"""OKX 单笔期权本位模式与币本位 USDT 预算.""" from __future__ import annotations import os from typing import Any MODE_USDC = "usdc" MODE_COIN = "coin" def _env_bool(name: str, default: bool = False) -> bool: v = (os.getenv(name) or "").strip().lower() if not v: return default return v in ("1", "true", "yes", "on", "y") def _env_float(name: str, default: float) -> float: try: return float(os.getenv(name) or default) except (TypeError, ValueError): return float(default) def normalize_options_margin_mode(raw: Any = None) -> str: """返回 usdc | coin.""" if raw is None: raw = os.getenv("OKX_OPTIONS_MARGIN_MODE") v = str(raw or MODE_USDC).strip().lower() if v in ("coin", "coin_margin", "crypto", "crypto_margin", "币本位"): return MODE_COIN return MODE_USDC def is_coin_margin_mode(raw: Any = None) -> bool: return normalize_options_margin_mode(raw) == MODE_COIN def inst_family_for_underlying(underlying: str, *, margin_mode: str | None = None) -> str: u = (underlying or "ETH").strip().upper() or "ETH" mode = normalize_options_margin_mode(margin_mode) if mode == MODE_COIN: return f"{u}-USD" return f"{u}-USD_UM" def margin_mode_from_inst_id(inst_id: str) -> str: inst = (inst_id or "").strip().upper() if not inst: return normalize_options_margin_mode() if "_UM" in inst: return MODE_USDC # ETH-USD-260701-2500-C / BTC-USD-... if "-USD-" in inst and "_UM" not in inst: return MODE_COIN return normalize_options_margin_mode() def premium_ccy_for_mode(margin_mode: str, underlying: str = "ETH") -> str: if normalize_options_margin_mode(margin_mode) == MODE_COIN: return (underlying or "ETH").strip().upper() or "ETH" return "USDC" def spot_quote_inst_id(underlying: str) -> str: """现货市价买卖: ETH-USDT / BTC-USDT.""" u = (underlying or "ETH").strip().upper() or "ETH" return f"{u}-USDT" def compute_coin_budget_usdt( trading_usdt: float, *, compound: bool | None = None, buffer: float | None = None, fixed_budget_usdt: float | None = None, max_enabled: bool | None = None, max_usdt: float | None = None, ) -> dict[str, Any]: """ 币本位单笔 USDT 预算. 复利开: trading_usdt × buffer; 复利关: fixed × buffer. 上限开: min(..., max_usdt). """ bal = max(0.0, float(trading_usdt or 0)) use_compound = _env_bool("OKX_OPTIONS_COIN_COMPOUND", True) if compound is None else bool(compound) buf = float(buffer) if buffer is not None else _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95) if buf <= 0: buf = 0.95 fixed = ( float(fixed_budget_usdt) if fixed_budget_usdt is not None else _env_float("OKX_OPTIONS_COIN_BUDGET_USDT", 10.0) ) if use_compound: raw = bal * buf source = "compound" else: raw = max(0.0, fixed) * buf source = "fixed" capped = False max_on = ( _env_bool("OKX_OPTIONS_COIN_MAX_USDT_ENABLED", False) if max_enabled is None else bool(max_enabled) ) max_n = ( float(max_usdt) if max_usdt is not None else _env_float("OKX_OPTIONS_COIN_MAX_USDT", 50.0) ) budget = raw if max_on and max_n > 0 and budget > max_n: budget = max_n capped = True return { "ok": budget > 0, "budget_usdt": round(budget, 8), "raw_usdt": round(raw, 8), "trading_usdt": round(bal, 8), "buffer": buf, "compound": use_compound, "source": source, "max_enabled": max_on, "max_usdt": max_n if max_on else None, "capped_by_max": capped, "msg": "" if budget > 0 else "交易账户 USDT 不足,无法计算币本位预算", } def calc_sheets_from_coin_balance( *, quote_per_unit: float, ct_mult: float, min_sz: int, coin_available: float, ) -> dict[str, Any]: """用可用标的币尽量开满(权利金以币计).""" import math ask = float(quote_per_unit or 0) mult = float(ct_mult or 0.01) need = max(1, int(min_sz or 1)) coin = max(0.0, float(coin_available or 0)) if ask <= 0 or mult <= 0: return {"ok": False, "msg": "卖一价无效", "sheets": 0, "coin_premium": 0.0} per_sheet = ask * mult if per_sheet <= 0: return {"ok": False, "msg": "无法计算单张权利金(币)", "sheets": 0, "coin_premium": 0.0} sheets = int(math.floor((coin / per_sheet) + 1e-12)) if sheets < need: return { "ok": False, "msg": f"可用币不足,无法买入 {need} 张(单张约 {per_sheet:.8g} 币,可用 {coin:g})", "sheets": sheets, "coin_premium": round(sheets * per_sheet, 8), "per_sheet_coin": per_sheet, } prem = sheets * per_sheet return { "ok": True, "msg": "", "sheets": sheets, "coin_premium": round(prem, 8), "per_sheet_coin": per_sheet, "eth_amount": round(sheets * mult, 8), }