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fix期权下单默认按可用余额打满；持仓上限/缓冲/门控秒数默认值调整。

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-09 00:46:54 +08:00
parent 549253440a
commit ed4c650e4b
9 changed files with 38 additions and 35 deletions
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lib/options/options_close_gate_lib.py
+2 -2
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@@ -27,7 +27,7 @@ def _close_recycle_mult(premium_ccy: str) -> float:
def _close_hold_seconds() -> float:
return _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 120.0)
return _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 20.0)
def _close_net_pnl_min_usdt() -> float:
@@ -36,7 +36,7 @@ def _close_net_pnl_min_usdt() -> float:
# 兼容旧引用
CLOSE_RECYCLE_MIN_MULT = _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT", 2.0)
CLOSE_RECYCLE_HOLD_SECONDS = _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 120.0)
CLOSE_RECYCLE_HOLD_SECONDS = _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 20.0)
_lock = threading.Lock()
# inst_id -> gate state
lib/options/options_coin_open_lib.py
+1 -1
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@@ -87,7 +87,7 @@ def coin_budget_preview(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
trading_f = float(trading or 0)
except (TypeError, ValueError):
trading_f = 0.0
buf = float(cfg.get("budget_buffer") or 0.95)
buf = float(cfg.get("budget_buffer") or 1.0)
return compute_coin_budget_usdt(trading_f, buffer=buf)
lib/options/options_margin_mode_lib.py
+7 -7
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@@ -82,9 +82,9 @@ def compute_coin_budget_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)
buf = float(buffer) if buffer is not None else _env_float("OKX_OPTIONS_BUDGET_BUFFER", 1.0)
if buf <= 0:
buf = 0.95
buf = 1.0
fixed = (
float(fixed_budget_usdt)
if fixed_budget_usdt is not None
@@ -129,18 +129,18 @@ def compute_coin_budget_usdt(
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%.
env OKX_OPTIONS_COIN_SPOT_BUY_BUFFER 默认 1.05(=多买 5%).
也可写 0.05 表示 +5%.
"""
if raw is None:
v = _env_float("OKX_OPTIONS_COIN_SPOT_BUY_BUFFER", 1.10)
v = _env_float("OKX_OPTIONS_COIN_SPOT_BUY_BUFFER", 1.05)
else:
try:
v = float(raw)
except (TypeError, ValueError):
v = 1.10
v = 1.05
if v <= 0:
return 1.10
return 1.05
if v < 1.0:
return 1.0 + v
return v
lib/options/options_position_limit_lib.py
+3 -3
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@@ -6,12 +6,12 @@ from typing import Any, Optional, Sequence
def options_max_active_positions() -> int:
"""同时持有的期权合约笔数上限;0=不限制.热更读 env."""
raw = os.getenv("OKX_OPTIONS_MAX_ACTIVE_POSITIONS", "0")
"""同时持有的期权合约笔数上限;0=不限制.默认 1(一次一仓).热更读 env."""
raw = os.getenv("OKX_OPTIONS_MAX_ACTIVE_POSITIONS", "1")
try:
v = int(float(str(raw).strip()))
except (TypeError, ValueError):
return 0
return 1
return max(0, v)
lib/options/options_register.py
+2 -2
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@@ -110,7 +110,7 @@ def _build_cfg(app_module: Any) -> dict[str, Any]:
"send_wechat": app_module.send_wechat_msg,
"render_main_page": app_module.render_main_page,
"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", 10.0),
"budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95),
"budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 1.0),
"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),
@@ -535,7 +535,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
chain_err = chain.get("chain_error")
# 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)
budget_buffer = _env_float("OKX_OPTIONS_BUDGET_BUFFER", 1.0)
coin_budget = None
try:
from lib.options.options_margin_mode_lib import is_coin_margin_mode
lib/options/templates/options_panel.html
+5 -5
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@@ -1,6 +1,6 @@
<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-budget-buffer="{{ options_budget_buffer | default(1) }}"
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 %}"
@@ -36,9 +36,9 @@
<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>「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(1)|float) }}</strong> 算张数(env 可改)。默认选中打满。</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。</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1.05)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。</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 class="options-settings-subtitle" style="margin:10px 0 4px">买一平仓</p>
@@ -159,13 +159,13 @@
<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 %}>
<input type="radio" name="opt-size-mode" value="sheets">
<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 %}>
<input type="radio" name="opt-size-mode" value="budget_full"{% if not compound_on %} checked{% endif %}{% 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 %}>