f99900ac40
Use stale-while-revalidate for positions API and UI, throttle sync calls, and avoid overwriting displayed PnL with null on transient failures. Co-authored-by: Cursor <cursoragent@cursor.com>
787 lines
29 KiB
Python
787 lines
29 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
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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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total_premium,
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)
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from lib.exchange.okx_options_lib import _pos_side_from_position, _safe_float, td_mode_for_option_buy
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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_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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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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"allow_market_close": _env_bool("OKX_OPTIONS_ALLOW_MARKET_CLOSE", False),
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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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"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_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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}
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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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_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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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("/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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bal = cfg["fetch_options_balances"](ex)
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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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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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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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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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sheet_count = 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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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 ask is None or ask <= 0:
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return jsonify({**q, "ok": False, "msg": "暂无卖一价"})
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sizing = calc_order_size(
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quote_per_unit=float(ask),
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ct_mult=float(ct_mult),
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min_sz=int(min_sz),
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budget_usdc=budget if mode == "budget_full" else None,
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budget_buffer=cfg["budget_buffer"],
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eth_amount=eth_amount if mode == "eth_amount" else None,
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sheets=sheet_count if mode == "sheets" else None,
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budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
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)
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return jsonify(
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{
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**q,
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"quote_per_unit": ask,
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"premium_per_sheet": premium_per_sheet(float(ask), float(ct_mult)),
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"sizing": sizing,
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"available_usdc": available_usdc,
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"budget_full_usdc": budget if mode == "budget_full" else None,
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}
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)
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@app.route("/api/options/open", methods=["POST"])
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@lr
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def api_options_open():
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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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data = request.get_json(silent=True) or {}
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inst_id = (data.get("inst_id") or "").strip()
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mode = (data.get("mode") or "budget_full").strip()
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signal_note = (data.get("signal_note") 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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if ask is None or ask <= 0:
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return jsonify({"ok": False, "msg": "暂无卖一价,无法买入"})
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ct_mult = float(q.get("ct_mult") or 0.01)
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min_sz = int(q.get("min_sz") or 1)
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eth_amount = None
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sheet_count = None
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if mode == "eth_amount":
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try:
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eth_amount = float(data.get("eth_amount"))
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except (TypeError, ValueError):
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return jsonify({"ok": False, "msg": "ETH 数量无效"})
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elif mode == "sheets":
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try:
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sheet_count = int(data.get("sheets"))
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except (TypeError, ValueError):
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return jsonify({"ok": False, "msg": "张数无效"})
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budget = cfg["trade_budget"]
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budget_cap = cfg["trade_budget"]
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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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sizing = calc_order_size(
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quote_per_unit=float(ask),
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ct_mult=ct_mult,
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min_sz=min_sz,
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budget_usdc=budget if mode == "budget_full" else None,
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budget_buffer=cfg["budget_buffer"],
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eth_amount=eth_amount,
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sheets=sheet_count,
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budget_cap=budget_cap if mode in ("budget_full", "sheets", "eth_amount") else None,
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)
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if not sizing.get("ok"):
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return jsonify({"ok": False, "msg": sizing.get("msg") or "张数计算失败", "sizing": sizing})
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sheets = int(sizing["sheets"])
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tick_sz = q.get("tick_sz")
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order = cfg["place_option_limit_order"](
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ex,
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inst_id=inst_id,
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side="buy",
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sheets=sheets,
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price=float(ask),
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td_mode=td_mode_for_option_buy(cfg["td_mode"]),
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tick_sz=tick_sz,
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)
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if not order.get("ok"):
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return jsonify(order)
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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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meta = q.get("meta") or {}
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u = str(meta.get("uly") or inst_id).split("-")[0]
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conn.execute(
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"""
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INSERT INTO options_trades
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(inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
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open_quote, premium_paid, status, signal_note, exchange_ord_id)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?)
