/**
* OKX 对冲计划 P0:行情 + 永期列表 / 期期 T + 情景测算 + 门禁.
*/
(function () {
const root = document.getElementById("hedge-plan-root");
if (!root) return;
function flagOn(attr) {
return root.getAttribute(attr) !== "0";
}
const showPerp = flagOn("data-show-perp");
const showOo = flagOn("data-show-oo");
function pickDefaultTab() {
if (showPerp) return "perp_options";
if (showOo) return "options_options";
return "active";
}
const state = {
tab: pickDefaultTab(),
mode: showPerp ? "perp_options" : showOo ? "options_options" : "perp_options",
underlying: root.getAttribute("data-default-underly") || "ETH",
moneyFilter: root.getAttribute("data-option-primary") !== "0" ? "otm" : "itm",
ooMoneyFilter: "atm_otm", // 期期锁定:平值+虚值
ooRecommend: null, // atm_straddle | double_otm | null
ooStrikeExpandAll: false, // 默认 Call/Put 各 3 档
chain: null,
selected: null,
legA: null,
legB: null,
market: null,
ooSheetsMode: "same_sheets",
ooBiasSplitBy: "budget",
ooBiasRatio: 0.7,
ooCloseModeEnabled: root.getAttribute("data-oo-close-mode-enabled") !== "0",
ooCloseMode: "close_all",
direction: "long",
optionPrimary: root.getAttribute("data-option-primary") !== "0",
opLevTouched: false,
opRatioTouched: false,
tradingUsdc: null,
fundingUsdc: null,
tradeBudgetUsdc: null,
budgetBuffer: (function () {
const raw = root.getAttribute("data-budget-buffer");
const n = raw != null && raw !== "" ? Number(raw) : NaN;
return !Number.isNaN(n) && n > 0 ? n : 0.95;
})(),
previewOk: false,
canStart: false,
previewPlanType: null,
};
function getDirection() {
return (state.direction || "long").toLowerCase() === "short" ? "short" : "long";
}
function syncPoDirUI() {
const dir = getDirection();
document.querySelectorAll(".hp-po-dir").forEach(function (b) {
const on = (b.getAttribute("data-dir") || "") === dir;
b.classList.toggle("is-selected", on);
b.classList.toggle("active", on);
});
}
function setDirection(dir, forceReload) {
const next = (dir || "long").toLowerCase() === "short" ? "short" : "long";
const changed = next !== getDirection();
state.direction = next;
syncPoDirUI();
if (!changed && !forceReload) return;
state.selected = null;
if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
void loadMarket().then(function () {
renderListStrikes();
});
}
function $(id) {
return document.getElementById(id);
}
async function apiJson(url, opts) {
const res = await fetch(url, Object.assign({ credentials: "same-origin" }, opts || {}));
const data = await res.json().catch(function () {
return {};
});
if (!res.ok) throw new Error(data.msg || res.statusText || "请求失败");
return data;
}
function fmt(v, d) {
if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
return Number(v).toFixed(d == null ? 2 : d);
}
function fmtOptionPx(v, tickSz) {
if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
const n = Number(v);
const tick = Number(tickSz);
if (!tickSz || Number.isNaN(tick) || tick <= 0) {
return String(n).replace(/(\.\d*?[1-9])0+$/, "$1").replace(/\.0+$/, "");
}
let decimals = 0;
if (tick < 1) decimals = Math.max(0, -Math.round(Math.log10(tick)));
else if (String(tick).indexOf(".") >= 0) decimals = String(tick).split(".")[1].length;
let s = n.toFixed(decimals);
// 仅裁小数尾零;整数 tick(BTC=5)时绝不能把 1370 裁成 137
if (decimals > 0) s = s.replace(/\.?0+$/, "");
return s || "0";
}
/** 价格/流动性(张),价格按 tick_sz 对齐交易所精度. */
function fmtPxSz(px, sz, estimated, tickSz) {
if (px === null || px === undefined || Number.isNaN(Number(px))) return "—";
let price = fmtOptionPx(px, tickSz);
if (price === "—") return "—";
if (estimated) price += "~";
if (sz === null || sz === undefined || sz === "" || Number.isNaN(Number(sz))) return price;
const s = Number(sz);
const size = Math.abs(s - Math.round(s)) < 1e-9 ? String(Math.round(s)) : String(s);
return price + "/" + size;
}
function moneynessBadge(c) {
const m = (c && c.moneyness) || "";
const label = (c && c.moneyness_label) || "—";
return '' + label + " ";
}
function pnlClass(v) {
if (v == null || v === "") return "";
const n = Number(v);
if (Number.isNaN(n)) return "";
return n >= 0 ? "hp-pnl-pos" : "hp-pnl-neg";
}
function fmtPnlHtml(v, digits) {
if (v == null || v === "" || Number.isNaN(Number(v))) return "—";
const cls = pnlClass(v);
return '' + fmt(v, digits) + " ";
}
function fmtRr(v) {
if (v == null || Number.isNaN(Number(v))) return "—";
return fmt(v, 2) + ":1";
}
/** 列表/盯盘候选杠杆门槛(与后端 effective_min_opt_leverage 对齐). */
function optionPrimaryMinLev() {
const minLev = numInput("hp-opt-leverage", opMoneyKind() === "otm" ? 200 : 100);
if (!(minLev > 0)) return 0;
if (opMoneyKind() === "otm") return Math.max(minLev, 180);
return minLev;
}
function optionPrimaryLevOk(c) {
const idx = indexPx();
const ask = Number(c && c.ask);
const floor = optionPrimaryMinLev();
if (!(floor > 0)) return true;
if (!(idx > 0) || !(ask > 0)) return false;
return idx / ask >= floor - 1e-9;
}
function matchesMoneyFilter(c) {
const f = state.moneyFilter || "itm";
const m = (c.moneyness || "").toLowerCase();
if (!isOptionPrimary() && f === "otm") return false;
// 列表:间隔+虚实值+杠杆门槛(达标才显示;启动盯盘后监控同样门槛)
if (isOptionPrimary()) {
const idx = indexPx();
const interval = numInput("hp-strike-interval", 15);
if (idx && interval > 0 && Math.abs(Number(c.strike) - idx) > interval + 1e-9) {
return false;
}
if (!optionPrimaryLevOk(c)) return false;
}
if (f === "itm") return m === "itm" || m === "atm";
if (f === "atm") return m === "atm";
if (f === "otm") return m === "otm";
return m === "itm" || m === "atm";
}
function matchesOoMoneyFilter(c) {
// 期期:仅平值/虚值(禁实值)
if (!c) return false;
const m = (c.moneyness || "").toLowerCase();
const f = state.ooMoneyFilter || "atm_otm";
if (f === "atm") return m === "atm";
if (f === "otm") return m === "otm";
return m === "atm" || m === "otm";
}
function indexPx() {
const fromChain = state.chain && Number(state.chain.index_px);
if (fromChain && !Number.isNaN(fromChain) && fromChain > 0) return fromChain;
const fromMkt = state.market && Number(state.market.index_px || state.market.mark);
if (fromMkt && !Number.isNaN(fromMkt) && fromMkt > 0) return fromMkt;
return null;
}
function currentContracts(expSelectId) {
const exp = currentExp(expSelectId);
return (exp && exp.contracts) || [];
}
function pickClosestItmAtm(contracts, want) {
const idx = indexPx();
if (!idx) return null;
const list = (contracts || []).filter(function (c) {
return (
String(c.opt_type || "").toUpperCase() === want &&
matchesMoneyFilter(c)
);
});
if (!list.length) return null;
list.sort(function (a, b) {
return Math.abs(Number(a.strike) - idx) - Math.abs(Number(b.strike) - idx);
});
return list[0];
}
function pickOoTemplate(template) {
const idx = indexPx();
const contracts = currentContracts("hp-oo-exp-select");
if (!idx || !contracts.length) return null;
const preferOtm = template === "double_otm";
function pickSide(want) {
