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:
dekun
2026-08-20 15:01:19 +08:00
parent 432adfb602
commit c8688a11ae
26 changed files with 6218 additions and 3758 deletions
+13 -1
View File
@@ -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
+41 -6
View File
@@ -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"),
)
+479
View File
@@ -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}",
"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
+12 -1
View File
@@ -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:
+9 -2
View File
@@ -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
+166
View File
@@ -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)}
+325
View File
@@ -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}"
),
"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}"
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}"),
"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),
}
+5 -1
View File
@@ -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
+14 -1
View File
@@ -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
View File
@@ -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():
+415
View File
@@ -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
+355 -347
View File
@@ -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><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 &gt; 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><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 &gt; 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>