fix(options): speed up chain refresh with fast path and non-blocking UI

Skip full REST tickers when WS is warm, seed subscriptions off-request, and keep the old chain visible while refreshing.

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

lib/common/static/hedge_plan.js

@@ -1165,14 +1165,9 @@
     fillExpSelect($("hp-oo-exp-select"), d);
     renderListStrikes();
     renderTStrikes();
-    if (d.index_px) {
-      const idx = Number(d.index_px);
-      if ($("hp-target-up") && !$("hp-target-up").value) {
-        $("hp-target-up").value = String(Math.round(idx * 1.03));
-      }
-      if ($("hp-target-down") && !$("hp-target-down").value) {
-        $("hp-target-down").value = String(Math.round(idx * 0.97));
-      }
+    // 期期盈亏比默认 2,不再用指数自动填上破/下破
+    if ($("hp-oo-rr") && !$("hp-oo-rr").value) {
+      $("hp-oo-rr").value = "2";
     }
   }
 
@@ -1581,8 +1576,7 @@
     if ($("hp-contracts")) $("hp-contracts").value = "";
     if ($("hp-tp")) $("hp-tp").value = "";
     if ($("hp-sl")) $("hp-sl").value = "";
-    if ($("hp-target-up")) $("hp-target-up").value = "";
-    if ($("hp-target-down")) $("hp-target-down").value = "";
+    if ($("hp-oo-rr")) $("hp-oo-rr").value = "2";
     if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
     if ($("hp-premium-line")) $("hp-premium-line").textContent = "";
     if ($("hp-oo-sheets-a")) {
@@ -1618,16 +1612,12 @@
         if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
           throw new Error("期期两腿须为平值或虚值,不可选实值");
         }
-        const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
-        const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
-        if (!up || !down) throw new Error("请填写上破与下破目标价");
-        if (up <= down) throw new Error("上破目标价必须大于下破目标价");
+        const rr = numInput("hp-oo-rr", 2);
+        if (!(rr > 0)) throw new Error("请填写盈亏比(相对权利金,默认2)");
         body = {
           plan_type: "options_options",
-          target_price_up: up,
-          target_price_down: down,
-          target_price: up,
-          index_px: indexPx() || (up + down) / 2,
+          oo_profit_rr: rr,
+          index_px: indexPx() || 0,
           leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
           leg_b: legPayload(state.legB, ooSheets("hp-oo-sheets-b")),
         };
@@ -1719,28 +1709,44 @@
             fmt(s.premium_paid) +
             (s.hedge_ratio_at_sl != null ? " · 止损对冲率 " + fmt(s.hedge_ratio_at_sl) + "%" : "");
         } else {
-          const upTot = s.at_target_up_total != null ? s.at_target_up_total : s.at_target_total;
-          const dnTot = s.at_target_down_total;
-          let rrLine = "";
-          if (s.rr_at_up != null || s.rr_at_down != null) {
-            rrLine =
-              " · 盈亏比 上破 " +
-              fmtRr(s.rr_at_up) +
-              (dnTot != null ? " / 下破 " + fmtRr(s.rr_at_down) : "") +
-              '<span class="muted">（亏=全额保费 ' +
-              fmt(s.rr_risk_premium != null ? s.rr_risk_premium : s.premium_paid) +
-              "）</span>";
+          const rr = s.oo_profit_rr != null ? s.oo_profit_rr : s.rr_target;
+          const tgt = s.target_profit != null ? s.target_profit : s.at_target_total;
+          if (rr != null) {
+            summary.innerHTML =
+              "盈亏比 ×" +
+              fmt(rr, 2) +
+              " · 目标盈利 " +
+              fmtPnlHtml(tgt) +
+              " · 到期现价 " +
+              fmtPnlHtml(s.expiry_flat_total) +
+              " · 保费 " +
+              fmt(s.premium_paid) +
+              '<span class="muted">（达标全平;不达标等到期）</span>' +
+              (s.expiry_is_loss ? " · 到期现价情景为亏" : "");
+          } else {
+            const upTot = s.at_target_up_total != null ? s.at_target_up_total : s.at_target_total;
+            const dnTot = s.at_target_down_total;
+            let rrLine = "";
+            if (s.rr_at_up != null || s.rr_at_down != null) {
+              rrLine =
+                " · 盈亏比 上破 " +
+                fmtRr(s.rr_at_up) +
+                (dnTot != null ? " / 下破 " + fmtRr(s.rr_at_down) : "") +
+                '<span class="muted">（亏=全额保费 ' +
+                fmt(s.rr_risk_premium != null ? s.rr_risk_premium : s.premium_paid) +
+                "）</span>";
+            }
+            summary.innerHTML =
+              "上破 " +
+              fmtPnlHtml(upTot) +
+              (dnTot != null ? " · 下破 " + fmtPnlHtml(dnTot) : "") +
+              " · 到期现价 " +
+              fmtPnlHtml(s.expiry_flat_total) +
+              " · 保费 " +
+              fmt(s.premium_paid) +
+              rrLine +
+              (s.expiry_is_loss ? " · 到期无盈利(记总亏损)" : "");
           }
-          summary.innerHTML =
-            "上破 " +
-            fmtPnlHtml(upTot) +
-            (dnTot != null ? " · 下破 " + fmtPnlHtml(dnTot) : "") +
-            " · 到期现价 " +
-            fmtPnlHtml(s.expiry_flat_total) +
-            " · 保费 " +
-            fmt(s.premium_paid) +
-            rrLine +
-            (s.expiry_is_loss ? " · 到期无盈利(记总亏损)" : "");
         }
       }
       if (!tbody) return;
@@ -2057,8 +2063,7 @@
       "hp-tp",
       "hp-sl",
       "hp-sheets",
-      "hp-target-up",
-      "hp-target-down",
+      "hp-oo-rr",
     ]);
     if ($("hp-preview-btn"))
       $("hp-preview-btn").addEventListener("click", function () {
@@ -2171,6 +2176,9 @@
     if (p.plan_type === "perp_options") {
       return "止盈 " + fmt(p.tp) + " · 止损 " + fmt(p.sl);
     }
+    if (p.oo_profit_rr != null && Number(p.oo_profit_rr) > 0) {
+      return "盈亏比 ×" + fmt(p.oo_profit_rr, 2) + "（达标全平）";
+    }
     return "上破 " + fmt(p.target_price_up || p.target_price) + " · 下破 " + fmt(p.target_price_down || p.target_price);
   }
 
@@ -2330,6 +2338,8 @@
       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_rr_target: "期期盈亏比达标",
+      oo_rr_closing: "期期盈亏比平仓中",
       oo_rest_closing: "期期全平·清残腿中",
       oo_rest_closed: "期期全平·两腿已平",
       orphaned_after_tp: "止盈后持有至到期",
@@ -2404,6 +2414,11 @@
           "x · 张数 " +
           fmt(p.perp_size, 4) +
           "</div>";
+      } else if (p.oo_profit_rr != null && Number(p.oo_profit_rr) > 0) {
+        html +=
+          "<div><span class=\"muted\">盈亏比</span> ×" +
+          fmt(p.oo_profit_rr, 2) +
+          "（浮盈达标全平;不达标等到期）</div>";
       } else {
         html +=
           "<div><span class=\"muted\">目标价</span> 上破 " +
@@ -2626,17 +2641,13 @@
         if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
           throw new Error("期期两腿须为平值或虚值,不可选实值");
         }
-        const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
-        const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
-        if (!up || !down) throw new Error("请填写上破与下破目标价");
-        if (up <= down) throw new Error("上破目标价必须大于下破目标价");
+        const rr = numInput("hp-oo-rr", 2);
+        if (!(rr > 0)) throw new Error("请填写盈亏比(相对权利金,默认2)");
         body = {
           plan_type: "options_options",
           underlying: state.underlying,
-          target_price_up: up,
-          target_price_down: down,
-          target_price: up,
-          index_px: indexPx() || (up + down) / 2,
+          oo_profit_rr: rr,
+          index_px: indexPx() || 0,
           oo_close_mode: state.ooCloseModeEnabled ? state.ooCloseMode : "hold_expiry",
           oo_sheets_mode: state.ooSheetsMode || "same_sheets",
           leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),

lib/common/static/options_panel.js

@@ -7,6 +7,10 @@
   root.setAttribute("data-options-booted", "1");
 
   const panelCache = (window.__optionsPanelCache = window.__optionsPanelCache || {});
+  if (!panelCache.quoteWatcherId) {
+    panelCache.quoteWatcherId =
+      "w" + Date.now().toString(36) + Math.random().toString(36).slice(2, 8);
+  }
 
   const state = {
     underlying: root.dataset.defaultUnderly || "ETH",
@@ -37,9 +41,20 @@
   let selectSeq = 0;
   let refreshAllTimer = null;
   let pendingRefreshTimer = null;
+  let chainSoftTimer = null;
+  let lastChainSoftAt = 0;
+  let chainQuotedAt = 0;
+  let quoteLiveEs = null;
+  let quoteLiveReconnectTimer = null;
+  let quoteLiveOk = false;
+  let quoteLiveWsOk = false;
+  let lastOrderQuoteLiveAt = 0;
   let pendingTtlSeconds = 600;
   const POSITIONS_STALE_MS = 45000;
   const PENDING_POLL_MS = 8000;
+  /** SSE/WS 断开时的 REST 兜底;连上后停用 */
+  const CHAIN_SOFT_POLL_MS = 30000;
+  const ORDER_QUOTE_LIVE_MIN_MS = 800;
   const orderPanelHome = (function () {
     const host = document.getElementById("opt-order-panel-host");
     return host ? host.parentElement : null;
@@ -321,7 +336,7 @@
     [
       "opt-sheets-amount",
       "opt-eth-amount",
-      "opt-target-idx",
+      "opt-profit-rr",
     ].forEach(function (id) {
       harden(document.getElementById(id));
     });
@@ -632,6 +647,15 @@
     if (el) el.textContent = fmt(buf, 2);
   }
 
+  function fmtChainQuotedAt() {
+    if (!chainQuotedAt) return "";
+    const d = new Date(chainQuotedAt);
+    const pad = function (n) {
+      return n < 10 ? "0" + n : String(n);
+    };
+    return pad(d.getHours()) + ":" + pad(d.getMinutes()) + ":" + pad(d.getSeconds());
+  }
+
   function renderIndexLine() {
     const idx = state.chain && state.chain.index_px;
     const dte = state.chain && state.chain.chain_max_dte_days;
@@ -645,12 +669,234 @@
     const line = document.getElementById("opt-index-line");
     if (line) {
       const liqHint = askLiqFilterOn() ? "仅显示卖一深度≥1张" : "显示全部卖一(含估算~)";
+      let liveHint = "";
+      if (quoteLiveOk && quoteLiveWsOk) {
+        liveHint = chainQuotedAt
+          ? " · WS实时 " + fmtChainQuotedAt()
+          : " · WS实时";
+      } else if (quoteLiveOk) {
+        liveHint = " · 推送已连,等待 OKX WS…";
+      } else if (chainQuotedAt) {
+        liveHint = " · 链报价 " + fmtChainQuotedAt() + "（REST兜底）";
+      }
       line.textContent =
         "指数 " + state.underlying + " ≈ " + fmt(idx, 2) +
-        " · 默认最近一期 · " + liqHint + " · 实值含平值 · 虚值=价外";
+        " · 默认最近一期 · " + liqHint + " · 实值含平值 · 虚值=价外" + liveHint;
     }
   }
 
+  function findChainContract(instId) {
+    if (!state.chain || !instId) return null;
+    const exps = state.chain.expiries || [];
+    for (let i = 0; i < exps.length; i++) {
+      const contracts = exps[i].contracts || [];
+      for (let j = 0; j < contracts.length; j++) {
+        if (String(contracts[j].inst_id) === String(instId)) return contracts[j];
+      }
+    }
+    return null;
+  }
+
+  function currentExpiryContracts() {
+    if (!state.chain) return [];
+    const expMs = (document.getElementById("opt-exp-select") || {}).value;
+    const exp = (state.chain.expiries || []).find(function (e) {
+      return String(e.exp_time) === String(expMs);
+    });
+    return (exp && exp.contracts) || [];
+  }
+
+  async function watchCurrentExpiryQuotes() {
+    if (!state.chain) return;
+    const expMs = (document.getElementById("opt-exp-select") || {}).value;
+    const contracts = currentExpiryContracts().map(function (c) {
+      return {
+        inst_id: c.inst_id,
+        opt_type: c.opt_type,
+        strike: c.strike,
+        tick_sz: c.tick_sz,
+      };
+    });
+    if (!contracts.length) return;
+    try {
+      await apiJson("/api/options/quotes/watch", {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({
+          underlying: state.underlying,
+          exp_time: expMs,
+          contracts: contracts,
+          index_inst_id: state.underlying + "-USD",
+          watcher_id: panelCache.quoteWatcherId,
+        }),
+      });
+    } catch (_) {
+      /* ignore watch errors; soft poll fallback remains */
+    }
+  }
+
+  function patchListRowDom(instId, c) {
+    const tr = document.querySelector('#opt-strike-tbody tr.opt-strike-row[data-inst="' + instId + '"]');
+    if (!tr || !c) return;
+    const indexPx = state.chain && state.chain.index_px;
+    const tds = tr.children;
+    if (tds.length < 8) return;
+    tds[3].textContent = "";
+    tds[3].className = "opt-px-sz";
+    tds[3].innerHTML = fmtPxSz(c.ask, c.ask_sz, c.ask_estimated);
+    tds[4].className = "opt-chain-lev";
+    tds[4].textContent = fmtChainLeverage(calcAskLeverage(indexPx, c.ask));
+    tds[5].className = "opt-px-sz";
+    tds[5].innerHTML = fmtPxSz(c.bid, c.bid_sz);
+    tds[6].textContent = c.expiry_be_px != null ? fmt(c.expiry_be_px, 0) : "—";
+    tds[7].className = distBeClass(c.dist_expiry_be);
+    tds[7].textContent = fmtDist(c.dist_expiry_be);
+  }
+
+  function patchTRowDom(instId, c) {
+    if (!c) return;
+    const callTr = document.querySelector(
+      '#opt-strike-tbody tr.opt-strike-row-t[data-call-inst="' + instId + '"]'
+    );
+    const putTr = document.querySelector(
+      '#opt-strike-tbody tr.opt-strike-row-t[data-put-inst="' + instId + '"]'
+    );
+    const tr = callTr || putTr;
+    if (!tr) return;
+    const callInst = tr.getAttribute("data-call-inst");
+    const putInst = tr.getAttribute("data-put-inst");
+    const call = callInst ? findChainContract(callInst) : null;
+    const put = putInst ? findChainContract(putInst) : null;
+    const callOk = call && (!askLiqFilterOn() || hasAskLiquidity(call)) ? call : null;
+    const putOk = put && (!askLiqFilterOn() || hasAskLiquidity(put)) ? put : null;
+    const tds = tr.children;
+    if (tds.length < 9) return;
+    tds[0].innerHTML = callOk ? fmtPxSz(callOk.ask, callOk.ask_sz, callOk.ask_estimated) : "—";
+    tds[7].innerHTML = putOk ? fmtPxSz(putOk.ask, putOk.ask_sz, putOk.ask_estimated) : "—";
+    const combined = straddleAskPerUnit(callOk && callOk.ask, putOk && putOk.ask);
+    tds[4].innerHTML = formatStraddlePremiumCell(callOk && callOk.ask, putOk && putOk.ask);
+    tds[5].innerHTML = formatStraddleBand(tr.getAttribute("data-strike"), combined);
+  }
+
+  function applyLiveQuotes(payload) {
+    if (!payload || !state.chain) return;
+    const uly = String(state.underlying || "").toUpperCase();
+    if (payload.indexes && payload.indexes[uly] != null && Number.isFinite(Number(payload.indexes[uly]))) {
+      state.chain.index_px = Number(payload.indexes[uly]);
+    } else if (payload.underlying && String(payload.underlying).toUpperCase() === uly) {
+      if (payload.index_px != null && Number.isFinite(Number(payload.index_px))) {
+        state.chain.index_px = Number(payload.index_px);
+      }
+    } else if (payload.underlying && String(payload.underlying).toUpperCase() !== uly) {
+      // 别的标的推送:仍可 patch 本页已有合约
+    }
+    const quotes = payload.quotes || [];
+    quotes.forEach(function (q) {
+      const instId = q && q.inst_id;
+      if (!instId) return;
+      if (q.underlying && String(q.underlying).toUpperCase() !== uly) return;
+      const c = findChainContract(instId);
+      if (!c) return;
+      if (q.ask !== undefined) c.ask = q.ask;
+      if (q.bid !== undefined) c.bid = q.bid;
+      if (q.ask_sz !== undefined) c.ask_sz = q.ask_sz;
+      if (q.bid_sz !== undefined) c.bid_sz = q.bid_sz;
+      if (q.mark_px !== undefined) c.mark_px = q.mark_px;
+      if (q.ask_estimated !== undefined) c.ask_estimated = !!q.ask_estimated;
+      if (q.expiry_be_px !== undefined) c.expiry_be_px = q.expiry_be_px;
+      if (q.dist_expiry_be !== undefined) c.dist_expiry_be = q.dist_expiry_be;
+      if (state.chainView === "t") patchTRowDom(instId, c);
+      else patchListRowDom(instId, c);
+    });
+    if (payload.ts) chainQuotedAt = Number(payload.ts) || Date.now();
+    else if (quotes.length || payload.index_px != null) chainQuotedAt = Date.now();
+    quoteLiveWsOk = payload.ws_ok !== false;
+    renderIndexLine();
+    if (state.selectedInst && quotes.some(function (q) { return q && q.inst_id === state.selectedInst; })) {
+      const now = Date.now();
+      if (now - lastOrderQuoteLiveAt >= ORDER_QUOTE_LIVE_MIN_MS) {
+        lastOrderQuoteLiveAt = now;
+        void selectContract(state.selectedInst, null, true);
+      }
+    }
+  }
+
+  function stopQuoteLiveStream() {
+    if (quoteLiveReconnectTimer) {
+      clearTimeout(quoteLiveReconnectTimer);
+      quoteLiveReconnectTimer = null;
+    }
+    if (quoteLiveEs) {
+      try { quoteLiveEs.close(); } catch (_) {}
+      quoteLiveEs = null;
+    }
+    quoteLiveOk = false;
+    quoteLiveWsOk = false;
+  }
+
+  function startQuoteLiveStream() {
+    if (quoteLiveEs) return;
+    if (typeof EventSource === "undefined") return;
+    try {
+      quoteLiveEs = new EventSource("/api/options/quotes/stream");
+    } catch (_) {
+      quoteLiveOk = false;
+      return;
+    }
+    quoteLiveEs.addEventListener("quotes", function (ev) {
+      try {
+        const data = JSON.parse(ev.data || "{}");
+        quoteLiveOk = true;
+        if (data.reason === "connect") {
+          quoteLiveWsOk = !!data.ws_ok;
+          renderIndexLine();
+          return;
+        }
+        applyLiveQuotes(data);
+      } catch (_) {}
+    });
+    quoteLiveEs.onopen = function () {
+      quoteLiveOk = true;
+      renderIndexLine();
+      void watchCurrentExpiryQuotes();
+    };
+    quoteLiveEs.onerror = function () {
+      quoteLiveOk = false;
+      quoteLiveWsOk = false;
+      renderIndexLine();
+      stopQuoteLiveStream();
+      quoteLiveReconnectTimer = setTimeout(function () {
+        quoteLiveReconnectTimer = null;
+        startQuoteLiveStream();
+      }, 8000);
+    };
+  }
+
+  function softRefreshChainThrottled(force) {
+    if (document.hidden) return;
+    if (!document.getElementById("options-root")) return;
+    // WS 推送正常时不靠 REST 刷卖一,避免 50011;仅结构兜底可 force
+    if (!force && quoteLiveOk && quoteLiveWsOk) return;
+    const now = Date.now();
+    if (!force && now - lastChainSoftAt < CHAIN_SOFT_POLL_MS) return;
+    lastChainSoftAt = now;
+    void loadChain({ soft: true });
+  }
+
+  function startChainSoftPoll() {
+    if (chainSoftTimer) return;
+    chainSoftTimer = setInterval(function () {
+      if (!document.getElementById("options-root")) {
+        if (chainSoftTimer) {
+          clearInterval(chainSoftTimer);
+          chainSoftTimer = null;
+        }
+        return;
+      }
+      softRefreshChainThrottled(false);
+    }, CHAIN_SOFT_POLL_MS);
+  }
+
   function pickNearestExpiry(exps) {
     if (!exps || !exps.length) return "";
     const now = Date.now();
@@ -894,11 +1140,10 @@
   }
 
