.getElementById('tpsl-modal-mode')||{}).value || 'price';
@@ -1078,7 +1075,7 @@ function refreshOrderDefaults(){
     }).catch(()=>{});
 }
 
-function paintRealtimePnl(v){
+function paintRealtimePnl(v, unit, spotPx){
     const nodes = document.querySelectorAll('[data-funds-field="realtime-pnl"]');
     if(!nodes.length) return;
     if(v === null || v === undefined || Number.isNaN(Number(v))){
@@ -1089,23 +1086,48 @@ function paintRealtimePnl(v){
         return;
     }
     const n = Number(v);
+    const u = String(unit || lastRealtimePnlUnit || "U").toUpperCase() || "U";
+    lastRealtimePnlUnit = u;
+    if (spotPx != null && Number.isFinite(Number(spotPx)) && Number(spotPx) > 0) {
+        lastRealtimePnlSpotPx = Number(spotPx);
+    }
     const sign = n > 0 ? "+" : "";
-    const text = `${sign}${n.toFixed(2)}U`;
+    let text;
+    let tone = n;
+    if (u === "ETH" || u === "BTC") {
+        // 顶栏实时盈亏只显示 U(按指数/现货换算),不展示币数量
+        const px = Number(spotPx != null ? spotPx : lastRealtimePnlSpotPx);
+        if (Number.isFinite(px) && px > 0) {
+            const uu = n * px;
+            tone = uu;
+            const uAbs = Math.abs(uu).toFixed(2);
+            const uSign = uu < 0 ? "-" : uu > 0 ? "+" : "";
+            text = `${uSign}${uAbs}U`;
+        } else {
+            text = "—";
+            tone = 0;
+        }
+    } else {
+        text = `${sign}${n.toFixed(2)}U`;
+    }
     nodes.forEach((pnlEl) => {
         pnlEl.innerText = text;
-        pnlEl.classList.toggle("pnl-pos", n > 0);
+        pnlEl.classList.toggle("pnl-pos", tone > 0);
-        pnlEl.classList.toggle("pnl-neg", n < 0);
+        pnlEl.classList.toggle("pnl-neg", tone < 0);
     });
 }
 let lastRealtimePnl = null;
-function updateRealtimePnl(v){
+let lastRealtimePnlUnit = "U";
+let lastRealtimePnlSpotPx = null;
+function updateRealtimePnl(v, unit, spotPx){
     if(v != null && !Number.isNaN(Number(v))){
         lastRealtimePnl = Number(v);
-        paintRealtimePnl(v);
+        if (unit) lastRealtimePnlUnit = String(unit).toUpperCase();
+        paintRealtimePnl(v, lastRealtimePnlUnit, spotPx);
         return;
     }
     if(lastRealtimePnl != null) return;
-    paintRealtimePnl(v);
+    paintRealtimePnl(v, lastRealtimePnlUnit, spotPx);
 }
 function sumOrdersFloatPnl(orders){
     if(!orders || !orders.length) return null;
@@ -1133,17 +1155,75 @@ function paintRealtimePnlFromSnapshot(data){
     const perp = data.order_prices && data.order_prices.length
         ? sumOrdersFloatPnl(data.order_prices)
         : null;
-    const combined = combineRealtimeFloatPnl(perp, data.options_unrealized_pnl);
+    const opt = data.options_unrealized_pnl;
-    if(combined !== null || perp !== null || data.options_unrealized_pnl != null){
+    const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
-        paintRealtimePnl(combined);
+    const underly = String(data.options_underly || "ETH").toUpperCase() || "ETH";
+    const spotPx = data.options_index_px != null ? Number(data.options_index_px) : null;
+    if (coinMode) {
+        if (opt != null && !Number.isNaN(Number(opt))) {
+            if (perp != null && Math.abs(Number(perp)) >= 0.005) {
+                // 顶栏只显示合计 U:永续 U + 期权币盈亏×指数
+                let totalU = Number(perp);
+                if (Number.isFinite(spotPx) && spotPx > 0) {
+                    totalU += Number(opt) * spotPx;
+                }
+                const uAbs = Math.abs(totalU).toFixed(2);
+                const uSign = totalU < 0 ? "-" : totalU > 0 ? "+" : "";
+                const text = `${uSign}${uAbs}U`;
+                lastRealtimePnl = Number(opt);
+                lastRealtimePnlUnit = underly;
+                lastRealtimePnlSpotPx = spotPx;
+                document.querySelectorAll('[data-funds-field="realtime-pnl"]').forEach((pnlEl) => {
+                    pnlEl.innerText = text;
+                    pnlEl.classList.toggle("pnl-pos", totalU > 0);
+                    pnlEl.classList.toggle("pnl-neg", totalU < 0);
+                });
+                return;
+            }
+            paintRealtimePnl(opt, underly, spotPx);
+            return;
+        }
+        // 期权盈亏拉取失败时保留上次有效值,避免顶栏闪成 0/—
+        if (lastRealtimePnl != null && (lastRealtimePnlUnit === "ETH" || lastRealtimePnlUnit === "BTC")) {
+            return;
+        }
+    }
+    const combined = combineRealtimeFloatPnl(perp, opt);
+    if(combined !== null || perp !== null || opt != null){
+        paintRealtimePnl(combined, "U");
     }
 }
 
-function formatOptionsFundingLabel(usdc, usdt) {
+function formatOptionsFundingLabel(usdc, usdt, eth, marginMode, underly) {
+    if (usdc === null || usdc === undefined || usdc === "") return "—";
+    const n = Number(usdc);
+    if (Number.isNaN(n)) return "—";
+    return `${n.toFixed(2)} USDC`;
+}
+function formatTradingAccountLabel(usdt, eth, btc, marginMode) {
+    // 缺省按 usdc(xx.xxU):Gate/Binance 快照无 options_margin_mode;OKX 会显式下发.
+    const mode = String(marginMode || "usdc").toLowerCase();
+    if (mode !== "coin") {
+        if (usdt === null || usdt === undefined || usdt === "") return "—";
+        const n = Number(usdt);
+        if (Number.isNaN(n)) return "—";
+        return `${n.toFixed(2)}U`;
+    }
     const parts = [];
-    if (usdc !== null && usdc !== undefined && Number(usdc) > 0) parts.push(`${Number(usdc).toFixed(2)} USDC`);
+    if (usdt !== null && usdt !== undefined && usdt !== "") {
-    if (usdt !== null && usdt !== undefined && Number(usdt) > 0) parts.push(`${Number(usdt).toFixed(2)} USDT`);
+        const n = Number(usdt);
-    return parts.length ? parts.join(" · ") : "—";
+        if (!Number.isNaN(n)) parts.push(`${n.toFixed(2)} USDT`);
+    }
+    const pushCoin = (v, ccy) => {
+        if (v === null || v === undefined || v === "") return;
+        const n = Number(v);
+        if (Number.isNaN(n) || !(n >= (ccy === "BTC" ? 1e-7 : 1e-6))) return;
+        const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
+        parts.push(`${txt || "0"} ${ccy}`);
+    };
+    pushCoin(eth, "ETH");
+    pushCoin(btc, "BTC");
+    return parts.length ? parts.join("\n") : "—";
 }
 
 function setFundsFieldText(field, text){
@@ -1152,8 +1232,28 @@ function setFundsFieldText(field, text){
         el.innerText = text;
     });
 }
+function applyPerpFundsVisibility(show){
+    const on = show !== false;
+    document.querySelectorAll("[data-perp-funds='1']").forEach((el) => {
+        el.style.display = on ? "" : "none";
+    });
+}
+function applyOptionsFundsVisibility(show){
+    document.querySelectorAll("[data-options-funds='1']").forEach((el) => {
+        el.style.display = show ? "" : "none";
+    });
+}
 function accountSnapshotFundingMissing(data){
     if(!data || typeof data !== "object") return true;
+    if(data.show_perp_funds === false){
+        const hasTotal = data.total_funds != null && data.total_funds !== "";
+        const hasOpt =
+            data.options_funding_usdc != null ||
+            data.options_funding_usdt != null ||
+            data.options_trading_usdc != null ||
+            data.options_trading_usdt != null;
+        return !hasTotal && !hasOpt;
+    }
     const hasFunding = data.funding_usdt != null && data.funding_usdt !== "";
     const hasTotal = data.total_funds != null && data.total_funds !== "";
     const hasTrading = data.current_capital != null && data.current_capital !== "";
@@ -1162,6 +1262,13 @@ function accountSnapshotFundingMissing(data){
 let accountSnapshotRetryCount = 0;
 function applyAccountSnapshot(data){
     if(!data || typeof data !== "object") return;
+    const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
+    if(typeof data.show_perp_funds !== "undefined"){
+        applyPerpFundsVisibility(data.show_perp_funds !== false || coinMode);
+    } else if (coinMode) {
+        applyPerpFundsVisibility(true);
+    }
+    applyOptionsFundsVisibility(!coinMode);
     if(data.funding_usdt != null && data.funding_usdt !== ""){
         setFundsFieldText("total-capital", `${Number(data.funding_usdt).toFixed(2)}U`);
     }
@@ -1169,18 +1276,47 @@ function applyAccountSnapshot(data){
         setFundsFieldText("total-funds", `${Number(data.total_funds).toFixed(2)}U`);
     }
     if(data.current_capital != null && data.current_capital !== "" && !Number.isNaN(Number(data.current_capital))){
-        setFundsFieldText("current-capital", `${Number(data.current_capital).toFixed(2)}U`);
+        setFundsFieldText(
+            "current-capital",
+            formatTradingAccountLabel(
+                data.current_capital,
+                data.options_trading_eth,
+                data.options_trading_btc,
+                data.options_margin_mode
+            )
+        );
     }
-    if(data.options_funding_usdc != null || data.options_funding_usdt != null){
+    if(!coinMode && (data.options_funding_usdc != null || data.options_funding_usdt != null || data.options_funding_eth != null)){
-        const optFunding = formatOptionsFundingLabel(data.options_funding_usdc, data.options_funding_usdt);
+        const optFunding = formatOptionsFundingLabel(
+            data.options_funding_usdc,
+            data.options_funding_usdt,
+            data.options_funding_eth,
+            data.options_margin_mode,
+            data.options_underly
+        );
         setFundsFieldText("options-funding-usdc", optFunding);
     }
-    if(data.options_trading_usdc != null || data.options_trading_usdt != null){
+    if(!coinMode && (data.options_trading_usdc != null || data.options_trading_usdt != null || data.options_trading_eth != null)){
-        const optTrading = formatOptionsFundingLabel(data.options_trading_usdc, data.options_trading_usdt);
+        const optTrading = formatOptionsFundingLabel(
+            data.options_trading_usdc,
+            data.options_trading_usdt,
+            data.options_trading_eth,
+            data.options_margin_mode,
+            data.options_underly
+        );
         setFundsFieldText("options-trading-usdc", optTrading);
     }
-    if(typeof data.unrealized_pnl !== "undefined"){
+    if(typeof data.unrealized_pnl !== "undefined" || typeof data.options_unrealized_pnl !== "undefined"){
-        updateRealtimePnl(data.unrealized_pnl);
+        const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
+        if (coinMode && data.options_unrealized_pnl != null && !Number.isNaN(Number(data.options_unrealized_pnl))) {
+            paintRealtimePnl(
+                data.options_unrealized_pnl,
+                String(data.options_underly || "ETH").toUpperCase() || "ETH",
+                data.options_index_px
+            );
+        } else if (typeof data.unrealized_pnl !== "undefined") {
+            updateRealtimePnl(data.unrealized_pnl, "U");
+        }
     }
     if(typeof data.total !== "undefined" && data.total !== null){
         setFundsFieldText("stat-total", String(data.total));
@@ -1214,11 +1350,15 @@ function applyAccountSnapshot(data){
     if(data.force_close && window.TimeCloseUI && TimeCloseUI.paintForceCloseHeader){
         TimeCloseUI.paintForceCloseHeader(data.force_close);
     }
+    if(window.OpenSubmitGate) OpenSubmitGate.apply(data);
     let canTradeText = "可开仓";
     if(!data.can_trade){
         const parts = [];
+        if(data.open_block_note) parts.push(data.open_block_note);
         if(data.risk_status && data.risk_status.can_trade === false && data.risk_status.reason){
-            parts.push(data.risk_status.reason);
+            if(!data.open_block_note || data.open_block_note.indexOf(data.risk_status.reason) < 0){
+                parts.push(data.risk_status.reason);
+            }
         }
         const ac = Number(data.active_count || 0);
         const max = Number(data.max_active_positions || {{ max_active_positions }});
@@ -1226,9 +1366,8 @@ function applyAccountSnapshot(data){
         const hard = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }});
         const opens = Number(data.opens_today);
         if(hard > 0 && !Number.isNaN(opens) && opens >= hard) parts.push(`本交易日开仓 ${opens}/${hard} 已达上限`);
-        if(!parts.length) parts.push(`未到北京时间 {{ reset_hour }}:00`);
+        if(data.open_guard_blocks_now) parts.push(`未到北京时间 ${data.reset_hour||{{ reset_hour }}}:00`);
-        else parts.push(`或未到北京时间 {{ reset_hour }}:00`);
+        canTradeText = parts.length ? `不可开仓(${parts.join(";")})` : "不可开仓";
-        canTradeText = `不可开仓(${parts.join(";")})`;
     }
     const opensToday = Number(data.opens_today);
     const hardLim = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }});
@@ -1279,6 +1418,12 @@ if(fullMarginEl){
 }
 
 const sltpModeEl = document.getElementById("sltp-mode");
+function setOmFieldVisible(inputEl, show){
+    if(!inputEl) return;
+    inputEl.style.display = show ? "" : "none";
+    const wrap = inputEl.closest(".om-field");
+    if(wrap) wrap.style.display = show ? "" : "none";
+}
 function toggleSltpMode(){
     const mode = sltpModeEl ? sltpModeEl.value : "fixed_rr";
     const slEl = document.getElementById("order-sl");
@@ -1289,14 +1434,14 @@ function toggleSltpMode(){
     if(!slEl || !tpEl || !slPctEl || !tpPctEl){ return; }
     const pct = mode === "pct";
     const fixed = mode === "fixed_rr";
-    slEl.style.display = pct ? "none" : "";
+    setOmFieldVisible(slEl, !pct);
-    tpEl.style.display = (pct || fixed) ? "none" : "";
+    setOmFieldVisible(tpEl, !(pct || fixed));
-    if(fixedRrEl) fixedRrEl.style.display = fixed ? "" : "none";
+    setOmFieldVisible(fixedRrEl, fixed);
     slEl.required = !pct;
     tpEl.required = !pct && !fixed;
     if(fixedRrEl) fixedRrEl.required = fixed;
-    slPctEl.style.display = pct ? "" : "none";
+    setOmFieldVisible(slPctEl, pct);
-    tpPctEl.style.display = pct ? "" : "none";
+    setOmFieldVisible(tpPctEl, pct);
     slPctEl.required = pct;
     tpPctEl.required = pct;
     refreshOrderTpPreview();

