Compare commits
6 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 61808a5374 | |||
| bc86723b39 | |||
| 232e5e4b92 | |||
| d2d431e4c9 | |||
| 32746b0a34 | |||
| bd4adc9eca |
@@ -1977,6 +1977,21 @@
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return fmt(n, 2) + "倍";
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}
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function profitExitHint(mult, req, premCcy) {
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const n = Number(mult);
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const m = Number.isFinite(n) && n > 0 ? n : 1;
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const needFactor = 1 + m;
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const factorTxt = Math.abs(needFactor - Math.round(needFactor)) < 1e-9
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? String(Math.round(needFactor))
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: fmt(needFactor, 2);
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let hint = formatProfitExitMultLabel(m) + "=盈利达权利金×" + fmt(m, 2)
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+ " → 需回收≥权利金×" + factorTxt;
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if (req != null) {
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hint += " · 即≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy;
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}
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return hint;
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}
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function renderProfitExitRow(p) {
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const inst = p.inst_id || "";
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if (p.hedge_plan_target) {
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@@ -1997,6 +2012,7 @@
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const statePe = String(p.profit_exit_state || (enabled ? "active" : "idle"));
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const req = p.profit_exit_required_recycle;
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const premCcy = posPremiumCcy(p);
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const hintMult = Number.isFinite(multNum) && multNum > 0 ? multNum : serverMult;
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let statusTxt = enabled ? ("监控中 · " + multLabel) : "未开启";
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if (enabled && statePe === "closing") statusTxt = "平仓挂单中 · " + multLabel;
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return (
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@@ -2013,7 +2029,7 @@
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'<span class="opt-target-armed">' + statusTxt + "</span>" +
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'<span class="muted opt-target-row-hint">' +
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(enabled
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? ("1倍=盈利=权利金" + (req != null ? (" · 需回收≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy) : ""))
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? profitExitHint(hintMult, req, premCcy)
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: "开启后自选倍数;达标按买一限价平;可随时关闭") +
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"</span>" +
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"</div>"
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@@ -74,71 +74,30 @@ def options_balances_usdt_equiv(options_snap: dict[str, Any] | None) -> dict[str
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def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[float]:
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"""期权浮盈合计(USDT).币本位按指数换算,勿把 ETH/BTC 数量当 U."""
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"""期权浮盈合计(USDT).币本位按指数换算,勿把 ETH/BTC 数量当 U.
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优先逐仓 display_pnl_usdt_from_option_row(已含 BTC/ETH × 指数);
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回退 upl_total_usdc 时按「已是 USDT」处理——实例 hub 快照合计已折 U,
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不可再 × 指数,否则币本位会双计.
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"""
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snap = options_snap if isinstance(options_snap, dict) else {}
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if snap.get("enabled") is False or snap.get("ok") is False:
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return None
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def _safe(v: Any) -> float | None:
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if v is None or v == "":
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return None
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try:
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return float(v)
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except (TypeError, ValueError):
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return None
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def _index_px() -> float | None:
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px = _safe(snap.get("options_index_px") or snap.get("index_px"))
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if px is not None and px > 0:
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return px
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for p in snap.get("positions") or []:
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if not isinstance(p, dict):
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continue
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px = _safe(p.get("idx_px") or p.get("idxPx"))
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if px is not None and px > 0:
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return px
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return None
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def _row_is_coin(p: dict[str, Any]) -> bool:
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ccy = str(p.get("premium_ccy") or "").strip().upper()
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if ccy in ("ETH", "BTC"):
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return True
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if str(p.get("margin_mode") or "").strip().lower() == "coin":
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return True
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mid = str(p.get("inst_id") or "")
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return "-USD-" in mid.upper() and "_UM" not in mid.upper()
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mode = str(snap.get("options_margin_mode") or snap.get("margin_mode") or "").strip().lower()
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snap_coin = mode == "coin"
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idx = _index_px()
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try:
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from lib.options.options_positions_lib import display_pnl_from_option_row
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from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
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total_u = 0.0
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found = False
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missing_fx = False
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for p in snap.get("positions") or []:
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if not isinstance(p, dict):
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continue
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pnl = display_pnl_from_option_row(p)
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pnl = display_pnl_usdt_from_option_row(p)
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if pnl is None:
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continue
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found = True
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if snap_coin or _row_is_coin(p):
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px = _safe(p.get("idx_px") or p.get("idxPx"))
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if px is None or px <= 0:
