粉尘低于现货最小可卖量时忽略且不展示、不再重试卖回。

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/common/static/options_panel.js

@@ -2317,15 +2317,33 @@
     return n.toFixed(8).replace(/\.?0+$/, "");
   }
 
+  function spotSellMinSz(ss, uly) {
+    const u = String(uly || "ETH").toUpperCase();
+    const fromApi = u === "BTC" ? Number(ss && ss.min_sz_btc) : Number(ss && ss.min_sz_eth);
+    if (Number.isFinite(fromApi) && fromApi > 0) return fromApi;
+    return u === "BTC" ? 0.00001 : 0.0001;
+  }
+
   function shouldShowSpotSellBanner(d, positions) {
-    // 币本位下始终露出「重试卖回」(含有仓):便于清交易户残留,文案随选中/残留标的变化
+    // 仅当交易户有「可卖」(>= 现货 minSz)残留时展示;粉尘不展示、不提示重试
+    const ss = (d && d.spot_sell) || {};
+    const eth = Number(ss.trading_eth || 0);
+    const btc = Number(ss.trading_btc || 0);
+    const ethOk = eth >= spotSellMinSz(ss, "ETH");
+    const btcOk = btc >= spotSellMinSz(ss, "BTC");
+    if (ethOk || btcOk) return true;
     const hasCoinPos = (positions || []).some(function (p) { return isCoinPos(p); });
     const coinMode =
       isCoinMarginMode() ||
       hasCoinPos ||
-      (d && d.options_margin_mode === "coin") ||
+      (d && d.options_margin_mode === "coin");
-      !!(d && d.spot_sell);
+    // 待卖回桥且仍有可卖数量时才露按钮(粉尘桥后端会关掉)
-    return !!coinMode;
+    if (coinMode && ss.bridge_status === "pending_sell_spot") {
+      const bu = String(ss.bridge_underlying || "").toUpperCase();
+      const amt = bu === "BTC" ? btc : eth;
+      return amt >= spotSellMinSz(ss, bu || "ETH");
+    }
+    return false;
   }
 
   function spotSellUnderlying(ss) {
@@ -2334,14 +2352,16 @@
     const bridgeUly = String(ss.bridge_underlying || "").trim().toUpperCase();
     const eth = Number(ss.trading_eth || 0);
     const btc = Number(ss.trading_btc || 0);
-    // 待卖回桥优先;否则优先当前选中标的上的残留,再比大小
+    const ethMin = spotSellMinSz(ss, "ETH");
+    const btcMin = spotSellMinSz(ss, "BTC");
+    // 待卖回桥优先;否则优先当前选中标的上的可卖残留
     if (bridgeUly === "BTC" || bridgeUly === "ETH") {
       if (ss.bridge_status === "pending_sell_spot") return bridgeUly;
     }
-    if (selected === "BTC" && btc > 1e-12) return "BTC";
+    if (selected === "BTC" && btc >= btcMin) return "BTC";
-    if (selected === "ETH" && eth > 1e-12) return "ETH";
+    if (selected === "ETH" && eth >= ethMin) return "ETH";
-    if (btc > eth && btc > 1e-12) return "BTC";
+    if (btc >= btcMin && btc >= eth) return "BTC";
-    if (eth > 1e-12) return "ETH";
+    if (eth >= ethMin) return "ETH";
     if (bridgeUly === "BTC" || bridgeUly === "ETH") return bridgeUly;
     return (ss.default_underly || selected || "ETH").toUpperCase();
   }

