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。
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -351,7 +351,7 @@ def close_option_by_bid1(
|
||||
# 自动平已挂过单:同仓续批只验流动性
|
||||
mark_close_gate_passed(inst_id)
|
||||
|
||||
return {
|
||||
out = {
|
||||
"ok": True,
|
||||
"mode": "bid1",
|
||||
"orders": [{"order": order, "px": px, "sheets": level_sheets}],
|
||||
@@ -369,6 +369,18 @@ def close_option_by_bid1(
|
||||
+ ("" if fully_closed else f",剩余 {remaining_pos} 张待下次平仓")
|
||||
),
|
||||
}
|
||||
if fully_closed:
|
||||
try:
|
||||
from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
|
||||
|
||||
spot_sell = maybe_sell_spot_after_close(cfg, ex, inst_id=inst_id, close_result=out)
|
||||
if spot_sell is not None:
|
||||
out["spot_sell"] = spot_sell
|
||||
if spot_sell.get("bridge_status") == "pending_sell_spot":
|
||||
out["msg"] = str(out.get("msg") or "") + ";卖回 USDT 失败,请重试卖回"
|
||||
except Exception as e:
|
||||
out["spot_sell"] = {"ok": False, "msg": str(e)}
|
||||
return out
|
||||
|
||||
|
||||
# 兼容旧名
|
||||
|
||||
@@ -60,6 +60,14 @@ def is_close_gate_passed(inst_id: str) -> bool:
|
||||
return bool((_gates.get(inst) or {}).get("passed"))
|
||||
|
||||
|
||||
def _fmt_gate_amt(v: float, *, ccy: str) -> str:
|
||||
unit = (ccy or "USDC").strip().upper() or "USDC"
|
||||
if unit in ("ETH", "BTC"):
|
||||
txt = f"{float(v):.8f}".rstrip("0").rstrip(".")
|
||||
return txt or "0"
|
||||
return f"{float(v):.4f}"
|
||||
|
||||
|
||||
def update_close_gate(
|
||||
inst_id: str,
|
||||
*,
|
||||
@@ -68,6 +76,7 @@ def update_close_gate(
|
||||
now: float | None = None,
|
||||
min_mult: float | None = None,
|
||||
hold_seconds: float | None = None,
|
||||
premium_ccy: str | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""
|
||||
根据当前买盘可回收金额刷新门控.
|
||||
@@ -89,9 +98,16 @@ def update_close_gate(
|
||||
if hold < 0:
|
||||
hold = 0.0
|
||||
|
||||
with _lock:
|
||||
prev_ccy = (_gates.get(inst) or {}).get("premium_ccy")
|
||||
ccy = (premium_ccy or prev_ccy or "USDC").strip().upper() or "USDC"
|
||||
if ccy not in ("ETH", "BTC", "USDC"):
|
||||
ccy = "USDC"
|
||||
need_decimals = 8 if ccy in ("ETH", "BTC") else 4
|
||||
|
||||
prem = _safe_float(premium_paid)
|
||||
recv = _safe_float(recycle_usdc)
|
||||
need = round(prem * mult, 4) if prem is not None and prem > 0 else None
|
||||
need = round(prem * mult, need_decimals) if prem is not None and prem > 0 else None
|
||||
recycle_ok = bool(
|
||||
prem is not None and prem > 0 and recv is not None and need is not None and recv + 1e-12 >= need
|
||||
)
|
||||
@@ -117,6 +133,7 @@ def update_close_gate(
|
||||
"min_mult": mult,
|
||||
"hold_seconds": hold,
|
||||
"passed": passed,
|
||||
"premium_ccy": ccy,
|
||||
}
|
||||
_gates[inst] = state
|
||||
|
||||
@@ -126,10 +143,13 @@ def update_close_gate(
|
||||
elif recv is None:
|
||||
msg = "暂无有效买盘可回收金额"
|
||||
elif not recycle_ok:
|
||||
msg = f"可回收 {recv:.4f} USDC < 权利金×{mult:g}({need:.4f}),目标平仓门控未过"
|
||||
msg = (
|
||||
f"可回收 {_fmt_gate_amt(recv, ccy=ccy)} {ccy} < 权利金×{mult:g}"
|
||||
f"({_fmt_gate_amt(need, ccy=ccy)}),目标平仓门控未过"
|
||||
)
|
||||
elif not ready:
|
||||
msg = (
|
||||
f"可回收已达×{mult:g}({recv:.4f}/{need:.4f}),"
|
||||
f"可回收已达×{mult:g}({_fmt_gate_amt(recv, ccy=ccy)}/{_fmt_gate_amt(need, ccy=ccy)} {ccy}),"
|
||||
f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)门控才通过"
|
||||
)
|
||||
else:
|
||||
@@ -144,6 +164,7 @@ def update_close_gate(
|
||||
"recycle_usdc": recv,
|
||||
"premium_paid": prem,
|
||||
"need_recycle_usdc": need,
|
||||
"premium_ccy": ccy,
|
||||
"min_mult": mult,
|
||||
"hold_seconds": hold,
|
||||
"held_seconds": round(held, 1) if recycle_ok else 0.0,
|
||||
@@ -160,25 +181,39 @@ def check_close_gate(
|
||||
*,
|
||||
recycle_usdc: float | None = None,
|
||||
premium_paid: float | None = None,
|
||||
premium_ccy: str | None = None,
|
||||
refresh: bool = True,
|
||||
) -> dict[str, Any]:
|
||||
"""检查是否允许平仓;默认先用最新回收/权利金刷新."""
|
||||
inst = (inst_id or "").strip()
|
||||
if refresh:
|
||||
if recycle_usdc is None or premium_paid is None:
|
||||
if recycle_usdc is None or premium_paid is None or premium_ccy is None:
|
||||
with _lock:
|
||||
prev = _gates.get(inst) or {}
|
||||
if recycle_usdc is None:
|
||||
recycle_usdc = prev.get("recycle")
|
||||
if premium_paid is None:
|
||||
premium_paid = prev.get("premium")
|
||||
return update_close_gate(inst, recycle_usdc=recycle_usdc, premium_paid=premium_paid)
|
||||
if premium_ccy is None:
|
||||
premium_ccy = prev.get("premium_ccy")
|
||||
return update_close_gate(
|
||||
inst,
|
||||
recycle_usdc=recycle_usdc,
|
||||
premium_paid=premium_paid,
|
||||
premium_ccy=premium_ccy,
|
||||
)
|
||||
with _lock:
|
||||
prev = _gates.get(inst)
|
||||
if not prev:
|
||||
return update_close_gate(inst, recycle_usdc=recycle_usdc, premium_paid=premium_paid)
|
||||
return update_close_gate(
|
||||
inst,
|
||||
recycle_usdc=recycle_usdc,
|
||||
premium_paid=premium_paid,
|
||||
premium_ccy=premium_ccy,
|
||||
)
|
||||
return update_close_gate(
|
||||
inst,
|
||||
recycle_usdc=recycle_usdc if recycle_usdc is not None else prev.get("recycle"),
|
||||
premium_paid=premium_paid if premium_paid is not None else prev.get("premium"),
|
||||
premium_ccy=premium_ccy if premium_ccy is not None else prev.get("premium_ccy"),
|
||||
)
|
||||
|
||||
@@ -0,0 +1,479 @@
|
||||
"""币本位单笔期权:买满 USDT→币 → 开满期权 → 平后卖回."""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import time
|
||||
from typing import Any
|
||||
|
||||
from lib.exchange.okx_options_lib import (
|
||||
cap_option_buy_sheets_to_ask_depth,
|
||||
option_buy_liquidity_ok,
|
||||
td_mode_for_option_buy,
|
||||
wait_option_order_full_fill,
|
||||
)
|
||||
from lib.options.options_margin_mode_lib import (
|
||||
calc_sheets_from_coin_balance,
|
||||
compute_coin_budget_usdt,
|
||||
is_coin_margin_mode,
|
||||
margin_mode_from_inst_id,
|
||||
normalize_options_margin_mode,
|
||||
plan_coin_open_by_budget,
|
||||
premium_ccy_for_mode,
|
||||
)
|
||||
from lib.options.options_spot_bridge_lib import (
|
||||
BRIDGE_BOUGHT,
|
||||
BRIDGE_HOLDING,
|
||||
bridge_blocks_new_open_msg,
|
||||
fetch_trading_coin_available,
|
||||
insert_bridge,
|
||||
rollback_bought_coin_to_usdt,
|
||||
sell_residual_after_option_flat,
|
||||
spot_market_buy_coin_with_usdt,
|
||||
update_bridge,
|
||||
)
|
||||
|
||||
|
||||
def coin_budget_preview(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
|
||||
from lib.exchange.okx_options_lib import fetch_options_balances
|
||||
|
||||
bal = cfg.get("fetch_options_balances")(ex, force=True) if callable(cfg.get("fetch_options_balances")) else fetch_options_balances(ex, force=True)
|
||||
trading = bal.get("trading_usdt_avail")
|
||||
if trading is None:
|
||||
trading = bal.get("trading_usdt")
|
||||
try:
|
||||
trading_f = float(trading or 0)
|
||||
except (TypeError, ValueError):
|
||||
trading_f = 0.0
|
||||
buf = float(cfg.get("budget_buffer") or 0.95)
|
||||
return compute_coin_budget_usdt(trading_f, buffer=buf)
|
||||
|
||||
|
||||
def open_coin_option_buy_full(
|
||||
cfg: dict[str, Any],
|
||||
ex: Any,
|
||||
*,
|
||||
inst_id: str,
|
||||
signal_note: str = "",
|
||||
target_index: float | None = None,
|
||||
profit_exit_enabled: bool = False,
|
||||
profit_exit_mult: float = 1.0,
|
||||
target_sheets: int | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""先按最大可开张数估权利金×现货缓冲买币,再开对应张数(不全额兑换预算)."""
|
||||
from lib.options.options_db import init_options_tables
|
||||
from lib.options.options_position_limit_lib import (
|
||||
compound_full_single_position_block_msg,
|
||||
option_position_limit_block_msg,
|
||||
)
|
||||
|
||||
if not is_coin_margin_mode():
|
||||
return {"ok": False, "msg": "当前非币本位模式"}
|
||||
if margin_mode_from_inst_id(inst_id) != "coin":
|
||||
return {"ok": False, "msg": "合约不是币本位期权(请确认未选中 USD_UM 合约)"}
|
||||
|
||||
# 解析标的
|
||||
parts = inst_id.split("-")
|
||||
underlying = (parts[0] if parts else "ETH").upper()
|
||||
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
init_options_tables(conn)
|
||||
block = bridge_blocks_new_open_msg(conn)
|
||||
if block:
|
||||
return {"ok": False, "msg": block, "can_open": False}
|
||||
|
||||
compound_block = compound_full_single_position_block_msg(
|
||||
ex, fetch_positions=cfg.get("fetch_option_positions")
|
||||
)
|
||||
if compound_block:
|
||||
return {"ok": False, "msg": compound_block, "can_open": False}
|
||||
pos_limit_msg = option_position_limit_block_msg(
|
||||
ex,
|
||||
opening_inst_id=inst_id,
|
||||
fetch_positions=cfg.get("fetch_option_positions"),
|
||||
)
|
||||
if pos_limit_msg:
|
||||
return {"ok": False, "msg": pos_limit_msg, "can_open": False}
|
||||
|
||||
budget_info = coin_budget_preview(cfg, ex)
|
||||
if not budget_info.get("ok"):
|
||||
return {"ok": False, "msg": budget_info.get("msg") or "USDT 预算无效", "budget": budget_info}
|
||||
budget_usdt = float(budget_info["budget_usdt"])
|
||||
|
||||
q = cfg["quote_option_contract"](ex, inst_id)
|
||||
if not q.get("ok"):
|
||||
return q
|
||||
ask = q.get("ask")
|
||||
ask_sz = q.get("ask_sz")
|
||||
can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
|
||||
if not can_open:
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": block_msg or "暂无卖一深度,无法买入",
|
||||
"can_open": False,
|
||||
}
|
||||
|
||||
ct_mult = float(q.get("ct_mult") or 0.01)
|
||||
min_sz = int(q.get("min_sz") or 1)
|
||||
idx = None
|
||||
try:
|
||||
idx = float(q.get("index_px") or q.get("idxPx") or 0)
|
||||
except (TypeError, ValueError):
|
||||
idx = 0.0
|
||||
if idx <= 0:
|
||||
try:
|
||||
from lib.exchange.okx_options_lib import fetch_index_price
|
||||
|
||||
idx = float(fetch_index_price(ex, f"{underlying}-USD") or 0)
|
||||
except Exception:
|
||||
idx = 0.0
|
||||
|
||||
plan = plan_coin_open_by_budget(
|
||||
quote_per_unit=float(ask),
|
||||
ct_mult=ct_mult,
|
||||
min_sz=min_sz,
|
||||
budget_usdt=budget_usdt,
|
||||
index_px=float(idx),
|
||||
ask_sz=ask_sz,
|
||||
target_sheets=target_sheets,
|
||||
)
|
||||
if not plan.get("ok"):
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": plan.get("msg") or "无法规划买币张数",
|
||||
"plan": plan,
|
||||
"budget": budget_info,
|
||||
"can_open": False,
|
||||
}
|
||||
buy_usdt = float(plan["buy_usdt"])
|
||||
sheets = int(plan["sheets"])
|
||||
|
||||
# 1) 仅买「权利金×现货缓冲」所需 USDT,不全额兑换预算
|
||||
coin_before = fetch_trading_coin_available(ex, underlying) or 0.0
|
||||
buy = spot_market_buy_coin_with_usdt(ex, underlying=underlying, usdt_amount=buy_usdt)
|
||||
if not buy.get("ok"):
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": f"现货买入 {underlying} 失败: {buy.get('msg')}",
|
||||
"budget": budget_info,
|
||||
"plan": plan,
|
||||
}
|
||||
bridge_id = insert_bridge(
|
||||
conn,
|
||||
underlying=underlying,
|
||||
status=BRIDGE_BOUGHT,
|
||||
budget_usdt=buy_usdt,
|
||||
buy_ord_id=str(buy.get("ord_id") or ""),
|
||||
inst_id=inst_id,
|
||||
message="已买币,待开期权",
|
||||
)
|
||||
# 等余额落账
|
||||
time.sleep(1.5)
|
||||
try:
|
||||
from lib.exchange.okx_options_lib import invalidate_options_balance_cache
|
||||
|
||||
invalidate_options_balance_cache()
|
||||
except Exception:
|
||||
pass
|
||||
coin_after = fetch_trading_coin_available(ex, underlying)
|
||||
if coin_after is None:
|
||||
rb = rollback_bought_coin_to_usdt(
|
||||
conn, ex, bridge_id=bridge_id, underlying=underlying, reason="买币后读不到可用余额"
|
||||
)
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": "买币后读不到可用余额,已尝试卖回 USDT",
|
||||
"rollback": rb,
|
||||
"budget": budget_info,
|
||||
"plan": plan,
|
||||
}
|
||||
coin_bought = max(0.0, float(coin_after) - float(coin_before or 0))
|
||||
if coin_bought <= 0:
|
||||
# 落账延迟时退化为用当前可用,但仍写入上限提示
|
||||
coin_bought = float(coin_after)
|
||||
if coin_bought <= 0:
|
||||
rb = rollback_bought_coin_to_usdt(
|
||||
conn, ex, bridge_id=bridge_id, underlying=underlying, reason="买入量无效"
|
||||
)
|
||||
return {"ok": False, "msg": "买币后可用增量无效", "rollback": rb, "budget": budget_info}
|
||||
update_bridge(conn, bridge_id, coin_bought=float(coin_bought))
|
||||
|
||||
sizing = calc_sheets_from_coin_balance(
|
||||
quote_per_unit=float(ask),
|
||||
ct_mult=ct_mult,
|
||||
min_sz=min_sz,
|
||||
coin_available=float(coin_bought),
|
||||
)
|
||||
if not sizing.get("ok"):
|
||||
rb = rollback_bought_coin_to_usdt(
|
||||
conn,
|
||||
ex,
|
||||
bridge_id=bridge_id,
|
||||
underlying=underlying,
|
||||
reason=sizing.get("msg") or "张数不足",
|
||||
coin_amount=float(coin_bought),
|
||||
)
|
||||
return {"ok": False, "msg": sizing.get("msg"), "sizing": sizing, "rollback": rb, "budget": budget_info, "plan": plan}
|
||||
|
||||
# 实盘以买到的币为准,但不超过规划张数
|
||||
sheets = min(int(sizing["sheets"]), int(plan["sheets"]))
|
||||
capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=min_sz)
|
||||
if capped is None:
|
||||
rb = rollback_bought_coin_to_usdt(
|
||||
conn, ex, bridge_id=bridge_id, underlying=underlying, reason=cap_msg or "深度不足"