lib/instance/templates/embed_page_fragment.html

@@ -78,11 +78,49 @@
             <div class="stat-item"><div class="label">期内最大亏损日</div><div class="value">{% if s.worst_day %}{{ s.worst_day }}({{ funds_fmt(s.worst_day_pnl) }}U){% else %}-{% endif %}</div></div>
         </div>
     </details>
+    {% if period_key == 'all' %}
+    <div class="inst-stats-block inst-stats-monthly" style="margin-top:14px">
+        <div class="inst-stats-block-title">按月统计</div>
+        {% if s.monthly_rows %}
+        <div class="inst-stats-month-table-wrap">
+            <table class="inst-stats-month-table">
+                <thead>
+                    <tr>
+                        <th>月份</th>
+                        <th>开单</th>
+                        <th>平仓</th>
+                        <th>胜率</th>
+                        <th>净盈亏</th>
+                        <th>最大回撤</th>
+                    </tr>
+                </thead>
+                <tbody>
+                    {% for m in s.monthly_rows %}
+                    {% set m_net_cls = 'pos-pnl-profit' if m.net_pnl_u > 0 else ('pos-pnl-loss' if m.net_pnl_u < 0 else '') %}
+                    <tr>
+                        <td>{{ m.month_key }}</td>
+                        <td>{{ m.opens_count }}</td>
+                        <td>{{ m.closed_count }}</td>
+                        <td>{% if m.win_rate_pct is not none %}{{ m.win_rate_pct }}%{% else %}—{% endif %}</td>
+                        <td class="{{ m_net_cls }}">{% if m.net_pnl_u > 0 %}+{% endif %}{{ funds_fmt(m.net_pnl_u) }}</td>
+                        <td class="pos-pnl-loss">{{ funds_fmt(m.max_drawdown_u) }}</td>
+                    </tr>
+                    {% endfor %}
+                </tbody>
+            </table>
+        </div>
+        {% else %}
+        <p class="inst-stats-empty" style="margin-top:0">暂无按月平仓数据</p>
+        {% endif %}
+    </div>
+    {% endif %}
 </div>
 {% endmacro %}
 <div class="grid">
         {% if page == 'dashboard' %}
         {% include 'dashboard_panel.html' %}
+        {% elif page == 'account_ledger' %}
+        {% include 'account_ledger_panel.html' %}
         {% elif page == 'key_monitor' %}
         {% include 'key_monitor_panel.html' %}
         {% elif page == 'trade' %}
@@ -97,50 +135,7 @@
                 {% endif %}
             </div>
             {% include order_rule_tips_tpl %}
-            <form id="add-order-form" action="/add_order" method="post" class="form-row" data-risk-percent="{{ risk_percent }}">
+            {% include 'order_monitor_open_form.html' %}
-                {% from 'trade_policy_fields.html' import trade_policy_symbol, trade_policy_direction with context %}
-                {{ trade_policy_symbol('symbol', 'order-symbol') }}
-                {{ trade_policy_direction('direction', 'order-direction') }}
-                <select id="sltp-mode" name="sltp_mode">
-                    <option value="fixed_rr" selected>止盈止损:固定盈亏比</option>
-                    <option value="price">止盈止损:价格模式</option>
-                    <option value="pct">止盈止损:百分比模式</option>
-                </select>
-                {% from 'order_entry_model_fields.html' import order_entry_type_fields with context %}
-                {{ order_entry_type_fields() }}
-                {% from 'order_leverage_fields.html' import order_leverage_fields with context %}
-                {{ order_leverage_fields() }}
-                {% if not intraday_discipline %}
-                <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
-                    <input type="checkbox" name="breakeven_enabled" value="1" checked> 启用移动保本(关闭则仅保留初始止损与交易所挂单)
-                </label>
-                <span id="order-time-close-wrap" class="order-time-close-wrap" style="display:inline-flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
-                    <label style="display:inline-flex;align-items:center;gap:4px;margin:0;cursor:pointer">
-                        <input type="checkbox" name="time_close_enabled" value="1" id="order-time-close-cb"> 时间平仓
-                    </label>
-                    <select name="time_close_hours" id="order-time-close-hours" title="持仓满该时长后自动平仓">
-                        <option value="1">1h</option>
-                        <option value="2">2h</option>
-                        <option value="4" selected>4h</option>
-                    </select>
-                </span>
-                {% else %}
-                <input type="hidden" name="breakeven_enabled" value="0">
-                {% endif %}
-                <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
-                    <input type="checkbox" name="order_chart" value="true"> 开仓后生成多周期K线图(各周期100根,含开平仓标记)
-                </label>
-                {% from 'symbol_live_price_snippet.html' import symbol_live_price_hint %}
-                {{ symbol_live_price_hint('order-symbol-live-price', 'order-symbol', 'order-direction') }}
-                <span class="symbol-live-price-note">下单成交价以交易所成交回报为准</span>
-                <input id="order-sl" name="sl" step="any" placeholder="止损价格" required>
-                <input id="order-fixed-rr" name="fixed_rr" type="number" min="0.01" step="0.01" placeholder="盈亏比(默认1.5)" value="1.5" title="止盈距离=止损距离×盈亏比">
-                <input id="order-tp" name="tgt" step="any" placeholder="止盈价格" style="display:none">
-                <input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%" style="display:none">
-                <input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%" style="display:none">
-                <button type="submit">{{ open_position_button_label }}</button>
-            </form>
-            {% include 'order_plan_preview_bar.html' %}
         </div>
         <div class="card">
             <h2 style="margin-bottom:8px">实时持仓</h2>
@@ -182,10 +177,8 @@
                             <span class="pos-side-badge {{ 'pos-side-long' if o.direction == 'long' else 'pos-side-short' }}">{{ '做多' if o.direction == 'long' else '做空' }}</span>
                         </div>
                         <div class="pos-head-actions">
-                            {% if not intraday_discipline %}
                             <button type="button" class="pos-entrust-btn" onclick="openTpslEntrustModal({{ o.id }})">委托</button>
                             <a href="/del_order/{{ o.id }}" class="pos-close-btn" onclick="return confirm('删除会触发手动平仓,继续?')">平仓</a>
-                            {% endif %}
                         </div>
                     </div>
                     <div class="pos-meta">
@@ -245,15 +238,11 @@
                         <div class="pos-ex-orders-title">交易所止盈止损</div>
                         <div class="pos-ex-order-row">
                             <span class="pos-ex-order-main" id="ex-sl-text-{{ o.id }}">止损:加载中…</span>
-                            {% if not intraday_discipline %}
                             <button type="button" class="pos-ex-cancel-btn" id="ex-sl-cancel-{{ o.id }}" disabled onclick="cancelExchangeTpsl({{ o.id }}, 'sl')">撤单</button>
-                            {% endif %}
                         </div>
                         <div class="pos-ex-order-row">
                             <span class="pos-ex-order-main" id="ex-tp-text-{{ o.id }}">止盈:加载中…</span>
-                            {% if not intraday_discipline %}
                             <button type="button" class="pos-ex-cancel-btn" id="ex-tp-cancel-{{ o.id }}" disabled onclick="cancelExchangeTpsl({{ o.id }}, 'tp')">撤单</button>
-                            {% endif %}
                         </div>
                     </div>
                 </div>
@@ -306,6 +295,7 @@
         {% if page == 'records' %}
         {% include 'records_panel.html' %}
         {% endif %}
+</div>
     {% if page == 'env_config' %}
     {% include 'env_config_panel.html' %}
     {% endif %}
@@ -349,13 +339,14 @@
                     <button type="button" class="stats-period-tab active" data-stats-period="day" role="tab" aria-selected="true" onclick="switchStatsPeriod('day')">日统计</button>
                     <button type="button" class="stats-period-tab" data-stats-period="week" role="tab" aria-selected="false" onclick="switchStatsPeriod('week')">周统计</button>
                     <button type="button" class="stats-period-tab" data-stats-period="month" role="tab" aria-selected="false" onclick="switchStatsPeriod('month')">月统计</button>
+                    <button type="button" class="stats-period-tab" data-stats-period="all" role="tab" aria-selected="false" onclick="switchStatsPeriod('all')">全部统计</button>
                 </div>
                 {{ period_stats_pane("day", seg.day) }}
                 {{ period_stats_pane("week", seg.week) }}
                 {{ period_stats_pane("month", seg.month) }}
+                {{ period_stats_pane("all", seg.all) }}
             </div>
             {% endfor %}
         </div>
     </div>
     {% endif %}
-</div>

lib/instance/templates/embed_shell.html

@@ -7,9 +7,10 @@
     <script src="/static/autofill_guard.js?v=1"></script>
     <link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
     <link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
-    <link rel="stylesheet" href="/static/instance_page.css?v=11">
+    <link rel="stylesheet" href="/static/instance_page.css?v=13">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=108">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=117">
     <script src="/static/account_risk_badge.js?v=4"></script>
+    <script src="/static/open_submit_gate.js?v=1"></script>
     <meta name="theme-color" content="#0b0d14">
     <title>{{ pwa_app_name }}</title>
 </head>
@@ -31,6 +32,7 @@
     </div>
     <nav class="top-nav embed-top-nav" aria-label="实例导航">
         <a href="/dashboard" data-embed-tab="dashboard" class="{% if initial_tab == 'dashboard' %}active{% endif %}"{% if not display.show_nav_dashboard %} style="display:none"{% endif %}>数据看板</a>
+        <a href="/account_ledger" data-embed-tab="account_ledger" class="{% if initial_tab == 'account_ledger' %}active{% endif %}"{% if not display.show_nav_account_ledger %} style="display:none"{% endif %}>账户流水</a>
         <a href="/key_monitor" data-embed-tab="key_monitor" class="{% if initial_tab == 'key_monitor' %}active{% endif %}"{% if not display.show_nav_key_monitor %} style="display:none"{% endif %}>关键位监控</a>
         <a href="/trade" data-embed-tab="trade" class="{% if initial_tab == 'trade' %}active{% endif %}"{% if not display.show_nav_trade %} style="display:none"{% endif %}>实盘下单</a>
         {% if not intraday_discipline and display.show_nav_strategy %}
@@ -110,6 +112,7 @@
         <p class="inst-mobile-more-hint">次要页面 · 完整界面请用电脑</p>
         <nav class="inst-mobile-more-nav" aria-label="更多页面">
             <a href="/dashboard" data-embed-tab="dashboard"{% if not display.show_nav_dashboard %} style="display:none"{% endif %}>数据看板</a>
+            <a href="/account_ledger" data-embed-tab="account_ledger"{% if not display.show_nav_account_ledger %} style="display:none"{% endif %}>账户流水</a>
             {% if display.show_nav_records %}
             <a href="/records" data-embed-tab="records">交易记录</a>
             {% endif %}
@@ -158,17 +161,18 @@ const ORDER_ENTRY_MODEL_CODE_TO_CATEGORY = {{ entry_model_code_to_category | toj
 <script src="/static/symbol_live_price.js?v=2"></script>
 <script src="/static/strategy_roll.js?v=6"></script>
 <script src="/static/key_monitor_form.js?v=2"></script>
-<script src="/static/instance_stats.js?v=4"></script>
+<script src="/static/instance_stats.js?v=5"></script>
 {% include 'embed_boot_scripts.html' %}
 <script src="/static/records_review_page.js?v=4"></script>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
 <script src="/static/instance_dashboard.js?v=5"></script>
+<script src="/static/account_ledger.js?v=1"></script>
 <script>
 window.__INSTANCE_DISPLAY__ = {{ display | tojson }};
 </script>
-<script src="/static/instance_settings_prefs.js?v=16"></script>
+<script src="/static/instance_settings_prefs.js?v=22"></script>
 <script src="/static/instance_live.js?v=6"></script>
-<script src="/static/instance_embed.js?v=29"></script>
+<script src="/static/instance_embed.js?v=31"></script>
 <script src="/static/instance_mobile_nav.js?v=2"></script>
 </body>
 </html>

lib/instance/templates/env_config_panel.html

@@ -16,7 +16,11 @@
     </div>
 
     {% if env_config_groups %}
-    <div class="env-config-body card" data-env-ssr="1" id="env-config-body">
+    {% set ns = namespace(mode_idx=0) %}
+    {% for group in env_config_groups %}
+      {% if '期权/对冲模式' in (group.title or '') %}{% set ns.mode_idx = loop.index0 %}{% endif %}
+    {% endfor %}
+    <div class="env-config-body card" data-env-ssr="1" id="env-config-body" data-env-mode-section-idx="{{ ns.mode_idx }}">
         {% for group in env_config_groups %}
         <input type="radio" name="env-section" id="env-sec-{{ loop.index0 }}" class="env-tab-radio"{% if loop.first %} checked{% endif %}>
         {% endfor %}
@@ -33,7 +37,7 @@
                 {% endif %}
                 <div class="env-form-grid">
                     {% for field in group.fields %}
-                    <div class="env-field-row{% if field.restart_required %} env-field-row--restart{% endif %}">
+                    <div class="env-field-row{% if field.restart_required %} env-field-row--restart{% endif %}" data-env-key="{{ field.key }}"{% if field.hidden %} hidden style="display:none"{% endif %}>
                         <label class="env-field-label" for="env-f-{{ field.key }}">
                             {{ field.label or field.key }}
                             {% if field.restart_required %}<span class="env-restart-mark" title="需重启">*</span>{% endif %}

lib/instance/templates/index.html

@@ -9,6 +9,7 @@
     <link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
     <link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
     <script src="/static/account_risk_badge.js?v=4"></script>
+    <script src="/static/open_submit_gate.js?v=1"></script>
 
     <meta name="theme-color" content="#0b0d14">
     <meta name="apple-mobile-web-app-title" content="{{ pwa_app_name }}">
@@ -17,8 +18,8 @@
     <link rel="apple-touch-icon" href="/static/icons/apple-touch-icon.png">
     <link rel="manifest" href="/static/icons/manifest.webmanifest">
     <title>{{ pwa_app_name }}</title>
-    <link rel="stylesheet" href="/static/instance_page.css?v=11">
+    <link rel="stylesheet" href="/static/instance_page.css?v=13">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=105">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=117">
 
 </head>
 <body
@@ -110,6 +111,42 @@
             <div class="stat-item"><div class="label">期内最大亏损日</div><div class="value">{% if s.worst_day %}{{ s.worst_day }}({{ funds_fmt(s.worst_day_pnl) }}U){% else %}-{% endif %}</div></div>
         </div>
     </details>
+    {% if period_key == 'all' %}
+    <div class="inst-stats-block inst-stats-monthly" style="margin-top:14px">
+        <div class="inst-stats-block-title">按月统计</div>
+        {% if s.monthly_rows %}
+        <div class="inst-stats-month-table-wrap">
+            <table class="inst-stats-month-table">
+                <thead>
+                    <tr>
+                        <th>月份</th>
+                        <th>开单</th>
+                        <th>平仓</th>
+                        <th>胜率</th>
+                        <th>净盈亏</th>
+                        <th>最大回撤</th>
+                    </tr>
+                </thead>
+                <tbody>
+                    {% for m in s.monthly_rows %}
+                    {% set m_net_cls = 'pos-pnl-profit' if m.net_pnl_u > 0 else ('pos-pnl-loss' if m.net_pnl_u < 0 else '') %}
+                    <tr>
+                        <td>{{ m.month_key }}</td>
+                        <td>{{ m.opens_count }}</td>
+                        <td>{{ m.closed_count }}</td>
+                        <td>{% if m.win_rate_pct is not none %}{{ m.win_rate_pct }}%{% else %}—{% endif %}</td>
+                        <td class="{{ m_net_cls }}">{% if m.net_pnl_u > 0 %}+{% endif %}{{ funds_fmt(m.net_pnl_u) }}</td>
+                        <td class="pos-pnl-loss">{{ funds_fmt(m.max_drawdown_u) }}</td>
+                    </tr>
+                    {% endfor %}
+                </tbody>
+            </table>
+        </div>
+        {% else %}
+        <p class="inst-stats-empty" style="margin-top:0">暂无按月平仓数据</p>
+        {% endif %}
+    </div>
+    {% endif %}
 </div>
 {% endmacro %}
 <div class="container">
@@ -118,6 +155,7 @@
     </div>
     <div class="top-nav">
         <a href="/dashboard" data-embed-tab="dashboard" class="{% if page == 'dashboard' %}active{% endif %}"{% if not display.show_nav_dashboard %} style="display:none"{% endif %}>数据看板</a>
+        <a href="/account_ledger" data-embed-tab="account_ledger" class="{% if page == 'account_ledger' %}active{% endif %}"{% if not display.show_nav_account_ledger %} style="display:none"{% endif %}>账户流水</a>
         <a href="/key_monitor" class="{% if page == 'key_monitor' %}active{% endif %}"{% if not display.show_nav_key_monitor %} style="display:none"{% endif %}>关键位监控</a>
         <a href="/trade" class="{% if page == 'trade' %}active{% endif %}"{% if not display.show_nav_trade %} style="display:none"{% endif %}>实盘下单</a>
         {% if not intraday_discipline and display.show_nav_strategy %}
@@ -160,6 +198,8 @@
     <div class="grid">
         {% if page == 'dashboard' %}
         {% include 'dashboard_panel.html' %}
+        {% elif page == 'account_ledger' %}
+        {% include 'account_ledger_panel.html' %}
         {% elif page == 'key_monitor' %}
         {% include 'key_monitor_panel.html' %}
         {% elif page == 'trade' %}
@@ -174,50 +214,7 @@
                 {% endif %}
             </div>
             {% include order_rule_tips_tpl %}
-            <form id="add-order-form" action="/add_order" method="post" class="form-row" data-risk-percent="{{ risk_percent }}">
+            {% include 'order_monitor_open_form.html' %}
-                {% from 'trade_policy_fields.html' import trade_policy_symbol, trade_policy_direction with context %}
-                {{ trade_policy_symbol('symbol', 'order-symbol') }}
-                {{ trade_policy_direction('direction', 'order-direction') }}
-                <select id="sltp-mode" name="sltp_mode">
-                    <option value="fixed_rr" selected>止盈止损:固定盈亏比</option>
-                    <option value="price">止盈止损:价格模式</option>
-                    <option value="pct">止盈止损:百分比模式</option>
-                </select>
-                {% from 'order_entry_model_fields.html' import order_entry_type_fields with context %}
-                {{ order_entry_type_fields() }}
-                {% from 'order_leverage_fields.html' import order_leverage_fields with context %}
-                {{ order_leverage_fields() }}
-                {% if not intraday_discipline %}
-                <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
-                    <input type="checkbox" name="breakeven_enabled" value="1" checked> 启用移动保本(关闭则仅保留初始止损与交易所挂单)
-                </label>
-                <span id="order-time-close-wrap" class="order-time-close-wrap" style="display:inline-flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
-                    <label style="display:inline-flex;align-items:center;gap:4px;margin:0;cursor:pointer">
-                        <input type="checkbox" name="time_close_enabled" value="1" id="order-time-close-cb"> 时间平仓
-                    </label>
-                    <select name="time_close_hours" id="order-time-close-hours" title="持仓满该时长后自动平仓">
-                        <option value="1">1h</option>
-                        <option value="2">2h</option>
-                        <option value="4" selected>4h</option>
-                    </select>
-                </span>
-                {% else %}
-                <input type="hidden" name="breakeven_enabled" value="0">
-                {% endif %}
-                <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
-                    <input type="checkbox" name="order_chart" value="true"> 开仓后生成多周期K线图(各周期100根,含开平仓标记)
-                </label>
-                {% from 'symbol_live_price_snippet.html' import symbol_live_price_hint %}
-                {{ symbol_live_price_hint('order-symbol-live-price', 'order-symbol', 'order-direction') }}
-                <span class="symbol-live-price-note">下单成交价以交易所成交回报为准</span>
-                <input id="order-sl" name="sl" step="any" placeholder="止损价格" required>
-                <input id="order-fixed-rr" name="fixed_rr" type="number" min="0.01" step="0.01" placeholder="盈亏比(默认1.5)" value="1.5" title="止盈距离=止损距离×盈亏比">
-                <input id="order-tp" name="tgt" step="any" placeholder="止盈价格" style="display:none">
-                <input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%" style="display:none">
-                <input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%" style="display:none">
-                <button type="submit">{{ open_position_button_label }}</button>
-            </form>
-            {% include 'order_plan_preview_bar.html' %}
         </div>
         <div class="card">
             <h2 style="margin-bottom:8px">实时持仓</h2>
@@ -259,10 +256,8 @@
                             <span class="pos-side-badge {{ 'pos-side-long' if o.direction == 'long' else 'pos-side-short' }}">{{ '做多' if o.direction == 'long' else '做空' }}</span>
                         </div>
                         <div class="pos-head-actions">
-                            {% if not intraday_discipline %}
                             <button type="button" class="pos-entrust-btn" onclick="openTpslEntrustModal({{ o.id }})">委托</button>
                             <a href="/del_order/{{ o.id }}" class="pos-close-btn" onclick="return confirm('删除会触发手动平仓,继续?')">平仓</a>
-                            {% endif %}
                         </div>
                     </div>
                     <div class="pos-meta">
@@ -322,15 +317,11 @@
                         <div class="pos-ex-orders-title">交易所止盈止损</div>
                         <div class="pos-ex-order-row">
                             <span class="pos-ex-order-main" id="ex-sl-text-{{ o.id }}">止损:加载中…</span>
-                            {% if not intraday_discipline %}
                             <button type="button" class="pos-ex-cancel-btn" id="ex-sl-cancel-{{ o.id }}" disabled onclick="cancelExchangeTpsl({{ o.id }}, 'sl')">撤单</button>
-                            {% endif %}
                         </div>
                         <div class="pos-ex-order-row">
                             <span class="pos-ex-order-main" id="ex-tp-text-{{ o.id }}">止盈:加载中…</span>
-                            {% if not intraday_discipline %}
                             <button type="button" class="pos-ex-cancel-btn" id="ex-tp-cancel-{{ o.id }}" disabled onclick="cancelExchangeTpsl({{ o.id }}, 'tp')">撤单</button>
-                            {% endif %}
                         </div>
                     </div>
                 </div>
@@ -427,10 +418,12 @@
                     <button type="button" class="stats-period-tab active" data-stats-period="day" role="tab" aria-selected="true" onclick="switchStatsPeriod('day')">日统计</button>
                     <button type="button" class="stats-period-tab" data-stats-period="week" role="tab" aria-selected="false" onclick="switchStatsPeriod('week')">周统计</button>
                     <button type="button" class="stats-period-tab" data-stats-period="month" role="tab" aria-selected="false" onclick="switchStatsPeriod('month')">月统计</button>
+                    <button type="button" class="stats-period-tab" data-stats-period="all" role="tab" aria-selected="false" onclick="switchStatsPeriod('all')">全部统计</button>
                 </div>
                 {{ period_stats_pane("day", seg.day) }}
                 {{ period_stats_pane("week", seg.week) }}
                 {{ period_stats_pane("month", seg.month) }}
+                {{ period_stats_pane("all", seg.all) }}
             </div>
             {% endfor %}
         </div>
@@ -472,7 +465,7 @@ const ORDER_ENTRY_MODEL_CODE_TO_CATEGORY = {{ entry_model_code_to_category | toj
 <script src="/static/manual_order_rr_preview.js?v=5"></script>
 <script src="/static/symbol_live_price.js?v=2"></script>
 <script src="/static/strategy_roll.js?v=6"></script>
-<script src="/static/instance_stats.js?v=4"></script>
+<script src="/static/instance_stats.js?v=5"></script>
 <script>
 const JOURNAL_ENTRY_REASON_OPTIONS = {{ entry_reason_options | tojson }};
 const JOURNAL_ORDER_TYPE_OPTIONS = {{ order_type_options | tojson }};
@@ -1195,13 +1188,10 @@ function paintExchangeTpslRow(orderId, tpsl){
     const tpText = document.getElementById(`ex-tp-text-${orderId}`);
     const slBtn = document.getElementById(`ex-sl-cancel-${orderId}`);
     const tpBtn = document.getElementById(`ex-tp-cancel-${orderId}`);
-    const intraday = (document.body && document.body.getAttribute("data-intraday-discipline")) === "1";
     if(slText) slText.innerText = formatExTpslLine('sl', data.sl);
     if(tpText) tpText.innerText = formatExTpslLine('tp', data.tp);
-    if(!intraday){
+    if(slBtn) slBtn.disabled = !(data.sl && data.sl.order_id);
-        if(slBtn) slBtn.disabled = !(data.sl && data.sl.order_id);
+    if(tpBtn) tpBtn.disabled = !(data.tp && data.tp.order_id);
-        if(tpBtn) tpBtn.disabled = !(data.tp && data.tp.order_id);
-    }
 }
 function toggleTpslModalMode(){
     const mode = (document.getElementById('tpsl-modal-mode')||{}).value || 'price';
@@ -1566,7 +1556,7 @@ function refreshOrderDefaults(){
     }).catch(()=>{});
 }
 