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px = idx
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if px is None or px <= 0:
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missing_fx = True
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continue
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total_u += float(pnl) * float(px)
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else:
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total_u += float(pnl)
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if found and not missing_fx:
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return round(total_u, 4)
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if found and missing_fx and abs(total_u) > 1e-12:
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# 部分腿已换算成功时仍返回可得合计
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total_u += float(pnl)
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if found:
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return round(total_u, 4)
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except Exception:
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pass
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@@ -146,16 +105,9 @@ def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[floa
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upl = snap.get("upl_total_usdc")
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if upl is not None:
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try:
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raw = float(upl)
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return round(float(upl), 4)
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except (TypeError, ValueError):
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return None
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if snap_coin or any(
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isinstance(p, dict) and _row_is_coin(p) for p in (snap.get("positions") or [])
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):
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if idx is None or idx <= 0:
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return None
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return round(raw * float(idx), 4)
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return round(raw, 4)
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return None
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@@ -162,12 +162,12 @@ def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
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inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
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opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
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label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
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# 看板期权列:优先买一净盈亏,残档回退交易所 upl
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# 看板期权列:统一折成 U(币本位 BTC/ETH 权利金盈亏 × 指数)
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pnl = None
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try:
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from lib.options.options_positions_lib import display_pnl_from_option_row
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from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
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pnl = display_pnl_from_option_row(p)
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pnl = display_pnl_usdt_from_option_row(p)
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except Exception:
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pnl = None
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pos = _safe_float(p.get("pos"))
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@@ -1161,18 +1161,15 @@ function paintRealtimePnlFromSnapshot(data){
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const spotPx = data.options_index_px != null ? Number(data.options_index_px) : null;
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if (coinMode) {
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if (opt != null && !Number.isNaN(Number(opt))) {
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// options_unrealized_pnl 已是 USDT(后端按指数折算),勿再 × 指数
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if (perp != null && Math.abs(Number(perp)) >= 0.005) {
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// 顶栏只显示合计 U:永续 U + 期权币盈亏×指数
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let totalU = Number(perp);
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if (Number.isFinite(spotPx) && spotPx > 0) {
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totalU += Number(opt) * spotPx;
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}
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const totalU = Number(perp) + Number(opt);
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const uAbs = Math.abs(totalU).toFixed(2);
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const uSign = totalU < 0 ? "-" : totalU > 0 ? "+" : "";
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const text = `${uSign}${uAbs}U`;
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lastRealtimePnl = Number(opt);
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lastRealtimePnlUnit = underly;
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lastRealtimePnlSpotPx = spotPx;
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lastRealtimePnlUnit = "U";
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lastRealtimePnlSpotPx = null;
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document.querySelectorAll('[data-funds-field="realtime-pnl"]').forEach((pnlEl) => {
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pnlEl.innerText = text;
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pnlEl.classList.toggle("pnl-pos", totalU > 0);
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@@ -1180,11 +1177,11 @@ function paintRealtimePnlFromSnapshot(data){
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});
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return;
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}
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paintRealtimePnl(opt, underly, spotPx);
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paintRealtimePnl(opt, "U");
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return;
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}
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// 期权盈亏拉取失败时保留上次有效值,避免顶栏闪成 0/—
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if (lastRealtimePnl != null && (lastRealtimePnlUnit === "ETH" || lastRealtimePnlUnit === "BTC")) {
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if (lastRealtimePnl != null && lastRealtimePnlUnit === "U") {
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return;
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}
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}
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@@ -1307,16 +1304,8 @@ function applyAccountSnapshot(data){
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setFundsFieldText("options-trading-usdc", optTrading);
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}
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if(typeof data.unrealized_pnl !== "undefined" || typeof data.options_unrealized_pnl !== "undefined"){
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const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
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if (coinMode && data.options_unrealized_pnl != null && !Number.isNaN(Number(data.options_unrealized_pnl))) {
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paintRealtimePnl(
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data.options_unrealized_pnl,
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String(data.options_underly || "ETH").toUpperCase() || "ETH",
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data.options_index_px
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);
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} else if (typeof data.unrealized_pnl !== "undefined") {