   function updateOrderEstimates() {
-    const levEl = document.getElementById("opt-order-leverage");
     const valueEl = document.getElementById("opt-est-value");
     const profitEl = document.getElementById("opt-est-profit");
-    const targetLevEl = document.getElementById("opt-est-leverage");
-    const targetEl = document.getElementById("opt-target-idx");
+    const levEl = document.getElementById("opt-order-leverage");
+    const rrEl = document.getElementById("opt-profit-rr");
     const q = state.orderQuote;
     if (!q || !q.ok || !q.can_open) {
       if (levEl) levEl.textContent = "—";
@@ -907,7 +1152,6 @@
         profitEl.textContent = "—";
         profitEl.className = "v";
       }
-      if (targetLevEl) targetLevEl.textContent = "—";
       return;
     }
     const sz = q.sizing || {};
@@ -916,30 +1160,19 @@
     const lev = calcContractLeverage(q.index_px, ethAmount, premium);
     if (levEl) levEl.textContent = fmtLeverage(lev);
 
-    if (valueEl && profitEl && targetEl) {
-      const targetRaw = targetEl.value;
-      if (targetRaw === "" || targetRaw == null) {
+    if (valueEl && profitEl && rrEl) {
+      const rrRaw = rrEl.value;
+      const rr = rrRaw === "" || rrRaw == null ? NaN : Number(rrRaw);
+      if (!Number.isFinite(rr) || rr <= 0 || !(Number(premium) > 0)) {
         valueEl.textContent = "—";
         profitEl.textContent = "—";
         profitEl.className = "v";
-        if (targetLevEl) targetLevEl.textContent = "—";
       } else {
-        const value = estimateExpiryValue(q.opt_type, q.strike, Number(targetRaw), ethAmount);
-        const profit = estimateExpiryProfit(q.opt_type, q.strike, Number(targetRaw), ethAmount, premium);
-        if (value == null || Number.isNaN(value)) {
-          valueEl.textContent = "—";
-        } else {
-          valueEl.textContent = fmtUsdc(value) + " USDC";
-        }
-        if (profit == null || Number.isNaN(profit)) {
-          profitEl.textContent = "—";
-          profitEl.className = "v";
-        } else {
-          profitEl.textContent = fmtUsdcSigned(profit);
-          profitEl.className = "v " + pnlCls(profit);
-        }
-        const targetLev = calcContractLeverage(Number(targetRaw), ethAmount, premium);
-        if (targetLevEl) targetLevEl.textContent = fmtLeverage(targetLev);
+        const targetProfit = Number(premium) * rr;
+        const needRecycle = Number(premium) + targetProfit;
+        valueEl.textContent = fmtUsdc(needRecycle) + " USDC";
+        profitEl.textContent = fmtUsdcSigned(targetProfit);
+        profitEl.className = "v " + pnlCls(targetProfit);
       }
     }
   }
@@ -1217,8 +1450,14 @@
     const uly = state.underlying;
     const seq = ++chainLoadSeq;
     const btn = document.getElementById("opt-load-chain");
-    if (btn && !soft) btn.disabled = true;
-    if (!soft) {
+    const hadChain = chainHasExpiries(state.chain) && state.chain.underlying === uly;
+    if (btn && !soft) {
+      btn.disabled = true;
+      if (!btn.dataset.origText) btn.dataset.origText = btn.textContent || "刷新链";
+      btn.textContent = "刷新中…";
+    }
+    // 已有链时不先清空表格,避免「白屏等很久」的体感
+    if (!soft && !hadChain) {
       setExpirySelectStatus("加载到期日中…");
       const tbody = document.getElementById("opt-strike-tbody");
       if (tbody) {
@@ -1229,16 +1468,34 @@
     try {
       let d = null;
       let lastMsg = "";
-      for (let attempt = 0; attempt < 2; attempt++) {
+      const expMs = (document.getElementById("opt-exp-select") || {}).value || "";
+      // WS 已热时走 fast,跳过最慢的整家族 REST tickers
+      const useFast = soft || quoteLiveWsOk || hadChain;
+      const maxAttempts = soft ? 2 : 3;
+      for (let attempt = 0; attempt < maxAttempts; attempt++) {
         if (seq !== chainLoadSeq) return;
-        d = await apiJson("/api/options/chain?underlying=" + encodeURIComponent(uly));
+        let url =
+          "/api/options/chain?underlying=" +
+          encodeURIComponent(uly) +
+          (useFast ? "&fast=1" : "");
+        if (expMs) url += "&exp_time=" + encodeURIComponent(expMs);
+        d = await apiJson(url);
         if (seq !== chainLoadSeq) return;
         if (d && d.ok && chainHasExpiries(d)) break;
         lastMsg = (d && (d.msg || d.chain_error)) || "暂无到期日";
+        const rateLimited =
+          !!(d && d.rate_limited) ||
+          /50011|Too Many Requests|过于频繁/i.test(String(lastMsg || ""));
         d = null;
-        if (attempt === 0) {
-          if (!soft) setExpirySelectStatus("重试加载到期日…");
-          await new Promise(function (resolve) { setTimeout(resolve, 400); });
+        if (attempt < maxAttempts - 1) {
+          if (!soft && !hadChain) {
+            setExpirySelectStatus(
+              rateLimited ? "OKX 限频,稍后重试…" : "重试加载到期日…"
+            );
+          }
+          await new Promise(function (resolve) {
+            setTimeout(resolve, rateLimited ? 1200 * (attempt + 1) : 300);
+          });
         }
       }
       if (seq !== chainLoadSeq) return;
@@ -1247,28 +1504,37 @@
           if (!soft) {
             renderExpiries();
             renderStrikes();
+            void watchCurrentExpiryQuotes();
           }
           return;
         }
         if (soft) return;
         setExpirySelectStatus("选择到期日");
         const tbody = document.getElementById("opt-strike-tbody");
+        const friendly =
+          /50011|Too Many Requests|过于频繁/i.test(String(lastMsg || ""))
+            ? "OKX 请求过于频繁,请稍后再点「刷新链」"
+            : lastMsg || "暂无到期日,请点「刷新链」";
         if (tbody) {
           tbody.innerHTML =
-            '<tr><td colspan="' + strikeTableColspan() + '" class="muted">' +
-            (lastMsg || "暂无到期日,请点「刷新链」") +
+            '<tr><td colspan="' +
+            strikeTableColspan() +
+            '" class="muted">' +
+            friendly +
             "</td></tr>";
         }
-        alert(lastMsg || "加载到期日失败,请点「刷新链」重试");
+        alert(friendly);
         return;
       }
-      const keepExp = soft ? (document.getElementById("opt-exp-select") || {}).value : "";
+      const keepExp = soft || hadChain ? (document.getElementById("opt-exp-select") || {}).value : "";
       state.chain = d;
       panelCache.chain = d;
       panelCache.underlying = uly;
       panelCache.optType = state.optType;
+      chainQuotedAt = Date.now();
+      lastChainSoftAt = chainQuotedAt;
       syncAskLiqFilterFromChain(d);
-      if (!soft) {
+      if (!soft && !hadChain) {
         state.selectedInst = null;
         resetMoneyFilterToAll();
         state.strikeExpandAll = false;
@@ -1278,16 +1544,19 @@
       }
       updateUnderlyingLabel();
       renderExpiries();
-      if (soft && keepExp) {
+      if (keepExp) {
         const sel = document.getElementById("opt-exp-select");
         if (sel && Array.from(sel.options).some(function (o) { return o.value === keepExp; })) {
           sel.value = keepExp;
         }
       }
-      // soft 时保留 selectedInst；renderStrikes 会先 park 再按 prevSelected 静默重挂下单面板
+      // soft/已有链时保留 selectedInst；renderStrikes 会先 park 再按 prevSelected 静默重挂下单面板
       renderStrikes();
+      void watchCurrentExpiryQuotes();
+      startQuoteLiveStream();
     } catch (e) {
       if (seq !== chainLoadSeq || soft) return;
+      if (hadChain) return;
       setExpirySelectStatus("选择到期日");
       const tbody = document.getElementById("opt-strike-tbody");
       if (tbody) {
@@ -1297,7 +1566,10 @@
           "</td></tr>";
       }
     } finally {
-      if (seq === chainLoadSeq && btn) btn.disabled = false;
+      if (seq === chainLoadSeq && btn) {
+        btn.disabled = false;
+        if (btn.dataset.origText) btn.textContent = btn.dataset.origText;
+      }
     }
   }
 
@@ -1329,15 +1601,13 @@
       } else if (mode === "sheets") {
         body.sheets = parseInt(document.getElementById("opt-sheets-amount").value, 10);
       }
-      const tgtRaw = (document.getElementById("opt-target-idx").value || "").trim();
-      if (tgtRaw !== "") {
-        const tgt = parseFloat(tgtRaw);
-        if (!Number.isFinite(tgt) || tgt <= 0) {
-          alert("目标位无效");
-          return false;
-        }
-        body.target_index = tgt;
+      const rrRaw = (document.getElementById("opt-profit-rr").value || "").trim();
+      const rr = rrRaw === "" ? 2 : parseFloat(rrRaw);
+      if (!Number.isFinite(rr) || rr <= 0) {
+        alert("盈亏比无效");
+        return false;
       }
+      body.profit_rr = rr;
       const d = await apiJson("/api/options/open", {
         method: "POST",
         headers: { "Content-Type": "application/json" },
@@ -1428,15 +1698,17 @@
     return null;
   }
 
-  function formatTargetEstimateHtml(optType, strike, targetIdx, ethAmount, premiumPaid) {
-    const value = estimateExpiryValue(optType, strike, targetIdx, ethAmount);
-    const profit = estimateExpiryProfit(optType, strike, targetIdx, ethAmount, premiumPaid);
-    if (value == null && profit == null) return "";
+  function formatRrEstimateHtml(rr, premiumPaid) {
+    const r = Number(rr);
+    const prem = Number(premiumPaid);
+    if (!Number.isFinite(r) || r <= 0 || !Number.isFinite(prem) || prem <= 0) return "";
+    const profit = Math.round(prem * r * 100) / 100;
+    const need = Math.round((prem + profit) * 100) / 100;
     let html = '<span class="opt-target-est">';
-    html += '<span class="opt-target-est-item"><span class="k">价值</span><span class="v">' +
-      (value == null ? "—" : fmtUsdc(value) + " USDC") + "</span></span>";
-    html += '<span class="opt-target-est-item"><span class="k">预估盈利</span><span class="v ' + pnlCls(profit) + '">' +
-      (profit == null ? "—" : fmtUsdcSigned(profit)) + "</span></span>";
+    html += '<span class="opt-target-est-item"><span class="k">目标盈利</span><span class="v ' + pnlCls(profit) + '">' +
+      fmtUsdcSigned(profit) + "</span></span>";
+    html += '<span class="opt-target-est-item"><span class="k">需回收</span><span class="v">' +
+      fmtUsdc(need) + " USDC</span></span>";
     html += "</span>";
     return html;
   }
@@ -1444,47 +1716,73 @@
   function renderTargetDelegateRow(p) {
     const inst = p.inst_id || "";
     const hedgeTarget = p.hedge_plan_target || null;
-    if (hedgeTarget && Number(hedgeTarget.target_index) > 0) {
-      const side = (p.opt_type || hedgeTarget.opt_type || "").toUpperCase() === "P" ? "Put ≤" : "Call ≥";
+    if (hedgeTarget && hedgeTarget.managed_by === "hedge_plan") {
+      const rr = hedgeTarget.oo_profit_rr != null ? Number(hedgeTarget.oo_profit_rr) : null;
+      const armedTxt =
+        rr != null && Number.isFinite(rr) && rr > 0
+          ? "盈亏比 ×" + fmt(rr, 2)
+          : hedgeTarget.target_index != null
+            ? "目标 " + fmt(hedgeTarget.target_index, 1)
+            : "托管中";
       return (
         '<div class="opt-target-row opt-target-row--managed">' +
         '<span class="opt-target-row-label">对冲计划</span>' +
         '<span class="opt-target-armed">计划 #' +
         hedgeTarget.plan_id +
         " · " +
-        side +
-        " " +
-        fmt(hedgeTarget.target_index, 1) +
+        armedTxt +
         "</span>" +
-        '<span class="muted opt-target-row-hint">进行中 · 由对冲计划监控，到位后仅平盈利腿</span>' +
+        '<span class="muted opt-target-row-hint">进行中 · 由对冲计划监控</span>' +
         "</div>"
       );
     }
-    const tgt = p.target_index != null && p.target_index !== "" ? Number(p.target_index) : null;
-    const armed = tgt != null && Number.isFinite(tgt) && tgt > 0;
-    const ethAmt = posEthAmount(p);
+    const rrArmed =
+      p.profit_rr != null && p.profit_rr !== ""
+        ? Number(p.profit_rr)
+        : p.target_monitor && p.target_monitor.profit_rr != null
+          ? Number(p.target_monitor.profit_rr)
+          : null;
+    const armed = rrArmed != null && Number.isFinite(rrArmed) && rrArmed > 0;
     const prem = p.premium_paid;
+    const draft =
+      state.targetDraftByInst[inst] != null
+        ? String(state.targetDraftByInst[inst])
+        : armed
+          ? String(rrArmed)
+          : "2";
     const estHtml = armed
-      ? formatTargetEstimateHtml(p.opt_type, p.strike, tgt, ethAmt, prem)
+      ? formatRrEstimateHtml(rrArmed, prem)
       : '<span class="opt-target-est opt-target-est--idle"></span>';
     return (
-      '<div class="opt-target-row" data-inst="' + inst + '"' +
-      ' data-opt-type="' + (p.opt_type || "") + '"' +
-      ' data-strike="' + (p.strike != null ? p.strike : "") + '"' +
-      ' data-eth="' + (ethAmt != null ? ethAmt : "") + '"' +
-      ' data-prem="' + (prem != null ? prem : "") + '"' +
-      ' data-armed-target="' + (armed ? tgt : "") + '">' +
+      '<div class="opt-target-row" data-inst="' +
+      inst +
+      '"' +
+      ' data-prem="' +
+      (prem != null ? prem : "") +
+      '"' +
+      ' data-armed-rr="' +
+      (armed ? rrArmed : "") +
+      '">' +
       '<span class="opt-target-row-label">委托</span>' +
-      '<input type="number" class="opt-pos-target-input" data-inst="' + inst + '" step="0.1" min="0" placeholder="监控目标指数" value="' +
-      (state.targetDraftByInst[inst] != null ? String(state.targetDraftByInst[inst]) : "") + '">' +
-      '<button type="button" class="btn-secondary opt-target-set-btn" data-inst="' + inst + '">设定</button>' +
-      '<button type="button" class="btn-secondary opt-target-cancel-btn" data-inst="' + inst + '"' + (armed ? "" : " disabled") + ">取消</button>" +
-      (armed
-        ? '<span class="opt-target-armed">目标 ' + fmt(tgt, 1) + "</span>"
-        : "") +
+      '<input type="number" class="opt-pos-target-input" data-inst="' +
+      inst +
+      '" step="0.1" min="0.1" placeholder="盈亏比" value="' +
+      draft +
+      '">' +
+      '<button type="button" class="btn-secondary opt-target-set-btn" data-inst="' +
+      inst +
+      '">设定</button>' +
+      '<button type="button" class="btn-secondary opt-target-cancel-btn" data-inst="' +
+      inst +
+      '"' +
+      (armed ? "" : " disabled") +
+      ">取消</button>" +
+      (armed ? '<span class="opt-target-armed">盈亏比 ×' + fmt(rrArmed, 2) + "</span>" : "") +
       estHtml +
       '<span class="muted opt-target-row-hint">' +
-      (armed ? "监控中 · 到位按买一限价平" : "输入后设定 · 到位按买一限价平 · 到期即止损") +
+      (armed
+        ? "监控中 · 买一浮盈达盈亏比后全平"
+        : "默认2 · 买一浮盈达盈亏比×权利金后全平 · 不达标等到期") +
       "</span>" +
       "</div>"
     );
@@ -1496,20 +1794,14 @@
     if (!est) return;
     const inp = row.querySelector(".opt-pos-target-input");
     const typed = inp ? String(inp.value || "").trim() : "";
-    const armed = row.getAttribute("data-armed-target") || "";
-    const targetRaw = typed !== "" ? typed : armed;
-    if (targetRaw === "") {
+    const armed = row.getAttribute("data-armed-rr") || "";
+    const rrRaw = typed !== "" ? typed : armed;
+    if (rrRaw === "") {
       est.className = "opt-target-est opt-target-est--idle";
       est.innerHTML = "";
       return;
     }
-    const html = formatTargetEstimateHtml(
-      row.getAttribute("data-opt-type"),
-      row.getAttribute("data-strike"),
-      targetRaw,
-      row.getAttribute("data-eth"),
-      row.getAttribute("data-prem")
-    );
+    const html = formatRrEstimateHtml(rrRaw, row.getAttribute("data-prem"));
     if (!html) {
       est.className = "opt-target-est opt-target-est--idle";
       est.innerHTML = "";
@@ -1641,9 +1933,9 @@
     const row = card ? card.querySelector(".opt-target-row") : null;
     const inp = card ? card.querySelector(".opt-pos-target-input") : null;
     const raw = inp ? String(inp.value || "").trim() : "";
-    const tgt = parseFloat(raw);
-    if (!Number.isFinite(tgt) || tgt <= 0) {
-      alert("请输入有效目标指数价");
+    const rr = raw === "" ? 2 : parseFloat(raw);
+    if (!Number.isFinite(rr) || rr <= 0) {
+      alert("请输入有效盈亏比(相对权利金,默认2)");
       return;
     }
     if (btn) btn.disabled = true;
@@ -1651,17 +1943,16 @@
       const d = await apiJson("/api/options/target", {
         method: "POST",
         headers: { "Content-Type": "application/json" },
-        body: JSON.stringify({ inst_id: inst, target_index: tgt }),
+        body: JSON.stringify({ inst_id: inst, profit_rr: rr }),
       });
       if (!d.ok) {
         alert(d.msg || "设定失败");
         return;
       }
       delete state.targetDraftByInst[inst];
-      if (inp) inp.value = "";
+      if (inp) inp.value = String(rr);
       if (row) {
-        row.setAttribute("data-armed-target", String(tgt));
-        updatePosTargetEstimate(row);
+        row.setAttribute("data-armed-rr", String(rr));
       }
       await refreshAllPositions();
     } finally {
@@ -1701,12 +1992,22 @@
     }
     box.hidden = false;
     host.innerHTML = rows.map(function (t) {
-      const side = (t.opt_type || "").toUpperCase() === "P" ? "Put ≤" : "Call ≥";
       const managed = t.managed_by === "hedge_plan";
+      let rule;
+      if (t.profit_rr != null && Number(t.profit_rr) > 0) {
+        rule = "盈亏比 ×" + fmt(t.profit_rr, 2);
+      } else if (t.oo_profit_rr != null && Number(t.oo_profit_rr) > 0) {
+        rule = "盈亏比 ×" + fmt(t.oo_profit_rr, 2);
+      } else if (t.target_index != null && Number(t.target_index) > 0) {
+        const side = (t.opt_type || "").toUpperCase() === "P" ? "Put ≤" : "Call ≥";
+        rule = side + " " + fmt(t.target_index, 1);
+      } else {
+        rule = "委托中";
+      }
       return (
         '<div class="opt-target-mon-item' + (managed ? " opt-target-mon-item--managed" : "") + '">' +
         '<code class="opt-target-mon-inst" title="' + (t.inst_id || "") + '">' + (t.inst_id || "") + "</code>" +
-        '<span class="opt-target-mon-rule">' + side + " " + fmt(t.target_index, 1) + "</span>" +
+        '<span class="opt-target-mon-rule">' + rule + "</span>" +
         (managed
           ? '<span class="opt-target-mon-managed">对冲计划 #' + (t.plan_id || "") + " · 进行中</span>"
           : '<button type="button" class="btn-secondary opt-target-mon-cancel" data-inst="' + (t.inst_id || "") + '">取消</button>') +
@@ -1887,20 +2188,23 @@
     paintPositions(list);
     const fromPos = list.reduce(function (targets, p) {
       if (!p) return targets;
-      if (p.target_index != null) {
+      if (p.profit_rr != null || p.target_index != null) {
         targets.push({
           id: p.target_monitor_id,
           inst_id: p.inst_id,
           opt_type: p.opt_type,
           target_index: p.target_index,
+          profit_rr: p.profit_rr,
         });
       }
       const hedgeTarget = p.hedge_plan_target;
-      if (hedgeTarget && hedgeTarget.target_index != null) {
+      if (hedgeTarget) {
         targets.push({
           inst_id: p.inst_id,
           opt_type: p.opt_type || hedgeTarget.opt_type,
           target_index: hedgeTarget.target_index,
+          oo_profit_rr: hedgeTarget.oo_profit_rr,
+          profit_rr: hedgeTarget.oo_profit_rr,
           plan_id: hedgeTarget.plan_id,
           managed_by: hedgeTarget.managed_by,
         });
@@ -2162,6 +2466,7 @@
     const expandCb = document.getElementById("opt-strike-expand-all");
     if (expandCb) expandCb.checked = false;
     renderStrikes();
+    void watchCurrentExpiryQuotes();
   }
 