|
||||
)
|
||||
return {"ok": False, "msg": cap_msg or "卖一深度不足", "rollback": rb}
|
||||
if capped < sheets:
|
||||
sheets = int(capped)
|
||||
sizing = {
|
||||
"ok": True,
|
||||
"sheets": sheets,
|
||||
"eth_amount": round(sheets * ct_mult, 8),
|
||||
"coin_premium": round(sheets * float(ask) * ct_mult, 8),
|
||||
"ask_depth_capped": True,
|
||||
}
|
||||
else:
|
||||
sizing = {
|
||||
"ok": True,
|
||||
"sheets": sheets,
|
||||
"eth_amount": round(sheets * ct_mult, 8),
|
||||
"coin_premium": round(sheets * float(ask) * ct_mult, 8),
|
||||
}
|
||||
|
||||
tick_sz = q.get("tick_sz")
|
||||
order = cfg["place_option_limit_order"](
|
||||
ex,
|
||||
inst_id=inst_id,
|
||||
side="buy",
|
||||
sheets=sheets,
|
||||
price=float(ask),
|
||||
td_mode=td_mode_for_option_buy(cfg.get("td_mode")),
|
||||
tick_sz=tick_sz,
|
||||
ord_type="ioc",
|
||||
)
|
||||
# 51008 时自动减半张数再试一次(买币已到位,避免整笔回滚)
|
||||
if (not order.get("ok")) and sheets > 1:
|
||||
msg_l = str(order.get("msg") or "").lower()
|
||||
if "51008" in str(order.get("raw") or "").lower() or "不足" in str(order.get("msg") or ""):
|
||||
sheets2 = max(1, sheets // 2)
|
||||
if sheets2 < sheets:
|
||||
order2 = cfg["place_option_limit_order"](
|
||||
ex,
|
||||
inst_id=inst_id,
|
||||
side="buy",
|
||||
sheets=sheets2,
|
||||
price=float(ask),
|
||||
td_mode=td_mode_for_option_buy(cfg.get("td_mode")),
|
||||
tick_sz=tick_sz,
|
||||
ord_type="ioc",
|
||||
)
|
||||
if order2.get("ok"):
|
||||
order = order2
|
||||
sheets = sheets2
|
||||
sizing = {
|
||||
"ok": True,
|
||||
"sheets": sheets,
|
||||
"eth_amount": round(sheets * ct_mult, 8),
|
||||
"coin_premium": round(sheets * float(ask) * ct_mult, 8),
|
||||
"retried_half": True,
|
||||
}
|
||||
if not order.get("ok"):
|
||||
rb = rollback_bought_coin_to_usdt(
|
||||
conn, ex, bridge_id=bridge_id, underlying=underlying, reason=order.get("msg") or "下单失败"
|
||||
)
|
||||
return {"ok": False, "msg": order.get("msg") or "期权下单失败", "order": order, "rollback": rb}
|
||||
|
||||
ord_id = str((order.get("data") or {}).get("ordId") or "").strip()
|
||||
if not ord_id:
|
||||
rb = rollback_bought_coin_to_usdt(
|
||||
conn, ex, bridge_id=bridge_id, underlying=underlying, reason="无订单号"
|
||||
)
|
||||
return {"ok": False, "msg": "下单成功但未返回订单号", "rollback": rb}
|
||||
|
||||
try:
|
||||
fill_timeout = max(2.0, float(os.getenv("OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC") or "12"))
|
||||
except (TypeError, ValueError):
|
||||
fill_timeout = 12.0
|
||||
fill = wait_option_order_full_fill(
|
||||
ex,
|
||||
inst_id=inst_id,
|
||||
ord_id=ord_id,
|
||||
need_sheets=int(sheets),
|
||||
timeout_sec=fill_timeout,
|
||||
cancel_on_timeout=True,
|
||||
)
|
||||
if not fill.get("ok"):
|
||||
filled_n = int(fill.get("filled_sheets") or 0)
|
||||
if filled_n <= 0:
|
||||
rb = rollback_bought_coin_to_usdt(
|
||||
conn,
|
||||
ex,
|
||||
bridge_id=bridge_id,
|
||||
underlying=underlying,
|
||||
reason=fill.get("msg") or "未成交",
|
||||
)
|
||||
return {"ok": False, "msg": fill.get("msg") or "未完全成交", "fill": fill, "rollback": rb}
|
||||
sheets = filled_n
|
||||
|
||||
eth_amount = round(float(sheets) * ct_mult, 8)
|
||||
premium_paid = round(float(ask) * eth_amount, 8)
|
||||
premium_ccy = premium_ccy_for_mode("coin", underlying)
|
||||
|
||||
update_bridge(
|
||||
conn,
|
||||
bridge_id,
|
||||
status=BRIDGE_HOLDING,
|
||||
inst_id=inst_id,
|
||||
message="期权持仓中",
|
||||
)
|
||||
|
||||
trade_id = _insert_coin_trade(
|
||||
conn,
|
||||
inst_id=inst_id,
|
||||
underlying=underlying,
|
||||
opt_type=str(q.get("opt_type") or ""),
|
||||
strike=q.get("strike"),
|
||||
exp_time=q.get("exp_time"),
|
||||
sheets=int(sheets),
|
||||
eth_amount=eth_amount,
|
||||
open_quote=float(ask),
|
||||
premium_paid=premium_paid,
|
||||
signal_note=signal_note,
|
||||
exchange_ord_id=ord_id,
|
||||
bridge_id=bridge_id,
|
||||
budget_usdt=buy_usdt,
|
||||
premium_ccy=premium_ccy,
|
||||
profit_exit_enabled=profit_exit_enabled,
|
||||
profit_exit_mult=profit_exit_mult,
|
||||
)
|
||||
|
||||
# 目标位 / 翻倍离场 — 复用现有逻辑若存在
|
||||
try:
|
||||
if target_index is not None:
|
||||
from lib.options.options_target_lib import upsert_target_monitor
|
||||
|
||||
upsert_target_monitor(
|
||||
conn,
|
||||
inst_id=inst_id,
|
||||
underlying=underlying,
|
||||
opt_type=str(q.get("opt_type") or ""),
|
||||
target_index=float(target_index),
|
||||
trade_id=trade_id,
|
||||
sheets=int(sheets),
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
try:
|
||||
from lib.options.options_notify_lib import notify_options_open
|
||||
|
||||
notify_options_open(
|
||||
cfg,
|
||||
conn,
|
||||
trade_id=trade_id,
|
||||
inst_id=inst_id,
|
||||
underlying=underlying,
|
||||
opt_type=str(q.get("opt_type") or ""),
|
||||
sheets=int(sheets),
|
||||
premium_paid=premium_paid,
|
||||
open_quote=float(ask),
|
||||
target_index=target_index,
|
||||
signal_note=signal_note,
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
return {
|
||||
"ok": True,
|
||||
"msg": f"币本位开仓成功 {sheets} 张",
|
||||
"margin_mode": "coin",
|
||||
"budget": budget_info,
|
||||
"sizing": sizing,
|
||||
"sheets": sheets,
|
||||
"eth_amount": eth_amount,
|
||||
"premium_paid": premium_paid,
|
||||
"premium_ccy": premium_ccy,
|
||||
"bridge_id": bridge_id,
|
||||
"trade_id": trade_id,
|
||||
"order": order,
|
||||
"fill": fill,
|
||||
}
|
||||
finally:
|
||||
try:
|
||||
conn.close()
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
|
||||
pe = 1 if kwargs.get("profit_exit_enabled") else 0
|
||||
pe_mult = float(kwargs.get("profit_exit_mult") or 1.0)
|
||||
pe_state = "active" if pe else "idle"
|
||||
cur = conn.execute(
|
||||
"""
|
||||
INSERT INTO options_trades(
|
||||
inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
|
||||
open_quote, premium_paid, status, signal_note, exchange_ord_id,
|
||||
margin_mode, premium_ccy, bridge_id, budget_usdt,
|
||||
profit_exit_enabled, profit_exit_mult, profit_exit_state
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
kwargs["inst_id"],
|
||||
kwargs["underlying"],
|
||||
kwargs["opt_type"],
|
||||
kwargs.get("strike"),
|
||||
str(kwargs.get("exp_time") or ""),
|
||||
kwargs["sheets"],
|
||||
kwargs["eth_amount"],
|
||||
kwargs.get("open_quote"),
|
||||
kwargs.get("premium_paid"),
|
||||
kwargs.get("signal_note") or "",
|
||||
kwargs.get("exchange_ord_id"),
|
||||
kwargs.get("premium_ccy") or "ETH",
|
||||
kwargs.get("bridge_id"),
|
||||
kwargs.get("budget_usdt"),
|
||||
pe,
|
||||
pe_mult,
|
||||
pe_state,
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
return int(cur.lastrowid)
|
||||
|
||||
|
||||
def maybe_sell_spot_after_close(
|
||||
cfg: dict[str, Any],
|
||||
ex: Any,
|
||||
*,
|
||||
inst_id: str,
|
||||
close_result: dict[str, Any] | None = None,
|
||||
) -> dict[str, Any] | None:
|
||||
"""期权平仓后若该合约为币本位且已空仓,卖回本桥残留币."""
|
||||
if margin_mode_from_inst_id(inst_id) != "coin":
|
||||
return None
|
||||
# 仍有仓则不卖
|
||||
try:
|
||||
rows = cfg["fetch_option_positions"](ex) or []
|
||||
for p in rows:
|
||||
if str(p.get("instId") or p.get("inst_id") or "") != inst_id:
|
||||
continue
|
||||
try:
|
||||
if abs(float(p.get("pos") or 0)) > 1e-12:
|
||||
return {"ok": True, "skipped": True, "msg": "仍有持仓,暂不卖币"}
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
except Exception:
|
||||
pass
|
||||
parts = inst_id.split("-")
|
||||
underlying = (parts[0] if parts else "ETH").upper()
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
from lib.options.options_db import init_options_tables
|
||||
|
||||
init_options_tables(conn)
|
||||
return sell_residual_after_option_flat(conn, ex, underlying=underlying, inst_id=inst_id)
|
||||
finally:
|
||||
try:
|
||||
conn.close()
|
||||
except Exception:
|
||||
pass
|
||||
@@ -101,11 +101,21 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
|
||||
"ALTER TABLE options_trades ADD COLUMN profit_exit_enabled INTEGER DEFAULT 0",
|
||||
"ALTER TABLE options_trades ADD COLUMN profit_exit_mult REAL DEFAULT 1.0",
|
||||
"ALTER TABLE options_trades ADD COLUMN profit_exit_state TEXT DEFAULT 'idle'",
|
||||
"ALTER TABLE options_trades ADD COLUMN margin_mode TEXT DEFAULT 'usdc'",
|
||||
"ALTER TABLE options_trades ADD COLUMN premium_ccy TEXT DEFAULT 'USDC'",
|
||||
"ALTER TABLE options_trades ADD COLUMN bridge_id INTEGER",
|
||||
"ALTER TABLE options_trades ADD COLUMN budget_usdt REAL",
|
||||
):
|
||||
try:
|
||||
conn.execute(ddl)
|
||||
except Exception:
|
||||
pass
|
||||
try:
|
||||
from lib.options.options_spot_bridge_lib import ensure_bridge_table
|
||||
|
||||
ensure_bridge_table(conn)
|
||||
except Exception:
|
||||
pass
|
||||
init_options_review_tables(conn)
|
||||
|
||||
|
||||
@@ -124,7 +134,8 @@ def sum_open_premium_paid(conn: sqlite3.Connection, inst_id: str) -> float | Non
|
||||
).fetchone()
|
||||
if not row or int(row["n"] or 0) < 1:
|
||||
return None
|
||||
return round(float(row["total"] or 0), 4)
|
||||
# 币本位权利金常 <1e-4,保留 8 位避免被裁成 0
|
||||
return round(float(row["total"] or 0), 8)
|
||||
|
||||
|
||||
def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
|
||||
|
||||
@@ -14,14 +14,21 @@ def enrich_position_row_display(
|
||||
meta_cache: dict[str, dict[str, Any] | None] | None = None,
|
||||
premium_override: float | None = None,
|
||||
) -> dict[str, Any]:
|
||||
from lib.exchange.okx_options_lib import format_position_row, format_usdc_amount, tick_sz_and_ct_mult
|
||||
from lib.exchange.okx_options_lib import format_position_row, format_premium_amount, tick_sz_and_ct_mult
|
||||
from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
|
||||
|
||||
inst_id = str(raw_pos.get("instId") or "").strip()
|
||||
tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
|
||||
row = format_position_row(raw_pos, ct_mult=ct_mult, tick_sz=tick_sz)
|
||||
row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
|
||||
underly = str(row.get("underlying") or (inst_id.split("-")[0] if inst_id else "ETH") or "ETH")
|
||||
premium_ccy = premium_ccy_for_mode(row_mode, underly)
|
||||
row["margin_mode"] = row_mode
|
||||
row["premium_ccy"] = premium_ccy
|
||||
row["margin_mode_label"] = "币本位" if row_mode == "coin" else "USDC"
|
||||
if premium_override is not None:
|
||||
row["premium_paid"] = premium_override
|
||||
row["premium_paid_fmt"] = format_usdc_amount(premium_override)
|
||||
row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=premium_ccy)
|
||||
return row
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,166 @@
|
||||
"""中控只读聚合:OKX 期权持仓 / 资金(轻量,不含历史统计)."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any
|
||||
|
||||
|
||||
def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
|
||||
if not cfg.get("enabled"):
|
||||
return {"ok": True, "enabled": False}
|
||||
ex = cfg.get("exchange_options")
|
||||
ready_fn = cfg.get("options_api_ready")
|
||||
if not callable(ready_fn):
|
||||
return {"ok": False, "enabled": True, "msg": "期权模块未就绪"}
|
||||
ok, reason = ready_fn(ex)
|
||||
if not ok:
|
||||
return {"ok": False, "enabled": True, "msg": reason or "期权 API 未配置"}
|
||||
try:
|
||||
from lib.options.options_position_limit_lib import options_max_active_positions
|
||||
from lib.options.options_positions_lib import build_display_option_positions
|
||||
|
||||
raw = cfg["fetch_option_positions"](ex)
|
||||
if raw is None:
|
||||
return {"ok": False, "enabled": True, "msg": "获取期权持仓失败"}
|
||||
positions = build_display_option_positions(cfg, ex, raw)
|
||||
target_monitors: list[dict[str, Any]] = []
|
||||
try:
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
|
||||
from lib.options.options_profit_exit_lib import profit_exit_by_inst
|
||||
from lib.options.options_target_lib import list_active_targets, list_closing_targets, targets_by_inst
|
||||
|
||||
target_monitors = list_active_targets(conn) + list_closing_targets(conn)
|
||||
tgt_map = targets_by_inst(conn)
|
||||
hedge_target_map = active_options_targets_by_inst(conn)
|
||||
profit_exit_map = profit_exit_by_inst(conn)
|
||||
target_monitors.extend(hedge_target_map.values())
|
||||
for pe in profit_exit_map.values():
|
||||
if pe.get("profit_exit_enabled"):
|
||||
target_monitors.append(
|
||||
{
|
||||
"inst_id": pe.get("inst_id"),
|
||||
"exit_mode": "profit_exit",
|
||||
"profit_exit_mult": pe.get("profit_exit_mult"),
|
||||
"profit_exit_enabled": True,
|
||||
}
|
||||
)
|
||||
for p in positions:
|
||||
mon = tgt_map.get(str(p.get("inst_id") or ""))
|
||||
if mon:
|
||||
p["target_index"] = mon.get("target_index")
|
||||
p["target_monitor_id"] = mon.get("id")
|
||||
p["target_monitor"] = mon
|
||||
pe = profit_exit_map.get(str(p.get("inst_id") or ""))
|
||||
if pe:
|
||||
p["profit_exit_enabled"] = pe.get("profit_exit_enabled")
|
||||
p["profit_exit_mult"] = pe.get("profit_exit_mult")
|
||||
p["profit_exit_state"] = pe.get("profit_exit_state")
|
||||
p["profit_exit_required_recycle"] = pe.get("required_recycle")
|
||||
hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
|
||||
if hedge_target:
|
||||
p["hedge_plan_target"] = hedge_target
|
||||
if not mon:
|
||||
# 中控卡片共用 target_index 只读展示;实际平仓仍由对冲计划监控处理。
|
||||
p["target_index"] = hedge_target.get("target_index")
|
||||
try:
|
||||
from lib.instance.instance_dashboard_lib import (
|
||||
_format_options_target,
|
||||
_resolve_options_source,
|
||||
)
|
||||
|
||||
inst = str(p.get("inst_id") or "")
|
||||
source_key, source_label, source_plan_id = _resolve_options_source(conn, inst)
|
||||
p["source"] = source_key
|
||||
p["source_label"] = source_label
|
||||
p["source_plan_id"] = source_plan_id
|
||||
p["target_monitor_text"] = _format_options_target(p)
|
||||
except Exception:
|
||||
p.setdefault("source_label", "—")
|
||||
p.setdefault("source_plan_id", None)
|
||||
p.setdefault("target_monitor_text", "—")
|
||||
finally:
|
||||
conn.close()
|
||||
except Exception:
|
||||
target_monitors = []
|
||||
from lib.options.options_positions_lib import display_pnl_from_option_row
|
||||
|
||||
upl_total = 0.0
|
||||
has_upl = False
|
||||
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
|
||||
pnl = display_pnl_from_option_row(p)
|
||||
if pnl is None:
|
||||
continue
|
||||
has_upl = True
|
||||
upl_total += float(pnl)
|
||||
bal = cfg["fetch_options_balances"](ex)
|
||||
from lib.options.options_margin_mode_lib import (
|
||||
is_coin_margin_mode,
|
||||
normalize_options_margin_mode,
|
||||
premium_ccy_for_mode,
|
||||
)
|
||||
|
||||
margin_mode = normalize_options_margin_mode()
|
||||
for p in positions:
|
||||
mid = str(p.get("inst_id") or "")
|
||||
from lib.options.options_margin_mode_lib import margin_mode_from_inst_id
|
||||
|
||||
row_mode = margin_mode_from_inst_id(mid) if mid else margin_mode
|
||||
p["margin_mode"] = row_mode
|
||||
p["premium_ccy"] = p.get("premium_ccy") or premium_ccy_for_mode(
|
||||
row_mode, str(p.get("underlying") or mid.split("-")[0] if mid else "ETH")
|
||||
)
|
||||
p["margin_mode_label"] = "币本位" if row_mode == "coin" else "USDC"
|
||||
|
||||
coin_budget = None
|
||||
bridge_status = None
|
||||
open_bridges = []
|
||||
if is_coin_margin_mode():
|
||||
try:
|
||||
from lib.options.options_coin_open_lib import coin_budget_preview
|
||||
|
||||
coin_budget = coin_budget_preview(cfg, ex)
|
||||
except Exception:
|
||||
coin_budget = None
|
||||
try:
|
||||
conn_b = cfg["get_db"]()
|
||||
try:
|
||||
from lib.options.options_spot_bridge_lib import list_open_bridges
|
||||
|
||||
open_bridges = list_open_bridges(conn_b)
|
||||
if open_bridges:
|
||||
bridge_status = str(open_bridges[0].get("status") or "")
|
||||
finally:
|
||||
conn_b.close()
|
||||
except Exception:
|
||||
open_bridges = []
|
||||
|
||||
return {
|
||||
"ok": True,
|
||||
"enabled": True,
|
||||
"positions": positions,
|
||||
"position_count": len(positions),
|
||||
"target_monitors": target_monitors,
|
||||
"upl_total_usdc": round(upl_total, 4) if has_upl else None,
|
||||
"balances": bal,
|
||||
"funding_usdc": bal.get("funding_usdc"),
|
||||
"funding_usdt": bal.get("funding_usdt"),
|
||||
"trading_usdc": bal.get("trading_usdc"),
|
||||
"trading_usdt": bal.get("trading_usdt"),
|
||||
# 监控区不用历史统计;保留空对象兼容旧调用方
|
||||
"stats": {},
|
||||
"trade_budget": cfg.get("trade_budget"),
|
||||
"account_label": cfg.get("account_label") or "OKX期权",
|
||||
"max_active_positions": options_max_active_positions(),
|
||||
"options_margin_mode": margin_mode,
|
||||
"options_margin_mode_label": "币本位" if margin_mode == "coin" else "USDC",
|
||||
"options_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH",
|
||||
"coin_budget": coin_budget,
|
||||
"bridge_status": bridge_status,
|
||||
"open_bridges": open_bridges,
|
||||
}
|
||||
except Exception as e:
|
||||
return {"ok": False, "enabled": True, "msg": str(e)}
|
||||
@@ -0,0 +1,325 @@
|
||||
"""OKX 单笔期权本位模式与币本位 USDT 预算."""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from typing import Any
|
||||
|
||||
|
||||
MODE_USDC = "usdc"
|
||||
MODE_COIN = "coin"
|
||||
|
||||
|
||||
def _env_bool(name: str, default: bool = False) -> bool:
|
||||
v = (os.getenv(name) or "").strip().lower()
|
||||
if not v:
|
||||
return default
|
||||
return v in ("1", "true", "yes", "on", "y")
|
||||
|
||||
|
||||
def _env_float(name: str, default: float) -> float:
|
||||
try:
|
||||
return float(os.getenv(name) or default)
|
||||
except (TypeError, ValueError):
|
||||
return float(default)
|
||||
|
||||
|
||||
def normalize_options_margin_mode(raw: Any = None) -> str:
|
||||
"""返回 usdc | coin;未配置时默认币本位."""
|
||||
if raw is None:
|
||||
raw = os.getenv("OKX_OPTIONS_MARGIN_MODE")
|
||||
v = str(raw or MODE_COIN).strip().lower()
|
||||
if v in ("usdc", "usdc_margin", "usd_margin", "u本位", "u"):
|
||||
return MODE_USDC
|
||||
if v in ("coin", "coin_margin", "crypto", "crypto_margin", "币本位"):
|
||||
return MODE_COIN
|
||||
# 空串或未知值:默认币本位
|
||||
if not v:
|
||||
return MODE_COIN
|
||||
return MODE_COIN
|
||||
|
||||
|
||||
def is_coin_margin_mode(raw: Any = None) -> bool:
|
||||
return normalize_options_margin_mode(raw) == MODE_COIN
|
||||
|
||||
|
||||
def inst_family_for_underlying(underlying: str, *, margin_mode: str | None = None) -> str:
|
||||
u = (underlying or "ETH").strip().upper() or "ETH"
|
||||
mode = normalize_options_margin_mode(margin_mode)
|
||||
if mode == MODE_COIN:
|
||||
return f"{u}-USD"
|
||||
return f"{u}-USD_UM"
|
||||
|
||||
|
||||
def margin_mode_from_inst_id(inst_id: str) -> str:
|
||||
inst = (inst_id or "").strip().upper()
|
||||
if not inst:
|
||||
return normalize_options_margin_mode()
|
||||
if "_UM" in inst:
|
||||
return MODE_USDC
|
||||
# ETH-USD-260701-2500-C / BTC-USD-...
|
||||
if "-USD-" in inst and "_UM" not in inst:
|
||||
return MODE_COIN
|
||||
return normalize_options_margin_mode()
|
||||
|
||||
|
||||
def premium_ccy_for_mode(margin_mode: str, underlying: str = "ETH") -> str:
|
||||
if normalize_options_margin_mode(margin_mode) == MODE_COIN:
|
||||
return (underlying or "ETH").strip().upper() or "ETH"
|
||||
return "USDC"
|
||||
|
||||
|
||||
def spot_quote_inst_id(underlying: str) -> str:
|
||||
"""现货市价买卖: ETH-USDT / BTC-USDT."""
|
||||
u = (underlying or "ETH").strip().upper() or "ETH"
|
||||
return f"{u}-USDT"
|
||||
|
||||
|
||||
def compute_coin_budget_usdt(
|
||||
trading_usdt: float,
|
||||
*,
|
||||
compound: bool | None = None,
|
||||
buffer: float | None = None,
|
||||
fixed_budget_usdt: float | None = None,
|
||||
max_enabled: bool | None = None,
|
||||
max_usdt: float | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""
|
||||
币本位单笔 USDT 预算.
|
||||
复利开: trading_usdt × buffer; 复利关: fixed × buffer.
|
||||
上限开: min(..., max_usdt).
|
||||
"""
|
||||
bal = max(0.0, float(trading_usdt or 0))
|
||||
use_compound = _env_bool("OKX_OPTIONS_COIN_COMPOUND", True) if compound is None else bool(compound)
|
||||
buf = float(buffer) if buffer is not None else _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
|
||||
if buf <= 0:
|
||||
buf = 0.95
|
||||
fixed = (
|
||||
float(fixed_budget_usdt)
|
||||
if fixed_budget_usdt is not None
|
||||
else _env_float("OKX_OPTIONS_COIN_BUDGET_USDT", 10.0)
|
||||
)
|
||||
if use_compound:
|
||||
raw = bal * buf
|
||||
source = "compound"
|
||||
else:
|
||||
raw = max(0.0, fixed) * buf
|
||||
source = "fixed"
|
||||
capped = False
|
||||
max_on = (
|
||||
_env_bool("OKX_OPTIONS_COIN_MAX_USDT_ENABLED", False)
|
||||
if max_enabled is None
|
||||
else bool(max_enabled)
|
||||
)
|
||||
max_n = (
|
||||
float(max_usdt)
|
||||
if max_usdt is not None
|
||||
else _env_float("OKX_OPTIONS_COIN_MAX_USDT", 50.0)
|
||||
)
|
||||
budget = raw
|
||||
if max_on and max_n > 0 and budget > max_n:
|
||||
budget = max_n
|
||||
capped = True
|
||||
return {
|
||||
"ok": budget > 0,
|
||||
"budget_usdt": round(budget, 8),
|
||||
"raw_usdt": round(raw, 8),
|
||||
"trading_usdt": round(bal, 8),
|
||||
"buffer": buf,
|
||||
"compound": use_compound,
|
||||
"source": source,
|
||||
"max_enabled": max_on,
|
||||
"max_usdt": max_n if max_on else None,
|
||||
"capped_by_max": capped,
|
||||
"msg": "" if budget > 0 else "交易账户 USDT 不足,无法计算币本位预算",
|
||||
}
|
||||
|
||||
|
||||
def normalize_coin_spot_buy_buffer(raw: Any = None) -> float:
|
||||
"""
|
||||
现货买入相对权利金的倍数缓冲.
|
||||
env OKX_OPTIONS_COIN_SPOT_BUY_BUFFER 默认 1.10(=多买 10%).
|
||||
也可写 0.10 表示 +10%.
|
||||
"""
|
||||
if raw is None:
|
||||
v = _env_float("OKX_OPTIONS_COIN_SPOT_BUY_BUFFER", 1.10)
|
||||
else:
|
||||
try:
|
||||
v = float(raw)
|
||||
except (TypeError, ValueError):
|
||||
v = 1.10
|
||||
if v <= 0:
|
||||
return 1.10
|
||||
if v < 1.0:
|
||||
return 1.0 + v
|
||||
return v
|
||||
|
||||
|
||||
def plan_coin_open_by_budget(
|
||||
*,
|
||||
quote_per_unit: float,
|
||||
ct_mult: float,
|
||||
min_sz: int,
|
||||
budget_usdt: float,
|
||||
index_px: float,
|
||||
ask_sz: float | None = None,
|
||||
spot_buy_buffer: float | None = None,
|
||||
target_sheets: int | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""
|
||||
先按预算/卖一估最大可开张数,再按「权利金 × 现货缓冲」算应买现货 USDT.
|
||||
不全额把预算换成币.
|
||||
"""
|
||||
import math
|
||||
|
||||
from lib.exchange.okx_options_lib import cap_option_buy_sheets_to_ask_depth
|
||||
|
||||
ask = float(quote_per_unit or 0)
|
||||
mult = float(ct_mult or 0.01)
|
||||
need = max(1, int(min_sz or 1))
|
||||
budget = max(0.0, float(budget_usdt or 0))
|
||||
idx = float(index_px or 0)
|
||||
buf = normalize_coin_spot_buy_buffer(spot_buy_buffer)
|
||||
if ask <= 0 or mult <= 0:
|
||||
return {"ok": False, "msg": "卖一价无效", "sheets": 0, "buy_usdt": 0.0}
|
||||
if idx <= 0:
|
||||
return {"ok": False, "msg": "缺少指数价,无法估算买币 USDT", "sheets": 0, "buy_usdt": 0.0}
|
||||
if budget <= 0:
|
||||
return {"ok": False, "msg": "USDT 预算无效", "sheets": 0, "buy_usdt": 0.0}
|
||||
|
||||
per_sheet_coin = ask * mult
|
||||
# 每张开仓需买的币(含缓冲)及其约合 USDT
|
||||
per_sheet_buy_coin = per_sheet_coin * buf
|
||||
per_sheet_usdt = per_sheet_buy_coin * idx
|
||||
if per_sheet_usdt <= 0:
|
||||
return {"ok": False, "msg": "无法计算单张买币成本", "sheets": 0, "buy_usdt": 0.0}
|
||||
|
||||
max_by_budget = int(math.floor((budget / per_sheet_usdt) + 1e-12))
|
||||
if target_sheets is not None:
|
||||
try:
|
||||
want = int(target_sheets)
|
||||
except (TypeError, ValueError):
|
||||
want = 0
|
||||
if want < need:
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": f"指定张数无效(需≥{need})",
|
||||
"sheets": 0,
|
||||
"buy_usdt": 0.0,
|
||||
"max_by_budget": max_by_budget,
|
||||
}
|
||||
sheets = min(want, max_by_budget)
|
||||
if sheets < want:
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": (
|
||||
f"预算约可开 {max_by_budget} 张(含现货缓冲×{buf:g}),"
|
||||
f"不足指定 {want} 张"
|
||||
),
|
||||
"sheets": 0,
|
||||
"buy_usdt": 0.0,
|
||||
"max_by_budget": max_by_budget,
|
||||
"spot_buy_buffer": buf,
|
||||
}
|
||||
else:
|
||||
sheets = max_by_budget
|
||||
|
||||
capped, cap_msg = cap_option_buy_sheets_to_ask_depth(sheets, ask_sz, min_sz=need)
|
||||
ask_depth_capped = False
|
||||
if capped is None:
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": cap_msg or "卖一深度不足",
|
||||
"sheets": 0,
|
||||
"buy_usdt": 0.0,
|
||||
"spot_buy_buffer": buf,
|
||||
}
|
||||
if int(capped) < sheets:
|
||||
sheets = int(capped)
|
||||
ask_depth_capped = True
|
||||
|
||||
if sheets < need:
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": (
|
||||
f"预算不足,无法买入 {need} 张"
|
||||
f"(单张约需 {per_sheet_usdt:.4f} USDT,含现货缓冲×{buf:g})"
|
||||
),
|
||||
"sheets": sheets,
|
||||
"buy_usdt": 0.0,
|
||||
"per_sheet_usdt": round(per_sheet_usdt, 8),
|
||||
"spot_buy_buffer": buf,
|
||||
"max_by_budget": max_by_budget,
|
||||
}
|
||||
|
||||
premium_coin = sheets * per_sheet_coin
|
||||
buy_coin = premium_coin * buf
|
||||
buy_usdt = min(budget, buy_coin * idx)
|
||||
# 再保险:向下对齐,避免浮点导致略超预算
|
||||
buy_usdt = min(budget, round(buy_usdt, 8))
|
||||
out = {
|
||||
"ok": True,
|
||||
"msg": "" if not ask_depth_capped else (cap_msg or f"已按卖一深度限制为 {sheets} 张"),
|
||||
"sheets": sheets,
|
||||
"eth_amount": round(sheets * mult, 8),
|
||||
"coin_premium": round(premium_coin, 8),
|
||||
"total_premium": round(premium_coin, 8),
|
||||
"per_sheet_coin": per_sheet_coin,
|
||||
"buy_coin": round(buy_coin, 8),
|
||||
"buy_usdt": round(buy_usdt, 8),
|
||||
"budget_usdt": round(budget, 8),
|
||||
"spot_buy_buffer": buf,
|
||||
"index_px": idx,
|
||||
"max_by_budget": max_by_budget,
|
||||
"ask_depth_capped": ask_depth_capped,
|
||||
"est_note": (
|
||||
f"按最大可开 {sheets} 张×卖一权利金×现货缓冲{buf:g}估买币;"
|
||||
f"不全额兑换预算"
|
||||
),
|
||||
}
|
||||
if target_sheets is not None:
|
||||
out["est_note"] = (
|
||||
f"指定 {sheets} 张×卖一权利金×现货缓冲{buf:g}估买币;不全额兑换"
|
||||
)
|
||||
out["target_sheets"] = int(target_sheets)
|
||||
return out
|
||||
|
||||
|
||||
def calc_sheets_from_coin_balance(
|
||||
*,
|
||||
quote_per_unit: float,
|
||||
ct_mult: float,
|
||||
min_sz: int,
|
||||
coin_available: float,
|
||||
) -> dict[str, Any]:
|
||||
"""用可用标的币尽量开满(权利金以币计)."""
