Hide coin/USDC options env fields by margin mode.

Also toggle close-gate and compound subfields so the settings page only shows relevant controls.

Co-authored-by: Cursor <cursoragent@cursor.com>

.env.example

@@ -150,6 +150,13 @@ OKX_OPTIONS_TD_MODE=isolated
 OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
 # 对冲买期权等成交超时(秒);超时撤未成交部分,未完全成交则开仓失败
 OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC=12
+# 目标平仓门控(目标位触发后按买一平仓前需满足)
+OKX_OPTIONS_CLOSE_GATE_MODE=premium
+# premium:可回收≥权利金×倍数;net_pnl:净盈亏(买一可回收−权利金)折USDT≥下限
+OKX_OPTIONS_CLOSE_RECYCLE_MULT=2
+OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN=1.05
+OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT=0
+OKX_OPTIONS_CLOSE_HOLD_SECONDS=120
 
 # =============================================================================
 # 对冲计划(仅 OKX;由 OKX_TRADE_MODE 控制是否启用;详见 docs/对冲计划开发方案.md)

lib/common/static/instance_settings_prefs.js

@@ -351,7 +351,7 @@
     body.appendChild(panelsWrap);
     body.dataset.envModeSectionIdx = String(modeSectionIdx);
     bindTradeModeAutoRefresh(body);
-    bindCompoundBudgetVisibility(body);
+    bindOptionsSectionVisibility(body);
     return body;
   }
 
@@ -363,27 +363,104 @@
     return input ? input.closest(".env-field-row") : null;
   }
 
