fix期权链 Delta 改为从 opt-summary 拉取。

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

.env.example

@@ -80,6 +80,8 @@ LIVE_TRADING_ENABLED=true
 SIM_DEFAULT_MODE=sim
 SIM_INITIAL_EQUITY_USDT=10000
 SIM_INITIAL_USDC=0
+# 实盘初始资金(U);中控收益率=已结算盈亏/该值。不填则中控回退最早余额采样
+LIVE_INITIAL_EQUITY_USDT=
 SIM_FEE_RATE=0.0005
 # =============================================================================
 # OKX 账户 API(永续 + 期权共用同一套密钥;修改后须重启 PM2)
@@ -102,11 +104,11 @@ OKX_POSITION_INST_TYPE=SWAP
 EXCHANGE_DISPLAY_NAME=OKX
 # 企业微信推送里展示的账户备注
 # OKX_ACCOUNT_LABEL=
-# 顶栏是否显示 USDT 资金/交易账户(热更);false 时总资金仅计期权 USDC 侧
+# 顶栏是否显示 USDT 资金/交易账户(热更);币本位买币仍会显示交易账户可用额
 OKX_SHOW_PERP_FUNDS=true
 
 # =============================================================================
-# 期权模块(与上方 OKX_API_* 同源;修改启用开关后须重启 PM2)
+# 期权模块(币本位专用;与上方 OKX_API_* 同源;修改启用开关后须重启 PM2)
 # 详见 docs/期权方案.md 与 docs/期权用法.md
 # =============================================================================
 OKX_OPTIONS_ENABLED=true
@@ -116,7 +118,7 @@ OKX_OPTIONS_ENABLED=true
 # OKX_OPTIONS_API_PASSPHRASE=
 OKX_OPTIONS_ACCOUNT_LABEL=账户·期权
 
-# 单笔期权本位: coin(默认,币本位+USDT买币桥) | usdc(权利金USDC;对冲仍仅USDC)
+# 仅币本位期权(USDT买币桥);USDC 期权已下线,此项恒视为 coin
 OKX_OPTIONS_MARGIN_MODE=coin
 OKX_OPTIONS_COIN_COMPOUND=true
 OKX_OPTIONS_COIN_BUDGET_USDT=10
@@ -125,19 +127,14 @@ OKX_OPTIONS_COIN_MAX_USDT=50
 # 现货买入相对权利金缓冲:1.10=多买10%;也可写 0.10。按最大可开张数×权利金×缓冲买币,不全额兑换
 OKX_OPTIONS_COIN_SPOT_BUY_BUFFER=1.10
 
-OKX_OPTIONS_TRADE_BUDGET_USDC=10
 OKX_OPTIONS_BUDGET_BUFFER=0.95
-# 全仓复利:开启时隐藏单笔预算且不可用打满;关闭后恢复单笔预算
+# 交易模式固定单独期权(历史 perp_options / options_options 读取时归一为 options)
-OKX_OPTIONS_COMPOUND_FULL_ENABLED=true
-OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED=false
-OKX_OPTIONS_COMPOUND_FULL_CAP_USDC=300
-# 交易模式三选一(热更):options=单独期权 / perp_options=永期对冲 / options_options=期期对冲
-# 选单独期权时隐藏对冲导航与对冲配置;选对冲时不可单独开期权,仓位按「对冲组数上限」
 OKX_TRADE_MODE=options
-# 永期对冲改为: OKX_TRADE_MODE=perp_options
+# 期权同时持仓上限(笔);0=不限制;同合约加仓不占新笔数;热更
-# 期期对冲改为: OKX_TRADE_MODE=options_options
-# 仅单独期权模式:期权同时持仓上限(笔);0=不限制;同合约加仓不占新笔数;热更
 OKX_OPTIONS_MAX_ACTIVE_POSITIONS=0
+# 期权标的白名单(逗号分隔,仅 ETH/BTC)。只配一个则交易页只显示该标的;开仓/链/报价/条件单均校验。资金页不受影响。
+OKX_OPTIONS_UNDERLYINGS=ETH,BTC
+# 默认选中标的;须落在白名单内,否则取白名单第一项
 OKX_OPTIONS_DEFAULT_UNDERLY=ETH
 # 期权链仅显示卖一深度≥1张的合约(估算卖一/无深度不显示);false 则显示全部
 OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED=true
@@ -148,46 +145,15 @@ OKX_OPTIONS_PROFIT_ALERT_RATIO=1.0
 OKX_OPTIONS_POLL_SECONDS=15
 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
+# 开仓成交超时(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)
-# =============================================================================
-# 以下三项已由 OKX_TRADE_MODE 取代,保留兼容旧部署(未配置 TRADE_MODE 时仍可读)
-HEDGE_PLAN_ENABLED=false
-HEDGE_PLAN_SHOW_PERP_OPTIONS=false
-HEDGE_PLAN_SHOW_OPTIONS_OPTIONS=false
-HEDGE_PLAN_LIVE_ORDER=false
-# 永期子模式:true=以期权为主;false=保险模式(页面标题前标识,不可页内切换)
-HEDGE_PLAN_OPTION_PRIMARY=true
-HEDGE_PLAN_OPEN_ORDER=options_first
-HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS=true
-HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS=false
-HEDGE_PLAN_OO_CLOSE_WINNER_ONLY=true
-# 方案C:期期页面显示「平仓模式」(到期平/全平);关则固定到期平.默认开启,页面默认选全平
-HEDGE_PLAN_OO_CLOSE_MODE_ENABLED=true
-# 期期「做多/做空」拆分口径:budget=按权利金预算(默认);sheets=先算同张数总张数(2n)再按比例拆
-HEDGE_PLAN_OO_BIAS_SPLIT_BY=budget
-# 期期「做多/做空」主腿占比(0~1,默认 0.7=7:3);做多主腿=Call,做空主腿=Put
-HEDGE_PLAN_OO_BIAS_RATIO=0.7
-# 对冲与单独期权互斥(默认 true):有对冲计划不可单独开期权;有单独期权不可启动对冲;false=可同时开
-HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE=true
-# 半腿失败改手动补开(默认 true):不自动平已成腿,计划挂 partial,页面补开;开启时下方自动平强制无效
-HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL=true
-# 对冲组数上限(默认 1;opening/active/partial 计入);仅永期/期期模式生效;热更
-MAX_ACTIVE_HEDGE_PLANS=1
-HEDGE_PLAN_MONITOR_POLL_SECONDS=15
-# 半腿失败自动平期权;若 MANUAL_COMPLETE_ON_PARTIAL=true 则运行时强制无效(建议一并写成 false)
-HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION=false
-
 # =============================================================================
 # =============================================================================
 #
@@ -313,3 +279,11 @@ WECHAT_TIMEOUT_SECONDS=10
 
 APP_TIMEZONE=Asia/Shanghai
 # TRADING_DAY_RESET_HOUR 现在表示「北京时间」整点,默认 8 点起算新交易日;开仓整点限制见 TRADING_DAY_RESET_OPEN_GUARD_ENABLED
+
+# =============================================================================
+# 中控对接(crypto_okx_hub;也可在「系统设置 → env 配置 → 中控对接」查看)
+# =============================================================================
+# 首次部署/打开 env 配置时若为空会自动生成;复制到中控「添加实例」的 Bridge Token
+HUB_BRIDGE_TOKEN=
+# 选填。允许嵌入本站的中控 Origin(空格分隔);一般留空即可;iframe 被挡时再填,调试可 *
+HUB_EMBED_FRAME_ANCESTORS=

COPYRIGHT

@@ -0,0 +1,9 @@
+Copyright (c) 2026 马建军. All rights reserved.
+
+本仓库源代码及相关文档的著作权归马建军所有。
+未经著作权人书面许可，不得复制、修改、分发、销售或以其他方式使用本软件源码。
+
+Author: 马建军
+QQ: 253921841
+Email: 253921841@qq.com
+Website: https://hyf2.cc

README.md

@@ -20,7 +20,7 @@ curl -fsSL https://git.bz121.com/dekun/crypto_okx/raw/branch/main/deploy/manage.
 
 安装到 `/opt/crypto_okx`,PM2 进程名 `crypto_okx`,默认端口 **5004**.
 
-详见 **[部署文档.md](./部署文档.md)**、**[deploy/README.md](./deploy/README.md)**.
+详见 **[部署文档.md](./部署文档.md)**、**[新机纯实盘部署.md](./新机纯实盘部署.md)**、**[deploy/README.md](./deploy/README.md)**.
 
 ## 环境要求
 

docs/实盘说明.md

@@ -0,0 +1,84 @@
+# 交易所实盘说明（OKX）
+
+本页说明如何把本实例从模拟盘切到真实交易：API 权限、OKX 账户模式、以及实例 `.env` 关键项。币本位期权开仓会先用 USDT 买 ETH/BTC，再开期权，因此 **现货交易权限** 与 **合约模式** 缺一不可。
+
+## 一、创建 OKX API Key
+
+1. 登录 OKX → **个人中心 → API** → 创建 API Key。
+2. 权限务必勾选 **交易（Trade）**。币本位开仓会走现货买币，只开合约/期权权限不够。
+3. 若有细分权限，请同时打开 **现货（Spot）**。
+4. 建议开启 **IP 白名单**，填入本实例服务器出口 IP。
+5. 保存后得到：`API Key` / `Secret Key` / `Passphrase`，填入本实例 env（见下文）。
+
+常见报错：
+
+| 现象 | 原因 | 处理 |
+| --- | --- | --- |
+| `50123` This API Key does not have trading permission for the Crypto | Key 无现货/交易权限 | 编辑 Key，勾选交易与现货后重试 |
+| `未授权` / Bridge 探测失败 | 中控 Token 或客户端未部署接口 | 核对实例 Bridge Token；客户端需已部署 `/api/hub/version` |
+
+## 二、OKX 账户模式
+
+交易页 → **账户模式**（首次切换须在网页/App 手动确认）。
+
+| 账户模式 | 是否推荐 | 说明 |
+| --- | --- | --- |
+| 仅现货 / 简单模式 | 否 | 无法正常开期权 |
+| **合约模式（现货和合约）** | **推荐** | 现货用 `cash`，与当前程序一致 |
+| 跨币种保证金 | 可用但不推荐 | 现货须 `cross`，程序目前按合约模式写 `cash`，会报 `tdMode` 错 |
+| 组合保证金 | 可用但不推荐 | 同上，现货也须 `cross` |
+
+推荐流程：先切到 **合约模式** → 再在本实例点「买币并开仓」。
+
+相关报错：
+
+| 现象 | 原因 | 处理 |
+| --- | --- | --- |
+| You can't complete this request under your current account mode (`51010`) | 账户模式不支持本次下单 | 改为合约模式 |
+| Parameter tdMode error | 跨币种/组合下仍用 `cash` 下现货 | 改回合约模式，或等待程序支持按模式自动选 `tdMode` |
+
+## 三、实例 env 配置
+
+在顶栏 **env配置**（或改服务器 `.env` 后重启）中设置：
+
+### 1. 实盘开关与密钥
+
+- `LIVE_TRADING_ENABLED=true`：允许实盘下单。
+- `OKX_API_KEY` / `OKX_API_SECRET` / `OKX_API_PASSPHRASE`：上一步创建的密钥（期权与永续共用，不必单独配期权 Key）。
+- `SIM_DEFAULT_MODE=live`：运行模式切到实盘（顶栏显示 `okx_live`）。也可在运行时由系统把 `trading.mode` 写成 `live`。
+
+切到实盘后：
+
+- 顶栏「交易账户 / 总资金」只显示交易所真实余额；未充值时应为 `—` 或 `0`，不会再残留模拟盘数字。
+- 模拟钱包余额不会带到实盘。
+
+### 2. 期权相关（币本位）
+
+- `OKX_OPTIONS_ENABLED=true`：启用期权模块。
+- `OKX_OPTIONS_MARGIN_MODE=coin`：币本位（用 ETH/BTC 付权利金）。
+- `OKX_OPTIONS_MAX_ACTIVE_POSITIONS`：期权持仓上限（笔）；`0`=不限制；`1`=同时最多 1 个合约（同合约加仓不占新笔数）。
+- `OKX_OPTIONS_SPOT_BUY_BUFFER`：现货买入相对权利金的缓冲倍数（如 `1.05`）。
+- 目标平仓门控：`OKX_OPTIONS_CLOSE_GATE_MODE`、`OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN`、`OKX_OPTIONS_CLOSE_HOLD_SECONDS` 等（见 env 页「期权账户」分组）。
+
+保存后按提示 **保存并重启**（或 PM2 重启），再刷新页面确认顶栏为 `okx_live`。
+
+## 四、开仓前自检清单
+
+1. OKX 账户模式 = **合约模式**。
+2. API Key 有 **交易 + 现货**，IP 白名单正确。
+3. `.env`：`LIVE_TRADING_ENABLED=true`，密钥已填，模式为 `live`。
+4. 交易账户有足够 **USDT**（买币）以及开期权所需的标的币/保证金。
+5. 期权持仓上限、全仓复利等规则符合预期。
+
+## 五、翻倍离场与指数离场（实盘同样生效）
+
+后台监控轮询实盘持仓，达标后按买一限价平仓：
+
+- **翻倍离场**：买一可回收 ≥ 开仓权利金 × (1 + 倍数) 时平仓。
+- **指数离场**：标的指数到位后触发，但仍须通过「目标平仓门控」（权利金倍数持续若干秒等）。
+
+开仓时勾选/填写对应出场条件，并保证实例进程在跑。
+
+## 六、中控远程更新注意
+
+中控「系统更新 → 客户端远程更新」依赖实例的 `/api/hub/version` 与 `/api/hub/update`。若版本列报「非 JSON / 404」，请先在该实例服务器手动 `git pull` 并重启一次，再在中控刷新版本。

docs/系统分析-期权主链条.md

@@ -0,0 +1,400 @@
+# 系统分析：期权主链条
+
+> 范围：币本位期权（`OKX_OPTIONS_MARGIN_MODE=coin`）  
+> 配套规格：[规格-期权交易账户盈亏结算.md](./规格-期权交易账户盈亏结算.md)、[实盘说明.md](./实盘说明.md)  
+> 目的：从架构到开仓 / 平仓 / 展示 / 复盘 / 统计 / 对账 / 条件单，说明数据流、关键模块与边界
+
+---
+
+## 0. 总览
+
+### 0.1 三条控制面
+
+| 控制面 | 入口 | 职责 |
+|--------|------|------|
+| 面板 API | `/options` → `/api/options/*` | 人工开平仓、链/报价、持仓、划转、统计 |
+| 监控线程 | `options_monitor_lib`（安装时拉起） | 目标位平仓、止盈平仓、条件单、持仓同步、卖回扫尾 |
+| 中控 Hub | `/api/hub/options/*` | 快照、统计、远程平仓、条件单 CRUD |
+
+### 0.2 资金主链（双口径）
+
+```text
+USDT(交易户)
+  │ 开仓前快照 trading_usdt_before；initial_premium = 开仓指数×权利金币量
+  ▼
+买 ETH/BTC（现货桥）
+  ▼
+买期权（IOC @ 卖一）
+  ▼
+持仓中（禁划转；浮盈跟盘）
+  ▼
+卖期权（可多次部分平；以全部平完为准）
+  ▼
+卖光可卖标的币（禁止按开仓权利金封顶）→ 快照 trading_usdt_after
+  ▼
+口径 A（复盘真盈亏）: 币盈亏×卖回VWAP − 权利金×(买VWAP−卖回VWAP)；卖完再结算
+口径 B（期权历史/数据统计）: 仅期权腿币盈亏（×卖回价折 U）；不含现货/权利金U波动修正
+```
+
+### 0.3 启动装配
+
+```text
+app.py
+  → install_options_trading        # options_register
+  → install_options_review         # options_review_register
+  → register_hub_bridge_routes     # hub_bridge_register
+  → 监控守护线程                   # options_monitor_lib
+```
+
+核心配置包：`_build_cfg`（交易所、DB、预算、报价/下单回调）。  
+UI：`lib/options/templates/options_panel.html` + `lib/common/static/options_panel.js`。
+
+### 0.4 关键表（SQLite）
+
+| 表 | 用途 |
+|----|------|
+| `options_trades` | 本地开平流水；含 `trading_usdt_before/after`、`realized_pnl_usdt`、`pnl_settled` |
+| `options_spot_bridge` | 买币/卖回桥状态 |
+| `options_target_monitors` | 目标位监控 |
+| `options_cond_orders` | 条件单 |
+| `options_exchange_pnl_freeze` | 实盘历史盈亏冻结辅助 |
+| `options_review_*` | 复盘成交 / 笔记 / 隐藏 / 图 |
+| `options_transfer_log` 等 | 划转等资金侧日志 |
+
+---
+
+## 1. 主链条（架构）
+
+### 1.1 模块分层
+
+| 层 | 代表文件 | 说明 |
+|----|----------|------|
+| 路由装配 | `lib/options/options_register.py` | HTTP、尺寸归一、同步持仓 |
+| 开仓编排 | `options_coin_open_lib.py` | 预算→买币→开期权→写库 |
+| 平仓执行 | `options_close_exec_lib.py` | 买一/深度卖出 |
+| 账户结算 | `options_account_pnl_lib.py` | USDT 快照、卖回后冻结 |
+| 公式结算 | `options_pnl_settle_lib.py` | 权利金侧辅助结算（有账户快照时 U 以账户为准） |
+| 交易所 | `lib/exchange/okx_options_lib.py` | 链、报价、下单、持仓 |
+| 模式/预算 | `options_margin_mode_lib.py` | 币本位、预算、张数规划 |
+| 展示 enrichment | `options_positions_lib.py` / `options_history_lib.py` | 浮盈、平仓预览 |
+| Env UI | `lib/env/env_ui_manifest.py` | 期权相关默认与文案 |
+
+### 1.2 运行模式
+
+- `OKX_TRADE_MODE=options`：主站偏期权。
+- `OKX_OPTIONS_ENABLED`：模块开关。
+- 模拟 / 实盘由顶栏 `trading.mode` + `LIVE_TRADING_ENABLED` 等控制；实盘要求现货+期权权限（见实盘说明）。
+
+### 1.3 与盈亏规格的关系
+
+规格文档定义**产品规则**；本分析描述**代码落点**。  
+凡「已实现盈亏」对外展示（复盘 / 统计 / 顶栏已实现），在新规则下均以 `pnl_settled=1` 的账户差分为准；旧单无快照字段时走遗留口径，互不回写。
+
+---
+
+## 2. 开仓
+
+### 2.1 入口
+
+| 来源 | 路径 / 调用 |
+|------|-------------|
+| 面板 | `POST /api/options/open` |
+| 条件单触发 | `options_cond_order_lib` → 同一套 `open_coin_option_buy_full` |
+
+前端默认尺寸模式：**按可用余额打满**（`budget_full`）；复利开时 UI 切 `compound_full`。  
+后端 `_normalize_size_mode`：币本位保留 `budget_full` / `compound_full`；USDC 遗留路径才落到 `sheets`。
+
+### 2.2 尺寸模式
+
+| mode | 含义 |
+|------|------|
+| `budget_full` | min(可用 USDT, 单笔预算) × 预算缓冲 → 张数（默认） |
+| `compound_full` | 交易户可用 × 缓冲（受全仓上限 env 约束） |
+| `sheets` | 指定张数 |
+| `eth` / `eth_amount` | 指定币数量反推张数 |
+
+预算计算：`compute_coin_budget_usdt` / `plan_coin_open_by_budget`（`options_margin_mode_lib.py`）。
+
+### 2.3 流程
+
+```text
+请求 {inst_id, mode, sheets?, eth?, target_index?, profit_exit_*}
+  → 交易模式门禁 / 条件单占用锁 / 持仓笔数上限
+  → 有可卖标的币 → 拒开（须先卖回）
+  → coin_budget_preview → 规划张数与买币量
+  → fetch_trading_usdt → 写入 trading_usdt_before
+  → 现货市价买币（× SPOT_BUY_BUFFER）→ options_spot_bridge=bought
+  → 期权限价 IOC @ 卖一 → 等待成交
+       失败 → 回滚卖币
+       成功 → bridge=holding，_insert_coin_trade(open, pnl_settled=0)
+  → 可选：目标位 / 止盈倍数 / 微信通知
+```
+
+### 2.4 关键 env
+
+| 变量 | 默认（代码/清单） | 作用 |
+|------|-------------------|------|
+| `OKX_OPTIONS_COIN_COMPOUND` | true | 是否按交易户复利 |
+| `OKX_OPTIONS_COIN_BUDGET_USDT` | （单笔预算） | 打满时的封顶 |
+| `OKX_OPTIONS_BUDGET_BUFFER` | 1 | 预算缓冲 |
+| `OKX_OPTIONS_COIN_SPOT_BUY_BUFFER` | 1.05 | 现货多买缓冲 |
+| `OKX_OPTIONS_MAX_ACTIVE_POSITIONS` | 1 | 同时持仓笔数；0=不限 |
+| `OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC` | — | 开仓等待成交超时 |
+
+### 2.5 边界
+
+- 开仓**只快照 before**，不结算盈亏。
+- 持仓或桥未完成期间：`transfer_blocked_by_position_msg` 禁止划转。
+- 一次一仓是对账规格前提；上限默认 1。
+
+---
+
+## 3. 平仓
+
+### 3.1 三条平仓通道
+
+| 通道 | 触发 | 门控 | 执行 |
+|------|------|------|------|
+| 手动 / Hub | 用户或中控 | 一般只校验流动性 | `close_option_by_bid1(require_recycle_gate=False)` |
+| 目标位 | 指数触达目标 | 回收门控（权利金倍数 / 净盈亏 + 持续秒数） | `close_option_by_bid_depth` |
+| 止盈倍数 | 买一回收 ≥ 权利金×(1+mult) | 自有回收条件，不走 close_gate | `close_option_by_bid_profit_exit` |
+
+监控循环：`run_options_target_closes` / `run_options_profit_exits`。
+
+### 3.2 流程
+
+```text
+卖期权（买一或深度，reduce-only）
+  → 部分成交：累计平仓张数
+  → 全平：
+       settle_closed_pnl（币侧/费用；有账户快照时 U 不以公式定稿）
+       → maybe_sell_spot_after_close / sell_residual
+       → try_settle_after_sellback
+            after − before → realized_pnl_usdt，pnl_settled=1
+```
+
+卖回失败：本单「待结算」，已实现不进统计；可 `POST /api/options/spot-bridge/retry-sell` 或监控扫尾。
+
+### 3.3 回收门控 env
+
+| 变量 | 默认 | 作用 |
+|------|------|------|
+| `OKX_OPTIONS_CLOSE_GATE_MODE` | premium | `premium` / `net_pnl` |
+| `OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN` | 1.05 | 币本位回收倍数 |
+| `OKX_OPTIONS_CLOSE_HOLD_SECONDS` | 20 | 条件持续秒数 |
+| `OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT` | 0 | net_pnl 模式下限 |
+
+### 3.4 边界
+
+- 手动平仓可绕过回收门控；自动目标位不可。
+- 冻结后任何划转、指数、复盘同步**不得改写** `realized_pnl_usdt`。
+
+---
+
+## 4. 期权显示
+
+### 4.1 页面与 API
+
+| UI | API | 数据源 |
+|----|-----|--------|
+| 期权链 / 到期 / 虚实度过滤 | `GET /api/options/chain` | `build_option_chain` |
+| 下单弹窗报价与估张 | `GET /api/options/quote` | `quote_option_contract` + 币本位规划 |
+| 持仓卡片 | `GET /api/options/positions` | 交易所持仓 + 本地 trade enrichment |
+| 余额 / 顶栏 | `GET /api/options/balances` + header pack | 交易户 / 资金户 |
+| 挂单 / 目标位 | `.../orders/pending`、`.../targets` | 本地 + 交易所 |
+| 中控快照 | `GET /api/hub/options/snapshot` | `build_options_hub_snapshot` |
+
+前端主文件：`options_panel.js`、`options_position_cards.js`、`options_expiry_countdown.js`。
+
+### 4.2 展示口径（勿与冻结混淆）
+
+| 指标 | 口径 |
+|------|------|
+| 持仓浮盈 | 买一回收估算（`display_pnl_*`），跟盘变 |
+| 合计盈亏 | Σ已冻结 + 当前浮盈 |
+| 顶栏钱包 | 交易所余额，不是盈亏账本 |
+| 下单估权利金 / 杠杆 / 打满提示 | 报价瞬间估算，非成交结果 |
+
+### 4.3 链过滤 env
+
+`OKX_OPTIONS_CHAIN_MAX_DTE_DAYS`、`OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED`、`OKX_OPTIONS_ITM_MAX_DIST_USD`、`OKX_OPTIONS_DEFAULT_UNDERLY`。
+
+---
+
+## 5. 复盘
+
+### 5.1 入口
+
+- 页：`/options/review`
+- 注册：`options_review_register.py`
+- 逻辑：`options_review_lib.py` + `options_review_db.py`
+- 前端：`options_review_panel.html`、`options_review.js`
+
+### 5.2 数据流
+
+```text
+options_trades（已平）
+  → sync_options_from_local_trades / ensure_local_review_synced
+  → options_review_trades（history_key ≈ local_opt:{id}）
+  → 笔记 options_review_entries + 上传图 / 异步图表
+  → 隐藏 options_review_hidden
+```
+
+主要 API：`POST /api/options/review/sync`，`GET/DELETE .../trades`，`POST .../entry`，`POST .../upload_slot`，`GET .../stats`。
+
+### 5.3 盈亏读取规则
+
+| 本地单状态 | 复盘展示 |
+|------------|----------|
+| 有 `trading_usdt_before` 且未 `pnl_settled` | 已实现 U 待结算（不展示假冻结） |
+| `pnl_settled=1` | 只读冻结 `realized_pnl_usdt` |
+| 无账户快照的历史单 | 遗留口径，不强制改写成账户差分 |
+
+复盘是**消费者**，不负责改写结算真源。
+
+---
+
+## 6. 统计
+
+### 6.1 入口
+
+| 场景 | API / 函数 |
+|------|------------|
+| 期权面板 KPI | `GET /api/options/stats` → `compute_options_stats_auto` |
+| 复盘页统计 | `GET /api/options/review/stats` |
+| 顶栏窗口统计 | `header_options_stats_for_window` |
+| 中控 | `GET /api/hub/options/stats` |
+
+核心库：`options_stats_lib.py`。
+
+### 6.2 窗口与构成
+
+- 窗口：`today` / `7d` / `30d` / `all`（`normalize_stats_window`）。
+- 模拟：本地已平且已结算样本。
+- 实盘：交易所历史 + `options_exchange_pnl_freeze` 对齐后同一套 KPI。
+- 面板合计：`净已实现（仅 settled） + 持仓浮盈`。
+
+### 6.3 边界
+
+- 待卖回、未冻结单**不计入**已实现。
+- 统计不重新推导账户差分；最多做冻结补齐 / 修复类运维函数（如 `freeze_missing_realized_pnl_usdt`），与规格「冻结后不改」一致的运维路径需谨慎使用。
+
+---
+
+## 7. 对账
+
+此处「对账」= **交易账户快照结算 + 本地/交易所持仓对齐**，不是已删除的永续 `reconcile_flat`。
+
+### 7.1 结算真源（账户账）
+
+| 步骤 | 函数 | 结果 |
+|------|------|------|
+| 开仓前 | `fetch_trading_usdt` | `trading_usdt_before` |
+| 卖回后 | `try_settle_after_sellback` / `settle_closed_trades_from_trading_account` | `after`、`realized_pnl_usdt`、`pnl_settled=1` |
+| 持仓禁划转 | `transfer_blocked_by_position_msg` | 前端灰 + API 拒 |
+
+公式身份（规格 §6 思路）：
+
+```text
+Σ 冻结已实现 + 当前浮盈  ≈  面板合计盈亏
+Σ 冻结已实现 + 区间净划转  ≈  钱包 USDT 变动（在一次一仓、无并行污染前提下）
+```
+
+### 7.2 持仓对齐（仓位账）
+
+监控 / `_sync_options_trades`：
+
+| 动作 | 含义 |
+|------|------|
+| `reconcile_live_open_trades` / `sync_open_options_trades` | 交易所仍有仓而本地已关 → 纠偏重开等 |
+| `backfill_closed_options_realized_pnl_from_history` | 历史回填；**跳过已冻结 U** |
+| `sell_spot_after_options_sync` / `sweep_spot_after_options_flat` | 平仓后残留币扫尾，推动账户结算 |
+
+### 7.3 双账清晰
+
+| 账本 | 看见什么 |
+|------|----------|
+| 钱包（顶栏） | 交易所余额，随划转变 |
+| 盈亏账 | 冻结历史 + 浮盈；划转不改已冻结单 |
+
+---
+
+## 8. 条件单
+
+### 8.1 定位
+
+中控下发「价格带触发 → 自动开仓 → 挂目标/止盈 → 等平仓结束」的自动化；与面板互斥：有活跃条件单时**锁定手动开仓**（`cond_order_blocks_manual_open_msg`）。
+
+### 8.2 入口
+
+| API | 作用 |
+|-----|------|
+| `GET/POST /api/hub/options/cond_orders` | 列表 / 创建 |
+| `POST .../<hub_order_id>/cancel` | 取消 |
+| `POST .../exit` | 更新出场参数 |
+
+库：`options_cond_order_lib.py`。  
+Tick：监控循环 `run_cond_orders_tick` → `_tick_one`。
+
+### 8.3 生命周期
+
+```text
+Hub 创建（trigger_px, deviation_pct, 认购/认沽, 出场）
+  → options_cond_orders = armed
+  → 指数落入 band_bounds
+  → pick_nearest_itm_contract
+  → 走 open_coin_option_buy_full（同人工开仓：before 快照、买币、IOC）
+  → 挂目标位 / 止盈
+  → 等待仓位平坦 → _end_order
+  → 周四 23:00 等策略可 expire 未触发单
+```
+
+### 8.4 与主链关系
+
+- **不另建盈亏账本**；触发开仓后的卖回冻结与人工单相同。
+- 占用期间面板开仓按钮应不可用，避免双开破坏「一次一仓」。
+
+---
+
+## 9. 端到端对照表
+
+| 阶段 | 写库 / 状态 | 用户可见 | 消费方 |
+|------|-------------|----------|--------|
+| 开仓成功 | trade open + before + bridge holding | 持仓卡、浮盈 | 监控、禁划转 |
+| 期权已平、币未卖回 | 待结算 | 提示待卖回 | 统计不含已实现 |
+| 卖回成功 | after、realized、settled=1 | 复盘/统计定格 | 对账完成 |
+| 条件单 armed | cond_orders | 横幅锁定手动开仓 | 监控 tick |
+| 目标位/止盈触发 | 平仓执行 | 持仓消失→卖回→冻结 | 同平仓链 |
+
+---
+
+## 10. 关键文件索引
+
+| 主题 | 路径 |
+|------|------|
+| 路由 / 开平仓 API | `lib/options/options_register.py` |
+| 币本位开仓 | `lib/options/options_coin_open_lib.py` |
+| 现货桥 | `lib/options/options_spot_bridge_lib.py` |
+| 平仓执行 | `lib/options/options_close_exec_lib.py` |
+| 回收门控 | `lib/options/options_close_gate_lib.py` |
+| 目标位 | `lib/options/options_target_lib.py` |
+| 止盈 | `lib/options/options_profit_exit_lib.py` |
+| 账户盈亏 | `lib/options/options_account_pnl_lib.py` |
+| 统计 | `lib/options/options_stats_lib.py` |
+| 复盘 | `lib/options/options_review_*.py` |
+| 条件单 | `lib/options/options_cond_order_lib.py` |
+| 监控 | `lib/options/options_monitor_lib.py` |
+| Hub 快照 | `lib/options/options_hub_lib.py` |
+| Hub 路由 | `lib/hub/hub_bridge_register.py` |
+| Schema | `lib/options/options_db.py` |
+| 面板 | `lib/options/templates/options_panel.html`、`lib/common/static/options_panel.js` |
+
+---
+
+## 11. 维护时注意
+
+1. **改盈亏口径**：先改规格文档，再改 `options_account_pnl_lib` 与复盘/统计读取，避免三处漂移。  
+2. **改开仓默认尺寸**：同时看前端 `currentSizeMode`、HTML `checked`、后端 `_normalize_size_mode`（币本位勿再压成 `sheets`）。  
+3. **改门控秒数/缓冲**：代码默认、`env_ui_manifest` 文案与 `_RUNTIME_ENV_DEFAULTS` 一并对齐；已有 `.env` 旧值不会自动覆盖。  
+4. **条件单与手动开仓**：任何新开仓入口都要接 `cond_order_blocks_manual_open_msg`（或等价锁）。  
+5. **对账前提**：一次一仓 + 持仓禁划转 + 卖回后冻结；破坏任一前提，钱包差分将无法与单笔盈亏对齐。

