顶栏实时盈亏:币本位按 ETH/BTC 指数折算为 USDT。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-20 17:25:49 +08:00
parent e39dbd47c5
commit 857974070e
2 changed files with 34 additions and 7 deletions
+16 -4
View File
@@ -1617,9 +1617,9 @@ def resolve_option_close_from_history(
def fetch_options_unrealized_pnl_usdc(ex: ccxt.okx) -> float | None:
"""
期权浮盈合计(USDC≈U).
优先返回交易所标记价 upl;实例顶栏应改用
`options_positions_lib.sum_options_net_pnl_usdc`(买一净盈亏)以与持仓卡一致.
期权浮盈合计(USDT/USDC≈U).
优先返回交易所标记价 upl;币本位 upl 按 idxPx 折 U.
实例顶栏应改用 `options_positions_lib.sum_options_net_pnl_usdc`(买一净盈亏)以与持仓卡一致.
"""
positions = fetch_option_positions(ex)
if positions is None:
@@ -1630,8 +1630,20 @@ def fetch_options_unrealized_pnl_usdc(ex: ccxt.okx) -> float | None:
upl = _safe_float(pos.get("upl"))
if upl is None:
continue
inst = str(pos.get("instId") or "")
# 币本位合约:upl 为币;折指数为 U
try:
from lib.options.options_margin_mode_lib import MODE_COIN, margin_mode_from_inst_id
if margin_mode_from_inst_id(inst) == MODE_COIN:
idx = _safe_float(pos.get("idxPx"))
if idx is None or idx <= 0:
continue
upl = float(upl) * float(idx)
except Exception:
pass
found = True
total += upl
total += float(upl)
return round(total, 4) if found else None
+18 -3
View File
@@ -118,14 +118,29 @@ def display_pnl_from_option_row(row: dict[str, Any]) -> float | None:
return _safe_float(row.get("upl"))
def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None:
"""顶栏「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样."""
pnl = display_pnl_from_option_row(row)
if pnl is None:
return None
ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
if ccy in ("ETH", "BTC"):
idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
if idx is None or idx <= 0:
# 无指数时无法折算,跳过该仓以免把「币数量」当成 U
return None
return float(pnl) * float(idx)
return float(pnl)
def sum_options_net_pnl_usdc(
cfg: dict[str, Any],
ex: Any,
raw_positions: list[dict[str, Any]] | None = None,
) -> float | None:
"""
期权浮盈合计(USDC),与顶栏实时盈亏/中控口径对齐为「净盈亏」:
各仓买一可回收 权利金之和;残档回退该仓交易所 upl.
期权浮盈合计(USDT/USDC 口径),与顶栏实时盈亏对齐:
各仓买一可回收 权利金;币本位再 × 指数折成 U;残档回退该仓 upl(同样折算).
获取失败返回 None;无持仓返回 0.
"""
raw = raw_positions
@@ -139,7 +154,7 @@ def sum_options_net_pnl_usdc(
total = 0.0
found = False
for p in positions:
pnl = display_pnl_from_option_row(p)
pnl = display_pnl_usdt_from_option_row(p)
if pnl is None:
continue
found = True