-  function syncCompoundBudgetVisibility(body) {
+  function envFieldValue(body, key, fallback) {
+    const input = body && body.querySelector('.env-field-input[data-env-key="' + key + '"]');
+    if (!input) return fallback;
+    return String(input.value || fallback || "").trim();
+  }
+
+  function envTruthy(v) {
+    return ["1", "true", "yes", "on"].indexOf(String(v || "").toLowerCase()) >= 0;
+  }
+
+  function setEnvRowHidden(row, hide) {
+    if (!row) return;
+    row.hidden = !!hide;
+    row.style.display = hide ? "none" : "";
+  }
+
+  var COIN_ONLY_ENV_KEYS = [
+    "OKX_OPTIONS_COIN_COMPOUND",
+    "OKX_OPTIONS_COIN_BUDGET_USDT",
+    "OKX_OPTIONS_COIN_MAX_USDT_ENABLED",
+    "OKX_OPTIONS_COIN_MAX_USDT",
+    "OKX_OPTIONS_COIN_SPOT_BUY_BUFFER",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
+  ];
+  var USDC_ONLY_ENV_KEYS = [
+    "OKX_OPTIONS_TRADE_BUDGET_USDC",
+    "OKX_OPTIONS_COMPOUND_FULL_ENABLED",
+    "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED",
+    "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT",
+  ];
+
+  function syncOptionsSectionVisibility(body) {
     if (!body) return;
-    const compoundSel = body.querySelector(
-      '.env-field-input[data-env-key="OKX_OPTIONS_COMPOUND_FULL_ENABLED"]'
-    );
-    const budgetRow = envFieldRowByKey(body, "OKX_OPTIONS_TRADE_BUDGET_USDC");
-    if (!budgetRow) return;
-    const compoundOn = !compoundSel || String(compoundSel.value || "").toLowerCase() === "true";
-    budgetRow.hidden = compoundOn;
-    budgetRow.style.display = compoundOn ? "none" : "";
+    var margin = (envFieldValue(body, "OKX_OPTIONS_MARGIN_MODE", "coin") || "coin").toLowerCase();
+    var isCoin = margin !== "usdc";
+    var gateMode = (envFieldValue(body, "OKX_OPTIONS_CLOSE_GATE_MODE", "premium") || "premium").toLowerCase();
+    var compoundOn = envTruthy(envFieldValue(body, "OKX_OPTIONS_COMPOUND_FULL_ENABLED", "true"));
+    var coinCompoundOn = envTruthy(envFieldValue(body, "OKX_OPTIONS_COIN_COMPOUND", "true"));
+    var coinMaxOn = envTruthy(envFieldValue(body, "OKX_OPTIONS_COIN_MAX_USDT_ENABLED", "false"));
+    var compoundCapOn = envTruthy(envFieldValue(body, "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", "false"));
+
+    COIN_ONLY_ENV_KEYS.forEach(function (key) {
+      setEnvRowHidden(envFieldRowByKey(body, key), !isCoin);
+    });
+    USDC_ONLY_ENV_KEYS.forEach(function (key) {
+      setEnvRowHidden(envFieldRowByKey(body, key), isCoin);
+    });
+
+    // 门控子项:按模式显隐(仍受本位过滤)
+    if (isCoin) {
+      setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN"), gateMode !== "premium");
+    } else {
+      setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_CLOSE_RECYCLE_MULT"), gateMode !== "premium");
+    }
+    setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT"), gateMode !== "net_pnl");
+
+    if (!isCoin) {
+      setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_TRADE_BUDGET_USDC"), compoundOn);
+      setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED"), !compoundOn);
+      setEnvRowHidden(
+        envFieldRowByKey(body, "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC"),
+        !(compoundOn && compoundCapOn)
+      );
+    }
+    if (isCoin) {
+      setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_COIN_BUDGET_USDT"), coinCompoundOn);
+      setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_COIN_MAX_USDT"), !coinMaxOn);
+    }
+  }
+
+  function bindOptionsSectionVisibility(body) {
+    if (!body) return;
+    syncOptionsSectionVisibility(body);
+    var keys = [
+      "OKX_OPTIONS_MARGIN_MODE",
+      "OKX_OPTIONS_CLOSE_GATE_MODE",
+      "OKX_OPTIONS_COMPOUND_FULL_ENABLED",
+      "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED",
+      "OKX_OPTIONS_COIN_COMPOUND",
+      "OKX_OPTIONS_COIN_MAX_USDT_ENABLED",
+    ];
+    keys.forEach(function (key) {
+      var el = body.querySelector('.env-field-input[data-env-key="' + key + '"]');
+      if (!el || el.dataset.optionsVisBound === "1") return;
+      el.dataset.optionsVisBound = "1";
+      el.addEventListener("change", function () {
+        syncOptionsSectionVisibility(body);
+      });
+    });
+  }
+
+  function syncCompoundBudgetVisibility(body) {
+    syncOptionsSectionVisibility(body);
   }
 
   function bindCompoundBudgetVisibility(body) {
-    if (!body) return;
-    syncCompoundBudgetVisibility(body);
-    const compoundSel = body.querySelector(
-      '.env-field-input[data-env-key="OKX_OPTIONS_COMPOUND_FULL_ENABLED"]'
-    );
-    if (!compoundSel || compoundSel.dataset.compoundBudgetBound === "1") return;
-    compoundSel.dataset.compoundBudgetBound = "1";
-    compoundSel.addEventListener("change", () => syncCompoundBudgetVisibility(body));
+    bindOptionsSectionVisibility(body);
   }
 
   function bindTradeModeAutoRefresh(body) {

lib/common/static/options_panel.js

@@ -832,7 +832,7 @@
     const gate = preview.close_gate || {};
     // 2× 只是目标平仓门控,本身不会自动平;手动买一平不拦截
     if (preview.close_gate_blocked || (gate.ready === false && !gate.passed)) {
-      return "目标门控: " + (preview.close_gate_msg || gate.msg || "可回收需≥2×权利金并持续2分钟");
+      return "目标门控: " + (preview.close_gate_msg || gate.msg || "目标平仓门控未过");
     }
     return "";
   }