docs/系统架构与技术实现.md

@@ -0,0 +1,478 @@
+# 系统架构与技术实现
+
+> 定位：描述本仓库（OKX 币本位期权实例）的整体架构、运行时、模块划分与关键技术实现。  
+> 配套文档：  
+> - 业务主链：[系统分析-期权主链条.md](./系统分析-期权主链条.md)  
+> - 盈亏规格：[规格-期权交易账户盈亏结算.md](./规格-期权交易账户盈亏结算.md)  
+> - 操作说明：[../使用说明.md](../使用说明.md)  
+> - 部署：[../部署文档.md](../部署文档.md) · 实盘：[实盘说明.md](./实盘说明.md)
+
+---
+
+## 1. 系统定位
+
+| 项 | 说明 |
+|----|------|
+| 角色 | 单交易所实例客户端（OKX），可独立使用，也可挂中控 `crypto_okx_hub` |
+| 主业务 | **币本位期权**：USDT → 买 ETH/BTC → 开期权 → 平仓 → 卖回 → 按交易户 USDT 差分冻结盈亏 |
+| 非目标 | 不再以永续实盘下单 / USDC 期权开仓 / 对冲计划为主路径（相关代码多已下线或残留） |
+
+三条控制面：
+
+```text
+┌─────────────┐     ┌──────────────────┐     ┌─────────────────┐
+│ 浏览器面板   │     │ 本机监控守护线程  │     │ 中控 Hub        │
+│ /options    │     │ options-monitor  │     │ /api/hub/*      │
+│ /api/options│     │ 目标/翻倍/条件单  │     │ 快照/条件单/全平 │
+└──────┬──────┘     └────────┬─────────┘     └────────┬────────┘
+       │                     │                        │
+       └─────────────────────┼────────────────────────┘
+                             ▼
+                    Flask app.py（单进程）
+                             │
+              ┌──────────────┼──────────────┐
+              ▼              ▼              ▼
+         SQLite         ccxt.okx        模拟 SimBroker
+       (crypto.db)    （实盘/公开行情）   （本地撮合）
+```
+
+---
+
+## 2. 技术栈
+
+| 层级 | 技术 | 说明 |
+|------|------|------|
+| 语言 / 运行时 | Python **3.10+** | 见 `README.md` / `requirements.txt` |
+| Web 框架 | Flask ≥3、<4 | `threaded=True`；Jinja2 模板 |
+| WSGI | Werkzeug | 开发/PM2 直跑 `app.py` |
+| 交易所 SDK | **ccxt** ≥4.2（`ccxt.okx`） | 期权 `defaultType=option`；可配 SOCKS |
+| HTTP / 代理 | requests、PySocks | `OKX_SOCKS_PROXY` |
+| 持久化 | **SQLite** 单文件 | 默认 `DB_PATH=crypto.db` |
+| 进程管理 | **PM2** | `ecosystem.config.cjs`：单实例、内存上限约 800M |
+| 前端 | **原生 JS/CSS** | 无 React/Vue/`package.json`；静态资源在 `lib/common/static/` |
+| 图像 | Pillow | 复盘/日记配图等 |
+
+部署约定（见部署文档）：常见路径 `/opt/crypto_okx`，端口 **`APP_PORT=5004`**（代码未配时 fallback 5000）。
+
+---
+
+## 3. 仓库与目录结构
+
+```text
+crypto_okx/
+├── app.py                 # 应用入口：装配路由、线程、交易所句柄
+├── ecosystem.config.cjs   # PM2
+├── requirements.txt
+├── .env / .env.example
+├── crypto.db              # 运行时 SQLite（勿提交）
+├── deploy/                # 安装 / 更新 / doctor 脚本
+├── docs/                  # 规格、架构、实盘说明
+├── templates/             # Flask 默认模板目录（少量）
+├── static/                # 上传等（如 images）
+└── lib/
+    ├── paths.py           # 仓库根、静态/模板路径
+    ├── options/           # 期权交易、监控、复盘、结算（核心）
+    ├── exchange/          # OKX 期权 API 封装、账本适配
+    ├── sim/               # 模拟钱包与 API hook
+    ├── hub/               # 中控 Bridge 鉴权与路由
+    ├── env/               # .env 读写、schema、配置页白名单
+    ├── instance/          # 壳层 UI、设置、embed、备份、仪表盘
+    ├── account_ledger/    # 资金流水同步
+    ├── market/            # 行情、K 线、精度
+    ├── trade/             # 入场模型/风控等（关键位等周边）
+    ├── key_monitor/       # 关键位监控
+    └── common/            # 公共工具 + static 前端资源
+```
+
+原则：**业务按包 install/register 挂到 Flask**，避免全部逻辑堆在 `app.py`；`app.py` 仍保留登录、部分关键位与全局交易所对象。
+
+---
+
+## 4. 启动与装配顺序
+
+### 4.1 引导流程
+
+```text
+load_env_file(.env) → os.environ
+  → Flask(__name__) + Session（含中控 iframe SameSite=None/Secure）
+  → attach_embed_templates / install_common_static
+  → 构建 ccxt.okx（永续句柄 + options 句柄，可带代理）
+  → 初始化 SQLite 核心表
+  → register_trade_records_api
+  → register_instance_dashboard_routes   # 仪表盘缓存线程
+  → install_account_ledger               # 账本同步线程
+  → register_instance_settings_routes
+  → start_backup_scheduler               # 定时备份线程
+  → install_sim_trading                  # 模拟模式 + hooks
+  → install_options_trading              # 期权路由 + options-monitor
+  → install_options_review
+  → install_instance_data_stats          # 资金采样线程
+  → register_hub_bridge_routes
+  → register_embed_routes                # /embed + live push
+  → __main__: key-monitor 后台线程 + app.run(threaded=True)
+```
+
+### 4.2 期权模块装配（要点）
+
+`install_options_trading`（`lib/options/options_register.py`）：
+
+1. `_build_cfg(app_module)`：注入 DB、交易所、预算、报价/下单回调等。  
+2. `register_options_routes`：页面与 `/api/options/*`。  
+3. `_register_options_hub_bridge`：把 `options_snapshot_fn` 等写入 `app.config["HUB_CTX"]`。  
+4. `_start_monitor_thread`：若 `OKX_OPTIONS_ENABLED`，拉起 `options-monitor`。
+
+---
+
+## 5. 运行时架构
+
+### 5.1 进程模型
+
+| 单元 | 数量 | 说明 |
+|------|------|------|
+| PM2 应用 `crypto_okx` | 1 | `python app.py`，`PYTHONPATH` 指向仓库根 |
+| Flask 请求线程 | 多 | `threaded=True` |
+| 守护线程 | 多个 | 见下表（均为 daemon） |
+
+### 5.2 守护线程一览
+
+| 线程（逻辑名） | 启动位置 | 职责 |
+|----------------|----------|------|
+| `background_task` / 关键位监控 | `app.py` `__main__` | 按 `MONITOR_POLL_SECONDS` 轮询关键位规则 |
+| `options-monitor` | `options_register` | 目标位平仓、翻倍出场、条件单 tick、持仓同步、卖回扫尾 |
+| `okx-backup-scheduler` | `backup_lib` | 定时备份 |
+| `account-ledger-okx` | `account_ledger` | 交易所资金流水同步 |
+| `instance-dashboard-poll` | dashboard cache | 仪表盘数据缓存 |
+| `instance-cash-sample` | data stats | 资金样本 |
+| `instance-live-push` | embed live | SSE/推送类 |
+
+短生命周期线程：日记/复盘异步出图（`journal-chart-*`、`options-review-chart-*`）。
+
+### 5.3 配置三层
+
+```text
+① .env 文件（启动 load + env 页写入）
+② os.environ（进程环境）
+③ SQLite app_runtime_settings
+     · trading.mode = sim | live
+     · display.*     导航显示偏好
+     · env.<KEY>     热更新覆盖（runtime_config_lib）
+```
+
+读取顺序（热更场景）：运行时覆盖 → 环境变量 → 代码默认（`env_ui_manifest._RUNTIME_ENV_DEFAULTS`）。  
+部分键改后需 **保存并重启**（见 `env_schema` 的 restart 标记）。
+
+---
+
+## 6. 分层架构
+
+```text
+┌──────────────────────────────────────────────────────────┐
+│ 表现层  Jinja 模板 + vanilla JS（options_panel.js 等）     │
+├──────────────────────────────────────────────────────────┤
+│ 接入层  Flask routes（options_register / hub / settings） │
+├──────────────────────────────────────────────────────────┤
+│ 领域编排  coin_open / close_exec / cond_order / monitor   │
+│           account_pnl / stats / review                    │
+├──────────────────────────────────────────────────────────┤
+│ 基础设施  okx_options_lib(ccxt) · SQLite · sim broker     │
+│           env_file · wechat_notify · backup               │
+└──────────────────────────────────────────────────────────┘
+```
+
+| 层 | 代表路径 | 职责边界 |
+|----|----------|----------|
+| 表现 | `lib/options/templates/*`、`lib/common/static/options_*.js` | 交互、轮询、展示口径 |
+| 接入 | `options_register.py`、`hub_bridge_register.py`、`instance_settings_register.py` | HTTP、鉴权、参数归一 |
+| 编排 | `options_coin_open_lib.py`、`options_close_exec_lib.py`、`options_monitor_lib.py` | 多步业务流程、状态机 |
+| 领域规则 | `options_margin_mode_lib.py`、`options_close_gate_lib.py`、`options_account_pnl_lib.py` | 预算、门控、结算真源 |
+| 基础设施 | `okx_options_lib.py`、`options_db.py`、`sim/*` | IO 与持久化 |
+
+---
+
+## 7. 核心业务技术实现
+
+### 7.1 币本位开仓流水线
+
+**入口：** `POST /api/options/open` → `open_coin_option_buy_full`  
+**尺寸归一：** `_normalize_size_mode`（币本位保留 `budget_full` / `compound_full`；USDC 遗留才落到 `sheets`）
+
+```text
+门禁（模式 / 条件单锁 / 持仓上限 / 可卖币拒开）
+  → compute_coin_budget_usdt + plan_coin_open_by_budget
+  → fetch_trading_usdt → trading_usdt_before
+  → spot_market_buy_coin_with_usdt（× SPOT_BUY_BUFFER）
+       → options_spot_bridge = bought*
+  → place_option_limit_order（IOC @ 卖一）+ wait fill
+       失败 → 回滚卖币
+       成功 → bridge=holding，写入 options_trades(open, pnl_settled=0)
+  → 可选 upsert 目标位 / 翻倍出场 / 企微通知
+```
+
+关键文件：
+
+- `lib/options/options_coin_open_lib.py`  
+- `lib/options/options_spot_bridge_lib.py`  
+- `lib/options/options_margin_mode_lib.py`  
+- `lib/options/options_position_limit_lib.py`  
+- `lib/options/options_account_pnl_lib.py`
+
+### 7.2 平仓与自动出场
+
+| 通道 | 实现 | 门控 |
+|------|------|------|
+| 手动 / Hub 全平 | `close_option_by_bid1`（`require_recycle_gate=False`） | 流动性 |
+| 目标位 | `run_options_target_closes` → `close_option_by_bid_depth` | `options_close_gate_lib`（倍数 + 持续秒数） |
+| 翻倍出场 | `run_options_profit_exits` → `close_option_by_bid_profit_exit` | 回收 ≥ 权利金×(1+mult) |
+
+平仓后：`settle_closed_pnl`（币/费用侧）→ `maybe_sell_spot_after_close` → `try_settle_after_sellback`：
+
+```text
+realized_pnl_usdt = trading_usdt_after − trading_usdt_before
+pnl_settled = 1   # 冻结，业务路径不再改写
+```
+
+### 7.3 监控循环
+
+`options_monitor_loop`（`options_monitor_lib.py`）周期性执行，大致包括：
+
+- 同步交易所持仓 ↔ 本地 `options_trades`（纠偏误关仓等）  
+- 跑目标位 / 翻倍 / 条件单 tick  
+- 平仓后卖回扫尾、推动账户结算  
+- 历史盈亏回填（**跳过已冻结 U**）
+
+轮询间隔受期权相关 poll env / 内部 sleep 控制；与关键位监控线程相互独立。
+
+### 7.4 模拟盘技术实现
+
+| 组件 | 文件 | 作用 |
+|------|------|------|
+| 模式 | `sim/mode_lib.py` | `trading.mode` ∈ {sim, live}；启动默认 `SIM_DEFAULT_MODE` |
+| 撮合 | `sim/broker_lib.py` | `SimBroker`：公开买卖一进本地钱包/仓位 |
+| 注入 | `sim/hooks.py` | `apply_sim_hooks` / `patch_options_cfg`：把下单、划转等切到模拟实现 |
+| 表 | `sim/db_lib.py` | `sim_wallets`、`sim_option_positions`、`sim_ledger_entries` 等 |
+
+实盘闸门：`LIVE_TRADING_ENABLED`；模拟下即使有密钥也不应向交易所发真实期权单（由 hook 拦截）。
+
+### 7.5 复盘与统计（只读结算真源）
+
+```text
+options_trades（closed + settled）
+  → review sync → options_review_*
+  → stats：compute_options_stats_auto / header_options_stats_for_window
+```
+
+- 复盘：`options_review_lib.py` + `options_review_register.py`  
+- 统计：`options_stats_lib.py`  
+- 规则：未 `pnl_settled` 不计已实现；有账户快照的新单只读冻结 U  
+
+---
+
+## 8. 交易所集成
+
+### 8.1 ccxt 句柄
+
+`app.py` 构建：
+
+- `exchange`：通用 OKX（行情/部分账户）  
+- `exchange_options`：`defaultType=option`  
+
+期权细节封装：`lib/exchange/okx_options_lib.py`
+
+| 能力 | 示例 |
+|------|------|
+| 期权链 | `build_option_chain` |
+| 报价 | `quote_option_contract` |
+| 下单/撤单/等成交 | `place_option_limit_order`、`wait_option_order_full_fill` |
+| 持仓/余额 | `fetch_option_positions`、`fetch_options_balances` |
+| 划转 | `transfer_ccy` |
+| 流动性 | `option_buy_liquidity_ok`、买一深度裁剪 |
+
+凭证：`OKX_API_KEY` / `SECRET` / `PASSPHRASE`（遗留 `OKX_OPTIONS_API_*` 可回填）。  
+代理：`build_okx_ccxt_proxies()` ← `OKX_SOCKS_PROXY`。
+
+### 8.2 账户模式约束
+
+程序现货侧按 **合约模式 + cash** 假设编写；跨币种/组合保证金易触发 `tdMode` / `51010`。详见实盘说明。
+
+---
+
+## 9. 数据模型（SQLite）
+
+单库文件，多模块 `CREATE TABLE IF NOT EXISTS`。
+
+### 9.1 期权核心
+
+| 表 | 用途 |
+|----|------|
+| `options_trades` | 开平流水；`trading_usdt_before/after`、`realized_pnl_usdt`、`pnl_settled` |
+| `options_spot_bridge` | 买币/持币/待卖回/关闭 |
+| `options_target_monitors` | 指数目标位 |
+| `options_cond_orders` | 中控条件单状态机 |
+| `options_exchange_pnl_freeze` | 实盘历史盈亏冻结辅助 |
+| `options_transfer_log` / `options_convert_log` | 划转等日志 |
+| `options_history_hidden` | 历史隐藏 |
+
+### 9.2 复盘
+
+`options_review_trades`、`options_review_entries`、`options_review_sync_state`、`options_review_hidden`
+
+### 9.3 模拟
+
+`sim_wallets`、`sim_option_positions`、`sim_option_orders`、`sim_ledger_entries` 等
+
+### 9.4 实例壳层
+
+`app_runtime_settings`、`key_monitors`、`trade_records`、`account_ledger_*`、`instance_cash_samples` 等
+
+连接约定：业务路径多处 `sqlite3.connect(DB_PATH, timeout=…)` + `Row` factory；长事务与网络 IO 应拆分，避免「持锁等交易所」导致面板超时（历史踩坑点）。
+
+---
+
+## 10. 鉴权与中控 Bridge
+
+### 10.1 站点登录
+
+| 项 | 实现 |
+|----|------|
+| 账号 | `APP_USERNAME` / `APP_PASSWORD` |
+| Session | `session["logged_in"]`；`APP_SESSION_DAYS`；`FLASK_SECRET_KEY` |
+| 装饰器 | `login_required`；`/api/*` 未登录返回 JSON 401 |
+| 可关闭 | `APP_AUTH_DISABLED`（仅受信环境） |
+
+为支持中控 iframe：Cookie `SameSite=None` + `Secure`（按配置）。
+
+### 10.2 Hub 鉴权（`lib/hub/hub_bridge_auth.py`）
+
+| 机制 | 用途 |
+|------|------|
+| `HUB_BRIDGE_TOKEN` | M2M：`X-Hub-Token` 或 `Bearer`；`hmac.compare_digest` |
+| 短时 SSO | `/hub_sso?token=` → 建站内 session（TTL ~120s） |
+| 长时 embed | `embed_sso`（约 7 天）应对 iframe 第三方 Cookie 限制 |
+| 自动生成 | env 页首次打开可 `ensure_hub_bridge_token` 写入 `.env` |
+| CSP | `HUB_EMBED_FRAME_ANCESTORS` → `frame-ancestors` |
+
+### 10.3 Hub API 面（`hub_bridge_register.py`）
+
+| 方法 | 路径 | 作用 |
+|------|------|------|
+| GET | `/api/hub/options/snapshot` | 持仓/资金/条件单/流动性摘要 |
+| GET | `/api/hub/options/stats` | 窗口统计 |
+| POST | `/api/hub/options/close` | 买一限价**全平** |
+| GET/POST | `/api/hub/options/cond_orders` | 条件单 |
+| POST | `.../cancel` · `.../exit` | 取消 / 改出场 |
+| GET | `/api/hub/version` | 在线与版本 |
+| POST | `/api/hub/update` | 远程 pull + PM2 重启 |
+| GET | `/api/hub/backup/*` | 备份列表/下载 |
+
+快照构建：`options_hub_lib.build_options_hub_snapshot`。
+
+---
+
+## 11. 前端技术实现
+
+### 11.1 资源加载
+
+`install_common_static` 将 `lib/common/static/` 下白名单文件挂到 `/static/<name>`。  
+模板通过 `ChoiceLoader` 合并：`lib/instance/templates`、`lib/options/templates`、`lib/sim/templates` 等。
+
+### 11.2 期权前端模块
+
+| 文件 | 职责 |
+|------|------|
+| `options_panel.js` | 链、报价、下单尺寸模式、开平仓、轮询 |
+| `options_position_cards.js` | 持仓卡 UI |
+| `options_expiry_countdown.js` | 到期倒计时 |
+| `options_settings.js` | 设置内期权相关 |
+| `options_review.js` | 复盘页 |
+| `options_data_stats.js` | 统计展示 |
+| `hub_embed_auth.js` | 嵌入鉴权辅助 |
+| `instance_settings_prefs.js` | 导航显示等偏好 |
+
+交互模式：REST 轮询为主（链/持仓/报价）；无独立 Node 构建步骤。
+
+### 11.3 关键 API 前缀
+
+| 前缀 | 模块 |
+|------|------|
+| `/api/options/*` | 交易面板 |
+| `/api/options/review/*` | 复盘 |
+| `/api/sim/*` | 模拟资金 |
+| `/api/settings/*` | env/显示/密码等 |
+| `/api/hub/*` | 中控 |
+| `/api/admin/*` | 重启等 |
+| `/embed`、`/hub_sso` | 嵌入与 SSO |
+
+---
+
+## 12. 部署与运维技术点
+
+| 项 | 实现 |
+|----|------|
+| 进程 | PM2 `ecosystem.config.cjs`，`instances: 1` |
+| 更新 | 本机脚本 / 中控 `POST /api/hub/update`（git pull + restart） |
+| 备份 | `backup_lib` 定时 + 设置页手动；中控可下载 |
+| 代理 | `OKX_SOCKS_PROXY`；SSH 动态转发不由 PM2 托管 |
+| 日志 | PM2 日志 + Werkzeug；可静音 access log |
+| 健康 | `deploy/lib/doctor.sh`；中控看 `/api/hub/version` |
+
+---
+
+## 13. 关键设计决策（实现层）
+
+| 决策 | 原因 | 落点 |
+|------|------|------|
+| 单进程 + 多守护线程 | 部署简单、与 SQLite 单写者模型匹配 | PM2 instances=1 |
+| 盈亏真源=交易户 USDT 差分 | 与钱包可对账、避免指数重算漂移 | `options_account_pnl_lib` |
+| 一次一仓默认 | 差分对账前提 | `OKX_OPTIONS_MAX_ACTIVE_POSITIONS=1` |
+| 现货桥表 | 买币/卖回与期权生命周期解耦可重试 | `options_spot_bridge` |
+| Sim hook 而非第二套 UI | 同一面板切模拟/实盘 | `sim/hooks.py` |
+| Hub Token + SSO 双通道 | 机器调用与 iframe 人机登录分离 | `hub_bridge_auth` |
+| 前端无框架 | 运维机交付简单、无构建链 | `lib/common/static` |
+| USDC 开仓下线 | 主路径币本位 | margin mode 固定 coin |
+
+---
+
+## 14. 扩展与修改指引
+
+1. **新开仓入口**：必须接条件单锁、持仓上限、可卖币检查、before 快照。  
+2. **新统计展示**：只消费 `pnl_settled` 冻结值；勿在展示层重算账户差分。  
+3. **新自动平仓**：明确是否走 close_gate；与手动通道权限分开。  
+4. **改 env 默认**：同步代码默认、`env_ui_manifest` 文案与 `_RUNTIME_ENV_DEFAULTS`。  
+5. **避免在持 DB 锁时调交易所**：网络与写库分阶段，防止面板 API 超时。  
+6. **中控协议变更**：同步 `hub_bridge_register`、快照 `version` 与中控仓库解析逻辑。
+
+---
+
+## 15. 关键文件索引
+
+| 主题 | 路径 |
+|------|------|
+| 入口 | `app.py` |
+| 路径常量 | `lib/paths.py` |
+| 期权路由/监控启动 | `lib/options/options_register.py` |
+| 监控循环 | `lib/options/options_monitor_lib.py` |
+| 开仓 | `lib/options/options_coin_open_lib.py` |
+| 现货桥 | `lib/options/options_spot_bridge_lib.py` |
+| 平仓执行 | `lib/options/options_close_exec_lib.py` |
+| 账户结算 | `lib/options/options_account_pnl_lib.py` |
+| 条件单 | `lib/options/options_cond_order_lib.py` |
+| Hub 快照 | `lib/options/options_hub_lib.py` |
+| Hub 路由/鉴权 | `lib/hub/hub_bridge_register.py`、`hub_bridge_auth.py` |
+| 交易所 | `lib/exchange/okx_options_lib.py` |
+| 模拟 | `lib/sim/register.py`、`hooks.py`、`broker_lib.py` |
+| Env UI | `lib/env/env_ui_manifest.py`、`env_schema.py` |
+| 静态资源注册 | `lib/instance/instance_static_lib.py` |
+| PM2 | `ecosystem.config.cjs` |
+
+---
+
+## 16. 文档关系
+
+```text
+使用说明.md          ← 操作员怎么用
+实盘说明.md          ← 交易所前置与实盘开关
+规格-…盈亏结算.md    ← 盈亏产品规则（真源）
+系统分析-期权主链条.md ← 业务功能链与数据流
+本文                   ← 软件架构与技术实现
+部署文档.md           ← 安装运维
+```