   function bootOptionsPanel() {
@@ -2172,6 +2477,8 @@
     updateUnderlyingLabel();
     refreshPendingOrders();
     startPendingOrdersPoll();
+    startChainSoftPoll();
+    startQuoteLiveStream();
     const hasCache =
       chainHasExpiries(panelCache.chain) &&
       panelCache.underlying === state.underlying &&
@@ -2181,8 +2488,9 @@
       renderExpiries();
       renderStrikes();
       refreshAllPositions();
-      // 后台静默刷新,避免缓存过期后到期日变空
-      loadChain({ soft: true });
+      void watchCurrentExpiryQuotes();
+      // 后台静默刷新结构;卖一优先走 WS
+      softRefreshChainThrottled(true);
       return;
     }
     requestAnimationFrame(function () {
@@ -2286,17 +2594,17 @@
   }
   bindOrderDialogChrome();
 
-  ["opt-sheets-amount", "opt-eth-amount", "opt-target-idx"].forEach(function (id) {
+  ["opt-sheets-amount", "opt-eth-amount", "opt-profit-rr"].forEach(function (id) {
     const el = document.getElementById(id);
     if (!el) return;
     el.addEventListener("change", function () {
-      if (id === "opt-target-idx") {
+      if (id === "opt-profit-rr") {
         updateEstimatedProfit();
         return;
       }
       if (state.selectedInst) selectContract(state.selectedInst, null, true);
     });
-    if (id === "opt-target-idx") {
+    if (id === "opt-profit-rr") {
       el.addEventListener("input", updateEstimatedProfit);
     }
   });
@@ -2306,6 +2614,8 @@
   window.OptionsPanelLive = {
     refreshSoft: function () {
       refreshAllPositions();
+      // 有 WS 实时报价时不再 REST 刷链;断开时才兜底
+      softRefreshChainThrottled(false);
     },
     refreshChain: loadChain,
   };

lib/common/static/options_position_cards.js

@@ -219,38 +219,42 @@
         const hint = closeGateHint(closePreview);
         return hint ? '<div class="muted opt-bid-invalid-hint">' + hint + "</div>" : "";
       })() +
-      (p.target_index != null
+      (p.profit_rr != null || p.target_index != null
         ? (function () {
-            const eth = p.eth_amount != null ? Number(p.eth_amount)
-              : (Number(p.pos) > 0 ? Number(p.pos) * Number(p.ct_mult || 0.01) : null);
-            const strike = Number(p.strike);
-            const tgt = Number(p.target_index);
+            const hedgeTarget = p.hedge_plan_target || null;
+            const managed = hedgeTarget && hedgeTarget.managed_by === "hedge_plan";
+            const rr =
+              managed && hedgeTarget.oo_profit_rr != null
+                ? Number(hedgeTarget.oo_profit_rr)
+                : p.profit_rr != null
+                  ? Number(p.profit_rr)
+                  : null;
             const prem = Number(p.premium_paid);
             let profit = null;
-            let value = null;
-            if (Number.isFinite(tgt) && Number.isFinite(strike) && eth > 0) {
-              const o = String(p.opt_type || "").toUpperCase();
-              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;
-              }
+            let need = null;
+            if (rr != null && Number.isFinite(rr) && rr > 0 && Number.isFinite(prem) && prem > 0) {
+              profit = Math.round(prem * rr * 100) / 100;
+              need = Math.round((prem + profit) * 100) / 100;
             }
             const profitTxt = profit == null ? "—" : ((profit > 0 ? "+" : "") + fmtUsdc(profit) + " USDC");
             const profitCls = profit > 0 ? " pnl-pos" : profit < 0 ? " pnl-neg" : "";
-            const hedgeTarget = p.hedge_plan_target || null;
-            const managed = hedgeTarget && hedgeTarget.managed_by === "hedge_plan";
             const profitSpan = hidePnl
               ? ""
-              : '<span class="pos-value' + profitCls + '">预估盈利 ' + profitTxt + "</span>";
+              : '<span class="pos-value' + profitCls + '">目标盈利 ' + profitTxt + "</span>";
+            const ruleTxt =
+              rr != null && Number.isFinite(rr) && rr > 0
+                ? "盈亏比 ×" + fmt(rr, 2)
+                : p.target_index != null
+                  ? "目标 " + fmt(p.target_index, 1)
+                  : "委托中";
             return (
               '<div class="opt-target-row opt-target-row--ro' + (managed ? " opt-target-row--managed" : "") + '">' +
               '<span class="opt-target-row-label">' + (managed ? "对冲计划 #" + hedgeTarget.plan_id : "委托") + "</span>" +
-              '<span class="pos-value">目标 ' + fmt(p.target_index, 1) + "</span>" +
-              '<span class="pos-value">价值 ' + (value == null ? "—" : fmtUsdc(value) + " USDC") + "</span>" +
+              '<span class="pos-value">' + ruleTxt + "</span>" +
+              (need != null ? '<span class="pos-value">需回收 ' + fmtUsdc(need) + " USDC</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") +
+              (managed ? "进行中 · 由对冲计划监控" : "监控中 · 买一浮盈达盈亏比后全平") +
               "</span></div>"
             );
           })()

lib/common/static/options_review.js

@@ -76,6 +76,8 @@
       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_rr_target: "期期盈亏比达标",
+      oo_rr_closing: "期期盈亏比平仓中",
       oo_rest_closing: "期期全平·清残腿中",
       oo_rest_closed: "期期全平·两腿已平",
       orphaned_after_tp: "止盈后持有至到期",

lib/exchange/okx_options_lib.py

@@ -25,6 +25,14 @@ _OKX_OPTION_ERR_ZH: dict[str, str] = {
 }
 
 _OPTIONS_BALANCE_CACHE: dict[str, Any] = {"updated_at": 0.0, "data": None}
+# 期权合约列表变化慢;短缓存+限频退避,避免 50011 拖垮期权链
+_INSTRUMENTS_CACHE: dict[str, dict[str, Any]] = {}
+_INSTRUMENTS_CACHE_LOCK = threading.Lock()
+_INSTRUMENTS_CACHE_TTL_SEC = 90.0
+_INSTRUMENTS_STALE_SEC = 600.0
+_TICKERS_CACHE: dict[str, dict[str, Any]] = {}
+_TICKERS_CACHE_LOCK = threading.Lock()
+_TICKERS_CACHE_TTL_SEC = 8.0
 
 
 def invalidate_options_balance_cache() -> None:
@@ -32,6 +40,14 @@ def invalidate_options_balance_cache() -> None:
     _OPTIONS_BALANCE_CACHE["data"] = None
 
 
+def invalidate_option_instruments_cache(inst_family: str | None = None) -> None:
+    with _INSTRUMENTS_CACHE_LOCK:
+        if inst_family:
+            _INSTRUMENTS_CACHE.pop(str(inst_family), None)
+        else:
+            _INSTRUMENTS_CACHE.clear()
+
+
 def _okx_trade_error_message(exc: BaseException | None = None, resp: Any = None) -> str:
     row: dict[str, Any] | None = None
     if isinstance(resp, dict):
@@ -645,24 +661,105 @@ def fetch_index_price(ex: ccxt.okx, uly: str) -> float | None:
 def fetch_option_instruments(
     ex: ccxt.okx,
     inst_family: str,
+    *,
+    force: bool = False,
 ) -> list[dict[str, Any]]:
-    rows = ex.public_get_public_instruments(
-        {"instType": "OPTION", "instFamily": inst_family}
-    ).get("data") or []
-    return [r for r in rows if isinstance(r, dict) and r.get("state") == "live"]
+    """拉取 live 期权合约列表;短 TTL 缓存,遇 50011 退避重试并可回退过期缓存."""
+    family = (inst_family or "").strip()
+    if not family:
+        return []
+    now = time.time()
+    with _INSTRUMENTS_CACHE_LOCK:
+        cached = _INSTRUMENTS_CACHE.get(family)
+    if (
+        not force
+        and cached
+        and now - float(cached.get("updated_at") or 0) < _INSTRUMENTS_CACHE_TTL_SEC
+        and isinstance(cached.get("rows"), list)
+        and cached["rows"]
+    ):
+        return list(cached["rows"])
+
+    last_err: BaseException | None = None
+    rows: list[dict[str, Any]] = []
+    for attempt in range(4):
+        try:
+            raw = ex.public_get_public_instruments(
+                {"instType": "OPTION", "instFamily": family}
+            ).get("data") or []
+            rows = [r for r in raw if isinstance(r, dict) and r.get("state") == "live"]
+            last_err = None
+            break
+        except Exception as e:
+            last_err = e
+            if _is_okx_rate_limit(e) and attempt < 3:
+                time.sleep(0.8 * (2**attempt))
+                continue
+            break
+
+    if rows:
+        with _INSTRUMENTS_CACHE_LOCK:
+            _INSTRUMENTS_CACHE[family] = {"updated_at": time.time(), "rows": list(rows)}
+        return rows
+
+    # 限频/短暂失败:优先用未过期太久的缓存,避免整页「拉取失败」
+    if cached and isinstance(cached.get("rows"), list) and cached["rows"]:
+        age = now - float(cached.get("updated_at") or 0)
+        if age < _INSTRUMENTS_STALE_SEC and (
+            last_err is None or _is_okx_rate_limit(last_err) or not rows
+        ):
+            return list(cached["rows"])
+
+    if last_err is not None:
+        raise last_err
+    return []
 
 
-def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str, Any]]:
+def fetch_option_tickers(
+    ex: ccxt.okx,
+    inst_family: str,
+    *,
+    force: bool = False,
+) -> dict[str, dict[str, Any]]:
+    family = (inst_family or "").strip()
+    if not family:
+        return {}
+    now = time.time()
+    with _TICKERS_CACHE_LOCK:
+        cached = _TICKERS_CACHE.get(family)
+    if (
+        not force
+        and cached
+        and now - float(cached.get("updated_at") or 0) < _TICKERS_CACHE_TTL_SEC
+        and isinstance(cached.get("rows"), dict)
+        and cached["rows"]
+    ):
+        return dict(cached["rows"])
+
     out: dict[str, dict[str, Any]] = {}
-    try:
-        rows = ex.public_get_market_tickers(
-            {"instType": "OPTION", "instFamily": inst_family}
-        ).get("data") or []
-        for r in rows:
-            if isinstance(r, dict) and r.get("instId"):
-                out[str(r["instId"])] = r
-    except Exception:
-        pass
+    last_err: BaseException | None = None
+    for attempt in range(3):
+        try:
+            rows = ex.public_get_market_tickers(
+                {"instType": "OPTION", "instFamily": family}
+            ).get("data") or []
+            for r in rows:
+                if isinstance(r, dict) and r.get("instId"):
+                    out[str(r["instId"])] = r
+            if out:
+                with _TICKERS_CACHE_LOCK:
+                    _TICKERS_CACHE[family] = {"updated_at": time.time(), "rows": dict(out)}
+            return out
+        except Exception as e:
+            last_err = e
+            if _is_okx_rate_limit(e) and attempt < 2:
+                time.sleep(0.6 * (attempt + 1))
+                continue
+            break
+    if cached and isinstance(cached.get("rows"), dict) and cached["rows"]:
+        return dict(cached["rows"])
+    if last_err is not None and _is_okx_rate_limit(last_err):
+        return out
     return out
 