lib/common/static/options_position_cards.js

@@ -118,7 +118,7 @@
     }
     const gate = preview.close_gate || {};
     if (preview.close_gate_blocked || (gate.ready === false && !gate.passed)) {
-      return "目标门控: " + (preview.close_gate_msg || gate.msg || "可回收需≥2×权利金并持续2分钟");
+      return "目标门控: " + (preview.close_gate_msg || gate.msg || "目标平仓门控未过");
     }
     return "";
   }

lib/env/env_schema.py

@@ -106,6 +106,11 @@ HOT_RELOAD_EXACT = frozenset({
     "OKX_OPTIONS_COIN_MAX_USDT_ENABLED",
     "OKX_OPTIONS_COIN_MAX_USDT",
     "OKX_OPTIONS_COIN_SPOT_BUY_BUFFER",
+    "OKX_OPTIONS_CLOSE_GATE_MODE",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
+    "OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT",
+    "OKX_OPTIONS_CLOSE_HOLD_SECONDS",
     "OKX_TRADE_MODE",
     "MAX_ACTIVE_HEDGE_PLANS",
     "HEDGE_PLAN_LIVE_ORDER",
@@ -171,6 +176,10 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
         ("coin", "币本位(USDT买币桥)"),
         ("usdc", "USDC(USDⓈ权利金)"),
     ),
+    "OKX_OPTIONS_CLOSE_GATE_MODE": (
+        ("premium", "权利金倍数"),
+        ("net_pnl", "净盈亏(USDT)"),
+    ),
     "HEDGE_PLAN_OPTION_PRIMARY": (
         ("true", "以期权为主"),
         ("false", "保险模式"),

lib/env/env_ui_manifest.py

@@ -150,6 +150,31 @@ _OPTIONS_SECTION: dict[str, Any] = {
             "链上仅显示有卖一",
             "默认 true;开启后隐藏无卖一深度或深度不足1张的合约(含标记价估算行)",
         ),
+        (
+            "OKX_OPTIONS_CLOSE_GATE_MODE",
+            "目标平仓门控模式",
+            "premium=可回收≥权利金×倍数(币本位默认×1.05);net_pnl=净盈亏折USDT≥阈值",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_RECYCLE_MULT",
+            "门控权利金倍数(USDC)",
+            "仅 premium 模式;USDC 权利金仓默认 2",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
+            "门控权利金倍数(币本位)",
+            "仅 premium 模式;ETH/BTC 权利金仓默认 1.05",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT",
+            "门控净盈亏下限(U)",
+            "仅 net_pnl 模式;买一可回收−权利金折 USDT 后需≥此值;0 或 1 等",
+        ),
+        (
+            "OKX_OPTIONS_CLOSE_HOLD_SECONDS",
+            "门控持续秒数",
+            "条件达标后需持续满足的秒数,默认 120",
+        ),
     ],
 }
 
@@ -259,6 +284,11 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
     "OKX_OPTIONS_MAX_DTE_DAYS": "2",
     "OKX_OPTIONS_MAX_ACTIVE_POSITIONS": "0",
     "OKX_OPTIONS_MARGIN_MODE": "coin",
+    "OKX_OPTIONS_CLOSE_GATE_MODE": "premium",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT": "2",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN": "1.05",
+    "OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT": "0",
+    "OKX_OPTIONS_CLOSE_HOLD_SECONDS": "120",
     "OKX_TRADE_MODE": "options",
     "HEDGE_PLAN_ENABLED": "false",
     "MAX_ACTIVE_HEDGE_PLANS": "1",
@@ -450,7 +480,7 @@ def build_env_ui_payload(
             _build_field(key, label, note, schema, values)
             for key, label, note in sec["fields"]
         ]
-        fields = _mark_compound_budget_hidden(fields)
+        fields = _mark_options_section_hidden(fields)
         groups.append({
             "title": sec["title"],
             "fields": fields,
@@ -459,18 +489,68 @@ def build_env_ui_payload(
     return groups
 