-function paintRealtimePnl(v){
+function paintRealtimePnl(v, unit, spotPx){
     const nodes = document.querySelectorAll('[data-funds-field="realtime-pnl"]');
     if(!nodes.length) return;
     if(v === null || v === undefined || Number.isNaN(Number(v))){
@@ -1577,23 +1567,48 @@ function paintRealtimePnl(v){
         return;
     }
     const n = Number(v);
+    const u = String(unit || lastRealtimePnlUnit || "U").toUpperCase() || "U";
+    lastRealtimePnlUnit = u;
+    if (spotPx != null && Number.isFinite(Number(spotPx)) && Number(spotPx) > 0) {
+        lastRealtimePnlSpotPx = Number(spotPx);
+    }
     const sign = n > 0 ? "+" : "";
-    const text = `${sign}${n.toFixed(2)}U`;
+    let text;
+    let tone = n;
+    if (u === "ETH" || u === "BTC") {
+        // 顶栏实时盈亏只显示 U(按指数/现货换算),不展示币数量
+        const px = Number(spotPx != null ? spotPx : lastRealtimePnlSpotPx);
+        if (Number.isFinite(px) && px > 0) {
+            const uu = n * px;
+            tone = uu;
+            const uAbs = Math.abs(uu).toFixed(2);
+            const uSign = uu < 0 ? "-" : uu > 0 ? "+" : "";
+            text = `${uSign}${uAbs}U`;
+        } else {
+            text = "—";
+            tone = 0;
+        }
+    } else {
+        text = `${sign}${n.toFixed(2)}U`;
+    }
     nodes.forEach((pnlEl) => {
         pnlEl.innerText = text;
-        pnlEl.classList.toggle("pnl-pos", n > 0);
+        pnlEl.classList.toggle("pnl-pos", tone > 0);
-        pnlEl.classList.toggle("pnl-neg", n < 0);
+        pnlEl.classList.toggle("pnl-neg", tone < 0);
     });
 }
 let lastRealtimePnl = null;
-function updateRealtimePnl(v){
+let lastRealtimePnlUnit = "U";
+let lastRealtimePnlSpotPx = null;
+function updateRealtimePnl(v, unit, spotPx){
     if(v != null && !Number.isNaN(Number(v))){
         lastRealtimePnl = Number(v);
-        paintRealtimePnl(v);
+        if (unit) lastRealtimePnlUnit = String(unit).toUpperCase();
+        paintRealtimePnl(v, lastRealtimePnlUnit, spotPx);
         return;
     }
     if(lastRealtimePnl != null) return;
-    paintRealtimePnl(v);
+    paintRealtimePnl(v, lastRealtimePnlUnit, spotPx);
 }
 function sumOrdersFloatPnl(orders){
     if(!orders || !orders.length) return null;
@@ -1621,17 +1636,76 @@ function paintRealtimePnlFromSnapshot(data){
     const perp = data.order_prices && data.order_prices.length
         ? sumOrdersFloatPnl(data.order_prices)
         : null;
-    const combined = combineRealtimeFloatPnl(perp, data.options_unrealized_pnl);
+    const opt = data.options_unrealized_pnl;
-    if(combined !== null || perp !== null || data.options_unrealized_pnl != null){
+    const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
-        paintRealtimePnl(combined);
+    const underly = String(data.options_underly || "ETH").toUpperCase() || "ETH";
+    const spotPx = data.options_index_px != null ? Number(data.options_index_px) : null;
+    if (coinMode) {
+        if (opt != null && !Number.isNaN(Number(opt))) {
+            // 币本位期权盈亏单位为币,勿与永续 U 混加成「xxU」
+            if (perp != null && Math.abs(Number(perp)) >= 0.005) {
+                // 顶栏只显示合计 U:永续 U + 期权币盈亏×指数
+                let totalU = Number(perp);
+                if (Number.isFinite(spotPx) && spotPx > 0) {
+                    totalU += Number(opt) * spotPx;
+                }
+                const uAbs = Math.abs(totalU).toFixed(2);
+                const uSign = totalU < 0 ? "-" : totalU > 0 ? "+" : "";
+                const text = `${uSign}${uAbs}U`;
+                lastRealtimePnl = Number(opt);
+                lastRealtimePnlUnit = underly;
+                lastRealtimePnlSpotPx = spotPx;
+                document.querySelectorAll('[data-funds-field="realtime-pnl"]').forEach((pnlEl) => {
+                    pnlEl.innerText = text;
+                    pnlEl.classList.toggle("pnl-pos", totalU > 0);
+                    pnlEl.classList.toggle("pnl-neg", totalU < 0);
+                });
+                return;
+            }
+            paintRealtimePnl(opt, underly, spotPx);
+            return;
+        }
+        // 期权盈亏拉取失败时保留上次有效值,避免顶栏闪成 0/—
+        if (lastRealtimePnl != null && (lastRealtimePnlUnit === "ETH" || lastRealtimePnlUnit === "BTC")) {
+            return;
+        }
+    }
+    const combined = combineRealtimeFloatPnl(perp, opt);
+    if(combined !== null || perp !== null || opt != null){
+        paintRealtimePnl(combined, "U");
     }
 }
 
-function formatOptionsFundingLabel(usdc, usdt) {
+function formatOptionsFundingLabel(usdc, usdt, eth, marginMode, underly) {
+    if(usdc == null || usdc === "") return "—";
+    const n = Number(usdc);
+    if(Number.isNaN(n)) return "—";
+    return `${n.toFixed(2)} USDC`;
+}
+function formatTradingAccountLabel(usdt, eth, btc, marginMode) {
+    // 缺省按 usdc(xx.xxU):Gate/Binance 快照无 options_margin_mode;OKX 会显式下发.
+    const mode = String(marginMode || "usdc").toLowerCase();
+    if (mode !== "coin") {
+        if (usdt == null || usdt === "") return "—";
+        const n = Number(usdt);
+        if (Number.isNaN(n)) return "—";
+        return `${n.toFixed(2)}U`;
+    }
     const parts = [];
-    if (usdc !== null && usdc !== undefined && Number(usdc) > 0) parts.push(`${Number(usdc).toFixed(2)} USDC`);
+    if (usdt != null && usdt !== "") {
-    if (usdt !== null && usdt !== undefined && Number(usdt) > 0) parts.push(`${Number(usdt).toFixed(2)} USDT`);
+        const n = Number(usdt);
-    return parts.length ? parts.join(" · ") : "—";
+        if (!Number.isNaN(n)) parts.push(`${n.toFixed(2)} USDT`);
+    }
+    const pushCoin = (v, ccy) => {
+        if (v == null || v === "") return;
+        const n = Number(v);
+        if (Number.isNaN(n) || !(n >= (ccy === "BTC" ? 1e-7 : 1e-6))) return;
+        const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
+        parts.push(`${txt || "0"} ${ccy}`);
+    };
+    pushCoin(eth, "ETH");
+    pushCoin(btc, "BTC");
+    return parts.length ? parts.join("\n") : "—";
 }
 
 function setFundsFieldText(field, text){
@@ -1640,8 +1714,28 @@ function setFundsFieldText(field, text){
         el.innerText = text;
     });
 }
+function applyPerpFundsVisibility(show){
+    const on = show !== false;
+    document.querySelectorAll("[data-perp-funds='1']").forEach((el) => {
+        el.style.display = on ? "" : "none";
+    });
+}
+function applyOptionsFundsVisibility(show){
+    document.querySelectorAll("[data-options-funds='1']").forEach((el) => {
+        el.style.display = show ? "" : "none";
+    });
+}
 function accountSnapshotFundingMissing(data){
     if(!data || typeof data !== "object") return true;
+    if(data.show_perp_funds === false){
+        const hasTotal = data.total_funds != null && data.total_funds !== "";
+        const hasOpt =
+            data.options_funding_usdc != null ||
+            data.options_funding_usdt != null ||
+            data.options_trading_usdc != null ||
+            data.options_trading_usdt != null;
+        return !hasTotal && !hasOpt;
+    }
     const hasFunding = data.funding_usdt != null && data.funding_usdt !== "";
     const hasTotal = data.total_funds != null && data.total_funds !== "";
     const hasTrading = data.current_capital != null && data.current_capital !== "";
@@ -1650,6 +1744,13 @@ function accountSnapshotFundingMissing(data){
 let accountSnapshotRetryCount = 0;
 function applyAccountSnapshot(data){
     if(!data || typeof data !== "object") return;
+    const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
+    if(typeof data.show_perp_funds !== "undefined"){
+        applyPerpFundsVisibility(data.show_perp_funds !== false || coinMode);
+    } else if (coinMode) {
+        applyPerpFundsVisibility(true);
+    }
+    applyOptionsFundsVisibility(!coinMode);
     if(data.funding_usdt != null && data.funding_usdt !== ""){
         setFundsFieldText("total-capital", `${Number(data.funding_usdt).toFixed(2)}U`);
     }
@@ -1657,18 +1758,48 @@ function applyAccountSnapshot(data){
         setFundsFieldText("total-funds", `${Number(data.total_funds).toFixed(2)}U`);
     }
     if(data.current_capital != null && data.current_capital !== "" && !Number.isNaN(Number(data.current_capital))){
-        setFundsFieldText("current-capital", `${Number(data.current_capital).toFixed(2)}U`);
+        setFundsFieldText(
+            "current-capital",
+            formatTradingAccountLabel(
+                data.current_capital,
+                data.options_trading_eth,
+                data.options_trading_btc,
+                data.options_margin_mode
+            )
+        );
     }
-    if(data.options_funding_usdc != null || data.options_funding_usdt != null){
+    if(!coinMode && (data.options_funding_usdc != null || data.options_funding_usdt != null || data.options_funding_eth != null)){
-        const optFunding = formatOptionsFundingLabel(data.options_funding_usdc, data.options_funding_usdt);
+        const optFunding = formatOptionsFundingLabel(
+            data.options_funding_usdc,
+            data.options_funding_usdt,
+            data.options_funding_eth,
+            data.options_margin_mode,
+            data.options_underly
+        );
         setFundsFieldText("options-funding-usdc", optFunding);
     }
-    if(data.options_trading_usdc != null || data.options_trading_usdt != null){
+    if(!coinMode && (data.options_trading_usdc != null || data.options_trading_usdt != null || data.options_trading_eth != null)){
-        const optTrading = formatOptionsFundingLabel(data.options_trading_usdc, data.options_trading_usdt);
+        const optTrading = formatOptionsFundingLabel(
+            data.options_trading_usdc,
+            data.options_trading_usdt,
+            data.options_trading_eth,
+            data.options_margin_mode,
+            data.options_underly
+        );
         setFundsFieldText("options-trading-usdc", optTrading);
     }
-    if(typeof data.unrealized_pnl !== "undefined"){
+    if(typeof data.unrealized_pnl !== "undefined" || typeof data.options_unrealized_pnl !== "undefined"){
-        updateRealtimePnl(data.unrealized_pnl);
+        const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
+        if (coinMode && data.options_unrealized_pnl != null && !Number.isNaN(Number(data.options_unrealized_pnl))) {
+            // 币本位:顶栏跟持仓卡同口径(期权净盈亏),勿用混加后的 unrealized_pnl(会被抹成 0.00)
+            paintRealtimePnl(
+                data.options_unrealized_pnl,
+                String(data.options_underly || "ETH").toUpperCase() || "ETH",
+                data.options_index_px
+            );
+        } else if (typeof data.unrealized_pnl !== "undefined") {
+            updateRealtimePnl(data.unrealized_pnl, "U");
+        }
     }
     if(typeof data.total !== "undefined" && data.total !== null){
         setFundsFieldText("stat-total", String(data.total));
@@ -1702,11 +1833,15 @@ function applyAccountSnapshot(data){
     if(data.force_close && window.TimeCloseUI && TimeCloseUI.paintForceCloseHeader){
         TimeCloseUI.paintForceCloseHeader(data.force_close);
     }
+    if(window.OpenSubmitGate) OpenSubmitGate.apply(data);
     let canTradeText = "可开仓";
     if(!data.can_trade){
         const parts = [];
+        if(data.open_block_note) parts.push(data.open_block_note);
         if(data.risk_status && data.risk_status.can_trade === false && data.risk_status.reason){
-            parts.push(data.risk_status.reason);
+            if(!data.open_block_note || data.open_block_note.indexOf(data.risk_status.reason) < 0){
+                parts.push(data.risk_status.reason);
+            }
         }
         if((data.active_count||0) >= (data.max_active_positions||{{ max_active_positions }})) parts.push(`持仓 ${data.active_count}/${data.max_active_positions}`);
         const hard = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }});
@@ -1791,6 +1926,12 @@ if(fullMarginEl){
 }
 
 const sltpModeEl = document.getElementById("sltp-mode");
+function setOmFieldVisible(inputEl, show){
+    if(!inputEl) return;
+    inputEl.style.display = show ? "" : "none";
+    const wrap = inputEl.closest(".om-field");
+    if(wrap) wrap.style.display = show ? "" : "none";
+}
 function toggleSltpMode(){
     const mode = sltpModeEl ? sltpModeEl.value : "fixed_rr";
     const slEl = document.getElementById("order-sl");
@@ -1801,14 +1942,14 @@ function toggleSltpMode(){
     if(!slEl || !tpEl || !slPctEl || !tpPctEl){ return; }
     const pct = mode === "pct";
     const fixed = mode === "fixed_rr";
-    slEl.style.display = pct ? "none" : "";
+    setOmFieldVisible(slEl, !pct);
-    tpEl.style.display = (pct || fixed) ? "none" : "";
+    setOmFieldVisible(tpEl, !(pct || fixed));
-    if(fixedRrEl) fixedRrEl.style.display = fixed ? "" : "none";
+    setOmFieldVisible(fixedRrEl, fixed);
     slEl.required = !pct;
     tpEl.required = !pct && !fixed;
     if(fixedRrEl) fixedRrEl.required = fixed;
-    slPctEl.style.display = pct ? "" : "none";
+    setOmFieldVisible(slPctEl, pct);
-    tpPctEl.style.display = pct ? "" : "none";
+    setOmFieldVisible(tpPctEl, pct);
     slPctEl.required = pct;
     tpPctEl.required = pct;
     refreshOrderTpPreview();
@@ -2012,6 +2153,7 @@ setInterval(refreshPriceSnapshotConditional, {{ price_refresh_seconds * 1000 }})
 <script src="/static/records_review_page.js?v=4"></script>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
 <script src="/static/instance_dashboard.js?v=5"></script>
+<script src="/static/account_ledger.js?v=1"></script>
 <script>
 window.__INSTANCE_DISPLAY__ = {{ display | tojson }};
 {% if page == 'dashboard' %}
@@ -2019,7 +2161,12 @@ document.addEventListener("DOMContentLoaded", function () {
   if (window.InstanceDashboard) InstanceDashboard.init(true);
 });
 {% endif %}
+{% if page == 'account_ledger' %}
+document.addEventListener("DOMContentLoaded", function () {
+  if (window.AccountLedgerPage) AccountLedgerPage.boot();
+});
+{% endif %}
 </script>
-<script src="/static/instance_settings_prefs.js?v=15"></script>
+<script src="/static/instance_settings_prefs.js?v=22"></script>
 </body>
 </html>