 
@@ -674,6 +771,9 @@ def build_option_chain(
     itm_only: bool = True,
     itm_max_dist_usd: float = 30.0,
     index_px: float | None = None,
+    tickers_override: dict[str, dict[str, Any]] | None = None,
+    fetch_tickers: bool = True,
+    force_tickers: bool = False,
 ) -> dict[str, Any]:
     u = (underlying or "ETH").upper()
     family = f"{u}-USD_UM"
@@ -683,23 +783,24 @@ def build_option_chain(
     max_ms = now_ms + max_dte_days * 86400 * 1000
     instruments_err = ""
     instruments: list[dict[str, Any]] = []
-    for attempt in range(2):
-        try:
-            instruments = fetch_option_instruments(ex, family)
-            instruments_err = ""
-            if instruments:
-                break
+    rate_limited = False
+    try:
+        instruments = fetch_option_instruments(ex, family)
+        if not instruments:
             instruments_err = "期权合约列表为空"
-        except Exception as e:
-            instruments = []
-            instruments_err = str(e) or e.__class__.__name__
-            if attempt == 0:
-                time.sleep(0.35)
-                continue
-            break
-        if attempt == 0 and not instruments:
-            time.sleep(0.35)
-    tickers = fetch_option_tickers(ex, family)
+    except Exception as e:
+        instruments = []
+        instruments_err = str(e) or e.__class__.__name__
+        rate_limited = _is_okx_rate_limit(e)
+        if rate_limited:
+            instruments_err = "OKX 请求过于频繁(50011),请稍后点「刷新链」重试"
+    tickers: dict[str, dict[str, Any]] = {}
+    if fetch_tickers:
+        tickers = fetch_option_tickers(ex, family, force=force_tickers)
+    if tickers_override:
+        for iid, row in tickers_override.items():
+            if isinstance(row, dict) and iid:
+                tickers[str(iid)] = {**(tickers.get(str(iid)) or {}), **row}
     expiries: dict[str, list[dict[str, Any]]] = {}
     skipped_no_index = 0
     for meta in instruments:
@@ -777,6 +878,8 @@ def build_option_chain(
         "expiries": exp_list,
         "instruments_count": len(instruments),
     }
+    if rate_limited:
+        out["rate_limited"] = True
     if not exp_list:
         if instruments_err:
             out["chain_error"] = f"拉取期权合约失败: {instruments_err}"

lib/exchange/okx_public_ws_lib.py

@@ -0,0 +1,199 @@
+"""OKX 公共 WebSocket(同步线程):订阅 tickers / index-tickers,自动重连."""
+from __future__ import annotations
+
+import json
+import logging
+import threading
+import time
+from collections.abc import Callable
+from typing import Any
+
+logger = logging.getLogger(__name__)
+
+OKX_PUBLIC_WS_URL = "wss://ws.okx.com:8443/ws/v5/public"
+_SUBSCRIBE_CHUNK = 40
+_APP_PING_SEC = 20.0
+
+
+class OkxPublicWs:
+    """单连接公共 WS;set_subscriptions 全量对齐目标频道."""
+
+    def __init__(
+        self,
+        *,
+        on_data: Callable[[dict[str, Any]], None],
+        url: str = OKX_PUBLIC_WS_URL,
+        name: str = "okx-public-ws",
+    ) -> None:
+        self._on_data = on_data
+        self._url = url
+        self._name = name
+        self._lock = threading.RLock()
+        self._desired: dict[str, dict[str, str]] = {}
+        self._active: set[str] = set()
+        self._stop = threading.Event()
+        self._thread: threading.Thread | None = None
+        self._ws: Any = None
+        self._connected = False
+        self._last_msg_at = 0.0
+
+    @property
+    def connected(self) -> bool:
+        return self._connected
+
+    @property
+    def last_msg_at(self) -> float:
+        return self._last_msg_at
+
+    def start(self) -> None:
+        if self._thread and self._thread.is_alive():
+            return
+        self._stop.clear()
+        self._thread = threading.Thread(target=self._run_loop, name=self._name, daemon=True)
+        self._thread.start()
+
+    def stop(self) -> None:
+        self._stop.set()
+        ws = self._ws
+        if ws is not None:
+            try:
+                ws.close()
+            except Exception:
+                pass
+        if self._thread and self._thread.is_alive():
+            self._thread.join(timeout=3.0)
+
+    def set_subscriptions(self, args: list[dict[str, str]]) -> None:
+        desired: dict[str, dict[str, str]] = {}
+        for raw in args:
+            if not isinstance(raw, dict):
+                continue
+            channel = str(raw.get("channel") or "").strip()
+            inst_id = str(raw.get("instId") or "").strip()
+            if not channel or not inst_id:
+                continue
+            key = f"{channel}:{inst_id}"
+            desired[key] = {"channel": channel, "instId": inst_id}
+        with self._lock:
+            self._desired = desired
+            ws = self._ws
+            connected = self._connected
+            active = set(self._active)
+        if connected and ws is not None:
+            self._sync_subs(ws, active, desired)
+
+    def _sync_subs(
+        self,
+        ws: Any,
+        active: set[str],
+        desired: dict[str, dict[str, str]],
+    ) -> None:
+        unsub_args: list[dict[str, str]] = []
+        for key in active - set(desired.keys()):
+            channel, _, inst_id = key.partition(":")
+            if channel and inst_id:
+                unsub_args.append({"channel": channel, "instId": inst_id})
+        sub_args = [desired[k] for k in (set(desired.keys()) - active)]
+        if unsub_args:
+            self._send_op(ws, "unsubscribe", unsub_args)
+        if sub_args:
+            self._send_op(ws, "subscribe", sub_args)
+        with self._lock:
+            self._active = set(desired.keys())
+
+    def _send_op(self, ws: Any, op: str, args: list[dict[str, str]]) -> None:
+        for i in range(0, len(args), _SUBSCRIBE_CHUNK):
+            chunk = args[i : i + _SUBSCRIBE_CHUNK]
+            try:
+                ws.send(json.dumps({"op": op, "args": chunk}, ensure_ascii=False))
+            except Exception as e:
+                logger.warning("%s %s failed: %s", self._name, op, e)
+                return
+            if i + _SUBSCRIBE_CHUNK < len(args):
+                time.sleep(0.08)
+
+    def _run_loop(self) -> None:
+        try:
+            import websocket
+        except ImportError:
+            logger.error("%s: websocket-client not installed", self._name)
+            return
+        backoff = 1.0
+        while not self._stop.is_set():
+            opened = False
+            try:
+                self._connected = False
+                with self._lock:
+                    self._active.clear()
+
+                def on_open(ws: Any) -> None:
+                    nonlocal opened
+                    opened = True
+                    self._connected = True
+                    self._last_msg_at = time.time()
+                    with self._lock:
+                        desired = dict(self._desired)
+                    self._sync_subs(ws, set(), desired)
+
+                def on_message(_ws: Any, message: str) -> None:
+                    self._last_msg_at = time.time()
+                    if message == "pong":
+                        return
+                    try:
+                        payload = json.loads(message)
+                    except Exception:
+                        return
+                    if not isinstance(payload, dict):
+                        return
+                    if payload.get("event") in ("subscribe", "unsubscribe", "error"):
+                        if payload.get("event") == "error":
+                            logger.warning("%s event error: %s", self._name, payload)
+                        return
+                    if payload.get("arg") and payload.get("data") is not None:
+                        try:
+                            self._on_data(payload)
+                        except Exception:
+                            logger.exception("%s on_data failed", self._name)
+
+                def on_error(_ws: Any, error: Any) -> None:
+                    logger.warning("%s error: %s", self._name, error)
+
+                def on_close(_ws: Any, *_args: Any) -> None:
+                    self._connected = False
+
+                self._ws = websocket.WebSocketApp(
+                    self._url,
+                    on_open=on_open,
+                    on_message=on_message,
+                    on_error=on_error,
+                    on_close=on_close,
+                )
+                ping_stop = threading.Event()
+
+                def ping_loop() -> None:
+                    while not self._stop.is_set() and not ping_stop.is_set():
+                        ws = self._ws
+                        if ws is not None and self._connected:
+                            try:
+                                ws.send("ping")
+                            except Exception:
+                                pass
+                        if ping_stop.wait(_APP_PING_SEC):
+                            break
+
+                ping_thread = threading.Thread(
+                    target=ping_loop, name=f"{self._name}-ping", daemon=True
+                )
+                ping_thread.start()
+                self._ws.run_forever(ping_interval=0)
+                ping_stop.set()
+            except Exception as e:
+                logger.warning("%s run failed: %s", self._name, e)
+            finally:
+                self._connected = False
+                self._ws = None
+            if self._stop.is_set():
+                break
+            time.sleep(backoff)
+            backoff = 1.0 if opened else min(30.0, backoff * 1.7)
+

lib/hedge_plan/hedge_plan_calc_lib.py

@@ -444,6 +444,7 @@ def _hedge_ratio(opt_pnl: float, perp_pnl: float) -> Optional[float]:
 
 def build_options_options_preview(
     *,
+    profit_rr: float | None = None,
     target_price: float | None = None,
     target_price_up: float | None = None,
     target_price_down: float | None = None,
@@ -451,7 +452,11 @@ def build_options_options_preview(
     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.
+
+    profit_rr=2 表示目标盈利=2×权利金;中途不达标则等到期.
+    仍接受旧上破/下破参数仅作兼容测算.
+    """
 
     def _leg_pnl(leg: dict[str, Any], spot: float) -> float:
         return option_expiry_pnl(
@@ -463,15 +468,73 @@ def build_options_options_preview(
             premium_paid=float(leg.get("premium_paid") or 0),
         )
 
-    # 兼容旧单目标:若未传上下目标则用 target_price 填两边
+    prem = float(leg_a.get("premium_paid") or 0) + float(leg_b.get("premium_paid") or 0)
+    a_flat = _leg_pnl(leg_a, index_px)
+    b_flat = _leg_pnl(leg_b, index_px)
+    flat_total = a_flat + b_flat
+
+    rr = None
+    if profit_rr not in (None, ""):
+        try:
+            rr = float(profit_rr)
+        except (TypeError, ValueError):
+            rr = None
+    if rr is not None and rr > 0:
+        target_pnl = rr * prem
+        return {
+            "plan_type": "options_options",
+            "premium_paid": round(prem, 6),
+            "oo_profit_rr": round(rr, 4),
+            "target_profit": round(target_pnl, 4),
+            "scenarios": [
+                {
+                    "id": "rr_target",
+                    "label": f"盈亏比×{rr:g}",
+                    "spot": None,
+                    "leg_a_pnl": None,
+                    "leg_b_pnl": None,
+                    "total": round(target_pnl, 4),
+                    "note": f"两腿合计浮盈≥{rr:g}×权利金({round(prem, 4)})时全平;不达标等到期",
+                },
+                {
+                    "id": "expiry_flat",
+                    "label": "到期·现价(未达标)",
+                    "spot": index_px,
+                    "leg_a_pnl": round(a_flat, 4),
+                    "leg_b_pnl": round(b_flat, 4),
+                    "total": round(flat_total, 4),
+                    "note": "中途未达盈亏比则持有至到期结算",
+                },
+                {
+                    "id": "max_premium_loss",
+                    "label": "最大保费损耗",
+                    "spot": None,
+                    "leg_a_pnl": round(-float(leg_a.get("premium_paid") or 0), 4),
+                    "leg_b_pnl": round(-float(leg_b.get("premium_paid") or 0), 4),
+                    "total": round(-prem, 4),
+                    "note": "双腿权利金全部损失",
+                },
+            ],
+            "summary": {
+                "oo_profit_rr": round(rr, 4),
+                "target_profit": round(target_pnl, 4),
+                "at_target_total": round(target_pnl, 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_target": round(rr, 4),
+            },
+        }
+
+    # 兼容旧上破/下破测算
     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("请填写盈亏比(相对权利金,默认2)")
     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
@@ -482,15 +545,10 @@ def build_options_options_preview(
     at_dn = a_dn + b_dn
     win_dn = "a" if a_dn >= b_dn else "b"
 
-    a_flat = _leg_pnl(leg_a, index_px)
-    b_flat = _leg_pnl(leg_b, index_px)
-    flat_total = a_flat + b_flat
-    expiry_loss = flat_total if flat_total <= 0 else flat_total
-
     return {
         "plan_type": "options_options",
         "premium_paid": round(prem, 6),
-        "target_price": up_f,  # 兼容旧字段,取上破
+        "target_price": up_f,
         "target_price_up": up_f,
         "target_price_down": down_f,
         "winner_at_up": win_up,
@@ -538,10 +596,9 @@ def build_options_options_preview(
             "at_target_up_total": round(at_up, 4),
             "at_target_down_total": round(at_dn, 4),
             "at_target_total": round(at_up, 4),
-            "expiry_flat_total": round(expiry_loss, 4),
+            "expiry_flat_total": round(flat_total, 4),
             "premium_paid": round(prem, 6),
             "expiry_is_loss": flat_total <= 0,
-            # 盈亏比:盈利/全亏保费(风险=权利金全损)
             "rr_risk_premium": round(prem, 6),
             "rr_at_up": round(at_up / prem, 4) if prem > 0 else None,
             "rr_at_down": round(at_dn / prem, 4) if prem > 0 else None,

lib/hedge_plan/hedge_plan_db.py

@@ -72,6 +72,8 @@ 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")
+    # 期期:目标盈亏比=目标盈利/权利金(如 2=盈利 2 倍权利金);不达标则等到期
+    _ensure_column(conn, "hedge_plans", "oo_profit_rr", "REAL")
     # close_all=盈利腿平后清残腿;hold_expiry=残腿持有至到期(现状)
     _ensure_column(conn, "hedge_plans", "oo_close_mode", "TEXT")
     # 永期「以期权为主」
@@ -272,7 +274,7 @@ def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[s
     rows = conn.execute(
         """
         SELECT p.id AS plan_id, p.underlying, p.target_price_up, p.target_price_down,
-               l.inst_id, l.opt_type
+               p.oo_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'
@@ -287,10 +289,36 @@ def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[s
     for raw in rows:
         row = dict(raw)
         inst_id = str(row.get("inst_id") or "")
+        if not inst_id or inst_id in out:
+            continue
         opt_type = str(row.get("opt_type") or "").upper()
+        rr = _sf(row.get("oo_profit_rr"))
         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:
+        # 盈亏比模式无指数目标价;旧上破/下破计划仍透出 target_index 只读展示
+        if rr is not None and rr > 0:
+            out[inst_id] = {
+                "plan_id": int(row["plan_id"]),
+                "inst_id": inst_id,
+                "underlying": row.get("underlying"),
+                "opt_type": opt_type,
+                "target_index": None,
+                "oo_profit_rr": rr,
+                "plan_type": "options_options",
+                "managed_by": "hedge_plan",
+            }
+            continue
+        if target_f is None or target_f <= 0:
+            # 无目标价也标记托管,避免期权页误拆组
+            out[inst_id] = {
+                "plan_id": int(row["plan_id"]),
+                "inst_id": inst_id,
+                "underlying": row.get("underlying"),
+                "opt_type": opt_type,
+                "target_index": None,
+                "plan_type": "options_options",
+                "managed_by": "hedge_plan",
+            }
             continue
         out[inst_id] = {
             "plan_id": int(row["plan_id"]),

lib/hedge_plan/hedge_plan_monitor_lib.py

@@ -999,6 +999,8 @@ def _tick_oo_close_rest(
         "target_up_win_leg",
         "target_down_win_leg",
         "oo_rest_closing",
+        "oo_rr_closing",
+        "oo_rr_target",
         "",
     )
     if reason0 not in allowed_reasons and not (
@@ -1049,7 +1051,113 @@ def _tick_oo_close_rest(
 def _tick_oo_target(
     cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
 ) -> Optional[dict[str, Any]]:
-    """期期:触及上破或下破目标价时平盈利腿;按平仓模式处理另一腿."""
+    """期期止盈:优先盈亏比(浮盈≥rr×权利金则两腿全平);否则兼容旧上破/下破."""
+    rr = _sf(plan.get("oo_profit_rr"))
+    if rr is not None and rr > 0:
+        return _tick_oo_rr_target(cfg, conn, plan, legs, rr=float(rr))
+    return _tick_oo_price_target(cfg, conn, plan, legs)
+
+
+def _tick_oo_rr_target(
+    cfg: dict[str, Any],
+    conn: Any,
+    plan: dict[str, Any],
+    legs: list[dict[str, Any]],
+    *,
+    rr: float,
+) -> Optional[dict[str, Any]]:
+    """浮盈(买一回收−权利金)≥盈亏比×总权利金 → 两腿全平;不达标则等到期."""
+    open_legs = _oo_option_legs(legs, statuses=("open",))
+    if len(open_legs) < 1:
+        return None
+    premium = float(plan.get("premium_total") or 0)
+    if premium <= 0:
+        premium = sum(float(x.get("premium") or 0) for x in open_legs)
+    if premium <= 0:
+        return None
+    need = float(rr) * premium
+    quote_fn = cfg.get("quote_option_contract")
+    ex = cfg.get("exchange_options")
+    if not callable(quote_fn) or ex is None:
+        return None
+    idx = _index_px(cfg, str(plan.get("underlying") or "ETH"))
+    total_pnl = 0.0
+    missing_bid = 0
+    for leg in open_legs:
+        inst = str(leg.get("inst_id") or "")
+        bid = None
+        try:
+            q = quote_fn(ex, inst) if inst else {}
+            if isinstance(q, dict) and q.get("ok"):
+                bid = _sf(q.get("bid"))
+        except Exception:
+            bid = None
+        if bid is None or float(bid) <= 0:
+            missing_bid += 1
+            # 无买一时用内在价值兜底,避免短暂无盘口卡住;两腿都无买一则本轮跳过
+            total_pnl += _estimate_leg_close_pnl(leg, idx, None)
+        else:
+            total_pnl += _estimate_leg_close_pnl(leg, idx, float(bid))
+    if missing_bid >= len(open_legs):
+        return None
+    if total_pnl + 1e-9 < need:
+        return None
+
+    acted = False
+    for leg in list(open_legs):
+        close_r = _sell_option(
+            cfg, inst_id=str(leg.get("inst_id") or ""), sheets=float(leg.get("size") or 1)
+        )
+        if not close_r.get("ok"):
+            notify_hedge(
+                cfg,
+                build_hedge_alert_message(
+                    title="期期盈亏比达标·平仓失败(将重试)",
+                    plan_id=plan.get("id"),
+                    detail=(
+                        f"目标 {rr:g}×权利金={need:.4f};估算浮盈 {total_pnl:.4f}; "
+                        f"{close_r.get('msg') or close_r}"
+                    ),
+                ),
+            )
+            update_plan(conn, int(plan["id"]), close_reason="oo_rr_closing")
+            return {
+                "plan_id": plan["id"],
+                "msg": "盈亏比达标但平仓失败",
+                "close": close_r,
+                "retry": True,
+                "rr": rr,
+                "need": need,
+                "mtm": total_pnl,
+            }
+        bid = _sf(close_r.get("bid"))
+        est = _estimate_leg_close_pnl(leg, idx, bid)
+        pnl = _option_leg_pnl_after_close(cfg, leg, fallback=est)
+        conn.execute(
+            "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
+            ("closed", "oo_rr_target", _now(), round(pnl, 4), leg["id"]),
+        )
+        acted = True
+
+    if not acted:
+        return None
+    legs2 = get_plan_legs(conn, int(plan["id"]))
+    still_open = _oo_option_legs(legs2, statuses=("open", "hold_to_expiry"))
+    if still_open:
+        update_plan(conn, int(plan["id"]), close_reason="oo_rr_closing")
+        return {
+            "plan_id": plan["id"],
+            "msg": "盈亏比达标·部分已平,继续重试",
+            "remaining": len(still_open),
+            "rr": rr,
+        }
+    return _finalize_oo_all_closed(cfg, conn, plan, legs2, reason="oo_rr_target")
+
+
+def _tick_oo_price_target(
+    cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
+) -> Optional[dict[str, Any]]:
+    """旧逻辑:触及上破或下破目标价时平盈利腿;按平仓模式处理另一腿."""
     idx = _index_px(cfg, str(plan.get("underlying") or "ETH"))
     if idx is None:
         return None

lib/hedge_plan/hedge_plan_notify_lib.py

@@ -46,13 +46,22 @@ def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[
             ]
         )
     else:
-        lines.extend(
-            [
-                f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                f"｜下破:{_fmt(plan.get('target_price_down') or plan.get('target_price'))}",
-                f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-            ]
-        )
+        rr = plan.get("oo_profit_rr")
+        if rr not in (None, ""):
+            lines.extend(
+                [
+                    f"🎯 盈亏比:{_fmt(rr)}×权利金(达标全平;不达标等到期)",
+                    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 ""
@@ -81,6 +90,8 @@ 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_rr_target": "期期盈亏比达标·两腿已平",
+        "oo_rr_closing": "期期盈亏比达标·平仓中",
         "oo_rest_closing": "期期全平·清残腿中",
         "oo_rest_closed": "期期全平·两腿已平",
         "oo_expiry_loss": "期期到期无盈利·总亏损",
@@ -153,7 +164,18 @@ def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> boo
         "target_up_win_leg",
         "target_down_win_leg",
         "oo_rest_closing",
+        "oo_rr_closing",
     ) and (plan.get("status") or "") != "closed":
+        if "oo_rr" in str(plan.get("close_reason") or ""):
+            notify_hedge(
+                cfg,
+                build_hedge_alert_message(
+                    title="期期盈亏比达标·平仓进行中",
+                    plan_id=plan.get("id"),
+                    detail=f"盈亏比 {_fmt(plan.get('oo_profit_rr'))}×权利金",
+                ),
+            )
+            return True
         side = "上破" if "up" in str(plan.get("close_reason")) else (
             "下破" if "down" in str(plan.get("close_reason")) else "目标价"
         )