|
||||
import math
|
||||
|
||||
ask = float(quote_per_unit or 0)
|
||||
mult = float(ct_mult or 0.01)
|
||||
need = max(1, int(min_sz or 1))
|
||||
coin = max(0.0, float(coin_available or 0))
|
||||
# 留一点手续费/精度缓冲,避免算满张后下单 51008
|
||||
coin_eff = coin * 0.97
|
||||
if ask <= 0 or mult <= 0:
|
||||
return {"ok": False, "msg": "卖一价无效", "sheets": 0, "coin_premium": 0.0}
|
||||
per_sheet = ask * mult
|
||||
if per_sheet <= 0:
|
||||
return {"ok": False, "msg": "无法计算单张权利金(币)", "sheets": 0, "coin_premium": 0.0}
|
||||
sheets = int(math.floor((coin_eff / per_sheet) + 1e-12))
|
||||
if sheets < need:
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": f"可用币不足,无法买入 {need} 张(单张约 {per_sheet:.8g} 币,可用 {coin:g})",
|
||||
"sheets": sheets,
|
||||
"coin_premium": round(sheets * per_sheet, 8),
|
||||
"per_sheet_coin": per_sheet,
|
||||
}
|
||||
prem = sheets * per_sheet
|
||||
return {
|
||||
"ok": True,
|
||||
"msg": "",
|
||||
"sheets": sheets,
|
||||
"coin_premium": round(prem, 8),
|
||||
"per_sheet_coin": per_sheet,
|
||||
"eth_amount": round(sheets * mult, 8),
|
||||
}
|
||||
@@ -51,9 +51,12 @@ def attach_close_preview(
|
||||
intrinsic_px=intrinsic,
|
||||
max_levels=1,
|
||||
)
|
||||
premium_ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
|
||||
# 残档时不累计 2×门控;有效买一时刷新计时(仅自动平仓需要)
|
||||
if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
|
||||
gate = update_close_gate(inst_id, recycle_usdc=None, premium_paid=paid)
|
||||
gate = update_close_gate(
|
||||
inst_id, recycle_usdc=None, premium_paid=paid, premium_ccy=premium_ccy
|
||||
)
|
||||
preview["close_gate"] = gate
|
||||
preview["close_gate_blocked"] = True
|
||||
preview["close_gate_msg"] = preview.get("bid_invalid_reason") or gate.get("msg")
|
||||
@@ -64,6 +67,7 @@ def attach_close_preview(
|
||||
inst_id,
|
||||
recycle_usdc=_safe_float(preview.get("total_received")),
|
||||
premium_paid=paid,
|
||||
premium_ccy=premium_ccy,
|
||||
)
|
||||
passed = bool(gate.get("passed") or is_close_gate_passed(inst_id) or gate.get("ready"))
|
||||
preview["close_gate"] = gate
|
||||
|
||||
@@ -512,12 +512,25 @@ def equivalent_contract_leverage(
|
||||
index_px: float | None,
|
||||
eth_amount: float | None,
|
||||
total_premium: float | None,
|
||||
margin_mode: str | None = None,
|
||||
) -> float | None:
|
||||
"""名义价值 / 权利金,近似相当于永续合约杠杆倍数(测算用)."""
|
||||
"""名义价值 / 权利金,近似相当于永续合约杠杆倍数(测算用).
|
||||
|
||||
USDC: 权利金为美元 → index×eth/premium.
|
||||
币本位: 权利金为币 → eth/premium(=1/ask 当 premium=ask×eth).
|
||||
"""
|
||||
if index_px is None or eth_amount is None or total_premium is None:
|
||||
return None
|
||||
if eth_amount <= 0 or total_premium <= 0:
|
||||
return None
|
||||
try:
|
||||
from lib.options.options_margin_mode_lib import normalize_options_margin_mode
|
||||
|
||||
mode = normalize_options_margin_mode(margin_mode)
|
||||
except Exception:
|
||||
mode = (str(margin_mode or "usdc").strip().lower() or "usdc")
|
||||
if mode == "coin":
|
||||
return round(float(eth_amount) / float(total_premium), 1)
|
||||
return round(float(index_px) * float(eth_amount) / float(total_premium), 1)
|
||||
|
||||
|
||||
|
||||
+283
-21
@@ -59,10 +59,21 @@ def install_options_trading(app: Flask, repo_root: str, app_module: Any) -> None
|
||||
cfg = _build_cfg(app_module)
|
||||
app.extensions["options_cfg"] = cfg
|
||||
register_options_routes(app, cfg)
|
||||
_register_options_hub_bridge(app, cfg)
|
||||
if enabled:
|
||||
_start_monitor_thread(app, cfg)
|
||||
|
||||
|
||||
def _register_options_hub_bridge(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
from lib.options.options_hub_lib import build_options_hub_snapshot
|
||||
|
||||
def snapshot_fn():
|
||||
return build_options_hub_snapshot(cfg)
|
||||
|
||||
hub_ctx = dict(app.config.get("HUB_CTX") or {})
|
||||
hub_ctx["options_snapshot_fn"] = snapshot_fn
|
||||
app.config["HUB_CTX"] = hub_ctx
|
||||
|
||||
|
||||
def _build_cfg(app_module: Any) -> dict[str, Any]:
|
||||
from lib.exchange.okx_options_lib import (
|
||||
@@ -83,7 +94,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
|
||||
transfer_ccy,
|
||||
)
|
||||
|
||||
cfg = {
|
||||
return {
|
||||
"enabled": _env_bool("OKX_OPTIONS_ENABLED", False),
|
||||
"get_db": app_module.get_db,
|
||||
"login_required": app_module.login_required,
|
||||
@@ -95,6 +106,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
|
||||
"compound_full_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_ENABLED", True),
|
||||
"compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
|
||||
"compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
|
||||
"margin_mode": (os.getenv("OKX_OPTIONS_MARGIN_MODE") or "coin").strip().lower(),
|
||||
"default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
|
||||
"max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
|
||||
"chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
|
||||
@@ -125,12 +137,6 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
|
||||
"options_api_ready": options_api_ready,
|
||||
"app_module": app_module,
|
||||
}
|
||||
try:
|
||||
from lib.sim.hooks import patch_options_cfg
|
||||
|
||||
return patch_options_cfg(cfg)
|
||||
except Exception:
|
||||
return cfg
|
||||
|
||||
|
||||
def _mark_balances_stale(cfg: dict[str, Any]) -> None:
|
||||
@@ -370,10 +376,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
|
||||
from flask import render_template_string
|
||||
|
||||
from lib.common.markdown_html_lib import render_markdown_html
|
||||
from lib.paths import REPO_ROOT
|
||||
from lib.hub.hub_strategy_lib import render_markdown_html
|
||||
|
||||
md_path = REPO_ROOT / "docs" / "期权开平仓与监控说明.md"
|
||||
md_path = Path(__file__).resolve().parents[2] / "docs" / "期权开平仓与监控说明.md"
|
||||
try:
|
||||
md_text = md_path.read_text(encoding="utf-8")
|
||||
except OSError:
|
||||
@@ -417,16 +422,27 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
return jsonify({"ok": False, "msg": err})
|
||||
force = (request.args.get("force") or "").strip().lower() in ("1", "true", "yes")
|
||||
bal = cfg["fetch_options_balances"](ex, force=force, scope="main")
|
||||
return jsonify(
|
||||
{
|
||||
"ok": True,
|
||||
**bal,
|
||||
"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", float(cfg.get("trade_budget") or 10)),
|
||||
"compound_full_enabled": _compound_full_enabled(),
|
||||
"compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
|
||||
"compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
|
||||
}
|
||||
)
|
||||
from lib.options.options_margin_mode_lib import is_coin_margin_mode, normalize_options_margin_mode
|
||||
|
||||
margin_mode = normalize_options_margin_mode()
|
||||
payload = {
|
||||
"ok": True,
|
||||
**bal,
|
||||
"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", float(cfg.get("trade_budget") or 10)),
|
||||
"compound_full_enabled": _compound_full_enabled(),
|
||||
"compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
|
||||
"compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
|
||||
"options_margin_mode": margin_mode,
|
||||
"options_margin_mode_label": "币本位" if margin_mode == "coin" else "USDC",
|
||||
}
|
||||
if is_coin_margin_mode():
|
||||
try:
|
||||
from lib.options.options_coin_open_lib import coin_budget_preview
|
||||
|
||||
payload["coin_budget"] = coin_budget_preview(cfg, ex)
|
||||
except Exception as e:
|
||||
payload["coin_budget"] = {"ok": False, "msg": str(e)}
|
||||
return jsonify(payload)
|
||||
|
||||
@app.route("/api/options/chain")
|
||||
@lr
|
||||
@@ -438,12 +454,16 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
# 热更新:链展示天数每次读 env,保存后刷新链即可
|
||||
chain_max_dte = _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", float(cfg.get("chain_max_dte_days") or 14))
|
||||
try:
|
||||
from lib.options.options_margin_mode_lib import normalize_options_margin_mode
|
||||
|
||||
margin_mode = normalize_options_margin_mode()
|
||||
chain = cfg["build_option_chain"](
|
||||
ex,
|
||||
u,
|
||||
max_dte_days=chain_max_dte,
|
||||
itm_only=False,
|
||||
itm_max_dist_usd=cfg["itm_max_dist"],
|
||||
margin_mode=margin_mode,
|
||||
)
|
||||
except Exception as e:
|
||||
return jsonify({"ok": False, "msg": f"加载期权链失败: {e}"})
|
||||
@@ -452,6 +472,15 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
# 热更新:每次读 env,保存配置后刷新链即可生效
|
||||
ask_liq_filter = _env_bool("OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", True)
|
||||
budget_buffer = _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
|
||||
coin_budget = None
|
||||
try:
|
||||
from lib.options.options_margin_mode_lib import is_coin_margin_mode
|
||||
from lib.options.options_coin_open_lib import coin_budget_preview
|
||||
|
||||
if is_coin_margin_mode():
|
||||
coin_budget = coin_budget_preview(cfg, ex)
|
||||
except Exception:
|
||||
coin_budget = None
|
||||
if not expiries:
|
||||
return jsonify(
|
||||
{
|
||||
@@ -462,6 +491,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
"ask_liq_filter_enabled": ask_liq_filter,
|
||||
"budget_buffer": budget_buffer,
|
||||
"trade_budget": cfg["trade_budget"],
|
||||
"options_margin_mode": chain.get("margin_mode") or margin_mode,
|
||||
"coin_budget": coin_budget,
|
||||
}
|
||||
)
|
||||
return jsonify(
|
||||
@@ -472,6 +503,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
"ask_liq_filter_enabled": ask_liq_filter,
|
||||
"budget_buffer": budget_buffer,
|
||||
"trade_budget": cfg["trade_budget"],
|
||||
"options_margin_mode": chain.get("margin_mode") or margin_mode,
|
||||
"coin_budget": coin_budget,
|
||||
}
|
||||
)
|
||||
|
||||
@@ -500,8 +533,158 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
if mode == "close_preview":
|
||||
paid = _open_premium_paid(cfg, inst_id)
|
||||
target = sheet_count if sheet_count is not None else 0
|
||||
return jsonify(_attach_close_preview(cfg, ex, {**q, "pos": target, "premium_paid": paid}, sheets=target, premium_paid=paid))
|
||||
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)
|
||||
prem_ccy = premium_ccy_for_mode(row_mode, (inst_id.split("-")[0] if inst_id else "ETH"))
|
||||
preview_row = {
|
||||
**q,
|
||||
"pos": target,
|
||||
"premium_paid": paid,
|
||||
"margin_mode": row_mode,
|
||||
"premium_ccy": prem_ccy,
|
||||
}
|
||||
out = _attach_close_preview(cfg, ex, preview_row, sheets=target, premium_paid=paid)
|
||||
out["options_margin_mode"] = row_mode
|
||||
out["premium_ccy"] = prem_ccy
|
||||
return jsonify(out)
|
||||
mode, mode_note = _normalize_size_mode(mode)
|
||||
|
||||
# 币本位:报价预览走 USDT 预算→估币→张数,禁止再查 USDC
|
||||
try:
|
||||
from lib.options.options_margin_mode_lib import (
|
||||
is_coin_margin_mode,
|
||||
margin_mode_from_inst_id,
|
||||
)
|
||||
from lib.options.options_coin_open_lib import coin_budget_preview
|
||||
from lib.exchange.okx_options_lib import option_buy_liquidity_ok
|
||||
|
||||
if is_coin_margin_mode():
|
||||
ask = q.get("ask")
|
||||
ask_sz = q.get("ask_sz")
|
||||
can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
|
||||
try:
|
||||
from lib.hedge_plan.okx_trade_mode_lib import block_standalone_open_by_mode_msg
|
||||
|
||||
mode_block = block_standalone_open_by_mode_msg()
|
||||
except Exception as e:
|
||||
return jsonify({"ok": False, "can_open": False, "msg": f"交易模式校验失败: {e}"})
|
||||
if mode_block:
|
||||
return jsonify(
|
||||
{
|
||||
**q,
|
||||
"ok": True,
|
||||
"can_open": False,
|
||||
"msg": mode_block,
|
||||
"options_margin_mode": "coin",
|
||||
"sizing": {"ok": False, "msg": mode_block, "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0},
|
||||
}
|
||||
)
|
||||
if margin_mode_from_inst_id(inst_id) != "coin":
|
||||
return jsonify(
|
||||
{
|
||||
**q,
|
||||
"ok": True,
|
||||
"can_open": False,
|
||||
"msg": "当前为币本位模式,请选择 ETH-USD / BTC-USD 合约(非 USD_UM)",
|
||||
"options_margin_mode": "coin",
|
||||
"sizing": {
|
||||
"ok": False,
|
||||
"msg": "合约非币本位",
|
||||
"sheets": 0,
|
||||
"eth_amount": 0.0,
|
||||
"total_premium": 0.0,
|
||||
},
|
||||
}
|
||||
)
|
||||
budget_info = coin_budget_preview(cfg, ex)
|
||||
if not can_open:
|
||||
return jsonify(
|
||||
{
|
||||
**q,
|
||||
"ok": True,
|
||||
"can_open": False,
|
||||
"msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
|
||||
"options_margin_mode": "coin",
|
||||
"coin_budget": budget_info,
|
||||
"sizing": {
|
||||
"ok": False,
|
||||
"msg": block_msg or "暂无卖一深度,无法买入",
|
||||
"sheets": 0,
|
||||
"eth_amount": 0.0,
|
||||
"total_premium": 0.0,
|
||||
},
|
||||
}
|
||||
)
|
||||
if not budget_info.get("ok"):
|
||||
return jsonify(
|
||||
{
|
||||
**q,
|
||||
"ok": True,
|
||||
"can_open": False,
|
||||
"msg": budget_info.get("msg") or "交易账户 USDT 不足",
|
||||
"options_margin_mode": "coin",
|
||||
"coin_budget": budget_info,
|
||||
"sizing": {
|
||||
"ok": False,
|
||||
"msg": budget_info.get("msg") or "交易账户 USDT 不足",
|
||||
"sheets": 0,
|
||||
"eth_amount": 0.0,
|
||||
"total_premium": 0.0,
|
||||
},
|
||||
}
|
||||
)
|
||||
idx = _safe_float(q.get("index_px")) or _safe_float(q.get("idxPx"))
|
||||
budget_usdt = float(budget_info["budget_usdt"])
|
||||
target_sheets = sheet_count if mode == "sheets" and sheet_count is not None else None
|
||||
if mode == "eth" and request.args.get("eth"):
|
||||
# 指定币量:按币量反推张数后再走统一规划
|
||||
try:
|
||||
eth_want = float(request.args.get("eth"))
|
||||
except (TypeError, ValueError):
|
||||
eth_want = 0.0
|
||||
if eth_want > 0 and float(ct_mult) > 0:
|
||||
import math
|
||||
|
||||
target_sheets = max(int(min_sz), int(math.floor(eth_want / float(ct_mult) + 1e-12)))
|
||||
from lib.options.options_margin_mode_lib import plan_coin_open_by_budget
|
||||
|
||||
sizing = plan_coin_open_by_budget(
|
||||
quote_per_unit=float(ask),
|
||||
ct_mult=float(ct_mult),
|
||||
min_sz=int(min_sz),
|
||||
budget_usdt=budget_usdt,
|
||||
index_px=float(idx or 0),
|
||||
ask_sz=ask_sz,
|
||||
target_sheets=target_sheets,
|
||||
)
|
||||
if sizing.get("ok"):
|
||||
sizing["premium_ccy"] = (inst_id.split("-")[0] if inst_id else "ETH").upper()
|
||||
sizing["est_coin"] = sizing.get("buy_coin")
|
||||
q = _attach_close_preview(
|
||||
cfg,
|
||||
ex,
|
||||
q,
|
||||
sheets=int(sizing.get("sheets") or 0),
|
||||
premium_paid=_open_premium_paid(cfg, inst_id),
|
||||
)
|
||||
return jsonify(
|
||||
{
|
||||
**q,
|
||||
"can_open": bool(sizing.get("ok")),
|
||||
"quote_per_unit": ask,
|
||||
"premium_per_sheet": round(float(ask) * float(ct_mult), 8),
|
||||
"sizing": sizing,
|
||||
"mode": mode,
|
||||
"mode_note": mode_note,
|
||||
"options_margin_mode": "coin",
|
||||
"coin_budget": budget_info,
|
||||
"compound_full_enabled": _compound_full_enabled(),
|
||||
}
|
||||
)
|
||||
except Exception as e:
|
||||
return jsonify({"ok": False, "msg": f"币本位报价失败: {e}"})
|
||||
|
||||
budget = cfg["trade_budget"]
|
||||
budget_cap = cfg["trade_budget"]
|
||||
available_usdc = None
|
||||
@@ -806,6 +989,48 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
profit_exit_mult = normalize_profit_exit_mult(data.get("profit_exit_mult"), default=1.0)
|
||||
if not inst_id:
|
||||
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
||||
try:
|
||||
from lib.options.options_margin_mode_lib import is_coin_margin_mode
|
||||
from lib.options.options_coin_open_lib import open_coin_option_buy_full
|
||||
|
||||
if is_coin_margin_mode():
|
||||
want_sheets = None
|
||||
if mode == "sheets":
|
||||
try:
|
||||
want_sheets = int(data.get("sheets") or 0) or None
|
||||
except (TypeError, ValueError):
|
||||
want_sheets = None
|
||||
elif mode == "eth":
|
||||
try:
|
||||
eth_want = float(data.get("eth") or 0)
|
||||
except (TypeError, ValueError):
|
||||
eth_want = 0.0
|
||||
if eth_want > 0:
|
||||
q0 = cfg["quote_option_contract"](ex, inst_id)
|
||||
ct0 = float((q0 or {}).get("ct_mult") or 0.01)
|
||||
min0 = int((q0 or {}).get("min_sz") or 1)
|
||||
if ct0 > 0:
|
||||
import math
|
||||
|
||||
want_sheets = max(min0, int(math.floor(eth_want / ct0 + 1e-12)))
|
||||
result = open_coin_option_buy_full(
|
||||
cfg,
|
||||
ex,
|
||||
inst_id=inst_id,
|
||||
signal_note=signal_note,
|
||||
target_index=target_index,
|
||||
profit_exit_enabled=profit_exit_enabled,
|
||||
profit_exit_mult=profit_exit_mult,
|
||||
target_sheets=want_sheets,
|
||||
)
|
||||
if result.get("ok"):
|
||||
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
||||
|
||||
invalidate_option_positions_cache()
|
||||
_mark_balances_stale(cfg)
|
||||
return jsonify(result)
|
||||
except Exception as e:
|
||||
return jsonify({"ok": False, "msg": f"币本位开仓失败: {e}"})
|
||||
q = cfg["quote_option_contract"](ex, inst_id)
|
||||
if not q.get("ok"):
|
||||
return jsonify(q)
|
||||
@@ -1430,9 +1655,46 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
conn2.close()
|
||||
except Exception:
|
||||
pass
|
||||
try:
|
||||
from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
|
||||
|
||||
spot_sell = maybe_sell_spot_after_close(cfg, ex, inst_id=inst_id, close_result=result)
|
||||
if spot_sell is not None:
|
||||
result = dict(result)
|
||||
result["spot_sell"] = spot_sell
|
||||
if spot_sell.get("bridge_status") == "pending_sell_spot":
|
||||
result["msg"] = (
|
||||
str(result.get("msg") or "平仓成功")
|
||||
+ ";但卖回 USDT 失败,请点「重试卖回」"
|
||||
)
|
||||
except Exception as e:
|
||||
result = dict(result)
|
||||
result["spot_sell"] = {"ok": False, "msg": str(e)}
|
||||
_mark_balances_stale(cfg)
|
||||
return jsonify(result)
|
||||
|
||||
@app.route("/api/options/spot-bridge/retry-sell", methods=["POST"])
|
||||
@lr
|
||||
def api_options_spot_bridge_retry_sell():
|
||||
"""币本位:重试把残留标的币市价卖回 USDT."""
