@@ -884,6 +884,10 @@ def build_option_chain(
|
||||
mark = q["mark_px"]
|
||||
ask_sz = q["ask_sz"]
|
||||
bid_sz = q["bid_sz"]
|
||||
# 行情 ticker:delta;兼容个别字段名
|
||||
delta = _safe_float(t.get("delta"))
|
||||
if delta is None:
|
||||
delta = _safe_float(t.get("deltaBS"))
|
||||
expiry_be = expiry_breakeven_from_ask(
|
||||
opt_type=opt_type,
|
||||
strike=strike,
|
||||
@@ -904,6 +908,7 @@ def build_option_chain(
|
||||
"ask_sz": ask_sz,
|
||||
"bid_sz": bid_sz,
|
||||
"mark_px": mark,
|
||||
"delta": delta,
|
||||
"ask_estimated": q["ask_estimated"],
|
||||
"expiry_be_px": expiry_be,
|
||||
"dist_expiry_be": strike_distance_to_be(strike, expiry_be),
|
||||
@@ -1843,6 +1848,9 @@ def format_position_row(
|
||||
round(total_premium(avg, eth_amount), 8) if avg is not None and eth_amount > 0 else None
|
||||
)
|
||||
delta_pa = _safe_float(pos.get("deltaPA"))
|
||||
delta_bs = _safe_float(pos.get("deltaBS"))
|
||||
if delta_bs is None:
|
||||
delta_bs = _safe_float(pos.get("delta"))
|
||||
try:
|
||||
from lib.options.options_margin_mode_lib import margin_mode_from_inst_id
|
||||
|
||||
@@ -1909,6 +1917,10 @@ def format_position_row(
|
||||
total_premium=premium_paid,
|
||||
margin_mode=row_mode,
|
||||
),
|
||||
# 展示用单位 Delta(BS);delta_pa 为仓位美元敏感度
|
||||
"delta": delta_bs,
|
||||
"delta_bs": delta_bs,
|
||||
"delta_pa": delta_pa,
|
||||
"raw": pos,
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user