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -1146,20 +1146,31 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
         b = body.get("leg_b") or {}
         if not a.get("inst_id") or not b.get("inst_id"):
             return "请选用两条期权腿"
-        up = body.get("target_price_up")
-        down = body.get("target_price_down")
-        legacy = body.get("target_price")
-        if up in (None, "") and legacy not in (None, ""):
-            up = legacy
-        if down in (None, "") and legacy not in (None, ""):
-            down = legacy
-        if up in (None, "") or down in (None, ""):
-            return "请填写上破与下破目标价"
-        try:
-            if float(up) <= float(down):
-                return "上破目标价必须大于下破目标价"
-        except (TypeError, ValueError):
-            return "目标价无效"
+        rr_raw = body.get("oo_profit_rr")
+        if rr_raw in (None, ""):
+            rr_raw = body.get("profit_rr")
+        if rr_raw not in (None, ""):
+            try:
+                rr = float(rr_raw)
+            except (TypeError, ValueError):
+                return "盈亏比无效"
+            if rr <= 0:
+                return "盈亏比须大于 0"
+        else:
+            up = body.get("target_price_up")
+            down = body.get("target_price_down")
+            legacy = body.get("target_price")
+            if up in (None, "") and legacy not in (None, ""):
+                up = legacy
+            if down in (None, "") and legacy not in (None, ""):
+                down = legacy
+            if up in (None, "") or down in (None, ""):
+                return "请填写盈亏比(相对权利金,默认2)"
+            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,
@@ -1179,11 +1190,6 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
             return {"opt_type": opt_type, "strike": strike}
 
         index_px = body.get("index_px")
-        if index_px in (None, ""):
-            try:
-                index_px = (float(up) + float(down)) / 2.0
-            except (TypeError, ValueError):
-                index_px = None
         money_err = validate_oo_legs_moneyness(
             _leg_for_money(a),
             _leg_for_money(b),

lib/hedge_plan/hedge_plan_register.py

@@ -537,27 +537,25 @@ 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("oo_profit_rr")
+        if rr_raw in (None, ""):
+            rr_raw = body.get("profit_rr")
+        try:
+            oo_rr = float(rr_raw) if rr_raw not in (None, "") else 2.0
+        except (TypeError, ValueError):
+            oo_rr = 2.0
+        if oo_rr <= 0:
+            oo_rr = 2.0
         plan_id = insert_plan(
             conn,
             {
                 "plan_type": "options_options",
                 "status": "partial" if is_partial else "active",
                 "underlying": str(body.get("underlying") or "ETH").upper(),
-                "target_price": float(
-                    body.get("target_price_up")
-                    or body.get("target_price")
-                    or 0
-                ),
-                "target_price_up": float(
-                    body.get("target_price_up")
-                    or body.get("target_price")
-                    or 0
-                ),
-                "target_price_down": float(
-                    body.get("target_price_down")
-                    or body.get("target_price")
-                    or 0
-                ),
+                "target_price": None,
+                "target_price_up": None,
+                "target_price_down": None,
+                "oo_profit_rr": oo_rr,
                 "sizing_mode_at_open": load_position_sizing_mode(),
                 "premium_total": premium,
                 "oo_close_mode": _normalize_oo_close_mode(body.get("oo_close_mode")),
@@ -1238,20 +1236,24 @@ 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
 
-    up = body.get("target_price_up")
-    down = body.get("target_price_down")
-    legacy = body.get("target_price")
-    if up in (None, "") and legacy not in (None, ""):
-        up = legacy
-    if down in (None, "") and legacy not in (None, ""):
-        down = legacy
-    if up in (None, "") or down in (None, ""):
-        raise ValueError("请填写上破与下破目标价")
-    up_f = float(up)
-    down_f = float(down)
-    if up_f <= down_f:
-        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))
+    rr_raw = body.get("oo_profit_rr")
+    if rr_raw in (None, ""):
+        rr_raw = body.get("profit_rr")
+    rr = None
+    if rr_raw not in (None, ""):
+        try:
+            rr = float(rr_raw)
+        except (TypeError, ValueError) as e:
+            raise ValueError("盈亏比无效") from e
+        if rr <= 0:
+            raise ValueError("盈亏比须大于 0")
+
+    index_px = body.get("index_px")
+    try:
+        index_px_f = float(index_px) if index_px not in (None, "") else 0.0
+    except (TypeError, ValueError):
+        index_px_f = 0.0
+
     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)):
@@ -1265,13 +1267,38 @@ 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)
+    money_err = validate_oo_legs_moneyness(leg_a, leg_b, index_px=index_px_f or None)
     if money_err:
         raise ValueError(money_err)
+
+    if rr is not None:
+        return build_options_options_preview(
+            profit_rr=rr,
+            index_px=index_px_f,
+            leg_a=leg_a,
+            leg_b=leg_b,
+        )
+
+    # 兼容旧上破/下破
+    up = body.get("target_price_up")
+    down = body.get("target_price_down")
+    legacy = body.get("target_price")
+    if up in (None, "") and legacy not in (None, ""):
+        up = legacy
+    if down in (None, "") and legacy not in (None, ""):
+        down = legacy
+    if up in (None, "") or down in (None, ""):
+        raise ValueError("请填写盈亏比(相对权利金,默认2)")
+    up_f = float(up)
+    down_f = float(down)
+    if up_f <= down_f:
+        raise ValueError("上破目标价必须大于下破目标价")
+    if index_px_f <= 0:
+        index_px_f = (up_f + down_f) / 2
     return build_options_options_preview(
         target_price_up=up_f,
         target_price_down=down_f,
-        index_px=index_px,
+        index_px=index_px_f,
         leg_a=leg_a,
         leg_b=leg_b,
     )

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -213,7 +213,7 @@
           <div class="tip-collapse-body rule-tip">
             <p><strong>账户</strong>：两腿都在<strong>期权账户</strong>。可用预算 = min(交易 USDC × 对冲缓冲 <strong id="hp-oo-buf-ratio">{{ '%.2f'|format(hedge_plan_budget_buffer|default(0.95)|float) }}</strong>, 单笔预算);可在 env「对冲预算缓冲比例」改。</p>
             <p><strong>下单</strong>：选 Call + Put 后「计算」再「启动」。启动会再拉卖一并按最新价重算张数,IOC 完全成交才算成功;资金不足可在右侧划转。</p>
-            <p><strong>板块</strong>：左填上破/下破与张数模式(同张数/做多/做空);右 T 型选腿。<strong>两腿仅允许平值或虚值</strong>(禁实值)。「全平」= 盈利腿平后清另一腿;「到期平」= 另一腿持有至到期。</p>
+            <p><strong>板块</strong>：左填<strong>盈亏比</strong>(相对权利金,默认 2=盈利 2 倍权利金)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)。中途浮盈达盈亏比→两腿全平;不达标→等到期。「全平/到期平」仅兼容旧上破下破计划残腿处理。</p>
           </div>
         </details>
         <div class="form-row hp-uly-row">
@@ -221,8 +221,7 @@
           <button type="button" class="btn-secondary hp-uly-btn-oo" data-uly="BTC">BTC</button>
         </div>
         <div class="form-row hp-target-row hp-oo-target-row">
-          <label>上破目标 <input type="number" step="any" id="hp-target-up" placeholder="向上突破" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
-          <label>下破目标 <input type="number" step="any" id="hp-target-down" placeholder="向下突破" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
+          <label title="目标盈利 = 盈亏比 × 两腿权利金合计;例 2=赚满 2 倍权利金后全平">盈亏比 <input type="number" step="0.1" min="0.1" id="hp-oo-rr" value="2" placeholder="默认2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
           <span id="hp-oo-index" class="hp-oo-index" aria-live="polite">指数 —</span>
         </div>
         <div class="hp-oo-controls">
@@ -406,4 +405,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=46"></script>
+<script src="/static/hedge_plan.js?v=47"></script>

lib/instance/instance_dashboard_lib.py

@@ -123,21 +123,31 @@ def _resolve_options_source(conn, inst_id: str) -> tuple[str, str, int | None]:
 
 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:
-        ot = str(hedge.get("opt_type") or opt_type).upper()
+        rr = _safe_float(hedge.get("oo_profit_rr") or 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 p.get("opt_type") or p.get("optType") or "").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}"
+    mon = p.get("target_monitor") if isinstance(p.get("target_monitor"), dict) else None
+    rr = _safe_float(p.get("profit_rr"))
+    if rr is None and mon:
+        rr = _safe_float(mon.get("profit_rr"))
+    if rr is not None and rr > 0:
+        return f"盈亏比×{rr:g}"
     tgt = _safe_float(p.get("target_index"))
+    if tgt is None and mon:
+        tgt = _safe_float(mon.get("target_index"))
     if tgt is not None and tgt > 0:
+        opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
         side = "Put ≤" if opt_type == "P" else "Call ≥"
         return f"{side} {tgt:g}"
     return "—"
 
-
 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()

lib/options/options_dashboard_lib.py

@@ -72,11 +72,14 @@ def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict
             mon = tgt_map.get(str(row.get("inst_id") or ""))
             if mon:
                 row["target_index"] = mon.get("target_index")
+                row["profit_rr"] = mon.get("profit_rr")
                 row["target_monitor_id"] = mon.get("id")
                 row["target_monitor"] = mon
             hedge_target = hedge_target_map.get(str(row.get("inst_id") or ""))
             if hedge_target:
                 row["hedge_plan_target"] = hedge_target
+                if hedge_target.get("oo_profit_rr") is not None and row.get("profit_rr") is None:
+                    row["profit_rr"] = hedge_target.get("oo_profit_rr")
                 if not mon:
                     row["target_index"] = hedge_target.get("target_index")
             rows.append(row)

lib/options/options_hub_lib.py

@@ -38,14 +38,15 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                     mon = tgt_map.get(str(p.get("inst_id") or ""))
                     if mon:
                         p["target_index"] = mon.get("target_index")
+                        p["profit_rr"] = mon.get("profit_rr")
                         p["target_monitor_id"] = mon.get("id")
                         p["target_monitor"] = mon
                     hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
                     if hedge_target:
                         p["hedge_plan_target"] = hedge_target
                         if not mon:
-                            # 中控卡片共用 target_index 只读展示；实际平仓仍由对冲计划监控处理。
                             p["target_index"] = hedge_target.get("target_index")
+                            p["profit_rr"] = hedge_target.get("oo_profit_rr")
                     try:
                         from lib.instance.instance_dashboard_lib import (
                             _format_options_target,

lib/options/options_monitor_lib.py

@@ -455,6 +455,7 @@ def options_monitor_loop(
                         conn,
                         positions,
                         close_fn=target_close_fn,
+                        bid_fn=ticker_bid_fn,
                         send_wechat=send_wechat,
                         account_label=account_label,
                         cfg={"send_wechat": send_wechat, "account_label": account_label},

lib/options/options_notify_lib.py

@@ -55,6 +55,7 @@ def build_options_open_message(
     premium_paid: Any = None,
     open_quote: Any = None,
     target_index: Any = None,
+    profit_rr: Any = None,
     signal_note: str = "",
     trade_id: Any = None,
 ) -> str:
@@ -73,7 +74,12 @@ def build_options_open_message(
             f"权利金:{_fmt(premium_paid)} USDC",
         ]
     )
-    if target_index is not None and str(target_index).strip() != "":
+    if profit_rr is not None and str(profit_rr).strip() != "":
+        try:
+            lines.append(f"盈亏比:×{float(profit_rr):g}(达标全平;不达标等到期)")
+        except (TypeError, ValueError):
+            lines.append(f"盈亏比:{profit_rr}")
+    elif target_index is not None and str(target_index).strip() != "":
         try:
             lines.append(f"目标指数:{float(target_index):g}")
         except (TypeError, ValueError):
@@ -96,6 +102,7 @@ def build_options_close_message(
     realized_pnl: Any = None,
     close_quote: Any = None,
     target_index: Any = None,
+    profit_rr: Any = None,
     trigger_idx: Any = None,
     trade_id: Any = None,
 ) -> str:
@@ -116,7 +123,12 @@ def build_options_close_message(
             f"实现盈亏:{_fmt(realized_pnl, 4)} USDC",
         ]
     )
-    if target_index is not None and str(target_index).strip() != "":
+    if profit_rr is not None and str(profit_rr).strip() != "":
+        try:
+            lines.append(f"盈亏比:×{float(profit_rr):g}")
+        except (TypeError, ValueError):
+            lines.append(f"盈亏比:{profit_rr}")
+    elif target_index is not None and str(target_index).strip() != "":
         try:
             lines.append(f"目标指数:{float(target_index):g}")
         except (TypeError, ValueError):
@@ -141,6 +153,7 @@ def notify_options_open(
     premium_paid: Any = None,
     open_quote: Any = None,
     target_index: Any = None,
+    profit_rr: Any = None,
     signal_note: str = "",
 ) -> bool:
     ensure_options_notify_columns(conn) if conn is not None else None
@@ -160,6 +173,7 @@ def notify_options_open(
         premium_paid=premium_paid,
         open_quote=open_quote,
         target_index=target_index,
+        profit_rr=profit_rr,
         signal_note=signal_note,
         trade_id=trade_id,
     )
@@ -196,6 +210,7 @@ def notify_options_close(
     realized_pnl: Any = None,
     close_quote: Any = None,
     target_index: Any = None,
+    profit_rr: Any = None,
     trigger_idx: Any = None,
     force: bool = False,
 ) -> bool:
@@ -257,6 +272,7 @@ def notify_options_close(
             realized_pnl=total_pnl,
             close_quote=close_quote if close_quote is not None else head.get("close_quote"),
             target_index=target_index,
+            profit_rr=profit_rr,
             trigger_idx=trigger_idx,
             trade_id=head.get("id") if len(rows) == 1 else None,
         )
@@ -286,6 +302,7 @@ def notify_options_close(
         realized_pnl=realized_pnl,
         close_quote=close_quote,
         target_index=target_index,
+        profit_rr=profit_rr,
         trigger_idx=trigger_idx,
         trade_id=trade_id,
     )

