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>
2026-10-02 14:45:54 +08:00
parent c1f783df9b
commit 34322d1731
5 changed files with 59 additions and 15 deletions
@@ -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(