lib/instance/instance_embed_context_lib.py

@@ -161,10 +161,18 @@ def trading_account_label(
             parts.append(f"{float(usdt):.2f} USDT")
         except (TypeError, ValueError):
             pass
-    eth_txt = _fmt_coin_amount(eth, min_amt=1e-6)
+    # 低于现货最小可卖的粉尘不展示(与卖回逻辑一致)
+    try:
+        from lib.options.options_spot_bridge_lib import spot_min_sell_sz
+
+        eth_min = spot_min_sell_sz(None, "ETH")
+        btc_min = spot_min_sell_sz(None, "BTC")
+    except Exception:
+        eth_min, btc_min = 0.0001, 0.00001
+    eth_txt = _fmt_coin_amount(eth, min_amt=eth_min)
     if eth_txt is not None:
         parts.append(f"{eth_txt} ETH")
-    btc_txt = _fmt_coin_amount(btc, min_amt=1e-7)
+    btc_txt = _fmt_coin_amount(btc, min_amt=btc_min)
     if btc_txt is not None:
         parts.append(f"{btc_txt} BTC")
     return "\n".join(parts) if parts else "—"

lib/instance/templates/embed_boot_scripts.html

@@ -1158,7 +1158,9 @@ function formatTradingAccountLabel(usdt, eth, btc, marginMode) {
     const pushCoin = (v, ccy) => {
         if (v === null || v === undefined || v === "") return;
         const n = Number(v);
-        if (Number.isNaN(n) || !(n >= (ccy === "BTC" ? 1e-7 : 1e-6))) return;
+        // 低于 OKX 现货常见 minSz 的粉尘不展示
+        const minSz = ccy === "BTC" ? 0.00001 : 0.0001;
+        if (Number.isNaN(n) || !(n >= minSz)) return;
         const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
         parts.push(`${txt || "0"} ${ccy}`);
     };

lib/instance/templates/index.html

@@ -1644,7 +1644,9 @@ function formatTradingAccountLabel(usdt, eth, btc, marginMode) {
     const pushCoin = (v, ccy) => {
         if (v == null || v === "") return;
         const n = Number(v);
-        if (Number.isNaN(n) || !(n >= (ccy === "BTC" ? 1e-7 : 1e-6))) return;
+        // 低于 OKX 现货常见 minSz 的粉尘不展示
+        const minSz = ccy === "BTC" ? 0.00001 : 0.0001;
+        if (Number.isNaN(n) || !(n >= minSz)) return;
         const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
         parts.push(`${txt || "0"} ${ccy}`);
     };

lib/options/options_coin_open_lib.py

@@ -507,7 +507,8 @@ def sweep_spot_after_options_flat(
             continue
         try:
             avail = _spot_bridge.fetch_trading_coin_available(exchange, uly)
-            if avail is None or float(avail) <= 1e-8:
+            # 低于现货 minSz 的粉尘不扫、不重试
+            if avail is None or not _spot_bridge.is_sellable_spot_coin(exchange, uly, avail):
                 continue
         except Exception:
             continue

lib/options/options_register.py

@@ -1546,11 +1546,21 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                     open_bridges = list_open_bridges(conn_b)
                     bal = cfg["fetch_options_balances"](ex, scope="main")
                     bridge = open_bridges[0] if open_bridges else None
+                    from lib.options.options_spot_bridge_lib import (
+                        display_sellable_coin,
+                        spot_min_sell_sz,
+                    )
+
+                    raw_eth = bal.get("trading_eth_avail") or bal.get("trading_eth")
+                    raw_btc = bal.get("trading_btc_avail") or bal.get("trading_btc")
                     spot_sell_hint = {
                         "bridge_status": str(bridge.get("status") or "") if bridge else None,
                         "bridge_underlying": str(bridge.get("underlying") or "").upper() if bridge else None,
-                        "trading_eth": bal.get("trading_eth_avail") or bal.get("trading_eth"),
+                        # 粉尘归零:不够现货最小可卖则前端不展示、不提示重试
-                        "trading_btc": bal.get("trading_btc_avail") or bal.get("trading_btc"),
+                        "trading_eth": display_sellable_coin(ex, "ETH", raw_eth),
+                        "trading_btc": display_sellable_coin(ex, "BTC", raw_btc),
+                        "min_sz_eth": spot_min_sell_sz(ex, "ETH"),
+                        "min_sz_btc": spot_min_sell_sz(ex, "BTC"),
                         "default_underly": (cfg.get("default_underly") or "ETH").strip().upper(),
                     }
                 finally:

lib/options/options_spot_bridge_lib.py

@@ -13,6 +13,61 @@ BRIDGE_HOLDING = "holding"
 BRIDGE_PENDING_SELL = "pending_sell_spot"
 BRIDGE_CLOSED = "closed"
 