docs/规格-期权交易账户盈亏结算.md

@@ -0,0 +1,289 @@
+# 规格：期权盈亏双口径结算（一次一仓）
+
+> 状态：已定稿（2026-10-13 修订）  
+> 适用范围：币本位期权（模拟盘优先；实盘同规则）  
+> 目标：复盘可对账、数据统计跟期权历史一致；初始权利金 / 盈利率可展示；错账可脚本修复
+
+---
+
+## 1. 目标与原则
+
+### 1.1 要解决什么
+
+此前单笔盈亏混用多套口径，且卖回按开仓权利金封顶，导致：
+
+- 盈利单（如约 1.5 倍）在复盘被冻成亏损（账户差分在盈利币未卖回时结算）  
+- 复盘与数据统计共用账户冻结，与「历史币盈亏 × 卖回价」不一致  
+- 缺少初始权利金(U)、盈利率展示  
+
+### 1.2 原则
+
+| 原则 | 说明 |
+|------|------|
+| 双口径 | **A 复盘** = 交易账户 USDT 快照差分；**B 数据统计** = 期权历史币盈亏 × 平仓卖回价 |
+| 一次一仓 | 同一账户同一时间只允许一笔期权持仓 |
+| 卖光再结算 | A 口径：未卖光可卖标的币前，本单不冻结 |
+| 冻结 | A 结算完成后永不修改；B 按平仓卖回价冻结后不跟盘 |
+| 禁划转 | 持仓 / 待卖回期间禁止资金划转 |
+| 权利金不含多买 | 初始权利金 = 开仓指数 × 权利金币量（不含现货缓冲多买） |
+
+---
+
+## 2. 双口径定义
+
+### 2.1 口径 A — 真盈亏（复盘交易记录）
+
+```
+真盈亏(U) = 期权历史盈亏(币) × 平仓卖回价
+          − (权利金 × 开仓价 − 权利金 × 平仓卖回价)
+```
+
+- **币量**只用期权腿：`realized_pnl`（历史币盈亏，**已含**开/平手续费）、`premium_paid`（权利金）；**不含**现货多买/多卖数量  
+- **价格**只用开仓买币 VWAP、平仓卖回 VWAP；现货多余仓位只参与均价，**数量不进公式**  
+- 真盈亏**不再另扣**手续费（费已在历史币盈亏里）；复盘「期权手续费」列仅展示  
+- 无手续费时：`期权收回权利金×卖回价 − 权利金×开仓价`（收回=`premium_received`，不是账户全部现货）  
+
+**固定量 vs 一次冻结价：**
+
+| 字段 | 性质 |
+|------|------|
+| `premium_paid`（权利金币） | 开仓后**固定**，不再改 |
+| `realized_pnl`（期权腿币盈亏） | 平仓后**固定**，不再改 |
+| 开仓价 | 买币完成时算一次 VWAP 写入 `open_index_px`，**冻住** |
+| 卖回价 | 平仓卖回全部完成时算一次 VWAP 写入 `close_index_px`，**冻住** |
+| `realized_pnl_usdt` | 按上式计算；**刷新时用固定量+价重算**（可纠正旧错账） |
+
+- 卖回未完成 → 「待卖回」，不算真盈亏  
+- 缺价 → 「缺价未核」  
+- 复盘刷新：**不得**改权利金币量/币盈亏/已冻开仓价/卖回价；**要**按公式重算真盈亏 U  
+
+- **消费者**：期权复盘「期权交易记录」盈亏列、复盘 KPI、`realized_pnl_usdt` 冻结  
+- **不含**：现货多买差分当盈亏 / 账户 after−before  
+- 账户 `trading_usdt_before/after` 仅审计用，**不**作复盘真盈亏  
+
+### 2.2 口径 B — 期权历史 / 数据统计（仅期权腿）
+
+```
+期权腿盈亏(币) = 收回权利金 − 已付权利金 − 期权开/平手续费
+统计用 U ≈ 期权腿盈亏(币) × 平仓卖回价
+```
+
+- **消费者**：期权面板「期权历史」（币）、数据统计 / 顶栏窗口统计（折 U）  
+- **不含**现货；**不**做「开仓价 vs 卖回价」权利金 USDT 波动修正（那是口径 A）  
+- 与复盘真盈亏 A **独立**：`A = B − 权利金×(开仓价−卖回价)`  
+
+### 2.3 初始权利金、盈利率、期权手续费
+
+| 字段 | 定义 |
+|------|------|
+| 初始权利金(U) | `open_index_px × premium_paid`（不含 `budget_usdt` 多买） |
+| 盈利率（复盘） | `真盈亏A / initial_premium_usdt` |
+| 期权手续费(U) | 仅期权开/平：`open_fee×开仓指数 + close_fee×卖回价`（不含现货） |
+
+复盘「期权交易记录」须展示：初始权利金(U)、真盈亏(A)、盈利率、期权手续费(U)。
+
+---
+
+## 3. 产品规则
+
+### 3.1 开仓前
+
+1. 有可卖标的币（ETH/BTC）→ 拒开仓（粉尘低于现货最小可卖可忽略）。  
+2. 拍交易账户 USDT → `trading_usdt_before`。  
+3. 开仓前若有多次划转：以**开仓前最后一次划转完成后**的余额为准（即开仓瞬间余额）。  
+4. 开仓失败：回滚卖币，并拍**最新**资金快照（不留下脏 before / 半成品桥阻挡后续）。  
+5. 写入 `initial_premium_usdt = open_index_px × premium_paid`（开仓成功后）。  
+
+### 3.2 持仓中
+
+1. 划转按钮灰 + API 拒绝。  
+2. 面板合计盈亏（动态）= `Σ口径B已冻结` + `当前持仓浮盈`。  
+3. 本单未完成 A 结算前：复盘显示「待结算」，不写假 U。  
+
+### 3.3 平仓与卖回
+
+1. 系统可多次部分平仓；**以最后一次全部平仓完成**为准进入卖回。  
+2. 期权空仓后：**卖光**交易账户该标的可卖币（**禁止**用开仓权利金 `coin_bought` 封顶）。  
+3. `coin_bought` 仅用于开仓阶段清理过量买币，不作平仓卖回上限。  
+4. 卖回未完成（仍有可卖币）：桥保持待卖回，**不**进入 A 结算。  
+5. 真粉尘（低于现货最小）：可关桥并进入 A 结算（差额含粉尘损失）。  
+
+### 3.4 结算与冻结（A）
+
+1. `realized_pnl_usdt = after − before`，`pnl_settled=1`。  
+2. 此后不得因划转、指数、复盘同步、监控公式而修改。  
+3. 仅复盘读此冻结值。  
+
+### 3.5 划转
+
+| 时机 | 行为 |
+|------|------|
+| 无持仓、无待卖回 | 允许划转 |
+| 持仓中或待卖回 | 禁止划转 |
+| 划转后 | 只影响下一笔开仓前的 `usdt_before`；不重算已冻结 A/B |
+
+---
+
+## 4. 状态机
+
+```text
+IDLE
+  │  有可卖币? ──是──> 拒开仓
+  │  快照 trading_usdt_before（划转取最后一次后余额）
+  ▼
+OPENING ──失败──> 回滚卖币 → 最新资金快照 → IDLE
+  │ 成功（一次一仓）；写 initial_premium_usdt
+  ▼
+OPEN（禁划转）
+  │ 可多次部分平仓
+  ▼
+CLOSING（交易所仓位未清零则停留）
+  │ 仓位 = 0
+  ▼
+SELLING_SPOT（卖光可卖标的币；禁止权利金封顶）
+  │ 可卖币 < minSz（真粉尘）或已空
+  ▼
+SETTLE_A（after − before → 冻结；仅此态可写 pnl_settled=1）
+  ▼
+IDLE
+```
+
+**硬门禁**
+
+| 条件 | 行为 |
+|------|------|
+| OPEN / CLOSING / SELLING_SPOT | 禁止划转 |
+| 未进 SETTLE_A | 复盘 U 为待结算 |
+| pnl_settled=1 | 禁止覆盖 A |
+| SETTLE_A | 要求 open_positions=0 且无可卖标的币 |
+
+实现上可为显式状态字段，或由 `options_trades.status` + 桥状态 + `pnl_settled` 等价表达，但**结算入口必须统一校验门禁**。
+
+---
+
+## 5. 数据字段
+
+### 5.1 `options_trades`
+
+| 字段 | 含义 |
+|------|------|
+| `trading_usdt_before` | 开仓前交易账户 USDT |
+| `trading_usdt_after` | 卖光后交易账户 USDT |
+| `realized_pnl_usdt` | **口径 A** 冻结值 |
+| `pnl_settled` | 0/1，A 是否已冻结 |
+| `realized_pnl` | 币数量净盈亏（期权历史展示） |
+| `close_index_px` | 平仓/卖回价（口径 B 用） |
+| `open_index_px` | 开仓指数 |
+| `premium_paid` | 开仓权利金币量 |
+| `initial_premium_usdt` | 初始权利金 U = open_index × premium_paid |
+| `budget_usdt` | 买币花费（含缓冲），**不得**当权利金或 before |
+
+### 5.2 `options_review_trades`
+
+| 字段 | 含义 |
+|------|------|
+| `realized_pnl_total` | **仅口径 A**（或待结算空） |
+| `initial_premium_usdt` | 初始权利金 U |
+| `profit_rate` | A / 初始权利金（小数，如 1.5 = 1.5 倍） |
+
+### 5.3 `options_exchange_pnl_freeze`
+
+实盘统计辅助：历史 key → 口径 B 的 U 冻结。
+
+---
+
+## 6. 模块行为
+
+### 6.1 开仓 `open_coin_option_buy_full`
+
+1. 一次一仓 / 未完成桥检查；可卖币拒开。  
+2. `trading_usdt_before`；买币、下单、写库（`pnl_settled=0`，`initial_premium_usdt`）。  
+3. 桥 `coin_bought` 可记为权利金币量（供开仓清过量），**平仓卖回不得用其封顶**。  
+
+### 6.2 划转 `POST /api/options/transfer`
+
+持仓或桥 ∈ {bought, holding, pending_sell} → 拒绝。
+
+### 6.3 卖回与 A 结算
+
+`sell_residual_after_option_flat`（及 retry / sweep）：
+
+1. 空仓后卖光可用标的币（`coin_amount=None`）。  
+2. 仍有可卖 → 桥 `pending_sell`，返回未完成，**不结算**。  
+3. 仅粉尘/已空 → 关桥 → `try_settle_after_sellback`（内再校验无可卖币）→ A 冻结。  
+
+### 6.4 数据统计（口径 B）
+
+- `net_realized_pnl` / 胜率 / 盈亏比：历史币盈亏 × 卖回价。  
+- **不读** `pnl_settled` 账户差分。  
+- 数据统计页不得再打复盘 stats API 作为盈亏真源。  
+
+### 6.5 期权复盘（口径 A）
+
+- 同步本地已平：优先 `pnl_settled=1` 的 `realized_pnl_usdt`。  
+- 未结算：显示待结算，不导入假 U。  
+- 同步 `initial_premium_usdt`、`profit_rate`。  
+
+### 6.6 期权历史列表
+
+仍按**币**展示权利金/币盈亏；U 只用于复盘(A)与数据统计(B)。
+
+---
+
+## 7. 对账关系
+
+```
+口径 A: Σ 已冻结单笔 A + 期间净划转 ≈ 交易账户相对首笔 before 的累计变化
+口径 B: Σ (历史币盈亏 × 卖回价)     ≈ 面板数据统计已实现
+```
+
+差异应可归因：粉尘、滑点、手续费（A 内已含）；B 不含多买缓冲。
+
+---
+
+## 8. 非目标 / 不做
+
+- 不用 `budget_usdt` 当单笔盈利或初始权利金。  
+- 不用口径 A 覆盖数据统计，也不用口径 B 覆盖复盘。  
+- 持仓中不因行情重算已冻结 A/B。  
+- 不把期权历史列表强制改为 U。  
+
+---
+
+## 9. 历史数据修复
+
+对已错误冻结的账户差分（典型：币盈亏>0 且 A 为负，且 `coin_sold≈premium_paid≪premium_received`）：
+
+1. 回填 `initial_premium_usdt = open_index_px × premium_paid`。  
+2. 口径 B：按币盈亏 × 卖回价重算统计侧（含 `options_exchange_pnl_freeze`）。  
+3. 口径 A：卖回完整可重建则重算；否则 `pnl_settled=0` 标 `needs_resettle` / 异常，勿盲信错账。  
+4. 重刷 `options_review_trades.realized_pnl_total` / `profit_rate`。  
+
+脚本：`scripts/repair_options_dual_pnl.py`（dry-run → CSV → apply）。
+
+---
+
+## 10. 验收清单
+
+- [ ] 盈利约 1.5 倍单：卖回含盈利币；复盘 A 为正，约等于账户差分  
+- [ ] 卖回不得按开仓权利金封顶  
+- [ ] 仍有可卖币时不 `pnl_settled=1`  
+- [ ] 复盘展示初始权利金、盈利率  
+- [ ] 数据统计 = 历史币盈亏 × 卖回价，与复盘 A 可不同  
+- [ ] 开仓写入 before + initial_premium；失败有最新快照/回滚  
+- [ ] 持仓禁划转；空仓划转不影响已冻结  
+- [ ] 历史错账可用脚本修复  
+
+---
+
+## 11. 修订记录
+
+| 日期 | 说明 |
+|------|------|
+| 2026-10-09 | 初版：交易账户快照差分 + 一次一仓 + 持仓禁划转 + 卖回后冻结 |
+| 2026-10-13 | 修订：双口径 A/B；卖光再结算；初始权利金/盈利率；状态机；历史修复脚本 |
+| 2026-10-13 | 复盘「期权交易记录」盈亏与数据统计同口径 B；增加仅期权手续费展示 |
+| 2026-10-13 | 交易记录改回真盈亏 A；期权历史/统计仅期权腿 B，不含现货 |
+| 2026-10-13 | 真盈亏明确为卖光收回−买币；复盘禁止指数折 U 冒充；桥可回退 |
+| 2026-10-13 | 真盈亏改回权利金 USDT 波动式：币盈亏×卖回价−权利金×(开−平)；忽略多买 |
+| 2026-10-13 | 多笔买/卖回用 VWAP；卖完再结算；待卖回/缺价未核标记 |

lib/__init__.py

@@ -1 +1,4 @@
-"""crypto_monitor shared libraries."""
+# Copyright (c) 2026 马建军. All rights reserved.
+# Author: 马建军 | QQ: 253921841 | Email: 253921841@qq.com | Website: https://hyf2.cc
+# See COPYRIGHT in the repository root.
+"""crypto_okx shared libraries."""