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updateRealtimePnl(data.unrealized_pnl, "U");
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}
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// 与 order_prices 轮询共用:options_unrealized_pnl 已是 U,勿再按 ETH×指数(否则顶栏会在正确/上万之间闪烁)
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paintRealtimePnlFromSnapshot(data);
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}
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if(typeof data.total !== "undefined" && data.total !== null){
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setFundsFieldText("stat-total", String(data.total));
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@@ -1642,19 +1642,15 @@ function paintRealtimePnlFromSnapshot(data){
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const spotPx = data.options_index_px != null ? Number(data.options_index_px) : null;
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if (coinMode) {
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if (opt != null && !Number.isNaN(Number(opt))) {
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// 币本位期权盈亏单位为币,勿与永续 U 混加成「xxU」
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// options_unrealized_pnl 已是 USDT(后端按指数折算),勿再 × 指数
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if (perp != null && Math.abs(Number(perp)) >= 0.005) {
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// 顶栏只显示合计 U:永续 U + 期权币盈亏×指数
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let totalU = Number(perp);
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if (Number.isFinite(spotPx) && spotPx > 0) {
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totalU += Number(opt) * spotPx;
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}
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const totalU = Number(perp) + Number(opt);
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const uAbs = Math.abs(totalU).toFixed(2);
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const uSign = totalU < 0 ? "-" : totalU > 0 ? "+" : "";
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const text = `${uSign}${uAbs}U`;
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lastRealtimePnl = Number(opt);
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lastRealtimePnlUnit = underly;
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lastRealtimePnlSpotPx = spotPx;
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lastRealtimePnlUnit = "U";
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lastRealtimePnlSpotPx = null;
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document.querySelectorAll('[data-funds-field="realtime-pnl"]').forEach((pnlEl) => {
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pnlEl.innerText = text;
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pnlEl.classList.toggle("pnl-pos", totalU > 0);
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@@ -1662,11 +1658,11 @@ function paintRealtimePnlFromSnapshot(data){
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});
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return;
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}
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paintRealtimePnl(opt, underly, spotPx);
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paintRealtimePnl(opt, "U");
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return;
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||||
}
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||||
// 期权盈亏拉取失败时保留上次有效值,避免顶栏闪成 0/—
|
||||
if (lastRealtimePnl != null && (lastRealtimePnlUnit === "ETH" || lastRealtimePnlUnit === "BTC")) {
|
||||
if (lastRealtimePnl != null && lastRealtimePnlUnit === "U") {
|
||||
return;
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||||
}
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||||
}
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||||
@@ -1789,17 +1785,8 @@ function applyAccountSnapshot(data){
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||||
setFundsFieldText("options-trading-usdc", optTrading);
|
||||
}
|
||||
if(typeof data.unrealized_pnl !== "undefined" || typeof data.options_unrealized_pnl !== "undefined"){
|
||||
const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
|
||||
if (coinMode && data.options_unrealized_pnl != null && !Number.isNaN(Number(data.options_unrealized_pnl))) {
|
||||
// 币本位:顶栏跟持仓卡同口径(期权净盈亏),勿用混加后的 unrealized_pnl(会被抹成 0.00)
|
||||
paintRealtimePnl(
|
||||
data.options_unrealized_pnl,
|
||||
String(data.options_underly || "ETH").toUpperCase() || "ETH",
|
||||
data.options_index_px
|
||||
);
|
||||
} else if (typeof data.unrealized_pnl !== "undefined") {
|
||||
updateRealtimePnl(data.unrealized_pnl, "U");
|
||||
}
|
||||
// 与 order_prices 轮询共用:options_unrealized_pnl 已是 U,勿再按 ETH×指数(否则顶栏会在正确/上万之间闪烁)
|
||||
paintRealtimePnlFromSnapshot(data);
|
||||
}
|
||||
if(typeof data.total !== "undefined" && data.total !== null){
|
||||
setFundsFieldText("stat-total", String(data.total));
|
||||
|
||||
@@ -11,9 +11,11 @@ from lib.options.options_close_gate_lib import (
|
||||
update_close_gate,
|
||||
)
|
||||
from lib.options.options_pricing_lib import (
|
||||
PREMIUM_DECIMALS_COIN,
|
||||
estimate_close_by_bids,
|
||||
fetch_option_mark_px,
|
||||
is_stub_bid_px,
|
||||
round_premium_amount,
|
||||
total_premium,
|
||||
)
|
||||
|
||||
@@ -304,7 +306,9 @@ def close_option_by_bid1(
|
||||
|
||||
px = float(order.get("px", locked_bid_px))
|
||||
oid = str((order.get("data") or {}).get("ordId") or "")
|
||||
prem_recv = round(total_premium(px, level_sheets * ct_mult), 4)
|
||||
prem_recv = round_premium_amount(
|
||||
total_premium(px, level_sheets * ct_mult), decimals=PREMIUM_DECIMALS_COIN
|
||||
) or 0.0
|
||||
time.sleep(0.6)
|
||||
invalidate_option_positions_cache()
|
||||
raw2 = cfg["fetch_option_positions"](ex)
|
||||
@@ -344,16 +348,25 @@ def close_option_by_bid1(
|
||||
for i, row in enumerate(open_rows):
|
||||
paid = float(row["premium_paid"] or 0)
|
||||
if i == len(open_rows) - 1:
|
||||
recv = round(prem_recv - allocated, 4)
|
||||
recv = round_premium_amount(
|
||||
prem_recv - allocated, decimals=PREMIUM_DECIMALS_COIN
|
||||
) or 0.0
|
||||
elif total_paid > 0:
|
||||
recv = round(prem_recv * (paid / total_paid), 4)
|
||||
recv = round_premium_amount(
|
||||
prem_recv * (paid / total_paid), decimals=PREMIUM_DECIMALS_COIN
|
||||
) or 0.0
|
||||
allocated += recv
|
||||
else:
|
||||
recv = round(prem_recv / len(open_rows), 4)
|
||||
recv = round_premium_amount(
|
||||
prem_recv / len(open_rows), decimals=PREMIUM_DECIMALS_COIN
|
||||
) or 0.0
|
||||
allocated += recv
|
||||
pnl = round(recv - paid, 4)
|
||||
pnl = round_premium_amount(recv - paid, decimals=PREMIUM_DECIMALS_COIN) or 0.0
|
||||
note_sql = ""
|
||||
params: list[Any] = [px, recv, pnl, oid or None]
|
||||
from lib.options.options_time_lib import options_app_now_str
|
||||
|
||||
# 占位顺序必须与 SQL 一致: close_quote/recv/pnl/ord/closed_at/[signal_note]/id
|
||||
params: list[Any] = [px, recv, pnl, oid or None, options_app_now_str()]
|
||||
if signal_note and i == len(open_rows) - 1:
|
||||
note_sql = """,
|
||||
signal_note = CASE
|
||||
@@ -361,9 +374,6 @@ def close_option_by_bid1(
|
||||
ELSE signal_note
|
||||
END"""
|
||||
params.append(signal_note)
|
||||
from lib.options.options_time_lib import options_app_now_str
|
||||
|
||||
params.append(options_app_now_str())
|
||||
params.append(int(row["id"]))
|
||||
conn.execute(
|
||||
f"""
|
||||
|
||||
@@ -85,13 +85,13 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
|
||||
conn.close()
|
||||
except Exception:
|
||||
target_monitors = []
|
||||
from lib.options.options_positions_lib import display_pnl_from_option_row
|
||||
from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
|
||||
|
||||
upl_total = 0.0
|
||||
has_upl = False
|
||||
for p in positions:
|
||||
# 与持仓卡展示一致:优先买一净盈亏,残档回退交易所 upl
|
||||
pnl = display_pnl_from_option_row(p)
|
||||
# 合计一律折 U:币本位 × 指数,避免 BTC/ETH 币数量与 USDC 混加
|
||||
pnl = display_pnl_usdt_from_option_row(p)
|
||||
if pnl is None:
|
||||
continue
|
||||
has_upl = True
|
||||
|
||||
@@ -95,6 +95,8 @@ def forget_close_gate_for_inst(inst_id: str) -> None:
|
||||
|
||||
def net_pnl_from_display_row(row: dict[str, Any]) -> float | None:
|
||||
"""与持仓卡「净盈亏」同口径:买一可回收 − 权利金;残档买一则无净值."""