lib/instance/templates/instance_header_panel.html

@@ -38,11 +38,14 @@
         {% include 'instance_header_stats.html' %}
     </div>
     <div class="instance-header-phone-strip instance-phone-only" aria-label="手机资金摘要">
-        <span class="inst-phone-chip">
+        {% set _coin_margin = (options_enabled|default(false)) and (options_margin_mode|default('coin')) == 'coin' %}
+        {% set _show_perp = (show_perp_funds|default(true)) or _coin_margin %}
+        {% set _trading_margin_mode = 'coin' if _coin_margin else 'usdc' %}
+        <span class="inst-phone-chip"{% if not _show_perp %} style="display:none"{% endif %} data-perp-funds="1">
             <em>交易</em>
-            <b data-funds-field="current-capital">{{ funds_fmt(current_capital) }}U</b>
+            <b data-funds-field="current-capital">{{ trading_account_label(current_capital, options_trading_eth|default(none), options_trading_btc|default(none), margin_mode=_trading_margin_mode) }}</b>
         </span>
-        <span class="inst-phone-chip">
+        <span class="inst-phone-chip"{% if not _show_perp %} style="display:none"{% endif %} data-perp-funds="1">
             <em>资金</em>
             <b data-funds-field="total-capital">{% if funding_usdt is not none %}{{ funds_fmt(funding_usdt) }}U{% else %}—{% endif %}</b>
         </span>

lib/instance/templates/instance_header_stats.html

@@ -1,4 +1,8 @@
 {# 资金与统计条(顶栏 / 系统设置共用,单行展示) #}
+{# 币本位顶栏仅 OKX 期权开启时生效;Gate/Binance 保持原 xx.xxU #}
+{% set _coin_margin = (options_enabled|default(false)) and (options_margin_mode|default('coin')) == 'coin' %}
+{% set _show_perp = (show_perp_funds|default(true)) or _coin_margin %}
+{% set _trading_margin_mode = 'coin' if _coin_margin else 'usdc' %}
 <div class="instance-header-stats{% if options_enabled %} instance-header-stats--options{% endif %}">
     <div class="stat-strip-item stat-strip-item--primary">
         <div class="label">交易所</div>
@@ -24,22 +28,22 @@
         <div class="label">总资金</div>
         <div class="value" id="total-funds" data-funds-field="total-funds">{% if total_funds is not none %}{{ funds_fmt(total_funds) }}U{% else %}—{% endif %}</div>
     </div>
-    <div class="stat-strip-item">
+    <div class="stat-strip-item"{% if not _show_perp %} style="display:none"{% endif %} data-perp-funds="1">
         <div class="label">资金账户</div>
         <div class="value" id="total-capital" data-funds-field="total-capital">{% if funding_usdt is not none %}{{ funds_fmt(funding_usdt) }}U{% else %}—{% endif %}</div>
     </div>
-    <div class="stat-strip-item">
+    <div class="stat-strip-item"{% if not _show_perp %} style="display:none"{% endif %} data-perp-funds="1">
         <div class="label">交易账户</div>
-        <div class="value" id="current-capital" data-funds-field="current-capital">{{ funds_fmt(current_capital) }}U</div>
+        <div class="value" id="current-capital" data-funds-field="current-capital">{{ trading_account_label(current_capital, options_trading_eth|default(none), options_trading_btc|default(none), margin_mode=_trading_margin_mode) }}</div>
     </div>
-    {% if options_enabled %}
+    {% if options_enabled and not _coin_margin %}
-    <div class="stat-strip-item">
+    <div class="stat-strip-item" data-options-funds="1">
         <div class="label">期权资金账户</div>
-        <div class="value" id="options-funding-usdc" data-funds-field="options-funding-usdc">{{ options_funding_label(options_funding_usdc, options_funding_usdt) }}</div>
+        <div class="value" id="options-funding-usdc" data-funds-field="options-funding-usdc">{{ options_funding_label(options_funding_usdc|default(none), options_funding_usdt|default(none), options_funding_eth|default(none), options_margin_mode|default(none), options_underly|default('ETH')) }}</div>
     </div>
-    <div class="stat-strip-item">
+    <div class="stat-strip-item" data-options-funds="1">
         <div class="label">期权交易账户</div>
-        <div class="value" id="options-trading-usdc" data-funds-field="options-trading-usdc">{{ options_funding_label(options_trading_usdc, options_trading_usdt) }}</div>
+        <div class="value" id="options-trading-usdc" data-funds-field="options-trading-usdc">{{ options_funding_label(options_trading_usdc|default(none), options_trading_usdt|default(none), options_trading_eth|default(none), options_margin_mode|default(none), options_underly|default('ETH')) }}</div>
     </div>
     {% endif %}
     <div class="stat-strip-item stat-strip-item--pnl">

lib/instance/templates/order_monitor_open_form.html

@@ -0,0 +1,77 @@
+{# 实盘下单监控 · 开仓表单(实例页与中控嵌入共用) #}
+<form id="add-order-form" action="/add_order" method="post" class="order-monitor-form" data-risk-percent="{{ risk_percent }}">
+    <div class="om-row om-row-policy">
+        {% from 'trade_policy_fields.html' import trade_policy_symbol, trade_policy_direction with context %}
+        {{ trade_policy_symbol('symbol', 'order-symbol') }}
+        {{ trade_policy_direction('direction', 'order-direction') }}
+        <select id="sltp-mode" name="sltp_mode" title="止盈止损模式">
+            <option value="fixed_rr" selected>止盈止损:固定盈亏比</option>
+            <option value="price">止盈止损:价格模式</option>
+            <option value="pct">止盈止损:百分比模式</option>
+        </select>
+        {% from 'order_entry_model_fields.html' import order_entry_type_fields with context %}
+        {{ order_entry_type_fields() }}
+        {% from 'order_leverage_fields.html' import order_leverage_fields with context %}
+        {{ order_leverage_fields() }}
+    </div>
+
+    <div class="om-row om-row-levels">
+        <label class="om-field" id="om-field-sl">
+            <span class="om-field-lab">止损价格</span>
+            <input id="order-sl" name="sl" step="any" placeholder="必填" required>
+        </label>
+        <label class="om-field" id="om-field-rr">
+            <span class="om-field-lab">盈亏比</span>
+            <input id="order-fixed-rr" name="fixed_rr" type="number" min="0.01" step="0.01" placeholder="默认1.5" value="1.5" title="止盈距离=止损距离×盈亏比">
+        </label>
+        <label class="om-field" id="om-field-tp" style="display:none">
+            <span class="om-field-lab">止盈价格</span>
+            <input id="order-tp" name="tgt" step="any" placeholder="止盈价格">
+        </label>
+        <label class="om-field" id="om-field-sl-pct" style="display:none">
+            <span class="om-field-lab">止损%</span>
+            <input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%">
+        </label>
+        <label class="om-field" id="om-field-tp-pct" style="display:none">
+            <span class="om-field-lab">止盈%</span>
+            <input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%">
+        </label>
+        <div class="om-live-meta">
+            {% from 'symbol_live_price_snippet.html' import symbol_live_price_hint %}
+            {{ symbol_live_price_hint('order-symbol-live-price', 'order-symbol', 'order-direction') }}
+            <span class="symbol-live-price-note">成交价以交易所回报为准</span>
+        </div>
+    </div>
+
+    <div class="om-row om-row-opts">
+        {% if not intraday_discipline %}
+        <label class="om-check">
+            <input type="checkbox" name="breakeven_enabled" value="1" checked>
+            <span>移动保本</span>
+        </label>
+        <span id="order-time-close-wrap" class="order-time-close-wrap om-time-close">
+            <label class="om-check" style="margin:0">
+                <input type="checkbox" name="time_close_enabled" value="1" id="order-time-close-cb">
+                <span>时间平仓</span>
+            </label>
+            <select name="time_close_hours" id="order-time-close-hours" title="持仓满该时长后自动平仓">
+                <option value="1">1h</option>
+                <option value="2">2h</option>
+                <option value="4" selected>4h</option>
+            </select>
+        </span>
+        {% else %}
+        <input type="hidden" name="breakeven_enabled" value="0">
+        {% endif %}
+        <label class="om-check" title="开仓后生成多周期K线图(各周期100根,含开平仓标记)">
+            <input type="checkbox" name="order_chart" value="true">
+            <span>开仓后生成多周期K线</span>
+        </label>
+    </div>
+
+    <div class="om-row om-row-action">
+        <button type="submit" class="om-submit{% if not can_trade %} is-blocked{% endif %}" id="om-submit-btn"{% if not can_trade %} disabled aria-disabled="true"{% endif %}>{{ open_position_button_label }}</button>
+        <span id="om-open-block-note" class="om-open-block-note"{% if can_trade or not (open_block_note|default('')) %} hidden{% endif %}>{% if not can_trade and (open_block_note|default('')) %}{{ open_block_note }}{% endif %}</span>
+    </div>
+</form>
+{% include 'order_plan_preview_bar.html' %}

lib/instance/templates/settings_panel.html

@@ -36,7 +36,7 @@
                     {% include 'password_settings_panel.html' %}
                 {% elif tab.key == 'transfer' %}
                     <h2>永续资金划转</h2>
-                    <p class="settings-subcard-desc">子账户永续:资金账户与交易账户之间划转 USDT.</p>
+                    <p class="settings-subcard-desc">账户内:资金账户与交易账户之间划转 USDT.</p>
                     {% include 'instance_transfer_panel.html' %}
                 {% elif tab.key == 'export' %}
                     <h2>数据导出</h2>

lib/options/options_close_exec_lib.py

@@ -58,7 +58,13 @@ def _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None =
         if strike is None:
             strike = ps
     idx = _safe_float(pos.get("idxPx")) or _safe_float((quote or {}).get("index_px"))
-    return close_ref_prices(mark_px=mark, opt_type=str(opt_type or ""), strike=strike, index_px=idx)
+    return close_ref_prices(
+        mark_px=mark,
+        opt_type=str(opt_type or ""),
+        strike=strike,
+        index_px=idx,
+        inst_id=inst_id,
+    )
 
 
 def _avail_sheets(pos: dict[str, Any]) -> int:
@@ -100,7 +106,7 @@ def close_option_by_bid1(
     - 限价 = 校验通过时锁定的买一价
     - 永不市价
     - 始终校验有效流动性(残档买一禁止)
-    - require_recycle_gate=True 时:首次还需可回收≥2×权利金并持续 hold 秒;
+    - require_recycle_gate=True 时:首次还需目标门控(权利金×倍数或净盈亏,U 口径)并持续 hold 秒;
       一旦通过后对同仓续批只验流动性
     """
     from lib.exchange.okx_options_lib import (
@@ -139,6 +145,8 @@ def close_option_by_bid1(
     premium_paid = _open_premium_paid(cfg, inst_id)
     if premium_paid is None:
         premium_paid = _safe_float(pos.get("premium_paid"))
+    premium_ccy = str(q.get("premium_ccy") or pos.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    index_px = _safe_float(pos.get("idxPx")) or _safe_float(q.get("index_px"))
 
     # 已有未成交卖平单:等成交,不撤不重挂
     try:
@@ -187,8 +195,14 @@ def close_option_by_bid1(
         max_levels=1,
     )
     if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
-        _cancel_sell_pending(ex, inst_id)
+        # 不撤他人挂单:仅拒绝本轮下单
-        update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+        update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
         return {
             "ok": False,
             "msg": preview.get("bid_invalid_reason") or "暂无有效买盘,禁止平仓",
@@ -202,7 +216,13 @@ def close_option_by_bid1(
         bid_px = _safe_float(q.get("bid"))
         stub, stub_reason = is_stub_bid_px(bid_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
         if stub or bid_px is None or bid_px <= 0:
-            update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+            update_close_gate(
+                inst_id,
+                recycle_usdc=None,
+                premium_paid=premium_paid,
+                premium_ccy=premium_ccy,
+                index_px=index_px,
+            )
             return {
                 "ok": False,
                 "msg": stub_reason or "暂无买一,无法限价平仓",
@@ -225,7 +245,13 @@ def close_option_by_bid1(
 
     stub_lv, stub_lv_reason = is_stub_bid_px(level_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
     if stub_lv:
-        update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+        update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
         return {
             "ok": False,
             "msg": stub_lv_reason or "暂无有效买盘,禁止平仓",
@@ -239,6 +265,8 @@ def close_option_by_bid1(
         inst_id,
         recycle_usdc=_safe_float(preview.get("total_received")),
         premium_paid=premium_paid,
+        premium_ccy=premium_ccy,
+        index_px=index_px,
     )
     if require_recycle_gate and not is_close_gate_passed(inst_id) and not gate.get("ready"):
         return {
@@ -248,8 +276,6 @@ def close_option_by_bid1(
             "auto_close_blocked": True,
             "close_gate": gate,
         }
-    if gate.get("ready"):
-        mark_close_gate_passed(inst_id)
 
     locked_bid_px = level_px
     before_avail = avail
@@ -272,6 +298,9 @@ def close_option_by_bid1(
             "locked_bid_px": locked_bid_px,
             "batch_sheets": level_sheets,
         }
+    # 仅下单被接受后才记门控已通过,避免下单失败却跳过后续 2× 等待
+    if require_recycle_gate and gate.get("ready"):
+        mark_close_gate_passed(inst_id)
 
     px = float(order.get("px", locked_bid_px))
     oid = str((order.get("data") or {}).get("ordId") or "")
@@ -279,12 +308,20 @@ def close_option_by_bid1(
     time.sleep(0.6)
     invalidate_option_positions_cache()
     raw2 = cfg["fetch_option_positions"](ex)
-    after_avail = 0
+    if raw2 is None:
-    if raw2 is not None:
+        return {
-        after_pos = next((p for p in raw2 if str(p.get("instId")) == inst_id), None)
+            "ok": False,
-        after_avail = _avail_sheets(after_pos) if after_pos else 0
+            "msg": "下单后获取持仓失败,未确认是否成交",
-    reduced = max(0, before_avail - after_avail) if raw2 is not None else 0
+            "stopped_reason": "position_fetch_failed",
-    remaining_pos = after_avail if raw2 is not None else max(0, before_avail - level_sheets)
+            "locked_bid_px": locked_bid_px,
+            "batch_sheets": level_sheets,
+            "close_ord_id": oid or None,
+            "fully_closed": False,
+        }
+    after_pos = next((p for p in raw2 if str(p.get("instId")) == inst_id), None)
+    after_avail = _avail_sheets(after_pos) if after_pos else 0
+    reduced = max(0, before_avail - after_avail)
+    remaining_pos = after_avail
     fully_closed = remaining_pos < 1
 
     if fully_closed:
@@ -342,7 +379,7 @@ def close_option_by_bid1(
         # 自动平已挂过单:同仓续批只验流动性
         mark_close_gate_passed(inst_id)
 
-    return {
+    out = {
         "ok": True,
         "mode": "bid1",
         "orders": [{"order": order, "px": px, "sheets": level_sheets}],
@@ -360,6 +397,18 @@ def close_option_by_bid1(
             + ("" if fully_closed else f",剩余 {remaining_pos} 张待下次平仓")
         ),
     }
+    if fully_closed:
+        try:
+            from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
+
+            spot_sell = maybe_sell_spot_after_close(cfg, ex, inst_id=inst_id, close_result=out)
+            if spot_sell is not None:
+                out["spot_sell"] = spot_sell
+                if spot_sell.get("bridge_status") == "pending_sell_spot":
+                    out["msg"] = str(out.get("msg") or "") + ";卖回 USDT 失败,请重试卖回"
+        except Exception as e:
+            out["spot_sell"] = {"ok": False, "msg": str(e)}
+    return out
 
 
 # 兼容旧名

lib/options/options_close_gate_lib.py

@@ -1,4 +1,4 @@
-"""期权按买盘平仓门控:可回收需 ≥ N×权利金,并持续持有一段时间后才允许平仓."""
+"""期权按买盘平仓门控:可回收/净盈亏换算为 USDT 后校验,并持续 hold 秒才允许平仓."""
 from __future__ import annotations
 
 import os
@@ -14,10 +14,44 @@ def _env_float(key: str, default: float) -> float:
         return default
 
 
-# 可回收 ≥ 权利金 × 倍数,且该状态持续满 hold_seconds 才允许按买盘平仓
+def _env_optional_float(key: str) -> float | None:
-CLOSE_RECYCLE_MIN_MULT = _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT", 2.0)
+    raw = os.getenv(key)
+    if raw is None or str(raw).strip() == "":
+        return None
+    try:
+        return float(raw)
+    except (TypeError, ValueError):
+        return None
+
+
 CLOSE_RECYCLE_HOLD_SECONDS = _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 120.0)
 
