Make options target close gate configurable via env.

Support premium multiplier (coin default 1.05) or net-PnL USDT threshold with index conversion.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-25 09:00:39 +08:00
parent 0cb2167770
commit 37f787e6a9
8 changed files with 211 additions and 29 deletions
+9
View File
@@ -106,6 +106,11 @@ HOT_RELOAD_EXACT = frozenset({
"OKX_OPTIONS_COIN_MAX_USDT_ENABLED",
"OKX_OPTIONS_COIN_MAX_USDT",
"OKX_OPTIONS_COIN_SPOT_BUY_BUFFER",
"OKX_OPTIONS_CLOSE_GATE_MODE",
"OKX_OPTIONS_CLOSE_RECYCLE_MULT",
"OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
"OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT",
"OKX_OPTIONS_CLOSE_HOLD_SECONDS",
"OKX_TRADE_MODE",
"MAX_ACTIVE_HEDGE_PLANS",
"HEDGE_PLAN_LIVE_ORDER",
@@ -171,6 +176,10 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
("coin", "币本位(USDT买币桥)"),
("usdc", "USDC(USDⓈ权利金)"),
),
"OKX_OPTIONS_CLOSE_GATE_MODE": (
("premium", "权利金倍数"),
("net_pnl", "净盈亏(USDT)"),
),
"HEDGE_PLAN_OPTION_PRIMARY": (
("true", "以期权为主"),
("false", "保险模式"),
+30
View File
@@ -150,6 +150,31 @@ _OPTIONS_SECTION: dict[str, Any] = {
"链上仅显示有卖一",
"默认 true;开启后隐藏无卖一深度或深度不足1张的合约(含标记价估算行)",
),
(
"OKX_OPTIONS_CLOSE_GATE_MODE",
"目标平仓门控模式",
"premium=可回收≥权利金×倍数(币本位默认×1.05);net_pnl=净盈亏折USDT≥阈值",
),
(
"OKX_OPTIONS_CLOSE_RECYCLE_MULT",
"门控权利金倍数(USDC)",
"仅 premium 模式;USDC 权利金仓默认 2",
),
(
"OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
"门控权利金倍数(币本位)",
"仅 premium 模式;ETH/BTC 权利金仓默认 1.05",
),
(
"OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT",
"门控净盈亏下限(U)",
"仅 net_pnl 模式;买一可回收−权利金折 USDT 后需≥此值;0 或 1 等",
),
(
"OKX_OPTIONS_CLOSE_HOLD_SECONDS",
"门控持续秒数",
"条件达标后需持续满足的秒数,默认 120",
),
],
}
@@ -259,6 +284,11 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"OKX_OPTIONS_MAX_DTE_DAYS": "2",
"OKX_OPTIONS_MAX_ACTIVE_POSITIONS": "0",
"OKX_OPTIONS_MARGIN_MODE": "coin",
"OKX_OPTIONS_CLOSE_GATE_MODE": "premium",
"OKX_OPTIONS_CLOSE_RECYCLE_MULT": "2",
"OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN": "1.05",
"OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT": "0",
"OKX_OPTIONS_CLOSE_HOLD_SECONDS": "120",
"OKX_TRADE_MODE": "options",
"HEDGE_PLAN_ENABLED": "false",
"MAX_ACTIVE_HEDGE_PLANS": "1",