 
-def _mark_compound_budget_hidden(fields: list[dict[str, Any]]) -> list[dict[str, Any]]:
-    """全仓复利开启时标记单笔预算为 hidden(供 SSR/前端隐藏;切换开关仍可再显示)."""
-    compound_on = True
+# 币本位专属 / USDC 专属(配置页互斥隐藏)
+_COIN_ONLY_ENV_KEYS = frozenset({
+    "OKX_OPTIONS_COIN_COMPOUND",
+    "OKX_OPTIONS_COIN_BUDGET_USDT",
+    "OKX_OPTIONS_COIN_MAX_USDT_ENABLED",
+    "OKX_OPTIONS_COIN_MAX_USDT",
+    "OKX_OPTIONS_COIN_SPOT_BUY_BUFFER",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN",
+})
+_USDC_ONLY_ENV_KEYS = frozenset({
+    "OKX_OPTIONS_TRADE_BUDGET_USDC",
+    "OKX_OPTIONS_COMPOUND_FULL_ENABLED",
+    "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED",
+    "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC",
+    "OKX_OPTIONS_CLOSE_RECYCLE_MULT",
+})
+
+
+def _field_current(fields: list[dict[str, Any]], key: str, default: str = "") -> str:
     for f in fields:
-        if f.get("key") == "OKX_OPTIONS_COMPOUND_FULL_ENABLED":
-            compound_on = _env_truthy(str(f.get("current") or f.get("default") or "true"))
-            break
-    if not compound_on:
-        return fields
+        if f.get("key") == key:
+            return str(f.get("current") or f.get("default") or default).strip()
+    return default
+
+
+def _mark_options_section_hidden(fields: list[dict[str, Any]]) -> list[dict[str, Any]]:
+    """按本位/门控模式/全仓复利标记 hidden(供 SSR/前端;切换开关仍可再显示)."""
+    margin = (_field_current(fields, "OKX_OPTIONS_MARGIN_MODE", "coin") or "coin").lower()
+    is_coin = margin != "usdc"
+    gate_mode = (_field_current(fields, "OKX_OPTIONS_CLOSE_GATE_MODE", "premium") or "premium").lower()
+    compound_on = _env_truthy(_field_current(fields, "OKX_OPTIONS_COMPOUND_FULL_ENABLED", "true"))
+    coin_compound_on = _env_truthy(_field_current(fields, "OKX_OPTIONS_COIN_COMPOUND", "true"))
+    coin_max_on = _env_truthy(_field_current(fields, "OKX_OPTIONS_COIN_MAX_USDT_ENABLED", "false"))
+    compound_cap_on = _env_truthy(
+        _field_current(fields, "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", "false")
+    )
+
     out: list[dict[str, Any]] = []
     for f in fields:
-        if f.get("key") == "OKX_OPTIONS_TRADE_BUDGET_USDC":
+        key = str(f.get("key") or "")
+        hide = False
+        if is_coin and key in _USDC_ONLY_ENV_KEYS:
+            hide = True
+        elif (not is_coin) and key in _COIN_ONLY_ENV_KEYS:
+            hide = True
+        elif key == "OKX_OPTIONS_CLOSE_RECYCLE_MULT" and gate_mode != "premium":
+            hide = True
+        elif key == "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN" and gate_mode != "premium":
+            hide = True
+        elif key == "OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT" and gate_mode != "net_pnl":
+            hide = True
+        elif key == "OKX_OPTIONS_TRADE_BUDGET_USDC" and compound_on:
+            hide = True
+        elif key == "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED" and not compound_on:
+            hide = True
+        elif key == "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC" and not (compound_on and compound_cap_on):
+            hide = True
+        elif key == "OKX_OPTIONS_COIN_BUDGET_USDT" and coin_compound_on:
+            hide = True
+        elif key == "OKX_OPTIONS_COIN_MAX_USDT" and not coin_max_on:
+            hide = True
+        if hide:
             item = dict(f)
             item["hidden"] = True
             out.append(item)
@@ -479,6 +559,11 @@ def _mark_compound_budget_hidden(fields: list[dict[str, Any]]) -> list[dict[str,
     return out
 