+
+def close_net_pnl_min_u() -> float:
+    return _env_float("OKX_OPTIONS_CLOSE_NET_PNL_MIN_U", 0.0)
+
+
+def close_gate_mode() -> str:
+    m = (os.getenv("OKX_OPTIONS_CLOSE_GATE_MODE") or "premium").strip().lower()
+    return m if m in ("premium", "net_pnl") else "premium"
+
+
+def resolve_close_recycle_mult(premium_ccy: str | None, min_mult: float | None = None) -> float:
+    if min_mult is not None:
+        m = float(min_mult)
+        return m if m > 0 else 1.05
+    global_mult = _env_optional_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT")
+    if global_mult is not None and global_mult > 0:
+        return global_mult
+    ccy = (premium_ccy or "USDC").strip().upper() or "USDC"
+    if ccy in ("ETH", "BTC"):
+        return _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN", 1.05)
+    return _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT_USDC", 2.0)
+
+
+# 兼容旧引用
+CLOSE_RECYCLE_MIN_MULT = resolve_close_recycle_mult("USDC")
+
 _lock = threading.Lock()
 # inst_id -> {"ok_since": float|None, "recycle": float, "premium": float, "updated": float}
 _gates: dict[str, dict[str, Any]] = {}
@@ -32,6 +66,39 @@ def _safe_float(v: Any) -> float | None:
         return None
 
 
+def _normalize_premium_ccy(premium_ccy: str | None) -> str:
+    ccy = (premium_ccy or "USDC").strip().upper() or "USDC"
+    if ccy not in ("ETH", "BTC", "USDC"):
+        ccy = "USDC"
+    return ccy
+
+
+def _to_usdt(amount: float | None, ccy: str, index_px: float | None) -> float | None:
+    if amount is None:
+        return None
+    unit = _normalize_premium_ccy(ccy)
+    if unit in ("ETH", "BTC"):
+        idx = _safe_float(index_px)
+        if idx is None or idx <= 0:
+            return None
+        return float(amount) * float(idx)
+    return float(amount)
+
+
+def _fmt_gate_amt(v: float, *, ccy: str) -> str:
+    unit = _normalize_premium_ccy(ccy)
+    if unit in ("ETH", "BTC"):
+        txt = f"{float(v):.8f}".rstrip("0").rstrip(".")
+        return txt or "0"
+    return f"{float(v):.4f}"
+
+
+def _fmt_usdt(v: float | None) -> str:
+    if v is None:
+        return "—"
+    return f"{float(v):.2f}"
+
+
 def clear_close_gate(inst_id: str | None = None) -> None:
     with _lock:
         if inst_id:
@@ -41,7 +108,7 @@ def clear_close_gate(inst_id: str | None = None) -> None:
 
 
 def mark_close_gate_passed(inst_id: str) -> None:
-    """标记同仓已通过 2× 门控,续批平仓只验流动性."""
+    """标记同仓已通过门控,续批平仓只验流动性."""
     inst = (inst_id or "").strip()
     if not inst:
         return
@@ -68,10 +135,13 @@ def update_close_gate(
     now: float | None = None,
     min_mult: float | None = None,
     hold_seconds: float | None = None,
+    premium_ccy: str | None = None,
+    index_px: float | None = None,
 ) -> dict[str, Any]:
     """
-    根据当前买盘可回收金额刷新门控.
+    根据当前买盘可回收金额刷新门控(比较口径均为 USDT 估值).
-    条件不满足时重置计时;满足时从首次满足起累计持续时间.
+    premium 模式:可回收(U) ≥ 权利金(U) × 倍数
+    net_pnl 模式:净盈亏(U) > OKX_OPTIONS_CLOSE_NET_PNL_MIN_U
     """
     inst = (inst_id or "").strip()
     if not inst:
@@ -82,19 +152,38 @@ def update_close_gate(
             "msg": "缺少合约",
         }
     ts = float(now if now is not None else time.time())
-    mult = float(min_mult if min_mult is not None else CLOSE_RECYCLE_MIN_MULT)
+    mode = close_gate_mode()
     hold = float(hold_seconds if hold_seconds is not None else CLOSE_RECYCLE_HOLD_SECONDS)
-    if mult <= 0:
-        mult = 2.0
     if hold < 0:
         hold = 0.0
 
+    with _lock:
+        prev_ccy = (_gates.get(inst) or {}).get("premium_ccy")
+    ccy = _normalize_premium_ccy(premium_ccy or prev_ccy)
+    mult = resolve_close_recycle_mult(ccy, min_mult)
+    min_pnl_u = close_net_pnl_min_u()
+
     prem = _safe_float(premium_paid)
     recv = _safe_float(recycle_usdc)
-    need = round(prem * mult, 4) if prem is not None and prem > 0 else None
+    recv_u = _to_usdt(recv, ccy, index_px)
-    recycle_ok = bool(
+    prem_u = _to_usdt(prem, ccy, index_px)
-        prem is not None and prem > 0 and recv is not None and need is not None and recv + 1e-12 >= need
+    net_u = round(recv_u - prem_u, 4) if recv_u is not None and prem_u is not None else None
-    )
+    need_u = round(prem_u * mult, 4) if prem_u is not None and prem_u > 0 and mode == "premium" else None
+
+    missing_index = ccy in ("ETH", "BTC") and (index_px is None or _safe_float(index_px) is None or _safe_float(index_px) <= 0)
+
+    if missing_index and prem is not None and prem > 0 and recv is not None:
+        recycle_ok = False
+    elif mode == "net_pnl":
+        recycle_ok = bool(net_u is not None and net_u > min_pnl_u + 1e-9)
+    else:
+        recycle_ok = bool(
+            prem_u is not None
+            and prem_u > 0
+            and recv_u is not None
+            and need_u is not None
+            and recv_u + 1e-9 >= need_u
+        )
 
     with _lock:
         prev = _gates.get(inst) or {}
@@ -112,11 +201,19 @@ def update_close_gate(
             "ok_since": ok_since,
             "recycle": recv,
             "premium": prem,
-            "need": need,
+            "need": need_u,
             "updated": ts,
             "min_mult": mult,
             "hold_seconds": hold,
             "passed": passed,
+            "premium_ccy": ccy,
+            "gate_mode": mode,
+            "index_px": _safe_float(index_px),
+            "recycle_usdt": recv_u,
+            "premium_usdt": prem_u,
+            "need_recycle_usdt": need_u,
+            "net_pnl_usdt": net_u,
+            "net_pnl_min_u": min_pnl_u if mode == "net_pnl" else None,
         }
         _gates[inst] = state
 
@@ -125,15 +222,40 @@ def update_close_gate(
         msg = "缺少权利金,无法校验平仓门控"
     elif recv is None:
         msg = "暂无有效买盘可回收金额"
+    elif missing_index:
+        msg = "缺少指数价,无法按 USDT 校验目标平仓门控"
+    elif mode == "net_pnl":
+        if not recycle_ok:
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) ≤ {_fmt_usdt(min_pnl_u)}U,"
+                f"目标平仓门控未过"
+            )
+        elif not ready:
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) 已>{_fmt_usdt(min_pnl_u)}U,"
+                f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)门控才通过"
+            )
+        else:
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_u)}U(估) 已>{_fmt_usdt(min_pnl_u)}U"
+                f"且持续≥{hold:.0f}s,目标触达后可按买一平仓"
+            )
     elif not recycle_ok:
-        msg = f"可回收 {recv:.4f} USDC < 权利金×{mult:g}({need:.4f}),目标平仓门控未过"
+        msg = (
+            f"可回收 {_fmt_usdt(recv_u)}U(估) < 权利金×{mult:g}"
+            f"({_fmt_usdt(need_u)}U),目标平仓门控未过"
+        )
     elif not ready:
         msg = (
-            f"可回收已达×{mult:g}({recv:.4f}/{need:.4f}),"
+            f"可回收 {_fmt_usdt(recv_u)}U(估) 已达×{mult:g}"
+            f"({_fmt_usdt(recv_u)}/{_fmt_usdt(need_u)}U),"
             f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)门控才通过"
         )
     else:
-        msg = f"可回收已达×{mult:g}且持续≥{hold:.0f}s,目标触达后可按买一平仓"
+        msg = (
+            f"可回收 {_fmt_usdt(recv_u)}U(估) 已达×{mult:g}且持续≥{hold:.0f}s,"
+            f"目标触达后可按买一平仓"
+        )
 
     auto_blocked = not (ready or passed)
     return {
@@ -143,13 +265,21 @@ def update_close_gate(
         "recycle_ok": recycle_ok,
         "recycle_usdc": recv,
         "premium_paid": prem,
-        "need_recycle_usdc": need,
+        "need_recycle_usdc": need_u,
+        "premium_ccy": ccy,
         "min_mult": mult,
         "hold_seconds": hold,
         "held_seconds": round(held, 1) if recycle_ok else 0.0,
         "remain_seconds": round(remain, 1) if remain is not None else None,
         "ok_since": ok_since,
         "msg": msg,
+        "gate_mode": mode,
+        "index_px": _safe_float(index_px),
+        "recycle_usdt": recv_u,
+        "premium_usdt": prem_u,
+        "need_recycle_usdt": need_u,
+        "net_pnl_usdt": net_u,
+        "net_pnl_min_u": min_pnl_u if mode == "net_pnl" else None,
         "auto_close_blocked": auto_blocked,
         "close_gate_blocked": auto_blocked,
     }
@@ -160,25 +290,45 @@ def check_close_gate(
     *,
     recycle_usdc: float | None = None,
     premium_paid: float | None = None,
+    premium_ccy: str | None = None,
+    index_px: float | None = None,
     refresh: bool = True,
 ) -> dict[str, Any]:
     """检查是否允许平仓;默认先用最新回收/权利金刷新."""
     inst = (inst_id or "").strip()
     if refresh:
-        if recycle_usdc is None or premium_paid is None:
+        if recycle_usdc is None or premium_paid is None or premium_ccy is None or index_px is None:
             with _lock:
                 prev = _gates.get(inst) or {}
             if recycle_usdc is None:
                 recycle_usdc = prev.get("recycle")
             if premium_paid is None:
                 premium_paid = prev.get("premium")
-        return update_close_gate(inst, recycle_usdc=recycle_usdc, premium_paid=premium_paid)
+            if premium_ccy is None:
+                premium_ccy = prev.get("premium_ccy")
+            if index_px is None:
+                index_px = prev.get("index_px")
+        return update_close_gate(
+            inst,
+            recycle_usdc=recycle_usdc,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
     with _lock:
         prev = _gates.get(inst)
     if not prev:
-        return update_close_gate(inst, recycle_usdc=recycle_usdc, premium_paid=premium_paid)
+        return update_close_gate(
+            inst,
+            recycle_usdc=recycle_usdc,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
     return update_close_gate(
         inst,
         recycle_usdc=recycle_usdc if recycle_usdc is not None else prev.get("recycle"),
         premium_paid=premium_paid if premium_paid is not None else prev.get("premium"),
+        premium_ccy=premium_ccy if premium_ccy is not None else prev.get("premium_ccy"),
+        index_px=index_px if index_px is not None else prev.get("index_px"),
     )

