dekun
186 lines
8.2 KiB
Python
186 lines
8.2 KiB
Python
"""中控只读聚合:OKX 期权持仓 / 资金(轻量,不含历史统计)."""
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from __future__ import annotations
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import os
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from typing import Any
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def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
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if not cfg.get("enabled"):
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return {"ok": True, "enabled": False}
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ex = cfg.get("exchange_options")
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ready_fn = cfg.get("options_api_ready")
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if not callable(ready_fn):
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return {"ok": False, "enabled": True, "msg": "期权模块未就绪"}
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ok, reason = ready_fn(ex)
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if not ok:
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return {"ok": False, "enabled": True, "msg": reason or "期权 API 未配置"}
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try:
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from lib.options.options_position_limit_lib import options_max_active_positions
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from lib.options.options_positions_lib import build_display_option_positions
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raw = cfg["fetch_option_positions"](ex)
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if raw is None:
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return {"ok": False, "enabled": True, "msg": "获取期权持仓失败"}
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positions = build_display_option_positions(cfg, ex, raw)
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target_monitors: list[dict[str, Any]] = []
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try:
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conn = cfg["get_db"]()
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try:
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from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
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from lib.options.options_profit_exit_lib import profit_exit_by_inst
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from lib.options.options_target_lib import list_active_targets, list_closing_targets, targets_by_inst
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target_monitors = list_active_targets(conn) + list_closing_targets(conn)
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tgt_map = targets_by_inst(conn)
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hedge_target_map = active_options_targets_by_inst(conn)
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profit_exit_map = profit_exit_by_inst(conn)
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target_monitors.extend(hedge_target_map.values())
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for pe in profit_exit_map.values():
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if pe.get("profit_exit_enabled"):
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target_monitors.append(
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{
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"inst_id": pe.get("inst_id"),
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"exit_mode": "profit_exit",
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"profit_exit_mult": pe.get("profit_exit_mult"),
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"profit_exit_enabled": True,
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}
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)
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for p in positions:
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mon = tgt_map.get(str(p.get("inst_id") or ""))
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if mon:
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p["target_index"] = mon.get("target_index")
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p["target_monitor_id"] = mon.get("id")
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p["target_monitor"] = mon
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pe = profit_exit_map.get(str(p.get("inst_id") or ""))
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if pe:
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p["profit_exit_enabled"] = pe.get("profit_exit_enabled")
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p["profit_exit_mult"] = pe.get("profit_exit_mult")
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p["profit_exit_state"] = pe.get("profit_exit_state")
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p["profit_exit_required_recycle"] = pe.get("required_recycle")
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hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
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if hedge_target:
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p["hedge_plan_target"] = hedge_target
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if not mon:
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# 中控卡片共用 target_index 只读展示；实际平仓仍由对冲计划监控处理。
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p["target_index"] = hedge_target.get("target_index")
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try:
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from lib.instance.instance_dashboard_lib import (
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_format_options_target,
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_resolve_options_source,
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)
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inst = str(p.get("inst_id") or "")
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source_key, source_label, source_plan_id = _resolve_options_source(conn, inst)
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p["source"] = source_key
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p["source_label"] = source_label
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p["source_plan_id"] = source_plan_id
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p["target_monitor_text"] = _format_options_target(p)
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except Exception:
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p.setdefault("source_label", "—")
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p.setdefault("source_plan_id", None)
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p.setdefault("target_monitor_text", "—")
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finally:
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conn.close()
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except Exception:
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target_monitors = []
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from lib.options.options_positions_lib import display_pnl_from_option_row
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upl_total = 0.0
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has_upl = False
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for p in positions:
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# 与持仓卡展示一致:优先买一净盈亏,残档回退交易所 upl
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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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has_upl = True
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upl_total += float(pnl)
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bal = cfg["fetch_options_balances"](ex)
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from lib.options.options_margin_mode_lib import (
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is_coin_margin_mode,
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normalize_options_margin_mode,
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premium_ccy_for_mode,
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)
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margin_mode = normalize_options_margin_mode()
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for p in positions:
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mid = str(p.get("inst_id") or "")
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from lib.options.options_margin_mode_lib import margin_mode_from_inst_id
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row_mode = margin_mode_from_inst_id(mid) if mid else margin_mode
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p["margin_mode"] = row_mode
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p["premium_ccy"] = p.get("premium_ccy") or premium_ccy_for_mode(
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row_mode, str(p.get("underlying") or mid.split("-")[0] if mid else "ETH")
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)
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p["margin_mode_label"] = "币本位" if row_mode == "coin" else "USDC"
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underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
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options_index_px = None
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try:
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from lib.exchange.okx_options_lib import fetch_index_price
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options_index_px = fetch_index_price(ex, underly)
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except Exception:
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options_index_px = None
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if options_index_px is None:
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for p in positions:
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try:
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px = float(p.get("idx_px") or p.get("idxPx") or 0)
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except (TypeError, ValueError):
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px = 0
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if px > 0:
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options_index_px = px
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break
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coin_budget = None
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bridge_status = None
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open_bridges = []
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if is_coin_margin_mode():
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try:
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from lib.options.options_coin_open_lib import coin_budget_preview
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coin_budget = coin_budget_preview(cfg, ex)
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except Exception:
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coin_budget = None
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try:
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conn_b = cfg["get_db"]()
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try:
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from lib.options.options_spot_bridge_lib import list_open_bridges
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open_bridges = list_open_bridges(conn_b)
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if open_bridges:
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bridge_status = str(open_bridges[0].get("status") or "")
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finally:
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conn_b.close()
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except Exception:
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open_bridges = []
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return {
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"ok": True,
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"enabled": True,
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"positions": positions,
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"position_count": len(positions),
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"target_monitors": target_monitors,
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"upl_total_usdc": round(upl_total, 4) if has_upl else None,
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"balances": bal,
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"funding_usdc": bal.get("funding_usdc"),
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"funding_usdt": bal.get("funding_usdt"),
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"trading_usdc": bal.get("trading_usdc"),
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"trading_usdt": bal.get("trading_usdt"),
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# 监控区不用历史统计;保留空对象兼容旧调用方
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"stats": {},
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"trade_budget": cfg.get("trade_budget"),
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"account_label": cfg.get("account_label") or "OKX期权",
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"max_active_positions": options_max_active_positions(),
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"options_margin_mode": margin_mode,
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"options_margin_mode_label": "币本位" if margin_mode == "coin" else "USDC",
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"options_underly": underly,
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"options_index_px": options_index_px,
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"coin_budget": coin_budget,
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"bridge_status": bridge_status,
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"open_bridges": open_bridges,
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}
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except Exception as e:
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return {"ok": False, "enabled": True, "msg": str(e)}
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