dekun/crypto_okx
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

对齐币本位期权：现货缓冲开仓、页头 ETH/BTC 余额与默认 coin 模式。

Browse Source 
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-20 15:01:19 +08:00
parent 432adfb602
commit c8688a11ae
26 changed files with 6218 additions and 3758 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/exchange/okx_options_lib.py
+120 -22
View File
@@ -19,7 +19,7 @@ from lib.options.options_pricing_lib import (
)
_OKX_OPTION_ERR_ZH: dict[str, str] = {
"51008": "可用余额或保证金不足(期权买入请确认交易账户 USDC 足够)",
"51008": "可用余额或保证金不足(币本位请确认交易账户 ETH/BTC 足够;USDC 模式请确认 USDC 足够)",
"51018": "期权账户不能持有净空头头寸",
"51019": "期权买入须使用逐仓模式(全仓模式下不能持有多头净头寸)",
}
@@ -47,11 +47,18 @@ def _okx_trade_error_message(exc: BaseException | None = None, resp: Any = None)
msg = str(row.get("sMsg") or "").strip()
low = msg.lower()
if code == "51008":
# 勿写死「资金账户 USDT」:期权开仓常因交易户 USDC 不足
# 勿写死「资金账户 USDT」:USDC 模式常因交易户 USDC 不足;币本位则是标的币不足
if "usdc" in low:
return "交易账户 USDC 可用余额不足"
if "usdt" in low:
return "USDT 可用余额不足(期权请先兑成 USDC 并划入交易账户)"
return "USDT 可用余额不足"
try:
from lib.options.options_margin_mode_lib import is_coin_margin_mode
if is_coin_margin_mode():
return "可用余额或保证金不足(币本位请确认交易账户 ETH/BTC 足够,或减少张数)"
except Exception:
pass
return _OKX_OPTION_ERR_ZH["51008"]
zh = _OKX_OPTION_ERR_ZH.get(code)
if zh:
@@ -164,6 +171,21 @@ def format_usdc_amount(v: float | None) -> str | None:
return f"{float(v):.2f}"
def format_premium_amount(v: float | None, *, ccy: str | None = "USDC") -> str | None:
"""权利金/回收金额文案:USDC 2 位;币本位 ETH/BTC 最多 8 位去尾零."""
if v is None:
return None
try:
n = float(v)
except (TypeError, ValueError):
return None
unit = (ccy or "USDC").strip().upper() or "USDC"
if unit in ("ETH", "BTC"):
txt = f"{n:.8f}".rstrip("0").rstrip(".")
return txt or "0"
return f"{n:.2f}"
def is_option_full_close_history(raw: dict[str, Any]) -> bool:
"""仅保留 OKX 历史仓位中的「全部平仓/强平/ADL 全平」记录,排除部分平仓."""
close_type = str(raw.get("type") or "").strip()
@@ -509,8 +531,8 @@ def fetch_account_balances_by_type(
ex: ccxt.okx,
account_type: str,
) -> tuple[dict[str, float | None], dict[str, float | None]]:
out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
avail: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None, "ETH": None, "BTC": None}
avail: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None, "ETH": None, "BTC": None}
try:
bal = ex.fetch_balance(params={"type": account_type})
for c in out:
@@ -525,8 +547,8 @@ def fetch_funding_balances_via_asset_api(
ex: ccxt.okx,
) -> tuple[dict[str, float | None], dict[str, float | None]]:
"""OKX 资金账户余额(GET /api/v5/asset/balances),比 ccxt fetch_balance 更准确."""
out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
avail: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None}
out: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None, "ETH": None, "BTC": None}
avail: dict[str, float | None] = {"USDT": None, "USDC": None, "USDG": None, "ETH": None, "BTC": None}
try:
resp = ex.private_get_asset_balances({})
for row in (resp or {}).get("data") or []:
@@ -609,24 +631,34 @@ def fetch_options_balances(
funding = _merge_balance_maps(funding, asset_funding)
funding_avail = _merge_balance_maps(funding_avail, asset_funding_avail)
trading, trading_avail = fetch_account_balances_by_type(ex, "trading")
if trading.get("USDC") is None:
# OKX 统一账户:option 客户端拉 type=trading 常缺 USDT/币;用 swap 补齐缺失项
if any(trading.get(c) is None for c in ("USDT", "USDC", "ETH", "BTC")):
swap_bal, swap_avail = fetch_account_balances_by_type(ex, "swap")
if swap_bal.get("USDC") is not None:
trading["USDC"] = swap_bal["USDC"]
if trading_avail.get("USDC") is None and swap_avail.get("USDC") is not None:
trading_avail["USDC"] = swap_avail["USDC"]
for ccy in ("USDT", "USDC", "USDG", "ETH", "BTC"):
if trading.get(ccy) is None and swap_bal.get(ccy) is not None:
trading[ccy] = swap_bal[ccy]
if trading_avail.get(ccy) is None and swap_avail.get(ccy) is not None:
trading_avail[ccy] = swap_avail[ccy]
result = {
"scope": "main",
"funding_usdt": funding.get("USDT"),
"funding_usdc": funding.get("USDC"),
"funding_usdg": funding.get("USDG"),
"funding_eth": funding.get("ETH"),
"funding_btc": funding.get("BTC"),
"funding_usdt_avail": funding_avail.get("USDT"),
"funding_usdc_avail": funding_avail.get("USDC"),
"funding_eth_avail": funding_avail.get("ETH"),
"funding_btc_avail": funding_avail.get("BTC"),
"trading_usdt": trading.get("USDT"),
"trading_usdc": trading.get("USDC"),
"trading_usdg": trading.get("USDG"),
"trading_eth": trading.get("ETH"),
"trading_btc": trading.get("BTC"),
"trading_usdt_avail": trading_avail.get("USDT"),
"trading_usdc_avail": trading_avail.get("USDC"),
"trading_eth_avail": trading_avail.get("ETH"),
"trading_btc_avail": trading_avail.get("BTC"),
}
_OPTIONS_BALANCE_CACHE["updated_at"] = now
_OPTIONS_BALANCE_CACHE["data"] = result
@@ -642,22 +674,63 @@ def options_header_balances(
返回:(trading_usdc, funding_usdc, funding_usdt, trading_usdt)
"""
pack = options_header_balance_pack(ex, force=force)
return (
pack.get("trading_usdc"),
pack.get("funding_usdc"),
pack.get("funding_usdt"),
pack.get("trading_usdt"),
)
def options_header_balance_pack(
ex: ccxt.okx,
*,
force: bool = False,
) -> dict[str, Any]:
"""顶栏/快照用期权资金包(含币本位 ETH/BTC)."""
