feat期权盈亏按交易账户快照结算：一次一仓、持仓禁划转、卖回后冻结。
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
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"""期权已实现盈亏:交易账户 USDT 快照差分(一次一仓).
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规格见 docs/规格-期权交易账户盈亏结算.md
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"""
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from __future__ import annotations
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from typing import Any
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def _safe_float(v: Any) -> float | None:
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if v is None or v == "":
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return None
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try:
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return float(v)
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except (TypeError, ValueError):
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return None
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def fetch_trading_usdt(cfg: dict[str, Any] | None, ex: Any) -> float | None:
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"""读取交易账户 USDT(可用优先)."""
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fetch = (cfg or {}).get("fetch_options_balances") if isinstance(cfg, dict) else None
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if not callable(fetch):
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from lib.exchange.okx_options_lib import fetch_options_balances
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fetch = fetch_options_balances
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try:
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bal = fetch(ex, force=True) or {}
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except TypeError:
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try:
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bal = fetch(ex) or {}
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except Exception:
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return None
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except Exception:
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return None
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v = _safe_float(bal.get("trading_usdt_avail"))
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if v is None:
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v = _safe_float(bal.get("trading_usdt"))
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return round(float(v), 8) if v is not None else None
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def sellable_coin_blocks_open_msg(ex: Any, underlying: str) -> str | None:
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"""开仓前有可卖标的币则拒开."""
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from lib.options.options_spot_bridge_lib import (
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fetch_trading_coin_available,
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is_sellable_spot_coin,
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)
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uly = (underlying or "").strip().upper()
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if uly not in ("ETH", "BTC"):
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return None
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try:
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avail = fetch_trading_coin_available(ex, uly)
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except Exception:
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return None
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if avail is None:
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return None
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if is_sellable_spot_coin(ex, uly, avail):
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return f"交易账户仍有可卖 {uly}({float(avail):g}),请先卖回 USDT 后再开仓"
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return None
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def transfer_blocked_by_position_msg(conn, ex: Any = None) -> str | None:
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"""持仓中或待卖回时禁止划转."""
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from lib.options.options_spot_bridge_lib import has_unfinished_bridge
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try:
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if has_unfinished_bridge(conn):
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return "期权持仓或待卖回期间禁止划转,请先平仓并卖回 USDT"
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except Exception:
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pass
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try:
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row = conn.execute(
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"SELECT COUNT(*) AS n FROM options_trades WHERE status='open'"
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).fetchone()
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n = int(row["n"] if hasattr(row, "keys") else row[0])
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if n > 0:
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return "期权持仓中禁止划转"
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except Exception:
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pass
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if ex is not None:
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try:
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from lib.exchange.okx_options_lib import fetch_option_positions
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for p in fetch_option_positions(ex) or []:
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try:
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if abs(float(p.get("pos") or 0)) > 1e-12:
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return "存在未平期权持仓,禁止划转"
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except (TypeError, ValueError):
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continue
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except Exception:
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pass
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return None
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def try_settle_after_sellback(
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get_db: Any,
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ex: Any,
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*,
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bridge_id: int | None = None,
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cfg: dict[str, Any] | None = None,
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) -> int:
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"""卖回路径通用结算:读交易账户 after 并冻结未结算单."""
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pack = cfg if isinstance(cfg, dict) else {"fetch_options_balances": None}
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after = fetch_trading_usdt(pack, ex)
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if after is None:
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return 0
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conn = get_db() if callable(get_db) else get_db
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close_conn = callable(get_db)
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try:
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from lib.options.options_db import init_options_tables
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init_options_tables(conn)
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n = 0
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if bridge_id is not None:
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n = settle_closed_trades_from_trading_account(
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conn, trading_usdt_after=after, bridge_id=int(bridge_id)
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)
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if n < 1:
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row = conn.execute(
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"""
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SELECT id FROM options_trades
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WHERE status='closed' AND COALESCE(pnl_settled,0)=0
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AND trading_usdt_before IS NOT NULL
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ORDER BY id DESC LIMIT 1
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"""
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).fetchone()
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if row:
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n = settle_closed_trades_from_trading_account(
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conn,
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trading_usdt_after=after,
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trade_id=int(row["id"] if hasattr(row, "keys") else row[0]),
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)
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try:
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conn.commit()
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except Exception:
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pass
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return n
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finally:
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if close_conn:
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try:
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conn.close()
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except Exception:
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pass
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def settle_closed_trades_from_trading_account(
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conn,
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*,
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trading_usdt_after: float,
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bridge_id: int | None = None,
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trade_id: int | None = None,
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) -> int:
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"""卖回后:对本桥/本单未结算已平仓位冻结 after−before.
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已 pnl_settled=1 的行永不改写.
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"""
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after = _safe_float(trading_usdt_after)
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if after is None:
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return 0
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after = round(float(after), 8)
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clauses = ["status='closed'", "COALESCE(pnl_settled, 0)=0", "trading_usdt_before IS NOT NULL"]
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params: list[Any] = []
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if trade_id is not None:
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clauses.append("id=?")
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params.append(int(trade_id))
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elif bridge_id is not None:
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clauses.append("bridge_id=?")
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params.append(int(bridge_id))
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else:
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return 0
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rows = conn.execute(
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f"""
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SELECT id, trading_usdt_before, realized_pnl_usdt
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FROM options_trades
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WHERE {" AND ".join(clauses)}
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""",
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tuple(params),
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).fetchall()
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updated = 0
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for row in rows:
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before = _safe_float(row["trading_usdt_before"] if hasattr(row, "keys") else row[1])
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if before is None:
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continue
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pnl_u = round(float(after) - float(before), 4)
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conn.execute(
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"""
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UPDATE options_trades
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SET trading_usdt_after = ?,
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realized_pnl_usdt = ?,
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pnl_settled = 1
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WHERE id = ? AND COALESCE(pnl_settled, 0)=0
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""",
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(after, pnl_u, int(row["id"] if hasattr(row, "keys") else row[0])),
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)
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updated += 1
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return updated
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