dekun
1228 lines
47 KiB
Python
1228 lines
47 KiB
Python
"""OKX 期权模块:Flask 路由注册."""
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from __future__ import annotations
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import os
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import threading
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import time
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from typing import Any
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from flask import Flask, jsonify, redirect, request, url_for
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from jinja2 import ChoiceLoader, FileSystemLoader
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from lib.options.options_db import init_options_tables, sum_open_premium_paid, sum_open_sheets
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from lib.options.options_monitor_lib import options_monitor_loop
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from lib.options.options_pricing_lib import (
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calc_order_size,
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ct_mult_from_meta,
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min_sz_from_meta,
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premium_per_sheet,
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)
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from lib.exchange.okx_options_lib import (
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_safe_float,
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cap_option_buy_sheets_to_ask_depth,
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option_buy_liquidity_ok,
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td_mode_for_option_buy,
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)
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def _env_bool(key: str, default: bool = False) -> bool:
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raw = (os.getenv(key) or "").strip().lower()
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if not raw:
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return default
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return raw in ("1", "true", "yes", "on")
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def _env_float(key: str, default: float) -> float:
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try:
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return float(os.getenv(key, str(default)))
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except (TypeError, ValueError):
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return default
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def attach_options_templates(app: Flask, repo_root: str) -> None:
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tpl_dir = os.path.join(repo_root, "lib", "options", "templates")
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if not os.path.isdir(tpl_dir):
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return
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existing = app.jinja_loader
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loaders = [FileSystemLoader(tpl_dir)]
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if existing is not None:
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if isinstance(existing, ChoiceLoader):
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loaders = list(existing.loaders) + loaders
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else:
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loaders.insert(0, existing)
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app.jinja_loader = ChoiceLoader(loaders)
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def install_options_trading(app: Flask, repo_root: str, app_module: Any) -> None:
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enabled = _env_bool("OKX_OPTIONS_ENABLED", False)
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attach_options_templates(app, repo_root)
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cfg = _build_cfg(app_module)
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app.extensions["options_cfg"] = cfg
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register_options_routes(app, cfg)
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_register_options_hub_bridge(app, cfg)
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if enabled:
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_start_monitor_thread(app, cfg)
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def _register_options_hub_bridge(app: Flask, cfg: dict[str, Any]) -> None:
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from lib.options.options_hub_lib import build_options_hub_snapshot
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def snapshot_fn():
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return build_options_hub_snapshot(cfg)
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hub_ctx = dict(app.config.get("HUB_CTX") or {})
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hub_ctx["options_snapshot_fn"] = snapshot_fn
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app.config["HUB_CTX"] = hub_ctx
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def _build_cfg(app_module: Any) -> dict[str, Any]:
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from lib.exchange.okx_options_lib import (
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build_option_chain,
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estimate_usdt_to_usdc,
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execute_convert,
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fetch_option_book_depth,
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fetch_option_positions,
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fetch_options_balances,
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format_position_row,
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options_api_ready,
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cancel_option_order,
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fetch_option_pending_orders,
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place_option_limit_order,
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place_option_market_order,
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quote_option_contract,
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spot_market_swap_usdt_usdc,
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transfer_ccy,
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transfer_main_sub_account,
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)
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return {
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"enabled": _env_bool("OKX_OPTIONS_ENABLED", False),
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"sub_account_name": (os.getenv("OKX_SUB_ACCOUNT_NAME") or "").strip(),
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"get_db": app_module.get_db,
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"login_required": app_module.login_required,
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"exchange_options": getattr(app_module, "exchange_options", None),
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"send_wechat": app_module.send_wechat_msg,
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"render_main_page": app_module.render_main_page,
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"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", 10.0),
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"budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95),
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"default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
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"max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
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"chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
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"itm_max_dist": _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0),
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"td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "isolated").strip(),
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# 市价平仓已硬关闭(忽略 env),仅买一限价
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"allow_market_close": False,
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# 平仓限价挂单超时自动撤单(秒);默认 600=10 分钟,联调可设 60
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"pending_ttl_seconds": _env_float("OKX_OPTIONS_PENDING_TTL_SECONDS", 600.0),
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"profit_ratio": _env_float("OKX_OPTIONS_PROFIT_ALERT_RATIO", 1.0),
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"poll_seconds": _env_float("OKX_OPTIONS_POLL_SECONDS", 15.0),
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"account_label": (os.getenv("OKX_OPTIONS_ACCOUNT_LABEL") or "OKX期权").strip(),
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"build_option_chain": build_option_chain,
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"quote_option_contract": quote_option_contract,
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"fetch_option_book_depth": fetch_option_book_depth,
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"place_option_limit_order": place_option_limit_order,
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"place_option_market_order": place_option_market_order,
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"fetch_option_pending_orders": fetch_option_pending_orders,
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"cancel_option_order": cancel_option_order,
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"fetch_option_positions": fetch_option_positions,
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"fetch_options_balances": fetch_options_balances,
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"format_position_row": format_position_row,
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"estimate_usdt_to_usdc": estimate_usdt_to_usdc,
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"execute_convert": execute_convert,
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"transfer_ccy": transfer_ccy,
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"spot_market_swap_usdt_usdc": spot_market_swap_usdt_usdc,
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"transfer_main_sub_account": transfer_main_sub_account,
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"options_api_ready": options_api_ready,
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"app_module": app_module,
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}
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def _mark_balances_stale(cfg: dict[str, Any]) -> None:
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from lib.exchange.okx_options_lib import invalidate_options_balance_cache
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from lib.instance.instance_live_push_lib import notify_instance_balance_changed
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invalidate_options_balance_cache()
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app_mod = cfg.get("app_module")
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if app_mod is not None and hasattr(app_mod, "invalidate_account_balance_cache"):
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app_mod.invalidate_account_balance_cache()
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try:
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notify_instance_balance_changed()
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except Exception:
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pass
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def _require_options_ex(cfg: dict[str, Any]):
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if not cfg.get("enabled"):
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return None, "期权模块未启用,请在 .env 设置 OKX_OPTIONS_ENABLED=true 并重启 PM2"
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ex = cfg.get("exchange_options")
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ok, reason = cfg["options_api_ready"](ex)
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if not ok:
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return None, reason or "期权 API 未配置"
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return ex, ""
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def _budget_full_usdc(cfg: dict[str, Any], ex: Any) -> tuple[float | None, str]:
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"""交易账户 USDC 可用余额(由 calc_order_size 再乘 budget_buffer 留余量)."""
