修复 BTC 币本位期权净盈亏被 round4 抹成 0 的精度问题。

币本位权利金/回收/盈亏改用 8 位小数，避免小额 BTC 报价显示为 0。

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

lib/options/options_close_exec_lib.py

@@ -11,9 +11,11 @@ from lib.options.options_close_gate_lib import (
     update_close_gate,
 )
 from lib.options.options_pricing_lib import (
+    PREMIUM_DECIMALS_COIN,
     estimate_close_by_bids,
     fetch_option_mark_px,
     is_stub_bid_px,
+    round_premium_amount,
     total_premium,
 )
 
@@ -307,7 +309,9 @@ def close_option_by_bid1(
     px = float(order.get("px", locked_bid_px))
     oid = str((order.get("data") or {}).get("ordId") or "")
     # 本批预估收回(按挂单张数);成交后按实际减仓张数重算并入累计
-    prem_recv_submit = round(total_premium(px, level_sheets * ct_mult), 4)
+    prem_recv_submit = round_premium_amount(
+        total_premium(px, level_sheets * ct_mult), decimals=PREMIUM_DECIMALS_COIN
+    )
     time.sleep(0.6)
     invalidate_option_positions_cache()
     raw2 = cfg["fetch_option_positions"](ex)
@@ -331,7 +335,9 @@ def close_option_by_bid1(
     if fully_closed and filled_sheets < 1:
         filled_sheets = level_sheets
     batch_recv = (
-        round(total_premium(px, filled_sheets * ct_mult), 4) if filled_sheets > 0 else 0.0
+        round_premium_amount(total_premium(px, filled_sheets * ct_mult), decimals=PREMIUM_DECIMALS_COIN)
+        if filled_sheets > 0
+        else 0.0
     )
 
     total_recv = batch_recv
@@ -360,7 +366,9 @@ def close_option_by_bid1(
                     ord_id=oid or None,
                 )
             accum = get_open_close_accum(conn, inst_id)
-            total_recv = round(float(accum.get("recv") or 0), 4)
+            total_recv = round_premium_amount(
+                float(accum.get("recv") or 0), decimals=PREMIUM_DECIMALS_COIN
+            ) or 0.0
             accum_sheets = int(accum.get("sheets") or 0)
             accum_notional = float(accum.get("notional") or 0)
             if accum_sheets > 0 and accum_notional > 0:
@@ -380,14 +388,20 @@ def close_option_by_bid1(
             for i, row in enumerate(open_rows):
                 paid = float(row["premium_paid"] or 0)
                 if i == len(open_rows) - 1:
-                    recv = round(total_recv - allocated, 4)
+                    recv = round_premium_amount(
+                        total_recv - allocated, decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
                 elif total_paid > 0:
-                    recv = round(total_recv * (paid / total_paid), 4)
+                    recv = round_premium_amount(
+                        total_recv * (paid / total_paid), decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
                     allocated += recv
                 else:
-                    recv = round(total_recv / len(open_rows), 4)
+                    recv = round_premium_amount(
+                        total_recv / len(open_rows), decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
                     allocated += recv
-                pnl = round(recv - paid, 4)
+                pnl = round_premium_amount(recv - paid, decimals=PREMIUM_DECIMALS_COIN) or 0.0
                 note_sql = ""
                 from lib.options.options_time_lib import options_app_now_str
 

lib/options/options_positions_lib.py

@@ -95,6 +95,8 @@ def forget_close_gate_for_inst(inst_id: str) -> None:
 
 def net_pnl_from_display_row(row: dict[str, Any]) -> float | None:
     """与持仓卡「净盈亏」同口径:买一可回收 − 权利金;残档买一则无净值."""
+    from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
+
     preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
     if preview.get("bid_invalid"):
         return None
@@ -112,7 +114,9 @@ def net_pnl_from_display_row(row: dict[str, Any]) -> float | None:
     recv = _safe_float(preview.get("total_received"))
     paid = _safe_float(row.get("premium_paid"))
     if covered > 0 and recv is not None and paid is not None:
-        return round(recv - paid, 4)
+        ccy = str(row.get("premium_ccy") or "").strip().upper()
+        decimals = PREMIUM_DECIMALS_COIN if ccy in ("ETH", "BTC") else None
+        return round_premium_amount(recv - paid, ccy=ccy or None, decimals=decimals)
     return None
 