lib/options/options_coin_open_lib.py

@@ -0,0 +1,481 @@
+"""币本位单笔期权:买满 USDT→币 → 开满期权 → 平后卖回."""
+from __future__ import annotations
+
+import os
+import time
+from typing import Any
+
+from lib.exchange.okx_options_lib import (
+    cap_option_buy_sheets_to_ask_depth,
+    option_buy_liquidity_ok,
+    td_mode_for_option_buy,
+    wait_option_order_full_fill,
+)
+from lib.options.options_margin_mode_lib import (
+    calc_sheets_from_coin_balance,
+    compute_coin_budget_usdt,
+    is_coin_margin_mode,
+    margin_mode_from_inst_id,
+    normalize_options_margin_mode,
+    plan_coin_open_by_budget,
+    premium_ccy_for_mode,
+)
+from lib.options.options_spot_bridge_lib import (
+    BRIDGE_BOUGHT,
+    BRIDGE_HOLDING,
+    bridge_blocks_new_open_msg,
+    fetch_trading_coin_available,
+    insert_bridge,
+    rollback_bought_coin_to_usdt,
+    sell_residual_after_option_flat,
+    spot_market_buy_coin_with_usdt,
+    update_bridge,
+)
+
+
+def coin_budget_preview(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
+    from lib.exchange.okx_options_lib import fetch_options_balances
+
+    bal = cfg.get("fetch_options_balances")(ex, force=True) if callable(cfg.get("fetch_options_balances")) else fetch_options_balances(ex, force=True)
+    trading = bal.get("trading_usdt_avail")
+    if trading is None:
+        trading = bal.get("trading_usdt")
+    try:
+        trading_f = float(trading or 0)
+    except (TypeError, ValueError):
+        trading_f = 0.0
+    buf = float(cfg.get("budget_buffer") or 0.95)
+    return compute_coin_budget_usdt(trading_f, buffer=buf)
+
+
+def open_coin_option_buy_full(
+    cfg: dict[str, Any],
+    ex: Any,
+    *,
+    inst_id: str,
+    signal_note: str = "",
+    target_index: float | None = None,
+    profit_exit_enabled: bool = False,
+    profit_exit_mult: float = 1.0,
+    target_sheets: int | None = None,
+) -> dict[str, Any]:
+    """先按最大可开张数估权利金×现货缓冲买币,再开对应张数(不全额兑换预算)."""
+    from lib.options.options_db import init_options_tables
+    from lib.options.options_position_limit_lib import (
+        compound_full_single_position_block_msg,
+        option_position_limit_block_msg,
+    )
+
+    if not is_coin_margin_mode():
+        return {"ok": False, "msg": "当前非币本位模式"}
+    if margin_mode_from_inst_id(inst_id) != "coin":
+        return {"ok": False, "msg": "合约不是币本位期权(请确认未选中 USD_UM 合约)"}
+
+    # 解析标的
+    parts = inst_id.split("-")
+    underlying = (parts[0] if parts else "ETH").upper()
+
+    conn = cfg["get_db"]()
+    try:
+        init_options_tables(conn)
+        block = bridge_blocks_new_open_msg(conn)
+        if block:
+            return {"ok": False, "msg": block, "can_open": False}
+
+        compound_block = compound_full_single_position_block_msg(
+            ex, fetch_positions=cfg.get("fetch_option_positions")
+        )
+        if compound_block:
+            return {"ok": False, "msg": compound_block, "can_open": False}
+        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, "can_open": False}
+
+        budget_info = coin_budget_preview(cfg, ex)
+        if not budget_info.get("ok"):
+            return {"ok": False, "msg": budget_info.get("msg") or "USDT 预算无效", "budget": budget_info}
+        budget_usdt = float(budget_info["budget_usdt"])
+
+        q = cfg["quote_option_contract"](ex, inst_id)
+        if not q.get("ok"):
+            return q
+        ask = q.get("ask")
+        ask_sz = q.get("ask_sz")
+        can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
+        if not can_open:
+            return {
+                "ok": False,
+                "msg": block_msg or "暂无卖一深度,无法买入",
+                "can_open": False,
+            }
+
+        ct_mult = float(q.get("ct_mult") or 0.01)
+        min_sz = int(q.get("min_sz") or 1)
+        idx = None
+        try:
+            idx = float(q.get("index_px") or q.get("idxPx") or 0)
+        except (TypeError, ValueError):
+            idx = 0.0
+        if idx <= 0:
+            try:
+                from lib.exchange.okx_options_lib import fetch_index_price
+
+                idx = float(fetch_index_price(ex, f"{underlying}-USD") or 0)
+            except Exception:
+                idx = 0.0
+
+        plan = plan_coin_open_by_budget(
+            quote_per_unit=float(ask),
+            ct_mult=ct_mult,
+            min_sz=min_sz,
+            budget_usdt=budget_usdt,
+            index_px=float(idx),
+            ask_sz=ask_sz,
+            target_sheets=target_sheets,
+        )
+        if not plan.get("ok"):
+            return {
+                "ok": False,
+                "msg": plan.get("msg") or "无法规划买币张数",
+                "plan": plan,
+                "budget": budget_info,
+                "can_open": False,
+            }
+        buy_usdt = float(plan["buy_usdt"])
+        sheets = int(plan["sheets"])
+
+        # 1) 仅买「权利金×现货缓冲」所需 USDT,不全额兑换预算
+        coin_before = fetch_trading_coin_available(ex, underlying) or 0.0
+        buy = spot_market_buy_coin_with_usdt(ex, underlying=underlying, usdt_amount=buy_usdt)
+        if not buy.get("ok"):
+            return {
+                "ok": False,
+                "msg": f"现货买入 {underlying} 失败: {buy.get('msg')}",
+                "budget": budget_info,
+                "plan": plan,
+            }
+        bridge_id = insert_bridge(
+            conn,
+            underlying=underlying,
+            status=BRIDGE_BOUGHT,
+            budget_usdt=buy_usdt,
+            buy_ord_id=str(buy.get("ord_id") or ""),
+            inst_id=inst_id,
+            message="已买币,待开期权",
+        )
+        # 等余额落账
+        time.sleep(1.5)
+        try:
+            from lib.exchange.okx_options_lib import invalidate_options_balance_cache
+
+            invalidate_options_balance_cache()
+        except Exception:
+            pass
+        coin_after = fetch_trading_coin_available(ex, underlying)
+        if coin_after is None:
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason="买币后读不到可用余额"
+            )
+            return {
+                "ok": False,
+                "msg": "买币后读不到可用余额,已尝试卖回 USDT",
+                "rollback": rb,
+                "budget": budget_info,
+                "plan": plan,
+            }
+        coin_bought = max(0.0, float(coin_after) - float(coin_before or 0))
+        if coin_bought <= 0:
+            # 落账延迟时退化为用当前可用,但仍写入上限提示
+            coin_bought = float(coin_after)
+        if coin_bought <= 0:
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason="买入量无效"
+            )
+            return {"ok": False, "msg": "买币后可用增量无效", "rollback": rb, "budget": budget_info}
+        update_bridge(conn, bridge_id, coin_bought=float(coin_bought))
+
+        sizing = calc_sheets_from_coin_balance(
+            quote_per_unit=float(ask),
+            ct_mult=ct_mult,
+            min_sz=min_sz,
+            coin_available=float(coin_bought),
+        )
+        if not sizing.get("ok"):
+            rb = rollback_bought_coin_to_usdt(
+                conn,
+                ex,
+                bridge_id=bridge_id,
+                underlying=underlying,
+                reason=sizing.get("msg") or "张数不足",
+                coin_amount=float(coin_bought),
+            )
+            return {"ok": False, "msg": sizing.get("msg"), "sizing": sizing, "rollback": rb, "budget": budget_info, "plan": plan}
+
+        # 实盘以买到的币为准,但不超过规划张数
+        sheets = min(int(sizing["sheets"]), int(plan["sheets"]))
+        capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=min_sz)
+        if capped is None:
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason=cap_msg or "深度不足"
+            )
+            return {"ok": False, "msg": cap_msg or "卖一深度不足", "rollback": rb}
+        if capped < sheets:
+            sheets = int(capped)
+            sizing = {
+                "ok": True,
+                "sheets": sheets,
+                "eth_amount": round(sheets * ct_mult, 8),
+                "coin_premium": round(sheets * float(ask) * ct_mult, 8),
+                "ask_depth_capped": True,
+            }
+        else:
+            sizing = {
+                "ok": True,
+                "sheets": sheets,
+                "eth_amount": round(sheets * ct_mult, 8),
+                "coin_premium": round(sheets * float(ask) * ct_mult, 8),
+            }
+
+        tick_sz = q.get("tick_sz")
+        order = cfg["place_option_limit_order"](
+            ex,
+            inst_id=inst_id,
+            side="buy",
+            sheets=sheets,
+            price=float(ask),
+            td_mode=td_mode_for_option_buy(cfg.get("td_mode")),
+            tick_sz=tick_sz,
+            ord_type="ioc",
+        )
+        # 51008 时自动减半张数再试一次(买币已到位,避免整笔回滚)
+        if (not order.get("ok")) and sheets > 1:
+            msg_l = str(order.get("msg") or "").lower()
+            if "51008" in str(order.get("raw") or "").lower() or "不足" in str(order.get("msg") or ""):
+                sheets2 = max(1, sheets // 2)
+                if sheets2 < sheets:
+                    order2 = cfg["place_option_limit_order"](
+                        ex,
+                        inst_id=inst_id,
+                        side="buy",
+                        sheets=sheets2,
+                        price=float(ask),
+                        td_mode=td_mode_for_option_buy(cfg.get("td_mode")),
+                        tick_sz=tick_sz,
+                        ord_type="ioc",
+                    )
+                    if order2.get("ok"):
+                        order = order2
+                        sheets = sheets2
+                        sizing = {
+                            "ok": True,
+                            "sheets": sheets,
+                            "eth_amount": round(sheets * ct_mult, 8),
+                            "coin_premium": round(sheets * float(ask) * ct_mult, 8),
+                            "retried_half": True,
+                        }
+        if not order.get("ok"):
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason=order.get("msg") or "下单失败"
+            )
+            return {"ok": False, "msg": order.get("msg") or "期权下单失败", "order": order, "rollback": rb}
+
+        ord_id = str((order.get("data") or {}).get("ordId") or "").strip()
+        if not ord_id:
+            rb = rollback_bought_coin_to_usdt(
+                conn, ex, bridge_id=bridge_id, underlying=underlying, reason="无订单号"
+            )
+            return {"ok": False, "msg": "下单成功但未返回订单号", "rollback": rb}
+
+        try:
+            fill_timeout = max(2.0, float(os.getenv("OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC") or "12"))
+        except (TypeError, ValueError):
+            fill_timeout = 12.0
+        fill = wait_option_order_full_fill(
+            ex,
+            inst_id=inst_id,
+            ord_id=ord_id,
+            need_sheets=int(sheets),
+            timeout_sec=fill_timeout,
+            cancel_on_timeout=True,
+        )
+        if not fill.get("ok"):
+            filled_n = int(fill.get("filled_sheets") or 0)
+            if filled_n <= 0:
+                rb = rollback_bought_coin_to_usdt(
+                    conn,
+                    ex,
+                    bridge_id=bridge_id,
+                    underlying=underlying,
+                    reason=fill.get("msg") or "未成交",
+                )
+                return {"ok": False, "msg": fill.get("msg") or "未完全成交", "fill": fill, "rollback": rb}
+            sheets = filled_n
+
+        eth_amount = round(float(sheets) * ct_mult, 8)
+        premium_paid = round(float(ask) * eth_amount, 8)
+        premium_ccy = premium_ccy_for_mode("coin", underlying)
+
+        update_bridge(
+            conn,
+            bridge_id,
+            status=BRIDGE_HOLDING,
+            inst_id=inst_id,
+            message="期权持仓中",
+        )
+
+        trade_id = _insert_coin_trade(
+            conn,
+            inst_id=inst_id,
+            underlying=underlying,
+            opt_type=str(q.get("opt_type") or ""),
+            strike=q.get("strike"),
+            exp_time=q.get("exp_time"),
+            sheets=int(sheets),
+            eth_amount=eth_amount,
+            open_quote=float(ask),
+            premium_paid=premium_paid,
+            signal_note=signal_note,
+            exchange_ord_id=ord_id,
+            bridge_id=bridge_id,
+            budget_usdt=buy_usdt,
+            premium_ccy=premium_ccy,
+            profit_exit_enabled=profit_exit_enabled,
+            profit_exit_mult=profit_exit_mult,
+        )
+
+        # 目标位 / 翻倍离场 — 复用现有逻辑若存在
+        try:
+            if target_index is not None:
+                from lib.options.options_target_lib import upsert_target_monitor
+
+                upsert_target_monitor(
+                    conn,
+                    inst_id=inst_id,
+                    underlying=underlying,
+                    opt_type=str(q.get("opt_type") or ""),
+                    target_index=float(target_index),
+                    trade_id=trade_id,
+                    sheets=int(sheets),
+                )
+        except Exception:
+            pass
+        try:
+            from lib.options.options_notify_lib import notify_options_open
+
+            notify_options_open(
+                cfg,
+                conn,
+                trade_id=trade_id,
+                inst_id=inst_id,
+                underlying=underlying,
+                opt_type=str(q.get("opt_type") or ""),
+                sheets=int(sheets),
+                premium_paid=premium_paid,
+                open_quote=float(ask),
+                target_index=target_index,
+                signal_note=signal_note,
+                premium_ccy=premium_ccy,
+                margin_mode="coin",
+            )
+        except Exception:
+            pass
+
+        return {
+            "ok": True,
+            "msg": f"币本位开仓成功 {sheets} 张",
+            "margin_mode": "coin",
+            "budget": budget_info,
+            "sizing": sizing,
+            "sheets": sheets,
+            "eth_amount": eth_amount,
+            "premium_paid": premium_paid,
+            "premium_ccy": premium_ccy,
+            "bridge_id": bridge_id,
+            "trade_id": trade_id,
+            "order": order,
+            "fill": fill,
+        }
+    finally:
+        try:
+            conn.close()
+        except Exception:
+            pass
+
+
+def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
+    pe = 1 if kwargs.get("profit_exit_enabled") else 0
+    pe_mult = float(kwargs.get("profit_exit_mult") or 1.0)
+    pe_state = "active" if pe else "idle"
+    cur = conn.execute(
+        """
+        INSERT INTO options_trades(
+            inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+            open_quote, premium_paid, status, signal_note, exchange_ord_id,
+            margin_mode, premium_ccy, bridge_id, budget_usdt,
+            profit_exit_enabled, profit_exit_mult, profit_exit_state
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            kwargs["inst_id"],
+            kwargs["underlying"],
+            kwargs["opt_type"],
+            kwargs.get("strike"),
+            str(kwargs.get("exp_time") or ""),
+            kwargs["sheets"],
+            kwargs["eth_amount"],
+            kwargs.get("open_quote"),
+            kwargs.get("premium_paid"),
+            kwargs.get("signal_note") or "",
+            kwargs.get("exchange_ord_id"),
+            kwargs.get("premium_ccy") or "ETH",
+            kwargs.get("bridge_id"),
+            kwargs.get("budget_usdt"),
+            pe,
+            pe_mult,
+            pe_state,
+        ),
+    )
+    conn.commit()
+    return int(cur.lastrowid)
+
+
+def maybe_sell_spot_after_close(
+    cfg: dict[str, Any],
+    ex: Any,
+    *,
+    inst_id: str,
+    close_result: dict[str, Any] | None = None,
+) -> dict[str, Any] | None:
+    """期权平仓后若该合约为币本位且已空仓,卖回本桥残留币."""
+    if margin_mode_from_inst_id(inst_id) != "coin":
+        return None
+    # 仍有仓则不卖
+    try:
+        rows = cfg["fetch_option_positions"](ex) or []
+        for p in rows:
+            if str(p.get("instId") or p.get("inst_id") or "") != inst_id:
+                continue
+            try:
+                if abs(float(p.get("pos") or 0)) > 1e-12:
+                    return {"ok": True, "skipped": True, "msg": "仍有持仓,暂不卖币"}
+            except (TypeError, ValueError):
+                pass
+    except Exception:
+        pass
+    parts = inst_id.split("-")
+    underlying = (parts[0] if parts else "ETH").upper()
+    conn = cfg["get_db"]()
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+        return sell_residual_after_option_flat(conn, ex, underlying=underlying, inst_id=inst_id)
+    finally:
+        try:
+            conn.close()
+        except Exception:
+            pass

lib/options/options_db.py

@@ -98,11 +98,24 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
     for ddl in (
         "ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
         "ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_enabled INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_mult REAL DEFAULT 1.0",
+        "ALTER TABLE options_trades ADD COLUMN profit_exit_state TEXT DEFAULT 'idle'",
+        "ALTER TABLE options_trades ADD COLUMN margin_mode TEXT DEFAULT 'usdc'",
+        "ALTER TABLE options_trades ADD COLUMN premium_ccy TEXT DEFAULT 'USDC'",
+        "ALTER TABLE options_trades ADD COLUMN bridge_id INTEGER",
+        "ALTER TABLE options_trades ADD COLUMN budget_usdt REAL",
     ):
         try:
             conn.execute(ddl)
         except Exception:
             pass
+    try:
+        from lib.options.options_spot_bridge_lib import ensure_bridge_table
+
+        ensure_bridge_table(conn)
+    except Exception:
+        pass
     init_options_review_tables(conn)
 
 
@@ -121,7 +134,8 @@ def sum_open_premium_paid(conn: sqlite3.Connection, inst_id: str) -> float | Non
     ).fetchone()
     if not row or int(row["n"] or 0) < 1:
         return None
-    return round(float(row["total"] or 0), 4)
+    # 币本位权利金常 <1e-4,保留 8 位避免被裁成 0
+    return round(float(row["total"] or 0), 8)
 
 
 def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:

lib/options/options_history_lib.py

@@ -3,7 +3,9 @@ from __future__ import annotations
 
 from typing import Any
 
+from lib.exchange.okx_options_lib import format_premium_amount
 from lib.options.options_db import init_options_tables, sum_open_premium_paid
+from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
 
 
 def enrich_position_row_display(
@@ -14,14 +16,73 @@ def enrich_position_row_display(
     meta_cache: dict[str, dict[str, Any] | None] | None = None,
     premium_override: float | None = None,
 ) -> dict[str, Any]:
-    from lib.exchange.okx_options_lib import format_position_row, format_usdc_amount, tick_sz_and_ct_mult
+    from lib.exchange.okx_options_lib import format_position_row, tick_sz_and_ct_mult
 
     inst_id = str(raw_pos.get("instId") or "").strip()
     tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
     row = format_position_row(raw_pos, ct_mult=ct_mult, tick_sz=tick_sz)
+    row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
+    underly = str(row.get("underlying") or (inst_id.split("-")[0] if inst_id else "ETH") or "ETH")
+    premium_ccy = premium_ccy_for_mode(row_mode, underly)
+    row["margin_mode"] = row_mode
+    row["premium_ccy"] = premium_ccy
+    row["margin_mode_label"] = "币本位" if row_mode == "coin" else "USDC"
     if premium_override is not None:
         row["premium_paid"] = premium_override
-        row["premium_paid_fmt"] = format_usdc_amount(premium_override)
+    row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=premium_ccy)
+    return row
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _load_local_closed_by_inst(conn: Any) -> dict[str, dict[str, Any]]:
+    """同合约取最新已平本地单,用于补交易所历史权利金/盈亏."""
+    out: dict[str, dict[str, Any]] = {}
+    try:
+        rows = conn.execute(
+            """
+            SELECT inst_id, premium_paid, realized_pnl, premium_ccy, margin_mode,
+                   open_quote, close_quote, sheets, closed_at
+            FROM options_trades
+            WHERE status = 'closed'
+            ORDER BY id DESC
+            """
+        ).fetchall()
+    except Exception:
+        return out
+    for r in rows:
+        inst = str(r["inst_id"] or "").strip()
+        if not inst or inst in out:
+            continue
+        out[inst] = dict(r)
+    return out
+
+
+def _overlay_local_closed(row: dict[str, Any], local: dict[str, Any] | None) -> dict[str, Any]:
+    if not local:
+        return row
+    prem = _safe_float(row.get("premium_paid"))
+    pnl = _safe_float(row.get("realized_pnl"))
+    local_prem = _safe_float(local.get("premium_paid"))
+    local_pnl = _safe_float(local.get("realized_pnl"))
+    # 交易所缺数或被两位小数抹成 0 时,用本地币本位落库值
+    if (prem is None or abs(prem) < 1e-10) and local_prem is not None and abs(local_prem) > 0:
+        row["premium_paid"] = local_prem
+    if (pnl is None or abs(pnl) < 1e-10) and local_pnl is not None and abs(local_pnl) > 0:
+        row["realized_pnl"] = local_pnl
+    if not row.get("premium_ccy") and local.get("premium_ccy"):
+        row["premium_ccy"] = local.get("premium_ccy")
+    if not row.get("margin_mode") and local.get("margin_mode"):
+        row["margin_mode"] = local.get("margin_mode")
+    ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=ccy)
     return row
 
 
@@ -48,6 +109,7 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
             str(r["history_key"])
             for r in conn.execute("SELECT history_key FROM options_history_hidden").fetchall()
         }
+        local_closed = _load_local_closed_by_inst(conn)
         for p in raw_live:
             inst = str(p.get("instId") or "").strip()
             premium_override = sum_open_premium_paid(conn, inst) if inst else None
@@ -66,15 +128,16 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
             except (TypeError, ValueError):
                 open_ms = None
             items.append(format_live_option_history_row(row, open_ms=open_ms))
+
+        hist_raw = fetch_all_option_positions_history(ex, limit=200)
+        for raw in hist_raw:
+            inst_id = str(raw.get("instId") or "").strip()
+            tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
+            row = format_option_history_row(raw, tick_sz=tick_sz, ct_mult=ct_mult)
+            items.append(_overlay_local_closed(row, local_closed.get(inst_id)))
     finally:
         conn.close()
 
-    hist_raw = fetch_all_option_positions_history(ex, limit=200)
-    for raw in hist_raw:
-        inst_id = str(raw.get("instId") or "").strip()
-        tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
-        items.append(format_option_history_row(raw, tick_sz=tick_sz, ct_mult=ct_mult))
-
     open_rows = [x for x in items if x.get("status") == "open"]
     closed = [x for x in items if x.get("status") != "open"]
     closed.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)

lib/options/options_hub_lib.py

@@ -2,6 +2,7 @@
 
 from __future__ import annotations
 
+import os
 from typing import Any
 
 
@@ -16,6 +17,7 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
     if not ok:
         return {"ok": False, "enabled": True, "msg": reason or "期权 API 未配置"}
     try:
+        from lib.options.options_position_limit_lib import options_max_active_positions
         from lib.options.options_positions_lib import build_display_option_positions
 
         raw = cfg["fetch_option_positions"](ex)
@@ -27,18 +29,36 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
             conn = cfg["get_db"]()
             try:
                 from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
+                from lib.options.options_profit_exit_lib import profit_exit_by_inst
                 from lib.options.options_target_lib import list_active_targets, list_closing_targets, targets_by_inst
 
                 target_monitors = list_active_targets(conn) + list_closing_targets(conn)
                 tgt_map = targets_by_inst(conn)
                 hedge_target_map = active_options_targets_by_inst(conn)
+                profit_exit_map = profit_exit_by_inst(conn)
                 target_monitors.extend(hedge_target_map.values())
+                for pe in profit_exit_map.values():
+                    if pe.get("profit_exit_enabled"):
+                        target_monitors.append(
+                            {
+                                "inst_id": pe.get("inst_id"),
+                                "exit_mode": "profit_exit",
+                                "profit_exit_mult": pe.get("profit_exit_mult"),
+                                "profit_exit_enabled": True,
+                            }
+                        )
                 for p in positions:
                     mon = tgt_map.get(str(p.get("inst_id") or ""))
                     if mon:
                         p["target_index"] = mon.get("target_index")
                         p["target_monitor_id"] = mon.get("id")
                         p["target_monitor"] = mon
+                    pe = profit_exit_map.get(str(p.get("inst_id") or ""))
+                    if pe:
+                        p["profit_exit_enabled"] = pe.get("profit_exit_enabled")
+                        p["profit_exit_mult"] = pe.get("profit_exit_mult")
+                        p["profit_exit_state"] = pe.get("profit_exit_state")
+                        p["profit_exit_required_recycle"] = pe.get("required_recycle")
                     hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
                     if hedge_target:
                         p["hedge_plan_target"] = hedge_target
@@ -65,18 +85,77 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                 conn.close()
         except Exception:
             target_monitors = []
-        from lib.options.options_positions_lib import net_pnl_from_display_row
+        from lib.options.options_positions_lib import display_pnl_from_option_row
 