 
+def _mark_compound_budget_hidden(fields: list[dict[str, Any]]) -> list[dict[str, Any]]:
+    """兼容旧调用名."""
+    return _mark_options_section_hidden(fields)
+
+
 def filter_updates_for_ui(exchange_key: str, updates: dict[str, str]) -> dict[str, str]:
     allowed = ui_allowed_keys(exchange_key)
     return {k: v for k, v in (updates or {}).items() if k in allowed}

lib/instance/templates/embed_shell.html

@@ -155,7 +155,7 @@ const ORDER_ENTRY_MODEL_CODE_TO_CATEGORY = {{ entry_model_code_to_category | toj
 <script>
 window.__INSTANCE_DISPLAY__ = {{ display | tojson }};
 </script>
-<script src="/static/instance_settings_prefs.js?v=23"></script>
+<script src="/static/instance_settings_prefs.js?v=24"></script>
 <script src="/static/instance_live.js?v=7"></script>
 <script src="/static/instance_embed.js?v=32"></script>
 <script src="/static/instance_mobile_nav.js?v=2"></script>

lib/instance/templates/index.html

@@ -2097,6 +2097,6 @@ document.addEventListener("DOMContentLoaded", function () {
 });
 {% endif %}
 </script>
-<script src="/static/instance_settings_prefs.js?v=23"></script>
+<script src="/static/instance_settings_prefs.js?v=24"></script>
 </body>
 </html>

lib/options/options_close_exec_lib.py

@@ -145,6 +145,10 @@ def close_option_by_bid1(
     premium_paid = _open_premium_paid(cfg, inst_id)
     if premium_paid is None:
         premium_paid = _safe_float(pos.get("premium_paid"))
+    from lib.options.options_notify_lib import resolve_premium_ccy
+
+    premium_ccy = resolve_premium_ccy(pos.get("premium_ccy"), inst_id=inst_id)
+    index_px = _safe_float(pos.get("idxPx")) or _safe_float(q.get("index_px"))
 
     # 已有未成交卖平单:等成交,不撤不重挂
     try:
@@ -194,7 +198,13 @@ def close_option_by_bid1(
     )
     if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
         # 不撤他人挂单:仅拒绝本轮下单
-        update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+        update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
         return {
             "ok": False,
             "msg": preview.get("bid_invalid_reason") or "暂无有效买盘,禁止平仓",
@@ -208,7 +218,13 @@ def close_option_by_bid1(
         bid_px = _safe_float(q.get("bid"))
         stub, stub_reason = is_stub_bid_px(bid_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
         if stub or bid_px is None or bid_px <= 0:
-            update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+            update_close_gate(
+                inst_id,
+                recycle_usdc=None,
+                premium_paid=premium_paid,
+                premium_ccy=premium_ccy,
+                index_px=index_px,
+            )
             return {
                 "ok": False,
                 "msg": stub_reason or "暂无买一,无法限价平仓",
@@ -231,7 +247,13 @@ def close_option_by_bid1(
 
     stub_lv, stub_lv_reason = is_stub_bid_px(level_px, mark_px=mark_px, intrinsic_px=intrinsic_px)
     if stub_lv:
-        update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+        update_close_gate(
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=premium_paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
+        )
         return {
             "ok": False,
             "msg": stub_lv_reason or "暂无有效买盘,禁止平仓",
@@ -240,16 +262,18 @@ def close_option_by_bid1(
             "liquidity_blocked": True,
         }
 