+# 拉取 instruments 失败时的兜底(与 OKX 现货常见 minSz 对齐)
+_SPOT_MIN_SZ_FALLBACK: dict[str, float] = {"ETH": 0.0001, "BTC": 0.00001}
+_SPOT_MIN_SZ_CACHE: dict[str, tuple[float, float]] = {}  # ccy -> (min_sz, mono_ts)
+_SPOT_MIN_SZ_TTL_SEC = 3600.0
+
+
+def spot_min_sell_sz(ex: Any | None, underlying: str) -> float:
+    """ETH/BTC-USDT 现货最小下单量(base ccy);粉尘低于此值不卖、不展示."""
+    ccy = (underlying or "ETH").strip().upper() or "ETH"
+    fb = float(_SPOT_MIN_SZ_FALLBACK.get(ccy) or _SPOT_MIN_SZ_FALLBACK["ETH"])
+    now = time.monotonic()
+    cached = _SPOT_MIN_SZ_CACHE.get(ccy)
+    if cached and (now - cached[1]) < _SPOT_MIN_SZ_TTL_SEC:
+        return float(cached[0])
+    min_sz = fb
+    if ex is not None:
+        try:
+            inst_id = spot_quote_inst_id(ccy)
+            rows = ex.public_get_public_instruments({"instType": "SPOT", "instId": inst_id}) or {}
+            data = rows.get("data") if isinstance(rows, dict) else None
+            if not data and hasattr(ex, "publicGetPublicInstruments"):
+                rows = ex.publicGetPublicInstruments({"instType": "SPOT", "instId": inst_id}) or {}
+                data = rows.get("data") if isinstance(rows, dict) else None
+            row = (data or [None])[0] if data else None
+            if isinstance(row, dict):
+                raw = _safe_float(row.get("minSz"))
+                if raw is not None and raw > 0:
+                    min_sz = float(raw)
+        except Exception:
+            pass
+    _SPOT_MIN_SZ_CACHE[ccy] = (min_sz, now)
+    return min_sz
+
+
+def is_sellable_spot_coin(ex: Any | None, underlying: str, amount: Any) -> bool:
+    """数量是否达到现货最小可卖(达到才重试/展示)."""
+    try:
+        amt = float(amount or 0)
+    except (TypeError, ValueError):
+        return False
+    if amt <= 0:
+        return False
+    return amt + 1e-15 >= spot_min_sell_sz(ex, underlying)
+
+
+def display_sellable_coin(ex: Any | None, underlying: str, amount: Any) -> float:
+    """展示用:不够 minSz 的粉尘归零."""
+    try:
+        amt = float(amount or 0)
+    except (TypeError, ValueError):
+        return 0.0
+    if not is_sellable_spot_coin(ex, underlying, amt):
+        return 0.0
+    return amt
+
 
 def ensure_bridge_table(conn: sqlite3.Connection) -> None:
     conn.execute(
@@ -229,8 +284,13 @@ def spot_market_sell_coin_to_usdt(
     amt = float(avail)
     if amt <= 0:
         return {"ok": False, "msg": f"{ccy} 数量须大于 0"}
+    min_sz = spot_min_sell_sz(ex, ccy)
+    if amt + 1e-15 < min_sz:
+        return {"ok": False, "msg": f"{ccy} 可卖数量过小(低于现货最小 {min_sz:g})"}
     # 留一点粉尘避免精度拒单
     sell_sz = max(0.0, amt * 0.999)
+    if sell_sz + 1e-15 < min_sz:
+        return {"ok": False, "msg": f"{ccy} 可卖数量过小(低于现货最小 {min_sz:g})"}
     inst_id = spot_quote_inst_id(ccy)
     try:
         # 现货卖出数量精度:截到 8 位
@@ -349,6 +409,43 @@ def sell_residual_after_option_flat(
         except Exception:
             pass
 