lib/options/options_quote_live_lib.py

@@ -0,0 +1,509 @@
+"""期权链实时报价:OKX 公共 WS tickers → 内存缓存 → SSE 推前端."""
+from __future__ import annotations
+
+import json
+import logging
+import os
+import queue
+import threading
+import time
+from collections.abc import Iterator
+from typing import Any, Callable
+
+from lib.exchange.okx_public_ws_lib import OkxPublicWs
+from lib.options.options_pricing_lib import (
+    expiry_breakeven_from_ask,
+    idx_distance_to_be,
+)
+
+logger = logging.getLogger(__name__)
+
+OPTIONS_QUOTE_SSE_HEARTBEAT_SEC = float(os.getenv("OKX_OPTIONS_QUOTE_SSE_HEARTBEAT_SEC", "20"))
+OPTIONS_QUOTE_FLUSH_MS = float(os.getenv("OKX_OPTIONS_QUOTE_FLUSH_MS", "120"))
+# OKX 单连接约 240 频道;当前到期日合约 + 指数通常够用
+OPTIONS_QUOTE_MAX_INST = int(os.getenv("OKX_OPTIONS_QUOTE_MAX_INST", "220"))
+
+
+def _safe_float(v: Any) -> float | None:
+    try:
+        if v is None or v == "":
+            return None
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+class OptionsQuoteLive:
+    def __init__(self) -> None:
+        self._lock = threading.RLock()
+        self._watchers: dict[str, dict[str, Any]] = {}
+        self._meta: dict[str, dict[str, Any]] = {}
+        self._tickers: dict[str, dict[str, Any]] = {}
+        self._index_by_uly: dict[str, float] = {}
+        self._index_insts: set[str] = set()
+        self._dirty_inst: set[str] = set()
+        self._dirty_index: set[str] = set()
+        self._version = 0
+        self._subscribers: list[queue.Queue[str | None]] = []
+        self._stop = threading.Event()
+        self._flush_thread: threading.Thread | None = None
+        ws_url = (os.getenv("OKX_PUBLIC_WS_URL") or "").strip() or None
+        self._ws = OkxPublicWs(
+            on_data=self._on_ws_data,
+            name="okx-options-quote-ws",
+            **({"url": ws_url} if ws_url else {}),
+        )
+        self._started = False
+
+    def start(self) -> None:
+        if self._started:
+            return
+        self._started = True
+        self._stop.clear()
+        self._ws.start()
+        self._flush_thread = threading.Thread(
+            target=self._flush_loop, name="options-quote-flush", daemon=True
+        )
+        self._flush_thread.start()
+
+    def stop(self) -> None:
+        self._stop.set()
+        self._ws.stop()
+        self._broadcast(close=True)
+        self._started = False
+
+    def status(self) -> dict[str, Any]:
+        with self._lock:
+            uly = ""
+            exp = ""
+            index_inst = ""
+            if self._watchers:
+                last = next(reversed(list(self._watchers.values())))
+                uly = str(last.get("underlying") or "")
+                exp = str(last.get("exp_time") or "")
+                index_inst = str(last.get("index_inst") or "")
+            return {
+                "ok": True,
+                "started": self._started,
+                "ws_ok": self._ws.connected,
+                "underlying": uly,
+                "index_inst": index_inst,
+                "index_px": self._index_by_uly.get(uly),
+                "watch_exp": exp,
+                "watch_count": len(self._meta),
+                "watcher_count": len(self._watchers),
+                "version": self._version,
+                "last_msg_at": self._ws.last_msg_at,
+            }
+
+    def watch(
+        self,
+        *,
+        underlying: str,
+        exp_time: str | int | None,
+        contracts: list[dict[str, Any]],
+        index_inst_id: str | None = None,
+        watcher_id: str | None = None,
+    ) -> dict[str, Any]:
+        u = (underlying or "ETH").upper()
+        index_id = (index_inst_id or f"{u}-USD").strip()
+        wid = (watcher_id or "default").strip() or "default"
+        meta: dict[str, dict[str, Any]] = {}
+        for c in contracts or []:
+            if not isinstance(c, dict):
+                continue
+            inst_id = str(c.get("inst_id") or c.get("instId") or "").strip()
+            if not inst_id:
+                continue
+            meta[inst_id] = {
+                "inst_id": inst_id,
+                "opt_type": str(c.get("opt_type") or c.get("optType") or "").upper(),
+                "strike": _safe_float(c.get("strike")),
+                "tick_sz": c.get("tick_sz") or c.get("tickSz"),
+                "underlying": u,
+            }
+            if len(meta) >= max(1, OPTIONS_QUOTE_MAX_INST):
+                break
+        with self._lock:
+            self._watchers[wid] = {
+                "underlying": u,
+                "exp_time": str(exp_time or ""),
+                "index_inst": index_id,
+                "meta": meta,
+            }
+            self._rebuild_subscriptions_locked()
+        if not self._started:
+            self.start()
+        return self.status()
+
+    def _rebuild_subscriptions_locked(self) -> None:
+        merged: dict[str, dict[str, Any]] = {}
+        index_insts: set[str] = set()
+        for w in self._watchers.values():
+            index_insts.add(str(w.get("index_inst") or ""))
+            for inst_id, m in (w.get("meta") or {}).items():
+                if inst_id not in merged:
+                    merged[inst_id] = dict(m)
+                if len(merged) >= max(1, OPTIONS_QUOTE_MAX_INST):
+                    break
+            if len(merged) >= max(1, OPTIONS_QUOTE_MAX_INST):
+                break
+        index_insts = {x for x in index_insts if x}
+        self._meta = merged
+        self._index_insts = index_insts
+        keep = set(merged.keys())
+        for k in list(self._tickers.keys()):
+            if k not in keep:
+                self._tickers.pop(k, None)
+        args = [{"channel": "tickers", "instId": iid} for iid in merged]
+        for iid in sorted(index_insts):
+            args.append({"channel": "index-tickers", "instId": iid})
+        # 订阅可能分片 sleep,不能堵 Flask 请求线程
+        threading.Thread(
+            target=self._ws.set_subscriptions,
+            args=(args,),
+            name="okx-options-quote-sub",
+            daemon=True,
+        ).start()
+
+    def as_okx_tickers(self, underlying: str | None = None) -> dict[str, dict[str, Any]]:
+        """转成 build_option_chain 可用的 OKX ticker 字段."""
+        u = (underlying or "").upper()
+        out: dict[str, dict[str, Any]] = {}
+        with self._lock:
+            for inst_id, q in self._tickers.items():
+                if u and str(q.get("underlying") or "").upper() not in ("", u):
+                    continue
+                row: dict[str, Any] = {"instId": inst_id}
+                if q.get("ask") is not None and not q.get("ask_estimated"):
+                    row["askPx"] = q.get("ask")
+                    row["askSz"] = q.get("ask_sz")
+                if q.get("bid") is not None:
+                    row["bidPx"] = q.get("bid")
+                    row["bidSz"] = q.get("bid_sz")
+                if q.get("mark_px") is not None:
+                    row["markPx"] = q.get("mark_px")
+                out[inst_id] = row
+        return out
+
+    def index_px_for(self, underlying: str) -> float | None:
+        u = (underlying or "").upper()
+        with self._lock:
+            return self._index_by_uly.get(u)
+
+    def is_ws_fresh(self, *, max_age_sec: float = 15.0) -> bool:
+        if not self._ws.connected:
+            return False
+        last = float(self._ws.last_msg_at or 0)
+        return last > 0 and (time.time() - last) <= max_age_sec
+
+    def schedule_seed_from_chain(
+        self,
+        chain: dict[str, Any],
+        *,
+        exp_time: str | int | None = None,
+        watcher_id: str | None = None,
+    ) -> None:
+        threading.Thread(
+            target=self.seed_from_chain,
+            kwargs={"chain": chain, "exp_time": exp_time, "watcher_id": watcher_id},
+            name="options-quote-seed",
+            daemon=True,
+        ).start()
+
+    def seed_from_chain(
+        self,
+        chain: dict[str, Any],
+        *,
+        exp_time: str | int | None = None,
+        watcher_id: str | None = None,
+    ) -> None:
+        """REST 拉链后预填报价,并默认监视指定/最近到期."""
+        if not isinstance(chain, dict):
+            return
+        u = str(chain.get("underlying") or "ETH").upper()
+        index_px = _safe_float(chain.get("index_px"))
+        expiries = chain.get("expiries") or []
+        target = None
+        if exp_time is not None and str(exp_time):
+            for e in expiries:
+                if str(e.get("exp_time")) == str(exp_time):
+                    target = e
+                    break
+        if target is None and expiries:
+            target = expiries[0]
+        contracts = list((target or {}).get("contracts") or [])
+        if index_px is not None:
+            with self._lock:
+                self._index_by_uly[u] = index_px
+                self._dirty_index.add(u)
+        for c in contracts:
+            inst_id = str(c.get("inst_id") or "").strip()
+            if not inst_id:
+                continue
+            patch = {
+                "inst_id": inst_id,
+                "ask": c.get("ask"),
+                "bid": c.get("bid"),
+                "ask_sz": c.get("ask_sz"),
+                "bid_sz": c.get("bid_sz"),
+                "mark_px": c.get("mark_px"),
+                "ask_estimated": bool(c.get("ask_estimated")),
+                "expiry_be_px": c.get("expiry_be_px"),
+                "dist_expiry_be": c.get("dist_expiry_be"),
+                "underlying": u,
+            }
+            with self._lock:
+                self._tickers[inst_id] = patch
+                self._dirty_inst.add(inst_id)
+        self.watch(
+            underlying=u,
+            exp_time=(target or {}).get("exp_time"),
+            contracts=contracts,
+            index_inst_id=f"{u}-USD",
+            watcher_id=watcher_id or f"seed:{u}",
+        )
+
+    def _on_ws_data(self, payload: dict[str, Any]) -> None:
+        arg = payload.get("arg") or {}
+        channel = str(arg.get("channel") or "")
+        rows = payload.get("data") or []
+        if not isinstance(rows, list) or not rows:
+            return
+        if channel == "index-tickers":
+            row = rows[0] if isinstance(rows[0], dict) else {}
+            px = _safe_float(row.get("idxPx"))
+            inst = str(row.get("instId") or arg.get("instId") or "")
+            uly = inst.split("-")[0].upper() if inst else ""
+            if px is None or not uly:
+                return
+            with self._lock:
+                if self._index_by_uly.get(uly) == px:
+                    return
+                self._index_by_uly[uly] = px
+                self._dirty_index.add(uly)
+            return
+        if channel != "tickers":
+            return
+        for row in rows:
+            if not isinstance(row, dict):
+                continue
+            inst_id = str(row.get("instId") or arg.get("instId") or "").strip()
+            if not inst_id:
+                continue
+            patch = self._ticker_to_patch(inst_id, row)
+            with self._lock:
+                prev = self._tickers.get(inst_id) or {}
+                if (
+                    prev.get("ask") == patch.get("ask")
+                    and prev.get("bid") == patch.get("bid")
+                    and prev.get("ask_sz") == patch.get("ask_sz")
+                    and prev.get("bid_sz") == patch.get("bid_sz")
+                    and prev.get("mark_px") == patch.get("mark_px")
+                ):
+                    continue
+                self._tickers[inst_id] = patch
+                self._dirty_inst.add(inst_id)
+
+    def _ticker_to_patch(self, inst_id: str, row: dict[str, Any]) -> dict[str, Any]:
+        ask = _safe_float(row.get("askPx"))
+        bid = _safe_float(row.get("bidPx"))
+        ask_sz = _safe_float(row.get("askSz"))
+        bid_sz = _safe_float(row.get("bidSz"))
+        mark = _safe_float(row.get("markPx"))
+        ask_estimated = False
+        with self._lock:
+            meta = dict(self._meta.get(inst_id) or {})
+            uly = str(meta.get("underlying") or inst_id.split("-")[0] or "").upper()
+            index_px = self._index_by_uly.get(uly)
+        if ask is None and mark is not None and mark > 0:
+            ask = mark
+            ask_estimated = True
+            ask_sz = None
+        if bid is None and mark is not None and mark > 0:
+            bid = mark
+        be = expiry_breakeven_from_ask(
+            opt_type=str(meta.get("opt_type") or ""),
+            strike=meta.get("strike"),
+            ask_px=None if ask_estimated else ask,
+            mark_px=mark,
+        )
+        dist = idx_distance_to_be(index_px, be)
+        return {
+            "inst_id": inst_id,
+            "underlying": uly,
+            "ask": ask,
+            "bid": bid,
+            "ask_sz": ask_sz,
+            "bid_sz": bid_sz,
+            "mark_px": mark,
+            "ask_estimated": ask_estimated,
+            "expiry_be_px": be,
+            "dist_expiry_be": dist,
+        }
+
+    def _flush_loop(self) -> None:
+        interval = max(0.05, OPTIONS_QUOTE_FLUSH_MS / 1000.0)
+        while not self._stop.is_set():
+            if self._stop.wait(interval):
+                break
+            event = self._build_flush_event()
+            if event is None:
+                continue
+            self._broadcast(event)
+
+    def _build_flush_event(self) -> str | None:
+        with self._lock:
+            if not self._dirty_inst and not self._dirty_index:
+                return None
+            dirty_uly = set(self._dirty_index)
+            self._dirty_index.clear()
+            quotes: list[dict[str, Any]] = []
+            for inst_id in list(self._dirty_inst):
+                q = self._tickers.get(inst_id)
+                if q:
+                    quotes.append(dict(q))
+            self._dirty_inst.clear()
+            for uly in dirty_uly:
+                index_px = self._index_by_uly.get(uly)
+                if index_px is None:
+                    continue
+                for inst_id, q in list(self._tickers.items()):
+                    if str(q.get("underlying") or "").upper() != uly:
+                        continue
+                    be = q.get("expiry_be_px")
+                    dist = idx_distance_to_be(index_px, be if be is not None else None)
+                    if q.get("dist_expiry_be") != dist:
+                        q2 = dict(q)
+                        q2["dist_expiry_be"] = dist
+                        self._tickers[inst_id] = q2
+                        quotes.append(q2)
+            self._version += 1
+            # 多标的时 index_px 取「最近一次 watch」的标的,前端仍以 payload.underlying 过滤
+            uly = ""
+            exp = ""
+            if self._watchers:
+                last = next(reversed(list(self._watchers.values())))
+                uly = str(last.get("underlying") or "")
+                exp = str(last.get("exp_time") or "")
+            # 若本批只有单一 underlying 的 quotes/index,优先用它
+            quote_ulys = {str(q.get("underlying") or "").upper() for q in quotes if q.get("underlying")}
+            if len(dirty_uly) == 1:
+                uly = next(iter(dirty_uly))
+            elif len(quote_ulys) == 1:
+                uly = next(iter(quote_ulys))
+            payload = {
+                "ok": True,
+                "live": True,
+                "ws_ok": self._ws.connected,
+                "version": self._version,
+                "underlying": uly,
+                "watch_exp": exp,
+                "index_px": self._index_by_uly.get(uly),
+                "indexes": dict(self._index_by_uly),
+                "quotes": quotes,
+                "ts": int(time.time() * 1000),
+            }
+        return json.dumps(payload, ensure_ascii=False)
+
+    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=64)
+        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 self._format_event(
+                {
+                    "ok": True,
+                    "reason": "connect",
+                    **self.status(),
+                    "quotes": [],
+                    "ts": int(time.time() * 1000),
+                }
+            )
+            while True:
+                try:
+                    raw = q.get(timeout=OPTIONS_QUOTE_SSE_HEARTBEAT_SEC)
+                except queue.Empty:
+                    yield ": heartbeat\n\n"
+                    continue
+                if raw is None:
+                    break
+                yield f"event: quotes\ndata: {raw}\n\n"
+        finally:
+            self._unsubscribe(q)
+
+    @staticmethod
+    def _format_event(data: dict[str, Any]) -> str:
+        return "event: quotes\ndata: " + json.dumps(data, ensure_ascii=False) + "\n\n"
+
+
+options_quote_live = OptionsQuoteLive()
+
+
+def start_options_quote_live() -> OptionsQuoteLive:
+    options_quote_live.start()
+    return options_quote_live
+
+
+def register_options_quote_live_routes(app: Any, login_required: Callable) -> None:
+    from flask import Response, jsonify, request, stream_with_context
+
+    start_options_quote_live()
+
+    @app.route("/api/options/quotes/stream")
+    @login_required
+    def api_options_quotes_stream():
+        return Response(
+            stream_with_context(options_quote_live.iter_sse()),
+            mimetype="text/event-stream",
+            headers={
+                "Cache-Control": "no-cache",
+                "Connection": "keep-alive",
+                "X-Accel-Buffering": "no",
+            },
+        )
+
+    @app.route("/api/options/quotes/watch", methods=["POST"])
+    @login_required
+    def api_options_quotes_watch():
+        data = request.get_json(silent=True) or {}
+        contracts = data.get("contracts") or []
+        if not contracts and data.get("inst_ids"):
+            contracts = [{"inst_id": x} for x in (data.get("inst_ids") or [])]
+        st = options_quote_live.watch(
+            underlying=str(data.get("underlying") or "ETH"),
+            exp_time=data.get("exp_time"),
+            contracts=contracts,
+            index_inst_id=data.get("index_inst_id"),
+            watcher_id=str(data.get("watcher_id") or "default"),
+        )
+        return jsonify({"ok": True, **st})
+
+    @app.route("/api/options/quotes/status")
+    @login_required
+    def api_options_quotes_status():
+        return jsonify(options_quote_live.status())

lib/options/options_register.py

@@ -61,6 +61,14 @@ def install_options_trading(app: Flask, repo_root: str, app_module: Any) -> None
     register_options_routes(app, cfg)
     _register_options_hub_bridge(app, cfg)
     if enabled:
+        try:
+            from lib.options.options_quote_live_lib import register_options_quote_live_routes
+
+            register_options_quote_live_routes(app, cfg["login_required"])
+        except Exception as e:
+            import logging
+
+            logging.getLogger(__name__).exception("options quote live init failed: %s", e)
         _start_monitor_thread(app, cfg)
 
 
@@ -366,6 +374,24 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         u = (request.args.get("underlying") or cfg["default_underly"]).upper()
         # 热更新:链展示天数每次读 env,保存后刷新链即可
         chain_max_dte = _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", float(cfg.get("chain_max_dte_days") or 14))
+        fast = (request.args.get("fast") or "").strip().lower() in ("1", "true", "yes")
+        force_tickers = (request.args.get("force_tickers") or "").strip().lower() in ("1", "true", "yes")
+        watch_exp = (request.args.get("exp_time") or "").strip() or None
+        live_index = None
+        live_tickers = None
+        ws_fresh = False
+        try:
+            from lib.options.options_quote_live_lib import options_quote_live
+
+            ws_fresh = options_quote_live.is_ws_fresh()
+            live_index = options_quote_live.index_px_for(u)
+            live_tickers = options_quote_live.as_okx_tickers(u) or None
+        except Exception:
+            pass
+        # fast: WS 已热则跳过整家族 REST tickers(最慢的一步),用 WS 缓存覆盖
+        fetch_tickers = True
+        if fast and ws_fresh and not force_tickers:
+            fetch_tickers = False
         try:
             chain = cfg["build_option_chain"](
                 ex,
@@ -373,6 +399,10 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 max_dte_days=chain_max_dte,
                 itm_only=False,
                 itm_max_dist_usd=cfg["itm_max_dist"],
+                index_px=live_index,
+                tickers_override=live_tickers,
+                fetch_tickers=fetch_tickers,
+                force_tickers=force_tickers,
             )
         except Exception as e:
             return jsonify({"ok": False, "msg": f"加载期权链失败: {e}"})
@@ -381,6 +411,13 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         # 热更新:每次读 env,保存配置后刷新链即可生效
         ask_liq_filter = _env_bool("OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", True)
         budget_buffer = _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
+        if expiries:
+            try:
+                from lib.options.options_quote_live_lib import options_quote_live
+
+                options_quote_live.schedule_seed_from_chain(chain, exp_time=watch_exp)
+            except Exception:
+                pass
         if not expiries:
             return jsonify(
                 {
@@ -391,6 +428,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     "ask_liq_filter_enabled": ask_liq_filter,
                     "budget_buffer": budget_buffer,
                     "trade_budget": cfg["trade_budget"],
+                    "chain_fast": fast,
+                    "ws_fresh": ws_fresh,
                 }
             )
         return jsonify(
@@ -401,6 +440,10 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 "ask_liq_filter_enabled": ask_liq_filter,
                 "budget_buffer": budget_buffer,
                 "trade_budget": cfg["trade_budget"],
+                "quote_live": True,
+                "chain_fast": fast,
+                "ws_fresh": ws_fresh,
+                "tickers_fetched": fetch_tickers,
             }
         )
 