|
||||
ex, err = _require_options_ex(cfg)
|
||||
if ex is None:
|
||||
return jsonify({"ok": False, "msg": err})
|
||||
data = request.get_json(silent=True) or {}
|
||||
underlying = (data.get("underlying") or cfg.get("default_underly") or "ETH").strip().upper()
|
||||
inst_id = (data.get("inst_id") or "").strip() or None
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
init_options_tables(conn)
|
||||
from lib.options.options_spot_bridge_lib import sell_residual_after_option_flat
|
||||
|
||||
out = sell_residual_after_option_flat(conn, ex, underlying=underlying, inst_id=inst_id)
|
||||
if out.get("ok"):
|
||||
_mark_balances_stale(cfg)
|
||||
return jsonify(out)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@app.route("/api/options/convert/quote", methods=["POST"])
|
||||
@lr
|
||||
def api_options_convert_quote():
|
||||
|
||||
@@ -0,0 +1,415 @@
|
||||
"""币本位期权:USDT↔标的币现货桥与本地状态."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import time
|
||||
from typing import Any
|
||||
|
||||
from lib.options.options_margin_mode_lib import spot_quote_inst_id
|
||||
|
||||
|
||||
BRIDGE_BOUGHT = "bought_pending_open"
|
||||
BRIDGE_HOLDING = "holding"
|
||||
BRIDGE_PENDING_SELL = "pending_sell_spot"
|
||||
BRIDGE_CLOSED = "closed"
|
||||
|
||||
|
||||
def ensure_bridge_table(conn: sqlite3.Connection) -> None:
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE TABLE IF NOT EXISTS options_spot_bridge (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
underlying TEXT NOT NULL,
|
||||
status TEXT NOT NULL,
|
||||
budget_usdt REAL,
|
||||
buy_ord_id TEXT,
|
||||
coin_bought REAL,
|
||||
sell_ord_id TEXT,
|
||||
coin_sold REAL,
|
||||
usdt_recovered REAL,
|
||||
inst_id TEXT,
|
||||
message TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
closed_at TIMESTAMP
|
||||
)
|
||||
"""
|
||||
)
|
||||
conn.execute(
|
||||
"""
|
||||
CREATE INDEX IF NOT EXISTS idx_options_spot_bridge_status
|
||||
ON options_spot_bridge(status)
|
||||
"""
|
||||
)
|
||||
|
||||
|
||||
def list_open_bridges(conn: sqlite3.Connection) -> list[dict[str, Any]]:
|
||||
ensure_bridge_table(conn)
|
||||
cur = conn.execute(
|
||||
"""
|
||||
SELECT id, underlying, status, budget_usdt, buy_ord_id, coin_bought,
|
||||
sell_ord_id, coin_sold, usdt_recovered, inst_id, message,
|
||||
created_at, updated_at, closed_at
|
||||
FROM options_spot_bridge
|
||||
WHERE status IN (?, ?, ?)
|
||||
ORDER BY id DESC
|
||||
""",
|
||||
(BRIDGE_BOUGHT, BRIDGE_HOLDING, BRIDGE_PENDING_SELL),
|
||||
)
|
||||
cols = [d[0] for d in cur.description]
|
||||
return [dict(zip(cols, row)) for row in cur.fetchall()]
|
||||
|
||||
|
||||
def has_unfinished_bridge(conn: sqlite3.Connection) -> bool:
|
||||
return bool(list_open_bridges(conn))
|
||||
|
||||
|
||||
def insert_bridge(
|
||||
conn: sqlite3.Connection,
|
||||
*,
|
||||
underlying: str,
|
||||
status: str,
|
||||
budget_usdt: float | None = None,
|
||||
buy_ord_id: str | None = None,
|
||||
coin_bought: float | None = None,
|
||||
inst_id: str | None = None,
|
||||
message: str | None = None,
|
||||
) -> int:
|
||||
ensure_bridge_table(conn)
|
||||
cur = conn.execute(
|
||||
"""
|
||||
INSERT INTO options_spot_bridge(
|
||||
underlying, status, budget_usdt, buy_ord_id, coin_bought, inst_id, message, updated_at
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, CURRENT_TIMESTAMP)
|
||||
""",
|
||||
(
|
||||
(underlying or "ETH").upper(),
|
||||
status,
|
||||
budget_usdt,
|
||||
buy_ord_id,
|
||||
coin_bought,
|
||||
inst_id,
|
||||
message,
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
return int(cur.lastrowid)
|
||||
|
||||
|
||||
def update_bridge(
|
||||
conn: sqlite3.Connection,
|
||||
bridge_id: int,
|
||||
*,
|
||||
status: str | None = None,
|
||||
buy_ord_id: str | None = None,
|
||||
coin_bought: float | None = None,
|
||||
sell_ord_id: str | None = None,
|
||||
coin_sold: float | None = None,
|
||||
usdt_recovered: float | None = None,
|
||||
inst_id: str | None = None,
|
||||
message: str | None = None,
|
||||
close: bool = False,
|
||||
) -> None:
|
||||
ensure_bridge_table(conn)
|
||||
fields: list[str] = ["updated_at=CURRENT_TIMESTAMP"]
|
||||
vals: list[Any] = []
|
||||
if status is not None:
|
||||
fields.append("status=?")
|
||||
vals.append(status)
|
||||
if buy_ord_id is not None:
|
||||
fields.append("buy_ord_id=?")
|
||||
vals.append(buy_ord_id)
|
||||
if coin_bought is not None:
|
||||
fields.append("coin_bought=?")
|
||||
vals.append(coin_bought)
|
||||
if sell_ord_id is not None:
|
||||
fields.append("sell_ord_id=?")
|
||||
vals.append(sell_ord_id)
|
||||
if coin_sold is not None:
|
||||
fields.append("coin_sold=?")
|
||||
vals.append(coin_sold)
|
||||
if usdt_recovered is not None:
|
||||
fields.append("usdt_recovered=?")
|
||||
vals.append(usdt_recovered)
|
||||
if inst_id is not None:
|
||||
fields.append("inst_id=?")
|
||||
vals.append(inst_id)
|
||||
if message is not None:
|
||||
fields.append("message=?")
|
||||
vals.append(message)
|
||||
if close or status == BRIDGE_CLOSED:
|
||||
fields.append("closed_at=CURRENT_TIMESTAMP")
|
||||
vals.append(int(bridge_id))
|
||||
conn.execute(
|
||||
f"UPDATE options_spot_bridge SET {', '.join(fields)} WHERE id=?",
|
||||
vals,
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
def _safe_float(v: Any) -> float | None:
|
||||
if v is None or v == "":
|
||||
return None
|
||||
try:
|
||||
return float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def fetch_trading_coin_available(ex: Any, ccy: str) -> float | None:
|
||||
"""交易账户标的币可用."""
|
||||
from lib.exchange.okx_options_lib import _extract_ccy_free, _safe_float as _sf
|
||||
|
||||
ccy_u = (ccy or "").upper()
|
||||
if not ccy_u:
|
||||
return None
|
||||
try:
|
||||
bal = ex.fetch_balance(params={"type": "trading"})
|
||||
free = _extract_ccy_free(bal, ccy_u)
|
||||
if free is not None:
|
||||
return float(free)
|
||||
# 部分账户结构只有 total
|
||||
from lib.exchange.okx_options_lib import _extract_ccy_balance
|
||||
|
||||
tot = _extract_ccy_balance(bal, ccy_u)
|
||||
return float(tot) if tot is not None else None
|
||||
except Exception:
|
||||
return None
|
||||
|
||||
|
||||
def spot_market_buy_coin_with_usdt(
|
||||
ex: Any,
|
||||
*,
|
||||
underlying: str,
|
||||
usdt_amount: float,
|
||||
) -> dict[str, Any]:
|
||||
"""交易账户:用 USDT 市价买入标的币."""
|
||||
if usdt_amount <= 0:
|
||||
return {"ok": False, "msg": "USDT 数量须大于 0"}
|
||||
inst_id = spot_quote_inst_id(underlying)
|
||||
try:
|
||||
body = {
|
||||
"instId": inst_id,
|
||||
"tdMode": "cash",
|
||||
"side": "buy",
|
||||
"ordType": "market",
|
||||
"sz": str(usdt_amount),
|
||||
"tgtCcy": "quote_ccy",
|
||||
}
|
||||
resp = ex.private_post_trade_order(body)
|
||||
data = (resp or {}).get("data") or []
|
||||
if data and str(data[0].get("sCode")) == "0":
|
||||
return {
|
||||
"ok": True,
|
||||
"inst_id": inst_id,
|
||||
"ord_id": str(data[0].get("ordId") or ""),
|
||||
"data": data[0],
|
||||
"raw": resp,
|
||||
}
|
||||
from lib.exchange.okx_options_lib import _okx_trade_error_message
|
||||
|
||||
return {"ok": False, "msg": _okx_trade_error_message(resp=resp), "raw": resp}
|
||||
except Exception as e:
|
||||
from lib.exchange.okx_options_lib import _okx_trade_error_message
|
||||
|
||||
return {"ok": False, "msg": _okx_trade_error_message(e)}
|
||||
|
||||
|
||||
def spot_market_sell_coin_to_usdt(
|
||||
ex: Any,
|
||||
*,
|
||||
underlying: str,
|
||||
coin_amount: float | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""交易账户:市价卖出标的币换 USDT.coin_amount 空则尽量卖光可用."""
|
||||
ccy = (underlying or "ETH").upper()
|
||||
amt = coin_amount
|
||||
if amt is None or float(amt) <= 0:
|
||||
avail = fetch_trading_coin_available(ex, ccy)
|
||||
if avail is None or float(avail) <= 0:
|
||||
return {"ok": False, "msg": f"交易账户无可用 {ccy}"}
|
||||
amt = float(avail)
|
||||
if float(amt) <= 0:
|
||||
return {"ok": False, "msg": f"{ccy} 数量须大于 0"}
|
||||
# 留一点粉尘避免精度拒单
|
||||
sell_sz = float(amt)
|
||||
if sell_sz > 1e-8:
|
||||
sell_sz = max(0.0, sell_sz * 0.999)
|
||||
inst_id = spot_quote_inst_id(ccy)
|
||||
try:
|
||||
# 现货卖出数量精度:截到 8 位
|
||||
sz = f"{sell_sz:.8f}".rstrip("0").rstrip(".")
|
||||
if not sz or float(sz) <= 0:
|
||||
return {"ok": False, "msg": f"{ccy} 可卖数量过小"}
|
||||
body = {
|
||||
"instId": inst_id,
|
||||
"tdMode": "cash",
|
||||
"side": "sell",
|
||||
"ordType": "market",
|
||||
"sz": sz,
|
||||
"tgtCcy": "base_ccy",
|
||||
}
|
||||
resp = ex.private_post_trade_order(body)
|
||||
data = (resp or {}).get("data") or []
|
||||
if data and str(data[0].get("sCode")) == "0":
|
||||
return {
|
||||
"ok": True,
|
||||
"inst_id": inst_id,
|
||||
"ord_id": str(data[0].get("ordId") or ""),
|
||||
"coin_sold": float(sz),
|
||||
"data": data[0],
|
||||
"raw": resp,
|
||||
}
|
||||
from lib.exchange.okx_options_lib import _okx_trade_error_message
|
||||
|
||||
return {"ok": False, "msg": _okx_trade_error_message(resp=resp), "raw": resp}
|
||||
except Exception as e:
|
||||
from lib.exchange.okx_options_lib import _okx_trade_error_message
|
||||
|
||||
return {"ok": False, "msg": _okx_trade_error_message(e)}
|
||||
|
||||
|
||||
def rollback_bought_coin_to_usdt(
|
||||
conn: sqlite3.Connection,
|
||||
ex: Any,
|
||||
*,
|
||||
bridge_id: int,
|
||||
underlying: str,
|
||||
reason: str = "",
|
||||
coin_amount: float | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""买币后开期权失败:卖回 USDT 并关闭桥.优先卖 bridge 记录的买入量."""