const list = contracts.filter(function (c) {
if (String(c.opt_type || "").toUpperCase() !== want) return false;
if (!matchesOoMoneyFilter(c)) return false;
const m = (c.moneyness || "").toLowerCase();
if (preferOtm) return m === "otm";
return m === "atm" || m === "otm";
});
if (!list.length) return null;
list.sort(function (a, b) {
const ma = (a.moneyness || "").toLowerCase();
const mb = (b.moneyness || "").toLowerCase();
if (!preferOtm) {
if (ma === "atm" && mb !== "atm") return -1;
if (mb === "atm" && ma !== "atm") return 1;
}
return Math.abs(Number(a.strike) - idx) - Math.abs(Number(b.strike) - idx);
});
return list[0];
}
const call = pickSide("C");
const put = pickSide("P");
if (!call || !put) return null;
return { call: call, put: put };
}
function isOptionPrimary() {
return !!state.optionPrimary;
}
function optTypeForDirection(dir) {
if (isOptionPrimary()) {
return dir === "short" ? "P" : "C";
}
return dir === "short" ? "C" : "P";
}
function opMoneyKind() {
const f = state.moneyFilter || "itm";
if (f === "otm") return "otm";
if (f === "atm") return "atm";
return "itm";
}
function applyOpDefaultsFromMoney(force) {
const kind = opMoneyKind();
const levEl = $("hp-opt-leverage");
const ratioEl = $("hp-opt-perp-ratio");
if (levEl && (force || !state.opLevTouched)) {
levEl.value = kind === "otm" ? "200" : "100";
}
if (ratioEl && (force || !state.opRatioTouched)) {
ratioEl.value = kind === "otm" ? "4" : "2";
}
}
function syncOptionPrimaryUI() {
const on = isOptionPrimary();
const ins = $("hp-po-fields-insurance");
const op = $("hp-po-fields-option-primary");
// 保险模式只显示开仓价/张数/止盈止损;以期权为主显示三组参数(env 切换,页内不可改)
if (ins) {
ins.classList.toggle("hidden", on);
if (on) ins.setAttribute("hidden", "hidden");
else ins.removeAttribute("hidden");
ins.style.display = on ? "none" : "";
}
if (op) {
op.classList.toggle("hidden", !on);
if (!on) op.setAttribute("hidden", "hidden");
else op.removeAttribute("hidden");
op.style.display = on ? "" : "none";
}
const insMoney = $("hp-po-ins-money");
if (insMoney) {
if (on) {
insMoney.setAttribute("hidden", "hidden");
insMoney.classList.add("hidden");
} else {
insMoney.removeAttribute("hidden");
insMoney.classList.remove("hidden");
}
}
document.querySelectorAll(".hp-money-otm").forEach(function (otmBtn) {
otmBtn.classList.toggle("hidden", !on);
if (!on) otmBtn.setAttribute("hidden", "hidden");
else otmBtn.removeAttribute("hidden");
});
if (!on && state.moneyFilter === "otm") {
state.moneyFilter = "itm";
syncMoneyUI();
}
if (on) applyOpDefaultsFromMoney(false);
const badge = $("hp-po-mode-badge");
if (badge) {
badge.textContent = on ? "以期权为主" : "保险模式";
badge.classList.toggle("is-insurance", !on);
}
const title = $("hp-po-card-title");
if (title) title.textContent = "执行参数";
const dirLong = document.querySelector('.hp-po-dir[data-dir="long"]');
const dirShort = document.querySelector('.hp-po-dir[data-dir="short"]');
if (dirLong) dirLong.title = on ? "做多=买Call+永续空" : "做多永续";
if (dirShort) dirShort.title = on ? "做空=买Put+永续多" : "做空永续";
syncPoActionBtn();
}
function hoursFromExpMs(expMs) {
const n = Number(expMs);
if (!n || Number.isNaN(n)) return null;
const ms = n < 1e12 ? n * 1000 : n;
return (ms - Date.now()) / 3600000;
}
function numInput(id, fallback) {
const el = $(id);
const n = Number(el && el.value);
if (Number.isNaN(n)) return fallback;
return n;
}
function computeOpSizing(ask, ctMult) {
const budget = numInput("hp-premium-budget", 0);
const ratio = numInput("hp-opt-perp-ratio", 2);
const cs = Number((state.market && state.market.contract_size) || 0.01);
const usable = budget * 0.95;
const a = Number(ask || 0);
const ct = Number(ctMult || 0.01);
if (!(budget > 0) || !(a > 0) || !(ct > 0) || !(ratio > 0) || !(cs > 0)) {
return null;
}
let eth = Math.floor((usable / a) * 100 + 1e-12) / 100;
if (!(eth > 0)) return null;
let sheets = Math.floor(eth / ct + 1e-12);
if (!(sheets > 0)) return null;
eth = Math.round(sheets * ct * 100) / 100;
const perpEth = eth / ratio;
const contracts = perpEth / cs;
return {
usable: usable,
eth_qty: eth,
sheets: sheets,
contracts: contracts,
premium_est: a * sheets * ct,
ratio: ratio,
};
}
function syncUnderlyingUI() {
const uly = state.underlying || "ETH";
document.querySelectorAll(".hp-uly-btn, .hp-uly-btn-oo").forEach(function (b) {
const on = b.getAttribute("data-uly") === uly;
b.classList.toggle("active", on);
b.setAttribute("aria-pressed", on ? "true" : "false");
});
const lab = $("hp-perp-uly-label");
if (lab) lab.textContent = uly;
const ooLab = $("hp-oo-uly-label");
if (ooLab) ooLab.textContent = uly;
}
function syncMoneyUI() {
const moneySel = $("hp-money-select");
if (moneySel && isOptionPrimary()) {
moneySel.value = state.moneyFilter === "otm" ? "otm" : state.moneyFilter === "atm" ? "atm" : "itm";
}
document.querySelectorAll(".hp-money-btn").forEach(function (b) {
const on = b.getAttribute("data-money") === state.moneyFilter;
b.classList.toggle("active", on);
b.classList.toggle("is-selected", on);
b.setAttribute("aria-pressed", on ? "true" : "false");
});
document.querySelectorAll(".hp-oo-money-btn").forEach(function (b) {
const on = b.getAttribute("data-oo-money") === state.ooMoneyFilter;
b.classList.toggle("active", on);
b.classList.toggle("is-selected", on);
b.setAttribute("aria-pressed", on ? "true" : "false");
});
}
function syncPoActionBtn() {
const btn = $("hp-preview-btn");
if (!btn) return;
if (isOptionPrimary()) {
btn.textContent = "策略启动";
btn.title = "按参数启动盯盘;杠杆/间隔达标后自动开仓(非现场开)";
} else {
btn.textContent = "计算";
btn.title = "情景测算后再启动";
}
}
function isPoOptionPrimaryPlan(p) {
if (!p || p.plan_type !== "perp_options") return false;
return p.option_primary == 1 || p.option_primary === true || Number(p.option_primary) === 1;
}
function setPoStrategyStatus(kind, planId) {
const el = $("hp-po-strategy-status");
if (!el) return;
el.classList.remove("is-watching", "is-holding", "is-idle");
if (!isOptionPrimary()) {
el.textContent = "";
return;
}
const idPart = planId ? " #" + planId : "";
if (kind === "watching") {
el.textContent = "盯盘中" + idPart;
el.classList.add("is-watching");
} else if (kind === "holding") {
el.textContent = "持仓中" + idPart;
el.classList.add("is-holding");
} else {
el.textContent = "未启动";
el.classList.add("is-idle");
}
}
async function refreshPoStrategyStatus() {
const el = $("hp-po-strategy-status");
if (!el) return;
if (!isOptionPrimary()) {
setPoStrategyStatus("", null);
return;
}
try {
const d = await apiJson("/api/hedge-plan/active");
const uly = (state.underlying || "ETH").toUpperCase();
const rows = (d.plans || []).filter(function (p) {
return isPoOptionPrimaryPlan(p) && String(p.underlying || "").toUpperCase() === uly;
});
if (!rows.length) {
setPoStrategyStatus("idle", null);
return;
}
rows.sort(function (a, b) {
return Number(b.id || 0) - Number(a.id || 0);
