中控快照增加买一/流动性字段，便于总览标黄不足仓位。

含买一价、张数、未覆盖张数与残档标记。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-01 12:39:13 +08:00
parent 193c02eda8
commit c1f783df9b
2 changed files with 41 additions and 3 deletions
@@ -54,17 +54,54 @@ def _enrich_hub_protocol(snap: dict[str, Any], *, app_module: Any) -> dict[str,
    for p in positions:
        if not isinstance(p, dict):
            continue
+        preview = p.get("close_preview") if isinstance(p.get("close_preview"), dict) else {}
+        levels = preview.get("levels") if isinstance(preview.get("levels"), list) else []
+        top = levels[0] if levels and isinstance(levels[0], dict) else {}
+        bid_px = top.get("px")
+        if bid_px is None:
+            bid_px = preview.get("raw_bid_px")
+        bid_sz = top.get("available_sheets")
+        try:
+            uncovered = int(float(preview.get("uncovered_sheets") or 0))
+        except (TypeError, ValueError):
+            uncovered = 0
+        try:
+            covered = int(float(preview.get("covered_sheets") or 0))
+        except (TypeError, ValueError):
+            covered = 0
+        bid_invalid = bool(preview.get("bid_invalid"))
+        # 残档/无效买一,或买一深度盖不住持仓 → 流动性不足
+        liq_ok = (not bid_invalid) and uncovered <= 0 and (
+            preview.get("liquidity_ok") is not False
+        )
+        if not levels and not bid_invalid and covered <= 0:
+            # 无买一档
+            liq_ok = False
+            bid_invalid = True
+        pnl_usdt = p.get("display_pnl_usdt")
+        if pnl_usdt is None:
+            try:
+                from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
+
+                pnl_usdt = display_pnl_usdt_from_option_row(p)
+            except Exception:
+                pnl_usdt = p.get("net_pnl_usdt")
        slim_pos.append(
            {
                "inst_id": p.get("inst_id"),
                "opt_type": p.get("opt_type"),
                "sheets": p.get("sheets") or p.get("pos"),
-                "pnl_usdt": p.get("display_pnl_usdt")
-                if p.get("display_pnl_usdt") is not None
-                else p.get("net_pnl_usdt"),
+                "pnl_usdt": pnl_usdt,
                "mark": p.get("mark") or p.get("mark_px"),
                "underlying": p.get("underlying"),
                "source_label": p.get("source_label"),
+                "bid_px": bid_px,
+                "bid_sz": bid_sz,
+                "covered_sheets": covered,
+                "uncovered_sheets": uncovered,
+                "bid_invalid": bid_invalid,
+                "bid_invalid_reason": preview.get("bid_invalid_reason"),
+                "liquidity_ok": liq_ok,
            }
        )

@@ -83,6 +83,7 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
        for p in positions:
            # 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_usdt_from_option_row(p)
+            p["display_pnl_usdt"] = pnl
            if pnl is None:
                continue
            has_upl = True