lib/common/auto_transfer_daily_lib.py

@@ -1,130 +0,0 @@
-"""
-每日自动划转:北京时间指定整点小时内,将交易账户(AUTO_TRANSFER_TO)余额调整至目标额.
-
-- 交易账户 < 目标:从资金账户划入差额
-- 交易账户 > 目标:将多余划回资金账户
-- 有 active 持仓:不划转,写账簿并企业微信说明
-"""
-from __future__ import annotations
-
-from typing import Any, Callable
-
-
-def run_auto_transfer_once_per_day(
-    *,
-    enabled: bool,
-    bj_hour: int,
-    target_amount: float,
-    from_account: str,
-    to_account: str,
-    funds_decimals: int,
-    get_db: Callable[[], Any],
-    get_active_position_count: Callable[[Any], int],
-    get_account_usdt_total: Callable[[str], float | None],
-    execute_transfer_usdt: Callable[[float, str, str], tuple[bool, str, Any]],
-    send_wechat_msg: Callable[[str], None],
-    utc_now_dt: Callable[[], Any],
-    app_tz: Any,
-    utc_calendar_date_str: Callable[[], str],
-    app_now_str: Callable[[], str],
-    min_transfer: float = 0.01,
-) -> None:
-    if not enabled:
-        return
-    utc_dt = utc_now_dt()
-    bj = utc_dt.astimezone(app_tz)
-    if bj.hour != bj_hour:
-        return
-
-    transfer_day = utc_calendar_date_str()
-    conn = get_db()
-    exists = conn.execute(
-        "SELECT id FROM transfer_logs WHERE transfer_type=? AND transfer_day=?",
-        ("auto_daily", transfer_day),
-    ).fetchone()
-    if exists:
-        conn.close()
-        return
-
-    def _log(
-        amount: float,
-        fr: str,
-        to: str,
-        status: str,
-        message: str,
-        *,
-        commit_close: bool = True,
-    ) -> None:
-        conn.execute(
-            "INSERT INTO transfer_logs (transfer_type, transfer_day, amount, from_account, to_account, status, message) VALUES (?,?,?,?,?,?,?)",
-            ("auto_daily", transfer_day, amount, fr, to, status, message[:500]),
-        )
-        conn.commit()
-        if commit_close:
-            conn.close()
-
-    active = get_active_position_count(conn)
-    if active > 0:
-        msg = f"持仓中({active}笔),本次资金无划转"
-        _log(0, from_account, to_account, "skipped", msg)
-        send_wechat_msg(
-            f"自动划转:{msg}\n"
-            f"目标:{to_account} 调整至 {round(float(target_amount), funds_decimals)}U\n"
-            f"账簿日(UTC):{transfer_day}｜触发时刻(北京):{app_now_str()}"
-        )
-        return
-
-    target = round(float(target_amount), funds_decimals)
-    trade_bal = get_account_usdt_total(to_account)
-    if trade_bal is None:
-        _log(
-            0,
-            from_account,
-            to_account,
-            "failed",
-            f"读取{to_account}账户USDT失败",
-        )
-        return
-
-    trade = round(float(trade_bal), funds_decimals)
-    diff = round(target - trade, funds_decimals)
-
-    if abs(diff) < min_transfer:
-        _log(
-            0,
-            from_account,
-            to_account,
-            "skipped",
-            f"{to_account}账户已为{trade}U(目标{target}U)",
-        )
-        return
-
-    if diff > 0:
-        fr, to, amount = from_account, to_account, diff
-        action = "划入"
-    else:
-        fr, to, amount = to_account, from_account, round(abs(diff), funds_decimals)
-        action = "划出"
-
-    from_bal = get_account_usdt_total(fr)
-    if from_bal is not None and round(float(from_bal), funds_decimals) < amount:
-        cur = round(float(from_bal), funds_decimals)
-        _log(amount, fr, to, "failed", f"{fr}账户USDT不足,需{amount}U,当前{cur}U")
-        send_wechat_msg(
-            f"自动划转失败:{fr}余额不足,需{amount}U,当前{cur}U({action}至{to_account}目标{target}U)\n"
-            f"账簿日(UTC):{transfer_day}｜触发时刻(北京):{app_now_str()}"
-        )
-        return
-
-    ok, msg, _ = execute_transfer_usdt(amount, fr, to)
-    _log(amount, fr, to, "success" if ok else "failed", msg)
-    if ok:
-        send_wechat_msg(
-            f"自动划转成功:{to_account} {trade}U→目标{target}U,{action}{amount}U {fr}->{to}\n"
-            f"账簿日(UTC):{transfer_day}｜触发时刻(北京):{app_now_str()}"
-        )
-    else:
-        send_wechat_msg(
-            f"自动划转失败:计划{action}{amount}U {fr}->{to}(目标{target}U)\n原因:{msg}\n"
-            f"账簿日(UTC):{transfer_day}｜触发时刻(北京):{app_now_str()}"
-        )

lib/common/static/hub_embed_auth.js

@@ -0,0 +1,63 @@
+/**
+ * 中控 iframe 嵌入鉴权:跨站时第三方 Cookie 常被拦截,改用 embed_sso 头维持登录.
+ * 须在其它业务脚本之前加载.
+ */
+(function () {
+  "use strict";
+  var KEY = "hub_embed_sso";
+  try {
+    var q = new URLSearchParams(location.search || "");
+    var fromUrl = (q.get("embed_sso") || "").trim();
+    if (fromUrl) {
+      sessionStorage.setItem(KEY, fromUrl);
+      q.delete("embed_sso");
+      var next = location.pathname;
+      var rest = q.toString();
+      if (rest) next += "?" + rest;
+      next += location.hash || "";
+      history.replaceState(null, "", next);
+    }
+  } catch (_) {}
+
+  function currentToken() {
+    try {
+      return (sessionStorage.getItem(KEY) || "").trim();
+    } catch (_) {
+      return "";
+    }
+  }
+
+  function withAuthHeaders(init) {
+    var tok = currentToken();
+    if (!tok) return init;
+    init = init ? Object.assign({}, init) : {};
+    var headers;
+    try {
+      headers = new Headers(init.headers || {});
+    } catch (_) {
+      headers = new Headers();
+    }
+    if (!headers.has("X-Hub-Embed-SSO")) {
+      headers.set("X-Hub-Embed-SSO", tok);
+    }
+    init.headers = headers;
+    if (!init.credentials) init.credentials = "same-origin";
+    return init;
+  }
+
+  if (typeof window.fetch === "function") {
+    var origFetch = window.fetch.bind(window);
+    window.fetch = function (input, init) {
+      return origFetch(input, withAuthHeaders(init));
+    };
+  }
+
+  window.HubEmbedAuth = {
+    token: currentToken,
+    clear: function () {
+      try {
+        sessionStorage.removeItem(KEY);
+      } catch (_) {}
+    },
+  };
+})();

lib/common/static/instance_backup.js

@@ -0,0 +1,133 @@
+/**
+ * 系统设置 · 备份恢复
+ */
+(function (global) {
+  function statusEl() {
+    return document.getElementById("backup-status");
+  }
+
+  function setStatus(msg, isErr) {
+    const el = statusEl();
+    if (!el) return;
+    el.textContent = msg || "";
+    el.style.color = isErr ? "#fb7185" : "";
+  }
+
+  function fmtSize(n) {
+    const v = Number(n) || 0;
+    if (v < 1024) return v + " B";
+    if (v < 1024 * 1024) return (v / 1024).toFixed(1) + " KB";
+    return (v / (1024 * 1024)).toFixed(2) + " MB";
+  }
+
+  function escapeHtml(s) {
+    return String(s)
+      .replace(/&/g, "&amp;")
+      .replace(/</g, "&lt;")
+      .replace(/>/g, "&gt;")
+      .replace(/"/g, "&quot;");
+  }
+
+  async function loadList() {
+    const body = document.getElementById("backup-list-body");
+    if (!body) return;
+    body.innerHTML = '<tr><td colspan="4" class="muted">加载中…</td></tr>';
+    try {
+      const r = await fetch("/api/settings/backup/list", { credentials: "same-origin" });
+      const j = await r.json();
+      if (!j.ok) throw new Error(j.msg || "加载失败");
+      const dir = document.getElementById("backup-dir-label");
+      if (dir && j.backup_dir) dir.textContent = j.backup_dir;
+      const items = j.items || [];
+      if (!items.length) {
+        body.innerHTML = '<tr><td colspan="4" class="muted">暂无备份</td></tr>';
+        return;
+      }
+      body.innerHTML = items
+        .map(function (it) {
+          const name = escapeHtml(it.name || "");
+          return (
+            "<tr>" +
+            "<td><code style=\"font-size:.74rem\">" +
+            name +
+            "</code></td>" +
+            "<td>" +
+            escapeHtml(it.mtime_bj || "—") +
+            "</td>" +
+            "<td>" +
+            escapeHtml(fmtSize(it.size)) +
+            "</td>" +
+            "<td style=\"white-space:nowrap\">" +
+            '<a class="btn-secondary" style="padding:3px 8px;font-size:.74rem;text-decoration:none" href="/api/settings/backup/download/' +
+            encodeURIComponent(it.name) +
+            '">下载</a> ' +
+            '<button type="button" class="btn-del" style="padding:3px 8px;font-size:.74rem" data-backup-restore="' +
+            encodeURIComponent(it.name) +
+            '">恢复</button>' +
+            "</td>" +
+            "</tr>"
+          );
+        })
+        .join("");
+    } catch (e) {
+      body.innerHTML =
+        '<tr><td colspan="4" class="muted">' + escapeHtml(e.message || "加载失败") + "</td></tr>";
+    }
+  }
+
+  async function createBackup() {
+    setStatus("备份中…");
+    try {
+      const r = await fetch("/api/settings/backup/create", {
+        method: "POST",
+        credentials: "same-origin",
+        headers: { "Content-Type": "application/json" },
+        body: "{}",
+      });
+      const j = await r.json();
+      if (!j.ok) throw new Error(j.msg || "备份失败");
+      setStatus("已生成 " + (j.name || "备份"));
+      await loadList();
+    } catch (e) {
+      setStatus(e.message || "备份失败", true);
+    }
+  }
+
+  async function restoreBackup(name) {
+    if (!name) return;
+    if (!confirm("确定用该备份恢复?\n将覆盖 .env、数据库与复盘图片,建议恢复后重启。")) return;
+    setStatus("恢复中…");
+    try {
+      const r = await fetch("/api/settings/backup/restore", {
+        method: "POST",
+        credentials: "same-origin",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ name: name }),
+      });
+      const j = await r.json();
+      if (!j.ok) throw new Error(j.msg || "恢复失败");
+      setStatus(j.msg || "恢复完成");
+    } catch (e) {
+      setStatus(e.message || "恢复失败", true);
+    }
+  }
+
+  function boot() {
+    const root = document.querySelector("[data-backup-root]");
+    if (!root || root.dataset.bound === "1") return;
+    root.dataset.bound = "1";
+    const createBtn = document.getElementById("backup-create-btn");
+    const refreshBtn = document.getElementById("backup-refresh-btn");
+    if (createBtn) createBtn.addEventListener("click", createBackup);
+    if (refreshBtn) refreshBtn.addEventListener("click", loadList);
+    root.addEventListener("click", function (ev) {
+      const btn = ev.target.closest("[data-backup-restore]");
+      if (!btn) return;
+      const name = decodeURIComponent(btn.getAttribute("data-backup-restore") || "");
+      void restoreBackup(name);
+    });
+    void loadList();
+  }
+
+  global.InstanceBackup = { boot: boot, loadList: loadList };
+})(typeof window !== "undefined" ? window : globalThis);

lib/common/static/instance_embed.js

@@ -16,6 +16,7 @@
     records: "/records",
     stats: "/stats",
     risk_policy: "/risk_policy",
+    live_guide: "/live_guide",
     system_guide: "/system_guide",
     env_config: "/env_config",
     settings: "/settings",
@@ -154,6 +155,9 @@
           }
         }
       }
+      if (tab === "settings" && global.InstanceBackup && typeof global.InstanceBackup.boot === "function") {
+        global.InstanceBackup.boot();
+      }
     }
     if (!revisit) {
       if (typeof global.refreshAccountSnapshot === "function") {
@@ -358,6 +362,7 @@
     const hideTopBar =
       tab === "settings" ||
       tab === "risk_policy" ||
+      tab === "live_guide" ||
       tab === "system_guide" ||
       tab === "env_config" ||
       tab === "options_review";

lib/common/static/instance_mobile_nav.js

@@ -102,6 +102,7 @@
       records: "/records",
       stats: "/stats",
       risk_policy: "/risk_policy",
+      live_guide: "/live_guide",
       system_guide: "/system_guide",
       env_config: "/env_config",
       settings: "/settings",

lib/common/static/instance_page.css

@@ -4,14 +4,24 @@
 .order-entry-model-row select.order-entry-model-sub{min-width:7em;max-width:10rem}
 .order-leverage-hint{font-size:.78rem;color:#cfd3ef;white-space:nowrap;align-self:center}
         body{font-family:-apple-system,BlinkMacSystemFont,Segoe UI,Roboto,Helvetica Neue,Arial,sans-serif;background:#0b0d14;color:#eaeaea;padding:14px 12px}
-        /* 1920 左右用满:约 96vw / 1840,两侧留白更小 */
+        /* 普通屏:铺满可用宽度;带鱼屏再锁 1800(见下方 media) */
-        .container{width:100%;max-width:min(1840px,96vw);margin:0 auto;padding:0 clamp(6px,1vw,14px)}
+        .container{width:100%;max-width:none;margin:0 auto;padding:0 clamp(6px,1vw,14px)}
+        body[data-embed-shell="1"] .container{
+            width:100%;
+            max-width:min(1800px, 100%);
+            margin-left:auto;
+            margin-right:auto;
+            padding:0 clamp(6px,1vw,14px);
+        }
         .header{display:flex;flex-direction:column;align-items:center;gap:8px;margin-bottom:12px}
         .header h1{font-size:1.75rem;color:#dbe4ff;text-align:center;line-height:1.25}
         .exchange-tag{font-size:.82rem;font-weight:600;color:#b8f5d0;background:#14241e;border:1px solid #2d6a4f;padding:5px 14px;border-radius:999px;letter-spacing:.06em}
         .header-row{display:flex;align-items:center;gap:8px;flex-wrap:wrap;justify-content:center}
         .top-nav{display:grid;grid-template-columns:minmax(0,1fr) auto minmax(0,1fr);align-items:center;gap:10px 12px;margin-bottom:12px}
-        .top-nav-links{grid-column:2;display:flex;gap:8px;flex-wrap:wrap;justify-content:center;min-width:0}
+        .top-nav-links{grid-column:2;display:flex;gap:8px;flex-wrap:wrap;justify-content:center;align-items:center;min-width:0}
+        .top-nav-links > a{flex:0 0 auto;white-space:nowrap}
+        /* 兜底:若链接未包在 .top-nav-links 内,勿被 1fr|auto|1fr 拉成三列变形 */
+        .top-nav > a{justify-self:center;align-self:center;width:max-content;max-width:100%}
         .top-nav-spot-tickers{grid-column:3;justify-self:end;display:flex;flex-direction:column;gap:3px;min-width:0}
         .top-nav a{padding:6px 10px;border:1px solid #304164;border-radius:8px;background:#151a2a;color:#8fc8ff;text-decoration:none}
         .top-nav a.active{background:#2a3f6c;color:#dbe4ff}
@@ -165,11 +175,12 @@
             .panel-scroll,.pos-list{max-height:420px}
             .records-card .table-wrap{max-height:620px;overflow:auto}
         }
-        /* 带鱼屏(宽高比≥21:9):整页固定 1920 居中;不依赖视口宽度(避免 Win 缩放后失效) */
+        /* 带鱼屏:独立打开与中控内嵌内容均锁 1800 居中留白;工作台外壳由中控全屏 */
         @media (min-aspect-ratio: 21/9) {
-            .container{
+            .container,
+            body[data-embed-shell="1"] .container{
                 width:100%;
-                max-width:min(1920px, calc(100vw - 24px));
+                max-width:min(1800px, calc(100vw - 24px));
                 margin-left:auto;
                 margin-right:auto;
             }

lib/common/static/instance_settings_prefs.js

@@ -46,9 +46,8 @@
       options: "show_nav_options",
       "options-review": "show_nav_options_review",
       options_review: "show_nav_options_review",
-      "hedge-plan": "show_nav_hedge_plan",
-      hedge_plan: "show_nav_hedge_plan",
       risk_policy: "show_nav_risk_policy",
+      live_guide: "show_nav_live_guide",
       system_guide: "show_nav_system_guide",
       env_config: "show_nav_env_config",
     };
@@ -59,6 +58,11 @@
       .forEach((a) => {
         const tab = a.getAttribute("data-embed-tab") || (a.getAttribute("href") || "").replace(/^\//, "").split("?")[0];
         if (tab === "more") return;
+        if (tab === "hedge_plan" || tab === "hedge-plan") {
+          a.classList.add("nav-hidden");
+          a.style.display = "none";
+          return;
+        }
         const key = map[tab];
         if (!key) return;
         const show = navPrefShow(display, key);
@@ -70,6 +74,7 @@
 
   function pageNavAllowed(tab) {
     const d = DISPLAY();
+    if (tab === "hedge_plan" || tab === "hedge-plan") return false;
     const map = {
       dashboard: "show_nav_dashboard",
       account_ledger: "show_nav_account_ledger",
@@ -82,9 +87,8 @@
       options: "show_nav_options",
       "options-review": "show_nav_options_review",
       options_review: "show_nav_options_review",
-      "hedge-plan": "show_nav_hedge_plan",
-      hedge_plan: "show_nav_hedge_plan",
       risk_policy: "show_nav_risk_policy",
+      live_guide: "show_nav_live_guide",
       system_guide: "show_nav_system_guide",
       env_config: "show_nav_env_config",
     };
@@ -295,7 +299,21 @@
     }
     input.dataset.envKey = field.key;
     input.className = "env-field-input";
-    row.appendChild(input);
+    if (field.key === "HUB_BRIDGE_TOKEN" && !field.sensitive && field.type !== "bool" && field.type !== "select") {
+      const wrap = document.createElement("div");
+      wrap.className = "env-field-input-wrap env-field-input-wrap--copy";
+      wrap.appendChild(input);
+      const copyBtn = document.createElement("button");
+      copyBtn.type = "button";
+      copyBtn.className = "btn-secondary btn-sm env-copy-btn";
+      copyBtn.dataset.envCopy = "HUB_BRIDGE_TOKEN";
+      copyBtn.title = "复制 Token";
+      copyBtn.textContent = "复制";
+      wrap.appendChild(copyBtn);
+      row.appendChild(wrap);
+    } else {
+      row.appendChild(input);
+    }
     if (field.hidden) {
       row.hidden = true;
       row.style.display = "none";
@@ -397,41 +415,25 @@
 
   function syncOptionsSectionVisibility(body) {
     if (!body) return;
-    var margin = (envFieldValue(body, "OKX_OPTIONS_MARGIN_MODE", "coin") || "coin").toLowerCase();
+    // 仅币本位期权:USDC/永续相关 env 始终隐藏
-    var isCoin = margin !== "usdc";
+    var isCoin = true;
     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);
+      setEnvRowHidden(envFieldRowByKey(body, key), true);
     });
+    setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_MARGIN_MODE"), true);
+    setEnvRowHidden(envFieldRowByKey(body, "OKX_SHOW_PERP_FUNDS"), true);
 
-    // 门控子项:按模式显隐(仍受本位过滤)
+    setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN"), gateMode !== "premium");
-    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");
-
+    setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_COIN_BUDGET_USDT"), coinCompoundOn);
-    if (!isCoin) {
+    setEnvRowHidden(envFieldRowByKey(body, "OKX_OPTIONS_COIN_MAX_USDT"), !coinMaxOn);
-      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) {
@@ -635,12 +637,58 @@
     }
   }
 
+  async function copyTextToClipboard(text) {
+    const value = String(text || "");
+    if (!value) throw new Error("内容为空");
+    if (navigator.clipboard && navigator.clipboard.writeText) {
+      await navigator.clipboard.writeText(value);
+      return;
+    }
+    const ta = document.createElement("textarea");
+    ta.value = value;
+    ta.setAttribute("readonly", "");
+    ta.style.position = "fixed";
+    ta.style.left = "-9999px";
+    document.body.appendChild(ta);
+    ta.select();
+    const ok = document.execCommand("copy");
+    document.body.removeChild(ta);
+    if (!ok) throw new Error("复制失败");
+  }
+
+  async function copyEnvFieldValue(key, btn) {
+    const status = document.getElementById("env-config-status");
+    const input = document.querySelector('.env-field-input[data-env-key="' + key + '"]');
+    const value = input ? String(input.value || "").trim() : "";
+    try {
+      await copyTextToClipboard(value);
+      if (btn) {
+        const old = btn.textContent;
+        btn.textContent = "已复制";
+        btn.disabled = true;
+        setTimeout(() => {
+          btn.textContent = old || "复制";
+          btn.disabled = false;
+        }, 1200);
+      }
+      setStatus(status, "已复制到剪贴板");
+    } catch (e) {
+      setStatus(status, (e && e.message) || "复制失败", true);
+    }
+  }
+
   function installDelegatedHandlers() {
     if (document.documentElement.dataset.prefsDelegateBound === "1") return;
     document.documentElement.dataset.prefsDelegateBound = "1";
     document.addEventListener("click", (ev) => {
       const target = ev.target;
       if (!(target instanceof Element)) return;
+      const copyBtn = target.closest("[data-env-copy]");
+      if (copyBtn) {
+        ev.preventDefault();
+        void copyEnvFieldValue(copyBtn.getAttribute("data-env-copy") || "", copyBtn);
+        return;
+      }
       if (target.closest("#display-prefs-save")) {
         ev.preventDefault();
         void saveDisplayPrefs();

lib/common/static/instance_theme.css

@@ -626,6 +626,39 @@ html[data-theme="light"] .theme-toggle-btn.is-active {
   margin-left: auto;
 }
 
+.instance-logout-btn {
+  display: inline-flex;
+  align-items: center;
+  justify-content: center;
+  padding: 5px 12px;
+  font-size: 0.82rem;
+  line-height: 1.2;
+  color: var(--inst-muted, #9aa3b2);
+  background: transparent;
+  border: 1px solid rgba(255, 255, 255, 0.14);
+  border-radius: 8px;
+  text-decoration: none;
+  white-space: nowrap;
+  cursor: pointer;
+}
+
+.instance-logout-btn:hover {
+  color: var(--inst-text, #e8ecf4);
+  border-color: rgba(255, 255, 255, 0.28);
+  background: rgba(255, 255, 255, 0.04);
+}
+
+html[data-theme="light"] .instance-logout-btn {
+  color: #5b6472;
+  border-color: rgba(0, 0, 0, 0.12);
+}
+
+html[data-theme="light"] .instance-logout-btn:hover {
+  color: #1f2937;
+  border-color: rgba(0, 0, 0, 0.22);
+  background: rgba(0, 0, 0, 0.03);
+}
+
 .instance-header-toolbar-filter label {
   display: inline-flex;
   align-items: center;
@@ -661,9 +694,15 @@ html[data-theme="light"] .theme-toggle-btn.is-active {
   gap: 8px;
   flex-wrap: wrap;
   justify-content: center;
+  align-items: center;
   min-width: 0;
 }
 
+.top-nav-links > a {
+  flex: 0 0 auto;
+  white-space: nowrap;
+}
+
 .top-nav-spot-tickers {
   display: flex;
   flex-direction: column;
@@ -2684,6 +2723,24 @@ html[data-theme="light"] .journal-detail-img-thumb {
   box-sizing: border-box;
 }
 