|
||||
from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
|
||||
|
||||
preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
|
||||
if preview.get("bid_invalid"):
|
||||
return None
|
||||
@@ -112,7 +114,9 @@ def net_pnl_from_display_row(row: dict[str, Any]) -> float | None:
|
||||
recv = _safe_float(preview.get("total_received"))
|
||||
paid = _safe_float(row.get("premium_paid"))
|
||||
if covered > 0 and recv is not None and paid is not None:
|
||||
return round(recv - paid, 4)
|
||||
ccy = str(row.get("premium_ccy") or "").strip().upper()
|
||||
decimals = PREMIUM_DECIMALS_COIN if ccy in ("ETH", "BTC") else None
|
||||
return round_premium_amount(recv - paid, ccy=ccy or None, decimals=decimals)
|
||||
return None
|
||||
|
||||
|
||||
@@ -124,14 +128,42 @@ def display_pnl_from_option_row(row: dict[str, Any]) -> float | None:
|
||||
return _safe_float(row.get("upl"))
|
||||
|
||||
|
||||
def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None:
|
||||
"""顶栏/看板/中控「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样.
|
||||
|
||||
BTC/ETH 币本位若不折算,会被界面标成 U 而数值仍是币数量(BTC 尤为离谱).
|
||||
"""
|
||||
pnl = display_pnl_from_option_row(row)
|
||||
if pnl is None:
|
||||
return None
|
||||
ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
|
||||
if not ccy or ccy == "USDC":
|
||||
# 兜底:按合约推断币本位,避免 premium_ccy 缺失时把 BTC 盈亏当 U
|
||||
inst = str(row.get("inst_id") or row.get("instId") or "")
|
||||
mode = str(row.get("margin_mode") or "").strip().lower()
|
||||
if mode == "coin" or (
|
||||
"-USD-" in inst.upper() and "_UM" not in inst.upper()
|
||||
):
|
||||
underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "") or "").upper()
|
||||
if underly in ("ETH", "BTC"):
|
||||
ccy = underly
|
||||
if ccy in ("ETH", "BTC"):
|
||||
idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
|
||||
if idx is None or idx <= 0:
|
||||
# 无指数时无法折算,跳过该仓以免把「币数量」当成 U
|
||||
return None
|
||||
return float(pnl) * float(idx)
|
||||
return float(pnl)
|
||||
|
||||
|
||||
def sum_options_net_pnl_usdc(
|
||||
cfg: dict[str, Any],
|
||||
ex: Any,
|
||||
raw_positions: list[dict[str, Any]] | None = None,
|
||||
) -> float | None:
|
||||
"""
|
||||
期权浮盈合计(USDC),与顶栏实时盈亏/中控口径对齐为「净盈亏」:
|
||||
各仓买一可回收 − 权利金之和;残档则回退该仓交易所 upl.
|
||||
期权浮盈合计(USDT/USDC 口径),与顶栏实时盈亏/中控对齐:
|
||||
各仓买一可回收 − 权利金;币本位再 × 指数折成 U;残档回退该仓 upl(同样折算).
|
||||
获取失败返回 None;无持仓返回 0.
|
||||
"""
|
||||
raw = raw_positions
|
||||
@@ -145,12 +177,12 @@ def sum_options_net_pnl_usdc(
|
||||
total = 0.0
|
||||
found = False
|
||||
for p in positions:
|
||||
pnl = display_pnl_from_option_row(p)
|
||||
pnl = display_pnl_usdt_from_option_row(p)
|
||||
if pnl is None:
|
||||
continue
|
||||
found = True
|
||||
total += float(pnl)
|
||||
return round(total, 8) if found else (0.0 if not positions else None)
|
||||
return round(total, 4) if found else (0.0 if not positions else None)
|
||||
|
||||
|
||||
def build_display_option_positions(
|
||||
|
||||
@@ -4,6 +4,24 @@ from __future__ import annotations
|
||||
import math
|
||||
from typing import Any
|
||||
|
||||
# 币本位权利金常为 1e-4~1e-5 量级(尤其 BTC);round(...,4) 会把净盈亏抹成 0
|
||||
PREMIUM_DECIMALS_COIN = 8
|
||||
PREMIUM_DECIMALS_FIAT = 4
|
||||
|
||||
|
||||
def round_premium_amount(v: float | None, *, ccy: str | None = None, decimals: int | None = None) -> float | None:
|
||||
"""权利金/回收/币盈亏入账精度:ETH/BTC 用 8 位,USDC 等用法币 4 位."""