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""",
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(
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inst_id,
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u,
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meta.get("optType"),
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q.get("strike"),
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str(q.get("exp_time") or ""),
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sheets,
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sizing["eth_amount"],
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float(ask),
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sizing["total_premium"],
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signal_note,
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(order.get("data") or {}).get("ordId"),
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),
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)
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conn.commit()
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finally:
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conn.close()
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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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_sync_options_trades(cfg, force=True)
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return jsonify({"ok": True, "order": order, "sizing": sizing})
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@app.route("/api/options/positions")
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@lr
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def api_options_positions():
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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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raw = cfg["fetch_option_positions"](ex)
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if raw is None:
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return jsonify({"ok": False, "msg": "获取期权持仓失败"})
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_sync_options_trades(cfg, raw_positions=raw)
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rows = [cfg["format_position_row"](p) for p in raw]
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conn = cfg["get_db"]()
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try:
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for row in rows:
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inst = row.get("inst_id")
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if not inst:
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continue
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rec = conn.execute(
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"""
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SELECT premium_paid FROM options_trades
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WHERE inst_id = ? AND status = 'open'
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ORDER BY id DESC LIMIT 1
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""",
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(inst,),
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).fetchone()
|
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if rec and rec["premium_paid"] is not None:
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row["premium_paid"] = round(float(rec["premium_paid"]), 4)
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finally:
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conn.close()
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return jsonify({"ok": True, "positions": rows})
|
|
|
|
@app.route("/api/options/close", methods=["POST"])
|
|
@lr
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|
def api_options_close():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
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return jsonify({"ok": False, "msg": err})
|
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data = request.get_json(silent=True) or {}
|
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inst_id = (data.get("inst_id") or "").strip()
|
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use_market = bool(data.get("market")) and cfg["allow_market_close"]
|
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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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sheets = data.get("sheets")
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q = cfg["quote_option_contract"](ex, inst_id)
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bid = q.get("bid")
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if not use_market and (bid is None or bid <= 0):
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return jsonify({"ok": False, "msg": "暂无买一价,无法限价平仓"})
|
|
raw_positions = cfg["fetch_option_positions"](ex)
|
|
if raw_positions is None:
|
|
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
|
|
pos = next((p for p in raw_positions if str(p.get("instId")) == inst_id), None)
|
|
if not pos:
|
|
return jsonify({"ok": False, "msg": "未找到持仓"})
|
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avail = _safe_float(pos.get("availPos"))
|
|
if avail is None or avail <= 0:
|
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avail = abs(_safe_float(pos.get("pos")) or 0)
|
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close_sheets = int(sheets) if sheets else int(avail)
|
|
if close_sheets < 1:
|
|
return jsonify({"ok": False, "msg": "可平张数不足"})
|
|
td_mode = str(pos.get("mgnMode") or cfg["td_mode"])
|
|
pos_side = _pos_side_from_position(pos) or "net"
|
|
tick_sz = q.get("tick_sz")
|
|
if use_market:
|
|
order = cfg["place_option_market_order"](
|
|
ex,
|
|
inst_id=inst_id,
|
|
side="sell",
|
|
sheets=close_sheets,
|
|
td_mode=td_mode,
|
|
reduce_only=True,
|
|
pos_side=pos_side,
|
|
)
|
|
if not order.get("ok"):
|
|
return jsonify(order)
|
|
else:
|
|
close_px = float(bid)
|
|
order = cfg["place_option_limit_order"](
|
|
ex,
|
|
inst_id=inst_id,
|
|
side="sell",
|
|
sheets=close_sheets,
|
|
price=close_px,
|
|
td_mode=td_mode,
|
|
tick_sz=tick_sz,
|
|
reduce_only=True,
|
|
pos_side=pos_side,
|
|
)
|
|
if not order.get("ok"):
|
|
return jsonify(order)
|
|
bid = order.get("px", close_px)
|
|
prem_recv = total_premium(float(bid or 0), close_sheets * float(q.get("ct_mult") or 0.01))
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
row = conn.execute(
|
|
"SELECT id, premium_paid FROM options_trades WHERE inst_id = ? AND status = 'open' ORDER BY id DESC LIMIT 1",
|
|
(inst_id,),
|
|
).fetchone()
|
|
if row:
|
|
paid = float(row["premium_paid"] or 0)
|
|
pnl = prem_recv - paid
|
|
conn.execute(
|
|
"""
|
|
UPDATE options_trades
|
|
SET status = 'closed', close_quote = ?, premium_received = ?,
|
|
realized_pnl = ?, close_ord_id = ?, closed_at = CURRENT_TIMESTAMP
|
|
WHERE id = ?