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from lib.exchange.okx_options_lib import fetch_options_trading_usdc
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raw = fetch_options_trading_usdc(ex)
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if raw is None or float(raw) <= 0:
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return None, "交易账户 USDC 可用余额不足"
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return float(raw), ""
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def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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return sum_open_premium_paid(conn, inst_id)
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finally:
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conn.close()
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def _position_avail_sheets(pos: dict[str, Any]) -> int:
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avail = _safe_float(pos.get("availPos"))
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if avail is None or avail <= 0:
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avail = abs(_safe_float(pos.get("pos")) or 0)
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return max(0, int(avail or 0))
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def _find_position(rows: list[dict[str, Any]] | None, inst_id: str) -> dict[str, Any] | None:
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return next((p for p in rows or [] if str(p.get("instId")) == inst_id), None)
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def _refresh_position_avail(cfg: dict[str, Any], ex: Any, inst_id: str) -> int | None:
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from lib.exchange.okx_options_lib import invalidate_option_positions_cache
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invalidate_option_positions_cache()
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raw = cfg["fetch_option_positions"](ex)
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if raw is None:
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return None
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pos = _find_position(raw, inst_id)
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if not pos:
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return 0
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return _position_avail_sheets(pos)
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def _enrich_position_row_display(
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cfg: dict[str, Any],
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ex: Any,
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raw_pos: dict[str, Any],
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*,
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meta_cache: dict[str, dict[str, Any] | None] | None = None,
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premium_override: float | None = None,
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) -> dict[str, Any]:
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from lib.options.options_history_lib import enrich_position_row_display
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return enrich_position_row_display(
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cfg,
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ex,
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raw_pos,
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meta_cache=meta_cache,
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premium_override=premium_override,
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)
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def _attach_close_preview(
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cfg: dict[str, Any],
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ex: Any,
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row: dict[str, Any],
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*,
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sheets: int | None = None,
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premium_paid: float | None = None,
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) -> dict[str, Any]:
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from lib.options.options_positions_lib import attach_close_preview
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return attach_close_preview(
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cfg,
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ex,
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row,
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sheets=sheets,
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premium_paid=premium_paid,
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)
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_OPTIONS_SYNC_LOCK = threading.Lock()
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_OPTIONS_SYNC_LAST_AT = 0.0
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_OPTIONS_SYNC_INTERVAL_SEC = 15.0
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def _sync_options_trades(
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cfg: dict[str, Any],
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*,
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raw_positions: list[dict[str, Any]] | None = None,
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force: bool = False,
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) -> None:
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global _OPTIONS_SYNC_LAST_AT
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ex = cfg.get("exchange_options")
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if ex is None:
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return
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now = time.time()
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with _OPTIONS_SYNC_LOCK:
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if not force and now - _OPTIONS_SYNC_LAST_AT < _OPTIONS_SYNC_INTERVAL_SEC:
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return
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_OPTIONS_SYNC_LAST_AT = now
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from lib.exchange.okx_options_lib import fetch_option_position_history
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from lib.options.options_monitor_lib import reconcile_live_open_trades, sync_open_options_trades
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if raw_positions is None:
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raw = cfg["fetch_option_positions"](ex)
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if raw is None:
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return
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else:
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raw = raw_positions
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live_ids = {str(p.get("instId") or "") for p in raw if str(p.get("instId") or "")}
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def _hist(inst_id: str):
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return fetch_option_position_history(ex, inst_id)
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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reconcile_live_open_trades(conn, live_inst_ids=live_ids)
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sync_open_options_trades(conn, live_inst_ids=live_ids, fetch_history_fn=_hist)
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conn.commit()
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finally:
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conn.close()
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def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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lr = cfg["login_required"]
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@app.route("/options/guide")
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@lr
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def options_trade_guide():
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"""期权开平仓与监控说明(独立页)."""