-    # 自动平仓:2×权利金门控(首次);通过后同仓续批只验流动性
+    # 自动平仓:目标门控(首次);通过后同仓续批只验流动性
     gate = update_close_gate(
         inst_id,
         recycle_usdc=_safe_float(preview.get("total_received")),
         premium_paid=premium_paid,
+        premium_ccy=premium_ccy,
+        index_px=index_px,
     )
     if require_recycle_gate and not is_close_gate_passed(inst_id) and not gate.get("ready"):
         return {
             "ok": False,
-            "msg": gate.get("msg") or "平仓门控未就绪(需可回收≥2×权利金并持续一段时间)",
+            "msg": gate.get("msg") or "平仓门控未就绪(需满足目标门控并持续一段时间)",
             "stopped_reason": "close_gate",
             "auto_close_blocked": True,
             "close_gate": gate,

lib/options/options_close_gate_lib.py

@@ -1,4 +1,4 @@
-"""期权按买盘平仓门控:可回收需 ≥ N×权利金,并持续持有一段时间后才允许平仓."""
+"""期权按买盘平仓门控:权利金倍数或净盈亏(USDT)达标并持续 hold 秒后才允许目标平仓."""
 from __future__ import annotations
 
 import os
@@ -14,12 +14,32 @@ def _env_float(key: str, default: float) -> float:
         return default
 
 
-# 可回收 ≥ 权利金 × 倍数,且该状态持续满 hold_seconds 才允许按买盘平仓
+def _close_gate_mode() -> str:
+    raw = (os.getenv("OKX_OPTIONS_CLOSE_GATE_MODE") or "premium").strip().lower()
+    return raw if raw in ("premium", "net_pnl") else "premium"
+
+
+def _close_recycle_mult(premium_ccy: str) -> float:
+    ccy = (premium_ccy or "USDC").strip().upper()
+    if ccy in ("ETH", "BTC"):
+        return _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN", 1.05)
+    return _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT", 2.0)
+
+
+def _close_hold_seconds() -> float:
+    return _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 120.0)
+
+
+def _close_net_pnl_min_usdt() -> float:
+    return _env_float("OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT", 0.0)
+
+
+# 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)
 
 _lock = threading.Lock()
-# inst_id -> {"ok_since": float|None, "recycle": float, "premium": float, "updated": float}
+# inst_id -> gate state
 _gates: dict[str, dict[str, Any]] = {}
 
 
@@ -41,7 +61,7 @@ def clear_close_gate(inst_id: str | None = None) -> None:
 
 
 def mark_close_gate_passed(inst_id: str) -> None:
-    """标记同仓已通过 2× 门控,续批平仓只验流动性."""
+    """标记同仓已通过门控,续批平仓只验流动性."""
     inst = (inst_id or "").strip()
     if not inst:
         return
@@ -68,6 +88,30 @@ def _fmt_gate_amt(v: float, *, ccy: str) -> str:
     return f"{float(v):.4f}"
 
 
+def _fmt_usdt(v: float) -> str:
+    sign = "+" if v >= 0 else ""
+    return f"{sign}{float(v):.2f}"
+
+
+def _net_pnl_usdt(
+    *,
+    recv: float | None,
+    prem: float | None,
+    premium_ccy: str,
+    index_px: float | None,
+) -> float | None:
+    if recv is None or prem is None:
+        return None
+    net = float(recv) - float(prem)
+    ccy = (premium_ccy or "USDC").strip().upper() or "USDC"
+    if ccy in ("ETH", "BTC"):
+        idx = _safe_float(index_px)
+        if idx is None or idx <= 0:
+            return None
+        return net * float(idx)
+    return net
+
+
 def update_close_gate(
     inst_id: str,
     *,
@@ -77,9 +121,14 @@ def update_close_gate(
     min_mult: float | None = None,
     hold_seconds: float | None = None,
     premium_ccy: str | None = None,
+    index_px: float | None = None,
+    gate_mode: str | None = None,
+    net_pnl_min_usdt: float | None = None,
 ) -> dict[str, Any]:
     """
     根据当前买盘可回收金额刷新门控.
+    premium: 可回收 ≥ 权利金×倍数(币本位默认×1.05,USDC 默认×2)
+    net_pnl: 净盈亏(买一可回收−权利金)折 USDT ≥ 阈值(默认 0U)
     条件不满足时重置计时;满足时从首次满足起累计持续时间.
     """
     inst = (inst_id or "").strip()
@@ -91,15 +140,16 @@ def update_close_gate(
             "msg": "缺少合约",
         }
     ts = float(now if now is not None else time.time())
-    mult = float(min_mult if min_mult is not None else CLOSE_RECYCLE_MIN_MULT)
-    hold = float(hold_seconds if hold_seconds is not None else CLOSE_RECYCLE_HOLD_SECONDS)
-    if mult <= 0:
-        mult = 2.0
+    mode = (gate_mode or _close_gate_mode()).strip().lower()
+    if mode not in ("premium", "net_pnl"):
+        mode = "premium"
+    hold = float(hold_seconds if hold_seconds is not None else _close_hold_seconds())
     if hold < 0:
         hold = 0.0
 