+.env-field-input-wrap {
+  display: flex;
+  align-items: center;
+  gap: 8px;
+  min-width: 0;
+}
+
+.env-field-input-wrap .env-field-input {
+  flex: 1 1 auto;
+  min-width: 0;
+}
+
+.env-field-input-wrap--copy .env-copy-btn {
+  flex: 0 0 auto;
+  margin-top: 0;
+  white-space: nowrap;
+}
+
 .env-config-loading-wrap {
   padding: 24px;
   text-align: center;
@@ -3315,6 +3372,15 @@ html[data-theme="light"] .settings-side-export-label {
 html[data-theme="light"] .opt-chain-lev {
   color: #1a4a8a;
 }
+.opt-chain-delta {
+  font-variant-numeric: tabular-nums;
+  white-space: nowrap;
+  font-weight: 600;
+  color: #9ad5ff;
+}
+html[data-theme="light"] .opt-chain-delta {
+  color: #0b5cad;
+}
 .opt-be-dist-up {
   color: #5ee89a;
 }
@@ -3344,6 +3410,21 @@ html[data-theme="light"] .opt-be-dist-down {
   background: rgba(74, 124, 255, 0.45);
   box-shadow: inset 0 0 0 1px rgba(140, 175, 255, 0.6);
 }
+.options-page-wrap .opt-pick-btn:disabled,
+.options-page-wrap .opt-pick-btn.is-locked {
+  opacity: 0.42;
+  cursor: not-allowed;
+  color: #8b95a8;
+  background: rgba(20, 28, 44, 0.55);
+  border-color: rgba(80, 90, 110, 0.5);
+  box-shadow: none;
+}
+html[data-theme="light"] .options-page-wrap .opt-pick-btn:disabled,
+html[data-theme="light"] .options-page-wrap .opt-pick-btn.is-locked {
+  color: #7a8799;
+  background: rgba(148, 163, 184, 0.28);
+  border-color: rgba(148, 163, 184, 0.55);
+}
 .opt-strike-row.opt-row-selected td {
   background: rgba(74, 124, 255, 0.1);
 }
@@ -5483,12 +5564,89 @@ html[data-theme="light"] .opt-source-badge--oo {
   flex-wrap: wrap;
   justify-content: flex-end;
 }
+.opt-cond-order-card {
+  margin-bottom: 12px;
+  padding: 12px 14px;
+  border-radius: 10px;
+  border: 1px solid rgba(56, 189, 248, 0.35);
+  background: rgba(14, 42, 68, 0.72);
+}
+.opt-cond-order-card[hidden] {
+  display: none !important;
+}
+.opt-cond-order-head {
+  display: flex;
+  align-items: center;
+  gap: 10px;
+  flex-wrap: wrap;
+  margin-bottom: 8px;
+}
+.opt-cond-order-head strong {
+  font-size: 0.9rem;
+}
+.opt-cond-lock-note {
+  margin-left: auto;
+  font-size: 0.72rem;
+  color: #9ec0ff;
+}
+.opt-cond-st {
+  display: inline-block;
+  padding: 2px 8px;
+  border-radius: 999px;
+  font-size: 0.72rem;
+  font-weight: 700;
+}
+.opt-cond-st.is-armed {
+  color: #7dd3fc;
+  background: rgba(56, 189, 248, 0.16);
+}
+.opt-cond-st.is-trig {
+  color: #fbbf24;
+  background: rgba(251, 191, 36, 0.16);
+}
+.opt-cond-st.is-open {
+  color: #6ee7b7;
+  background: rgba(52, 211, 153, 0.16);
+}
+.opt-cond-order-grid {
+  display: grid;
+  grid-template-columns: repeat(auto-fill, minmax(160px, 1fr));
+  gap: 8px 12px;
+}
+.opt-cond-kv .k {
+  display: block;
+  font-size: 0.68rem;
+  color: #8ea0c0;
+}
+.opt-cond-kv .v {
+  font-weight: 600;
+  font-variant-numeric: tabular-nums;
+}
+.opt-cond-order-msg {
+  margin-top: 8px;
+  font-size: 0.72rem;
+  color: #c9d6f5;
+}
+html[data-theme="light"] .opt-cond-order-card {
+  border-color: rgba(14, 116, 144, 0.28);
+  background: rgba(224, 242, 254, 0.7);
+}
+html[data-theme="light"] .opt-cond-lock-note,
+html[data-theme="light"] .opt-cond-kv .k,
+html[data-theme="light"] .opt-cond-order-msg {
+  color: #35506e;
+}
+
 .opt-spot-sell-head {
   display: flex;
   align-items: center;
   gap: 10px;
   flex-wrap: wrap;
 }
+/* display:flex 会盖掉 UA [hidden] */
+.opt-spot-sell-head[hidden] {
+  display: none !important;
+}
 .opt-spot-sell-avail {
   font-size: 0.78rem;
   color: #c9d6f5;

lib/common/static/instance_theme.js

@@ -171,6 +171,8 @@
 
   function patchHubNavLinks(theme) {
     if (!isHubLinked()) return;
+    // embed 壳由 InstanceEmbed 软切 tab,勿改写为 /xxx?embed=1(会绕开壳落到 index 顶栏变形)
+    if (document.body && document.body.getAttribute("data-embed-shell") === "1") return;
     const t = normalize(theme || get());
     document
       .querySelectorAll(".top-nav a[href], .strategy-subnav a[href]")

lib/common/static/options_data_stats.js

@@ -0,0 +1,342 @@
+/**
+ * 实例数据统计:复盘 KPI + 已实现盈亏曲线.
+ */
+(function (global) {
+  "use strict";
+
+  var currentRange = "7d";
+  var booted = false;
+
+  function $(id) {
+    return document.getElementById(id);
+  }
+
+  function root() {
+    return $("options-data-stats");
+  }
+
+  function escapeHtml(s) {
+    return String(s == null ? "" : s)
+      .replace(/&/g, "&")
+      .replace(/</g, "&lt;")
+      .replace(/>/g, "&gt;")
+      .replace(/"/g, "&quot;");
+  }
+
+  function fmtPnl(v) {
+    if (v == null || v === "") return "—";
+    var n = Number(v);
+    if (Number.isNaN(n)) return "—";
+    return (n >= 0 ? "+" : "") + n.toFixed(2) + "U";
+  }
+
+  function fmtHold(sec) {
+    if (sec == null) return "—";
+    var s = Math.max(0, Number(sec) || 0);
+    if (s < 3600) return Math.round(s / 60) + "m";
+    if (s < 86400) return (s / 3600).toFixed(1) + "h";
+    return (s / 86400).toFixed(1) + "d";
+  }
+
+  function pnlClass(v) {
+    var n = Number(v);
+    if (Number.isNaN(n) || n === 0) return "";
+    return n > 0 ? "ods-pnl-pos" : "ods-pnl-neg";
+  }
+
+  function closeReasonLabel(r) {
+    var map = {
+      perp_tp: "永续止盈",
+      perp_sl: "永续止损",
+      oo_expiry_loss: "期期到期亏损",
+      oo_expiry_win: "期期到期盈利",
+      target_win_leg: "期期平盈利腿",
+      profit_rr_win_leg: "期期盈亏比达标·平盈利腿",
+    };
+    return map[r] || String(r || "未填");
+  }
+
+  function sourceType() {
+    var el = root();
+    return (el && el.getAttribute("data-source-type")) || "option_spot";
+  }
+
+  function setStatus(text) {
+    var el = $("ods-status");
+    if (el) el.textContent = text || "";
+  }
+
+  function renderGroup(title, items) {
+    if (!items || !items.length) return "";
+    var lines = items
+      .slice(0, 8)
+      .map(function (g) {
+        var keyLabel =
+          title === "对冲结束原因" ? closeReasonLabel(g.key) : String(g.key || "");
+        return (
+          '<div class="ods-stat-row">' +
+          '<span class="ods-stat-key">' +
+          escapeHtml(keyLabel) +
+          " · " +
+          g.count +
+          "笔</span>" +
+          '<span class="ods-stat-val">' +
+          fmtPnl(g.pnl_sum) +
+          " / 胜" +
+          (g.win_rate || 0) +
+          "%</span>" +
+          "</div>"
+        );
+      })
+      .join("");
+    return (
+      '<div class="ods-stat-card"><div class="ods-stat-card-title">' +
+      title +
+      "</div>" +
+      lines +
+      "</div>"
+    );
+  }
+
+  function loadReviewStats() {
+    var kpi = $("ods-kpi");
+    var groups = $("ods-stats-groups");
+    if (!kpi || !groups) return Promise.resolve();
+    // 口径 B:期权历史币盈亏×卖回价(/api/options/stats),与复盘账户差分独立
+    return fetch("/api/options/stats", { credentials: "same-origin" })
+      .then(function (r) {
+        return r.json();
+      })
+      .then(function (data) {
+        if (!data || !data.ok) {
+          kpi.innerHTML = '<div class="muted" style="font-size:.76rem">统计加载失败</div>';
+          groups.innerHTML = "";
+          return;
+        }
+        var unit = data.pnl_unit || "U";
+        var net = data.net_realized_pnl;
+        var avg =
+          data.total_closed > 0 && net != null
+            ? Number(net) / Number(data.total_closed)
+            : null;
+        kpi.innerHTML = [
+          ["已平笔数", data.total_closed || 0],
+          ["胜率", (data.win_rate || 0) + "%"],
+          ["盈亏比", data.profit_loss_ratio != null ? data.profit_loss_ratio : "—"],
+          ["累计盈亏", fmtPnl(net)],
+          ["平均盈利", data.avg_win != null ? fmtPnl(data.avg_win) : "—"],
+          ["平均亏损", data.avg_loss != null ? fmtPnl(-Math.abs(Number(data.avg_loss))) : "—"],
+          ["平均持有", fmtHold(data.avg_hold_sec)],
+        ]
+          .map(function (pair) {
+            var cls = "";
+            if (pair[0] === "累计盈亏") cls = pnlClass(net);
+            if (pair[0] === "平均盈利") cls = "pnl-pos";
+            if (pair[0] === "平均亏损") cls = "pnl-neg";
+            return (
+              '<div class="ods-kpi-tile"><div class="ods-kpi-label">' +
+              pair[0] +
+              '</div><div class="ods-kpi-value' +
+              (cls ? " " + cls : "") +
+              '">' +
+              pair[1] +
+              "</div></div>"
+            );
+          })
+          .join("");
+        groups.innerHTML =
+          '<div class="muted" style="font-size:.76rem">数据统计口径:期权历史盈亏×平仓卖回价(与复盘账户差分独立)。单位 ' +
+          unit +
+          (avg != null ? " · 笔均 " + fmtPnl(avg) : "") +
+          "</div>";
+      })
+      .catch(function () {
+        kpi.innerHTML = '<div class="muted" style="font-size:.76rem">统计加载失败</div>';
+        groups.innerHTML = "";
+      });
+  }
+
+  function fmtCash(v) {
+    if (v == null || Number.isNaN(Number(v))) return "—";
+    return Number(v).toFixed(2) + "U";
+  }
+
+  function drawCurve(points) {
+    var svg = $("ods-curve-svg");
+    if (!svg) return;
+    var W = 640;
+    var H = 240;
+    var padL = 48;
+    var padR = 12;
+    var padT = 16;
+    var padB = 28;
+    var stroke = getComputedStyle(document.body).getPropertyValue("--accent") || "#5aa0ff";
+    stroke = (stroke || "").trim() || "#5aa0ff";
+    var grid = "rgba(127,127,127,.22)";
+    var muted = "rgba(160,160,180,.75)";
+
+    if (!points || !points.length) {
+      svg.innerHTML =
+        '<text x="320" y="120" text-anchor="middle" fill="' +
+        muted +
+        '" font-size="13">暂无已实现盈亏数据</text>';
+      return;
+    }
+
+    var vals = points.map(function (p) {
+      return Number(p.v);
+    });
+    var ts = points.map(function (p) {
+      return Number(p.t);
+    });
+    var minV = Math.min.apply(null, vals);
+    var maxV = Math.max.apply(null, vals);
+    if (maxV - minV < 1e-6) {
+      minV -= 1;
+      maxV += 1;
+    }
+    var minT = ts[0];
+    var maxT = ts[ts.length - 1];
+    if (maxT <= minT) maxT = minT + 1;
+
+    function xOf(t) {
+      return padL + ((t - minT) / (maxT - minT)) * (W - padL - padR);
+    }
+    function yOf(v) {
+      return padT + (1 - (v - minV) / (maxV - minV)) * (H - padT - padB);
+    }
+
+    var path = points
+      .map(function (p, i) {
+        var x = xOf(p.t);
+        var y = yOf(p.v);
+        return (i ? "L" : "M") + x.toFixed(1) + "," + y.toFixed(1);
+      })
+      .join(" ");
+
+    var yTicks = [minV, (minV + maxV) / 2, maxV];
+    var gridHtml = yTicks
+      .map(function (v) {
+        var y = yOf(v);
+        return (
+          '<line x1="' +
+          padL +
+          '" y1="' +
+          y.toFixed(1) +
+          '" x2="' +
+          (W - padR) +
+          '" y2="' +
+          y.toFixed(1) +
+          '" stroke="' +
+          grid +
+          '" stroke-width="1"/>' +
+          '<text x="' +
+          (padL - 6) +
+          '" y="' +
+          (y + 4).toFixed(1) +
+          '" text-anchor="end" fill="' +
+          muted +
+          '" font-size="10">' +
+          Number(v).toFixed(0) +
+          "</text>"
+        );
+      })
+      .join("");
+
+    var last = points[points.length - 1];
+    svg.innerHTML =
+      gridHtml +
+      '<path d="' +
+      path +
+      '" fill="none" stroke="' +
+      stroke +
+      '" stroke-width="2" vector-effect="non-scaling-stroke"/>' +
+      '<circle cx="' +
+      xOf(last.t).toFixed(1) +
+      '" cy="' +
+      yOf(last.v).toFixed(1) +
+      '" r="3.5" fill="' +
+      stroke +
+      '"/>';
+  }
+
+  function loadCashCurve() {
+    var meta = $("ods-curve-meta");
+    return fetch("/api/instance/cash_curve?range=" + encodeURIComponent(currentRange), {
+      credentials: "same-origin",
+    })
+      .then(function (r) {
+        return r.json();
+      })
+      .then(function (data) {
+        if (!data || !data.ok) {
+          if (meta) meta.textContent = "曲线加载失败";
+          drawCurve([]);
+          return;
+        }
+        var pts = data.points || [];
+        drawCurve(pts);
+        if (meta) {
+          meta.textContent =
+            "已实现 " +
+            (data.trade_count != null ? data.trade_count + " 笔 · " : "") +
+            pts.length +
+            " 点 · 累计 " +
+            fmtCash(data.latest != null ? data.latest : pts.length ? pts[pts.length - 1].v : null);
+        }
+      })
+      .catch(function () {
+        if (meta) meta.textContent = "曲线加载失败";
+        drawCurve([]);
+      });
+  }
+
+  function reloadAll() {
+    setStatus("加载中…");
+    return Promise.all([loadReviewStats(), loadCashCurve()]).then(function () {
+      setStatus("");
+    });
+  }
+
+  function bindOnce() {
+    if (booted || !root()) return;
+    booted = true;
+    var btn = $("ods-reload-btn");
+    if (btn) {
+      btn.addEventListener("click", function () {
+        reloadAll();
+      });
+    }
+    document.querySelectorAll("#options-data-stats .ods-range-btn").forEach(function (b) {
+      b.addEventListener("click", function () {
+        currentRange = b.getAttribute("data-range") || "7d";
+        document.querySelectorAll("#options-data-stats .ods-range-btn").forEach(function (x) {
+          x.classList.toggle("active", x === b);
+        });
+        loadCashCurve();
+      });
+    });
+    // 默认 7 日更有曲线感;若用户点今日再切
+    var def7 = document.querySelector('#options-data-stats .ods-range-btn[data-range="7d"]');
+    if (def7) {
+      document.querySelectorAll("#options-data-stats .ods-range-btn").forEach(function (x) {
+        x.classList.toggle("active", x === def7);
+      });
+      currentRange = "7d";
+    }
+    reloadAll();
+  }
+
+  function bootIfPresent() {
+    if (root()) bindOnce();
+  }
+
+  if (document.readyState === "loading") {
+    document.addEventListener("DOMContentLoaded", bootIfPresent);
+  } else {
+    bootIfPresent();
+  }
+
+  // embed 软切 tab 时脚本可能再次插入
+  global.__OPTIONS_DATA_STATS_BOOT__ = bootIfPresent;
+})(typeof window !== "undefined" ? window : this);

lib/common/static/options_panel.js

@@ -8,8 +8,30 @@
 
   const panelCache = (window.__optionsPanelCache = window.__optionsPanelCache || {});
 
+  const allowedUnderlys = (function () {
+    const raw = String(root.dataset.allowedUnderlys || "ETH,BTC");
+    const list = raw
+      .split(",")
+      .map(function (s) {
+        return String(s || "")
+          .trim()
+          .toUpperCase();
+      })
+      .filter(function (u) {
+        return u === "ETH" || u === "BTC";
+      });
+    return list.length ? list : ["ETH", "BTC"];
+  })();
+  const bootUnderly = (function () {
+    const d = String(root.dataset.defaultUnderly || "ETH")
+      .trim()
+      .toUpperCase();
+    if (allowedUnderlys.indexOf(d) >= 0) return d;
+    return allowedUnderlys[0] || "ETH";
+  })();
+
   const state = {
-    underlying: root.dataset.defaultUnderly || "ETH",
+    underlying: bootUnderly,
     optType: "C",
     moneyFilter: "all",
     chainView: "list",
@@ -19,7 +41,7 @@
     budgetBuffer: (function () {
       const raw = root.dataset.budgetBuffer;
       const n = raw != null && raw !== "" ? Number(raw) : NaN;
-      return !Number.isNaN(n) && n > 0 ? n : 0.95;
+      return !Number.isNaN(n) && n > 0 ? n : 1;
     })(),
     chain: panelCache.chain || null,
     selectedInst: null,
@@ -30,6 +52,7 @@
     targetDraftByInst: {},
     /** 翻倍倍数草稿,避免轮询重绘把正在输入的值刷回 1 */
     profitExitDraftByInst: {},
+    condOrderLocked: false,
   };
 
   let lastGoodPositions = null;
@@ -78,7 +101,21 @@
 
   async function apiJson(url, opts) {
     const r = await fetch(url, Object.assign({ credentials: "same-origin" }, opts || {}));
-    return r.json();
+    const text = await r.text();
+    let data = null;
+    try {
+      data = text ? JSON.parse(text) : null;
+    } catch (e) {
+      if (/\/login/i.test(r.url || "") || /^\s*<!doctype/i.test(text) || /^\s*<html/i.test(text)) {
+        throw new Error("未登录或会话过期,请从中控重新打开工作台");
+      }
+      const snip = String(text || "").replace(/\s+/g, " ").slice(0, 100);
+      throw new Error("接口返回非 JSON(HTTP " + r.status + ")" + (snip ? ": " + snip : ""));
+    }
+    if (r.status === 401) {
+      throw new Error((data && data.msg) || "未登录或会话过期,请从中控重新打开工作台");
+    }
+    return data;
   }
 
   function orderPanel() {
@@ -89,14 +126,35 @@
     return document.getElementById("opt-order-panel-host");
   }
 
+  function applyCondPickLock() {
+    const locked = !!state.condOrderLocked;
+    document.querySelectorAll(".opt-pick-btn").forEach(function (btn) {
+      btn.disabled = locked;
+      btn.classList.toggle("is-locked", locked);
+      if (locked) {
+        btn.classList.remove("active");
+        btn.title = "中控条件单占用中,禁止手动开仓";
+        if (!btn.dataset.origText) btn.dataset.origText = "选择";
+        btn.textContent = btn.dataset.origText;
+      } else {
+        btn.removeAttribute("title");
+      }
+    });
+    const openBtn = document.getElementById("opt-open-btn");
+    if (openBtn && locked) {
+      openBtn.disabled = true;
+      openBtn.title = "中控条件单占用中,禁止手动开仓";
+    }
+  }
+
   function syncPickButtons(instId) {
     document.querySelectorAll(".opt-pick-btn").forEach(function (btn) {
-      const on = !!instId && btn.getAttribute("data-inst") === instId;
+      const on = !state.condOrderLocked && !!instId && btn.getAttribute("data-inst") === instId;
       btn.classList.toggle("active", on);
-      btn.disabled = false;
       if (!btn.dataset.origText) btn.dataset.origText = "选择";
       btn.textContent = on ? "已选" : btn.dataset.origText;
     });
+    applyCondPickLock();
   }
 
   function parkOrderPanel() {
@@ -282,9 +340,10 @@
     const el = document.querySelector('input[name="opt-size-mode"]:checked:not(:disabled)');
     if (el) return el.value;
     const any = document.querySelector('input[name="opt-size-mode"]:checked');
-    if (any && any.value === "compound_full" && !compoundFullEnabled()) return "sheets";
+    if (any && any.value === "compound_full" && !compoundFullEnabled()) return "budget_full";
     if (any && any.value === "budget_full" && compoundFullEnabled()) return "compound_full";
-    return "sheets";
+    // 默认按可用余额打满(复利开时等价全仓复利)
+    return compoundFullEnabled() ? "compound_full" : "budget_full";
   }
 
   function applyCompoundModeUi(compoundOn) {
@@ -336,13 +395,13 @@
         compoundRadio.checked = false;
         compoundRadio.disabled = true;
       }
-      // currentSizeMode 会把残留 compound 映射成 sheets,须实际勾选,避免无选中无法开仓
+      // 无有效选中时默认「按可用余额打满」
       const checkedOk = document.querySelector('input[name="opt-size-mode"]:checked:not(:disabled)');
       if (!checkedOk) {
-        const sheetsRadio = document.querySelector('input[name="opt-size-mode"][value="sheets"]');
+        const fullRadio = document.querySelector('input[name="opt-size-mode"][value="budget_full"]');
-        if (sheetsRadio) {
+        if (fullRadio) {
-          sheetsRadio.disabled = false;
+          fullRadio.disabled = false;
-          sheetsRadio.checked = true;
+          fullRadio.checked = true;
         }
       }
     }
@@ -418,7 +477,15 @@
   }
 
   function strikeTableColspan() {
-    return 9;
+    return state.chainView === "t" ? 9 : 10;
+  }
+
+  function fmtDelta(v) {
+    if (v === null || v === undefined || v === "") return "—";
+    const n = Number(v);
+    if (!Number.isFinite(n)) return "—";
+    const sign = n > 0 ? "+" : "";
+    return sign + n.toFixed(3);
   }
 
   function syncChainViewUI() {
@@ -637,7 +704,16 @@
 
   function pickBtnHtml(instId) {
     if (!instId) return "—";
-    return '<button type="button" class="btn-secondary opt-pick-btn" data-inst="' + instId + '">选择</button>';
+    const locked = !!state.condOrderLocked;
+    return (
+      '<button type="button" class="btn-secondary opt-pick-btn' +
+      (locked ? " is-locked" : "") +
+      '" data-inst="' +
+      instId +
+      '"' +
+      (locked ? ' disabled title="中控条件单占用中,禁止手动开仓"' : "") +
+      ">选择</button>"
+    );
   }
 
   function syncMoneyFilterButtons() {
@@ -1031,6 +1107,25 @@
     return "约 " + Number(v).toFixed(1) + "×";
   }
 
