修复比特币期权浮盈把币数量当成 U:看板/中控改为按指数折 USDT。

币本位 BTC/ETH 净盈亏须 × 指数后再标 U;并兜底从合约推断 premium_ccy,避免缺失时漏折算。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-09-30 22:01:41 +08:00
parent 41c85c36a9
commit 8a62cfbb48
4 changed files with 65 additions and 7 deletions
+3 -3
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@@ -162,12 +162,12 @@ def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-" inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
opt_type = str(p.get("opt_type") or p.get("optType") or "").upper() opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT") label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
# 看板期权列:优先买一净盈亏,残档回退交易所 upl # 看板期权列:统一折成 U(币本位 BTC/ETH 权利金盈亏 × 指数)
pnl = None pnl = None
try: try:
from lib.options.options_positions_lib import display_pnl_from_option_row from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
pnl = display_pnl_from_option_row(p) pnl = display_pnl_usdt_from_option_row(p)
except Exception: except Exception:
pnl = None pnl = None
pos = _safe_float(p.get("pos")) pos = _safe_float(p.get("pos"))
+3 -3
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@@ -85,13 +85,13 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
conn.close() conn.close()
except Exception: except Exception:
target_monitors = [] target_monitors = []
from lib.options.options_positions_lib import display_pnl_from_option_row from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
upl_total = 0.0 upl_total = 0.0
has_upl = False has_upl = False
for p in positions: for p in positions:
# 与持仓卡展示一致:优先买一净盈亏,残档回退交易所 upl # 合计一律折 U:币本位 × 指数,避免 BTC/ETH 币数量与 USDC 混加
pnl = display_pnl_from_option_row(p) pnl = display_pnl_usdt_from_option_row(p)
if pnl is None: if pnl is None:
continue continue
has_upl = True has_upl = True
+14 -1
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@@ -125,11 +125,24 @@ def display_pnl_from_option_row(row: dict[str, Any]) -> float | None:
def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None: 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.""" """顶栏/看板「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样.
BTC/ETH 币本位若不折算,会被界面标成 U 而数值仍是币数量(BTC 尤为离谱).
"""
pnl = display_pnl_from_option_row(row) pnl = display_pnl_from_option_row(row)
if pnl is None: if pnl is None:
return None return None
ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC" ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
if not ccy or ccy == "USDC":
# 兜底:按合约推断币本位,避免 premium_ccy 缺失时把 BTC 盈亏当 U
inst = str(row.get("inst_id") or row.get("instId") or "")
mode = str(row.get("margin_mode") or "").strip().lower()
if mode == "coin" or (
"-USD-" in inst.upper() and "_UM" not in inst.upper()
):
underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "") or "").upper()
if underly in ("ETH", "BTC"):
ccy = underly
if ccy in ("ETH", "BTC"): if ccy in ("ETH", "BTC"):
idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px")) idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
if idx is None or idx <= 0: if idx is None or idx <= 0:
+45
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@@ -0,0 +1,45 @@
"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
from __future__ import annotations
import unittest
from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
class DisplayPnlUsdtTests(unittest.TestCase):
def test_btc_coin_pnl_times_index(self):
row = {
"inst_id": "BTC-USD-260327-100000-P",
"premium_ccy": "BTC",
"margin_mode": "coin",
"idx_px": 100000.0,
"upl": -0.001,
"close_preview": {"bid_invalid": True},
}
# 残档回退 upl: -0.001 BTC × 100000 = -100 U
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
def test_btc_infers_ccy_when_premium_ccy_missing(self):
row = {
"inst_id": "BTC-USD-260327-100000-C",
"margin_mode": "coin",
"underlying": "BTC",
"idx_px": 95000.0,
"upl": 0.002,
"close_preview": {"bid_invalid": True},
}
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
def test_usdc_unchanged(self):
row = {
"inst_id": "BTC-USD_UM-260327-100000-C",
"premium_ccy": "USDC",
"margin_mode": "usdc",
"upl": -12.5,
"close_preview": {"bid_invalid": True},
}
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
if __name__ == "__main__":
unittest.main()