|
||||
if v is None:
|
||||
return None
|
||||
try:
|
||||
n = float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
if decimals is None:
|
||||
unit = (ccy or "").strip().upper()
|
||||
decimals = PREMIUM_DECIMALS_COIN if unit in ("ETH", "BTC") else PREMIUM_DECIMALS_FIAT
|
||||
return round(n, int(decimals))
|
||||
|
||||
|
||||
def ct_mult_from_meta(meta: dict[str, Any] | None) -> float:
|
||||
if not meta:
|
||||
@@ -276,7 +294,7 @@ def estimate_close_by_bids(
|
||||
"available_sheets": sz,
|
||||
"sheets": take,
|
||||
"eth_amount": eth_amount,
|
||||
"received": round(received, 4),
|
||||
"received": round_premium_amount(received, decimals=PREMIUM_DECIMALS_COIN),
|
||||
}
|
||||
)
|
||||
total_received += received
|
||||
@@ -288,15 +306,16 @@ def estimate_close_by_bids(
|
||||
estimated_pnl_ratio_pct = None
|
||||
if premium_paid is not None and covered > 0:
|
||||
paid = float(premium_paid)
|
||||
estimated_pnl = round(total_received - paid, 4)
|
||||
if paid > 0:
|
||||
# 必须用 8 位:BTC 权利金常约 1e-4,round(...,4) 会把盈亏抹成 0
|
||||
estimated_pnl = round_premium_amount(total_received - paid, decimals=PREMIUM_DECIMALS_COIN)
|
||||
if paid > 0 and estimated_pnl is not None:
|
||||
estimated_pnl_ratio_pct = round(estimated_pnl / paid * 100.0, 2)
|
||||
return {
|
||||
"levels": levels,
|
||||
"covered_sheets": covered,
|
||||
"uncovered_sheets": remaining,
|
||||
"total_received": round(total_received, 4),
|
||||
"avg_px": round(avg_px, 4) if avg_px is not None else None,
|
||||
"total_received": round_premium_amount(total_received, decimals=PREMIUM_DECIMALS_COIN),
|
||||
"avg_px": round(avg_px, 8) if avg_px is not None else None,
|
||||
"estimated_pnl": estimated_pnl,
|
||||
"estimated_pnl_ratio_pct": estimated_pnl_ratio_pct,
|
||||
"bid_invalid": False,
|
||||
|
||||
@@ -59,11 +59,13 @@ def profit_exit_hit(
|
||||
|
||||
|
||||
def required_recycle_usdc(premium_paid: float, mult: float) -> float | None:
|
||||
from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
|
||||
|
||||
prem = float(premium_paid or 0)
|
||||
m = float(mult or 0)
|
||||
if prem <= 0 or m <= 0:
|
||||
return None
|
||||
return round(prem * (1.0 + m), 4)
|
||||
return round_premium_amount(prem * (1.0 + m), decimals=PREMIUM_DECIMALS_COIN)
|
||||
|
||||
|
||||
def set_profit_exit(
|
||||
@@ -211,13 +213,34 @@ def _estimate_recycle(
|
||||
pos: dict[str, Any],
|
||||
premium_paid: float | None,
|
||||
) -> float | None:
|
||||
"""翻倍出场用可回收估算.
|
||||
|
||||
用买一价 × 全部持仓张数(不吃深度上限):深度不够时仍应触发分批平仓;
|
||||
残档/无效买一则返回 None(禁止按假买盘自动平).
|
||||
"""
|
||||
from lib.options.options_positions_lib import attach_close_preview
|
||||
from lib.options.options_pricing_lib import total_premium
|
||||
|
||||
row = dict(pos)
|
||||
attach_close_preview(cfg, ex, row, premium_paid=premium_paid)
|
||||
preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
|
||||
if preview.get("bid_invalid"):
|
||||
return None
|
||||
levels = preview.get("levels") or []
|
||||
ct_mult = float(row.get("ct_mult") or 0.01)
|
||||
sheets = int(
|
||||
abs(
|
||||
_safe_float(row.get("avail_pos") if row.get("avail_pos") is not None else row.get("pos"))
|
||||
or 0
|
||||
)
|
||||
)
|
||||
if levels and sheets > 0 and ct_mult > 0:
|
||||
try:
|
||||
px = float(levels[0].get("px") or 0)
|
||||
except (TypeError, ValueError, AttributeError):
|
||||
px = 0.0
|
||||
if px > 0:
|
||||
return round(total_premium(px, sheets * ct_mult), 8)
|
||||
return _safe_float(preview.get("total_received"))
|
||||
|
||||
|
||||
@@ -303,7 +326,8 @@ def run_options_profit_exits(
|
||||
init_hedge_plan_tables(conn)
|
||||
hedge_managed = active_hedge_option_inst_ids(conn)
|
||||
except Exception:
|
||||
return 0
|
||||
# 对冲表异常时不得整段跳过翻倍出场
|
||||
hedge_managed = set()
|
||||
|
||||
rules = profit_exit_by_inst(conn)
|
||||
triggered = 0
|
||||
|
||||
@@ -1209,7 +1209,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
sizing = dict(sizing)
|
||||
sizing["sheets"] = sheets
|
||||
sizing["eth_amount"] = round(sheets * ct_mult, 8)
|
||||
sizing["total_premium"] = round(fill_px * sheets * ct_mult, 4)
|
||||
from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
|
||||
|
||||
sizing["total_premium"] = round_premium_amount(
|
||||