|
|
""",
|
|
(
|
|
bid,
|
|
prem_recv,
|
|
pnl,
|
|
(order.get("data") or {}).get("ordId"),
|
|
int(row["id"]),
|
|
),
|
|
)
|
|
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, "bid": bid, "sheets": close_sheets})
|
|
|
|
@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()
|
|
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"})
|
|
return jsonify(cfg["spot_market_swap_usdt_usdc"](ex, direction=direction, amount=amount))
|
|
|
|
@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()
|
|
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})
|
|
_sync_options_trades(cfg)
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
rows = conn.execute(
|
|
"""
|
|
SELECT id, inst_id, underlying, opt_type, strike, sheets, eth_amount,
|
|
open_quote, premium_paid, close_quote, premium_received,
|
|
realized_pnl, status, signal_note, created_at, closed_at
|
|
FROM options_trades
|
|
ORDER BY id DESC
|
|
LIMIT 200
|
|
"""
|
|
).fetchall()
|
|
items = [dict(r) for r in rows]
|
|
finally:
|
|
conn.close()
|
|
return jsonify({"ok": True, "history": items})
|
|
|
|
@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.instance.instance_embed_context_lib import profit_loss_ratio_from_averages
|
|
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
rows = conn.execute(
|
|
"""
|
|
SELECT realized_pnl FROM options_trades
|
|
WHERE status = 'closed' AND realized_pnl IS NOT NULL
|
|
"""
|
|
).fetchall()
|
|
finally:
|
|
conn.close()
|
|
wins: list[float] = []
|
|
losses: list[float] = []
|
|
for row in rows:
|
|
pnl = float(row["realized_pnl"])
|
|
if pnl > 0:
|
|
wins.append(pnl)
|
|
elif pnl < 0:
|
|
losses.append(pnl)
|
|
total_closed = len(wins) + len(losses)
|
|
win_rate = round(len(wins) / total_closed * 100, 2) if total_closed else 0
|
|
avg_win = sum(wins) / len(wins) if wins else None
|
|
avg_loss = sum(losses) / len(losses) if losses else None
|
|
total_profit = round(sum(wins), 4) if wins else 0.0
|
|
total_loss = round(abs(sum(losses)), 4) if losses else 0.0
|
|
return jsonify(
|
|
{
|
|
"ok": True,
|
|
"total_closed": total_closed,
|
|
"win_rate": win_rate,
|
|
"profit_loss_ratio": profit_loss_ratio_from_averages(avg_win, avg_loss),
|
|
"total_profit": total_profit,
|
|
"total_loss": total_loss,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/history/<int:trade_id>", methods=["DELETE"])
|
|
@lr
|
|
def api_options_history_delete(trade_id: int):
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
row = conn.execute(
|
|
"SELECT id, status FROM options_trades WHERE id = ?",
|
|
(trade_id,),
|
|
).fetchone()
|
|
if not row:
|
|
return jsonify({"ok": False, "msg": "记录不存在"})
|
|
conn.execute("DELETE FROM options_trades WHERE id = ?", (trade_id,))
|
|
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),
|
|
)
|
|
|
|
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,
|
|
},
|
|
daemon=True,
|
|
name="options-monitor",
|
|
)
|
|
t.start()
|