fix卖回VWAP必须落库并覆盖指数占位价,禁止预算反推开仓价。
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -511,6 +511,16 @@ def open_coin_option_buy_full(
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except Exception:
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pass
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# 开仓价必须在缩减 coin_bought 之前按买币 VWAP 冻住
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# (buy_usdt_spent/buy_coin_accum;禁止事后 budget/缩水权利金量反推)
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open_px_freeze = idx_open
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try:
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bv = _spot_bridge.bridge_buy_vwap(conn, bridge_id)
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if bv is not None and float(bv) > 0:
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open_px_freeze = float(bv)
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except Exception:
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pass
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_spot_bridge.update_bridge(
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conn,
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bridge_id,
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@@ -520,14 +530,6 @@ def open_coin_option_buy_full(
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message="期权持仓中",
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)
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# 开仓价一次冻结:优先买币 VWAP(之后不再改);权利金币量 premium_paid 固定
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open_px_freeze = idx_open
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try:
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bv = _spot_bridge.bridge_buy_vwap(conn, bridge_id)
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if bv is not None and float(bv) > 0:
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open_px_freeze = float(bv)
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except Exception:
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pass
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trade_id = _insert_coin_trade(
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conn,
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inst_id=inst_id,
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