});
const p = rows[0];
const st = String(p.status || "");
if (st === "watching") setPoStrategyStatus("watching", p.id);
else if (st === "active" || st === "opening" || st === "partial") setPoStrategyStatus("holding", p.id);
else setPoStrategyStatus("idle", null);
} catch (e) {
/* ignore status refresh errors */
}
}
function syncOoRecommendUI() {
const cur = state.ooRecommend || "";
document.querySelectorAll(".hp-oo-recommend-btn").forEach(function (b) {
const on = (b.getAttribute("data-oo-rec") || "") === cur;
b.classList.toggle("active", on);
b.classList.toggle("is-selected", on);
b.setAttribute("aria-pressed", on ? "true" : "false");
});
}
function syncOoExpandUI() {
const btn = $("hp-oo-expand-all");
if (!btn) return;
const on = !!state.ooStrikeExpandAll;
btn.classList.toggle("active", on);
btn.classList.toggle("is-selected", on);
btn.setAttribute("aria-pressed", on ? "true" : "false");
}
function calcStrikeAskLeverage(strike, ask) {
const k = Number(strike);
const a = Number(ask);
if (!Number.isFinite(k) || k <= 0 || !Number.isFinite(a) || a <= 0) return "—";
return (Math.round((k / a) * 10) / 10).toFixed(1) + "×";
}
/** 永期期权行情杠杆:指数÷卖一(与选约杠杆门一致). */
function calcIndexAskLeverage(ask) {
const idx = indexPx();
const a = Number(ask);
if (!(idx > 0) || !(a > 0)) return "—";
return (Math.round((idx / a) * 10) / 10).toFixed(1) + "×";
}
function clearPoSelection() {
state.selected = null;
if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
updatePremiumLine();
updatePerpPnlHint();
}
/** 以期权为主:按类型/间隔自动匹配最近合约. */
function autoMatchPoOption(force) {
if (!isOptionPrimary()) return;
const want = optTypeForDirection(getDirection());
const sel = state.selected;
const stillOk =
!force &&
sel &&
String(sel.opt_type || "").toUpperCase() === want &&
matchesMoneyFilter(sel);
if (stillOk) return;
const c = pickClosestItmAtm(currentContracts("hp-exp-select"), want);
if (c) pickContract(c);
else clearPoSelection();
}
function findAtmStrikeFromRows(rows, idx) {
if (!rows.length) return null;
if (idx == null || Number.isNaN(Number(idx))) return rows[0].strike;
let best = rows[0].strike;
let bestDist = Math.abs(Number(rows[0].strike) - Number(idx));
rows.forEach(function (row) {
const d = Math.abs(Number(row.strike) - Number(idx));
if (d < bestDist || (d === bestDist && Number(row.strike) < Number(best))) {
bestDist = d;
best = row.strike;
}
});
return best;
}
function sliceOoTRows(prepared, idx) {
// prepared: [{strike, call, put, callOk, putOk}]
if (state.ooStrikeExpandAll || !prepared.length) return prepared;
const n = 3;
const anchor = Number(idx) || Number(findAtmStrikeFromRows(prepared, idx)) || 0;
function nearest(list, count) {
return list
.slice()
.sort(function (a, b) {
return Math.abs(Number(a.strike) - anchor) - Math.abs(Number(b.strike) - anchor);
})
.slice(0, count);
}
const byStrike = {};
nearest(
prepared.filter(function (r) {
return r.callOk;
}),
n
).forEach(function (r) {
byStrike[String(r.strike)] = r;
});
nearest(
prepared.filter(function (r) {
return r.putOk;
}),
n
).forEach(function (r) {
byStrike[String(r.strike)] = r;
});
// 已选用腿始终保留,避免折叠后看不到选中项
[state.legA, state.legB].forEach(function (leg) {
if (!leg) return;
const hit = prepared.find(function (r) {
return (
(r.call && r.call.inst_id === leg.inst_id) ||
(r.put && r.put.inst_id === leg.inst_id)
);
});
if (hit) byStrike[String(hit.strike)] = hit;
});
return Object.keys(byStrike)
.map(function (k) {
return byStrike[k];
})
.sort(function (a, b) {
return Number(a.strike) - Number(b.strike);
});
}
function syncTabUI() {
let tab = state.tab || pickDefaultTab();
if (tab === "perp_options" && !showPerp) tab = pickDefaultTab();
if (tab === "options_options" && !showOo) tab = pickDefaultTab();
state.tab = tab;
document.querySelectorAll(".hp-tab").forEach(function (b) {
const on = b.getAttribute("data-tab") === tab;
b.classList.toggle("active", on);
b.setAttribute("aria-selected", on ? "true" : "false");
});
["perp_options", "options_options", "active", "history", "stats"].forEach(function (id) {
const panel = $("hp-tab-" + id);
if (!panel) return;
const on = id === tab;
panel.classList.toggle("hidden", !on);
if (on) panel.removeAttribute("hidden");
else panel.setAttribute("hidden", "");
});
if (tab === "perp_options" || tab === "options_options") {
state.mode = tab;
}
const hint = $("hp-acct-hint");
if (hint) {
if (tab === "options_options") {
hint.textContent = "期期双腿→期权账户";
} else if (tab === "perp_options") {
hint.textContent = "永续腿→合约账户 · 期权腿→期权账户";
} else {
hint.textContent = "进行中/历史含永期与期期;显示开关只影响新建测算 Tab";
}
}
}
function setGateLine(gates) {
const el = $("hp-gate-line");
if (!el) return;
if (!gates) {
el.textContent = "";
return;
}
const parts = [
"计仓:" + (gates.is_full_margin ? "全仓" : "非全仓"),
"测算:" + (gates.can_preview ? "可" : "否"),
"开仓:" + (gates.can_start ? "可" : "否"),
];
if (gates.reasons && gates.reasons.length) parts.push(gates.reasons.join("; "));
el.textContent = parts.join(" · ");
state.canStart = !!gates.can_start;
syncPreviewStartBtn();
}
function syncPreviewStartBtn() {
const start = $("hp-preview-start");
if (!start) return;
start.disabled = !(state.previewOk && state.canStart);
}
function openPreviewModal() {
const modal = $("hp-preview-modal");
if (modal) modal.hidden = false;
}
function closePreviewModal() {
const modal = $("hp-preview-modal");
if (modal) modal.hidden = true;
}
function applyBudgetBuffer(raw) {
if (raw == null || raw === "") return;
const buf = Number(raw);
if (Number.isNaN(buf) || buf <= 0) return;
state.budgetBuffer = buf;
const el = $("hp-oo-buf-ratio");
if (el) el.textContent = fmt(buf, 2);
}
function setOptionsBalance(chain) {
const acct = (chain && chain.options_account) || {};
const label = (chain && chain.account_label) || acct.label || "期权账户";
const tag = $("hp-opt-acct-tag");
if (tag) tag.textContent = label;
if (acct.trading_usdc != null && acct.trading_usdc !== "") {
state.tradingUsdc = Number(acct.trading_usdc);
}
if (acct.funding_usdc != null && acct.funding_usdc !== "") {
state.fundingUsdc = Number(acct.funding_usdc);
}
if (chain && chain.trade_budget_usdc != null && chain.trade_budget_usdc !== "") {
state.tradeBudgetUsdc = Number(chain.trade_budget_usdc);
}
if (chain && chain.budget_buffer != null && chain.budget_buffer !== "") {
applyBudgetBuffer(chain.budget_buffer);
}
const line =
label +
" · 交易 USDC " +
fmt(acct.trading_usdc, 2) +
" · 资金 USDC " +
fmt(acct.funding_usdc, 2);
const el = $("hp-opt-bal-line");
if (el) el.textContent = line;
const fundEl = $("hp-oo-funding-usdc");
const tradeEl = $("hp-oo-trading-usdc");
if (fundEl) fundEl.textContent = fmt(acct.funding_usdc, 2);
if (tradeEl) tradeEl.textContent = fmt(acct.trading_usdc, 2);
autoFillOoSheets();
}
function setOoXferMsg(text, kind) {
const el = $("hp-oo-xfer-msg");
if (!el) return;