         upl_total = 0.0
         has_upl = False
         for p in positions:
-            # 与持仓卡「净盈亏」一致(买一回收−权利金);不用交易所标记价 upl
+            # 与持仓卡展示一致:优先买一净盈亏,残档回退交易所 upl
-            net = net_pnl_from_display_row(p)
+            pnl = display_pnl_from_option_row(p)
-            if net is None:
+            if pnl is None:
                 continue
             has_upl = True
-            upl_total += float(net)
+            upl_total += float(pnl)
         bal = cfg["fetch_options_balances"](ex)
+        from lib.options.options_margin_mode_lib import (
+            is_coin_margin_mode,
+            normalize_options_margin_mode,
+            premium_ccy_for_mode,
+        )
+
+        margin_mode = normalize_options_margin_mode()
+        for p in positions:
+            mid = str(p.get("inst_id") or "")
+            from lib.options.options_margin_mode_lib import margin_mode_from_inst_id
+
+            row_mode = margin_mode_from_inst_id(mid) if mid else margin_mode
+            p["margin_mode"] = row_mode
+            p["premium_ccy"] = p.get("premium_ccy") or premium_ccy_for_mode(
+                row_mode, str(p.get("underlying") or mid.split("-")[0] if mid else "ETH")
+            )
+            p["margin_mode_label"] = "币本位" if row_mode == "coin" else "USDC"
+
+        underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
+        options_index_px = None
+        try:
+            from lib.exchange.okx_options_lib import fetch_index_price
+
+            options_index_px = fetch_index_price(ex, underly)
+        except Exception:
+            options_index_px = None
+        if options_index_px is None:
+            for p in positions:
+                try:
+                    px = float(p.get("idx_px") or p.get("idxPx") or 0)
+                except (TypeError, ValueError):
+                    px = 0
+                if px > 0:
+                    options_index_px = px
+                    break
+
+        coin_budget = None
+        bridge_status = None
+        open_bridges = []
+        if is_coin_margin_mode():
+            try:
+                from lib.options.options_coin_open_lib import coin_budget_preview
+
+                coin_budget = coin_budget_preview(cfg, ex)
+            except Exception:
+                coin_budget = None
+            try:
+                conn_b = cfg["get_db"]()
+                try:
+                    from lib.options.options_spot_bridge_lib import list_open_bridges
+
+                    open_bridges = list_open_bridges(conn_b)
+                    if open_bridges:
+                        bridge_status = str(open_bridges[0].get("status") or "")
+                finally:
+                    conn_b.close()
+            except Exception:
+                open_bridges = []
+
         return {
             "ok": True,
             "enabled": True,
@@ -93,6 +172,14 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
             "stats": {},
             "trade_budget": cfg.get("trade_budget"),
             "account_label": cfg.get("account_label") or "OKX期权",
+            "max_active_positions": options_max_active_positions(),
+            "options_margin_mode": margin_mode,
+            "options_margin_mode_label": "币本位" if margin_mode == "coin" else "USDC",
+            "options_underly": underly,
+            "options_index_px": options_index_px,
+            "coin_budget": coin_budget,
+            "bridge_status": bridge_status,
+            "open_bridges": open_bridges,
         }
     except Exception as e:
         return {"ok": False, "enabled": True, "msg": str(e)}

lib/options/options_margin_mode_lib.py

@@ -0,0 +1,325 @@
+"""OKX 单笔期权本位模式与币本位 USDT 预算."""
+from __future__ import annotations
+
+import os
+from typing import Any
+
+
+MODE_USDC = "usdc"
+MODE_COIN = "coin"
+
+
+def _env_bool(name: str, default: bool = False) -> bool:
+    v = (os.getenv(name) or "").strip().lower()
+    if not v:
+        return default
+    return v in ("1", "true", "yes", "on", "y")
+
+
+def _env_float(name: str, default: float) -> float:
+    try:
+        return float(os.getenv(name) or default)
+    except (TypeError, ValueError):
+        return float(default)
+
+
+def normalize_options_margin_mode(raw: Any = None) -> str:
+    """返回 usdc | coin;未配置时默认币本位."""
+    if raw is None:
+        raw = os.getenv("OKX_OPTIONS_MARGIN_MODE")
+    v = str(raw or MODE_COIN).strip().lower()
+    if v in ("usdc", "usdc_margin", "usd_margin", "u本位", "u"):
+        return MODE_USDC
+    if v in ("coin", "coin_margin", "crypto", "crypto_margin", "币本位"):
+        return MODE_COIN
+    # 空串或未知值:默认币本位
+    if not v:
+        return MODE_COIN
+    return MODE_COIN
+
+
+def is_coin_margin_mode(raw: Any = None) -> bool:
+    return normalize_options_margin_mode(raw) == MODE_COIN
+
+
+def inst_family_for_underlying(underlying: str, *, margin_mode: str | None = None) -> str:
+    u = (underlying or "ETH").strip().upper() or "ETH"
+    mode = normalize_options_margin_mode(margin_mode)
+    if mode == MODE_COIN:
+        return f"{u}-USD"
+    return f"{u}-USD_UM"
+
+
+def margin_mode_from_inst_id(inst_id: str) -> str:
+    inst = (inst_id or "").strip().upper()
+    if not inst:
+        return normalize_options_margin_mode()
+    if "_UM" in inst:
+        return MODE_USDC
+    # ETH-USD-260701-2500-C / BTC-USD-...
+    if "-USD-" in inst and "_UM" not in inst:
+        return MODE_COIN
+    return normalize_options_margin_mode()
+
+
+def premium_ccy_for_mode(margin_mode: str, underlying: str = "ETH") -> str:
+    if normalize_options_margin_mode(margin_mode) == MODE_COIN:
+        return (underlying or "ETH").strip().upper() or "ETH"
+    return "USDC"
+
+
+def spot_quote_inst_id(underlying: str) -> str:
+    """现货市价买卖: ETH-USDT / BTC-USDT."""
+    u = (underlying or "ETH").strip().upper() or "ETH"
+    return f"{u}-USDT"
+
+
+def compute_coin_budget_usdt(
+    trading_usdt: float,
+    *,
+    compound: bool | None = None,
+    buffer: float | None = None,
+    fixed_budget_usdt: float | None = None,
+    max_enabled: bool | None = None,
+    max_usdt: float | None = None,
+) -> dict[str, Any]:
+    """
+    币本位单笔 USDT 预算.
+    复利开: trading_usdt × buffer; 复利关: fixed × buffer.
+    上限开: min(..., max_usdt).
+    """
+    bal = max(0.0, float(trading_usdt or 0))
+    use_compound = _env_bool("OKX_OPTIONS_COIN_COMPOUND", True) if compound is None else bool(compound)
+    buf = float(buffer) if buffer is not None else _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
+    if buf <= 0:
+        buf = 0.95
+    fixed = (
+        float(fixed_budget_usdt)
+        if fixed_budget_usdt is not None
+        else _env_float("OKX_OPTIONS_COIN_BUDGET_USDT", 10.0)
+    )
+    if use_compound:
+        raw = bal * buf
+        source = "compound"
+    else:
+        raw = max(0.0, fixed) * buf
+        source = "fixed"
+    capped = False
+    max_on = (
+        _env_bool("OKX_OPTIONS_COIN_MAX_USDT_ENABLED", False)
+        if max_enabled is None
+        else bool(max_enabled)
+    )
+    max_n = (
+        float(max_usdt)
+        if max_usdt is not None
+        else _env_float("OKX_OPTIONS_COIN_MAX_USDT", 50.0)
+    )
+    budget = raw
+    if max_on and max_n > 0 and budget > max_n:
+        budget = max_n
+        capped = True
+    return {
+        "ok": budget > 0,
+        "budget_usdt": round(budget, 8),
+        "raw_usdt": round(raw, 8),
+        "trading_usdt": round(bal, 8),
+        "buffer": buf,
+        "compound": use_compound,
+        "source": source,
+        "max_enabled": max_on,
+        "max_usdt": max_n if max_on else None,
+        "capped_by_max": capped,
+        "msg": "" if budget > 0 else "交易账户 USDT 不足,无法计算币本位预算",
+    }
+
+
+def normalize_coin_spot_buy_buffer(raw: Any = None) -> float:
+    """
+    现货买入相对权利金的倍数缓冲.
+    env OKX_OPTIONS_COIN_SPOT_BUY_BUFFER 默认 1.10(=多买 10%).
+    也可写 0.10 表示 +10%.
+    """
+    if raw is None:
+        v = _env_float("OKX_OPTIONS_COIN_SPOT_BUY_BUFFER", 1.10)
+    else:
+        try:
+            v = float(raw)
+        except (TypeError, ValueError):
+            v = 1.10
+    if v <= 0:
+        return 1.10
+    if v < 1.0:
+        return 1.0 + v
+    return v
+
+
+def plan_coin_open_by_budget(
+    *,
+    quote_per_unit: float,
+    ct_mult: float,
+    min_sz: int,
+    budget_usdt: float,
+    index_px: float,
+    ask_sz: float | None = None,
+    spot_buy_buffer: float | None = None,
+    target_sheets: int | None = None,
+) -> dict[str, Any]:
+    """
+    先按预算/卖一估最大可开张数,再按「权利金 × 现货缓冲」算应买现货 USDT.
+    不全额把预算换成币.
+    """
+    import math
+
+    from lib.exchange.okx_options_lib import cap_option_buy_sheets_to_ask_depth
+
+    ask = float(quote_per_unit or 0)
+    mult = float(ct_mult or 0.01)
+    need = max(1, int(min_sz or 1))
+    budget = max(0.0, float(budget_usdt or 0))
+    idx = float(index_px or 0)
+    buf = normalize_coin_spot_buy_buffer(spot_buy_buffer)
+    if ask <= 0 or mult <= 0:
+        return {"ok": False, "msg": "卖一价无效", "sheets": 0, "buy_usdt": 0.0}
+    if idx <= 0:
+        return {"ok": False, "msg": "缺少指数价,无法估算买币 USDT", "sheets": 0, "buy_usdt": 0.0}
+    if budget <= 0:
+        return {"ok": False, "msg": "USDT 预算无效", "sheets": 0, "buy_usdt": 0.0}
+
+    per_sheet_coin = ask * mult
+    # 每张开仓需买的币(含缓冲)及其约合 USDT
+    per_sheet_buy_coin = per_sheet_coin * buf
+    per_sheet_usdt = per_sheet_buy_coin * idx
+    if per_sheet_usdt <= 0:
+        return {"ok": False, "msg": "无法计算单张买币成本", "sheets": 0, "buy_usdt": 0.0}
+
+    max_by_budget = int(math.floor((budget / per_sheet_usdt) + 1e-12))
+    if target_sheets is not None:
+        try:
+            want = int(target_sheets)
+        except (TypeError, ValueError):
+            want = 0
+        if want < need:
+            return {
+                "ok": False,
+                "msg": f"指定张数无效(需≥{need})",
+                "sheets": 0,
+                "buy_usdt": 0.0,
+                "max_by_budget": max_by_budget,
+            }
+        sheets = min(want, max_by_budget)
+        if sheets < want:
+            return {
+                "ok": False,
+                "msg": (
+                    f"预算约可开 {max_by_budget} 张(含现货缓冲×{buf:g}),"
+                    f"不足指定 {want} 张"
+                ),
+                "sheets": 0,
+                "buy_usdt": 0.0,
+                "max_by_budget": max_by_budget,
+                "spot_buy_buffer": buf,
+            }
+    else:
+        sheets = max_by_budget
+
+    capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=need)
+    ask_depth_capped = False
+    if capped is None:
+        return {
+            "ok": False,
+            "msg": cap_msg or "卖一深度不足",
+            "sheets": 0,
+            "buy_usdt": 0.0,
+            "spot_buy_buffer": buf,
+        }
+    if int(capped) < sheets:
+        sheets = int(capped)
+        ask_depth_capped = True
+
+    if sheets < need:
+        return {
+            "ok": False,
+            "msg": (
+                f"预算不足,无法买入 {need} 张"
+                f"(单张约需 {per_sheet_usdt:.4f} USDT,含现货缓冲×{buf:g})"
+            ),
+            "sheets": sheets,
+            "buy_usdt": 0.0,
+            "per_sheet_usdt": round(per_sheet_usdt, 8),
+            "spot_buy_buffer": buf,
+            "max_by_budget": max_by_budget,
+        }
+
+    premium_coin = sheets * per_sheet_coin
+    buy_coin = premium_coin * buf
+    buy_usdt = min(budget, buy_coin * idx)
+    # 再保险:向下对齐,避免浮点导致略超预算
+    buy_usdt = min(budget, round(buy_usdt, 8))
+    out = {
+        "ok": True,
+        "msg": "" if not ask_depth_capped else (cap_msg or f"已按卖一深度限制为 {sheets} 张"),
+        "sheets": sheets,
+        "eth_amount": round(sheets * mult, 8),
+        "coin_premium": round(premium_coin, 8),
+        "total_premium": round(premium_coin, 8),
+        "per_sheet_coin": per_sheet_coin,
+        "buy_coin": round(buy_coin, 8),
+        "buy_usdt": round(buy_usdt, 8),
+        "budget_usdt": round(budget, 8),
+        "spot_buy_buffer": buf,
+        "index_px": idx,
+        "max_by_budget": max_by_budget,
+        "ask_depth_capped": ask_depth_capped,
+        "est_note": (
+            f"按最大可开 {sheets} 张×卖一权利金×现货缓冲{buf:g}估买币;"
+            f"不全额兑换预算"
+        ),
+    }
+    if target_sheets is not None:
+        out["est_note"] = (
+            f"指定 {sheets} 张×卖一权利金×现货缓冲{buf:g}估买币;不全额兑换"
+        )
+        out["target_sheets"] = int(target_sheets)
+    return out
+
+
+def calc_sheets_from_coin_balance(
+    *,
+    quote_per_unit: float,
+    ct_mult: float,
+    min_sz: int,
+    coin_available: float,
+) -> dict[str, Any]:
+    """用可用标的币尽量开满(权利金以币计)."""
+    import math
+
+    ask = float(quote_per_unit or 0)
+    mult = float(ct_mult or 0.01)
+    need = max(1, int(min_sz or 1))
+    coin = max(0.0, float(coin_available or 0))
+    # 留一点手续费/精度缓冲,避免算满张后下单 51008
+    coin_eff = coin * 0.97
+    if ask <= 0 or mult <= 0:
+        return {"ok": False, "msg": "卖一价无效", "sheets": 0, "coin_premium": 0.0}
+    per_sheet = ask * mult
+    if per_sheet <= 0:
+        return {"ok": False, "msg": "无法计算单张权利金(币)", "sheets": 0, "coin_premium": 0.0}
+    sheets = int(math.floor((coin_eff / per_sheet) + 1e-12))
+    if sheets < need:
+        return {
+            "ok": False,
+            "msg": f"可用币不足,无法买入 {need} 张(单张约 {per_sheet:.8g} 币,可用 {coin:g})",
+            "sheets": sheets,
+            "coin_premium": round(sheets * per_sheet, 8),
+            "per_sheet_coin": per_sheet,
+        }
+    prem = sheets * per_sheet
+    return {
+        "ok": True,
+        "msg": "",
+        "sheets": sheets,
+        "coin_premium": round(prem, 8),
+        "per_sheet_coin": per_sheet,
+        "eth_amount": round(sheets * mult, 8),
+    }

lib/options/options_monitor_lib.py

@@ -30,16 +30,23 @@ def build_profit_alert_message(
     upl: float,
     upl_ratio: float | None,
     bid: float | None,
+    premium_ccy: str | None = None,
 ) -> str:
+    from lib.options.options_notify_lib import resolve_options_premium_ccy
+
+    ccy = resolve_options_premium_ccy(inst_id=inst_id, premium_ccy=premium_ccy)
+    d = 6 if ccy in ("ETH", "BTC") else 4
     pct = f"{upl_ratio * 100:.1f}%" if upl_ratio is not None else "—"
-    bid_txt = f"{bid:.4f}" if bid is not None else "—"
+    bid_txt = f"{bid:.{d}f}" if bid is not None else "—"
+    mode = "币本位" if ccy != "USDC" else "USDC"
     return "\n".join(
         [
             "【OKX期权·翻倍提醒】",
             f"账户:{account_label}",
+            f"本位:{mode}",
             f"合约:{inst_id}",
-            f"已付权利金:{premium_paid:.4f} USDC",
+            f"已付权利金:{premium_paid:.{d}f} {ccy}",
-            f"未实现盈亏:{upl:+.4f} USDC({pct})",
+            f"未实现盈亏:{upl:+.{d}f} {ccy}({pct})",
             f"当前买一:{bid_txt}(可考虑限价平仓锁利)",
         ]
     )
@@ -142,11 +149,13 @@ def _created_at_ms(created_at: Any) -> int | None:
 
 def _group_key_for_closed_trade(row: Any) -> str:
     inst = str(row["inst_id"] or "").strip()
-    ord_id = str(row["close_ord_id"] or "").strip() if "close_ord_id" in row.keys() else ""
-    if ord_id:
-        return f"{inst}|ord:{ord_id}"
     closed = str(row["closed_at"] or "").strip()
-    return f"{inst}|close:{(closed[:16] if closed else '')}"
+    close_prefix = closed[:16] if closed else ""
+    ord_id = str(row["close_ord_id"] or "").strip() if "close_ord_id" in row.keys() else ""
+    # 即使 close_ord_id/posId 相同,也要按平仓时间拆开(OKX 可能复用 posId)
+    if ord_id:
+        return f"{inst}|ord:{ord_id}|close:{close_prefix}"
+    return f"{inst}|close:{close_prefix}"
 
 
 def backfill_closed_options_realized_pnl_from_history(
@@ -170,7 +179,8 @@ def backfill_closed_options_realized_pnl_from_history(
 