fill_px * sheets * ct_mult, decimals=PREMIUM_DECIMALS_COIN
|
||||
)
|
||||
conn = cfg["get_db"]()
|
||||
trade_id = None
|
||||
target_mon = None
|
||||
@@ -1846,32 +1850,24 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
except Exception:
|
||||
index_px = None
|
||||
stats = compute_options_stats_from_history(history, index_px=index_px)
|
||||
# sum_options_net_pnl_usdc 已按指数折 U;勿再 × 指数(否则顶栏会变成上万假亏)
|
||||
open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live)
|
||||
# 币本位浮盈为币数量,折算为 U 再与已平合计
|
||||
if open_float is not None and str(stats.get("pnl_unit") or "") == "U":
|
||||
px = index_px
|
||||
if px is None or px <= 0:
|
||||
for h in history:
|
||||
try:
|
||||
px = float(h.get("idx_px") or 0)
|
||||
except (TypeError, ValueError):
|
||||
px = 0
|
||||
if px > 0:
|
||||
break
|
||||
if px and px > 0:
|
||||
open_float = round(float(open_float) * float(px), 4)
|
||||
net_realized = _safe_float(stats.get("net_realized_pnl")) or 0.0
|
||||
total_pnl = None
|
||||
if open_float is not None:
|
||||
total_pnl = round(net_realized + float(open_float), 4)
|
||||
elif stats.get("total_closed"):
|
||||
total_pnl = round(net_realized, 4)
|
||||
from lib.options.options_margin_mode_lib import is_coin_margin_mode
|
||||
|
||||
pnl_unit = "U" if is_coin_margin_mode() else str(stats.get("pnl_unit") or "USDC")
|
||||
return jsonify(
|
||||
{
|
||||
"ok": True,
|
||||
**stats,
|
||||
"open_float_pnl": open_float,
|
||||
"total_pnl": total_pnl,
|
||||
"pnl_unit": pnl_unit,
|
||||
}
|
||||
)
|
||||
|
||||
|
||||
@@ -715,9 +715,13 @@ def ensure_local_review_synced(
|
||||
backfill_exchange_pnl: bool = True,
|
||||
) -> dict[str, Any]:
|
||||
"""列表/统计前轻量刷新本地源;有交易所时先用历史仓位盈亏覆盖本地再导入复盘."""
|
||||
from lib.options.options_time_lib import migrate_options_utc_wall_clock_to_app
|
||||
from lib.options.options_time_lib import (
|
||||
migrate_options_utc_wall_clock_to_app,
|
||||
repair_swapped_closed_at_signal_note,
|
||||
)
|
||||
|
||||
ts_migrate = migrate_options_utc_wall_clock_to_app(conn)
|
||||
note_swap = repair_swapped_closed_at_signal_note(conn)
|
||||
if backfill_exchange_pnl and ex is not None:
|
||||
try:
|
||||
from lib.exchange.okx_options_lib import fetch_all_option_positions_history
|
||||
@@ -739,6 +743,7 @@ def ensure_local_review_synced(
|
||||
except Exception:
|
||||
out["repaired_usdt"] = 0
|
||||
out["ts_migrate"] = ts_migrate
|
||||
out["note_swap"] = note_swap
|
||||
return out
|
||||
|
||||
|
||||
|
||||
@@ -13,6 +13,7 @@ _APP_TZ = ZoneInfo(
|
||||
or "Asia/Shanghai"
|
||||
)
|
||||
_MIGRATE_FLAG = "options_ts_utc_wall_to_app_done"
|
||||
_SWAP_REPAIR_FLAG = "options_closed_at_note_swap_done"
|
||||
|
||||
|
||||
def options_app_tz() -> ZoneInfo:
|
||||
@@ -119,3 +120,62 @@ def migrate_options_utc_wall_clock_to_app(conn: sqlite3.Connection) -> dict[str,
|
||||
|
||||
set_sync_state(conn, _MIGRATE_FLAG, "1")
|
||||
return {"skipped": 0, "trades": trades, "review": review, "hidden": hidden}
|
||||
|
||||
|
||||
def repair_swapped_closed_at_signal_note(conn: sqlite3.Connection) -> dict[str, int]:
|
||||
"""修复 close_option_by_bid1 曾把 signal_note 写入 closed_at 的坏行.
|
||||
|
||||
典型表现: closed_at='翻倍出场'/'目标位平仓', signal_note 反而是时间戳.
|
||||
幂等:同步状态 options_closed_at_note_swap_done=1 后仍扫描可修行(新坏行可再修).
|
||||
"""
|
||||
from lib.options.options_review_db import init_options_review_tables
|
||||
from lib.options.options_review_lib import set_sync_state
|
||||
|
||||
init_options_review_tables(conn)
|
||||
trades_fixed = 0
|
||||
review_fixed = 0
|
||||
try:
|
||||
from lib.options.options_db import init_options_tables
|
||||
|
||||
init_options_tables(conn)
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT id, closed_at, signal_note
|
||||
FROM options_trades
|
||||
WHERE status = 'closed'
|
||||
AND closed_at IS NOT NULL
|
||||
AND TRIM(closed_at) != ''
|
||||
"""
|
||||
).fetchall()
|
||||
for row in rows:
|
||||
closed = str(row["closed_at"] or "").strip()
|
||||
note = str(row["signal_note"] or "").strip()
|
||||
if options_wall_clock_to_ms(closed) is not None:
|
||||
continue
|
||||
if options_wall_clock_to_ms(note) is None:
|
||||
continue
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_trades
|
||||
SET closed_at = ?, signal_note = ?
|
||||
WHERE id = ?