@@ -646,6 +689,17 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         mode = (data.get("mode") or "budget_full").strip()
         signal_note = (data.get("signal_note") or "").strip()
         target_index = None
+        profit_rr = None
+        raw_rr = data.get("profit_rr")
+        if raw_rr is None or str(raw_rr).strip() == "":
+            raw_rr = data.get("oo_profit_rr")
+        if raw_rr is not None and str(raw_rr).strip() != "":
+            try:
+                profit_rr = float(raw_rr)
+            except (TypeError, ValueError):
+                return jsonify({"ok": False, "msg": "盈亏比无效"})
+            if profit_rr <= 0:
+                return jsonify({"ok": False, "msg": "盈亏比须大于 0"})
         raw_target = data.get("target_index")
         if raw_target is not None and str(raw_target).strip() != "":
             try:
@@ -654,6 +708,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 return jsonify({"ok": False, "msg": "目标位无效"})
             if target_index <= 0:
                 return jsonify({"ok": False, "msg": "目标位无效"})
+        # 未显式传目标时默认盈亏比 2
+        if profit_rr is None and target_index is None:
+            profit_rr = 2.0
         if not inst_id:
             return jsonify({"ok": False, "msg": "缺少 inst_id"})
         q = cfg["quote_option_contract"](ex, inst_id)
@@ -820,13 +877,14 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 ),
             )
             trade_id = int(cur.lastrowid)
-            if target_index is not None:
+            if profit_rr is not None or target_index is not None:
                 from lib.options.options_target_lib import upsert_target_monitor
 
                 target_mon = upsert_target_monitor(
                     conn,
                     inst_id=inst_id,
                     target_index=target_index,
+                    profit_rr=profit_rr,
                     underlying=u,
                     opt_type=str(opt_type) if opt_type else None,
                     trade_id=trade_id,
@@ -854,6 +912,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     premium_paid=sizing.get("total_premium"),
                     open_quote=fill_px,
                     target_index=target_index,
+                    profit_rr=profit_rr,
                     signal_note=signal_note,
                 )
             finally:
@@ -969,11 +1028,14 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 mon = tgt_map.get(inst)
                 if mon:
                     row["target_index"] = mon.get("target_index")
+                    row["profit_rr"] = mon.get("profit_rr")
                     row["target_monitor_id"] = mon.get("id")
                     row["target_monitor"] = mon
                 hedge_target = hedge_target_map.get(inst)
                 if hedge_target:
                     row["hedge_plan_target"] = hedge_target
+                    if hedge_target.get("oo_profit_rr") is not None:
+                        row.setdefault("profit_rr", hedge_target.get("oo_profit_rr"))
                 try:
                     from lib.instance.instance_dashboard_lib import _resolve_options_source
 
@@ -1031,12 +1093,28 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 conn_h.close()
         except Exception as e:
             return jsonify({"ok": False, "msg": f"对冲托管校验失败: {e}"})
-        try:
-            target_index = float(data.get("target_index"))
-        except (TypeError, ValueError):
-            return jsonify({"ok": False, "msg": "目标位无效"})
-        if target_index <= 0:
-            return jsonify({"ok": False, "msg": "目标位无效"})
+        profit_rr = None
+        target_index = None
+        raw_rr = data.get("profit_rr")
+        if raw_rr is None or str(raw_rr).strip() == "":
+            raw_rr = data.get("oo_profit_rr")
+        if raw_rr is not None and str(raw_rr).strip() != "":
+            try:
+                profit_rr = float(raw_rr)
+            except (TypeError, ValueError):
+                return jsonify({"ok": False, "msg": "盈亏比无效"})
+            if profit_rr <= 0:
+                return jsonify({"ok": False, "msg": "盈亏比须大于 0"})
+        raw_tgt = data.get("target_index")
+        if raw_tgt is not None and str(raw_tgt).strip() != "":
+            try:
+                target_index = float(raw_tgt)
+            except (TypeError, ValueError):
+                return jsonify({"ok": False, "msg": "目标位无效"})
+            if target_index <= 0:
+                return jsonify({"ok": False, "msg": "目标位无效"})
+        if profit_rr is None and target_index is None:
+            profit_rr = 2.0
         raw = cfg["fetch_option_positions"](ex)
         if raw is None:
             return jsonify({"ok": False, "msg": "获取期权持仓失败"})
@@ -1065,6 +1143,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 conn,
                 inst_id=inst_id,
                 target_index=target_index,
+                profit_rr=profit_rr,
                 underlying=str(underlying) if underlying else None,
                 opt_type=str(opt_type) if opt_type else None,
                 trade_id=trade_id,
@@ -1411,7 +1490,24 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
         raw = cfg["fetch_option_positions"](ex)
         if raw is None:
             return []
-        return [cfg["format_position_row"](p) for p in raw]
+        rows = [cfg["format_position_row"](p) for p in raw]
+        try:
+            from lib.options.options_db import sum_open_premium_paid
+
+            conn = cfg["get_db"]()
+            try:
+                for row in rows:
+                    inst = str(row.get("inst_id") or "")
+                    if not inst:
+                        continue
+                    paid = sum_open_premium_paid(conn, inst)
+                    if paid is not None:
+                        row["premium_paid"] = paid
+            finally:
+                conn.close()
+        except Exception:
+            pass
+        return rows
 
     def _sync(conn):
         from lib.exchange.okx_options_lib import fetch_option_position_history

lib/options/options_target_lib.py

@@ -1,11 +1,14 @@
-"""期权目标位委托:指数目标价仅用于监控触发;触发后按买一限价平仓(无止损,到期结算)."""
+"""期权目标委托:盈亏比×权利金触发后按买一限价平仓(无止损,到期结算).
+
+兼容旧「目标指数」委托:无 profit_rr 时仍按指数到位触发.
+"""
 from __future__ import annotations
 
 import sqlite3
 import time
 from typing import Any, Callable
 
-from lib.options.options_db import init_options_tables
+from lib.options.options_db import init_options_tables, sum_open_premium_paid
 from lib.options.options_pricing_lib import close_ref_prices, fetch_option_mark_px
 
 
@@ -18,6 +21,18 @@ def _safe_float(v: Any) -> float | None:
         return None
 
 
+def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
+    rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
+    names: set[str] = set()
+    for r in rows:
+        try:
+            names.add(str(r["name"]))
+        except (TypeError, KeyError, IndexError):
+            names.add(str(r[1]))
+    if col not in names:
+        conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")
+
+
 def _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None = None) -> tuple[float | None, float | None]:
     from lib.exchange.okx_options_lib import option_fields_from_inst_id
 
@@ -63,21 +78,44 @@ def ensure_target_tables(conn: sqlite3.Connection) -> None:
         ON options_target_monitors(status)
         """
     )
+    # 盈亏比=目标盈利/权利金;如 2=盈利 2 倍权利金.有值时优先生效,target_index 可置 0
+    _ensure_column(conn, "options_target_monitors", "profit_rr", "REAL")
 
 
 def target_hit(*, opt_type: str | None, index_px: float, target_index: float) -> bool:
-    """Call:指数涨到/超过目标平仓;Put:指数跌到/低于目标平仓."""
+    """旧逻辑:Call 指数≥目标;Put 指数≤目标."""
     ot = (opt_type or "").strip().upper()
     if ot == "P":
         return index_px <= target_index
     return index_px >= target_index
 
 
+def profit_rr_hit(
+    *,
+    premium: float,
+    bid: float | None,
+    sheets: float,
+    ct_mult: float,
+    profit_rr: float,
+) -> bool:
+    """买一回收 − 权利金 ≥ 盈亏比 × 权利金."""
+    if premium <= 0 or profit_rr <= 0:
+        return False
+    if bid is None or float(bid) <= 0:
+        return False
+    if sheets <= 0 or ct_mult <= 0:
+        return False
+    recycle = float(bid) * float(sheets) * float(ct_mult)
+    pnl = recycle - float(premium)
+    return pnl + 1e-9 >= float(profit_rr) * float(premium)
+
+
 def upsert_target_monitor(
     conn: sqlite3.Connection,
     *,
     inst_id: str,
-    target_index: float,
+    target_index: float | None = None,
+    profit_rr: float | None = None,
     underlying: str | None = None,
     opt_type: str | None = None,
     trade_id: int | None = None,
@@ -87,9 +125,18 @@ def upsert_target_monitor(
     inst_id = (inst_id or "").strip()
     if not inst_id:
         return {"ok": False, "msg": "缺少 inst_id"}
-    if target_index is None or float(target_index) <= 0:
-        return {"ok": False, "msg": "目标位无效"}
-    target_index = float(target_index)
+
+    rr = _safe_float(profit_rr)
+    tgt = _safe_float(target_index)
+    if rr is not None and rr > 0:
+        tgt_store = float(tgt) if tgt is not None and tgt > 0 else 0.0
+        rr_store = float(rr)
+    elif tgt is not None and tgt > 0:
+        tgt_store = float(tgt)
+        rr_store = None
+    else:
+        return {"ok": False, "msg": "请填写盈亏比(相对权利金,默认2)"}
+
     row = conn.execute(
         """
         SELECT id FROM options_target_monitors
@@ -104,6 +151,7 @@ def upsert_target_monitor(
             """
             UPDATE options_target_monitors
             SET target_index = ?,
+                profit_rr = ?,
                 underlying = COALESCE(?, underlying),
                 opt_type = COALESCE(?, opt_type),
                 trade_id = COALESCE(?, trade_id),
@@ -115,14 +163,13 @@ def upsert_target_monitor(
                 triggered_at = NULL
             WHERE id = ?
             """,
-            (target_index, underlying, opt_type, trade_id, sheets, int(row["id"])),
+            (tgt_store, rr_store, underlying, opt_type, trade_id, sheets, int(row["id"])),
         )
         mon_id = int(row["id"])
-        # 同一合约其他进行中的委托取消,避免双轨触发重复推送
         conn.execute(
             """
             UPDATE options_target_monitors
-            SET status = 'cancelled', message = '被新目标位覆盖'
+            SET status = 'cancelled', message = '被新目标委托覆盖'
             WHERE inst_id = ? AND id != ? AND status IN ('active', 'closing')
             """,
             (inst_id, mon_id),
@@ -131,13 +178,21 @@ def upsert_target_monitor(
         cur = conn.execute(
             """
             INSERT INTO options_target_monitors
-            (inst_id, underlying, opt_type, target_index, trade_id, sheets, status)
-            VALUES (?, ?, ?, ?, ?, ?, 'active')
+            (inst_id, underlying, opt_type, target_index, profit_rr, trade_id, sheets, status)
+            VALUES (?, ?, ?, ?, ?, ?, ?, 'active')
             """,
-            (inst_id, underlying, opt_type, target_index, trade_id, sheets),
+            (inst_id, underlying, opt_type, tgt_store, rr_store, trade_id, sheets),
         )
         mon_id = int(cur.lastrowid)
-    return {"ok": True, "id": mon_id, "inst_id": inst_id, "target_index": target_index}
+    out: dict[str, Any] = {
+        "ok": True,
+        "id": mon_id,
+        "inst_id": inst_id,
+        "target_index": tgt_store if tgt_store > 0 else None,
+    }
+    if rr_store is not None:
+        out["profit_rr"] = rr_store
+    return out
 
 
 def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = None, monitor_id: int | None = None) -> int:
@@ -166,12 +221,19 @@ def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = Non
 
 
 def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
+    tgt = _safe_float(r["target_index"])
+    rr = None
+    try:
+        rr = _safe_float(r["profit_rr"])
+    except (KeyError, IndexError):
+        rr = None
     return {
         "id": int(r["id"]),
         "inst_id": r["inst_id"],
         "underlying": r["underlying"],
         "opt_type": r["opt_type"],
-        "target_index": _safe_float(r["target_index"]),
+        "target_index": tgt if tgt is not None and tgt > 0 else None,
+        "profit_rr": rr if rr is not None and rr > 0 else None,
         "trade_id": r["trade_id"],
         "sheets": r["sheets"],
         "status": r["status"],
@@ -180,16 +242,16 @@ def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
     }
 
 
+_TARGET_SELECT = (
+    "SELECT id, inst_id, underlying, opt_type, target_index, profit_rr, trade_id, sheets, "
+    "status, message, created_at FROM options_target_monitors"
+)
+
+
 def list_active_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
     ensure_target_tables(conn)
     rows = conn.execute(
-        """
-        SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
-               status, message, created_at
-        FROM options_target_monitors
-        WHERE status = 'active'
-        ORDER BY id DESC
-        """
+        f"{_TARGET_SELECT} WHERE status = 'active' ORDER BY id DESC"
     ).fetchall()
     return [_row_to_target(r) for r in rows]
 
@@ -198,13 +260,7 @@ def list_closing_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
     """已挂出平仓单、等待成交的目标(不再重复推送微信)."""
     ensure_target_tables(conn)
     rows = conn.execute(
-        """
-        SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
-               status, message, created_at
-        FROM options_target_monitors
-        WHERE status = 'closing'
-        ORDER BY id DESC
-        """
+        f"{_TARGET_SELECT} WHERE status = 'closing' ORDER BY id DESC"
     ).fetchall()
     return [_row_to_target(r) for r in rows]
 
@@ -286,23 +342,23 @@ def close_option_by_bid_depth(
         inst_id,
         sheets=sheets,
         require_recycle_gate=True,
-        signal_note="目标位平仓",
+        signal_note="盈亏比平仓",
     )
 
 
-
 def _notify_target_close(
     cfg: dict[str, Any] | None,
     send_wechat: Callable[[str], None] | None,
     *,
     account_label: str,
     inst_id: str,
-    target: float,
-    idx: float,
+    target: float | None,
+    profit_rr: float | None,
+    idx: float | None,
     result: dict[str, Any],
     conn: Any = None,
 ) -> None:
-    """目标位平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
+    """目标平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
     if result.get("fully_closed") or result.get("already_flat"):
         if cfg is not None:
             try:
@@ -312,12 +368,13 @@ def _notify_target_close(
                     cfg,
                     conn,
                     inst_id=inst_id,
-                    reason="目标位平仓",
+                    reason="盈亏比平仓" if profit_rr else "目标位平仓",
                     sheets=result.get("submitted_sheets"),
                     premium_received=result.get("premium_received"),
                     close_quote=result.get("locked_bid_px") or result.get("bid"),
                     target_index=target,
                     trigger_idx=idx,
+                    profit_rr=profit_rr,
                 )
                 return
             except Exception:
@@ -325,14 +382,20 @@ def _notify_target_close(
     if not send_wechat:
         return
     try:
+        if profit_rr is not None and profit_rr > 0:
+            rule = f"盈亏比×{profit_rr:g}"
+        elif target is not None:
+            rule = f"目标指数:{target:g}"
+        else:
+            rule = "目标委托"
         send_wechat(
             "\n".join(
                 [
-                    "【OKX期权·目标位平仓】",
+                    "【OKX期权·盈亏比平仓】" if profit_rr else "【OKX期权·目标位平仓】",
                     f"账户:{account_label}",
                     f"合约:{inst_id}",
-                    f"目标指数:{target:g}",
-                    f"触发指数:{idx:g}",
+                    rule,
+                    f"触发指数:{idx:g}" if idx is not None else "触发指数:—",
                     f"提交张数:{result.get('submitted_sheets') or '—'}",
                     f"预估收回:{result.get('premium_received') if result.get('premium_received') is not None else '—'} USDC",
                     f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
@@ -354,18 +417,77 @@ def _result_fully_done(result: dict[str, Any]) -> bool:
     return False
 
 
+def _monitor_should_close(
+    conn: sqlite3.Connection,
+    mon: dict[str, Any],
+    pos: dict[str, Any],
+    *,
+    bid_fn: Callable[[str], float | None] | None,
+    index_fn: Callable[[dict[str, Any]], float | None] | None,
+) -> tuple[bool, float | None]:
+    """返回 (是否触发, 当前指数)."""
+    inst_id = str(mon.get("inst_id") or "")
+    rr = _safe_float(mon.get("profit_rr"))
+    if index_fn is not None:
+        idx = index_fn(pos)
+    else:
+        idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
+
+    if rr is not None and rr > 0:
+        premium = sum_open_premium_paid(conn, inst_id)
+        if premium is None or premium <= 0:
+            premium = _safe_float(pos.get("premium_paid"))
+        sheets = _safe_float(mon.get("sheets"))
+        if sheets is None or sheets <= 0:
+            sheets = _safe_float(pos.get("pos") or pos.get("avail_pos") or pos.get("availPos"))
+        ct = _safe_float(pos.get("ct_mult") or pos.get("ctMult")) or 0.01
+        bid = None
+        if bid_fn is not None:
+            try:
+                bid = bid_fn(inst_id)
+            except Exception:
+                bid = None
+        if bid is None:
+            bid = _safe_float(pos.get("bid_px") or pos.get("bidPx") or pos.get("bid"))
+            preview = pos.get("close_preview") if isinstance(pos.get("close_preview"), dict) else {}
+            if bid is None:
+                bid = _safe_float(preview.get("bid") or preview.get("best_bid"))
+        if premium is None or sheets is None:
+            return False, idx
+        return (
+            profit_rr_hit(
+                premium=float(premium),
+                bid=bid,
+                sheets=float(sheets),
+                ct_mult=float(ct),
+                profit_rr=float(rr),
+            ),
+            idx,
+        )
+
+    target = _safe_float(mon.get("target_index"))
+    if target is None or target <= 0 or idx is None:
+        return False, idx
+    opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
+    return (
+        target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target),
+        idx,
+    )
+
+
 def run_options_target_closes(
     conn: sqlite3.Connection,
     positions: list[dict[str, Any]],
     *,
     close_fn: Callable[[str], dict[str, Any]],
     index_fn: Callable[[dict[str, Any]], float | None] | None = None,
+    bid_fn: Callable[[str], float | None] | None = None,
     send_wechat: Callable[[str], None] | None = None,
     account_label: str = "OKX期权",
     cfg: dict[str, Any] | None = None,
 ) -> int:
     """
-    扫描 active 目标委托;指数到位后限价平仓.
+    扫描 active 目标委托;盈亏比达标(或旧指数到位)后限价平仓.
     状态先 commit 再推微信,避免 sync 失败回滚导致同一笔反复推送.
     未完全成交进入 closing,仅重试平仓不再推送.
     返回本次新触发(并推送)的条数.
@@ -412,7 +534,7 @@ def run_options_target_closes(
                 status="triggered",
                 trigger_idx=idx,
                 close_ord_id=result.get("close_ord_id"),
-                message="目标位限价平仓完成",
+                message="盈亏比限价平仓完成",
             )
             _commit_monitor(conn)
             continue
@@ -429,8 +551,7 @@ def run_options_target_closes(
     triggered = 0
     for mon in list_active_targets(conn):
         inst_id = str(mon.get("inst_id") or "")
-        target = _safe_float(mon.get("target_index"))
-        if not inst_id or target is None:
+        if not inst_id:
             continue
         if inst_id in hedge_managed:
             mark_monitor(
@@ -444,17 +565,15 @@ def run_options_target_closes(
         pos = pos_by_inst.get(inst_id)
         if not pos:
             continue
-        if index_fn is not None:
-            idx = index_fn(pos)
-        else:
-            idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
-        if idx is None:
-            continue
-        opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
-        if not target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target):
+        should, idx = _monitor_should_close(
+            conn, mon, pos, bid_fn=bid_fn, index_fn=index_fn
+        )
+        if not should:
             continue
 