|
||||
amt = coin_amount
|
||||
if amt is None or float(amt) <= 0:
|
||||
ensure_bridge_table(conn)
|
||||
row = conn.execute(
|
||||
"SELECT coin_bought FROM options_spot_bridge WHERE id=?",
|
||||
(int(bridge_id),),
|
||||
).fetchone()
|
||||
if row:
|
||||
try:
|
||||
amt = float(row[0] if not isinstance(row, dict) else row.get("coin_bought") or 0)
|
||||
except (TypeError, ValueError, KeyError, IndexError):
|
||||
amt = None
|
||||
sell = spot_market_sell_coin_to_usdt(ex, underlying=underlying, coin_amount=amt)
|
||||
if not sell.get("ok"):
|
||||
update_bridge(
|
||||
conn,
|
||||
bridge_id,
|
||||
status=BRIDGE_PENDING_SELL,
|
||||
message=(reason or "") + " | 回滚卖币失败: " + str(sell.get("msg") or ""),
|
||||
)
|
||||
return {"ok": False, "msg": sell.get("msg") or "回滚卖币失败", "bridge_status": BRIDGE_PENDING_SELL}
|
||||
update_bridge(
|
||||
conn,
|
||||
bridge_id,
|
||||
status=BRIDGE_CLOSED,
|
||||
sell_ord_id=str(sell.get("ord_id") or ""),
|
||||
coin_sold=_safe_float(sell.get("coin_sold")),
|
||||
message=reason or "开仓失败已卖回 USDT",
|
||||
close=True,
|
||||
)
|
||||
return {"ok": True, "sell": sell, "bridge_status": BRIDGE_CLOSED}
|
||||
|
||||
|
||||
def sell_residual_after_option_flat(
|
||||
conn: sqlite3.Connection,
|
||||
ex: Any,
|
||||
*,
|
||||
underlying: str,
|
||||
inst_id: str | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""期权已平:卖掉本桥残留标的币;优先关闭 matching holding/pending 桥."""
|
||||
ensure_bridge_table(conn)
|
||||
bridges = list_open_bridges(conn)
|
||||
target = None
|
||||
for b in bridges:
|
||||
if str(b.get("status")) in (BRIDGE_HOLDING, BRIDGE_PENDING_SELL, BRIDGE_BOUGHT):
|
||||
if not underlying or str(b.get("underlying") or "").upper() == underlying.upper():
|
||||
target = b
|
||||
break
|
||||
coin_amt = None
|
||||
if target is not None:
|
||||
try:
|
||||
coin_amt = float(target.get("coin_bought") or 0) or None
|
||||
except (TypeError, ValueError):
|
||||
coin_amt = None
|
||||
sell = spot_market_sell_coin_to_usdt(ex, underlying=underlying, coin_amount=coin_amt)
|
||||
if target is None:
|
||||
if not sell.get("ok"):
|
||||
msg = str(sell.get("msg") or "")
|
||||
if "无可用" in msg or "过小" in msg:
|
||||
return {"ok": True, "msg": "无残留币需卖回", "skipped": True}
|
||||
return {"ok": False, "msg": msg, "bridge_status": BRIDGE_PENDING_SELL}
|
||||
return {"ok": True, "sell": sell, "bridge_status": None}
|
||||
bid = int(target["id"])
|
||||
if not sell.get("ok"):
|
||||
update_bridge(
|
||||
conn,
|
||||
bid,
|
||||
status=BRIDGE_PENDING_SELL,
|
||||
inst_id=inst_id,
|
||||
message=str(sell.get("msg") or "卖回 USDT 失败"),
|
||||
)
|
||||
return {
|
||||
"ok": False,
|
||||
"msg": sell.get("msg") or "卖回 USDT 失败",
|
||||
"bridge_id": bid,
|
||||
"bridge_status": BRIDGE_PENDING_SELL,
|
||||
}
|
||||
update_bridge(
|
||||
conn,
|
||||
bid,
|
||||
status=BRIDGE_CLOSED,
|
||||
sell_ord_id=str(sell.get("ord_id") or ""),
|
||||
coin_sold=_safe_float(sell.get("coin_sold")),
|
||||
inst_id=inst_id,
|
||||
message="期权已平,币已卖回 USDT",
|
||||
close=True,
|
||||
)
|
||||
return {"ok": True, "sell": sell, "bridge_id": bid, "bridge_status": BRIDGE_CLOSED}
|
||||
|
||||
|
||||
def bridge_blocks_new_open_msg(conn: sqlite3.Connection) -> str | None:
|
||||
bridges = list_open_bridges(conn)
|
||||
if not bridges:
|
||||
return None
|
||||
st = str(bridges[0].get("status") or "")
|
||||
if st == BRIDGE_PENDING_SELL:
|
||||
return "存在待卖回 USDT 的币本位桥残留,请先到期权页重试卖回后再开仓"
|
||||
if st == BRIDGE_BOUGHT:
|
||||
return "存在已买币未完成开仓的桥流程,请等待回滚或联系处理后重试"
|
||||
if st == BRIDGE_HOLDING:
|
||||
return "币本位桥仍在持仓中(一次仅一笔),请先平仓并卖回 USDT"
|
||||
return "存在未完成的币本位资金桥,暂不可开仓"
|
||||
|
||||
|
||||
def mode_switch_block_msg(conn: sqlite3.Connection, ex: Any | None = None) -> str | None:
|
||||
"""有单笔期权仓或未完成桥时禁止切换本位."""
|
||||
if has_unfinished_bridge(conn):
|
||||
return "存在未完成的币本位资金桥,禁止切换期权本位模式"
|
||||
if ex is not None:
|
||||
try:
|
||||
from lib.exchange.okx_options_lib import fetch_option_positions
|
||||
|
||||
rows = fetch_option_positions(ex) or []
|
||||
for p in rows:
|
||||
try:
|
||||
pos = float(p.get("pos") or 0)
|
||||
except (TypeError, ValueError):
|
||||
pos = 0.0
|
||||
if abs(pos) > 1e-12:
|
||||
return "存在未平期权持仓,禁止切换期权本位模式"
|
||||
except Exception:
|
||||
pass
|
||||
# 本地 open 交易记录
|
||||
try:
|
||||
row = conn.execute(
|
||||
"SELECT COUNT(*) FROM options_trades WHERE status='open'"
|
||||
).fetchone()
|
||||
n = int(row[0] if not isinstance(row, dict) else row.get("COUNT(*)") or list(row.values())[0])
|
||||
if n > 0:
|
||||
return "本地仍有未平期权记录,禁止切换期权本位模式"
|
||||
except Exception:
|
||||
pass
|
||||
return None
|
||||
@@ -1,347 +1,355 @@
|
||||
<div class="options-page-wrap" style="grid-column:1/-1" id="options-root"
|
||||
data-default-underly="{{ options_default_underly | default('ETH') }}"
|
||||
data-budget-buffer="{{ options_budget_buffer | default(0.95) }}"
|
||||
data-trade-budget="{{ options_trade_budget | default(10) }}"
|
||||
data-compound-full-enabled="{% if options_compound_full_enabled %}1{% else %}0{% endif %}"
|
||||
data-compound-cap-enabled="{% if options_compound_full_cap_enabled %}1{% else %}0{% endif %}"
|
||||
data-compound-cap-usdc="{{ '%.2f'|format(options_compound_full_cap_usdc|default(300)|float) }}"
|
||||
data-ask-liq-filter="{% if options_chain_ask_liq_filter is defined %}{{ '1' if options_chain_ask_liq_filter else '0' }}{% else %}1{% endif %}">
|
||||
{% set compound_on = options_compound_full_enabled if options_compound_full_enabled is defined else true %}
|
||||
{% if not options_enabled %}
|
||||
<div class="flash" style="margin-bottom:12px">期权未启用:请在 <code>crypto_monitor_okx/.env</code> 设置 <code>OKX_OPTIONS_ENABLED=true</code> 及 <code>OKX_API_*</code>(永续与期权共用),然后 <code>pm2 restart crypto_okx --update-env</code>.</div>
|
||||
{% endif %}
|
||||
{% if options_enabled and options_open_allowed is defined and not options_open_allowed %}
|
||||
<div class="flash" style="margin-bottom:12px">当前交易模式为对冲(永期/期期),不可单独开期权;持仓可在此查看/平仓.切换请到 env「交易模式」.</div>
|
||||
{% endif %}
|
||||
|
||||
<div class="options-dual-grid">
|
||||
<div class="card options-order-card"{% if options_open_allowed is defined and not options_open_allowed %} style="opacity:.72"{% endif %}>
|
||||
<h2>期权下单{% if options_open_allowed is defined and not options_open_allowed %} <small class="muted">(对冲模式已禁用开仓)</small>{% endif %}</h2>
|
||||
<details class="opt-close-rule opt-open-rule">
|
||||
<summary>开仓规则说明</summary>
|
||||
<div class="opt-close-rule-body">
|
||||
<p>报价单位为每 1 ETH/BTC;1 张 = 0.01。默认选中<strong>最近一期</strong>到期,可手动改。</p>
|
||||
<ul>
|
||||
<li><strong>列表</strong>含卖一/买一;<strong>T 型</strong>仅卖一(买方开仓),中间为跨式双买测算。</li>
|
||||
<li>环境配置「链上仅显示有卖一」开启时,隐藏无真实卖一或深度不足 1 张的合约(估算价 <strong>~</strong> 亦不显示)。</li>
|
||||
<li><strong>开仓只认真实卖一价且卖一深度≥1</strong>;无深度时面板显示参考标记价并禁用买入。</li>
|
||||
<li>链展示近 <span id="opt-chain-dte">14</span> 日到期;列表与 T 型默认<strong>平值 + 实值3档 + 虚值3档</strong>,勾选「展开全部」看全部行权价(若当前为实值/虚值筛选会自动切回「全部」)。</li>
|
||||
<li>「按可用余额打满」可用额度 = min(交易户可用 USDC, 单笔预算 <strong id="opt-trade-budget">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</strong>),再 × 预算缓冲 <strong id="opt-budget-buf">{{ '%.2f'|format(options_budget_buffer|default(0.95)|float) }}</strong> 算张数(env 可改)。</li>
|
||||
<li>「全仓复利」用期权交易户<strong>全部可用</strong>×缓冲开仓(不受单笔预算限制);可选开启全仓上限;该模式下仅允许同时 1 笔持仓。</li>
|
||||
<li><strong>翻倍出场</strong>:开仓时可勾选;1倍=盈利等于权利金,买一可回收达标后限价平;持仓卡可改倍数或关闭。</li>
|
||||
</ul>
|
||||
<p><strong>买一平仓</strong>:平仓前重新读盘口并校验有效流动性;市价平仓已禁用。</p>
|
||||
<ul>
|
||||
<li>本轮只锁<strong>买一</strong>:张数 = min(持仓, 买一深度),限价 = 当场买一。</li>
|
||||
<li>买一不够时只平能吃掉的部分,剩余等下次再点「买一平仓」。</li>
|
||||
<li>手动平仓只验有效买一(非残档);目标触达后才平,2×权利金只是门控(到 2× 本身不会自动平)。</li>
|
||||
<li><strong>翻倍出场</strong>:开启后可自选倍数(默认1);1倍=盈利等于权利金,买一可回收达标即限价平;可随时关闭。</li>
|
||||
<li>全程 <code>reduceOnly</code> 限价卖,不吃买二及以下、不走市价。</li>
|
||||
</ul>
|
||||
</div>
|
||||
</details>
|
||||
<div class="form-row options-chain-toolbar">
|
||||
<button type="button" class="btn-secondary opt-uly-btn active" data-uly="ETH">ETH</button>
|
||||
<button type="button" class="btn-secondary opt-uly-btn" data-uly="BTC">BTC</button>
|
||||
<select id="opt-exp-select"><option value="">选择到期日</option></select>
|
||||
<span class="opt-chain-view-group">
|
||||
<button type="button" class="btn-secondary opt-view-btn active" data-view="list">列表</button>
|
||||
<button type="button" class="btn-secondary opt-view-btn" data-view="t">T 型</button>
|
||||
</span>
|
||||
<span id="opt-type-btn-group" class="opt-type-btn-group">
|
||||
<button type="button" class="btn-secondary opt-type-btn active" data-type="C">看涨 Call</button>
|
||||
<button type="button" class="btn-secondary opt-type-btn" data-type="P">看跌 Put</button>
|
||||
</span>
|
||||
<button type="button" class="btn-secondary opt-money-btn active" data-money="all">全部</button>
|
||||
<button type="button" class="btn-secondary opt-money-btn" data-money="itm">实值</button>
|
||||
<button type="button" class="btn-secondary opt-money-btn" data-money="otm">虚值</button>
|
||||
<label id="opt-strike-expand-wrap" class="opt-strike-expand-label">
|
||||
<input type="checkbox" id="opt-strike-expand-all"> 展开全部
|
||||
</label>
|
||||
<button type="button" class="btn-secondary" id="opt-load-chain">刷新链</button>
|
||||
</div>
|
||||
<div id="opt-index-line" class="muted"></div>
|
||||
<div class="options-strike-table-wrap" id="opt-strike-table-wrap">
|
||||
<table class="options-strike-table" id="opt-strike-table">
|
||||
<thead>
|
||||
<tr id="opt-strike-head-list">
|
||||
<th>行权价</th>
|
||||
<th>类型</th>
|
||||
<th>合约</th>
|
||||
<th>卖一/张</th>
|
||||
<th title="指数÷卖一(每1币)">杠杆</th>
|
||||
<th>买一/张</th>
|
||||
<th>到期平衡</th>
|
||||
<th>距平衡</th>
|
||||
<th>操作</th>
|
||||
</tr>
|
||||
<tr id="opt-strike-head-t" class="hidden" hidden>
|
||||
<th colspan="3" class="opt-t-head-call">Call</th>
|
||||
<th colspan="3" class="opt-t-head-mid">跨式</th>
|
||||
<th colspan="3" class="opt-t-head-put">Put</th>
|
||||
</tr>
|
||||
<tr id="opt-strike-head-t-cols" class="hidden" hidden>
|
||||
<th>卖一/张</th>
|
||||
<th>类型</th>
|
||||
<th>操作</th>
|
||||
<th>行权价</th>
|
||||
<th title="Call卖一+Put卖一(每1币)">双买/币</th>
|
||||
<th title="到期测算平衡带">平衡带</th>
|
||||
<th>类型</th>
|
||||
<th>卖一/张</th>
|
||||
<th>操作</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody id="opt-strike-tbody">
|
||||
<tr><td colspan="9" class="muted">请选择到期日</td></tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div id="opt-order-panel-host" class="opt-order-backdrop" hidden aria-hidden="true">
|
||||
<div id="opt-order-panel" class="opt-order-dialog" role="dialog" aria-modal="true" aria-labelledby="opt-order-dialog-title" style="display:none">
|
||||
<div class="opt-order-dialog-head">
|
||||
<h3 class="opt-order-title" id="opt-order-dialog-title">下单</h3>
|
||||
<button type="button" class="btn-secondary" id="opt-order-close-btn" style="font-size:.72rem;padding:2px 10px">取消</button>
|
||||
</div>
|
||||
<div class="opt-order-layout">
|
||||
<div class="opt-order-main">
|
||||
<div id="opt-order-inst" class="options-order-inst"></div>
|
||||
<div class="options-order-grid">
|
||||
<div><span class="k">卖一/张</span><span id="opt-order-ask" class="v">—</span></div>
|
||||
<div><span class="k">买一/张</span><span id="opt-order-bid" class="v">—</span></div>
|
||||
<div><span class="k">参考标记价</span><span id="opt-order-ref-ask" class="v muted">—</span></div>
|
||||
<div><span class="k">张数</span><span id="opt-order-sheets" class="v">—</span></div>
|
||||
<div><span class="k" id="opt-order-eth-label">ETH 数量</span><span id="opt-order-eth" class="v">—</span></div>
|
||||
<div><span class="k">预估权利金</span><span id="opt-order-premium" class="v">—</span></div>
|
||||
<div><span class="k">合约杠杆</span><span id="opt-order-leverage" class="v" title="名义价值÷权利金,测算用">—</span></div>
|
||||
<div><span class="k">到期平衡</span><span id="opt-order-expiry-be" class="v">—</span></div>
|
||||
<div><span class="k">距平衡</span><span id="opt-order-dist-be" class="v">—</span></div>
|
||||
</div>
|
||||
<div class="options-estimate-row">
|
||||
<div class="opt-est-main">
|
||||
<label class="btn-secondary opt-order-chip" for="opt-target-idx" title="仅作到期实值估算参考">目标位(指数)</label>
|
||||
<input type="number" id="opt-target-idx" class="opt-target-idx" step="0.1" min="0" placeholder="参考指数·到期实值"
|
||||
autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
<span class="k">预计价值</span>
|
||||
<span id="opt-est-value" class="v">—</span>
|
||||
<span class="k">盈利</span>
|
||||
<span id="opt-est-profit" class="v">—</span>
|
||||
<span class="k">盈亏比</span>
|
||||
<span id="opt-est-rr" class="v" title="盈利金额÷本合约权利金">—</span>
|
||||
</div>
|
||||
<span class="muted opt-est-note">目标位仅参考(按到期实值估);盈亏比=盈利÷权利金;到位后按买一限价平;无止损,到期即止损</span>
|
||||
</div>
|
||||
<div class="options-estimate-row opt-profit-exit-row">
|
||||
<div class="opt-est-main">
|
||||
<label class="btn-secondary opt-order-chip" for="opt-profit-exit-enabled" title="开启后监控买一可回收;达标按买一限价平">
|
||||
<input type="checkbox" id="opt-profit-exit-enabled">
|
||||
<span>翻倍出场</span>
|
||||
</label>
|
||||
<label class="k" for="opt-profit-exit-mult">倍数</label>
|
||||
<input type="number" id="opt-profit-exit-mult" class="opt-profit-exit-mult" min="0.1" step="0.1" value="1"
|
||||
autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
</div>
|
||||
<span class="muted opt-est-note">1倍=盈利等于权利金(可回收≥2×权利金);可开可关,与目标位并行</span>
|
||||
</div>
|
||||
<div class="form-row options-order-mode-row">
|
||||
<div class="opt-size-mode-bar">
|
||||
<label class="btn-secondary opt-order-chip opt-size-mode-chip">
|
||||
<input type="radio" name="opt-size-mode" value="sheets"{% if not compound_on %} checked{% endif %}>
|
||||
<span>指定张数</span>