     with _lock:
-        prev_ccy = (_gates.get(inst) or {}).get("premium_ccy")
+        prev = _gates.get(inst) or {}
+        prev_ccy = prev.get("premium_ccy")
     ccy = (premium_ccy or prev_ccy or "USDC").strip().upper() or "USDC"
     if ccy not in ("ETH", "BTC", "USDC"):
         ccy = "USDC"
@@ -107,21 +157,44 @@ def update_close_gate(
 
     prem = _safe_float(premium_paid)
     recv = _safe_float(recycle_usdc)
+    mult = float(min_mult if min_mult is not None else _close_recycle_mult(ccy))
+    if mult <= 0:
+        mult = _close_recycle_mult(ccy)
+    min_pnl_u = float(net_pnl_min_usdt if net_pnl_min_usdt is not None else _close_net_pnl_min_usdt())
+    idx = _safe_float(index_px)
+    if idx is None:
+        idx = _safe_float(prev.get("index_px"))
+
     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
-    )
+    net_pnl_u = _net_pnl_usdt(recv=recv, prem=prem, premium_ccy=ccy, index_px=idx)
+
+    if mode == "net_pnl":
+        if prem is None or prem <= 0:
+            condition_ok = False
+        elif recv is None:
+            condition_ok = False
+        elif net_pnl_u is None:
+            condition_ok = False
+        else:
+            condition_ok = bool(net_pnl_u + 1e-9 >= min_pnl_u)
+    else:
+        condition_ok = bool(
+            prem is not None and prem > 0 and recv is not None and need is not None and recv + 1e-12 >= need
+        )
 
     with _lock:
         prev = _gates.get(inst) or {}
+        prev_mode = prev.get("gate_mode")
         ok_since = prev.get("ok_since")
-        if recycle_ok:
+        if prev_mode != mode:
+            ok_since = None
+        if condition_ok:
             if ok_since is None:
                 ok_since = ts
         else:
             ok_since = None
         held = (ts - float(ok_since)) if ok_since is not None else 0.0
-        ready = bool(recycle_ok and held + 1e-9 >= hold)
+        ready = bool(condition_ok and held + 1e-9 >= hold)
         prev_passed = bool(prev.get("passed"))
         passed = prev_passed or ready
         state = {
@@ -134,15 +207,38 @@ def update_close_gate(
             "hold_seconds": hold,
             "passed": passed,
             "premium_ccy": ccy,
+            "gate_mode": mode,
+            "net_pnl_usdt": net_pnl_u,
+            "net_pnl_min_usdt": min_pnl_u,
+            "index_px": idx,
         }
         _gates[inst] = state
 