|
||||
""",
|
||||
(note, closed, int(row["id"])),
|
||||
)
|
||||
trades_fixed += 1
|
||||
hk = f"local_opt:{int(row['id'])}"
|
||||
cur = conn.execute(
|
||||
"""
|
||||
UPDATE options_review_trades
|
||||
SET closed_at = ?
|
||||
WHERE history_key = ?
|
||||
AND (closed_at IS NULL OR TRIM(closed_at) = '' OR closed_at = ?)
|
||||
""",
|
||||
(note, hk, closed),
|
||||
)
|
||||
review_fixed += int(cur.rowcount or 0)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
set_sync_state(conn, _SWAP_REPAIR_FLAG, "1")
|
||||
return {"trades": trades_fixed, "review": review_fixed}
|
||||
|
||||
@@ -817,7 +817,19 @@
|
||||
return `${sign}${fmt(n, 2)}U`;
|
||||
}
|
||||
|
||||
/** 中控期权浮盈汇总框:只显示换算后的 U(持仓表净盈亏仍用 fmtOptPnlText 双显). */
|
||||
/** 已是 USDT 的期权浮盈合计(upl_total_usdc),禁止再按币×指数. */
|
||||
function fmtOptFloatUsdt(v) {
|
||||
if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
|
||||
const n = Number(v);
|
||||
const uAbs = Math.abs(n).toFixed(2);
|
||||
const uSign = n < 0 ? "-" : n > 0 ? "+" : "";
|
||||
return `${uSign}${uAbs}U`;
|
||||
}
|
||||
|
||||
/**
|
||||
* 币数量 → U(仅逐仓净盈亏双显/兜底合计用).
|
||||
* 汇总框勿用:后端 upl_total 已折 U,再乘会变成上万假亏.
|
||||
*/
|
||||
function fmtOptPnlUsdtOnly(v, ccy, spotPx) {
|
||||
if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
|
||||
const n = Number(v);
|
||||
@@ -3939,6 +3951,7 @@
|
||||
const bal =
|
||||
opt.balances && typeof opt.balances === "object" ? opt.balances : {};
|
||||
const pick = (a, b) => (a != null && a !== "" ? a : b);
|
||||
// upl_total_usdc 实际为已折 USDT 的合计(币本位 × 指数后)
|
||||
let upl =
|
||||
opt.upl_total_usdc != null && Number.isFinite(Number(opt.upl_total_usdc))
|
||||
? Number(opt.upl_total_usdc)
|
||||
@@ -3949,10 +3962,16 @@
|
||||
let found = false;
|
||||
pos.forEach((p) => {
|
||||
const n = optionsRowDisplayPnl(p);
|
||||
if (n != null) {
|
||||
sum += n;
|
||||
found = true;
|
||||
if (n == null || !Number.isFinite(Number(n))) return;
|
||||
const ccy = String(optPremiumCcyOf(p) || "").toUpperCase();
|
||||
let uu = Number(n);
|
||||
if (ccy === "ETH" || ccy === "BTC") {
|
||||
const px = spotPxFromOptMeta(opt, p);
|
||||
if (!Number.isFinite(px) || !(px > 0)) return;
|
||||
uu = Number(n) * px;
|
||||
}
|
||||
sum += uu;
|
||||
found = true;
|
||||
});
|
||||
if (found) upl = sum;
|
||||
}
|
||||
@@ -3987,11 +4006,10 @@
|
||||
? `${fmt(fundUsdt, 2)} <small style="font-size:12px;color:var(--muted)">U</small>`
|
||||
: "—";
|
||||
const tradeTxt = formatCoinTradingLabel(usdt, eth, btc);
|
||||
const pnlCcy = optionsPanelCcy(optMeta);
|
||||
const spotPx = spotPxFromOptMeta(optMeta);
|
||||
// 汇总 upnl 已是 USDT,勿再按 ETH/BTC×指数(否则 -6U 会变成 -1.7万U)
|
||||
const pnlTxt = upnl == null || Number.isNaN(Number(upnl))
|
||||
? "—"
|
||||
: `<span class="${pnlCls(upnl)}">${fmtOptPnlUsdtOnly(upnl, pnlCcy, spotPx)}</span>`;
|
||||
: `<span class="${pnlCls(upnl)}">${fmtOptFloatUsdt(upnl)}</span>`;
|
||||
return `<div class="${rowCls}">
|
||||
<div class="stat-box"><div class="stat-label">资金账户</div><div class="stat-value">${fundTxt}</div></div>
|
||||
<div class="stat-box"><div class="stat-label">交易账户</div><div class="stat-value">${tradeTxt}</div></div>
|
||||
@@ -4671,14 +4689,14 @@
|
||||
parts.push(`交易 ${fmt(bal.trading, 2)}U`);
|
||||
}
|
||||
if (optUpl != null && Number.isFinite(Number(optUpl))) {
|
||||
parts.push(`浮盈 ${fmtOptPnlUsdtOnly(optUpl, optCcy, spotPxFromOptMeta(opt))}`);
|
||||
parts.push(`浮盈 ${fmtOptFloatUsdt(optUpl)}`);
|
||||
}
|
||||
if (optUpl != null && Number.isFinite(Number(optUpl)) && openCount === 0) {
|
||||
// 永续空仓时主数字优先展示期权浮盈(只显示 U)
|
||||
// 永续空仓时主数字优先展示期权浮盈(已是 U,勿再按币折算)
|
||||
pnlShow = optUpl;
|
||||
pnlSuffix = "期权";
|
||||
pnlUnit = optCcy;
|
||||
pnlSpotPx = spotPxFromOptMeta(opt);
|
||||
pnlUnit = "USDC";
|
||||
pnlSpotPx = null;
|
||||
}
|
||||
}
|
||||
optLine = parts.join(" · ");
|
||||
|
||||
@@ -79,12 +79,52 @@ class HubOptionsFundsLibTests(TestCase):
|
||||
"premium_ccy": "ETH",