import os
bal = fetch_options_balances(ex, force=force)
def _round(v: Any) -> float | None:
def _round(v: Any, nd: int = 2) -> float | None:
if v is None:
return None
try:
return round(float(v), 2)
return round(float(v), nd)
except (TypeError, ValueError):
return None
return (
_round(bal.get("trading_usdc")),
_round(bal.get("funding_usdc")),
_round(bal.get("funding_usdt")),
_round(bal.get("trading_usdt")),
)
def _round_coin(v: Any) -> float | None:
if v is None:
return None
try:
return round(float(v), 8)
except (TypeError, ValueError):
return None
try:
from lib.options.options_margin_mode_lib import normalize_options_margin_mode
margin_mode = normalize_options_margin_mode()
except Exception:
margin_mode = "usdc"
underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
coin_key = "btc" if underly == "BTC" else "eth"
return {
"trading_usdc": _round(bal.get("trading_usdc")),
"funding_usdc": _round(bal.get("funding_usdc")),
"funding_usdt": _round(bal.get("funding_usdt")),
"trading_usdt": _round(bal.get("trading_usdt")),
"funding_eth": _round_coin(bal.get("funding_eth")),
"trading_eth": _round_coin(bal.get("trading_eth")),
"funding_btc": _round_coin(bal.get("funding_btc")),
"trading_btc": _round_coin(bal.get("trading_btc")),
"options_margin_mode": margin_mode,
"options_underly": underly,
"funding_coin": _round_coin(bal.get(f"funding_{coin_key}")),
"trading_coin": _round_coin(bal.get(f"trading_{coin_key}")),
}
def fetch_index_price(ex: ccxt.okx, uly: str) -> float | None:
@@ -734,9 +807,19 @@ def build_option_chain(
itm_only: bool = True,
itm_max_dist_usd: float = 30.0,
index_px: float | None = None,
margin_mode: str | None = None,
inst_family: str | None = None,
) -> dict[str, Any]:
u = (underlying or "ETH").upper()
family = f"{u}-USD_UM"
if inst_family:
family = str(inst_family).strip()
else:
try:
from lib.options.options_margin_mode_lib import inst_family_for_underlying
family = inst_family_for_underlying(u, margin_mode=margin_mode)
except Exception:
family = f"{u}-USD_UM"
uly = f"{u}-USD"
idx = index_px if index_px is not None else fetch_index_price(ex, uly)
now_ms = time.time() * 1000
@@ -838,6 +921,8 @@ def build_option_chain(
"underlying": u,
"index_px": idx,
"inst_family": family,
"margin_mode": "usdc" if "_UM" in family.upper() else "coin",
"premium_ccy": "USDC" if "_UM" in family.upper() else u,
"expiries": exp_list,
"instruments_count": len(instruments),
}
@@ -1727,6 +1812,16 @@ def format_position_row(
ct_mult=ct_mult,
)
exp_time_ms = normalize_option_exp_ms(pos.get("expTime"), inst_id)
try:
from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
underly = (inst_id.split("-")[0] if inst_id else "ETH") or "ETH"
premium_ccy = premium_ccy_for_mode(row_mode, underly)
except Exception:
row_mode = "usdc"
underly = (inst_id.split("-")[0] if inst_id else "ETH") or "ETH"
premium_ccy = "USDC"
return {
"inst_id": inst_id or pos.get("instId"),
"pos": sheets,
@@ -1735,11 +1830,14 @@ def format_position_row(
"mark_px": mark,
"avg_px_fmt": format_option_px(avg, tick_sz) if avg is not None else None,
"mark_px_fmt": format_option_px(mark, tick_sz) if mark is not None else None,
"premium_paid_fmt": format_usdc_amount(premium_paid),
"premium_paid_fmt": format_premium_amount(premium_paid, ccy=premium_ccy),
"tick_sz": tick_sz,
"ct_mult": ct_mult,
"idx_px": idx_px,
"premium_paid": premium_paid,
"margin_mode": row_mode,
"premium_ccy": premium_ccy,
"underlying": underly,
"upl": upl,
"upl_ratio_pct": round(upl_ratio * 100, 2) if upl_ratio is not None else None,
"exp_time": exp_time_ms,