+  function calcPosLeverage(p) {
+    const direct = Number(p && (p.contract_leverage != null ? p.contract_leverage : p.leverage));
+    if (Number.isFinite(direct) && direct > 0) return direct;
+    const idx = Number(p && p.idx_px);
+    const amt = Number(p && p.eth_amount);
+    const prem = Number(p && p.premium_paid);
+    if (!Number.isFinite(idx) || !Number.isFinite(amt) || !Number.isFinite(prem) || amt <= 0 || prem <= 0) {
+      return null;
+    }
+    if (isCoinPos(p)) {
+      return Math.round((amt / prem) * 10) / 10;
+    }
+    return Math.round((idx * amt) / prem * 10) / 10;
+  }
+
+  function fmtPosLeverage(p) {
+    return fmtLeverage(calcPosLeverage(p));
+  }
+
   /** 链上展示:USDC=指数÷卖一(美元);币本位卖一为币报价 → 1÷卖一. */
   function calcAskLeverage(indexPx, askPx) {
     if (indexPx == null || askPx == null) return null;
@@ -1153,6 +1248,11 @@
 
   function finishStrikeRender(tbody, prevSelected, matchedSelected) {
     bindStrikePickButtons(tbody);
+    applyCondPickLock();
+    if (state.condOrderLocked) {
+      state.selectedInst = null;
+      return;
+    }
     if (matchedSelected && prevSelected) {
       selectContract(prevSelected, null, true);
     } else if (!matchedSelected) {
@@ -1216,6 +1316,7 @@
         "<td><code>" + c.inst_id + "</code></td>" +
         "<td class=\"opt-px-sz\">" + fmtPxSz(c.ask, c.ask_sz, c.ask_estimated) + "</td>" +
         '<td class="opt-chain-lev">' + fmtChainLeverage(chainLev) + "</td>" +
+        '<td class="opt-chain-delta" title="Delta">' + fmtDelta(c.delta) + "</td>" +
         "<td class=\"opt-px-sz\">" + fmtPxSz(c.bid, c.bid_sz) + "</td>" +
         "<td>" + (c.expiry_be_px != null ? fmt(c.expiry_be_px, 0) : "—") + "</td>" +
         '<td class="' + distBeClass(c.dist_expiry_be) + '">' + fmtDist(c.dist_expiry_be) + "</td>" +
@@ -1393,6 +1494,10 @@
   }
 
   async function selectContract(instId, pickBtn, silent) {
+    if (state.condOrderLocked) {
+      applyCondPickLock();
+      return null;
+    }
     const seq = ++selectSeq;
     state.selectedInst = instId;
     placeOrderPanelAfter(instId);
@@ -1637,6 +1742,10 @@
       '<span class="pos-meta-item">持仓来源: ' + sourceText(p) + "</span>" +
       '<span class="pos-meta-item">行权价: ' + fmt(p.strike, 0) + "</span>" +
       '<span class="pos-meta-item">张数: ' + fmt(p.pos, 0) + " · 币量 " + fmt(p.eth_amount, 4) + "</span>" +
+      '<span class="pos-meta-item" title="名义价值÷权利金,测算用">杠杆倍数: ' + fmtPosLeverage(p) + "</span>" +
+      '<span class="pos-meta-item" title="OKX deltaBS(单位 Delta)">Delta: ' +
+      fmtDelta(p.delta != null ? p.delta : p.delta_bs) +
+      "</span>" +
       (expAttr
         ? '<span class="pos-meta-item">到期倒计时: <span class="opt-expiry-cd" data-opt-exp-ms="' + expAttr + '">—</span></span>'
         : "") +
@@ -1645,6 +1754,9 @@
       '<div class="pos-cell"><span class="pos-label">权利金</span><span class="pos-value">' + premTxt + " " + premCcy + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">开仓均价</span><span class="pos-value">' + avgTxt + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">标记价</span><span class="pos-value">' + markTxt + "</span></div>" +
+      '<div class="pos-cell"><span class="pos-label">Delta</span><span class="pos-value" title="OKX deltaBS">' +
+      fmtDelta(p.delta != null ? p.delta : p.delta_bs) +
+      "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
       '<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
@@ -1674,6 +1786,21 @@
     return fmt(n, 2) + "倍";
   }
 
+  function profitExitHint(mult, req, premCcy) {
+    const n = Number(mult);
+    const m = Number.isFinite(n) && n > 0 ? n : 1;
+    const needFactor = 1 + m;
+    const factorTxt = Math.abs(needFactor - Math.round(needFactor)) < 1e-9
+      ? String(Math.round(needFactor))
+      : fmt(needFactor, 2);
+    let hint = formatProfitExitMultLabel(m) + "=盈利达权利金×" + fmt(m, 2)
+      + " → 需回收≥权利金×" + factorTxt;
+    if (req != null) {
+      hint += " · 即≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy;
+    }
+    return hint;
+  }
+
   function renderProfitExitRow(p) {
     const inst = p.inst_id || "";
     if (p.hedge_plan_target) {
@@ -1694,6 +1821,7 @@
     const statePe = String(p.profit_exit_state || (enabled ? "active" : "idle"));
     const req = p.profit_exit_required_recycle;
     const premCcy = posPremiumCcy(p);
+    const hintMult = Number.isFinite(multNum) && multNum > 0 ? multNum : serverMult;
     let statusTxt = enabled ? ("监控中 · " + multLabel) : "未开启";
     if (enabled && statePe === "closing") statusTxt = "平仓挂单中 · " + multLabel;
     return (
@@ -1710,7 +1838,7 @@
       '<span class="opt-target-armed">' + statusTxt + "</span>" +
       '<span class="muted opt-target-row-hint">' +
       (enabled
-        ? ("1倍=盈利=权利金" + (req != null ? (" · 需回收≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy) : ""))
+        ? profitExitHint(hintMult, req, premCcy)
         : "开启后自选倍数;达标按买一限价平;可随时关闭") +
       "</span>" +
       "</div>"
@@ -2227,26 +2355,53 @@
     return n.toFixed(8).replace(/\.?0+$/, "");
   }
 
+  function spotSellMinSz(ss, uly) {
+    const u = String(uly || "ETH").toUpperCase();
+    const fromApi = u === "BTC" ? Number(ss && ss.min_sz_btc) : Number(ss && ss.min_sz_eth);
+    if (Number.isFinite(fromApi) && fromApi > 0) return fromApi;
+    return u === "BTC" ? 0.00001 : 0.0001;
+  }
+
   function shouldShowSpotSellBanner(d, positions) {
-    if (!isCoinMarginMode()) return false;
+    // 仅当交易户有「可卖」(>= 现货 minSz)残留时展示;粉尘不展示、不提示重试
-    const ss = d && d.spot_sell;
+    const ss = (d && d.spot_sell) || {};
-    if (!ss) return false;
-    const hasCoinPos = (positions || []).some(function (p) { return isCoinPos(p); });
-    if (hasCoinPos) return false;
-    if (ss.bridge_status === "pending_sell_spot") return true;
     const eth = Number(ss.trading_eth || 0);
     const btc = Number(ss.trading_btc || 0);
-    return eth > 1e-12 || btc > 1e-12;
+    const ethOk = eth >= spotSellMinSz(ss, "ETH");
+    const btcOk = btc >= spotSellMinSz(ss, "BTC");
+    if (ethOk || btcOk) return true;
+    const hasCoinPos = (positions || []).some(function (p) { return isCoinPos(p); });
+    const coinMode =
+      isCoinMarginMode() ||
+      hasCoinPos ||
+      (d && d.options_margin_mode === "coin");
+    // 待卖回桥且仍有可卖数量时才露按钮(粉尘桥后端会关掉)
+    if (coinMode && ss.bridge_status === "pending_sell_spot") {
+      const bu = String(ss.bridge_underlying || "").toUpperCase();
+      const amt = bu === "BTC" ? btc : eth;
+      return amt >= spotSellMinSz(ss, bu || "ETH");
+    }
+    return false;
   }
 
   function spotSellUnderlying(ss) {
-    if (!ss) return (state.underlying || "ETH").toUpperCase();
+    const selected = (state.underlying || "ETH").toUpperCase();
-    if (ss.bridge_underlying) return String(ss.bridge_underlying).toUpperCase();
+    if (!ss) return selected;
+    const bridgeUly = String(ss.bridge_underlying || "").trim().toUpperCase();
     const eth = Number(ss.trading_eth || 0);
     const btc = Number(ss.trading_btc || 0);
-    if (btc > eth && btc > 1e-12) return "BTC";
+    const ethMin = spotSellMinSz(ss, "ETH");
-    if (eth > 1e-12) return "ETH";
+    const btcMin = spotSellMinSz(ss, "BTC");
-    return (ss.default_underly || state.underlying || "ETH").toUpperCase();
+    // 待卖回桥优先;否则优先当前选中标的上的可卖残留
+    if (bridgeUly === "BTC" || bridgeUly === "ETH") {
+      if (ss.bridge_status === "pending_sell_spot") return bridgeUly;
+    }
+    if (selected === "BTC" && btc >= btcMin) return "BTC";
+    if (selected === "ETH" && eth >= ethMin) return "ETH";
+    if (btc >= btcMin && btc >= eth) return "BTC";
+    if (eth >= ethMin) return "ETH";
+    if (bridgeUly === "BTC" || bridgeUly === "ETH") return bridgeUly;
+    return (ss.default_underly || selected || "ETH").toUpperCase();
   }
 
   function paintSpotSellBanner(d, positions) {
@@ -2271,6 +2426,90 @@
     head.hidden = false;
   }
 
+  function escHtml(s) {
+    return String(s)
+      .replace(/&/g, "&amp;")
+      .replace(/</g, "&lt;")
+      .replace(/>/g, "&gt;")
+      .replace(/"/g, "&quot;");
+  }
+
+  function condStatusLabel(st) {
+    const map = { armed: "待命", triggering: "触发中", open: "持仓中" };
+    return map[st] || st || "已接收";
+  }
+
+  function condStatusClass(st) {
+    if (st === "open") return "is-open";
+    if (st === "triggering") return "is-trig";
+    return "is-armed";
+  }
+
+  function paintCondOrderLock(d) {
+    const card = document.getElementById("opt-cond-order-card");
+    if (!card) return;
+    const order = d && d.cond_order;
+    const locked = !!(d && d.cond_order_locked);
+    const wasLocked = !!state.condOrderLocked;
+    state.condOrderLocked = locked || !!order;
+    if (state.condOrderLocked && !wasLocked) closeOrderDialog();
+    applyCondPickLock();
+    if (!order && !locked) {
+      card.hidden = true;
+      return;
+    }
+    const st = order ? String(order.status || "") : "";
+    const stEl = document.getElementById("opt-cond-order-st");
+    if (stEl) {
+      stEl.textContent = condStatusLabel(st);
+      stEl.className = "opt-cond-st " + condStatusClass(st);
+    }
+    const grid = document.getElementById("opt-cond-order-grid");
+    if (grid) {
+      if (!order) {
+        grid.innerHTML = "";
+      } else {
+        const put = String(order.opt_type || "").toUpperCase() !== "C";
+        const side = put ? "上穿 ≥" : "下穿 ≤";
+        const exitParts = [];
+        if (order.profit_exit_enabled) {
+          exitParts.push("翻倍×" + (order.profit_exit_mult != null ? order.profit_exit_mult : ""));
+        }
+        if (order.target_index != null && order.target_index !== "") {
+          exitParts.push("目标 " + order.target_index);
+        }
+        const items = [
+          ["标的", (order.underlying || "") + " " + (put ? "Put" : "Call")],
+          ["触发", side + " " + (order.trigger_px != null ? order.trigger_px : "—")],
+          ["偏离", order.deviation_pct != null ? order.deviation_pct + "%" : "—"],
+          ["最短到期", order.min_expiry_hours != null ? order.min_expiry_hours + "h" : "—"],
+          ["出场", exitParts.join(" · ") || "—"],
+          ["当前指数", order.last_index != null && order.last_index !== "" ? String(order.last_index) : "—"],
+        ];
+        if (order.opened_inst_id) {
+          items.push(["已开合约", String(order.opened_inst_id)]);
+        }
+        grid.innerHTML = items
+          .map(function (it) {
+            return (
+              '<div class="opt-cond-kv"><span class="k">' +
+              escHtml(it[0]) +
+              '</span><span class="v">' +
+              escHtml(it[1]) +
+              "</span></div>"
+            );
+          })
+          .join("");
+      }
+    }
+    const msgEl = document.getElementById("opt-cond-order-msg");
+    if (msgEl) {
+      const msg = (order && order.message) || (d && d.cond_order_msg) || "";
+      msgEl.textContent = msg ? String(msg) : "";
+    }
+    card.hidden = false;
+  }
+
   async function retrySpotSell() {
     const btn = document.getElementById("opt-spot-sell-retry-btn");
     const uly = (state.spotSellUnderlying || state.underlying || "ETH").toUpperCase();
@@ -2396,6 +2635,13 @@
     const list = resolvePositionsList(d);
     paintPositions(list);
     paintSpotSellBanner(d, list);
+    paintCondOrderLock(d);
+    if (typeof window.OptionsFundsSetTransferBlocked === "function") {
+      window.OptionsFundsSetTransferBlocked(
+        !!(d && d.transfer_blocked),
+        (d && d.transfer_block_msg) || "持仓或待卖回期间不可划转"
+      );
+    }
     const fromPos = list.reduce(function (targets, p) {
       if (!p) return targets;
       if (p.target_index != null) {
@@ -2741,6 +2987,8 @@
       btn.classList.add("active");
       state.underlying = btn.getAttribute("data-uly");
       loadChain();
+      // 切换 ETH/BTC 时重刷持仓区,以便「重试卖回」标的与当前选择同步
+      refreshAllPositions();
     });
   });
 

lib/common/static/options_position_cards.js

@@ -88,6 +88,38 @@
     return "";
   }
 
+  function isCoinPos(p) {
+    const mode = String((p && p.margin_mode) || "").toLowerCase();
+    if (mode === "coin") return true;
+    if (mode === "usdc") return false;
+    const ccy = String((p && p.premium_ccy) || "").toUpperCase();
+    if (ccy === "USDC") return false;
+    if (ccy === "BTC" || ccy === "ETH") return true;
+    const inst = String((p && p.inst_id) || "");
+    return inst.indexOf("-USD-") >= 0 && inst.indexOf("_UM") < 0;
+  }
+
+  function calcPosLeverage(p) {
+    const direct = Number(p && (p.contract_leverage != null ? p.contract_leverage : p.leverage));
+    if (Number.isFinite(direct) && direct > 0) return direct;
+    const idx = Number(p && p.idx_px);
+    const amt = Number(p && p.eth_amount);
+    const prem = Number(p && p.premium_paid);
+    if (!Number.isFinite(idx) || !Number.isFinite(amt) || !Number.isFinite(prem) || amt <= 0 || prem <= 0) {
+      return null;
+    }
+    if (isCoinPos(p)) {
+      return Math.round((amt / prem) * 10) / 10;
+    }
+    return Math.round((idx * amt) / prem * 10) / 10;
+  }
+
+  function fmtPosLeverage(p) {
+    const lev = calcPosLeverage(p);
+    if (lev == null || Number.isNaN(Number(lev))) return "—";
+    return "约 " + Number(lev).toFixed(1) + "×";
+  }
+
   function fmtPxSz(px, sz, tickSz) {
     if (px === null || px === undefined || Number.isNaN(Number(px))) return "—";
     let price = fmtOptionPx(px, tickSz);
@@ -224,6 +256,7 @@
       '<span class="pos-meta-item">持仓来源: ' + sourceText(p) + "</span>" +
       '<span class="pos-meta-item">行权价: ' + fmt(p.strike, 0) + "</span>" +
       '<span class="pos-meta-item">张数: ' + fmt(p.pos, 0) + " · 币量 " + fmt(p.eth_amount, 4) + "</span>" +
+      '<span class="pos-meta-item" title="名义价值÷权利金,测算用">杠杆倍数: ' + fmtPosLeverage(p) + "</span>" +
       (expAttr
         ? '<span class="pos-meta-item">到期倒计时: ' + expiryCdHtml(expAttr) + "</span>"
         : "") +

lib/common/static/options_review.js

@@ -14,7 +14,7 @@
     option_spot: {
       strategy: ["顺势", "反转"],
       direction: ["多", "空"],
-      entry: ["假突破", "结构突破"],
+      entry: ["假突破", "结构突破", "左侧条件单"],
     },
     hedge: {
       strategy: ["横盘", "趋势"],
@@ -32,11 +32,68 @@
   var tradesPages = 1;
   var reviewedPage = 0;
   var reviewedPages = 1;
+  var tradesListFp = "";
+  var reviewedListFp = "";
+  var statsFp = "";
 
   function $(id) {
     return document.getElementById(id);
   }
 
+  function listFingerprint(kind, data, rows) {
+    var parts = [
+      kind,
+      activeSource,
+      String((data && data.total) || 0),
+      String((data && data.page) || 0),
+      String((data && data.pages) || 0),
+    ];
+    (rows || []).forEach(function (t) {
+      var e = t.entry || {};
+      parts.push(
+        [
+          t.id,
+          t.realized_pnl_total,
+          t.profit_rate,
+          t.initial_premium_usdt,
+          t.option_fee_usdt,
+          t.status_raw,
+          t.reviewed ? 1 : 0,
+          t.opened_at,
+          t.closed_at,
+          t.hold_seconds,
+          t.reviewed_at,
+          t.strategy_tag || e.strategy_tag,
+          t.result_tag || e.result_tag,
+          t.direction_view || e.direction_view,
+          t.entry_logic || e.entry_logic,
+          t.source_label || t.source_type,
+          t.inst_id,
+          t.underlying,
+          t.direction,
+          t.plan_close_reason,
+        ].join("\u001f")
+      );
+    });
+    return parts.join("\u001e");
+  }
+
+  function statsFingerprint(data) {
+    try {
+      return JSON.stringify({
+        kpi: data.kpi || {},
+        by_source_type: data.by_source_type || [],
+        by_underlying: data.by_underlying || [],
+        by_strategy: data.by_strategy || [],
+        by_close_reason: data.by_close_reason || [],
+        by_hold_bucket: data.by_hold_bucket || [],
+        by_opt_type: data.by_opt_type || [],
+      });
+    } catch (_) {
+      return String(Date.now());
+    }
+  }
+
   function escapeHtml(s) {
     return String(s == null ? "" : s)
       .replace(/&/g, "&")
@@ -52,6 +109,37 @@
     return (n >= 0 ? "+" : "") + n.toFixed(2) + "U";
   }
 
+  function fmtPremiumU(v) {
+    if (v == null || v === "") return "—";
+    var n = Number(v);
+    if (Number.isNaN(n)) return "—";
+    return n.toFixed(2) + "U";
+  }
+
+  function fmtOptionFee(v) {
+    if (v == null || v === "") return "—";
+    var n = Number(v);
+    if (Number.isNaN(n)) return "—";
+    return n.toFixed(2) + "U";
+  }
+
+  function fmtProfitRate(v) {
+    if (v == null || v === "") return "—";
+    var n = Number(v);
+    if (Number.isNaN(n)) return "—";
+    // 存小数倍率(1.5=1.5倍);展示为百分比
+    return (n >= 0 ? "+" : "") + (n * 100).toFixed(1) + "%";
+  }
+
+  function resolveProfitRate(t) {
+    if (!t) return null;
+    if (t.profit_rate != null && t.profit_rate !== "") return Number(t.profit_rate);
+    var pnl = Number(t.realized_pnl_total);
+    var prem = Number(t.initial_premium_usdt);
+    if (!Number.isFinite(pnl) || !Number.isFinite(prem) || Math.abs(prem) < 1e-12) return null;
+    return pnl / prem;
+  }
+
   function fmtHold(sec) {
     if (sec == null) return "—";
     var s = Math.max(0, Number(sec) || 0);
@@ -168,10 +256,33 @@
   }
 
   function reloadAll() {
-    setSyncStatus("读取本地记录…");
+    // 软刷新:保留现有表格/KPI,数据变了才换 DOM,避免整页闪动
-    loadTrades({ sync: true });
+    setSyncStatus("刷新中…");
-    loadReviewed({ sync: false });
+    loadTrades({ sync: false, soft: true });
-    loadStats();
+    loadReviewed({ sync: false, soft: true });
+    loadStats({ soft: true });
+    backgroundSync();
+  }
+
+  function backgroundSync() {
+    setSyncStatus("同步本地记录…");
+    fetch("/api/options/review/sync", { credentials: "same-origin", method: "POST" })
+      .then(function (r) {
+        return r.json();
+      })
+      .then(function (data) {
+        if (data && data.ok === false) {
+          setSyncStatus("同步跳过,已显示本地缓存");
+          return;
+        }
+        setSyncStatus("本地记录已加载");
+        loadTrades({ sync: false, soft: true });
+        loadReviewed({ sync: false, soft: true });
+        loadStats({ soft: true });
+      })
+      .catch(function () {
+        setSyncStatus("同步跳过,已显示本地缓存");
+      });
   }
 
   function isHedgeSource(sourceType) {
@@ -325,12 +436,8 @@
   function beginListLoad(wrapId, soft) {
     var wrap = $(wrapId);
     if (!wrap) return null;
-    if (soft) {
+    // soft 刷新不打半透明:无变化时也不应闪;有变化时静默换表
-      if (!wrap.style.minHeight) {
+    if (!soft) {
-        wrap.style.minHeight = Math.max(wrap.offsetHeight, 1) + "px";
-      }
-      wrap.classList.add("or-list-loading");
-    } else {
       wrap.classList.remove("or-list-loading");
       wrap.style.minHeight = "";
     }
@@ -351,7 +458,8 @@
     if (!tbody) return;
     var wrap = beginListLoad("or-trades-wrap", soft);
     if (!soft) {
-      tbody.innerHTML = '<tr><td colspan="7" class="muted">加载中…</td></tr>';
+      tradesListFp = "";
+      tbody.innerHTML = '<tr><td colspan="10" class="muted">加载中…</td></tr>';
     }
     var p = baseQs();
     // 交易记录保留已复盘条目,不再只显示待复盘
@@ -365,7 +473,8 @@
       .then(function (data) {
         if (doSync) setSyncStatus("本地记录已加载");
         if (!data.ok) {
-          tbody.innerHTML = '<tr><td colspan="7" class="muted">加载失败</td></tr>';
+          tradesListFp = "";
+          tbody.innerHTML = '<tr><td colspan="10" class="muted">加载失败</td></tr>';
           endListLoad(wrap);
           return;
         }
@@ -374,10 +483,16 @@
           return;
         }
         var rows = data.trades || [];
+        var fp = listFingerprint("trades", data, rows);
+        if (soft && fp === tradesListFp) {
+          endListLoad(wrap);
+          return;
+        }
+        tradesListFp = fp;
         tradesCache = {};
         if (!rows.length) {
           tbody.innerHTML =
-            '<tr><td colspan="7" class="muted">暂无交易记录</td></tr>';
+            '<tr><td colspan="10" class="muted">暂无交易记录</td></tr>';
           endListLoad(wrap);
           return;
         }
@@ -386,6 +501,7 @@
             tradesCache[t.id] = t;
             var active = currentTradeId === t.id ? " or-row-active" : "";
             var reviewed = !!t.reviewed;
+            var pr = resolveProfitRate(t);
             var actionBtn = reviewed
               ? '<button type="button" class="btn or-review-btn" data-id="' +
                 t.id +
@@ -396,6 +512,17 @@
             var badgeExtra = reviewed
               ? ' <span class="or-badge" style="background:rgba(61,214,140,.2)">已复盘</span>'
               : "";
+            var stRaw = String(t.status_raw || "");
+            var needsMark = stRaw === "缺价未核";
+            var pendingSell = stRaw === "待卖回";
+            if (needsMark) {
+              badgeExtra +=
+                ' <span class="or-badge" style="background:rgba(255,170,60,.28)" title="缺开仓价或卖回价，未能按新公式更新期权盈亏">缺价未核</span>';
+            }
+            if (pendingSell) {
+              badgeExtra +=
+                ' <span class="or-badge" style="background:rgba(120,180,255,.28)" title="平仓卖回未完成（可能多笔），完成后按卖回VWAP结算期权盈亏">待卖回</span>';
+            }
             return (
               '<tr class="or-trade-row' +
               active +
@@ -410,10 +537,25 @@
               "<td>" +
               escapeHtml(tradeTitle(t)) +
               "</td>" +
+              "<td>" +
+              fmtPremiumU(t.initial_premium_usdt) +
+              "</td>" +
               '<td class="' +
               pnlClass(t.realized_pnl_total) +
               '">' +
-              fmtPnl(t.realized_pnl_total) +
+              (needsMark || pendingSell
+                ? '<span class="muted" title="' +
+                  (pendingSell ? "卖回未完成" : "未能按新公式更新") +
+                  '">—</span>'
+                : fmtPnl(t.realized_pnl_total)) +
+              "</td>" +
+              '<td class="' +
+              pnlClass(pr) +
+              '">' +
+              fmtProfitRate(pr) +
+              "</td>" +
+              "<td>" +
+              fmtOptionFee(t.option_fee_usdt) +
               "</td>" +
               '<td class="muted" style="font-size:12px;white-space:nowrap">' +
               escapeHtml(t.opened_at || "—") +
@@ -451,7 +593,8 @@
         endListLoad(wrap);
       })
       .catch(function () {
-        tbody.innerHTML = '<tr><td colspan="7" class="muted">加载失败</td></tr>';
+        if (doSync) setSyncStatus("加载失败");
+        tbody.innerHTML = '<tr><td colspan="10" class="muted">加载失败</td></tr>';
         endListLoad(wrap);
       });
   }
@@ -464,7 +607,8 @@
     if (!tbody) return;
     var wrap = beginListLoad("or-reviewed-wrap", soft);
     if (!soft) {
-      tbody.innerHTML = '<tr><td colspan="11" class="muted">加载中…</td></tr>';
+      reviewedListFp = "";
+      tbody.innerHTML = '<tr><td colspan="13" class="muted">加载中…</td></tr>';
     }
     var p = baseQs();
     p.set("reviewed", "1");
@@ -477,7 +621,8 @@
       })
       .then(function (data) {
         if (!data.ok) {
-          tbody.innerHTML = '<tr><td colspan="11" class="muted">加载失败</td></tr>';
+          reviewedListFp = "";
+          tbody.innerHTML = '<tr><td colspan="13" class="muted">加载失败</td></tr>';
           endListLoad(wrap);
           return;
         }
@@ -486,9 +631,15 @@
           return;
         }
         var rows = data.trades || [];
+        var fp = listFingerprint("reviewed", data, rows);
+        if (soft && fp === reviewedListFp) {
+          endListLoad(wrap);
+          return;
+        }
+        reviewedListFp = fp;
         reviewedCache = {};
         if (!rows.length) {
-          tbody.innerHTML = '<tr><td colspan="11" class="muted">暂无复盘记录</td></tr>';
+          tbody.innerHTML = '<tr><td colspan="13" class="muted">暂无复盘记录</td></tr>';
           endListLoad(wrap);
           return;
         }
@@ -498,23 +649,36 @@
             var entry = t.entry || {};
             var direction = t.direction_view || entry.direction_view || "";
             var entryLogic = t.entry_logic || entry.entry_logic || "";
+            var needsMarkR = String(t.status_raw || "") === "缺价未核";
             return (
               '<tr class="or-reviewed-row" data-id="' +
               t.id +
               '">' +
               "<td><span class=\"or-badge\">" +
               escapeHtml(t.source_label || t.source_type) +
-              "</span></td>" +
+              "</span>" +
+              (needsMarkR
+                ? ' <span class="or-badge" style="background:rgba(255,170,60,.28)" title="缺开仓价或卖回价，未能按新公式更新期权盈亏">缺价未核</span>'
+                : "") +
+              "</td>" +
               "<td>" +
               escapeHtml(tradeContractLabel(t)) +
               "</td>" +
               "<td>" +
               escapeHtml(direction || "—") +
               "</td>" +
+              "<td>" +
+              fmtPremiumU(t.initial_premium_usdt) +
+              "</td>" +
               '<td class="' +
               pnlClass(t.realized_pnl_total) +
               '">' +
-              fmtPnl(t.realized_pnl_total) +
+              (needsMarkR ? '<span class="muted" title="未能按新公式更新">—</span>' : fmtPnl(t.realized_pnl_total)) +
+              "</td>" +
+              '<td class="' +
+              pnlClass(resolveProfitRate(t)) +
+              '">' +
+              fmtProfitRate(resolveProfitRate(t)) +
               "</td>" +
               '<td class="muted" style="font-size:12px;white-space:nowrap">' +
               escapeHtml(t.opened_at || "—") +
@@ -551,7 +715,7 @@
         endListLoad(wrap);
       })
       .catch(function () {
-        tbody.innerHTML = '<tr><td colspan="11" class="muted">加载失败</td></tr>';
+        tbody.innerHTML = '<tr><td colspan="13" class="muted">加载失败</td></tr>';
         endListLoad(wrap);
       });
   }
@@ -713,7 +877,8 @@
 