-    remain = max(0.0, hold - held) if recycle_ok and not ready else None
-    if prem is None or prem <= 0:
+    remain = max(0.0, hold - held) if condition_ok and not ready else None
+    if mode == "net_pnl":
+        if prem is None or prem <= 0:
+            msg = "缺少权利金,无法校验平仓门控"
+        elif recv is None:
+            msg = "暂无有效买盘可回收金额"
+        elif net_pnl_u is None:
+            msg = "缺少指数价,无法将币本位净盈亏折算为 USDT"
+        elif not condition_ok:
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_pnl_u)} U(估) < {min_pnl_u:g} U,"
+                f"目标平仓门控未过"
+            )
+        elif not ready:
+            msg = (
+                f"净盈亏 {_fmt_usdt(net_pnl_u)} U(估) ≥ {min_pnl_u:g} U,"
+                f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)门控才通过"
+            )
+        else:
+            msg = f"净盈亏 ≥ {min_pnl_u:g} U 且持续≥{hold:.0f}s,目标触达后可按买一平仓"
+    elif prem is None or prem <= 0:
         msg = "缺少权利金,无法校验平仓门控"
     elif recv is None:
         msg = "暂无有效买盘可回收金额"
-    elif not recycle_ok:
+    elif not condition_ok:
         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"
@@ -160,19 +256,23 @@ def update_close_gate(
         "ok": True,
         "ready": ready,
         "passed": passed,
-        "recycle_ok": recycle_ok,
+        "recycle_ok": condition_ok,
         "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,
+        "held_seconds": round(held, 1) if condition_ok else 0.0,
         "remain_seconds": round(remain, 1) if remain is not None else None,
         "ok_since": ok_since,
         "msg": msg,
         "auto_close_blocked": auto_blocked,
         "close_gate_blocked": auto_blocked,
+        "gate_mode": mode,
+        "net_pnl_usdt": net_pnl_u,
+        "net_pnl_min_usdt": min_pnl_u,
+        "index_px": idx,
     }
 
 
@@ -182,12 +282,13 @@ def check_close_gate(
     recycle_usdc: float | None = None,
     premium_paid: float | None = None,
     premium_ccy: str | None = None,
+    index_px: float | 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 or premium_ccy is None:
+        if recycle_usdc is None or premium_paid is None or premium_ccy is None or index_px is None:
             with _lock:
                 prev = _gates.get(inst) or {}
             if recycle_usdc is None:
@@ -196,11 +297,14 @@ def check_close_gate(
                 premium_paid = prev.get("premium")
             if premium_ccy is None:
                 premium_ccy = prev.get("premium_ccy")
+            if index_px is None:
+                index_px = prev.get("index_px")
         return update_close_gate(
             inst,
             recycle_usdc=recycle_usdc,
             premium_paid=premium_paid,
             premium_ccy=premium_ccy,
+            index_px=index_px,
         )
     with _lock:
         prev = _gates.get(inst)
@@ -210,10 +314,12 @@ def check_close_gate(
             recycle_usdc=recycle_usdc,
             premium_paid=premium_paid,
             premium_ccy=premium_ccy,
+            index_px=index_px,
         )
     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"),
+        index_px=index_px if index_px is not None else prev.get("index_px"),
     )

lib/options/options_positions_lib.py

@@ -54,10 +54,15 @@ def attach_close_preview(
         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)
+    index_px = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
+    # 残档时不累计门控;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, premium_ccy=premium_ccy
+            inst_id,
+            recycle_usdc=None,
+            premium_paid=paid,
+            premium_ccy=premium_ccy,
+            index_px=index_px,
         )
         preview["close_gate"] = gate
         preview["close_gate_blocked"] = True
@@ -70,6 +75,7 @@ def attach_close_preview(
             recycle_usdc=_safe_float(preview.get("total_received")),
             premium_paid=paid,
             premium_ccy=premium_ccy,
+            index_px=index_px,
         )
         passed = bool(gate.get("passed") or is_close_gate_passed(inst_id) or gate.get("ready"))
         preview["close_gate"] = gate