el.textContent = text || "";
el.classList.toggle("is-err", kind === "err");
el.classList.toggle("is-ok", kind === "ok");
el.classList.toggle("muted", !kind);
}
function ooXferDir() {
const sel = $("hp-oo-xfer-dir");
return (sel && sel.value) || "funding_to_trading";
}
async function submitOoUsdcTransfer(amount) {
const dir = ooXferDir();
const from = dir === "trading_to_funding" ? "trading" : "funding";
const to = dir === "trading_to_funding" ? "funding" : "trading";
setOoXferMsg("划转中…", null);
try {
const d = await apiJson("/api/options/transfer", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({ ccy: "USDC", from: from, to: to, amount: amount }),
});
if (!d.ok) {
setOoXferMsg(d.msg || "划转失败", "err");
return;
}
setOoXferMsg("划转成功", "ok");
if ($("hp-oo-xfer-amount")) $("hp-oo-xfer-amount").value = "";
await loadChain();
} catch (e) {
setOoXferMsg(e.message || "划转失败", "err");
}
}
function resolveOoBudget() {
const buf = state.budgetBuffer > 0 ? state.budgetBuffer : 0.95;
const trading = state.tradingUsdc;
const cap = state.tradeBudgetUsdc;
let tradingCap = null;
let tradeCap = null;
if (trading != null && !Number.isNaN(Number(trading))) {
tradingCap = Math.max(0, Number(trading) * buf);
}
if (cap != null && !Number.isNaN(Number(cap))) {
tradeCap = Math.max(0, Number(cap));
}
if (tradingCap == null && tradeCap == null) {
return { ok: false, budget: 0, tradingCap: null, tradeCap: null, buf: buf, msg: "缺少交易户余额与单笔预算" };
}
let budget = 0;
if (tradingCap == null) budget = tradeCap;
else if (tradeCap == null) budget = tradingCap;
else budget = Math.min(tradingCap, tradeCap);
budget = Math.floor(budget * 1e6 + 1e-12) / 1e6;
return {
ok: budget > 0,
budget: budget,
tradingCap: tradingCap,
tradeCap: tradeCap,
buf: buf,
msg: budget > 0 ? "" : "可用预算为 0",
};
}
function unitCost(c) {
if (!c) return 0;
const ask = Number(c.ask || 0);
if (!(ask > 0)) return 0;
return ask * Number(c.ct_mult || 0.01);
}
function capByDepth(n, askSz) {
let out = Math.max(0, Math.floor(Number(n) || 0));
if (askSz == null || askSz === "") return out;
const d = Number(askSz);
if (Number.isNaN(d)) return out;
if (d <= 0) return 0;
return Math.min(out, Math.floor(d + 1e-12));
}
function normalizeOptCP(ot) {
const u = String(ot || "").toUpperCase();
if (u.indexOf("C") === 0) return "C";
if (u.indexOf("P") === 0) return "P";
return "";
}
function ooSizeModeLabel(mode) {
if (mode === "long_bias") return "做多";
if (mode === "short_bias") return "做空";
if (mode === "split_budget") return "均分";
return "同张数";
}
function suggestOoSheetsLocal(budget, mode) {
const costA = unitCost(state.legA);
const costB = unitCost(state.legB);
if (!(budget > 0)) {
return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "可用预算为 0" };
}
if (!(costA > 0) || !(costB > 0)) {
return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "缺少有效卖一价,无法建议张数" };
}
let ratio = Number(state.ooBiasRatio);
if (!(ratio > 0) || !(ratio < 1)) ratio = 0.7;
const splitBy = state.ooBiasSplitBy === "sheets" ? "sheets" : "budget";
const pair = costA + costB;
const nPair = pair > 0 ? Math.floor(budget / pair + 1e-12) : 0;
const nSame = Math.min(
capByDepth(nPair, state.legA && state.legA.ask_sz),
capByDepth(nPair, state.legB && state.legB.ask_sz)
);
let nA = 0;
let nB = 0;
if (mode === "long_bias" || mode === "short_bias") {
const aCP = normalizeOptCP(state.legA && state.legA.opt_type);
const bCP = normalizeOptCP(state.legB && state.legB.opt_type);
if (!((aCP === "C" && bCP === "P") || (aCP === "P" && bCP === "C"))) {
return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "做多/做空需一腿 Call、一腿 Put" };
}
const callIsA = aCP === "C";
const majorIsCall = mode === "long_bias";
let nCall = 0;
let nPut = 0;
if (splitBy === "sheets") {
// 总张数 = 同张数两侧合计(每腿 n → 共 2n),再按比例拆
const total = nSame * 2;
if (total < 2) {
return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "同张数总规模不足 2,无法按比例拆分" };
}
let majorN = Math.round(total * ratio);
majorN = Math.max(1, Math.min(majorN, total - 1));
const minorN = total - majorN;
nCall = majorIsCall ? majorN : minorN;
nPut = majorIsCall ? minorN : majorN;
} else {
const majBudget = budget * ratio;
const minBudget = budget * (1 - ratio);
const costCall = callIsA ? costA : costB;
const costPut = callIsA ? costB : costA;
if (majorIsCall) {
nCall = Math.floor(majBudget / costCall + 1e-12);
nPut = Math.floor(minBudget / costPut + 1e-12);
} else {
nPut = Math.floor(majBudget / costPut + 1e-12);
nCall = Math.floor(minBudget / costCall + 1e-12);
}
}
nA = callIsA ? nCall : nPut;
nB = callIsA ? nPut : nCall;
nA = capByDepth(nA, state.legA && state.legA.ask_sz);
nB = capByDepth(nB, state.legB && state.legB.ask_sz);
} else if (mode === "split_budget") {
const half = budget / 2;
nA = Math.floor(half / costA + 1e-12);
nB = Math.floor(half / costB + 1e-12);
nA = capByDepth(nA, state.legA && state.legA.ask_sz);
nB = capByDepth(nB, state.legB && state.legB.ask_sz);
} else {
nA = nSame;
nB = nSame;
}
const premium = costA * nA + costB * nB;
const ok = nA >= 1 && nB >= 1;
return {
sheetsA: nA,
sheetsB: nB,
premium: premium,
ok: ok,
msg: ok ? "" : "预算不够开 1+1(或卖一深度不足)",
};
}
function syncOoSizeModeUI() {
document.querySelectorAll(".hp-oo-size-mode").forEach(function (b) {
const on = b.getAttribute("data-oo-size") === state.ooSheetsMode;
b.classList.toggle("active", on);
b.classList.toggle("is-selected", on);
b.setAttribute("aria-pressed", on ? "true" : "false");
});
}
function syncOoCloseModeUI() {
const enabled = !!state.ooCloseModeEnabled;
const row = $("hp-oo-close-mode-row");
if (row) row.classList.toggle("hidden", !enabled);
if (!enabled) state.ooCloseMode = "hold_expiry";
document.querySelectorAll(".hp-oo-close-mode").forEach(function (b) {
const on = b.getAttribute("data-oo-close") === state.ooCloseMode;
b.classList.toggle("active", on);
b.classList.toggle("is-selected", on);
b.setAttribute("aria-pressed", on ? "true" : "false");
});
}
function updateOoBudgetLine(extra) {
const line = $("hp-oo-budget-line");
if (!line) return;
const b = resolveOoBudget();
const sizeLabel = ooSizeModeLabel(state.ooSheetsMode);
const closeLabel = !state.ooCloseModeEnabled
? ""
: state.ooCloseMode === "hold_expiry"
? "到期平"
: "全平";
const parts = ["可用 " + fmt(b.budget, 2) + "U", sizeLabel];
if (closeLabel) parts.push(closeLabel);
if (extra && extra.msg) parts.push(extra.msg);
else if (b.msg) parts.push(b.msg);
line.textContent = parts.join(" · ");
line.title =
"对冲预算=min(交易×" +
fmt(b.buf, 2) +
", 单笔) · 缓冲 HEDGE_PLAN_BUDGET_BUFFER" +
(b.tradingCap != null ? " · 交易×缓冲 " + fmt(b.tradingCap, 2) : "") +
(b.tradeCap != null ? " · 单笔 " + fmt(b.tradeCap, 2) : "");
line.classList.toggle("hp-oo-budget-warn", !!(extra && extra.msg) || !b.ok);
}
function autoFillOoSheets() {
syncOoSizeModeUI();
if (!state.legA || !state.legB) {
updateOoBudgetLine(null);