+    # 粉尘:不够现货最小下单量则忽略,不再重试;有桥则直接关闭
+    try:
+        avail_chk = fetch_trading_coin_available(ex, underlying)
+    except Exception:
+        avail_chk = None
+    if avail_chk is not None and not is_sellable_spot_coin(ex, underlying, avail_chk):
+        dust_msg = "粉尘低于现货最小可卖,已忽略"
+        if bid is None:
+            return {"ok": True, "msg": dust_msg, "skipped": True, "dust": True}
+        def _close_dust(c: sqlite3.Connection) -> dict[str, Any]:
+            update_bridge(
+                c,
+                bid,
+                status=BRIDGE_CLOSED,
+                inst_id=inst_id,
+                message=dust_msg,
+                close=True,
+            )
+            return {
+                "ok": True,
+                "msg": dust_msg,
+                "skipped": True,
+                "dust": True,
+                "bridge_id": bid,
+                "bridge_status": BRIDGE_CLOSED,
+            }
+        if get_db is not None:
+            conn_d = get_db()
+            try:
+                return _close_dust(conn_d)
+            finally:
+                try:
+                    conn_d.close()
+                except Exception:
+                    pass
+        return _close_dust(conn_or_get_db)
+
     # 此处无业务连接:模拟盘 convert 可安全另开写钱包
     sell = spot_market_sell_coin_to_usdt(ex, underlying=underlying)
     if bid is None:
@@ -361,16 +458,35 @@ def sell_residual_after_option_flat(
 
     def _apply_bridge(c: sqlite3.Connection) -> dict[str, Any]:
         if not sell.get("ok"):
+            msg = str(sell.get("msg") or "卖回 USDT 失败")
+            # 交易所拒单「过小」也按粉尘关闭桥,避免一直 pending 重试
+            if "过小" in msg or "minimum" in msg.lower() or "min sz" in msg.lower():
+                update_bridge(
+                    c,
+                    bid,
+                    status=BRIDGE_CLOSED,
+                    inst_id=inst_id,
+                    message="粉尘低于现货最小可卖,已忽略",
+                    close=True,
+                )
+                return {
+                    "ok": True,
+                    "msg": "粉尘低于现货最小可卖,已忽略",
+                    "skipped": True,
+                    "dust": True,
+                    "bridge_id": bid,
+                    "bridge_status": BRIDGE_CLOSED,
+                }
             update_bridge(
                 c,
                 bid,
                 status=BRIDGE_PENDING_SELL,
                 inst_id=inst_id,
-                message=str(sell.get("msg") or "卖回 USDT 失败"),
+                message=msg,
             )
             return {
                 "ok": False,
-                "msg": sell.get("msg") or "卖回 USDT 失败",
+                "msg": msg,
                 "bridge_id": bid,
                 "bridge_status": BRIDGE_PENDING_SELL,
             }

lib/sim/hooks.py

@@ -472,8 +472,13 @@ def _patch_spot_bridge_lib() -> None:
                 avail = fetch_trading_coin_available(ex, coin)
                 if avail is None or float(avail) <= 0:
                     return {"ok": False, "msg": f"交易账户无可用 {coin}"}
+                from lib.options.options_spot_bridge_lib import is_sellable_spot_coin, spot_min_sell_sz
+
+                if not is_sellable_spot_coin(ex, coin, avail):
+                    min_sz = spot_min_sell_sz(ex, coin)
+                    return {"ok": False, "msg": f"{coin} 可卖数量过小(低于现货最小 {min_sz:g})"}
                 sell_sz = max(0.0, float(avail) * 0.999)
-                if sell_sz <= 0:
+                if sell_sz <= 0 or not is_sellable_spot_coin(ex, coin, sell_sz):
                     return {"ok": False, "msg": f"{coin} 可卖数量过小"}
                 pub = _sim_public_exchange(ex)
                 if pub is None: