dekun
268 lines
10 KiB
Python
268 lines
10 KiB
Python
"""中控资金统计:期权 USDC/USDT 按 1:1 计入 USDT 合计."""
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from __future__ import annotations
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from typing import Any, Optional
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def _safe_float(value: Any) -> Optional[float]:
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try:
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if value is None or value == "":
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return None
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v = float(value)
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return v if v >= 0 else None
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except (TypeError, ValueError):
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return None
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def _account_total_usdt(funding: Any, trading: Any) -> Optional[float]:
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fu = _safe_float(funding)
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tu = _safe_float(trading)
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if fu is None or tu is None:
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return None
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return round(fu + tu, 4)
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def stablecoin_usdt_equiv(value: Any) -> Optional[float]:
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"""USDC / USDT 按 1:1 折算为 USDT 统计口径."""
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return _safe_float(value)
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def _sum_optional(*values: Any) -> Optional[float]:
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parts = [_safe_float(v) for v in values]
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present = [p for p in parts if p is not None]
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if not present:
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return None
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return round(sum(present), 4)
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def options_balances_usdt_equiv(options_snap: dict[str, Any] | None) -> dict[str, Any]:
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"""从期权 snapshot 提取资金户/交易户 USDT 等价余额.
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- funding_usdt / trading_usdt: USDT+USDC(+USDG) 全账户(勿与永续 USDT 再加总)
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- funding_usdc_equiv / trading_usdc_equiv: 仅非 USDT 稳定币,可安全加到永续 USDT 上
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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:
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return {
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"ok": False,
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"funding_usdt": None,
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"trading_usdt": None,
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"funding_usdc_equiv": None,
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"trading_usdc_equiv": None,
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}
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if snap.get("ok") is False:
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return {
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"ok": False,
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"funding_usdt": None,
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"trading_usdt": None,
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"funding_usdc_equiv": None,
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"trading_usdc_equiv": None,
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}
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bal = snap.get("balances") if isinstance(snap.get("balances"), dict) else snap
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funding_usdc_equiv = _sum_optional(bal.get("funding_usdc"), bal.get("funding_usdg"))
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trading_usdc_equiv = _sum_optional(bal.get("trading_usdc"), bal.get("trading_usdg"))
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funding = _sum_optional(bal.get("funding_usdt"), funding_usdc_equiv)
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trading = _sum_optional(bal.get("trading_usdt"), trading_usdc_equiv)
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ok = funding is not None and trading is not None
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return {
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"ok": ok,
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"funding_usdt": funding,
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"trading_usdt": trading,
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"funding_usdc_equiv": funding_usdc_equiv,
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"trading_usdc_equiv": trading_usdc_equiv,
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}
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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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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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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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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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return round(total_u, 4)
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except Exception:
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pass
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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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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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def options_open_position_count(options_snap: dict[str, Any] | None) -> int:
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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 0
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if snap.get("position_count") is not None:
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try:
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return max(0, int(snap.get("position_count")))
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except (TypeError, ValueError):
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pass
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pos = snap.get("positions")
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return len(pos) if isinstance(pos, list) else 0
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def merge_perp_options_balances(
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perpetual_funding_usdt: Any,
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perpetual_trading_usdt: Any,
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options_snap: dict[str, Any] | None,
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) -> dict[str, Any]:
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"""永续 USDT + 期权非 USDT 稳定币合并为中控总资金(避免 OKX 同账户 USDT 双计).
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与实例顶栏 total_funds_usdt(..., options_usdc, None, None) 口径一致:
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期权 snapshot 里的 USDT 与永续资金/交易户是同一钱包,只把 USDC/USDG 加上.