return;
}
const b = resolveOoBudget();
const sug = suggestOoSheetsLocal(b.budget, state.ooSheetsMode);
const a = $("hp-oo-sheets-a");
const bb = $("hp-oo-sheets-b");
if (a && !a.disabled) a.value = String(sug.sheetsA);
if (bb && !bb.disabled) bb.value = String(sug.sheetsB);
updateOoBudgetLine(sug.ok ? null : sug);
updateOoPremiumLine();
}
async function loadGates() {
try {
const d = await apiJson("/api/hedge-plan/gates?plan_type=" + encodeURIComponent(state.mode));
if (d.oo_close_mode_enabled != null) {
state.ooCloseModeEnabled = !!d.oo_close_mode_enabled;
}
if (!state.ooCloseModeEnabled) {
state.ooCloseMode = "hold_expiry";
} else if (d.oo_close_mode_default && !state._ooCloseModeTouched) {
state.ooCloseMode = d.oo_close_mode_default === "hold_expiry" ? "hold_expiry" : "close_all";
}
if (d.oo_bias_split_by != null) {
state.ooBiasSplitBy = d.oo_bias_split_by === "sheets" ? "sheets" : "budget";
}
if (d.oo_bias_ratio != null && Number(d.oo_bias_ratio) > 0 && Number(d.oo_bias_ratio) < 1) {
state.ooBiasRatio = Number(d.oo_bias_ratio);
}
if (d.budget_buffer != null) applyBudgetBuffer(d.budget_buffer);
syncOoCloseModeUI();
setGateLine(d);
if (state.mode === "options_options") autoFillOoSheets();
} catch (e) {
setGateLine({ can_preview: false, can_start: false, reasons: [e.message], is_full_margin: false });
}
}
async function loadMarket() {
const dir = getDirection();
const d = await apiJson(
"/api/hedge-plan/market?base=" +
encodeURIComponent(state.underlying) +
"&direction=" +
encodeURIComponent(dir) +
"&option_primary=" +
(isOptionPrimary() ? "1" : "0")
);
state.market = d;
setGateLine(d.gates);
const acctLabel = d.account_label || "合约账户";
const tag = $("hp-perp-acct-tag");
if (tag) tag.textContent = acctLabel;
const amtPrec = d.amount_precision != null ? Number(d.amount_precision) : 4;
const markEl = $("hp-po-mark");
if (markEl) markEl.textContent = "标记 " + fmt(d.mark, 2);
const quoteHtml =
"可用 " +
fmt(d.available_usdt, 2) +
" USDT · 卖一 " +
fmt(d.ask, 2) +
" · 买一 " +
fmt(d.bid, 2) +
" · 面值 " +
fmt(d.contract_size, 4) +
" · 精度 " +
amtPrec +
" 位" +
(d.perp_direction
? " · 永续方向 " + (d.perp_direction === "short" ? "空" : "多")
: "");
const q = $("hp-perp-quote");
if (q) q.innerHTML = quoteHtml;
const contractsInput = $("hp-contracts");
if (contractsInput) {
const step = amtPrec <= 0 ? "1" : String(Math.pow(10, -amtPrec));
contractsInput.step = step;
}
const sz = $("hp-sizing-line");
if (sz) {
if (isOptionPrimary()) {
const sized =
state.selected &&
computeOpSizing(state.selected.ask, state.selected.ct_mult || 0.01);
if (sized) {
sz.innerHTML =
"执行预算 " +
fmt(sized.usable, 2) +
" · 期权 ETH " +
fmt(sized.eth_qty, 2) +
" / " +
sized.sheets +
" 张 · 永续 " +
fmt(sized.contracts, amtPrec) +
" 张";
} else {
sz.textContent = "填写权利金并选用期权后显示定仓(权利金×0.95,ETH两位小数)";
}
} else if (d.full_margin_sizing) {
const s = d.full_margin_sizing;
sz.innerHTML =
"全仓建议 " +
fmt(d.suggest_contracts, amtPrec) +
" 张 · 保证金 " +
fmt(s.margin_capital, 2) +
" × " +
s.leverage +
"x · 名义 " +
fmt(s.notional_value, 2) +
" USDT";
} else {
sz.textContent = "非全仓时请手动填张数；永期开仓需全仓";
}
}
const entry = $("hp-entry");
if (!isOptionPrimary() && entry && d.entry_ref && !entry.value) entry.value = d.entry_ref;
if (!isOptionPrimary() && contractsInput && d.suggest_contracts != null && !contractsInput.value) {
contractsInput.value = fmt(d.suggest_contracts, amtPrec);
}
const label = $("hp-opt-type-label");
if (label) label.textContent = d.suggested_opt_type === "C" ? "Call" : "Put";
updatePerpPnlHint();
}
function updatePerpPnlHint() {
const el = $("hp-perp-pnl-line");
if (!el) return;
if (isOptionPrimary()) {
const n = numInput("hp-opt-target-pts", NaN);
const m = numInput("hp-perp-target-pts", NaN);
const k = state.selected && Number(state.selected.strike);
if (!(k > 0) || (!(n >= 0) && !(m >= 0))) {
el.innerHTML = '选用期权并填目标点数后显示 K±N 出场参考 ';
return;
}
const dir = getDirection();
const optT = n >= 0 ? (dir === "short" ? k - n : k + n) : null;
const perpT = m >= 0 ? (dir === "short" ? k - m : k + m) : null;
el.innerHTML =
"期权目标指数 " +
(optT != null ? fmt(optT, 2) : "—") +
" · 永续目标指数 " +
(perpT != null ? fmt(perpT, 2) : "—") +
' (相对K;期权目标需买一且扣费净利>0) ';
return;
}
const entry = Number(($("hp-entry") && $("hp-entry").value) || NaN);
const tp = Number(($("hp-tp") && $("hp-tp").value) || NaN);
const sl = Number(($("hp-sl") && $("hp-sl").value) || NaN);
const contracts = Number(($("hp-contracts") && $("hp-contracts").value) || NaN);
const cs = Number((state.market && state.market.contract_size) || 0.01);
const dir = getDirection();
if (!(entry > 0) || !(contracts > 0) || !(cs > 0)) {
el.innerHTML = '填开仓价与张数后，输入止盈/止损可看盈亏 ';
return;
}
function pnlAt(exitPx) {
const coins = contracts * cs;
if (dir === "short") return (entry - exitPx) * coins;
return (exitPx - entry) * coins;
}
function chip(lab, px) {
if (!(px > 0)) {
return '' + lab + " — ";
}
const p = pnlAt(px);
const cls = p >= 0 ? "hp-pnl-pos" : "hp-pnl-neg";
const sign = p >= 0 ? "+" : "";
return (
'' +
lab +
' ' +
sign +
fmt(p, 2) +
" "
);
}
el.innerHTML = chip("止盈", tp) + chip("止损", sl);
}
function fillExpSelect(sel, chain) {
if (!sel) return;
const prev = sel.value;
const isPoSel = sel.id === "hp-exp-select";
// 永期以期权为主:到期下拉按「最低剩余小时」过滤;期期下拉不过滤,保证明天到期可见
const minH = isPoSel && isOptionPrimary() ? numInput("hp-min-hours", 36) : 0;
sel.innerHTML = '选择到期日 ';
let firstOk = null;
let skippedNear = 0;
(chain.expiries || []).forEach(function (e) {
const h = hoursFromExpMs(e.exp_time);
if (minH > 0 && h != null && h < minH) {
skippedNear += 1;
return;
}
const opt = document.createElement("option");
opt.value = String(e.exp_time);
const dt = new Date(Number(e.exp_time) < 1e12 ? Number(e.exp_time) * 1000 : Number(e.exp_time));
opt.textContent = dt.toLocaleString() + (h != null ? " · " + fmt(h, 1) + "h" : "");
sel.appendChild(opt);
if (!firstOk) firstOk = e;
});
if (prev) sel.value = prev;
if (!sel.value && firstOk) {
sel.value = String(firstOk.exp_time);
}
if (isPoSel && skippedNear > 0 && minH > 0) {
const tip = document.createElement("option");
tip.disabled = true;
tip.textContent = "(已隐藏 " + skippedNear + " 个不足 " + minH + "h 的到期 · 可改左侧最低剩余小时)";
sel.appendChild(tip);
}
}
async function loadChain() {
// 拉完整链(按 CHAIN_MAX_DTE);永期「最低剩余小时」只在左侧到期下拉里过滤,不影响期期看到明天到期
const url =
"/api/hedge-plan/options-chain?underlying=" + encodeURIComponent(state.underlying);
const d = await apiJson(url);
state.chain = d;
const idx = $("hp-index-line");
if (idx) idx.textContent = "指数 " + fmt(d.index_px, 2);
const ooIdx = $("hp-oo-index");
if (ooIdx) ooIdx.textContent = "指数 " + fmt(d.index_px, 2);
setOptionsBalance(d);
fillExpSelect($("hp-exp-select"), d);
fillExpSelect($("hp-oo-exp-select"), d);
renderListStrikes();
renderTStrikes();
if (d.index_px) {
// 盈亏比默认2,不随指数自动改写
