crypto_monitor/lib/options/options_history_lib.py

"""期权历史列表(交易所 positions-history + 当前持仓)."""
from __future__ import annotations

from typing import Any

from lib.exchange.okx_options_lib import format_premium_amount
from lib.options.options_db import init_options_tables, sum_open_premium_paid
from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode


def enrich_position_row_display(
    cfg: dict[str, Any],
    ex: Any,
    raw_pos: dict[str, Any],
    *,
    meta_cache: dict[str, dict[str, Any] | None] | None = None,
    premium_override: float | None = None,
) -> dict[str, Any]:
    from lib.exchange.okx_options_lib import format_position_row, tick_sz_and_ct_mult

    inst_id = str(raw_pos.get("instId") or "").strip()
    tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
    row = format_position_row(raw_pos, ct_mult=ct_mult, tick_sz=tick_sz)
    row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
    underly = str(row.get("underlying") or (inst_id.split("-")[0] if inst_id else "ETH") or "ETH")
    premium_ccy = premium_ccy_for_mode(row_mode, underly)
    row["margin_mode"] = row_mode
    row["premium_ccy"] = premium_ccy
    row["margin_mode_label"] = "币本位" if row_mode == "coin" else "USDC"
    if premium_override is not None:
        row["premium_paid"] = premium_override
    row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=premium_ccy)
    return row


def _safe_float(v: Any) -> float | None:
    if v is None or v == "":
        return None
    try:
        return float(v)
    except (TypeError, ValueError):
        return None


def _load_local_closed_by_inst(conn: Any) -> dict[str, dict[str, Any]]:
    """同合约取最新已平本地单,用于补交易所历史权利金/盈亏."""
    out: dict[str, dict[str, Any]] = {}
    try:
        rows = conn.execute(
            """
            SELECT inst_id, premium_paid, realized_pnl, premium_ccy, margin_mode,
                   open_quote, close_quote, sheets, closed_at
            FROM options_trades
            WHERE status = 'closed'
            ORDER BY id DESC
            """
        ).fetchall()
    except Exception:
        return out
    for r in rows:
        inst = str(r["inst_id"] or "").strip()
        if not inst or inst in out:
            continue
        out[inst] = dict(r)
    return out


def _overlay_local_closed(row: dict[str, Any], local: dict[str, Any] | None) -> dict[str, Any]:
    if not local:
        return row
    prem = _safe_float(row.get("premium_paid"))
    pnl = _safe_float(row.get("realized_pnl"))
    local_prem = _safe_float(local.get("premium_paid"))
    local_pnl = _safe_float(local.get("realized_pnl"))
    # 交易所缺数或被两位小数抹成 0 时,用本地币本位落库值
    if (prem is None or abs(prem) < 1e-10) and local_prem is not None and abs(local_prem) > 0:
        row["premium_paid"] = local_prem
    if (pnl is None or abs(pnl) < 1e-10) and local_pnl is not None and abs(local_pnl) > 0:
        row["realized_pnl"] = local_pnl
    if not row.get("premium_ccy") and local.get("premium_ccy"):
        row["premium_ccy"] = local.get("premium_ccy")
    if not row.get("margin_mode") and local.get("margin_mode"):
        row["margin_mode"] = local.get("margin_mode")
    ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
    row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=ccy)
    return row


def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
    """与期权历史页相同的数据源:交易所全平记录 + 当前持仓,排除本地隐藏项."""
    from lib.exchange.okx_options_lib import (
        fetch_all_option_positions_history,
        format_live_option_history_row,
        format_option_history_row,
        tick_sz_and_ct_mult,
    )

    meta_cache: dict[str, dict[str, Any] | None] = {}
    items: list[dict[str, Any]] = []

    raw_live = cfg["fetch_option_positions"](ex)
    if raw_live is None:
        return []

    conn = cfg["get_db"]()
    try:
        init_options_tables(conn)
        hidden_keys = {
            str(r["history_key"])
            for r in conn.execute("SELECT history_key FROM options_history_hidden").fetchall()
        }
        local_closed = _load_local_closed_by_inst(conn)
        for p in raw_live:
            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,
            )
            open_ms = None
            ctime = p.get("cTime") or (row.get("raw") or {}).get("cTime")
            try:
                if ctime is not None and str(ctime).strip():
                    open_ms = int(float(ctime))
            except (TypeError, ValueError):
                open_ms = None
            items.append(format_live_option_history_row(row, open_ms=open_ms))

        hist_raw = fetch_all_option_positions_history(ex, limit=200)
        for raw in hist_raw:
            inst_id = str(raw.get("instId") or "").strip()
            tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
            row = format_option_history_row(raw, tick_sz=tick_sz, ct_mult=ct_mult)
            items.append(_overlay_local_closed(row, local_closed.get(inst_id)))
    finally:
        conn.close()

    open_rows = [x for x in items if x.get("status") == "open"]
    closed = [x for x in items if x.get("status") != "open"]
    closed.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
    open_rows.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)
    return [
        x
        for x in (open_rows + closed)
        if str(x.get("history_key") or "") not in hidden_keys
    ]