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