if ($("hp-profit-rr") && !$("hp-profit-rr").value) {
$("hp-profit-rr").value = "2";
}
}
}
function currentExp(selectId) {
const sel = $(selectId);
const expMs = sel && sel.value;
if (!expMs || !state.chain) return null;
return (state.chain.expiries || []).find(function (e) {
return String(e.exp_time) === String(expMs);
});
}
function pickContract(c) {
if (!c) return;
const m = (c.moneyness || "").toLowerCase();
if (!isOptionPrimary() && m === "otm") {
alert("永期保险腿须为实值或平值,不可选虚值");
return;
}
if (isOptionPrimary() && !matchesMoneyFilter(c)) {
alert("不符合当前间隔/虚实值/杠杆门槛");
return;
}
state.selected = c;
const el = $("hp-sel-inst");
if (el) el.textContent = c.inst_id;
const tbody = $("hp-strike-tbody");
if (tbody) {
tbody.querySelectorAll(".opt-strike-row").forEach(function (r) {
r.classList.toggle("opt-row-selected", r.getAttribute("data-inst") === c.inst_id);
});
tbody.querySelectorAll(".hp-pick").forEach(function (b) {
b.classList.toggle("active", b.getAttribute("data-inst") === c.inst_id);
});
}
updatePremiumLine();
if (isOptionPrimary()) {
const sized = computeOpSizing(c.ask, c.ct_mult || 0.01);
if (sized && $("hp-sheets")) $("hp-sheets").value = String(sized.sheets);
void loadMarket();
updatePerpPnlHint();
}
}
function renderListStrikes() {
const tbody = $("hp-strike-tbody");
if (!tbody) return;
const want = optTypeForDirection(getDirection());
const exp = currentExp("hp-exp-select");
const prevInst = state.selected && state.selected.inst_id;
tbody.innerHTML = "";
if (!exp) {
tbody.innerHTML = '请选择到期日 ' + hint + " " +
c.strike +
" " +
moneynessBadge(c) +
' ' +
calcIndexAskLeverage(c.ask) +
' ' +
fmtPxSz(c.ask, c.ask_sz, c.ask_estimated, c.tick_sz) +
' ' +
fmtPxSz(c.bid, c.bid_sz, false, c.tick_sz) +
' 选用 请选择到期日 该筛选下暂无平值/虚值合约 ' +
callAsk +
' ' +
callLev +
' ' +
(callOk ? moneynessBadge(call) : "—") +
" " +
(callOk
? '' +
(callLeg ? "腿" + callLeg + " · Call" : "Call") +
" "
: "—") +
' ' +
row.strike +
' ' +
(putOk ? moneynessBadge(put) : "—") +
' ' +
putAsk +
' ' +
putLev +
" " +
(putOk
? '' +
(putLeg ? "腿" + putLeg + " · Put" : "Put") +
" "
: "—") +
" ";
tbody.appendChild(tr);
});
if (!state.ooStrikeExpandAll && prepared.length > rows.length) {
const hint = document.createElement("tr");
hint.className = "opt-strike-hint-row";
hint.innerHTML =
'默认显示 Call/Put 各最近 3 档 · 点「显示全部」查看该到期更多行权价(若当前为「仅平值」会自动切到「平/虚」) ';
tbody.appendChild(hint);
} else if (state.ooStrikeExpandAll && state.ooMoneyFilter === "otm") {
const hint = document.createElement("tr");
hint.className = "opt-strike-hint-row";
hint.innerHTML =
'当前为「仅虚值」筛选 · 切到「平/虚」可看平值档 ';
tbody.appendChild(hint);
}
tbody.querySelectorAll(".hp-oo-pick").forEach(function (btn) {
btn.addEventListener("click", function () {
const inst = btn.getAttribute("data-inst");
const exp2 = currentExp("hp-oo-exp-select");
const c = (exp2.contracts || []).find(function (x) {
return x.inst_id === inst;
});
if (!c || !matchesOoMoneyFilter(c)) {
alert("期期仅可选平值或虚值,不可选实值");
return;
}
if (!state.legA) state.legA = c;
else if (!state.legB || state.legB.inst_id === state.legA.inst_id) state.legB = c;
else {
state.legA = c;
state.legB = null;
}
state.ooRecommend = null;
syncOoRecommendUI();
renderOoLegs();
});
});
syncOoPickHighlight();
}
function renderOoLegs() {
function fill(tag, c, infoId, sheetsId) {
const info = $(infoId);
const sheets = $(sheetsId);
if (!info) return;
if (!c) {
info.textContent = tag + ": 尚未选用";
if (sheets) {
sheets.disabled = true;
sheets.value = "1";
}
return;
}
info.innerHTML =
tag +
": " +
c.opt_type +
" K" +
c.strike +
" " +
(c.moneyness_label || "") +
" · 卖一 " +
fmtPxSz(c.ask, c.ask_sz, c.ask_estimated, c.tick_sz) +
" " +
c.inst_id +
"";
if (sheets) sheets.disabled = false;
}
fill("腿A", state.legA, "hp-oo-leg-a-info", "hp-oo-sheets-a");
fill("腿B", state.legB, "hp-oo-leg-b-info", "hp-oo-sheets-b");
autoFillOoSheets();
syncOoPickHighlight();
}
function ooSheets(id) {
const n = Number(($(id) && $(id).value) || 1);
return n > 0 ? n : 1;
}
function updateOoPremiumLine() {
const line = $("hp-oo-prem-line");
if (!line) return;
if (!state.legA && !state.legB) {
line.textContent = "";
return;
}
function prem(c, sheets) {
if (!c) return 0;
return Number(c.ask || 0) * sheets * Number(c.ct_mult || 0.01);
}
const a = prem(state.legA, ooSheets("hp-oo-sheets-a"));
const b = prem(state.legB, ooSheets("hp-oo-sheets-b"));
line.textContent =
"预估权利金 A " +
fmt(a, 4) +
" + B " +
fmt(b, 4) +
" ≈ " +
fmt(a + b, 4) +
" USDC";
}
function legPayload(c, sheets) {
return {
opt_type: c.opt_type,
strike: c.strike,
sheets: sheets,
ct_mult: c.ct_mult || 0.01,
ask: c.ask,
inst_id: c.inst_id,
};
}
function setUnderlying(uly, forceReload) {
const next = (uly || "ETH").toUpperCase();
const changed = next !== state.underlying;
state.underlying = next;
syncUnderlyingUI();
if (!changed && !forceReload) return;
state.selected = null;
state.legA = null;
state.legB = null;
state.ooRecommend = null;
syncOoRecommendUI();
if ($("hp-entry")) $("hp-entry").value = "";
if ($("hp-contracts")) $("hp-contracts").value = "";
if ($("hp-tp")) $("hp-tp").value = "";
if ($("hp-sl")) $("hp-sl").value = "";
if ($("hp-profit-rr")) $("hp-profit-rr").value = "2";
if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
if ($("hp-premium-line")) $("hp-premium-line").textContent = "";
if ($("hp-oo-sheets-a")) {
$("hp-oo-sheets-a").value = "1";
$("hp-oo-sheets-a").disabled = true;
}
if ($("hp-oo-sheets-b")) {
$("hp-oo-sheets-b").value = "1";
$("hp-oo-sheets-b").disabled = true;
}
renderOoLegs();
void refreshAll();
}
async function runPreview() {
const isOo = state.mode === "options_options";
const tbody = $("hp-result-tbody");
const summary = $("hp-preview-summary");
const midTh = $("hp-preview-mid-th");
const title = $("hp-preview-title");
state.previewOk = false;
state.previewPlanType = isOo ? "options_options" : "perp_options";
syncPreviewStartBtn();
if (midTh) midTh.textContent = isOo ? "腿盈亏" : "永续/腿盈亏";
if (title) title.textContent = isOo ? "情景测算 · 期期" : "情景测算 · 永期";
if (summary) summary.textContent = "";
if (tbody) tbody.innerHTML = '计算中… （盈利金额/总权利金） ';
} else if (s.rr_at_up != null || s.rr_at_down != null) {
rrLine =
" · 盈亏比 上破 " +
fmtRr(s.rr_at_up) +
(s.at_target_down_total != null ? " / 下破 " + fmtRr(s.rr_at_down) : "") +
'（亏=全额保费 ' +
fmt(s.rr_risk_premium != null ? s.rr_risk_premium : s.premium_paid) +
"） ";
}
const aTot = s.at_rr_a_full_total != null ? s.at_rr_a_full_total : s.at_target_up_total;
const bTot = s.at_rr_b_full_total != null ? s.at_rr_b_full_total : s.at_target_down_total;
summary.innerHTML =
(rrTarget != null ? "腿A达标 " : "上破 ") +
fmtPnlHtml(aTot) +
(bTot != null ? (rrTarget != null ? " · 腿B达标 " : " · 下破 ") + fmtPnlHtml(bTot) : "") +
" · 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;
tbody.innerHTML = "";
(d.scenarios || []).forEach(function (sc) {