 

lib/options/options_pricing_lib.py

@@ -4,6 +4,24 @@ from __future__ import annotations
 import math
 from typing import Any
 
+# 币本位权利金常为 1e-4~1e-5 量级(尤其 BTC);round(...,4) 会把净盈亏抹成 0
+PREMIUM_DECIMALS_COIN = 8
+PREMIUM_DECIMALS_FIAT = 4
+
+
+def round_premium_amount(v: float | None, *, ccy: str | None = None, decimals: int | None = None) -> float | None:
+    """权利金/回收/币盈亏入账精度:ETH/BTC 用 8 位,USDC 等用法币 4 位."""
+    if v is None:
+        return None
+    try:
+        n = float(v)
+    except (TypeError, ValueError):
+        return None
+    if decimals is None:
+        unit = (ccy or "").strip().upper()
+        decimals = PREMIUM_DECIMALS_COIN if unit in ("ETH", "BTC") else PREMIUM_DECIMALS_FIAT
+    return round(n, int(decimals))
+
 
 def ct_mult_from_meta(meta: dict[str, Any] | None) -> float:
     if not meta:
@@ -298,7 +316,7 @@ def estimate_close_by_bids(
                 "available_sheets": sz,
                 "sheets": take,
                 "eth_amount": eth_amount,
-                "received": round(received, 4),
+                "received": round_premium_amount(received, decimals=PREMIUM_DECIMALS_COIN),
             }
         )
         total_received += received
@@ -310,15 +328,16 @@ def estimate_close_by_bids(
     estimated_pnl_ratio_pct = None
     if premium_paid is not None and covered > 0:
         paid = float(premium_paid)
-        estimated_pnl = round(total_received - paid, 4)
-        if paid > 0:
+        # 必须用 8 位:BTC 权利金常约 1e-4,round(...,4) 会把盈亏抹成 0
+        estimated_pnl = round_premium_amount(total_received - paid, decimals=PREMIUM_DECIMALS_COIN)
+        if paid > 0 and estimated_pnl is not None:
             estimated_pnl_ratio_pct = round(estimated_pnl / paid * 100.0, 2)
     return {
         "levels": levels,
         "covered_sheets": covered,
         "uncovered_sheets": remaining,
-        "total_received": round(total_received, 4),
-        "avg_px": round(avg_px, 4) if avg_px is not None else None,
+        "total_received": round_premium_amount(total_received, decimals=PREMIUM_DECIMALS_COIN),
+        "avg_px": round(avg_px, 8) if avg_px is not None else None,
         "estimated_pnl": estimated_pnl,
         "estimated_pnl_ratio_pct": estimated_pnl_ratio_pct,
         "bid_invalid": False,

lib/options/options_profit_exit_lib.py

@@ -59,11 +59,14 @@ def profit_exit_hit(
 
 
 def required_recycle_usdc(premium_paid: float, mult: float) -> float | None:
+    from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
+
     prem = float(premium_paid or 0)
     m = float(mult or 0)
     if prem <= 0 or m <= 0:
         return None
-    return round(prem * (1.0 + m), 4)
+    # 币本位权利金很小,必须用 8 位,否则翻倍门槛会被 round4 抹歪
+    return round_premium_amount(prem * (1.0 + m), decimals=PREMIUM_DECIMALS_COIN)
 
 
 def set_profit_exit(

lib/options/options_register.py

@@ -1159,7 +1159,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         sizing = dict(sizing)
         sizing["sheets"] = sheets
         sizing["eth_amount"] = round(sheets * ct_mult, 8)
-        sizing["total_premium"] = round(fill_px * sheets * ct_mult, 4)
+        from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
+
+        sizing["total_premium"] = round_premium_amount(
+            fill_px * sheets * ct_mult, decimals=PREMIUM_DECIMALS_COIN
+        )
         conn = cfg["get_db"]()
         trade_id = None
         target_mon = None