dekun
94c65cbd6e
Enforce concurrent option contract count on standalone and hedge buys; editable in env UI with hot reload (0 = unlimited). Co-authored-by: Cursor <cursoragent@cursor.com>
77 lines
2.2 KiB
Python
77 lines
2.2 KiB
Python
"""OKX 期权持仓笔数上限(env: OKX_OPTIONS_MAX_ACTIVE_POSITIONS)."""
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from __future__ import annotations
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import os
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from typing import Any, Optional
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def options_max_active_positions() -> int:
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"""同时持有的期权合约笔数上限;0=不限制.热更读 env."""
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raw = os.getenv("OKX_OPTIONS_MAX_ACTIVE_POSITIONS", "0")
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try:
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v = int(float(str(raw).strip()))
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except (TypeError, ValueError):
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return 0
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return max(0, v)
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def count_live_option_positions(rows: Optional[list[dict[str, Any]]]) -> int:
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if not rows:
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return 0
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n = 0
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for r in rows:
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if not isinstance(r, dict):
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continue
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try:
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pos = float(r.get("pos") or 0)
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except (TypeError, ValueError):
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continue
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if abs(pos) >= 1e-12:
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n += 1
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return n
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def _inst_already_open(rows: list[dict[str, Any]], inst_id: str) -> bool:
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want = (inst_id or "").strip()
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if not want:
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return False
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for r in rows:
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if str(r.get("instId") or r.get("inst_id") or "").strip() == want:
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return True
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return False
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def option_position_limit_block_msg(
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ex: Any,
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*,
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opening_inst_id: str = "",
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max_active: Optional[int] = None,
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fetch_positions=None,
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) -> Optional[str]:
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"""若禁止新开买期权则返回中文原因,否则 None.
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- max_active<=0:不限制
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- 加仓已有合约(opening_inst_id 已在持仓中):不占新笔数,放行
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- 拉持仓失败:拒绝开仓(避免绕过上限)
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"""
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mx = options_max_active_positions() if max_active is None else int(max_active)
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if mx <= 0:
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return None
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fetch = fetch_positions
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if fetch is None:
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from lib.exchange.okx_options_lib import fetch_option_positions
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fetch = fetch_option_positions
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try:
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rows = fetch(ex)
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except Exception:
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rows = None
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if rows is None:
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return f"无法获取期权持仓,暂不可开仓(上限 {mx} 笔)"
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active = count_live_option_positions(rows)
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if _inst_already_open(rows, opening_inst_id):
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return None
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if active >= mx:
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return f"期权持仓已达上限({active}/{mx}),请先平仓后再开"
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return None
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