|
||||
"upl": 0.0016,
|
||||
"idx_px": 2280.0,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
],
|
||||
}
|
||||
out = options_float_pnl_usdt(snap)
|
||||
self.assertAlmostEqual(out, round(0.0016 * 2280.0, 4), places=4)
|
||||
|
||||
def test_options_float_pnl_usdt_btc_coin_times_btc_index(self):
|
||||
from lib.hub.hub_options_funds_lib import options_float_pnl_usdt
|
||||
|
||||
snap = {
|
||||
"ok": True,
|
||||
"enabled": True,
|
||||
"options_margin_mode": "coin",
|
||||
# 默认指数若误用 ETH 也不应覆盖逐仓 BTC idx
|
||||
"options_index_px": 3000.0,
|
||||
"upl_total_usdc": -100.0,
|
||||
"positions": [
|
||||
{
|
||||
"inst_id": "BTC-USD-260327-100000-P",
|
||||
"margin_mode": "coin",
|
||||
"premium_ccy": "BTC",
|
||||
"upl": -0.001,
|
||||
"idx_px": 100000.0,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
],
|
||||
}
|
||||
out = options_float_pnl_usdt(snap)
|
||||
self.assertAlmostEqual(out, -100.0, places=4)
|
||||
|
||||
def test_options_float_pnl_usdt_fallback_already_usdt_no_double_fx(self):
|
||||
"""实例 hub 合计已折 U 时,回退不可再 × 指数."""
|
||||
from lib.hub.hub_options_funds_lib import options_float_pnl_usdt
|
||||
|
||||
snap = {
|
||||
"ok": True,
|
||||
"enabled": True,
|
||||
"options_margin_mode": "coin",
|
||||
"options_index_px": 100000.0,
|
||||
"upl_total_usdc": -100.0,
|
||||
"positions": [],
|
||||
}
|
||||
out = options_float_pnl_usdt(snap)
|
||||
self.assertAlmostEqual(out, -100.0, places=4)
|
||||
|
||||
def test_repair_double_counted_fund_entry(self):
|
||||
raw = {
|
||||
"funding_usdt": 586.82,
|
||||
|
||||
@@ -0,0 +1,44 @@
|
||||
"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
|
||||
from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
|
||||
|
||||
|
||||
class DisplayPnlUsdtTests(unittest.TestCase):
|
||||
def test_btc_coin_pnl_times_index(self):
|
||||
row = {
|
||||
"inst_id": "BTC-USD-260327-100000-P",
|
||||
"premium_ccy": "BTC",
|
||||
"margin_mode": "coin",
|
||||
"idx_px": 100000.0,
|
||||
"upl": -0.001,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
|
||||
|
||||
def test_btc_infers_ccy_when_premium_ccy_missing(self):
|
||||
row = {
|
||||
"inst_id": "BTC-USD-260327-100000-C",
|
||||
"margin_mode": "coin",
|
||||
"underlying": "BTC",
|
||||
"idx_px": 95000.0,
|
||||
"upl": 0.002,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
|
||||
|
||||
def test_usdc_unchanged(self):
|
||||
row = {
|
||||
"inst_id": "BTC-USD_UM-260327-100000-C",
|
||||
"premium_ccy": "USDC",
|
||||
"margin_mode": "usdc",
|
||||
"upl": -12.5,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,39 @@
|
||||
"""翻倍出场:买一价×全仓张数判定达标(不受买一深度截断)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
from unittest.mock import patch
|
||||
|
||||
from lib.options.options_profit_exit_lib import _estimate_recycle, profit_exit_hit
|
||||
|
||||
|
||||
class ProfitExitHitTests(unittest.TestCase):
|
||||
def test_hit_at_0_3_mult(self):
|
||||
self.assertTrue(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.3, mult=0.3))
|
||||
self.assertFalse(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.29, mult=0.3))
|
||||
|
||||
def test_estimate_uses_full_sheets_not_depth(self):
|
||||
pos = {"inst_id": "ETH-USD-260927-2700-P", "pos": 100, "ct_mult": 0.01}
|
||||
preview = {
|
||||
"bid_invalid": False,
|
||||
"levels": [{"px": 0.2, "sheets": 10}],
|
||||
"total_received": 0.02,
|
||||
}
|
||||
|
||||
def fake_attach(cfg, ex, row, premium_paid=None):
|
||||
row["close_preview"] = preview
|
||||
row["ct_mult"] = 0.01
|
||||
row["pos"] = 100
|
||||
return row
|
||||
|
||||
with patch(
|
||||
"lib.options.options_positions_lib.attach_close_preview",
|
||||
side_effect=fake_attach,
|
||||
):
|
||||
recv = _estimate_recycle({}, object(), pos, 1.0)
|
||||
self.assertAlmostEqual(float(recv), 0.2, places=6)
|
||||
self.assertTrue(profit_exit_hit(premium_paid=0.15, recycle_usdc=float(recv), mult=0.3))
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user