|
||||
</label>
|
||||
<input type="number" id="opt-sheets-amount" min="1" step="1" value="1" placeholder="张数"
|
||||
autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
<label class="btn-secondary opt-order-chip opt-size-mode-chip" id="opt-size-mode-budget-wrap"{% if compound_on %} hidden{% endif %}>
|
||||
<input type="radio" name="opt-size-mode" value="budget_full"{% if compound_on %} disabled{% endif %}>
|
||||
<span>按可用余额打满</span>
|
||||
</label>
|
||||
<label class="btn-secondary opt-order-chip opt-size-mode-chip" id="opt-size-mode-compound-wrap"{% if not compound_on %} hidden{% endif %}>
|
||||
<input type="radio" name="opt-size-mode" value="compound_full"{% if compound_on %} checked{% endif %}{% if not compound_on %} disabled{% endif %}>
|
||||
<span>全仓复利</span>
|
||||
</label>
|
||||
<label class="btn-secondary opt-order-chip opt-size-mode-chip">
|
||||
<input type="radio" name="opt-size-mode" value="eth_amount" id="opt-size-mode-eth">
|
||||
<span>指定币数量</span>
|
||||
</label>
|
||||
<input type="number" id="opt-eth-amount" min="0.01" step="0.01" placeholder="如 0.5" style="display:none"
|
||||
autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
</div>
|
||||
<p class="muted opt-budget-full-hint" id="opt-budget-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
|
||||
余额 > 单笔预算(<span id="opt-budget-full-cap">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</span>U)时按预算;余额不足时按余额;再乘预算缓冲算张数。
|
||||
</p>
|
||||
<p class="muted opt-compound-full-hint" id="opt-compound-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
|
||||
用期权交易户全部可用×缓冲开仓;不受单笔预算限制。<span id="opt-compound-cap-line">全仓上限关闭</span>。仅允许同时持有 1 笔仓位。
|
||||
</p>
|
||||
<input type="text" id="opt-signal-note" name="opt_signal_note" class="opt-signal-note" placeholder="备注(关键位说明)"
|
||||
autocomplete="off" autocorrect="off" autocapitalize="off" spellcheck="false"
|
||||
data-lpignore="true" data-1p-ignore="true" data-form-type="other" readonly>
|
||||
</div>
|
||||
<div class="opt-order-dialog-actions">
|
||||
<button type="button" class="btn-primary" id="opt-open-btn">限价买入 @ 卖一</button>
|
||||
<button type="button" class="btn-secondary" id="opt-order-cancel-btn">取消</button>
|
||||
</div>
|
||||
<div id="opt-order-msg" class="muted"></div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="card options-pos-card-wrap">
|
||||
<div class="options-pos-head">
|
||||
<h2>持仓</h2>
|
||||
<button type="button" class="btn-secondary" id="opt-refresh-positions">刷新</button>
|
||||
</div>
|
||||
<div class="options-pos-tabs" role="tablist" aria-label="持仓面板">
|
||||
<button type="button" class="btn-secondary opt-pos-tab active" data-opt-pos-tab="live" role="tab" aria-selected="true" id="opt-pos-tab-live">当前持仓</button>
|
||||
<button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="pending" role="tab" aria-selected="false" id="opt-pos-tab-pending">当前委托</button>
|
||||
<button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="stats" role="tab" aria-selected="false" id="opt-pos-tab-stats">数据统计</button>
|
||||
<button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="history" role="tab" aria-selected="false" id="opt-pos-tab-history">期权历史</button>
|
||||
</div>
|
||||
<div class="options-pos-tab-body">
|
||||
<div class="options-pos-pane is-active" data-opt-pos-pane="live" role="tabpanel" aria-labelledby="opt-pos-tab-live">
|
||||
<div id="opt-target-monitors" class="opt-target-monitors" hidden>
|
||||
<div class="opt-target-monitors-head">目标监控</div>
|
||||
<div id="opt-target-monitors-list"></div>
|
||||
</div>
|
||||
<div id="opt-pos-live" class="panel-scroll pos-list options-pos-live-pane">
|
||||
<div class="pos-empty" id="opt-pos-empty">暂无持仓</div>
|
||||
<div id="opt-pos-cards"></div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-pos-pane" data-opt-pos-pane="pending" role="tabpanel" aria-labelledby="opt-pos-tab-pending" hidden>
|
||||
<div class="opt-pos-pending-pane">
|
||||
<div class="opt-order-pending-head">
|
||||
<p class="muted opt-pending-ttl-hint" id="opt-pending-ttl-hint" style="margin:0;flex:1">平仓限价超 10 分未成交将自动撤销</p>
|
||||
<button type="button" class="btn-secondary" id="opt-pending-refresh">刷新</button>
|
||||
</div>
|
||||
<div id="opt-pending-list" class="opt-pending-list opt-pending-list--tab">
|
||||
<div class="muted opt-pending-empty">暂无未成交委托</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-pos-pane" data-opt-pos-pane="stats" role="tabpanel" aria-labelledby="opt-pos-tab-stats" hidden>
|
||||
<div class="options-stats-panel">
|
||||
<div class="options-stats-pnl-summary" id="opt-stats-pnl-summary">
|
||||
<div class="options-stat-item opt-stats-net-item">
|
||||
<span class="k">合计盈亏</span>
|
||||
<span class="v" id="opt-stats-total-pnl">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">已平净盈亏</span>
|
||||
<span class="v" id="opt-stats-net-realized">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">持仓浮盈</span>
|
||||
<span class="v" id="opt-stats-open-float">—</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-stats-charts">
|
||||
<div class="opt-stats-chart opt-stats-chart--ring">
|
||||
<div class="opt-stats-ring" id="opt-stats-ring" style="--win-pct: 0">
|
||||
<span class="opt-stats-ring-label" id="opt-stats-ring-label">—</span>
|
||||
</div>
|
||||
<span class="opt-stats-chart-caption">胜率</span>
|
||||
</div>
|
||||
<div class="opt-stats-chart opt-stats-chart--pnl">
|
||||
<div class="opt-stats-bar-row">
|
||||
<span class="k">平均盈利</span>
|
||||
<div class="opt-stats-bar-track">
|
||||
<div class="opt-stats-bar-fill opt-stats-bar-fill--profit" id="opt-stats-bar-profit"></div>
|
||||
</div>
|
||||
<span class="v pos-pnl-profit" id="opt-stats-bar-profit-label">—</span>
|
||||
</div>
|
||||
<div class="opt-stats-bar-row">
|
||||
<span class="k">平均亏损</span>
|
||||
<div class="opt-stats-bar-track">
|
||||
<div class="opt-stats-bar-fill opt-stats-bar-fill--loss" id="opt-stats-bar-loss"></div>
|
||||
</div>
|
||||
<span class="v pos-pnl-loss" id="opt-stats-bar-loss-label">—</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="opt-stats-chart opt-stats-chart--hold">
|
||||
<div class="opt-stats-chart-title">持仓时长对比</div>
|
||||
<div class="opt-stats-bar-row">
|
||||
<span class="k">盈单</span>
|
||||
<div class="opt-stats-bar-track">
|
||||
<div class="opt-stats-bar-fill opt-stats-bar-fill--profit" id="opt-stats-bar-win-hold"></div>
|
||||
</div>
|
||||
<span class="v" id="opt-stats-win-hold-label">—</span>
|
||||
</div>
|
||||
<div class="opt-stats-bar-row">
|
||||
<span class="k">亏单</span>
|
||||
<div class="opt-stats-bar-track">
|
||||
<div class="opt-stats-bar-fill opt-stats-bar-fill--loss" id="opt-stats-bar-loss-hold"></div>
|
||||
</div>
|
||||
<span class="v" id="opt-stats-loss-hold-label">—</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-stats-grid">
|
||||
<div class="options-stat-item">
|
||||
<span class="k">胜率</span>
|
||||
<span class="v" id="opt-stats-winrate">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">盈亏比</span>
|
||||
<span class="v" id="opt-stats-plr">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">已平笔数</span>
|
||||
<span class="v" id="opt-stats-closed">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">平均盈利</span>
|
||||
<span class="v pos-pnl-profit" id="opt-stats-profit">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">平均亏损</span>
|
||||
<span class="v pos-pnl-loss" id="opt-stats-loss">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">均持仓</span>
|
||||
<span class="v" id="opt-stats-avg-hold">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">盈单持仓</span>
|
||||
<span class="v" id="opt-stats-win-hold">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">亏单持仓</span>
|
||||
<span class="v" id="opt-stats-loss-hold">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">持仓中</span>
|
||||
<span class="v" id="opt-stats-open-hold">—</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-pos-pane" data-opt-pos-pane="history" role="tabpanel" aria-labelledby="opt-pos-tab-history" hidden>
|
||||
<div class="options-history-table-wrap">
|
||||
<table class="options-strike-table opt-history-table" id="opt-history-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>合约</th>
|
||||
<th>张数</th>
|
||||
<th>权利金</th>
|
||||
<th>状态</th>
|
||||
<th>盈亏</th>
|
||||
<th>时间</th>
|
||||
<th>操作</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody id="opt-history-tbody">
|
||||
<tr><td colspan="7" class="muted">加载中…</td></tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
{% include 'options_page_funds.html' %}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<script src="/static/options_expiry_countdown.js?v=1"></script>
|
||||
<script src="/static/options_settings.js?v=11"></script>
|
||||
<script src="/static/options_panel.js?v=64"></script>
|
||||
<div class="options-page-wrap" style="grid-column:1/-1" id="options-root"
|
||||
data-default-underly="{{ options_default_underly | default('ETH') }}"
|
||||
data-budget-buffer="{{ options_budget_buffer | default(0.95) }}"
|
||||
data-trade-budget="{{ options_trade_budget | default(10) }}"
|
||||
data-compound-full-enabled="{% if options_compound_full_enabled %}1{% else %}0{% endif %}"
|
||||
data-compound-cap-enabled="{% if options_compound_full_cap_enabled %}1{% else %}0{% endif %}"
|
||||
data-compound-cap-usdc="{{ '%.2f'|format(options_compound_full_cap_usdc|default(300)|float) }}"
|
||||
data-ask-liq-filter="{% if options_chain_ask_liq_filter is defined %}{{ '1' if options_chain_ask_liq_filter else '0' }}{% else %}1{% endif %}">
|
||||
{% set compound_on = options_compound_full_enabled if options_compound_full_enabled is defined else true %}
|
||||
{% if not options_enabled %}
|
||||
<div class="flash" style="margin-bottom:12px">期权未启用:请在 <code>项目根目录/.env</code> 设置 <code>OKX_OPTIONS_ENABLED=true</code> 及 <code>OKX_API_*</code>(永续与期权共用),然后 <code>pm2 restart crypto_okx --update-env</code>.</div>
|
||||
{% endif %}
|
||||
{% if options_enabled and options_open_allowed is defined and not options_open_allowed %}
|
||||
<div class="flash" style="margin-bottom:12px">当前交易模式为对冲(永期/期期),不可单独开期权;持仓可在此查看/平仓.切换请到 env「交易模式」.</div>
|
||||
{% endif %}
|
||||
|
||||
<div class="options-dual-grid">
|
||||
<div class="card options-order-card"{% if options_open_allowed is defined and not options_open_allowed %} style="opacity:.72"{% endif %}>
|
||||
<h2>期权下单{% if options_open_allowed is defined and not options_open_allowed %} <small class="muted">(对冲模式已禁用开仓)</small>{% endif %}</h2>
|
||||
<details class="opt-close-rule opt-open-rule">
|
||||
<summary>开仓规则说明</summary>
|
||||
<div class="opt-close-rule-body">
|
||||
<p>报价单位为每 1 ETH/BTC;1 张 = 0.01。默认选中<strong>最近一期</strong>到期,可手动改。</p>
|
||||
<ul>
|
||||
<li><strong>列表</strong>含卖一/买一;<strong>T 型</strong>仅卖一(买方开仓),中间为跨式双买测算。</li>
|
||||
<li>环境配置「链上仅显示有卖一」开启时,隐藏无真实卖一或深度不足 1 张的合约(估算价 <strong>~</strong> 亦不显示)。</li>
|
||||
<li><strong>开仓只认真实卖一价且卖一深度≥1</strong>;无深度时面板显示参考标记价并禁用买入。</li>
|
||||
<li>链展示近 <span id="opt-chain-dte">14</span> 日到期;列表与 T 型默认<strong>平值 + 实值3档 + 虚值3档</strong>,勾选「展开全部」看全部行权价(若当前为实值/虚值筛选会自动切回「全部」)。</li>
|
||||
<li>「按可用余额打满」可用额度 = min(交易户可用 USDC, 单笔预算 <strong id="opt-trade-budget">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</strong>),再 × 预算缓冲 <strong id="opt-budget-buf">{{ '%.2f'|format(options_budget_buffer|default(0.95)|float) }}</strong> 算张数(env 可改)。</li>
|
||||
<li>「全仓复利」用期权交易户<strong>全部可用</strong>×缓冲开仓(不受单笔预算限制);可选开启全仓上限;该模式下仅允许同时 1 笔持仓。</li>
|
||||
<li><strong>币本位</strong>(env <code>OKX_OPTIONS_MARGIN_MODE=coin</code> 默认):按最大可开张数×卖一权利金×现货缓冲(<code>OKX_OPTIONS_COIN_SPOT_BUY_BUFFER</code> 默认1.10)买 ETH/BTC,不全额兑换;平仓后卖回 USDT;对冲仍仅 USDC。有仓勿切换本位。1 张名义以交易所 <code>ctMult</code> 为准(常见0.1)。</li>
|
||||
<li><strong>翻倍出场</strong>:开仓时可勾选;1倍=盈利等于权利金,买一可回收达标后限价平;持仓卡可改倍数或关闭。</li>
|
||||
<li>平仓仅买一限价,详见说明文档。</li>
|
||||
</ul>
|
||||
<p><a href="/options/guide" target="_blank" rel="noopener">打开《期权开平仓与监控说明》</a></p>
|
||||
</div>
|
||||
</details>
|
||||
<div class="form-row options-chain-toolbar">
|
||||
<button type="button" class="btn-secondary opt-uly-btn active" data-uly="ETH">ETH</button>
|
||||
<button type="button" class="btn-secondary opt-uly-btn" data-uly="BTC">BTC</button>
|
||||
<select id="opt-exp-select"><option value="">选择到期日</option></select>
|
||||
<span class="opt-chain-view-group">
|
||||
<button type="button" class="btn-secondary opt-view-btn active" data-view="list">列表</button>
|
||||
<button type="button" class="btn-secondary opt-view-btn" data-view="t">T 型</button>
|
||||
</span>
|
||||
<span id="opt-type-btn-group" class="opt-type-btn-group">
|
||||
<button type="button" class="btn-secondary opt-type-btn active" data-type="C">看涨 Call</button>
|
||||
<button type="button" class="btn-secondary opt-type-btn" data-type="P">看跌 Put</button>
|
||||
</span>
|
||||
<button type="button" class="btn-secondary opt-money-btn active" data-money="all">全部</button>
|
||||
<button type="button" class="btn-secondary opt-money-btn" data-money="itm">实值</button>
|
||||
<button type="button" class="btn-secondary opt-money-btn" data-money="otm">虚值</button>
|
||||
<label id="opt-strike-expand-wrap" class="opt-strike-expand-label">
|
||||
<input type="checkbox" id="opt-strike-expand-all"> 展开全部
|
||||
</label>
|
||||
<button type="button" class="btn-secondary" id="opt-load-chain">刷新链</button>
|
||||
</div>
|
||||
<div id="opt-index-line" class="muted"></div>
|
||||
<div class="options-strike-table-wrap" id="opt-strike-table-wrap">
|
||||
<table class="options-strike-table" id="opt-strike-table">
|
||||
<thead>
|
||||
<tr id="opt-strike-head-list">
|
||||
<th>行权价</th>
|
||||
<th>类型</th>
|
||||
<th>合约</th>