         result = close_fn(inst_id)
+        rr = _safe_float(mon.get("profit_rr"))
+        target = _safe_float(mon.get("target_index"))
         if result.get("already_flat"):
             mark_monitor(conn, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
             _commit_monitor(conn)
@@ -472,15 +591,19 @@ def run_options_target_closes(
 
         done = _result_fully_done(result)
         status = "triggered" if done else "closing"
+        hit_msg = (
+            "盈亏比达标限价平仓"
+            if (rr is not None and rr > 0)
+            else "目标位触发限价平仓"
+        )
         mark_monitor(
             conn,
             int(mon["id"]),
             status=status,
             trigger_idx=idx,
             close_ord_id=result.get("close_ord_id"),
-            message="目标位触发限价平仓" if done else "目标位已挂买一限价,等待成交",
+            message=hit_msg if done else "已挂买一限价,等待成交",
         )
-        # 关键:先落库,再推送——否则后续 sync 异常回滚会让同一笔反复推微信
         _commit_monitor(conn)
         triggered += 1
         _notify_target_close(
@@ -489,6 +612,7 @@ def run_options_target_closes(
             account_label=account_label,
             inst_id=inst_id,
             target=target,
+            profit_rr=rr,
             idx=idx,
             result=result,
             conn=conn,

lib/options/templates/options_panel.html

@@ -107,17 +107,15 @@
                             </div>
                             <div class="options-estimate-row">
                                 <div class="opt-est-main">
-                                    <label class="btn-secondary opt-order-chip" for="opt-target-idx">目标位(指数)</label>
-                                    <input type="number" id="opt-target-idx" class="opt-target-idx" step="0.1" min="0" placeholder="达价限价平仓"
+                                    <label class="btn-secondary opt-order-chip" for="opt-profit-rr" title="目标盈利=盈亏比×权利金;例2=赚满2倍权利金后全平">盈亏比</label>
+                                    <input type="number" id="opt-profit-rr" class="opt-target-idx" step="0.1" min="0.1" value="2" placeholder="默认2"
                                            autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
-                                    <span class="k">预计价值</span>
-                                    <span id="opt-est-value" class="v">—</span>
-                                    <span class="k">盈利</span>
+                                    <span class="k">目标盈利</span>
                                     <span id="opt-est-profit" class="v">—</span>
-                                    <span class="k">目标杠杆</span>
-                                    <span id="opt-est-leverage" class="v" title="目标位名义价值÷权利金">—</span>
+                                    <span class="k">需回收</span>
+                                    <span id="opt-est-value" class="v" title="权利金+目标盈利">—</span>
                                 </div>
-                                <span class="muted opt-est-note">目标价=监控指数;到位后按买一限价平仓;无止损,到期即止损</span>
+                                <span class="muted opt-est-note">按买一浮盈达盈亏比×权利金后限价全平;不达标等到期;无止损</span>
                             </div>
                             <div class="form-row options-order-mode-row">
                                 <div class="opt-size-mode-bar">
@@ -324,4 +322,4 @@
     </div>
 </div>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
-<script src="/static/options_panel.js?v=54"></script>
+<script src="/static/options_panel.js?v=59"></script>

lib/options/templates/options_review_panel.html

@@ -416,4 +416,4 @@
     </section>
 </div>
 
-<script src="/static/options_review.js?v=23"></script>
+<script src="/static/options_review.js?v=24"></script>

manual_trading_hub/static/app.js

@@ -3930,6 +3930,19 @@
 
   function renderOptionsTargetCell(target) {
     if (!target) return "<td>—</td>";
+    const rr =
+      target.profit_rr != null
+        ? Number(target.profit_rr)
+        : target.oo_profit_rr != null
+          ? Number(target.oo_profit_rr)
+          : null;
+    if (rr != null && Number.isFinite(rr) && rr > 0) {
+      const txt = `盈亏比×${fmt(rr, 2)}`;
+      if (target.managed_by === "hedge_plan") {
+        return `<td class="hub-opt-target-cell is-on is-hedge" title="由对冲计划监控">对冲#${esc(target.plan_id)} ${esc(txt)}</td>`;
+      }
+      return `<td class="hub-opt-target-cell is-on" title="盈亏比监控">${esc(txt)}</td>`;
+    }
     const side = String(target.opt_type || "").toUpperCase() === "P" ? "Put≤" : "Call≥";
     const px = target.target_index != null ? fmt(target.target_index, 1) : "—";
     if (target.managed_by === "hedge_plan") {
@@ -3942,7 +3955,7 @@
     if (!pos.length) return '<div class="empty-hint hub-slot-pos">暂无期权持仓</div>';
     const showPnl = showAccountPnlPref();
     let html = '<div class="table-wrap hub-options-table-wrap"><table class="hub-options-table"><thead><tr>';
-    html += "<th>合约</th><th>类型</th><th>张数</th><th>到期倒计时</th><th>目标监控</th>";
+    html += "<th>合约</th><th>类型</th><th>张数</th><th>到期倒计时</th><th>盈亏比</th>";
     if (showPnl) html += "<th>净盈亏</th><th>收益率</th>";
     html += "</tr></thead><tbody>";
     pos.forEach((p) => {

manual_trading_hub/static/index.html

@@ -115,7 +115,7 @@
                   <span class="plan-radio-row" id="plan-create-direction"></span>
                 </label>
                 <label class="plan-field">
-                  <span>目标位</span>
+                  <span>盈亏比</span>
                   <input id="plan-create-target" type="text" placeholder="如 68500" autocomplete="off" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
                 </label>
                 <label class="plan-field">
@@ -1765,8 +1765,8 @@
   <script src="/assets/ai_review_render.js?v=3"></script>
   <script src="/assets/time_close_ui.js?v=3"></script>
   <script src="/assets/options_expiry_countdown.js?v=1"></script>
-  <script src="/assets/options_position_cards.js?v=4"></script>
+  <script src="/assets/options_position_cards.js?v=5"></script>
   <script src="/assets/backup.js?v=1"></script>
-  <script src="/assets/app.js?v=20260807-opt-float"></script>
+  <script src="/assets/app.js?v=20260811-opt-rr"></script>
 </body>
 </html>

requirements.txt

@@ -4,6 +4,7 @@
 flask>=3.0,<4
 requests>=2.31,<3
 ccxt>=4.2,<5
+websocket-client>=1.6,<2
 werkzeug>=3.0,<4
 PySocks>=1.7,<2
 Pillow>=10.0,<12

tests/test_hedge_plan_calc.py

@@ -102,8 +102,7 @@ class TestHedgePlanCalc(unittest.TestCase):
         a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
         b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
         p = build_options_options_preview(
-            target_price_up=3500,
-            target_price_down=3000,
+            profit_rr=2,
             index_px=3200,
             leg_a=a,
             leg_b=b,
@@ -111,11 +110,11 @@ class TestHedgePlanCalc(unittest.TestCase):
         self.assertEqual(p["summary"]["premium_paid"], 10)
         self.assertTrue(p["summary"]["expiry_is_loss"])
         self.assertEqual(p["summary"]["rr_risk_premium"], 10)
-        self.assertIsNotNone(p["summary"]["rr_at_up"])
-        self.assertAlmostEqual(p["summary"]["rr_at_up"], p["summary"]["at_target_up_total"] / 10, places=4)
-        self.assertEqual(len(p["scenarios"]), 4)
-        self.assertEqual(p["scenarios"][0]["id"], "target_up")
-        self.assertEqual(p["scenarios"][1]["id"], "target_down")
+        self.assertEqual(p["summary"]["oo_profit_rr"], 2)
+        self.assertAlmostEqual(p["summary"]["target_profit"], 20.0, places=4)
+        self.assertEqual(len(p["scenarios"]), 3)
+        self.assertEqual(p["scenarios"][0]["id"], "rr_target")
+        self.assertEqual(p["scenarios"][1]["id"], "expiry_flat")
 
     def test_oo_legacy_single_target_still_works(self):
         a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
@@ -124,6 +123,21 @@ class TestHedgePlanCalc(unittest.TestCase):
         self.assertEqual(p["target_price_up"], 3500)
         self.assertEqual(p["target_price_down"], 3500)
 
+    def test_oo_legacy_up_down_rr_fields(self):
+        a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
+        b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
+        p = build_options_options_preview(
+            target_price_up=3500,
+            target_price_down=3000,
+            index_px=3200,
+            leg_a=a,
+            leg_b=b,
+        )
+        self.assertIsNotNone(p["summary"]["rr_at_up"])
+        self.assertAlmostEqual(p["summary"]["rr_at_up"], p["summary"]["at_target_up_total"] / 10, places=4)
+        self.assertEqual(p["scenarios"][0]["id"], "target_up")
+        self.assertEqual(p["scenarios"][1]["id"], "target_down")
+
     def test_perp_short_pnl(self):
         self.assertEqual(
             perp_pnl(direction="short", entry=100, exit_px=90, contracts=1, contract_size=1),

tests/test_hedge_plan_history_stats.py

@@ -155,6 +155,32 @@ class TestHedgeHistoryStats(unittest.TestCase):
         self.assertEqual(targets["ETH-USD_UM-260719-1850-P"]["target_index"], 1800)
         self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["managed_by"], "hedge_plan")
 
+    def test_active_options_targets_rr_mode_marks_managed(self):
+        conn = _mem()
+        pid = insert_plan(
+            conn,
+            {
+                "plan_type": "options_options",
+                "status": "active",
+                "underlying": "ETH",
+                "oo_profit_rr": 2,
+            },
+        )
+        insert_leg(
+            conn,
+            {
+                "plan_id": pid,
+                "leg_role": "option_a",
+                "inst_id": "ETH-USD_UM-260719-1890-C",
+                "opt_type": "C",
+                "status": "open",
+            },
+        )
+        targets = active_options_targets_by_inst(conn)
+        self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["managed_by"], "hedge_plan")
+        self.assertIsNone(targets["ETH-USD_UM-260719-1890-C"]["target_index"])
+        self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["oo_profit_rr"], 2.0)
+
 
 if __name__ == "__main__":
     unittest.main()

tests/test_okx_option_instruments_cache.py

@@ -0,0 +1,55 @@
+"""期权合约列表缓存与限频退避."""
+from __future__ import annotations
+
+import time
+import unittest
+from unittest.mock import MagicMock, patch
+
+from lib.exchange import okx_options_lib as m
+
+
+class FetchOptionInstrumentsCacheTests(unittest.TestCase):
+    def setUp(self):
+        m.invalidate_option_instruments_cache()
+
+    def tearDown(self):
+        m.invalidate_option_instruments_cache()
+
+    def test_cache_hit_skips_second_api_call(self):
+        ex = MagicMock()
+        ex.public_get_public_instruments.return_value = {
+            "data": [
+                {
+                    "instId": "ETH-USD_UM-260812-2000-C",
+                    "state": "live",
+                    "expTime": "9999999999999",
+                }
+            ]
+        }
+        a = m.fetch_option_instruments(ex, "ETH-USD_UM")
+        b = m.fetch_option_instruments(ex, "ETH-USD_UM")
+        self.assertEqual(len(a), 1)
+        self.assertEqual(len(b), 1)
+        self.assertEqual(ex.public_get_public_instruments.call_count, 1)
+
+    @patch("lib.exchange.okx_options_lib.time.sleep", return_value=None)
+    def test_rate_limit_falls_back_to_stale_cache(self, _sleep):
+        ex = MagicMock()
+        ex.public_get_public_instruments.return_value = {
+            "data": [{"instId": "ETH-USD_UM-260812-2000-C", "state": "live"}]
+        }
+        first = m.fetch_option_instruments(ex, "ETH-USD_UM")
+        self.assertEqual(len(first), 1)
+        # 过期 TTL,但仍在 stale 窗口
+        with m._INSTRUMENTS_CACHE_LOCK:
+            m._INSTRUMENTS_CACHE["ETH-USD_UM"]["updated_at"] = time.time() - 120
+        ex.public_get_public_instruments.side_effect = Exception(
+            'okx {"msg":"Too Many Requests","code":"50011"}'
+        )
+        second = m.fetch_option_instruments(ex, "ETH-USD_UM")
+        self.assertEqual(len(second), 1)
+        self.assertEqual(second[0]["instId"], "ETH-USD_UM-260812-2000-C")
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_options_quote_live_lib.py

@@ -0,0 +1,64 @@
+"""options_quote_live_lib 单元测试."""
+from __future__ import annotations
+
+import json
+
+from lib.options.options_quote_live_lib import OptionsQuoteLive
+
+
+class _FakeWs:
+    connected = True
+    last_msg_at = 0.0
+
+    def start(self) -> None:
+        return None
+
+    def stop(self) -> None:
+        return None
+
+    def set_subscriptions(self, args) -> None:
+        self.last_args = list(args)
+
+
+def test_ticker_patch_and_flush():
+    live = OptionsQuoteLive()
+    live._ws = _FakeWs()  # type: ignore[assignment]
+    live._started = True
+    live.watch(
+        underlying="ETH",
+        exp_time="1",
+        contracts=[{"inst_id": "ETH-USD-260811-2500-C", "opt_type": "C", "strike": 2500}],
+        index_inst_id="ETH-USD",
+    )
+    live._on_ws_data(
+        {
+            "arg": {"channel": "tickers", "instId": "ETH-USD-260811-2500-C"},
+            "data": [
+                {
+                    "instId": "ETH-USD-260811-2500-C",
+                    "askPx": "12.5",
+                    "askSz": "3",
+                    "bidPx": "11.0",
+                    "bidSz": "2",
+                    "markPx": "12.0",
+                }
+            ],
+        }
+    )
+    live._on_ws_data(
+        {
+            "arg": {"channel": "index-tickers", "instId": "ETH-USD"},
+            "data": [{"idxPx": "2600"}],
+        }
+    )
+    raw = live._build_flush_event()
+    assert raw is not None
+    payload = json.loads(raw)
+    assert payload["index_px"] == 2600.0
+    assert payload["quotes"]
+    q = next(x for x in payload["quotes"] if x["inst_id"] == "ETH-USD-260811-2500-C")
+    assert q["ask"] == 12.5
+    assert q["ask_sz"] == 3.0
+    assert q["expiry_be_px"] == 2512.5
+    st = live.status()
+    assert st["watch_count"] == 1

tests/test_options_target_lib.py

@@ -1,4 +1,4 @@
-"""期权目标位委托单元测试."""
+"""期权目标委托单元测试(盈亏比 + 旧指数兼容)."""
 from __future__ import annotations
 
 import sqlite3
@@ -8,6 +8,7 @@ from lib.options.options_target_lib import (
     ensure_target_tables,
     list_active_targets,
     list_closing_targets,
+    profit_rr_hit,
     run_options_target_closes,
     target_hit,
     upsert_target_monitor,
@@ -21,7 +22,67 @@ class OptionsTargetLibTests(unittest.TestCase):
         self.assertTrue(target_hit(opt_type="P", index_px=1800, target_index=1850))
         self.assertFalse(target_hit(opt_type="P", index_px=1900, target_index=1850))
 
-    def test_upsert_and_trigger_close(self):
+    def test_profit_rr_hit(self):
+        # premium=10, rr=2 → need pnl≥20 → recycle≥30 → bid*sheets*ct ≥30
+        self.assertTrue(
+            profit_rr_hit(premium=10, bid=30, sheets=1, ct_mult=1, profit_rr=2)
+        )
+        self.assertFalse(
+            profit_rr_hit(premium=10, bid=29.9, sheets=1, ct_mult=1, profit_rr=2)
+        )
+        self.assertFalse(
+            profit_rr_hit(premium=10, bid=None, sheets=1, ct_mult=1, profit_rr=2)
+        )
+
+    def test_upsert_rr_and_trigger_close(self):
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        ensure_target_tables(conn)
+        out = upsert_target_monitor(
+            conn,
+            inst_id="ETH-USD_UM-260717-1900-C",
+            profit_rr=2,
+            opt_type="C",
+            sheets=1,
+        )
+        self.assertTrue(out["ok"])
+        self.assertEqual(out.get("profit_rr"), 2.0)
+        self.assertEqual(len(list_active_targets(conn)), 1)
+
+        closed = []
+
+        def close_fn(inst_id: str):
+            closed.append(inst_id)
+            return {
+                "ok": True,
+                "submitted_sheets": 1,
+                "premium_received": 30.0,
+                "close_ord_id": "oid1",
+                "fully_closed": True,
+                "remaining_sheets": 0,
+            }
+
+        # bid=30, ct=1 → pnl=20 ≥ 2*10; premium 来自持仓字段
+        n = run_options_target_closes(
+            conn,
+            [
+                {
+                    "inst_id": "ETH-USD_UM-260717-1900-C",
+                    "idx_px": 1885,
+                    "opt_type": "C",
+                    "pos": 1,
+                    "ct_mult": 1,
+                    "premium_paid": 10,
+                }
+            ],
+            close_fn=close_fn,
+            bid_fn=lambda _i: 30.0,
+        )
+        self.assertEqual(n, 1)
+        self.assertEqual(closed, ["ETH-USD_UM-260717-1900-C"])
+        self.assertEqual(len(list_active_targets(conn)), 0)
+
+    def test_upsert_and_trigger_close_legacy_index(self):
         conn = sqlite3.connect(":memory:")
         conn.row_factory = sqlite3.Row
         ensure_target_tables(conn)
@@ -107,7 +168,6 @@ class OptionsTargetLibTests(unittest.TestCase):
         self.assertEqual(len(list_active_targets(conn)), 0)
         self.assertEqual(len(list_closing_targets(conn)), 1)
 
-        # 模拟后续 sync 异常也不会再推:closing 重试静默
         n2 = run_options_target_closes(
             conn,
             pos,
@@ -120,7 +180,6 @@ class OptionsTargetLibTests(unittest.TestCase):
         self.assertEqual(len(list_closing_targets(conn)), 0)
 
     def test_commit_before_wechat_survives_later_rollback(self):
-        """状态在推送前已 commit,外层异常回滚不应让委托回到 active."""
         conn = sqlite3.connect(":memory:")
         conn.row_factory = sqlite3.Row
         ensure_target_tables(conn)
@@ -149,12 +208,10 @@ class OptionsTargetLibTests(unittest.TestCase):
             close_fn=close_fn,
             send_wechat=notices.append,
         )
-        # 模拟 loop 后续 sync 抛错后 close 未再 commit —— 但 status 已提前 commit
         conn.rollback()
         self.assertEqual(len(notices), 1)
         self.assertEqual(len(list_active_targets(conn)), 0)
 
-        # 下一轮不应再次触发推送
         n2 = run_options_target_closes(
             conn,
             [{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1860, "opt_type": "P"}],