   function resetChartOptions() {
     var cb = $("or-exchange-chart");
-    if (cb) cb.checked = false;
+    // 期权复盘:默认勾选后台生成 K 线
+    if (cb) cb.checked = true;
   }
 
   function renderDetailImages(images, opts) {
@@ -813,10 +978,14 @@
 
     var meta = $("or-detail-meta");
     if (meta) {
+      var pnlLabel = t.is_hedge ? "盈亏" : "期权盈亏";
       var cells = [
         ["标的", t.underlying || "—"],
         ["合约/计划", tradeTitle(t)],
-        ["盈亏", fmtPnl(t.realized_pnl_total)],
+        ["初始权利金", fmtPremiumU(t.initial_premium_usdt)],
+        [pnlLabel, fmtPnl(t.realized_pnl_total)],
+        ["盈利率", fmtProfitRate(resolveProfitRate(t))],
+        ["期权手续费", fmtOptionFee(t.option_fee_usdt)],
         ["持有", fmtHold(t.hold_seconds)],
         ["开仓时间", t.opened_at || "—"],
         ["平仓时间", t.closed_at || "—"],
@@ -826,6 +995,7 @@
         ["离场", e.exit_reason || "—"],
         ["按计划", e.followed_plan || "—"],
         ["入场逻辑", e.entry_logic || "—"],
+        ["入场周期", e.prev_entry_tf || "—"],
       ];
       if (t.is_hedge) {
         cells.push(["永续盈亏", fmtPnl(t.realized_pnl_perp)]);
@@ -837,7 +1007,7 @@
           if (pair[0] === "盈亏" || pair[0] === "永续盈亏" || pair[0] === "期权盈亏") {
             cls = pnlClass(t.realized_pnl_total);
             if (pair[0] === "永续盈亏") cls = pnlClass(t.realized_pnl_perp);
-            if (pair[0] === "期权盈亏") cls = pnlClass(t.realized_pnl_options);
+            if (pair[0] === "期权盈亏" && t.is_hedge) cls = pnlClass(t.realized_pnl_options);
           } else if (pair[0] === "结果") {
             cls = resultClass(e.result_tag);
           }
@@ -923,16 +1093,25 @@
     );
   }
 
-  function loadStats() {
+  function loadStats(opts) {
+    opts = opts || {};
+    var soft = !!opts.soft;
     var kpi = $("or-kpi");
     var groups = $("or-stats-groups");
     if (!kpi || !groups) return;
-    fetch("/api/options/review/stats?" + baseQs().toString(), { credentials: "same-origin" })
+    if (!soft) statsFp = "";
+    // 与 trades?sync=1 并行时不再二次同步,避免 SQLite database is locked
+    var qs = baseQs();
+    qs.set("sync", "0");
+    fetch("/api/options/review/stats?" + qs.toString(), { credentials: "same-origin" })
       .then(function (r) {
         return r.json();
       })
       .then(function (data) {
         if (!data.ok) return;
+        var fp = statsFingerprint(data);
+        if (soft && fp === statsFp) return;
+        statsFp = fp;
         var k = data.kpi || {};
         kpi.innerHTML = [
           ["笔数", k.total],
@@ -1094,6 +1273,7 @@
     ($("or-f-followed") || {}).value = "";
     ($("or-f-result") || {}).value = "";
     ($("or-f-entry") || {}).value = "";
+    ($("or-f-prev-tf") || {}).value = "";
     ($("or-f-note") || {}).value = "";
     setMoodTags("");
     resetUploadSlots();
@@ -1151,6 +1331,9 @@
         : (t.source_label || "") +
           (t.plan_close_reason ? " · " + closeReasonLabel(t.plan_close_reason) : "");
     ($("or-f-pnl") || {}).value = fmtPnl(t.realized_pnl_total);
+    ($("or-f-initial-prem") || {}).value = fmtPremiumU(t.initial_premium_usdt);
+    ($("or-f-profit-rate") || {}).value = fmtProfitRate(resolveProfitRate(t));
+    ($("or-f-option-fee") || {}).value = fmtOptionFee(t.option_fee_usdt);
     ($("or-f-hold") || {}).value = fmtHold(t.hold_seconds);
     setSelectValue($("or-f-strategy"), e.strategy_tag || "");
     setSelectValue($("or-f-direction"), e.direction_view || autoDirection(t));
@@ -1158,6 +1341,7 @@
     ($("or-f-followed") || {}).value = e.followed_plan || "";
     setSelectValue($("or-f-result"), e.result_tag || autoResultTag(t.realized_pnl_total));
     setSelectValue($("or-f-entry"), e.entry_logic || "");
+    setSelectValue($("or-f-prev-tf"), e.prev_entry_tf || "");
     ($("or-f-note") || {}).value = e.note || "";
     setMoodTags(e.mistake_tags);
     resetChartOptions();
@@ -1275,6 +1459,7 @@
       result_tag: ($("or-f-result") || {}).value || "",
       mistake_tags: collectMoodTags(),
       entry_logic: ($("or-f-entry") || {}).value || "",
+      prev_entry_tf: ($("or-f-prev-tf") || {}).value || "",
       note: ($("or-f-note") || {}).value || "",
       images: collectImages(),
     };

lib/common/static/options_settings.js

@@ -353,4 +353,32 @@
       intMsg: "opt-page-int-msg",
     });
   }
+
+  /** 持仓/待卖回时划转按钮置灰(规格). */
+  window.OptionsFundsSetTransferBlocked = function (blocked, msg) {
+    const idsList = [
+      ["opt-page-int-btn", "opt-page-int-all-btn", "opt-page-int-amount", "opt-page-int-msg"],
+      ["opt-set-int-btn", "opt-set-int-all-btn", "opt-set-int-amount", "opt-set-int-msg"],
+    ];
+    idsList.forEach(function (ids) {
+      const btn = document.getElementById(ids[0]);
+      const allBtn = document.getElementById(ids[1]);
+      const amount = document.getElementById(ids[2]);
+      const msgEl = document.getElementById(ids[3]);
+      [btn, allBtn].forEach(function (el) {
+        if (!el) return;
+        el.disabled = !!blocked;
+        el.style.opacity = blocked ? "0.45" : "";
+        el.title = blocked ? String(msg || "持仓中不可划转") : "";
+      });
+      if (amount) amount.disabled = !!blocked;
+      if (blocked && msgEl && msg) {
+        msgEl.textContent = String(msg);
+        msgEl.classList.add("text-warn");
+      } else if (!blocked && msgEl && /持仓|划转|卖回/.test(String(msgEl.textContent || ""))) {
+        msgEl.textContent = "";
+        msgEl.classList.remove("text-warn");
+      }
+    });
+  };
 })();

lib/common/static/symbol_live_price.js

@@ -1,5 +1,6 @@
 /**
  * 表单币种输入:防抖 + 定时刷新,展示交易所最新价(/api/order_defaults).
+ * BTC/ETH 在 order_defaults 无价时回退 /api/nav_spot_tickers(与顶栏同源).
  */
 (function (global) {
   "use strict";
@@ -65,6 +66,41 @@
     el.title = "交易所最新价(约 " + pollMs() / 1000 + "s 刷新)";
   }
 
+  function symbolBase(sym) {
+    return String(sym || "")
+      .trim()
+      .toUpperCase()
+      .split("/")[0]
+      .split(":")[0];
+  }
+
+  function fetchNavLast(sym) {
+    const base = symbolBase(sym);
+    if (base !== "BTC" && base !== "ETH") {
+      return Promise.resolve(null);
+    }
+    return fetch("/api/nav_spot_tickers")
+      .then(function (r) {
+        return r.json().catch(function () {
+          return null;
+        });
+      })
+      .then(function (d) {
+        if (!d || !d.ok || !Array.isArray(d.tickers)) return null;
+        for (let i = 0; i < d.tickers.length; i++) {
+          const t = d.tickers[i] || {};
+          if (String(t.base || "").toUpperCase() === base && t.last != null) {
+            const n = Number(t.last);
+            return Number.isFinite(n) && n > 0 ? n : null;
+          }
+        }
+        return null;
+      })
+      .catch(function () {
+        return null;
+      });
+  }
+
   function bindOne(el) {
     if (!el || bound.has(el)) return;
     bound.add(el);
@@ -87,6 +123,15 @@
       pollTimer = setInterval(refresh, pollMs());
     }
 
+    function applyPrice(sym, px) {
+      if (px === null || typeof px === "undefined") {
+        paint(el, sym, null, "无法读取交易所价格");
+        return;
+      }
+      paint(el, sym, px, "");
+      if (!pollTimer) startPoll();
+    }
+
     function refresh() {
       const symEl = $(symId);
       const sym = symbolValue(symEl);
@@ -116,21 +161,35 @@
           el.classList.remove("symbol-live-price--loading");
           const data = res.data || {};
           if (res.status >= 400 || !data || !data.ok) {
-            paint(el, sym, null, (data && data.msg) || "读取失败");
+            return fetchNavLast(sym).then(function (navPx) {
-            return;
+              if (seq !== fetchSeq) return;
+              if (navPx != null) {
+                applyPrice(sym, navPx);
+                return;
+              }
+              paint(el, sym, null, (data && data.msg) || "读取失败");
+            });
           }
           const px = data.last_price != null ? data.last_price : data.price;
           if (px === null || typeof px === "undefined") {
-            paint(el, data.symbol || sym, null, "无法读取交易所价格");
+            return fetchNavLast(sym).then(function (navPx) {
-            return;
+              if (seq !== fetchSeq) return;
+              applyPrice(data.symbol || sym, navPx);
+            });
           }
-          paint(el, data.symbol || sym, px, "");
+          applyPrice(data.symbol || sym, px);
-          if (!pollTimer) startPoll();
         })
         .catch(function () {
           if (seq !== fetchSeq) return;
           el.classList.remove("symbol-live-price--loading");
-          paint(el, sym, null, "网络错误");
+          fetchNavLast(sym).then(function (navPx) {
+            if (seq !== fetchSeq) return;
+            if (navPx != null) {
+              applyPrice(sym, navPx);
+              return;
+            }
+            paint(el, sym, null, "网络错误");
+          });
         });
     }
 

lib/env/env_schema.py

@@ -88,18 +88,13 @@ HOT_RELOAD_EXACT = frozenset({
     "APP_AUTH_DISABLED",
     "APP_SESSION_DAYS",
     "WECHAT_WEBHOOK",
-    "HEDGE_PLAN_ENABLED",
-    "HEDGE_PLAN_SHOW_PERP_OPTIONS",
-    "HEDGE_PLAN_SHOW_OPTIONS_OPTIONS",
     "OKX_SHOW_PERP_FUNDS",
+    "HUB_BRIDGE_TOKEN",
+    "HUB_EMBED_FRAME_ANCESTORS",
     "OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
     "OKX_OPTIONS_CHAIN_MAX_DTE_DAYS",
     "OKX_OPTIONS_MAX_DTE_DAYS",
     "OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
-    "OKX_OPTIONS_COMPOUND_FULL_ENABLED",
-    "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED",
-    "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC",
-    "OKX_OPTIONS_TRADE_BUDGET_USDC",
     "OKX_OPTIONS_BUDGET_BUFFER",
     "OKX_OPTIONS_COIN_COMPOUND",
     "OKX_OPTIONS_COIN_BUDGET_USDT",
@@ -107,33 +102,15 @@ HOT_RELOAD_EXACT = frozenset({
     "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",
-    "HEDGE_PLAN_OPTION_PRIMARY",
-    "HEDGE_PLAN_OPEN_ORDER",
-    "HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS",
-    "HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS",
-    "HEDGE_PLAN_OO_CLOSE_WINNER_ONLY",
-    "HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
-    "HEDGE_PLAN_OO_BIAS_SPLIT_BY",
-    "HEDGE_PLAN_OO_BIAS_RATIO",
-    "HEDGE_PLAN_BUDGET_BUFFER",
-    "HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
-    "HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
-    "MAX_ACTIVE_HEDGE_PLANS",
-    "HEDGE_PLAN_MONITOR_POLL_SECONDS",
-    "HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION",
 })
 
 SENSITIVE_EXACT = frozenset({
     "APP_PASSWORD",
     "FLASK_SECRET_KEY",
-    "HUB_BRIDGE_TOKEN",
     "OPENAI_API_KEY",
 })
 
@@ -164,26 +141,13 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
         ("spot", "spot 现货"),
     ),
     "TRANSFER_CCY": (("USDT", "USDT"),),
-    "HEDGE_PLAN_OO_BIAS_SPLIT_BY": (
-        ("budget", "预算金额"),
-        ("sheets", "张数"),
-    ),
     "OKX_TRADE_MODE": (
         ("options", "单独期权"),
-        ("options_options", "期期对冲"),
-    ),
-    "OKX_OPTIONS_MARGIN_MODE": (
-        ("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"),
-    ),
 }
 
 _SELECT_ALIASES: dict[str, dict[str, str]] = {
@@ -248,8 +212,6 @@ def _field_type(key: str, value: str) -> str:
         return "bool"
     if key.endswith("_ENABLED") or key.startswith("RISK_MOOD_") or key in (
         "OKX_SHOW_PERP_FUNDS",
-        "HEDGE_PLAN_SHOW_PERP_OPTIONS",
-        "HEDGE_PLAN_SHOW_OPTIONS_OPTIONS",
     ):
         return "bool"
     try:

lib/env/env_ui_manifest.py

@@ -20,15 +20,15 @@ from lib.env.env_schema import (
 # 合约计仓/杠杆/自动单等已从 env UI 移除;永续划转等见系统设置开关(默认关)
 _EXCHANGE_LIVE_FIELDS: dict[str, list[tuple[str, str, str]]] = {
     "okx": [
-        ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程,不向交易所发单(期权/对冲共用)"),
+        ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程,不向交易所发单(期权共用)"),
-        ("OKX_API_KEY", "API Key", "账户 API(永续腿+期权共用)"),
+        ("OKX_API_KEY", "API Key", "账户 API(期权共用)"),
-        ("OKX_API_SECRET", "API Secret", "账户 API(永续腿+期权共用)"),
+        ("OKX_API_SECRET", "API Secret", "账户 API(期权共用)"),
         ("OKX_API_PASSPHRASE", "API Passphrase", "OKX 必填"),
         ("OKX_ACCOUNT_LABEL", "账户备注", "企业微信推送中显示"),
         (
             "OKX_SHOW_PERP_FUNDS",
-            "显示永续资金",
+            "显示USDT资金/交易账户",
-            "默认关闭;开启后顶栏显示 USDT 资金/交易账户。币本位期权仍会显示交易账户以便买币",
+            "默认关闭;开启后顶栏显示 USDT 资金与交易账户。币本位期权买币仍会显示交易账户可用额",
         ),
     ],
     "binance": [
@@ -49,7 +49,7 @@ _EXCHANGE_LIVE_FIELDS: dict[str, list[tuple[str, str, str]]] = {
     ],
 }
 
-# 仅保留与期权/对冲产品相关的共享区块(永续执行/风控/冷静期/划转/当日资金已从 UI 移除)
+# 共享区块(企业微信等);对冲配置已从 UI 移除
 _SHARED_SECTIONS: list[dict[str, Any]] = [
     {
         "title": "企业微信",
@@ -58,83 +58,66 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
             ("WECHAT_TIMEOUT_SECONDS", "推送超时(秒)", "默认 10"),
         ],
     },
+    {
+        "title": "中控对接",
+        "fields": [
+            (
+                "HUB_BRIDGE_TOKEN",
+                "中控 Bridge Token",
+                "首次打开本页自动生成;复制到 crypto_okx_hub「添加实例」即可;也可手动改后保存",
+            ),
+            (
+                "HUB_EMBED_FRAME_ANCESTORS",
+                "允许嵌入的中控 Origin",
+                "选填。一般可留空;仅当中控 iframe 打不开时再填中控地址(空格分隔),或调试填 *",
+            ),
+        ],
+    },
 ]
 
-_MODE_SECTION: dict[str, Any] = {
-    "title": "期权/对冲模式",
-    "exchanges": frozenset({"okx"}),
-    "fields": [
-        (
-            "OKX_TRADE_MODE",
-            "交易模式",
-            "二选一:单独期权 / 期期对冲。选单独期权时隐藏对冲导航与对冲配置;选期期对冲时不可单独开期权。永期对冲(含合约腿)已从配置页移除",
-        ),
-    ],
-}
-
 _OPTIONS_SECTION: dict[str, Any] = {
     "title": "期权账户",
     "exchanges": frozenset({"okx"}),
     "fields": [
-        ("OKX_OPTIONS_ENABLED", "启用期权模块", "与永续共用上方 OKX_API_*;不再单独配置期权密钥"),
+        ("OKX_OPTIONS_ENABLED", "启用期权模块", "与上方 OKX_API_* 同源;不再单独配置期权密钥"),
         ("OKX_OPTIONS_ACCOUNT_LABEL", "期权账户备注", ""),
-        (
+        ("OKX_OPTIONS_BUDGET_BUFFER", "预算缓冲比例", "默认 1;币本位复利/固定预算共用"),
-            "OKX_OPTIONS_MARGIN_MODE",
-            "单笔期权本位",
-            "usdc=USDⓈ权利金;coin=币本位+USDT买币桥(默认)。有持仓/半成品桥时勿切换;改后需重启",
-        ),
-        (
-            "OKX_OPTIONS_TRADE_BUDGET_USDC",
-            "单笔预算(USDC)",
-            "仅 USDC 模式且全仓复利关闭时显示/生效;用于「按可用余额打满」及张数/币数上限",
-        ),
-        ("OKX_OPTIONS_BUDGET_BUFFER", "预算缓冲比例", "如 0.95;USDC 打满/全仓复利与币本位复利共用"),
         (
             "OKX_OPTIONS_COIN_COMPOUND",
-            "币本位按交易户USDT复利",
+            "按交易户USDT复利",
             "默认 true;预算=交易账户USDT×缓冲;关闭则用下方固定 USDT 预算×缓冲",
         ),
         (
             "OKX_OPTIONS_COIN_BUDGET_USDT",
-            "币本位固定预算(USDT)",
+            "固定预算(USDT)",
-            "仅币本位且复利关闭时生效",
+            "仅复利关闭时生效",
         ),
         (
             "OKX_OPTIONS_COIN_MAX_USDT_ENABLED",
-            "币本位单笔上限开关",
+            "单笔上限开关",
             "默认 false=靠人工转走控规模;true 时预算不超过下方 N U",
         ),
         (
             "OKX_OPTIONS_COIN_MAX_USDT",
-            "币本位单笔上限(USDT)",
+            "单笔上限(USDT)",
             "仅上限开关开启时生效",
         ),
         (
             "OKX_OPTIONS_COIN_SPOT_BUY_BUFFER",
-            "币本位现货买入缓冲",
+            "现货买入缓冲",
-            "相对权利金倍数,默认 1.10(=多买10%);也可写 0.10 表示+10%。按最大可开张数×卖一权利金×本缓冲买币,不全额兑换",
+            "相对权利金倍数,默认 1.05(=多买5%);也可写 0.05 表示+5%。按最大可开张数×卖一权利金×本缓冲买币,不全额兑换",
-        ),
-        (
-            "OKX_OPTIONS_COMPOUND_FULL_ENABLED",
-            "全仓复利开关",
-            "默认 true;仅 USDC 模式。开启时隐藏单笔预算且不可用打满预算,下单以全仓复利为主;关闭则恢复单笔预算并隐藏全仓复利",
-        ),
-        (
-            "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED",
-            "全仓复利上限开关",
-            "仅全仓复利开启时有意义;默认 false=不设上限用期权户全部可用;true 时按下方上限封顶",
-        ),
-        (
-            "OKX_OPTIONS_COMPOUND_FULL_CAP_USDC",
-            "全仓复利上限(USDC)",
-            "仅「全仓复利」且「上限开关」都开启时生效;例如 300",
         ),
         (
             "OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
             "期权持仓上限(笔)",
-            "仅「单独期权」模式生效;默认 0=不限制;按交易所期权合约笔数计数,同合约加仓不占新笔数",
+            "默认 1=一次一仓;0=不限制;按交易所期权合约笔数计数,同合约加仓不占新笔数",
         ),
-        ("OKX_OPTIONS_DEFAULT_UNDERLY", "默认标的", "如 ETH"),
+        (
+            "OKX_OPTIONS_UNDERLYINGS",
+            "标的白名单",
+            "逗号分隔,仅 ETH/BTC;只配一个则交易页只显示该标的(开仓/链/报价/条件单校验);资金页不受影响;默认 ETH,BTC",
+        ),
+        ("OKX_OPTIONS_DEFAULT_UNDERLY", "默认标的", "如 ETH;须在白名单内,否则取白名单第一项"),
         (
             "OKX_OPTIONS_CHAIN_MAX_DTE_DAYS",
             "期权链展示天数",
@@ -143,7 +126,7 @@ _OPTIONS_SECTION: dict[str, Any] = {
         (
             "OKX_OPTIONS_MAX_DTE_DAYS",
             "开仓最大剩余天数",
-            "默认 2;单独开期权时拒绝更远到期(与链展示天数独立)",
+            "默认 2;开仓时拒绝更远到期(与链展示天数独立)",
         ),
         (
             "OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
@@ -153,17 +136,12 @@ _OPTIONS_SECTION: dict[str, Any] = {
         (
             "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",
+            "premium=可回收≥权利金×倍数(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)",
+            "门控权利金倍数",
-            "仅 premium 模式;ETH/BTC 权利金仓默认 1.05",
+            "仅 premium 模式;默认 1.05",
         ),
         (
             "OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT",
@@ -173,98 +151,11 @@ _OPTIONS_SECTION: dict[str, Any] = {
         (
             "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",
+            "条件达标后需持续满足的秒数,默认 20",
         ),
     ],
 }
 