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"""
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opt = options_balances_usdt_equiv(options_snap)
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# 展示用期权户:优先非 USDT 稳定币;若仅有 USDT 则仍给出全量以便辨识
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opt_fund_disp = opt.get("funding_usdc_equiv")
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opt_trade_disp = opt.get("trading_usdc_equiv")
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if opt_fund_disp is None and opt_trade_disp is None and opt.get("ok"):
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opt_fund_disp = opt.get("funding_usdt")
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opt_trade_disp = opt.get("trading_usdt")
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if opt.get("ok"):
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if perpetual_funding_usdt is None and perpetual_trading_usdt is None:
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# 永续账户未取到时,期权 snapshot 已含同账户 USDT+USDC,直接用全量
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funding = opt.get("funding_usdt")
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trading = opt.get("trading_usdt")
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else:
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funding = _sum_optional(perpetual_funding_usdt, opt.get("funding_usdc_equiv"))
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trading = _sum_optional(perpetual_trading_usdt, opt.get("trading_usdc_equiv"))
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else:
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funding = _safe_float(perpetual_funding_usdt)
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trading = _safe_float(perpetual_trading_usdt)
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total = _account_total_usdt(funding, trading)
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# 任一侧齐全即可展示;永续缺一侧但有期权 USDC 时仍尽量给出合计
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if total is None:
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total = _sum_optional(funding, trading)
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perp_total = _account_total_usdt(perpetual_funding_usdt, perpetual_trading_usdt)
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opt_total = _account_total_usdt(opt.get("funding_usdt"), opt.get("trading_usdt"))
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data_ok = total is not None
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return {
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"perpetual_funding_usdt": _safe_float(perpetual_funding_usdt),
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"perpetual_trading_usdt": _safe_float(perpetual_trading_usdt),
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"options_funding_usdt": opt_fund_disp,
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"options_trading_usdt": opt_trade_disp,
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"options_funding_full_usdt": opt.get("funding_usdt"),
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"options_trading_full_usdt": opt.get("trading_usdt"),
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"options_ok": bool(opt.get("ok")),
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"funding_usdt": funding,
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"trading_usdt": trading,
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"total_usdt": total,
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"perpetual_total_usdt": perp_total,
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"options_total_usdt": opt_total,
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"data_ok": data_ok,
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}
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def repair_double_counted_fund_entry(ac: dict[str, Any]) -> dict[str, Any]:
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"""识别并修复历史快照中「永续 USDT + 期权(USDT+USDC)」的双计.
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旧口径 options_* 存的是 USDT+USDC 全量,且 funding≈2×期权资金户 USDT 部分.
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新口径 options_* 多为纯 USDC,不会误伤.
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"""
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if not isinstance(ac, dict):
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return {}
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out = dict(ac)
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ofu = _safe_float(ac.get("options_funding_usdt"))
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otu = _safe_float(ac.get("options_trading_usdt"))
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fu = _safe_float(ac.get("funding_usdt"))
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tu = _safe_float(ac.get("trading_usdt"))
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if ofu is None or otu is None or fu is None or tu is None:
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return out
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if ofu < 1.0:
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return out
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ratio = fu / ofu if ofu > 0 else 0.0
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# 经典双计:合并资金户 ≈ 2 × 期权资金户(同钱包 USDT 加了两遍)
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if 1.8 <= ratio <= 2.25:
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out["funding_usdt"] = ofu
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out["trading_usdt"] = otu
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out["total_usdt"] = round(ofu + otu, 4)
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out["repaired_double_count"] = True
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return out
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def merge_board_row_balances(row: dict[str, Any]) -> dict[str, Any]:
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"""监控板行 → 含期权的资金统计."""
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caps = row.get("capabilities") or []
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options_snap = row.get("options") if "options" in caps else None
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merged = merge_perp_options_balances(
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row.get("funding_usdt") if row.get("account_ok") else None,
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row.get("trading_usdt") if row.get("account_ok") else None,
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options_snap,
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)
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merged["options_float_pnl_u"] = options_float_pnl_usdt(options_snap)
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merged["options_open_position_count"] = options_open_position_count(options_snap)
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return merged
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