     rows = conn.execute(
         """
-        SELECT id, inst_id, sheets, premium_paid, realized_pnl, created_at, closed_at, close_ord_id
+        SELECT id, inst_id, sheets, premium_paid, realized_pnl, close_quote,
+               created_at, closed_at, close_ord_id
         FROM options_trades
         WHERE status = 'closed'
         ORDER BY id DESC
@@ -193,13 +203,26 @@ def backfill_closed_options_realized_pnl_from_history(
         inst = str(group[0]["inst_id"] or "").strip()
         open_candidates = [_created_at_ms(r["created_at"]) for r in group]
         open_ms = min((x for x in open_candidates if x is not None), default=None)
-        close_info = resolve_option_close_from_history(by_inst.get(inst) or [], open_ms=open_ms)
+        close_candidates = [_created_at_ms(r["closed_at"]) for r in group]
+        close_ms = max((x for x in close_candidates if x is not None), default=None)
+        sheets_hint = None
+        try:
+            sheets_hint = sum(float(_safe_float(r["sheets"]) or 0.0) for r in group) or None
+        except (TypeError, ValueError):
+            sheets_hint = None
+        close_info = resolve_option_close_from_history(
+            by_inst.get(inst) or [],
+            open_ms=open_ms,
+            close_ms=close_ms,
+            sheets=sheets_hint,
+        )
         if not close_info:
             continue
         ex_pnl = _safe_float(close_info.get("realized_pnl"))
         if ex_pnl is None:
             continue
         close_quote = _safe_float(close_info.get("close_quote"))
+        matched_pos = str(close_info.get("pos_id") or "").strip() or None
         total_paid = 0.0
         for r in group:
             total_paid += float(_safe_float(r["premium_paid"]) or 0.0)
@@ -215,7 +238,14 @@ def backfill_closed_options_realized_pnl_from_history(
                 share = round(float(ex_pnl) / len(group), 4)
                 allocated += share
             local = _safe_float(r["realized_pnl"])
-            if local is not None and abs(local - share) < 1e-6:
+            local_close = _safe_float(r["close_quote"])
+            local_ord = str(r["close_ord_id"] or "").strip()
+            pnl_ok = local is not None and abs(local - share) < 1e-6
+            quote_ok = close_quote is None or (
+                local_close is not None and abs(local_close - float(close_quote)) < 1e-6
+            )
+            ord_ok = (not matched_pos) or (local_ord == matched_pos)
+            if pnl_ok and quote_ok and ord_ok:
                 continue
             prem_recv = round(paid + share, 4)
             conn.execute(
@@ -223,10 +253,11 @@ def backfill_closed_options_realized_pnl_from_history(
                 UPDATE options_trades
                 SET realized_pnl = ?,
                     premium_received = ?,
-                    close_quote = COALESCE(?, close_quote)
+                    close_quote = COALESCE(?, close_quote),
+                    close_ord_id = COALESCE(?, close_ord_id)
                 WHERE id = ?
                 """,
-                (share, prem_recv, close_quote, int(r["id"])),
+                (share, prem_recv, close_quote, matched_pos, int(r["id"])),
             )
             updated += 1
     return updated
@@ -404,6 +435,8 @@ def options_monitor_loop(
     profit_ratio: float,
     sync_trades_fn: Callable[[sqlite3.Connection], int] | None = None,
     target_close_fn: Callable[[str], dict[str, Any]] | None = None,
+    profit_exit_close_fn: Callable[[str], dict[str, Any]] | None = None,
+    profit_exit_cfg: dict[str, Any] | None = None,
     stale_pending_fn: Callable[[], dict[str, Any]] | None = None,
     stop_event: Any = None,
 ) -> None:
@@ -435,6 +468,21 @@ def options_monitor_loop(
                         account_label=account_label,
                         cfg={"send_wechat": send_wechat, "account_label": account_label},
                     )
+                if profit_exit_close_fn is not None:
+                    from lib.options.options_profit_exit_lib import run_options_profit_exits
+
+                    pe_cfg = dict(profit_exit_cfg or {})
+                    pe_cfg.setdefault("send_wechat", send_wechat)
+                    pe_cfg.setdefault("account_label", account_label)
+                    run_options_profit_exits(
+                        conn,
+                        positions,
+                        close_fn=profit_exit_close_fn,
+                        send_wechat=send_wechat,
+                        account_label=account_label,
+                        cfg=pe_cfg,
+                        ex=pe_cfg.get("exchange_options"),
+                    )
                 if sync_trades_fn is not None:
                     sync_trades_fn(conn)
                 conn.commit()

lib/options/options_notify_lib.py

@@ -1,4 +1,4 @@
-"""OKX 期权开仓/平仓企业微信推送(必发,幂等落库标记)."""
+"""OKX 期权开仓/平仓企业微信推送(必发,幂等落库标记).支持 USDC / 币本位(ETH/BTC)."""
 from __future__ import annotations
 
 import sqlite3
@@ -23,6 +23,63 @@ def _opt_type_label(opt_type: Any) -> str:
     return t or "—"
 
 
+def resolve_options_premium_ccy(
+    *,
+    inst_id: str = "",
+    underlying: str = "",
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
+    row: dict[str, Any] | None = None,
+) -> str:
+    """权利金计价币种:USDC 或 ETH/BTC."""
+    raw = premium_ccy
+    if (raw is None or str(raw).strip() == "") and row:
+        raw = row.get("premium_ccy")
+    ccy = str(raw or "").strip().upper()
+    if ccy:
+        return ccy
+    try:
+        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+        mid = str(inst_id or (row or {}).get("inst_id") or "").strip()
+        mode = margin_mode if margin_mode is not None else (row or {}).get("margin_mode")
+        if mode is None and mid:
+            mode = margin_mode_from_inst_id(mid)
+        u = str(
+            underlying
+            or (row or {}).get("underlying")
+            or (mid.split("-")[0] if mid else "ETH")
+            or "ETH"
+        ).strip().upper() or "ETH"
+        return premium_ccy_for_mode(str(mode or "usdc"), u)
+    except Exception:
+        return "USDC"
+
+
+def _amount_decimals(ccy: str) -> int:
+    c = (ccy or "USDC").strip().upper()
+    if c in ("ETH", "BTC"):
+        return 6
+    return 4
+
+
+def _mode_tag(*, inst_id: str = "", premium_ccy: str = "", margin_mode: Any = None) -> str:
+    ccy = (premium_ccy or "").strip().upper()
+    if ccy and ccy != "USDC":
+        return "币本位"
+    try:
+        from lib.options.options_margin_mode_lib import is_coin_margin_mode, margin_mode_from_inst_id
+
+        mode = margin_mode
+        if mode is None and inst_id:
+            mode = margin_mode_from_inst_id(inst_id)
+        if is_coin_margin_mode(mode):
+            return "币本位"
+    except Exception:
+        pass
+    return "USDC"
+
+
 def ensure_options_notify_columns(conn: sqlite3.Connection) -> None:
     for ddl in (
         "ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
@@ -57,10 +114,21 @@ def build_options_open_message(
     target_index: Any = None,
     signal_note: str = "",
     trade_id: Any = None,
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
 ) -> str:
+    ccy = resolve_options_premium_ccy(
+        inst_id=inst_id,
+        underlying=underlying,
+        premium_ccy=premium_ccy,
+        margin_mode=margin_mode,
+    )
+    d = _amount_decimals(ccy)
+    mode = _mode_tag(inst_id=inst_id, premium_ccy=ccy, margin_mode=margin_mode)
     lines = [
         "【OKX期权·开仓】",
         f"账户:{account_label or 'OKX期权'}",
+        f"本位:{mode}",
     ]
     if trade_id is not None:
         lines.append(f"本地单号:#{trade_id}")
@@ -69,8 +137,8 @@ def build_options_open_message(
             f"合约:{inst_id}",
             f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
             f"张数:{sheets if sheets is not None else '—'}",
-            f"开仓报价:{_fmt(open_quote)} USDC",
+            f"开仓报价:{_fmt(open_quote, d)} {ccy}",
-            f"权利金:{_fmt(premium_paid)} USDC",
+            f"权利金:{_fmt(premium_paid, d)} {ccy}",
         ]
     )
     if target_index is not None and str(target_index).strip() != "":
@@ -98,10 +166,21 @@ def build_options_close_message(
     target_index: Any = None,
     trigger_idx: Any = None,
     trade_id: Any = None,
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
 ) -> str:
+    ccy = resolve_options_premium_ccy(
+        inst_id=inst_id,
+        underlying=underlying,
+        premium_ccy=premium_ccy,
+        margin_mode=margin_mode,
+    )
+    d = _amount_decimals(ccy)
+    mode = _mode_tag(inst_id=inst_id, premium_ccy=ccy, margin_mode=margin_mode)
     lines = [
         "【OKX期权·平仓】",
         f"账户:{account_label or 'OKX期权'}",
+        f"本位:{mode}",
     ]
     if trade_id is not None:
         lines.append(f"本地单号:#{trade_id}")
@@ -111,9 +190,9 @@ def build_options_close_message(
             f"标的:{(underlying or '—')} · {_opt_type_label(opt_type)}",
             f"原因:{(reason or '平仓').strip()}",
             f"张数:{sheets if sheets is not None else '—'}",
-            f"平仓报价:{_fmt(close_quote)} USDC",
+            f"平仓报价:{_fmt(close_quote, d)} {ccy}",
-            f"已付/收回:{_fmt(premium_paid)} / {_fmt(premium_received)} USDC",
+            f"已付/收回:{_fmt(premium_paid, d)} / {_fmt(premium_received, d)} {ccy}",
-            f"实现盈亏:{_fmt(realized_pnl, 4)} USDC",
+            f"实现盈亏:{_fmt(realized_pnl, d)} {ccy}",
         ]
     )
     if target_index is not None and str(target_index).strip() != "":
@@ -142,15 +221,26 @@ def notify_options_open(
     open_quote: Any = None,
     target_index: Any = None,
     signal_note: str = "",
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
 ) -> bool:
     ensure_options_notify_columns(conn) if conn is not None else None
+    row_ccy = premium_ccy
+    row_mode = margin_mode
     if conn is not None and trade_id is not None:
         row = conn.execute(
-            "SELECT wechat_open_sent FROM options_trades WHERE id=?",
+            "SELECT wechat_open_sent, premium_ccy, margin_mode, underlying FROM options_trades WHERE id=?",
             (int(trade_id),),
         ).fetchone()
         if row and int(row["wechat_open_sent"] or 0):
             return False
+        if row:
+            if row_ccy is None:
+                row_ccy = row["premium_ccy"] if "premium_ccy" in row.keys() else None
+            if row_mode is None:
+                row_mode = row["margin_mode"] if "margin_mode" in row.keys() else None
+            if not underlying:
+                underlying = str(row["underlying"] or "") if "underlying" in row.keys() else underlying
     msg = build_options_open_message(
         account_label=str(cfg.get("account_label") or "OKX期权"),
         inst_id=inst_id,
@@ -162,6 +252,8 @@ def notify_options_open(
         target_index=target_index,
         signal_note=signal_note,
         trade_id=trade_id,
+        premium_ccy=row_ccy,
+        margin_mode=row_mode,
     )
     ok = notify_options_send(cfg, msg)
     if ok and conn is not None and trade_id is not None:
@@ -197,6 +289,8 @@ def notify_options_close(
     close_quote: Any = None,
     target_index: Any = None,
     trigger_idx: Any = None,
+    premium_ccy: Any = None,
+    margin_mode: Any = None,
     force: bool = False,
 ) -> bool:
     """平仓必发.默认按 trade_id / 同合约未标记行幂等."""
@@ -230,6 +324,18 @@ def notify_options_close(
             ).fetchone()
             if q2:
                 rows = [dict(q2)]
+        if not rows:
+            # 已有平仓记录且均已推送:幂等跳过,避免再走「无库行」重复推
+            exists = conn.execute(
+                """
+                SELECT 1 FROM options_trades
+                WHERE inst_id=? AND status='closed'
+                LIMIT 1
+                """,
+                (inst_id,),
+            ).fetchone()
+            if exists:
+                return False
 
     if rows:
         # 同次平仓可能多腿:合并一条推送,逐条标记
@@ -259,6 +365,8 @@ def notify_options_close(
             target_index=target_index,
             trigger_idx=trigger_idx,
             trade_id=head.get("id") if len(rows) == 1 else None,
+            premium_ccy=premium_ccy or head.get("premium_ccy"),
+            margin_mode=margin_mode or head.get("margin_mode"),
         )
         ok = notify_options_send(cfg, msg)
         if ok and conn is not None:
@@ -288,6 +396,8 @@ def notify_options_close(
         target_index=target_index,
         trigger_idx=trigger_idx,
         trade_id=trade_id,
+        premium_ccy=premium_ccy,
+        margin_mode=margin_mode,
     )
     return notify_options_send(cfg, msg)
 
@@ -327,4 +437,6 @@ def notify_options_close_trade_ids(
         premium_received=sum(float(r["premium_received"] or 0) for r in rows if r["premium_received"] is not None),
         realized_pnl=sum(float(r["realized_pnl"]) for r in rows if r["realized_pnl"] is not None),
         close_quote=first.get("close_quote"),
+        premium_ccy=first.get("premium_ccy"),
+        margin_mode=first.get("margin_mode"),
     )

lib/options/options_position_limit_lib.py

@@ -0,0 +1,144 @@
+"""OKX 期权持仓笔数上限(env: OKX_OPTIONS_MAX_ACTIVE_POSITIONS)."""
+from __future__ import annotations
+
+import os
+from typing import Any, Optional, Sequence
+
+
+def options_max_active_positions() -> int:
+    """同时持有的期权合约笔数上限;0=不限制.热更读 env."""
+    raw = os.getenv("OKX_OPTIONS_MAX_ACTIVE_POSITIONS", "0")
+    try:
+        v = int(float(str(raw).strip()))
+    except (TypeError, ValueError):
+        return 0
+    return max(0, v)
+
+
+def count_live_option_positions(rows: Optional[list[dict[str, Any]]]) -> int:
+    if not rows:
+        return 0
+    n = 0
+    for r in rows:
+        if not isinstance(r, dict):
+            continue
+        try:
+            pos = float(r.get("pos") or 0)
+        except (TypeError, ValueError):
+            continue
+        if abs(pos) >= 1e-12:
+            n += 1
+    return n
+
+
+def _inst_already_open(rows: list[dict[str, Any]], inst_id: str) -> bool:
+    want = (inst_id or "").strip()
+    if not want:
+        return False
+    for r in rows:
+        if str(r.get("instId") or r.get("inst_id") or "").strip() == want:
+            return True
+    return False
+
+
+def _normalize_inst_ids(
+    opening_inst_id: str = "",
+    opening_inst_ids: Optional[Sequence[str]] = None,
+) -> list[str]:
+    out: list[str] = []
+    seen: set[str] = set()
+    for raw in list(opening_inst_ids or []) + ([opening_inst_id] if opening_inst_id else []):
+        iid = str(raw or "").strip()
+        if not iid or iid in seen:
+            continue
+        seen.add(iid)
+        out.append(iid)
+    return out
+
+
+def option_position_limit_block_msg(
+    ex: Any,
+    *,
+    opening_inst_id: str = "",
+    opening_inst_ids: Optional[Sequence[str]] = None,
+    new_positions: Optional[int] = None,
+    max_active: Optional[int] = None,
+    fetch_positions=None,
+) -> Optional[str]:
+    """若禁止新开买期权则返回中文原因,否则 None.
+
+    - max_active<=0:不限制
+    - opening_inst_ids:本次要开的合约;已在持仓中的不占新笔数
+    - new_positions:显式指定还需新占几笔(默认按 opening_inst_ids 推算)
+    - 期期两腿应一次传入两个 inst_id,在开仓前预检,避免上限=1 时开出半边仓
+    - 拉持仓失败:拒绝开仓(避免绕过上限)
+    """
+    try:
+        from lib.hedge_plan.okx_trade_mode_lib import standalone_options_open_allowed
+
+        # 对冲模式用 MAX_ACTIVE_HEDGE_PLANS 管「组数」,不占用期权笔数上限
+        if max_active is None and not standalone_options_open_allowed():
+            return None
+    except Exception:
+        pass
+    mx = options_max_active_positions() if max_active is None else int(max_active)
+    if mx <= 0:
+        return None
+    fetch = fetch_positions
+    if fetch is None:
+        from lib.exchange.okx_options_lib import fetch_option_positions
+
+        fetch = fetch_option_positions
+    try:
+        rows = fetch(ex)
+    except Exception:
+        rows = None
+    if rows is None:
+        return f"无法获取期权持仓,暂不可开仓(上限 {mx} 笔)"
+    active = count_live_option_positions(rows)
+    ids = _normalize_inst_ids(opening_inst_id, opening_inst_ids)
+
+    if new_positions is None:
+        if ids:
+            already = sum(1 for i in ids if _inst_already_open(rows, i))
+            need = max(0, len(ids) - already)
+        else:
+            need = 1
+    else:
+        need = max(0, int(new_positions))
+        if need <= 1 and len(ids) == 1 and _inst_already_open(rows, ids[0]):
+            return None
+
+    if need <= 0:
+        return None
+    if active + need <= mx:
+        return None
+    if need >= 2:
+        return (
+            f"期期对冲需新开 {need} 笔期权,当前已有 {active} 笔、上限 {mx};"
+            f"请将 OKX_OPTIONS_MAX_ACTIVE_POSITIONS 设为 0(不限制)或不小于 {active + need},或先平仓"
+        )
+    return f"期权持仓已达上限({active}/{mx}),请先平仓后再开"
+
+
+def compound_full_single_position_block_msg(
+    ex: Any,
+    *,
+    fetch_positions=None,
+) -> Optional[str]:
+    """全仓复利:账户内已有任意期权持仓则禁止再开(仅允许 1 笔)."""
+    fetch = fetch_positions
+    if fetch is None:
+        from lib.exchange.okx_options_lib import fetch_option_positions
+
+        fetch = fetch_option_positions
+    try:
+        rows = fetch(ex)
+    except Exception:
+        rows = None
+    if rows is None:
+        return "无法获取期权持仓,全仓复利模式暂不可开仓"
+    active = count_live_option_positions(rows)
+    if active >= 1:
+        return f"全仓复利模式仅允许同时持有 1 笔仓位(当前 {active} 笔),请先平仓"
+    return None