const tr = document.createElement("tr");
let mid;
if (sc.perp_pnl != null) {
mid = "永续 " + fmtPnlHtml(sc.perp_pnl);
} else {
mid = "A " + fmtPnlHtml(sc.leg_a_pnl) + " / B " + fmtPnlHtml(sc.leg_b_pnl);
}
const optCol = sc.options_pnl != null ? fmtPnlHtml(sc.options_pnl) : "—";
tr.innerHTML =
"" +
(sc.label || sc.id) +
" " +
fmt(sc.spot) +
" " +
mid +
" " +
optCol +
" " +
fmtPnlHtml(sc.total) +
" " +
(sc.note || "") +
" ";
tbody.appendChild(tr);
});
state.previewOk = true;
syncPreviewStartBtn();
} catch (e) {
state.previewOk = false;
syncPreviewStartBtn();
if (tbody) tbody.innerHTML = '' + (e.message || e) + " 暂无已结束计划 #" +
p.id +
" " +
typeLabel +
" " +
(p.underlying || "") +
" " +
contracts +
"" +
(p.status || "") +
' ' +
fmt(pnl) +
" " +
reasonLabel(p.close_reason) +
" " +
(p.opened_at || "—") +
" " +
(p.closed_at || "—") +
' ' +
'成交细节 ' +
'删除 ' +
" ";
tbody.appendChild(tr);
});
tbody.querySelectorAll(".hp-btn-detail").forEach(function (btn) {
btn.addEventListener("click", function () {
void showPlanDetail(Number(btn.getAttribute("data-id")));
});
});
tbody.querySelectorAll(".hp-btn-del").forEach(function (btn) {
btn.addEventListener("click", function () {
void deletePlan(Number(btn.getAttribute("data-id")));
});
});
} catch (e) {
tbody.innerHTML = '' + (e.message || e) + " 盯盘中 ';
}
if ((p.status || "") === "partial") {
return '半腿待补 ';
}
if ((p.status || "") === "opening") {
return '开仓中 ';
}
return '进行中 ';
}
function completeLegButtonHtml(p) {
if ((p.status || "") !== "partial") return "";
const role = p.missing_leg || "";
let label = "";
if (role === "perp") label = "补开永续";
else if (role === "option_b") label = "补开腿B";
else if (role === "option_hedge" || role === "option_a") label = "补开期权";
else return "";
return (
'' +
label +
" "
);
}
async function completeMissingLeg(planId) {
if (!window.confirm("确认补开缺失腿并真实下单?")) return;
try {
const d = await apiJson("/api/hedge-plan/" + planId + "/complete-leg", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({}),
});
alert("补开成功 #" + (d.plan_id || planId) + " · 已完全成交并进入进行中");
void loadActivePlans();
void loadGates();
} catch (e) {
alert(e.message || String(e));
}
}
async function endActivePlan(planId) {
if (
!window.confirm(
"确认结束计划 #" +
planId +
"？\n不会自动平仓；未成交/待补腿将标为未成交取消。\n已有持仓请自行平掉。"
)
) {
return;
}
try {
const d = await apiJson("/api/hedge-plan/" + planId + "/end", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({}),
});
alert(d.msg || "计划已结束 #" + (d.plan_id || planId));
void loadActivePlans();
void loadHistory();
void loadGates();
void refreshPoStrategyStatus();
} catch (e) {
alert(e.message || String(e));
}
}
function legStatusLabel(st) {
const map = {
open: "持仓中",
pending: "待补/未成交",
cancelled: "未成交取消",
canceled: "未成交取消",
closed: "已平仓",
};
return map[st] || st || "—";
}
async function loadActivePlans() {
const tbody = $("hp-active-tbody");
if (!tbody) return;
try {
const d = await apiJson("/api/hedge-plan/active");
const rows = d.plans || [];
if (!rows.length) {
tbody.innerHTML = '暂无进行中的计划 #" +
p.id +
" " +
typeLabel +
" " +
(p.underlying || "") +
" " +
contracts +
"" +
activeStatusLabel(p) +
" " +
activeTargetLabel(p) +
" " +
(p.opened_at || "—") +
' ' +
completeLegButtonHtml(p) +
'成交细节 ' +
'结束计划 ';
tbody.appendChild(tr);
});
tbody.querySelectorAll(".hp-btn-detail").forEach(function (btn) {
btn.addEventListener("click", function () {
void showPlanDetail(Number(btn.getAttribute("data-id")));
});
});
tbody.querySelectorAll(".hp-btn-complete").forEach(function (btn) {
btn.addEventListener("click", function () {
void completeMissingLeg(Number(btn.getAttribute("data-id")));
});
});
tbody.querySelectorAll(".hp-btn-end").forEach(function (btn) {
btn.addEventListener("click", function () {
void endActivePlan(Number(btn.getAttribute("data-id")));
});
});
} catch (e) {
tbody.innerHTML = '' + (e.message || e) + " 加载中…
';
if (title) title.textContent = "成交细节 #" + planId;
try {
const d = await apiJson("/api/hedge-plan/" + planId);
const p = d.plan || {};
const legs = d.legs || [];
const typeLabel = p.plan_type === "perp_options" ? "永期对冲" : "期期对冲";
let html = "";
html += '';
html += "
类型 " + typeLabel + "
";
html += "
标的 " + (p.underlying || "—");
if (p.direction) html += " · " + (p.direction === "long" ? "做多" : "做空");
html += "
";
html += "
状态 " + (p.status || "—") + " / " + reasonLabel(p.close_reason) + "
";
html += "
时间 " + (p.opened_at || "—") + " → " + (p.closed_at || "—") + "
";
html +=
"
盈亏 永续 " +
fmt(p.realized_pnl_perp) +
" · 期权 " +
fmt(p.realized_pnl_options) +
" · 合计 = 0 ? "hp-pnl-pos" : "hp-pnl-neg") +
'">' +
fmt(p.realized_pnl_total) +
" ≈U
";
if (p.plan_type === "perp_options") {
html +=
"
参考价 开 " +
fmt(p.entry_mark) +
" · 止盈 " +
fmt(p.tp) +
" · 止损 " +
fmt(p.sl) +
" · 杠杆 " +
fmt(p.leverage, 0) +
"x · 张数 " +
fmt(p.perp_size, 4) +
"
";
} else {
if (p.profit_rr != null && Number(p.profit_rr) > 0) {
html +=
"
盈亏比 " +
fmt(p.profit_rr, 2) +
" (盈利金额/总权利金)
";
} else {
html +=
"
目标价 上破 " +
fmt(p.target_price_up || p.target_price) +
" · 下破 " +
fmt(p.target_price_down || p.target_price) +
"
";
}
}
html +=
"
权利金合计 " +
fmt(p.premium_total, 4) +
" USDC
";
html +=
"
合约摘要 " +
(d.contracts_summary || "—") +
"
";
html += "
';
html +=
"角色 合约名称 方向/类型 数量 开仓价 权利金 状态 腿盈亏 成交号 平仓原因 ";
html += " ";
if (!legs.length) {
html += '无腿记录 ";
html += "" + roleLabel(leg.leg_role) + " ";
html += "" + contract + "" + side + " ";
html += "" + fmt(leg.size, leg.leg_role === "perp" ? 4 : 0) + " ";
html += "" + fmt(leg.avg_open, 4) + " ";
html += "" + (leg.premium != null ? fmt(leg.premium, 4) : "—") + " ";
html += "" + legStatusLabel(leg.status) + " ";
html += "" + fmt(leg.realized_pnl, 4) + " ";
html += "" + (leg.exchange_ord_id || "—") + "" + reasonLabel(leg.close_reason) + " ";
html += " ";
});
}
html += "
";
if (p.note) {
html += '备注 ' + String(p.note) + "
";
}
body.innerHTML = html;
} catch (e) {
body.innerHTML = '' + (e.message || e) + "
";
}
}
async function deletePlan(planId) {
if (!window.confirm("确认删除历史计划 #" + planId + "？此操作不可恢复。")) return;
try {
await apiJson("/api/hedge-plan/" + planId, { method: "DELETE" });
await loadHistory();
if (state.tab === "stats") await loadStats();
} catch (e) {
window.alert(e.message || String(e));
}
}
function metricCard(title, m) {
if (!m || !m.count) {
return (
''
);
}
const wr = m.win_rate == null ? "—" : (Number(m.win_rate) * 100).toFixed(1) + "%";
let pf = "—";
if (m.profit_factor_infinite) pf = "∞";
else if (m.profit_factor != null) pf = fmt(m.profit_factor, 2);
return (
'' +
title +
" " +
"笔数 " +
m.count +
" 胜率 " +
wr +
" (" +
m.wins +
"/" +
m.count +
") 净盈亏≈U = 0 ? "hp-pnl-pos" : "hp-pnl-neg") +
'">' +
fmt(m.net_pnl) +
" 盈亏比 " +
pf +
" 毛利/|毛亏| 最大盈利 " +
fmt(m.max_profit) +
" 最大亏损 " +
fmt(m.max_loss) +
" 最大回撤 " +
fmt(m.max_drawdown) +
" 平均保费 " +
fmt(m.avg_premium, 4) +
" ';
html +=
'
总览 活跃 ' +
