移除全部对冲计划模块:crypto_okx 改为币本位单独期权执行机。
交易模式锁定 options;okx_trade_mode / 到期盈亏迁入 options;保留期权/桥/关键位/企微与中控预留快照口径。恢复点:backup/before-remove-hedge 与 tag backup-before-remove-hedge-20260930。 Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -28,6 +28,28 @@ def premium_per_sheet(quote_per_unit: float, ct_mult: float = 0.01) -> float:
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return float(quote_per_unit) * float(ct_mult)
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def option_expiry_pnl(
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*,
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opt_type: str,
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strike: float,
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spot: float,
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sheets: float,
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ct_mult: float,
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premium_paid: float,
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) -> float:
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"""到期按实值估算盈亏(权利金币种口径);模拟盘到期结算等复用."""
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o = (opt_type or "").strip().upper()
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intrinsic_per_coin = 0.0
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if o in ("C", "CALL"):
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intrinsic_per_coin = max(0.0, float(spot) - float(strike))
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elif o in ("P", "PUT"):
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intrinsic_per_coin = max(0.0, float(strike) - float(spot))
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else:
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return -float(premium_paid)
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value = intrinsic_per_coin * float(sheets) * float(ct_mult or 0.01)
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return value - float(premium_paid)
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def format_quote_liquidity(px: float | None, sz: float | None, *, px_decimals: int = 4) -> str | None:
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"""盘口展示:价格/张数,如 17.2/150."""
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if px is None:
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