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from pathlib import Path
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from flask import render_template_string
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from lib.hub.hub_strategy_lib import render_markdown_html
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md_path = Path(__file__).resolve().parents[2] / "docs" / "期权开平仓与监控说明.md"
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try:
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md_text = md_path.read_text(encoding="utf-8")
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except OSError:
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md_text = "# 说明文档缺失\n\n未找到 `docs/期权开平仓与监控说明.md`."
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body = render_markdown_html(md_text)
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return render_template_string(
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"""
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<!doctype html>
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<html lang="zh-CN">
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<head>
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<meta charset="utf-8"/>
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<meta name="viewport" content="width=device-width, initial-scale=1"/>
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<title>期权开平仓与监控说明</title>
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<style>
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:root { color-scheme: light dark; }
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body { font-family: "Segoe UI", "PingFang SC", "Microsoft YaHei", sans-serif;
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max-width: 860px; margin: 24px auto; padding: 0 16px 48px; line-height: 1.65; }
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h1,h2,h3 { line-height: 1.3; }
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code, pre { font-family: ui-monospace, Consolas, monospace; }
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pre { overflow: auto; padding: 12px; border-radius: 8px; background: rgba(127,127,127,.12); }
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table { border-collapse: collapse; width: 100%; margin: 12px 0; }
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th, td { border: 1px solid rgba(127,127,127,.35); padding: 8px 10px; text-align: left; }
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a { color: #0b6bcb; }
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.top { margin-bottom: 16px; }
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</style>
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</head>
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<body>
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<p class="top"><a href="/options">← 返回期权</a> · <a href="/hedge_plan">对冲计划</a></p>
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{{ body|safe }}
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</body>
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</html>
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""",
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body=body,
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)
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@app.route("/api/options/balances")
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@lr
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def api_options_balances():
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ex, err = _require_options_ex(cfg)
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if ex is None:
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return jsonify({"ok": False, "msg": err})
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force = (request.args.get("force") or "").strip().lower() in ("1", "true", "yes")
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scope = (request.args.get("scope") or "main").strip().lower()
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bal = cfg["fetch_options_balances"](
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ex,
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force=force,
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scope=scope,
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sub_acct=cfg.get("sub_account_name") or "",
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)
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return jsonify({"ok": True, **bal, "trade_budget": cfg["trade_budget"]})
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@app.route("/api/options/chain")
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@lr
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def api_options_chain():
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ex, err = _require_options_ex(cfg)
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if ex is None:
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return jsonify({"ok": False, "msg": err})
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u = (request.args.get("underlying") or cfg["default_underly"]).upper()
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try:
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chain = cfg["build_option_chain"](
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ex,
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u,
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max_dte_days=cfg["chain_max_dte_days"],
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itm_only=False,
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itm_max_dist_usd=cfg["itm_max_dist"],
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)
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except Exception as e:
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return jsonify({"ok": False, "msg": f"加载期权链失败: {e}"})
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expiries = chain.get("expiries") or []
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chain_err = chain.get("chain_error")
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if not expiries:
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return jsonify(
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{
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"ok": False,
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"msg": chain_err or "暂无到期日,请稍后点「刷新链」",
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**chain,
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"chain_max_dte_days": cfg["chain_max_dte_days"],
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}
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)
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return jsonify({"ok": True, **chain, "chain_max_dte_days": cfg["chain_max_dte_days"]})
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@app.route("/api/options/quote")
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@lr
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def api_options_quote():
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ex, err = _require_options_ex(cfg)
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if ex is None:
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return jsonify({"ok": False, "msg": err})
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inst_id = (request.args.get("inst_id") or "").strip()
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if not inst_id:
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return jsonify({"ok": False, "msg": "缺少 inst_id"})
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q = cfg["quote_option_contract"](ex, inst_id)
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if not q.get("ok"):
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return jsonify(q)
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ask = q.get("ask")
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ct_mult = q.get("ct_mult") or 0.01
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min_sz = q.get("min_sz") or 1
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mode = (request.args.get("mode") or "budget_full").strip()
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sheet_count = None
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try:
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if request.args.get("sheets"):
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sheet_count = int(request.args.get("sheets"))
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except (TypeError, ValueError):
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pass
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if mode == "close_preview":
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paid = _open_premium_paid(cfg, inst_id)
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target = sheet_count if sheet_count is not None else 0
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return jsonify(_attach_close_preview(cfg, ex, {**q, "pos": target, "premium_paid": paid}, sheets=target, premium_paid=paid))
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budget = cfg["trade_budget"]
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budget_cap = cfg["trade_budget"]
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available_usdc = None
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if mode == "budget_full":
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budget, budget_err = _budget_full_usdc(cfg, ex)
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if budget is None:
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return jsonify({"ok": False, "msg": budget_err})
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budget_cap = budget
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from lib.exchange.okx_options_lib import fetch_options_trading_usdc
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available_usdc = fetch_options_trading_usdc(ex)
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eth_amount = None
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try:
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if request.args.get("eth_amount"):
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eth_amount = float(request.args.get("eth_amount"))
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except (TypeError, ValueError):
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pass
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ask = q.get("ask")
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ask_sz = q.get("ask_sz")
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can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
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if not can_open:
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# 合约可报价,但不可开仓:返回参考标记价供展示
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return jsonify(
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{
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**q,
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"ok": True,
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"can_open": False,
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"msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
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"quote_per_unit": None,
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"premium_per_sheet": None,
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"sizing": {
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"ok": False,
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"msg": block_msg or "暂无卖一深度,无法买入",
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"sheets": 0,
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"eth_amount": 0.0,
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"total_premium": 0.0,
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|
},
|
|
"available_usdc": available_usdc,
|
|
"budget_full_usdc": budget if mode == "budget_full" else None,
|
|
}
|
|
)
|
|
sizing = calc_order_size(
|
|
quote_per_unit=float(ask),
|
|
ct_mult=float(ct_mult),
|
|
min_sz=int(min_sz),
|
|
budget_usdc=budget if mode == "budget_full" else None,
|
|
budget_buffer=cfg["budget_buffer"],
|
|
eth_amount=eth_amount if mode == "eth_amount" else None,
|
|
sheets=sheet_count if mode == "sheets" else None,
|
|
budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
|
|
)
|
|
if sizing.get("ok"):
|
|
capped, cap_msg = cap_option_buy_sheets_to_ask_depth(
|
|
int(sizing.get("sheets") or 0),
|
|
ask_sz,
|
|
min_sz=int(min_sz),
|
|
)
|
|
if capped is None:
|
|
sizing = {
|
|
"ok": False,
|
|
"msg": cap_msg,
|
|
"sheets": 0,
|
|
"eth_amount": 0.0,
|
|
"total_premium": 0.0,
|
|
}
|
|
elif capped < int(sizing.get("sheets") or 0):
|
|
sizing = calc_order_size(
|
|
quote_per_unit=float(ask),
|
|
ct_mult=float(ct_mult),
|
|
min_sz=int(min_sz),
|
|
sheets=capped,
|
|
budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
|
|
)
|
|
if sizing.get("ok"):
|
|
sizing["ask_depth_capped"] = True
|
|
sizing["ask_sz"] = ask_sz
|
|
sizing["msg"] = f"已按卖一深度限制为 {capped} 张"
|
|
q = _attach_close_preview(
|
|
cfg,
|
|
ex,
|
|
q,
|
|
sheets=int(sizing.get("sheets") or sheet_count or 0),
|
|
premium_paid=_open_premium_paid(cfg, inst_id),
|
|
)
|
|
return jsonify(
|
|
{
|
|
**q,
|
|
"can_open": True,
|
|
"quote_per_unit": ask,
|
|
"premium_per_sheet": premium_per_sheet(float(ask), float(ct_mult)),
|
|
"sizing": sizing,
|
|
"available_usdc": available_usdc,
|
|
"budget_full_usdc": budget if mode == "budget_full" else None,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/open", methods=["POST"])
|
|
@lr
|
|
def api_options_open():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
mode = (data.get("mode") or "budget_full").strip()
|
|
signal_note = (data.get("signal_note") or "").strip()
|
|
target_index = None
|
|
raw_target = data.get("target_index")
|
|
if raw_target is not None and str(raw_target).strip() != "":
|
|
try:
|
|
target_index = float(raw_target)
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "目标位无效"})
|
|
if target_index <= 0:
|
|
return jsonify({"ok": False, "msg": "目标位无效"})
|
|
if not inst_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
|
q = cfg["quote_option_contract"](ex, inst_id)
|
|
if not q.get("ok"):
|
|
return jsonify(q)
|
|
ask = q.get("ask")
|
|
ask_sz = q.get("ask_sz")
|
|
can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
|
|
if not can_open:
|
|
return jsonify(
|
|
{
|
|
"ok": False,
|
|
"msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
|
|
"can_open": False,
|
|
"mark": q.get("mark"),
|
|
"ref_ask": q.get("ref_ask"),
|
|
}
|
|
)
|
|
ct_mult = float(q.get("ct_mult") or 0.01)
|
|
min_sz = int(q.get("min_sz") or 1)
|
|
eth_amount = None
|
|
sheet_count = None
|
|
if mode == "eth_amount":
|
|
try:
|
|
eth_amount = float(data.get("eth_amount"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "ETH 数量无效"})
|
|
elif mode == "sheets":
|
|
try:
|
|
sheet_count = int(data.get("sheets"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "张数无效"})
|
|
budget = cfg["trade_budget"]
|
|
budget_cap = cfg["trade_budget"]
|
|
if mode == "budget_full":
|
|
budget, budget_err = _budget_full_usdc(cfg, ex)
|
|
if budget is None:
|
|
return jsonify({"ok": False, "msg": budget_err})
|
|
budget_cap = budget
|
|
sizing = calc_order_size(
|
|
quote_per_unit=float(ask),
|
|
ct_mult=ct_mult,
|
|
min_sz=min_sz,
|
|
budget_usdc=budget if mode == "budget_full" else None,
|
|
budget_buffer=cfg["budget_buffer"],
|
|
eth_amount=eth_amount,
|
|
sheets=sheet_count,
|
|
budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
|
|
)
|
|
if not sizing.get("ok"):
|
|
return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
|
|
sheets = int(sizing["sheets"])
|
|
capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=min_sz)
|
|
if capped is None:
|
|
return jsonify({"ok": False, "msg": cap_msg or "卖一深度不足,无法买入"})
|
|
if capped < sheets:
|
|
sizing = calc_order_size(
|
|
quote_per_unit=float(ask),
|
|
ct_mult=ct_mult,
|
|
min_sz=min_sz,
|
|
sheets=capped,
|
|
budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
|
|
)
|
|
if not sizing.get("ok"):
|
|
return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
|
|
sheets = int(sizing["sheets"])
|
|
tick_sz = q.get("tick_sz")
|
|
order = cfg["place_option_limit_order"](
|
|
ex,
|
|
inst_id=inst_id,
|
|
side="buy",
|
|
sheets=sheets,
|
|
price=float(ask),
|
|
td_mode=td_mode_for_option_buy(cfg["td_mode"]),
|
|
tick_sz=tick_sz,
|
|
)
|
|
if not order.get("ok"):
|
|
return jsonify(order)
|
|
conn = cfg["get_db"]()
|
|
trade_id = None
|
|
target_mon = None
|
|
try:
|
|
init_options_tables(conn)
|
|
meta = q.get("meta") or {}
|
|
u = str(meta.get("uly") or inst_id).split("-")[0]
|
|
opt_type = meta.get("optType")
|
|
cur = conn.execute(
|
|
"""
|
|
INSERT INTO options_trades
|
|
(inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
|
|
open_quote, premium_paid, status, signal_note, exchange_ord_id)
|
|
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?)
|
|
""",
|
|
(
|
|
inst_id,
|
|
u,
|
|
opt_type,
|
|
q.get("strike"),
|
|
str(q.get("exp_time") or ""),
|
|
sheets,
|
|
sizing["eth_amount"],
|
|
float(ask),
|
|
sizing["total_premium"],
|
|
signal_note,
|
|
(order.get("data") or {}).get("ordId"),
|
|
),
|
|
)
|
|
trade_id = int(cur.lastrowid)
|
|
if target_index is not None:
|
|
from lib.options.options_target_lib import upsert_target_monitor
|
|
|
|
target_mon = upsert_target_monitor(
|
|
conn,
|
|
inst_id=inst_id,
|
|
target_index=target_index,
|
|
underlying=u,
|
|
opt_type=str(opt_type) if opt_type else None,
|
|
trade_id=trade_id,
|
|
sheets=sheets,
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
|
|
|
invalidate_option_positions_cache()
|
|
_sync_options_trades(cfg, force=True)
|
|
return jsonify(
|
|
{
|
|
"ok": True,
|
|
"order": order,
|
|
"sizing": sizing,
|
|
"trade_id": trade_id,
|
|
"target_monitor": target_mon,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/orders/pending")
|
|
@lr
|
|
def api_options_orders_pending():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
inst_id = (request.args.get("inst_id") or "").strip() or None
|
|
try:
|
|
orders = cfg["fetch_option_pending_orders"](ex, inst_id)
|
|
except Exception as e:
|
|
return jsonify({"ok": False, "msg": f"获取委托失败: {e}"})
|
|
from lib.options.options_pending_lib import enrich_pending_orders
|
|
|
|
ttl = float(cfg.get("pending_ttl_seconds") or 600.0)
|
|
enriched = enrich_pending_orders(orders, ttl_seconds=ttl)
|
|
return jsonify(
|
|
{
|
|
"ok": True,
|
|
"orders": enriched,
|
|
"count": len(enriched),
|
|
"pending_ttl_seconds": ttl,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/orders/cancel", methods=["POST"])
|
|
@lr
|
|
def api_options_orders_cancel():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
ord_id = (data.get("ord_id") or "").strip()
|
|
if not inst_id or not ord_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id 或 ord_id"})
|
|
out = cfg["cancel_option_order"](ex, inst_id=inst_id, ord_id=ord_id)
|
|
if out.get("ok"):
|
|
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
|
|
|
invalidate_option_positions_cache()
|
|
# 本地未成交开仓记录标记取消,避免假 open
|
|
try:
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
conn.execute(
|
|
"""
|
|
UPDATE options_trades
|
|
SET status = 'cancelled',
|
|
signal_note = CASE
|
|
WHEN signal_note IS NULL OR TRIM(signal_note) = '' THEN '委托撤销'
|
|
ELSE signal_note
|
|
END,
|
|
closed_at = CURRENT_TIMESTAMP
|
|
WHERE inst_id = ? AND exchange_ord_id = ? AND status = 'open'
|
|
""",
|
|
(inst_id, ord_id),
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
except Exception:
|
|
pass
|
|
_sync_options_trades(cfg, force=True)
|
|
return jsonify(out), (200 if out.get("ok") else 400)
|
|
|
|
@app.route("/api/options/positions")
|
|
@lr
|
|
def api_options_positions():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
raw = cfg["fetch_option_positions"](ex)
|
|
if raw is None:
|
|
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
|
|
_sync_options_trades(cfg, raw_positions=raw)
|
|
meta_cache: dict[str, dict[str, Any] | None] = {}
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
from lib.options.options_target_lib import targets_by_inst
|
|
from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
|
|
|
|
tgt_map = targets_by_inst(conn)
|
|
hedge_target_map = active_options_targets_by_inst(conn)
|
|
rows = []
|
|
for p in raw:
|
|
inst = str(p.get("instId") or "").strip()
|
|
premium_override = sum_open_premium_paid(conn, inst) if inst else None
|
|
row = _enrich_position_row_display(
|
|
cfg,
|
|
ex,
|
|
p,
|
|
meta_cache=meta_cache,
|
|
premium_override=premium_override,
|
|
)
|
|
_attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid")))
|
|
mon = tgt_map.get(inst)
|
|
if mon:
|
|
row["target_index"] = mon.get("target_index")
|
|
row["target_monitor_id"] = mon.get("id")
|
|
row["target_monitor"] = mon
|
|
hedge_target = hedge_target_map.get(inst)
|
|
if hedge_target:
|
|
row["hedge_plan_target"] = hedge_target
|
|
rows.append(row)
|
|
finally:
|
|
conn.close()
|
|
return jsonify({"ok": True, "positions": rows})
|
|
|
|
@app.route("/api/options/targets")
|
|
@lr
|
|
def api_options_targets():
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
from lib.options.options_target_lib import list_active_targets, list_closing_targets
|
|
|
|
return jsonify({"ok": True, "targets": list_active_targets(conn) + list_closing_targets(conn)})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/options/target", methods=["POST"])
|
|
@lr
|
|
def api_options_target_set():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
if not inst_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
|
try:
|
|
target_index = float(data.get("target_index"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "目标位无效"})
|
|
if target_index <= 0:
|
|
return jsonify({"ok": False, "msg": "目标位无效"})
|
|
raw = cfg["fetch_option_positions"](ex)
|
|
if raw is None:
|
|
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
|
|
pos = _find_position(raw, inst_id)
|
|
if not pos:
|
|
return jsonify({"ok": False, "msg": "未找到持仓"})
|
|
from lib.options.options_target_lib import upsert_target_monitor
|
|
|
|
fmt = cfg["format_position_row"](pos)
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
trade = conn.execute(
|
|
"""
|
|
SELECT id, opt_type, underlying FROM options_trades
|
|
WHERE inst_id = ? AND status = 'open'
|
|
ORDER BY id DESC LIMIT 1
|
|
""",
|
|
(inst_id,),
|
|
).fetchone()
|
|
trade_id = int(trade["id"]) if trade else None
|
|
sheets_sum = sum_open_sheets(conn, inst_id)
|
|
sheets = sheets_sum if sheets_sum is not None else int(fmt.get("pos") or 0)
|
|
opt_type = (trade["opt_type"] if trade else None) or fmt.get("opt_type")
|
|
underlying = (trade["underlying"] if trade else None) or fmt.get("underlying")
|
|
out = upsert_target_monitor(
|
|
conn,
|
|
inst_id=inst_id,
|
|
target_index=target_index,
|
|
underlying=str(underlying) if underlying else None,
|
|
opt_type=str(opt_type) if opt_type else None,
|
|
trade_id=trade_id,
|
|
sheets=sheets,
|
|
)
|
|
conn.commit()
|
|
return jsonify(out)
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/options/target/cancel", methods=["POST"])
|
|
@lr
|
|
def api_options_target_cancel():
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip() or None
|
|
monitor_id = data.get("id")
|
|
try:
|
|
mid = int(monitor_id) if monitor_id is not None and str(monitor_id).strip() != "" else None
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "监控 id 无效"})
|
|
if not inst_id and mid is None:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id 或 id"})
|
|
from lib.options.options_target_lib import cancel_target_monitor
|
|
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
n = cancel_target_monitor(conn, inst_id=inst_id, monitor_id=mid)
|
|
conn.commit()
|
|
return jsonify({"ok": True, "cancelled": n})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/options/close", methods=["POST"])
|
|
@lr
|
|
def api_options_close():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
if not inst_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
|
if data.get("market"):
|
|
return jsonify({"ok": False, "msg": "已禁用市价平仓,仅支持买一限价"})
|
|
sheets = data.get("sheets")
|
|
try:
|
|
sheets_i = int(sheets) if sheets is not None and str(sheets).strip() != "" else None
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "张数无效"})
|
|
from lib.options.options_close_exec_lib import close_option_by_bid1
|
|
|
|
# 手动买一平仓:只验有效流动性;2×门控仅用于自动/目标位平仓
|
|
result = close_option_by_bid1(
|
|
cfg,
|
|
ex,
|
|
inst_id,
|
|
sheets=sheets_i,
|
|
require_recycle_gate=False,
|
|
)
|
|
if result.get("ok"):
|
|
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
|
|
|
invalidate_option_positions_cache()
|
|
_sync_options_trades(cfg, force=True)
|
|
if result.get("fully_closed"):
|
|
try:
|
|
from lib.options.options_target_lib import cancel_target_monitor
|
|
|
|
conn2 = cfg["get_db"]()
|
|
try:
|
|
cancel_target_monitor(conn2, inst_id=inst_id)
|
|
conn2.commit()
|
|
finally:
|
|
conn2.close()
|
|
except Exception:
|
|
pass
|
|
_mark_balances_stale(cfg)
|
|
return jsonify(result)
|
|
|
|
@app.route("/api/options/convert/quote", methods=["POST"])
|
|
@lr
|
|
def api_options_convert_quote():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
try:
|
|
amount = float(data.get("amount"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "数量无效"})
|
|
return jsonify(cfg["estimate_usdt_to_usdc"](ex, amount))
|
|
|
|
@app.route("/api/options/convert/execute", methods=["POST"])
|
|
@lr
|
|
def api_options_convert_execute():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
quote_id = (data.get("quote_id") or "").strip()
|
|
result = cfg["execute_convert"](ex, quote_id)
|
|
if result.get("ok"):
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
conn.execute(
|
|
"""
|
|
INSERT INTO options_convert_log (from_ccy, to_ccy, rfq_sz, received_sz, quote_id, status, message)
|
|
VALUES ('USDT', 'USDC', ?, ?, ?, 'ok', '')
|
|
""",
|
|
(
|
|
data.get("rfq_sz"),
|
|
(result.get("data") or {}).get("baseSz"),
|
|
quote_id,
|
|
),
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
return jsonify(result)
|
|
|
|
@app.route("/api/options/transfer", methods=["POST"])
|
|
@lr
|
|
def api_options_transfer():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
ccy = (data.get("ccy") or "USDC").upper()
|
|
from_acct = (data.get("from") or "funding").strip()
|
|
to_acct = (data.get("to") or "trading").strip()
|
|
try:
|
|
amount = float(data.get("amount"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "数量无效"})
|
|
result = cfg["transfer_ccy"](ex, ccy, amount, from_acct, to_acct)
|
|
if result.get("ok"):
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
conn.execute(
|
|
"""
|
|
INSERT INTO options_transfer_log (ccy, amount, from_account, to_account, status, message)
|
|
VALUES (?, ?, ?, ?, 'ok', '')
|
|
""",
|
|
(ccy, amount, from_acct, to_acct),
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
_mark_balances_stale(cfg)
|
|
return jsonify(result)
|
|
|
|
@app.route("/api/options/spot/swap", methods=["POST"])
|
|
@lr
|
|
def api_options_spot_swap():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
direction = (data.get("direction") or "usdt_to_usdc").strip()
|
|
try:
|
|
amount = float(data.get("amount"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "数量无效"})
|
|
result = cfg["spot_market_swap_usdt_usdc"](ex, direction=direction, amount=amount)
|
|
if result.get("ok"):
|
|
_mark_balances_stale(cfg)
|
|
return jsonify(result)
|
|
|
|
@app.route("/api/options/cross-transfer", methods=["POST"])
|
|
@lr
|
|
def api_options_cross_transfer():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
ccy = (data.get("ccy") or "USDT").upper()
|
|
direction = (data.get("direction") or "sub_to_main").strip()
|
|
from_account = (data.get("from_account") or data.get("account") or "funding").strip()
|
|
to_account = (data.get("to_account") or data.get("account") or "funding").strip()
|
|
try:
|
|
amount = float(data.get("amount"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "数量无效"})
|
|
main_to_sub = direction == "main_to_sub"
|
|
result = cfg["transfer_main_sub_account"](
|
|
ex,
|
|
ccy=ccy,
|
|
amount=amount,
|
|
sub_acct=cfg.get("sub_account_name") or "",
|
|
main_to_sub=main_to_sub,
|
|
from_account=from_account,
|
|
to_account=to_account,
|
|
)
|
|
if result.get("ok"):
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
conn.execute(
|
|
"""
|
|
INSERT INTO options_transfer_log (ccy, amount, from_account, to_account, status, message)
|
|
VALUES (?, ?, ?, ?, 'ok', ?)
|
|
""",
|
|
(
|
|
ccy,
|
|
amount,
|
|
("main" if main_to_sub else "sub") + ":" + from_account,
|
|
("sub" if main_to_sub else "main") + ":" + to_account,
|
|
"cross",
|
|
),
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
_mark_balances_stale(cfg)
|
|
return jsonify(result)
|
|
|
|
@app.route("/api/options/history")
|
|
@lr
|
|
def api_options_history():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
from lib.options.options_history_lib import load_options_history
|
|
|
|
raw_live = cfg["fetch_option_positions"](ex)
|
|
if raw_live is None:
|
|
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
|
|
history = load_options_history(ex, cfg)
|
|
live_ids = {str(x.get("inst_id") or "") for x in history if x.get("status") == "open"}
|
|
return jsonify({"ok": True, "history": history, "live_inst_ids": sorted(live_ids)})
|
|
|
|
@app.route("/api/options/stats")
|
|
@lr
|
|
def api_options_stats():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
from lib.options.options_history_lib import load_options_history
|
|
from lib.options.options_positions_lib import sum_options_net_pnl_usdc
|
|
from lib.options.options_stats_lib import compute_options_stats_from_history
|
|
|
|
raw_live = cfg["fetch_option_positions"](ex)
|
|
if raw_live is None:
|
|
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
|
|
history = load_options_history(ex, cfg)
|
|
stats = compute_options_stats_from_history(history)
|
|
open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live)
|
|
net_realized = _safe_float(stats.get("net_realized_pnl")) or 0.0
|
|
total_pnl = None
|
|
if open_float is not None:
|
|
total_pnl = round(net_realized + float(open_float), 4)
|
|
elif stats.get("total_closed"):
|
|
total_pnl = round(net_realized, 4)
|
|
return jsonify(
|
|
{
|
|
"ok": True,
|
|
**stats,
|
|
"open_float_pnl": open_float,
|
|
"total_pnl": total_pnl,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/history/<path:history_key>", methods=["DELETE"])
|
|
@lr
|
|
def api_options_history_delete(history_key: str):
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
key = (history_key or "").strip()
|
|
if not key:
|
|
return jsonify({"ok": False, "msg": "缺少 history_key"})
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
conn.execute(
|
|
"INSERT OR IGNORE INTO options_history_hidden (history_key) VALUES (?)",
|
|
(key,),
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
return jsonify({"ok": True})
|
|
|
|
|
|
def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
|
|
if app.extensions.get("options_monitor_started"):
|
|
return
|
|
app.extensions["options_monitor_started"] = True
|
|
|
|
def _bid(inst_id: str) -> float | None:
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return None
|
|
try:
|
|
q = cfg["quote_option_contract"](ex, inst_id)
|
|
return q.get("bid")
|
|
except Exception:
|
|
return None
|
|
|
|
def _positions():
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return []
|
|
raw = cfg["fetch_option_positions"](ex)
|
|
if raw is None:
|
|
return []
|
|
return [cfg["format_position_row"](p) for p in raw]
|
|
|
|
def _sync(conn):
|
|
from lib.exchange.okx_options_lib import fetch_option_position_history
|
|
from lib.options.options_monitor_lib import reconcile_live_open_trades, sync_open_options_trades
|
|
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return 0
|
|
raw = cfg["fetch_option_positions"](ex)
|
|
if raw is None:
|
|
return 0
|
|
live_ids = {str(p.get("instId") or "") for p in raw if str(p.get("instId") or "")}
|
|
reconcile_live_open_trades(conn, live_inst_ids=live_ids)
|
|
return sync_open_options_trades(
|
|
conn,
|
|
live_inst_ids=live_ids,
|
|
fetch_history_fn=lambda inst_id: fetch_option_position_history(ex, inst_id),
|
|
)
|
|
|
|
def _target_close(inst_id: str) -> dict[str, Any]:
|
|
from lib.options.options_target_lib import close_option_by_bid_depth
|
|
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return {"ok": False, "msg": "期权 exchange 未就绪"}
|
|
result = close_option_by_bid_depth(cfg, ex, inst_id)
|
|
if result.get("ok"):
|
|
try:
|
|
_sync_options_trades(cfg, force=True)
|
|
except Exception:
|
|
pass
|
|
try:
|
|
_mark_balances_stale(cfg)
|
|
except Exception:
|
|
pass
|
|
return result
|
|
|
|
def _stale_pending() -> dict[str, Any]:
|
|
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
|
from lib.options.options_pending_lib import cancel_stale_close_pending_orders
|
|
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return {"ok": False, "msg": "期权 exchange 未就绪"}
|
|
ttl = float(cfg.get("pending_ttl_seconds") or 600.0)
|
|
out = cancel_stale_close_pending_orders(
|
|
fetch_pending=lambda _ex: cfg["fetch_option_pending_orders"](_ex),
|
|
cancel_order=lambda _ex, inst_id, ord_id: cfg["cancel_option_order"](
|
|
_ex, inst_id=inst_id, ord_id=ord_id
|
|
),
|
|
ttl_seconds=ttl,
|
|
ex=ex,
|
|
)
|
|
if out.get("cancelled"):
|
|
try:
|
|
invalidate_option_positions_cache()
|
|
except Exception:
|
|
pass
|
|
try:
|
|
send = cfg.get("send_wechat")
|
|
if callable(send):
|
|
parts = [
|
|
"【OKX期权·挂单超时撤销】",
|
|
f"账户:{cfg.get('account_label') or 'OKX期权'}",
|
|
f"超时:{ttl:g}s",
|
|
f"撤销:{out.get('cancelled')} 笔",
|
|
]
|
|
for o in out.get("orders") or []:
|
|
parts.append(f"- {o.get('inst_id')} #{o.get('ord_id')}")
|
|
send("\n".join(parts))
|
|
except Exception:
|
|
pass
|
|
return out
|
|
|
|
t = threading.Thread(
|
|
target=options_monitor_loop,
|
|
kwargs={
|
|
"enabled": True,
|
|
"poll_seconds": cfg["poll_seconds"],
|
|
"get_db": cfg["get_db"],
|
|
"fetch_positions": _positions,
|
|
"ticker_bid_fn": _bid,
|
|
"send_wechat": cfg["send_wechat"],
|
|
"account_label": cfg["account_label"],
|
|
"profit_ratio": cfg["profit_ratio"],
|
|
"sync_trades_fn": _sync,
|
|
"target_close_fn": _target_close,
|
|
"stale_pending_fn": _stale_pending,
|
|
},
|
|
daemon=True,
|
|
name="options-monitor",
|
|
)
|
|
t.start()
|