(d.active || 0) +
" · 已结 " +
(d.closed_count || 0) +
' · 合计 ' +
fmt(d.closed_pnl_total) +
" ≈U
";
html += metricCard("永期对冲", by.perp_options);
html += metricCard("期期对冲", by.options_options);
html += "
';
if (poB.tp && poB.tp.count) html += metricCard("永期·止盈桶", poB.tp);
if (poB.sl && poB.sl.count) html += metricCard("永期·止损桶", poB.sl);
if (ooB.expiry_loss && ooB.expiry_loss.count) html += metricCard("期期·到期亏损", ooB.expiry_loss);
if (ooB.expiry_win && ooB.expiry_win.count) html += metricCard("期期·到期盈利", ooB.expiry_win);
html += "
";
}
box.innerHTML = html;
} catch (e) {
box.textContent = e.message || String(e);
}
}
async function startOptionPrimaryWatch() {
try {
const optPts = numInput("hp-opt-target-pts", NaN);
const perpPts = numInput("hp-perp-target-pts", NaN);
const prem = numInput("hp-premium-budget", 0);
const optLev = numInput("hp-opt-leverage", 200);
if (!(prem > 0)) throw new Error("请填写权利金预算");
if (!(optPts > 0) || !(perpPts > 0)) throw new Error("请填写期权/永续目标位点数(须大于0)");
if (!(optLev > 0)) throw new Error("请填写期权杠杆门槛");
if (!(state.market && state.market.exchange_symbol)) throw new Error("永续行情未就绪,请先刷新");
if (!state.canStart) {
throw new Error("当前不可启动(门禁未满足),请查看上方提示");
}
const msg =
"确认启动盯盘?\n" +
"类型 " +
(opMoneyKind() === "otm" ? "虚值" : opMoneyKind() === "atm" ? "平值" : "实/平") +
" · 间隔 " +
numInput("hp-strike-interval", 15) +
" · 杠杆≥" +
optionPrimaryMinLev() +
"\n达标后自动开仓(非现场立即开)";
if (!window.confirm(msg)) return;
const body = {
plan_type: "perp_options",
option_primary: true,
watch_entry: 1,
underlying: state.underlying,
direction: getDirection(),
exchange_symbol: state.market.exchange_symbol,
contract_size: state.market.contract_size || 0.01,
index_px: indexPx() || Number(state.market.mark || 0),
entry: indexPx() || Number(state.market.mark || 0),
premium_budget: prem,
option_perp_ratio: numInput("hp-opt-perp-ratio", 4),
option_target_points: optPts,
perp_target_points: perpPts,
strike_interval: numInput("hp-strike-interval", 15),
min_option_hours: numInput("hp-min-hours", 36),
option_leverage: optLev,
leverage: numInput("hp-perp-leverage", 100),
moneyness: opMoneyKind(),
};
const d = await apiJson("/api/hedge-plan/start", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify(body),
});
setGateLine(d.gates);
setPoStrategyStatus("watching", d.plan_id || null);
alert((d.msg || "已启动盯盘") + (d.plan_id ? "\n计划 #" + d.plan_id : ""));
void refreshPoStrategyStatus();
void loadGates();
} catch (e) {
alert(e.message || String(e));
}
}
async function startPlan(planType, fromPreviewModal) {
const isOo = planType === "options_options";
const startBtn = $("hp-preview-start");
try {
let body;
if (isOo) {
if (!state.legA || !state.legB) throw new Error("请选用两条期权腿");
if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
throw new Error("期期两腿须为平值或虚值,不可选实值");
}
const rr = Number(($("hp-profit-rr") && $("hp-profit-rr").value) || 0);
if (!(rr > 0)) throw new Error("请填写盈亏比(须大于0,默认2)");
body = {
plan_type: "options_options",
underlying: state.underlying,
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")),
leg_b: legPayload(state.legB, ooSheets("hp-oo-sheets-b")),
};
} else {
if (!state.selected) throw new Error("请选用期权腿");
if (isOptionPrimary()) {
const sized = computeOpSizing(state.selected.ask, state.selected.ct_mult || 0.01);
if (!sized) throw new Error("请填写权利金并确认卖一有效");
const optPts = numInput("hp-opt-target-pts", NaN);
const perpPts = numInput("hp-perp-target-pts", NaN);
if (!(optPts > 0) || !(perpPts > 0)) throw new Error("请填写期权/永续目标位点数(须大于0)");
const exp = currentExp("hp-exp-select");
const entry = indexPx() || Number((state.market && state.market.mark) || 0);
body = {
plan_type: "perp_options",
option_primary: true,
underlying: state.underlying,
direction: getDirection(),
entry: entry,
contracts: sized.contracts,
sheets: sized.sheets,
contract_size: (state.market && state.market.contract_size) || 0.01,
ct_mult: state.selected.ct_mult || 0.01,
opt_inst_id: state.selected.inst_id,
opt_type: state.selected.opt_type,
strike: state.selected.strike,
ask: state.selected.ask,
index_px: entry,
exchange_symbol: (state.market && state.market.exchange_symbol) || "",
leverage: numInput("hp-perp-leverage", 100),
option_leverage: numInput("hp-opt-leverage", 100),
premium_budget: numInput("hp-premium-budget", 0),
option_perp_ratio: numInput("hp-opt-perp-ratio", 2),
option_target_points: optPts,
perp_target_points: perpPts,
strike_interval: numInput("hp-strike-interval", 15),
min_option_hours: numInput("hp-min-hours", 36),
moneyness: opMoneyKind(),
hours_to_expiry: exp ? hoursFromExpMs(exp.exp_time) : null,
};
} else {
const m = (state.selected.moneyness || "").toLowerCase();
if (m === "otm") throw new Error("永期保险腿须为实值或平值,不可选虚值");
const entry = Number(($("hp-entry") && $("hp-entry").value) || 0);
const tp = Number(($("hp-tp") && $("hp-tp").value) || 0);
const sl = Number(($("hp-sl") && $("hp-sl").value) || 0);
const contracts = Number(($("hp-contracts") && $("hp-contracts").value) || 0);
const sheets = Number(($("hp-sheets") && $("hp-sheets").value) || 1);
if (!entry || !tp || !sl || !contracts) throw new Error("请完整填写开仓/止盈/止损/张数");
body = {
plan_type: "perp_options",
underlying: state.underlying,
direction: getDirection(),
entry: entry,
tp: tp,
sl: sl,
contracts: contracts,
sheets: sheets,
opt_inst_id: state.selected.inst_id,
opt_type: state.selected.opt_type,
strike: state.selected.strike,
ask: state.selected.ask,
index_px: indexPx() || entry,
exchange_symbol: (state.market && state.market.exchange_symbol) || "",
leverage: 10,
margin: state.market && state.market.full_margin_sizing && state.market.full_margin_sizing.margin_capital,
};
}
}
if (!fromPreviewModal) {
if (!window.confirm("确认启动对冲计划并真实下单?\n(将按期权账户/合约账户分别下单)")) return;
}
if (startBtn) startBtn.disabled = true;
const d = await apiJson("/api/hedge-plan/start", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify(body),
});
setGateLine(d.gates);
closePreviewModal();
const refreshHint =
d.refresh && d.refresh.msg ? "\n" + String(d.refresh.msg) : "";
if (d.partial) {
alert(
(d.msg || "半腿失败,已挂待补") +
(d.plan_id ? "\n计划 #" + d.plan_id : "") +
refreshHint +
"\n请到「进行中的计划」补开缺失腿"
);
state.tab = "active";
syncTabUI();
void loadActivePlans();
} else {
alert(
"计划已启动 #" +
(d.plan_id || "") +
(d.dry_run ? " (dry_run)" : "") +
refreshHint
);
}
void loadGates();
if (isOo) void loadChain();
} catch (e) {
alert(e.message || String(e));
syncPreviewStartBtn();
}
}
async function refreshAll() {
if (state.tab === "perp_options" || state.tab === "options_options") {
await loadGates();
}
try {
await loadMarket();
} catch (e) {
const q = $("hp-perp-quote");
if (q) q.textContent = e.message || String(e);
}
try {
await loadChain();
} catch (e) {
const tbody = $("hp-strike-tbody");
if (tbody) tbody.innerHTML = '' + (e.message || e) + "