|
||||
<th>卖一/张</th>
|
||||
<th title="USDC:指数÷卖一;币本位:1÷卖一(卖一为币报价)">杠杆</th>
|
||||
<th>买一/张</th>
|
||||
<th>到期平衡</th>
|
||||
<th>距平衡</th>
|
||||
<th>操作</th>
|
||||
</tr>
|
||||
<tr id="opt-strike-head-t" class="hidden" hidden>
|
||||
<th colspan="3" class="opt-t-head-call">Call</th>
|
||||
<th colspan="3" class="opt-t-head-mid">跨式</th>
|
||||
<th colspan="3" class="opt-t-head-put">Put</th>
|
||||
</tr>
|
||||
<tr id="opt-strike-head-t-cols" class="hidden" hidden>
|
||||
<th>卖一/张</th>
|
||||
<th>类型</th>
|
||||
<th>操作</th>
|
||||
<th>行权价</th>
|
||||
<th title="Call卖一+Put卖一(每1币)">双买/币</th>
|
||||
<th title="到期测算平衡带">平衡带</th>
|
||||
<th>类型</th>
|
||||
<th>卖一/张</th>
|
||||
<th>操作</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody id="opt-strike-tbody">
|
||||
<tr><td colspan="9" class="muted">请选择到期日</td></tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div id="opt-order-panel-host" class="opt-order-backdrop" hidden aria-hidden="true">
|
||||
<div id="opt-order-panel" class="opt-order-dialog" role="dialog" aria-modal="true" aria-labelledby="opt-order-dialog-title" style="display:none">
|
||||
<div class="opt-order-dialog-head">
|
||||
<h3 class="opt-order-title" id="opt-order-dialog-title">下单</h3>
|
||||
<button type="button" class="btn-secondary" id="opt-order-close-btn" style="font-size:.72rem;padding:2px 10px">取消</button>
|
||||
</div>
|
||||
<div class="opt-order-layout">
|
||||
<div class="opt-order-main">
|
||||
<div id="opt-order-inst" class="options-order-inst"></div>
|
||||
<div class="options-order-grid">
|
||||
<div><span class="k">卖一/张</span><span id="opt-order-ask" class="v">—</span></div>
|
||||
<div><span class="k">买一/张</span><span id="opt-order-bid" class="v">—</span></div>
|
||||
<div><span class="k">参考标记价</span><span id="opt-order-ref-ask" class="v muted">—</span></div>
|
||||
<div><span class="k">张数</span><span id="opt-order-sheets" class="v">—</span></div>
|
||||
<div><span class="k" id="opt-order-eth-label">ETH 数量</span><span id="opt-order-eth" class="v">—</span></div>
|
||||
<div><span class="k">预估权利金</span><span id="opt-order-premium" class="v">—</span></div>
|
||||
<div><span class="k">合约杠杆</span><span id="opt-order-leverage" class="v" title="名义价值÷权利金,测算用">—</span></div>
|
||||
<div><span class="k">到期平衡</span><span id="opt-order-expiry-be" class="v">—</span></div>
|
||||
<div><span class="k">距平衡</span><span id="opt-order-dist-be" class="v">—</span></div>
|
||||
</div>
|
||||
<div class="options-estimate-row">
|
||||
<div class="opt-est-main">
|
||||
<label class="btn-secondary opt-order-chip" for="opt-target-idx" title="仅作到期实值估算参考">目标位(指数)</label>
|
||||
<input type="number" id="opt-target-idx" class="opt-target-idx" step="0.1" min="0" placeholder="参考指数·到期实值"
|
||||
autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
<span class="k">预计价值</span>
|
||||
<span id="opt-est-value" class="v">—</span>
|
||||
<span class="k">盈利</span>
|
||||
<span id="opt-est-profit" class="v">—</span>
|
||||
<span class="k">盈亏比</span>
|
||||
<span id="opt-est-rr" class="v" title="盈利金额÷本合约权利金">—</span>
|
||||
</div>
|
||||
<span class="muted opt-est-note">目标位仅参考(按到期实值估);盈亏比=盈利÷权利金;到位后按买一限价平;无止损,到期即止损</span>
|
||||
</div>
|
||||
<div class="options-estimate-row opt-profit-exit-row">
|
||||
<div class="opt-est-main">
|
||||
<label class="btn-secondary opt-order-chip" for="opt-profit-exit-enabled" title="开启后监控买一可回收;达标按买一限价平">
|
||||
<input type="checkbox" id="opt-profit-exit-enabled">
|
||||
<span>翻倍出场</span>
|
||||
</label>
|
||||
<label class="k" for="opt-profit-exit-mult">倍数</label>
|
||||
<input type="number" id="opt-profit-exit-mult" class="opt-profit-exit-mult" min="0.1" step="0.1" value="1"
|
||||
autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
</div>
|
||||
<span class="muted opt-est-note">1倍=盈利等于权利金(可回收≥2×权利金);可开可关,与目标位并行</span>
|
||||
</div>
|
||||
<div class="form-row options-order-mode-row">
|
||||
<div class="opt-size-mode-bar">
|
||||
<label class="btn-secondary opt-order-chip opt-size-mode-chip">
|
||||
<input type="radio" name="opt-size-mode" value="sheets"{% if not compound_on %} checked{% endif %}>
|
||||
<span>指定张数</span>
|
||||
</label>
|
||||
<input type="number" id="opt-sheets-amount" min="1" step="1" value="1" placeholder="张数"
|
||||
autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
<label class="btn-secondary opt-order-chip opt-size-mode-chip" id="opt-size-mode-budget-wrap"{% if compound_on %} hidden{% endif %}>
|
||||
<input type="radio" name="opt-size-mode" value="budget_full"{% if compound_on %} disabled{% endif %}>
|
||||
<span>按可用余额打满</span>
|
||||
</label>
|
||||
<label class="btn-secondary opt-order-chip opt-size-mode-chip" id="opt-size-mode-compound-wrap"{% if not compound_on %} hidden{% endif %}>
|
||||
<input type="radio" name="opt-size-mode" value="compound_full"{% if compound_on %} checked{% endif %}{% if not compound_on %} disabled{% endif %}>
|
||||
<span>全仓复利</span>
|
||||
</label>
|
||||
<label class="btn-secondary opt-order-chip opt-size-mode-chip">
|
||||
<input type="radio" name="opt-size-mode" value="eth_amount" id="opt-size-mode-eth">
|
||||
<span>指定币数量</span>
|
||||
</label>
|
||||
<input type="number" id="opt-eth-amount" min="0.01" step="0.01" placeholder="如 0.5" style="display:none"
|
||||
autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
|
||||
</div>
|
||||
<p class="muted opt-budget-full-hint" id="opt-budget-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
|
||||
余额 > 单笔预算(<span id="opt-budget-full-cap">{{ '%.2f'|format(options_trade_budget|default(10)|float) }}</span>U)时按预算;余额不足时按余额;再乘预算缓冲算张数。
|
||||
</p>
|
||||
<p class="muted opt-compound-full-hint" id="opt-compound-full-hint" style="display:none;margin:6px 0 0;font-size:.82rem;line-height:1.4">
|
||||
用期权交易户全部可用×缓冲开仓;不受单笔预算限制。<span id="opt-compound-cap-line">全仓上限关闭</span>。仅允许同时持有 1 笔仓位。
|
||||
</p>
|
||||
<input type="text" id="opt-signal-note" name="opt_signal_note" class="opt-signal-note" placeholder="备注(关键位说明)"
|
||||
autocomplete="off" autocorrect="off" autocapitalize="off" spellcheck="false"
|
||||
data-lpignore="true" data-1p-ignore="true" data-form-type="other" readonly>
|
||||
</div>
|
||||
<div class="opt-order-dialog-actions">
|
||||
<button type="button" class="btn-primary" id="opt-open-btn">限价买入 @ 卖一</button>
|
||||
<button type="button" class="btn-secondary" id="opt-order-cancel-btn">取消</button>
|
||||
</div>
|
||||
<div id="opt-order-msg" class="muted"></div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="card options-pos-card-wrap">
|
||||
<div class="options-pos-head">
|
||||
<h2>持仓</h2>
|
||||
<button type="button" class="btn-secondary" id="opt-refresh-positions">刷新</button>
|
||||
</div>
|
||||
<div class="options-pos-tabs" role="tablist" aria-label="持仓面板">
|
||||
<button type="button" class="btn-secondary opt-pos-tab active" data-opt-pos-tab="live" role="tab" aria-selected="true" id="opt-pos-tab-live">当前持仓</button>
|
||||
<button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="pending" role="tab" aria-selected="false" id="opt-pos-tab-pending">当前委托</button>
|
||||
<button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="stats" role="tab" aria-selected="false" id="opt-pos-tab-stats">数据统计</button>
|
||||
<button type="button" class="btn-secondary opt-pos-tab" data-opt-pos-tab="history" role="tab" aria-selected="false" id="opt-pos-tab-history">期权历史</button>
|
||||
</div>
|
||||
<div class="options-pos-tab-body">
|
||||
<div class="options-pos-pane is-active" data-opt-pos-pane="live" role="tabpanel" aria-labelledby="opt-pos-tab-live">
|
||||
<div id="opt-target-monitors" class="opt-target-monitors" hidden>
|
||||
<div class="opt-target-monitors-head">目标监控</div>
|
||||
<div id="opt-target-monitors-list"></div>
|
||||
</div>
|
||||
<div id="opt-pos-live" class="panel-scroll pos-list options-pos-live-pane">
|
||||
<div class="pos-empty" id="opt-pos-empty">暂无持仓</div>
|
||||
<div id="opt-pos-cards"></div>
|
||||
</div>
|
||||
<details class="opt-close-rule">
|
||||
<summary>买一平仓规则说明</summary>
|
||||
<div class="opt-close-rule-body">
|
||||
<p>平仓前重新读盘口并校验有效流动性;市价平仓已禁用。</p>
|
||||
<ul>
|
||||
<li>本轮只锁<strong>买一</strong>:张数 = min(持仓, 买一深度),限价 = 当场买一。</li>
|
||||
<li>买一不够时只平能吃掉的部分,剩余等下次再点「买一平仓」。</li>
|
||||
<li>手动平仓只验有效买一(非残档);目标触达后才平,2×权利金只是门控(到 2× 本身不会自动平)。</li>
|
||||
<li><strong>翻倍出场</strong>:开启后可自选倍数(默认1);1倍=盈利等于权利金,买一可回收达标即限价平;可随时关闭。</li>
|
||||
<li>全程 <code>reduceOnly</code> 限价卖,不吃买二及以下、不走市价。</li>
|
||||
</ul>
|
||||
<p><a href="/options/guide" target="_blank" rel="noopener">打开《期权开平仓与监控说明》</a></p>
|
||||
</div>
|
||||
</details>
|
||||
</div>
|
||||
<div class="options-pos-pane" data-opt-pos-pane="pending" role="tabpanel" aria-labelledby="opt-pos-tab-pending" hidden>
|
||||
<div class="opt-pos-pending-pane">
|
||||
<div class="opt-order-pending-head">
|
||||
<p class="muted opt-pending-ttl-hint" id="opt-pending-ttl-hint" style="margin:0;flex:1">平仓限价超 10 分未成交将自动撤销</p>
|
||||
<button type="button" class="btn-secondary" id="opt-pending-refresh">刷新</button>
|
||||
</div>
|
||||
<div id="opt-pending-list" class="opt-pending-list opt-pending-list--tab">
|
||||
<div class="muted opt-pending-empty">暂无未成交委托</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-pos-pane" data-opt-pos-pane="stats" role="tabpanel" aria-labelledby="opt-pos-tab-stats" hidden>
|
||||
<div class="options-stats-panel">
|
||||
<div class="options-stats-pnl-summary" id="opt-stats-pnl-summary">
|
||||
<div class="options-stat-item opt-stats-net-item">
|
||||
<span class="k">合计盈亏</span>
|
||||
<span class="v" id="opt-stats-total-pnl">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">已平净盈亏</span>
|
||||
<span class="v" id="opt-stats-net-realized">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">持仓浮盈</span>
|
||||
<span class="v" id="opt-stats-open-float">—</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-stats-charts">
|
||||
<div class="opt-stats-chart opt-stats-chart--ring">
|
||||
<div class="opt-stats-ring" id="opt-stats-ring" style="--win-pct: 0">
|
||||
<span class="opt-stats-ring-label" id="opt-stats-ring-label">—</span>
|
||||
</div>
|
||||
<span class="opt-stats-chart-caption">胜率</span>
|
||||
</div>
|
||||
<div class="opt-stats-chart opt-stats-chart--pnl">
|
||||
<div class="opt-stats-bar-row">
|
||||
<span class="k">平均盈利</span>
|
||||
<div class="opt-stats-bar-track">
|
||||
<div class="opt-stats-bar-fill opt-stats-bar-fill--profit" id="opt-stats-bar-profit"></div>
|
||||
</div>
|
||||
<span class="v pos-pnl-profit" id="opt-stats-bar-profit-label">—</span>
|
||||
</div>
|
||||
<div class="opt-stats-bar-row">
|
||||
<span class="k">平均亏损</span>
|
||||
<div class="opt-stats-bar-track">
|
||||
<div class="opt-stats-bar-fill opt-stats-bar-fill--loss" id="opt-stats-bar-loss"></div>
|
||||
</div>
|
||||
<span class="v pos-pnl-loss" id="opt-stats-bar-loss-label">—</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="opt-stats-chart opt-stats-chart--hold">
|
||||
<div class="opt-stats-chart-title">持仓时长对比</div>
|
||||
<div class="opt-stats-bar-row">
|
||||
<span class="k">盈单</span>
|
||||
<div class="opt-stats-bar-track">
|
||||
<div class="opt-stats-bar-fill opt-stats-bar-fill--profit" id="opt-stats-bar-win-hold"></div>
|
||||
</div>
|
||||
<span class="v" id="opt-stats-win-hold-label">—</span>
|
||||
</div>
|
||||
<div class="opt-stats-bar-row">
|
||||
<span class="k">亏单</span>
|
||||
<div class="opt-stats-bar-track">
|
||||
<div class="opt-stats-bar-fill opt-stats-bar-fill--loss" id="opt-stats-bar-loss-hold"></div>
|
||||
</div>
|
||||
<span class="v" id="opt-stats-loss-hold-label">—</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-stats-grid">
|
||||
<div class="options-stat-item">
|
||||
<span class="k">胜率</span>
|
||||
<span class="v" id="opt-stats-winrate">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">盈亏比</span>
|
||||
<span class="v" id="opt-stats-plr">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">已平笔数</span>
|
||||
<span class="v" id="opt-stats-closed">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">平均盈利</span>
|
||||
<span class="v pos-pnl-profit" id="opt-stats-profit">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">平均亏损</span>
|
||||
<span class="v pos-pnl-loss" id="opt-stats-loss">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">均持仓</span>
|
||||
<span class="v" id="opt-stats-avg-hold">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">盈单持仓</span>
|
||||
<span class="v" id="opt-stats-win-hold">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">亏单持仓</span>
|
||||
<span class="v" id="opt-stats-loss-hold">—</span>
|
||||
</div>
|
||||
<div class="options-stat-item">
|
||||
<span class="k">持仓中</span>
|
||||
<span class="v" id="opt-stats-open-hold">—</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="options-pos-pane" data-opt-pos-pane="history" role="tabpanel" aria-labelledby="opt-pos-tab-history" hidden>
|
||||
<div class="options-history-table-wrap">
|
||||
<table class="options-strike-table opt-history-table" id="opt-history-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>合约</th>
|
||||
<th>张数</th>
|
||||
<th>权利金</th>
|
||||
<th>状态</th>
|
||||
<th>盈亏</th>
|
||||
<th>时间</th>
|
||||
<th>操作</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody id="opt-history-tbody">
|
||||
<tr><td colspan="7" class="muted">加载中…</td></tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
{% include 'options_page_funds.html' %}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<script src="/static/options_expiry_countdown.js?v=1"></script>
|
||||
<script src="/static/options_panel.js?v=65"></script>
|
||||
|
||||
Reference in New Issue
Block a user