crypto_monitor/lib/options/options_margin_mode_lib.py

"""OKX 单笔期权本位模式与币本位 USDT 预算."""
from __future__ import annotations

import os
from typing import Any


MODE_USDC = "usdc"
MODE_COIN = "coin"


def _env_bool(name: str, default: bool = False) -> bool:
    v = (os.getenv(name) or "").strip().lower()
    if not v:
        return default
    return v in ("1", "true", "yes", "on", "y")


def _env_float(name: str, default: float) -> float:
    try:
        return float(os.getenv(name) or default)
    except (TypeError, ValueError):
        return float(default)


def normalize_options_margin_mode(raw: Any = None) -> str:
    """返回 usdc | coin."""
    if raw is None:
        raw = os.getenv("OKX_OPTIONS_MARGIN_MODE")
    v = str(raw or MODE_USDC).strip().lower()
    if v in ("coin", "coin_margin", "crypto", "crypto_margin", "币本位"):
        return MODE_COIN
    return MODE_USDC


def is_coin_margin_mode(raw: Any = None) -> bool:
    return normalize_options_margin_mode(raw) == MODE_COIN


def inst_family_for_underlying(underlying: str, *, margin_mode: str | None = None) -> str:
    u = (underlying or "ETH").strip().upper() or "ETH"
    mode = normalize_options_margin_mode(margin_mode)
    if mode == MODE_COIN:
        return f"{u}-USD"
    return f"{u}-USD_UM"


def margin_mode_from_inst_id(inst_id: str) -> str:
    inst = (inst_id or "").strip().upper()
    if not inst:
        return normalize_options_margin_mode()
    if "_UM" in inst:
        return MODE_USDC
    # ETH-USD-260701-2500-C / BTC-USD-...
    if "-USD-" in inst and "_UM" not in inst:
        return MODE_COIN
    return normalize_options_margin_mode()


def premium_ccy_for_mode(margin_mode: str, underlying: str = "ETH") -> str:
    if normalize_options_margin_mode(margin_mode) == MODE_COIN:
        return (underlying or "ETH").strip().upper() or "ETH"
    return "USDC"


def spot_quote_inst_id(underlying: str) -> str:
    """现货市价买卖: ETH-USDT / BTC-USDT."""
    u = (underlying or "ETH").strip().upper() or "ETH"
    return f"{u}-USDT"


def compute_coin_budget_usdt(
    trading_usdt: float,
    *,
    compound: bool | None = None,
    buffer: float | None = None,
    fixed_budget_usdt: float | None = None,
    max_enabled: bool | None = None,
    max_usdt: float | None = None,
) -> dict[str, Any]:
    """
    币本位单笔 USDT 预算.
    复利开: trading_usdt × buffer; 复利关: fixed × buffer.
    上限开: min(..., max_usdt).
    """
    bal = max(0.0, float(trading_usdt or 0))
    use_compound = _env_bool("OKX_OPTIONS_COIN_COMPOUND", True) if compound is None else bool(compound)
    buf = float(buffer) if buffer is not None else _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
    if buf <= 0:
        buf = 0.95
    fixed = (
        float(fixed_budget_usdt)
        if fixed_budget_usdt is not None
        else _env_float("OKX_OPTIONS_COIN_BUDGET_USDT", 10.0)
    )
    if use_compound:
        raw = bal * buf
        source = "compound"
    else:
        raw = max(0.0, fixed) * buf
        source = "fixed"
    capped = False
    max_on = (
        _env_bool("OKX_OPTIONS_COIN_MAX_USDT_ENABLED", False)
        if max_enabled is None
        else bool(max_enabled)
    )
    max_n = (
        float(max_usdt)
        if max_usdt is not None
        else _env_float("OKX_OPTIONS_COIN_MAX_USDT", 50.0)
    )
    budget = raw
    if max_on and max_n > 0 and budget > max_n:
        budget = max_n
        capped = True
    return {
        "ok": budget > 0,
        "budget_usdt": round(budget, 8),
        "raw_usdt": round(raw, 8),
        "trading_usdt": round(bal, 8),
        "buffer": buf,
        "compound": use_compound,
        "source": source,
        "max_enabled": max_on,
        "max_usdt": max_n if max_on else None,
        "capped_by_max": capped,
        "msg": "" if budget > 0 else "交易账户 USDT 不足,无法计算币本位预算",
    }


def calc_sheets_from_coin_balance(
    *,
    quote_per_unit: float,
    ct_mult: float,
    min_sz: int,
    coin_available: float,
) -> dict[str, Any]:
    """用可用标的币尽量开满(权利金以币计)."""
    import math

    ask = float(quote_per_unit or 0)
    mult = float(ct_mult or 0.01)
    need = max(1, int(min_sz or 1))
    coin = max(0.0, float(coin_available or 0))
    if ask <= 0 or mult <= 0:
        return {"ok": False, "msg": "卖一价无效", "sheets": 0, "coin_premium": 0.0}
    per_sheet = ask * mult
    if per_sheet <= 0:
        return {"ok": False, "msg": "无法计算单张权利金(币)", "sheets": 0, "coin_premium": 0.0}
    sheets = int(math.floor((coin / per_sheet) + 1e-12))
    if sheets < need:
        return {
            "ok": False,
            "msg": f"可用币不足,无法买入 {need} 张(单张约 {per_sheet:.8g} 币,可用 {coin:g})",
            "sheets": sheets,
            "coin_premium": round(sheets * per_sheet, 8),
            "per_sheet_coin": per_sheet,
        }
    prem = sheets * per_sheet
    return {
        "ok": True,
        "msg": "",
        "sheets": sheets,
        "coin_premium": round(prem, 8),
        "per_sheet_coin": per_sheet,
        "eth_amount": round(sheets * mult, 8),
    }