修复期权币本位高危缺陷:开仓估量、卖回封顶、握库超时与条件单嵌套锁。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-07 12:00:08 +08:00
parent ea3e029eb9
commit 77fe0fa679
16 changed files with 724 additions and 201 deletions
+35 -16
View File
@@ -212,31 +212,50 @@ def build_display_option_positions(
cfg: dict[str, Any],
ex: Any,
raw_positions: list[dict[str, Any]],
*,
include_close_preview: bool = True,
) -> list[dict[str, Any]]:
"""与实例 /api/options/positions 相同 enrichment + close_preview."""
"""与实例 /api/options/positions 相同 enrichment;可选 close_preview.
DB 读写与交易所拉盘口分离,避免握库期间网络导致 database is locked / 中控超时。
"""
from lib.options.options_db import init_options_tables, sum_open_budget_usdt, sum_open_premium_paid
meta_cache: dict[str, dict[str, Any] | None] = {}
rows: list[dict[str, Any]] = []
prem_by_inst: dict[str, float | None] = {}
budget_by_inst: dict[str, float | None] = {}
conn = cfg["get_db"]()
try:
init_options_tables(conn)
for p in raw_positions:
inst = str(p.get("instId") or "").strip()
premium_override = sum_open_premium_paid(conn, inst) if inst else None
budget_usdt = sum_open_budget_usdt(conn, inst) if inst else None
row = enrich_position_row_display(
cfg,
ex,
p,
meta_cache=meta_cache,
premium_override=premium_override,
)
if budget_usdt is not None:
row["budget_usdt"] = round(float(budget_usdt), 4)
row["premium_entry_usdt"] = round(float(budget_usdt), 4)
attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid")))
rows.append(row)
if not inst:
continue
prem_by_inst[inst] = sum_open_premium_paid(conn, inst)
budget_by_inst[inst] = sum_open_budget_usdt(conn, inst)
try:
conn.commit()
except Exception:
pass
finally:
conn.close()
rows: list[dict[str, Any]] = []
for p in raw_positions:
inst = str(p.get("instId") or "").strip()
premium_override = prem_by_inst.get(inst)
budget_usdt = budget_by_inst.get(inst)
row = enrich_position_row_display(
cfg,
ex,
p,
meta_cache=meta_cache,
premium_override=premium_override,
)
if budget_usdt is not None:
row["budget_usdt"] = round(float(budget_usdt), 4)
row["premium_entry_usdt"] = round(float(budget_usdt), 4)
if include_close_preview:
attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid")))
rows.append(row)
return rows