-# 对冲公共字段(不含已由 OKX_TRADE_MODE 取代的 ENABLED/SHOW/MUTUAL)
-_HEDGE_COMMON_FIELDS: list[tuple[str, str, str]] = [
-    ("HEDGE_PLAN_LIVE_ORDER", "允许对冲真实下单", "再与实盘 LIVE_TRADING_ENABLED 同开才可启动"),
-    (
-        "MAX_ACTIVE_HEDGE_PLANS",
-        "对冲组数上限",
-        "默认 1;同时进行中的对冲计划组数(opening/active/partial),可改",
-    ),
-    ("HEDGE_PLAN_MONITOR_POLL_SECONDS", "对冲监控轮询(秒)", "默认 15"),
-    (
-        "HEDGE_PLAN_BUDGET_BUFFER",
-        "对冲预算缓冲比例",
-        "默认 0.95;仅对冲计划;与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立",
-    ),
-    (
-        "HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
-        "半腿失败改手动补开",
-        "默认 true;开启时半腿失败不自动平,计划挂 partial,页面可补开;并强制关闭下方自动平",
-    ),
-    (
-        "HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION",
-        "半腿失败时自动平期权",
-        "默认 true;若上方「半腿失败改手动补开」开启则本项强制无效",
-    ),
-]
-
-_HEDGE_PO_FIELDS: list[tuple[str, str, str]] = [
-    (
-        "HEDGE_PLAN_OPTION_PRIMARY",
-        "永期模式(以期权为主/保险)",
-        "默认 true=以期权为主;false=保险模式;页面标题前显示标识,不可在页内切换",
-    ),
-    ("HEDGE_PLAN_OPEN_ORDER", "永期开仓顺序", "options_first 或 perp_first"),
-    ("HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS", "永期止损后强制平期权", "保护机制,建议保持 true"),
-    ("HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS", "永期止盈后强制平期权", "默认 false,保险腿不平"),
-    (
-        "HEDGE_PLAN_ITM_MAX_DIST_USD",
-        "永期实值最大深度(U)",
-        "默认空=沿用 OKX_OPTIONS_ITM_MAX_DIST_USD(常 30);0=不限制",
-    ),
-    (
-        "HEDGE_PLAN_MIN_OPTION_HOURS",
-        "对冲期权最低剩余小时",
-        "默认 8;测算/启动时若传 hours_to_expiry 则校验",
-    ),
-    (
-        "HEDGE_PLAN_MIN_OPTION_LEVERAGE",
-        "对冲期权最低杠杆(S/ask)",
-        "默认 0=不启用;>0 时拒绝杠杆过低的保险腿",
-    ),
-]
-
-_HEDGE_OO_FIELDS: list[tuple[str, str, str]] = [
-    ("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", "期期只平盈利腿", "达目标价只平盈利方"),
-    (
-        "HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
-        "期期平仓模式(方案C)",
-        "默认 true;开启后页面可选「到期平/全平」;关闭则固定到期平",
-    ),
-    (
-        "HEDGE_PLAN_OO_BIAS_SPLIT_BY",
-        "期期做多做空拆分口径",
-        "默认预算金额;budget=按权利金预算分两腿;sheets=先算同张数再按比例拆",
-    ),
-    (
-        "HEDGE_PLAN_OO_BIAS_RATIO",
-        "期期做多做空主腿占比",
-        "默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
-    ),
-]
-
-# 兼容旧测试/全量字段列表(写 env 时仍允许这些键,但 UI 按模式过滤)
-_HEDGE_PLAN_SECTION: dict[str, Any] = {
-    "title": "对冲计划",
-    "exchanges": frozenset({"okx"}),
-    "fields": [
-        ("HEDGE_PLAN_ENABLED", "启用对冲计划", "已由「交易模式」取代,一般无需再改"),
-        ("HEDGE_PLAN_SHOW_PERP_OPTIONS", "显示永期对冲", "已由「交易模式」取代"),
-        ("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "显示期期对冲", "已由「交易模式」取代"),
-        ("HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE", "对冲与期权互斥门控", "已由「交易模式」三选一取代"),
-        *_HEDGE_COMMON_FIELDS,
-        *_HEDGE_PO_FIELDS,
-        *_HEDGE_OO_FIELDS,
-    ],
-}
-
-
 # 与运行时 os.getenv 默认一致;.env 未写明时展示实际生效值(同风控说明页)
 _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
     "RISK_CONTROL_ENABLED": "true",
@@ -276,46 +167,31 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
     "AUTO_TRANSFER_FROM": "funding",
     "AUTO_TRANSFER_TO": "swap",
     "TRANSFER_CCY": "USDT",
-    "HEDGE_PLAN_SHOW_PERP_OPTIONS": "false",
-    "HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "false",
     "OKX_SHOW_PERP_FUNDS": "false",
     "OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED": "true",
     "OKX_OPTIONS_CHAIN_MAX_DTE_DAYS": "14",
     "OKX_OPTIONS_MAX_DTE_DAYS": "2",
-    "OKX_OPTIONS_MAX_ACTIVE_POSITIONS": "0",
+    "OKX_OPTIONS_MAX_ACTIVE_POSITIONS": "1",
-    "OKX_OPTIONS_MARGIN_MODE": "coin",
+    "OKX_OPTIONS_BUDGET_BUFFER": "1",
+    "OKX_OPTIONS_COIN_SPOT_BUY_BUFFER": "1.05",
     "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_OPTIONS_CLOSE_HOLD_SECONDS": "20",
     "OKX_TRADE_MODE": "options",
-    "HEDGE_PLAN_ENABLED": "false",
-    "MAX_ACTIVE_HEDGE_PLANS": "1",
-    "HEDGE_PLAN_OO_CLOSE_MODE_ENABLED": "true",
-    "HEDGE_PLAN_OO_BIAS_SPLIT_BY": "budget",
-    "HEDGE_PLAN_OO_BIAS_RATIO": "0.7",
-    "HEDGE_PLAN_BUDGET_BUFFER": "0.95",
-    "HEDGE_PLAN_OPTION_PRIMARY": "true",
-    "HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE": "true",
-    "HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL": "true",
 }
 
 
 def _effective_env_value(key: str, file_values: dict[str, str], schema_default: str = "") -> str:
     if key == "OKX_TRADE_MODE":
-        # 展示值必须与运行时 get_okx_trade_mode() 一致,避免未写入时默认 options 静默改模式
-        file_val = str(file_values.get(key) or "").strip() if key in file_values else ""
-        if file_val:
-            from lib.hedge_plan.okx_trade_mode_lib import normalize_okx_trade_mode
-
-            return normalize_okx_trade_mode(file_val) or file_val
         try:
-            from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
+            from lib.options.okx_trade_mode_lib import get_okx_trade_mode
 
             return get_okx_trade_mode()
         except Exception:
-            pass
+            return "options"
+    if key == "OKX_OPTIONS_MARGIN_MODE":
+        return "coin"
     if key in file_values:
         file_val = str(file_values.get(key) or "").strip()
         if file_val:
@@ -350,13 +226,6 @@ def _build_field(
     meta = schema.get(key) or {}
     schema_default = meta.get("default") or ""
     val = _effective_env_value(key, values, schema_default)
-    # 与运行时一致:手动补开开启时,「自动平期权」展示为关闭(实际也不会执行)
-    if key == "HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION":
-        manual = _effective_env_value(
-            "HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL", values, "true"
-        )
-        if _env_truthy(manual):
-            val = "false"
     masked = _mask_value(key, val)
     ftype = meta.get("type") or _field_type(key, val or schema_default)
     options = select_options_for(key)
@@ -381,86 +250,34 @@ def _build_field(
     if options:
         cur = (out["current"] or out["default"] or "").strip()
         opt_vals = {o["value"] for o in options}
-        # 永期对冲不再作为可选模式;已选历史值也不塞回下拉,避免继续强化合约 UI
-        if key == "OKX_TRADE_MODE" and cur == "perp_options":
-            cur = ""
-            out["current"] = "options"
-            out["default"] = "options"
-            out["note"] = (
-                (out.get("note") or "")
-                + "（当前 .env 仍为永期对冲:请改选「单独期权」或「期期对冲」后保存并重启）"
-            ).strip()
         if cur and cur not in opt_vals:
             options = [{"value": cur, "label": cur}] + options
         out["options"] = options
     return out
 
 
-def _okx_mode_for_env_ui() -> str:
-    try:
-        from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
-
-        return get_okx_trade_mode()
-    except Exception:
-        return "options"
-
-
-def _options_fields_for_mode(mode: str) -> list[tuple[str, str, str]]:
-    fields = list(_OPTIONS_SECTION["fields"])
-    if mode != "options":
-        fields = [f for f in fields if f[0] != "OKX_OPTIONS_MAX_ACTIVE_POSITIONS"]
-    return fields
-
-
-def _hedge_fields_for_mode(mode: str) -> list[tuple[str, str, str]]:
-    if mode == "perp_options":
-        return [*_HEDGE_COMMON_FIELDS, *_HEDGE_PO_FIELDS]
-    if mode == "options_options":
-        return [*_HEDGE_COMMON_FIELDS, *_HEDGE_OO_FIELDS]
-    return []
-
-
 def ui_sections_for_exchange(
     exchange_key: str,
     *,
     mode: str | None = None,
 ) -> list[dict[str, Any]]:
+    del mode  # 对冲模式已移除;保留参数兼容旧调用
     ex = (exchange_key or "").strip().lower()
     sections: list[dict[str, Any]] = []
     live_fields = _EXCHANGE_LIVE_FIELDS.get(ex, _EXCHANGE_LIVE_FIELDS["okx"])
     sections.append({"title": "交易所与实盘", "fields": live_fields})
     sections.extend(_SHARED_SECTIONS)
-    if ex in _MODE_SECTION.get("exchanges", frozenset()):
+    if ex == "okx":
-        from lib.hedge_plan.okx_trade_mode_lib import normalize_okx_trade_mode
+        sections.append({"title": "期权账户", "fields": list(_OPTIONS_SECTION["fields"])})
-
-        m = normalize_okx_trade_mode(mode) if mode else ""
-        if not m:
-            m = _okx_mode_for_env_ui()
-        sections.append(_MODE_SECTION)
-        sections.append({"title": "期权账户", "fields": _options_fields_for_mode(m)})
-        # 永期对冲配置块不再展示(含合约腿);期期仍展示
-        if m != "perp_options":
-            hedge_fields = _hedge_fields_for_mode(m)
-            if hedge_fields:
-                title = "对冲计划·期期"
-                sections.append({"title": title, "fields": hedge_fields})
     return sections
 
 
 def ui_allowed_keys(exchange_key: str) -> frozenset[str]:
-    """可写键=当前模式可见字段 + 模式切换键 + 遗留对冲开关(兼容旧脚本写入)."""
+    """可写键=当前可见字段。.env 里遗留对冲键仍保留在文件中,但 UI 不可再写入."""
     keys: set[str] = set()
     for sec in ui_sections_for_exchange(exchange_key):
         for item in sec["fields"]:
             keys.add(item[0])
-    ex = (exchange_key or "").strip().lower()
-    if ex == "okx":
-        keys.add("OKX_TRADE_MODE")
-        # 允许写入遗留键,避免旧自动化/手改失败;页面不再展示
-        for item in _HEDGE_PLAN_SECTION["fields"]:
-            keys.add(item[0])
-        for item in _OPTIONS_SECTION["fields"]:
-            keys.add(item[0])
     return frozenset(keys)
 
 
@@ -469,13 +286,18 @@ def build_env_ui_payload(
     example_path: str,
     env_path: str,
 ) -> list[dict[str, Any]]:
+    # 首次打开 env 配置时若 Token 为空则自动生成,便于复制到中控
+    try:
+        from lib.hub.hub_bridge_auth import ensure_hub_bridge_token
+
+        ensure_hub_bridge_token(env_path)
+    except Exception:
+        pass
     schema = _schema_field_map(example_path)
     env_lines = read_env_lines(env_path)
     values = env_get_all(env_lines)
     groups: list[dict[str, Any]] = []
-    for sec in ui_sections_for_exchange(
+    for sec in ui_sections_for_exchange(exchange_key):
-        exchange_key, mode=values.get("OKX_TRADE_MODE") or ""
-    ):
         fields = [
             _build_field(key, label, note, schema, values)
             for key, label, note in sec["fields"]
@@ -489,24 +311,7 @@ def build_env_ui_payload(
     return groups
 
 
-# 币本位专属 / USDC 专属(配置页互斥隐藏)
+# 币本位专用:按复利/上限/门控模式标记 hidden
-_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") == key:
@@ -515,37 +320,30 @@ def _field_current(fields: list[dict[str, Any]], key: str, default: str = "") ->
 
 
 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)."""
+    """按门控模式/复利/单笔上限标记 hidden;USDC/永续相关项始终隐藏."""
-    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(
+    retired = {
-        _field_current(fields, "OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", "false")
+        "OKX_OPTIONS_MARGIN_MODE",
-    )
+        "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",
+        "OKX_SHOW_PERP_FUNDS",
+    }
 
     out: list[dict[str, Any]] = []
     for f in fields:
         key = str(f.get("key") or "")
         hide = False
-        if is_coin and key in _USDC_ONLY_ENV_KEYS:
+        if key in retired:
-            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:
@@ -609,19 +407,6 @@ def coerce_hedge_partial_close_with_manual(
     *,
     env_path: str = "",
 ) -> dict[str, str]:
-    """手动补开为开启时,强制把自动平写成 false(与运行时一致)."""
+    """兼容旧调用名;对冲已移除,原样返回."""
-    out = dict(clean or {})
+    del env_path
-    manual = out.get("HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL")
+    return dict(clean or {})
-    if manual is None and env_path:
-        try:
-            from lib.env.env_file_lib import env_get_all, read_env_lines
-
-            file_vals = env_get_all(read_env_lines(env_path))
-            manual = _effective_env_value(
-                "HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL", file_vals, "true"
-            )
-        except Exception:
-            manual = "true"
-    if _env_truthy(str(manual or "")):
-        out["HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION"] = "false"
-    return out

lib/exchange/gate_transfer_lib.py

@@ -1,56 +0,0 @@
-"""Gate.io 资金划转(crypto_monitor_gate 共用)."""
-from __future__ import annotations
-
-from typing import Any, Callable, Optional
-
-INVALID_KEY_HINT = (
-    ".常见原因:① GATE_API_SECRET 错误或 .env 里多了空格/换行;② IP 白名单未包含当前服务器出口 IP;"
-    "③ Gate「交易账户」类 API Key 若不支持钱包接口则无法走账户内划转 POST /wallet/transfers(需在官网确认该 Key 类型是否开放划转);"
-    "④ Key 已重置或权限变更.你已勾选现货/统一账户仍报错时,优先核对 Secret 与白名单."
-)
-
-
-def execute_transfer_usdt(
-    exchange,
-    amount: float,
-    from_account: str,
-    to_account: str,
-    *,
-    transfer_ccy: str = "USDT",
-    ensure_live_ready: Callable[[], tuple[bool, str]],
-    ensure_markets_loaded: Optional[Callable[[], None]] = None,
-) -> tuple[bool, str, Any]:
-    if amount <= 0:
-        return False, "划转金额必须大于0", None
-    ccy = (transfer_ccy or "USDT").strip().upper() or "USDT"
-    ok_live, reason = ensure_live_ready()
-    if not ok_live:
-        return False, reason, None
-    if ensure_markets_loaded:
-        try:
-            ensure_markets_loaded()
-        except Exception:
-            pass
-    try:
-        resp = exchange.transfer(ccy, float(amount), from_account, to_account)
-        return True, "划转成功", resp
-    except Exception as e:
-        msg = str(e)
-        if "INVALID_KEY" in msg or "Invalid key" in msg:
-            msg += INVALID_KEY_HINT
-        return False, msg, None
-
-
-def count_auto_transfer_blockers(conn, *, count_order_monitors: Callable[[Any], int]) -> int:
-    """自动划转持仓守卫:order_monitors active + 趋势回调已开仓计划."""
-    n = int(count_order_monitors(conn) or 0)
-    if n > 0:
-        return n
-    try:
-        row = conn.execute(
-            "SELECT COUNT(*) FROM trend_pullback_plans "
-            "WHERE status='active' AND COALESCE(first_order_done, 0) != 0"
-        ).fetchone()
-        return int(row[0] or 0) if row else 0
-    except Exception:
-        return n

lib/exchange/okx_options_lib.py

@@ -710,7 +710,12 @@ def options_header_balance_pack(
         margin_mode = normalize_options_margin_mode()
     except Exception:
         margin_mode = "usdc"
-    underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
+    try:
+        from lib.options.options_underly_lib import resolve_default_underly
+
+        underly = resolve_default_underly()
+    except Exception:
+        underly = (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper() or "ETH"
     coin_key = "btc" if underly == "BTC" else "eth"
     return {
         "trading_usdc": _round(bal.get("trading_usdc")),
@@ -794,6 +799,37 @@ def fetch_option_tickers(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str,
     return out
 
 
+def fetch_option_summaries(ex: ccxt.okx, inst_family: str) -> dict[str, dict[str, Any]]:
+    """GET /api/v5/public/opt-summary — 含 delta / deltaBS 等希腊字母.
+    市场 tickers 不含 Delta,期权链展示必须走本接口.
+    """
+    out: dict[str, dict[str, Any]] = {}
+    try:
+        rows = ex.public_get_public_opt_summary({"instFamily": inst_family}).get("data") or []
+        for r in rows:
+            if isinstance(r, dict) and r.get("instId"):
+                out[str(r["instId"])] = r
+    except Exception:
+        pass
+    return out
+
+
+def option_delta_from_summary(
+    summary: dict[str, Any] | None = None,
+    *,
+    ticker: dict[str, Any] | None = None,
+) -> float | None:
+    """优先 Black-Scholes 单位 Delta(deltaBS),其次 delta;兼容 ticker 偶发字段."""
+    for src in (summary, ticker):
+        if not isinstance(src, dict):
+            continue
+        for key in ("deltaBS", "delta", "deltaBs", "delta_bs"):
+            v = _safe_float(src.get(key))
+            if v is not None:
+                return v
+    return None
+
+
 def build_option_chain(
     ex: ccxt.okx,
     underlying: str,
@@ -814,7 +850,7 @@ def build_option_chain(
 
             family = inst_family_for_underlying(u, margin_mode=margin_mode)
         except Exception:
-            family = f"{u}-USD_UM"
+            family = f"{u}-USD"
     uly = f"{u}-USD"
     idx = index_px if index_px is not None else fetch_index_price(ex, uly)
     now_ms = time.time() * 1000
@@ -842,6 +878,7 @@ def build_option_chain(
             except Exception as e2:
                 instruments_err = str(e2) or e2.__class__.__name__
     tickers = fetch_option_tickers(ex, family)
+    summaries = fetch_option_summaries(ex, family)
     expiries: dict[str, list[dict[str, Any]]] = {}
     skipped_no_index = 0
     for meta in instruments:
@@ -867,6 +904,7 @@ def build_option_chain(
             continue
         inst_id = str(meta.get("instId") or "")
         t = tickers.get(inst_id) or {}
+        s = summaries.get(inst_id) or {}
         q = _resolve_chain_quote(
             ticker=t,
             meta=meta,
@@ -879,6 +917,7 @@ def build_option_chain(
         mark = q["mark_px"]
         ask_sz = q["ask_sz"]
         bid_sz = q["bid_sz"]
+        delta = option_delta_from_summary(s, ticker=t)
         expiry_be = expiry_breakeven_from_ask(
             opt_type=opt_type,
             strike=strike,
@@ -899,6 +938,7 @@ def build_option_chain(
                 "ask_sz": ask_sz,
                 "bid_sz": bid_sz,
                 "mark_px": mark,
+                "delta": delta,
                 "ask_estimated": q["ask_estimated"],
                 "expiry_be_px": expiry_be,
                 "dist_expiry_be": strike_distance_to_be(strike, expiry_be),
@@ -1147,6 +1187,8 @@ def fetch_option_order(ex: ccxt.okx, *, inst_id: str, ord_id: str) -> dict[str,
         if avg is None or avg <= 0:
             avg = fill_px
         state = str(o.get("state") or "").strip().lower()
+        fee = _safe_float(o.get("fee"))
+        fee_ccy = str(o.get("feeCcy") or o.get("fee_ccy") or "").strip().upper()
         return {
             "ok": True,
             "ord_id": str(o.get("ordId") or ord_id),
@@ -1157,6 +1199,9 @@ def fetch_option_order(ex: ccxt.okx, *, inst_id: str, ord_id: str) -> dict[str,
             "avg_px": avg,
             "side": str(o.get("side") or "").lower(),
             "ord_type": str(o.get("ordType") or ""),
+            # OKX fee 扣费多为负;此处保留原始值,结算侧取绝对值
+            "fee": fee,
+            "fee_ccy": fee_ccy,
             "raw": o,
         }
     except Exception as e:
@@ -1502,6 +1547,7 @@ def format_option_history_row(
         "premium_ccy": premium_ccy,
         "margin_mode": row_mode,
         "realized_pnl": realized,
+        "realized_pnl_usdt": _safe_float(raw.get("_sim_realized_pnl_usdt")),
         "realized_pnl_fmt": format_premium_amount(realized, ccy=premium_ccy),
         "pnl_ratio_pct": round(pnl_ratio * 100, 2) if pnl_ratio is not None else None,
         "status": "closed",
@@ -1595,6 +1641,9 @@ def resolve_option_close_from_history(
         u_i, row = item
         c_ms = _safe_float(row.get("cTime"))
         parts: list[float] = []
+        # 全平/强平/ADL 优先于部分平仓(同合约多条时避免只吃到 type=1)
+        close_type = str(row.get("type") or "").strip()
+        parts.append(0.0 if close_type in ("2", "3", "6") else 1.0)
         # 张数优先:同合约多笔时最稳,且不受本地/交易所时区偏差影响
         if want_sheets is not None:
             hist_sheets = _safe_float(row.get("closeTotalPos"))
@@ -1609,7 +1658,7 @@ def resolve_option_close_from_history(
             parts.append(float(abs(int(c_ms) - int(open_ms))))
         if close_ms is not None:
             parts.append(float(abs(u_i - int(close_ms))))
-        if not parts:
+        if len(parts) <= 1:
             parts.append(float(-u_i))
         # 同距时偏向更晚平仓
         parts.append(float(-u_i))
@@ -1803,6 +1852,7 @@ def format_position_row(
 ) -> dict[str, Any]:
     from lib.options.options_pricing_lib import (
         close_breakeven_idx,
+        equivalent_contract_leverage,
         expiry_breakeven_px,
         idx_distance_to_be,
         strike_distance_to_be,
@@ -1828,6 +1878,9 @@ def format_position_row(
         round(total_premium(avg, eth_amount), 8) if avg is not None and eth_amount > 0 else None
     )
     delta_pa = _safe_float(pos.get("deltaPA"))
+    delta_bs = _safe_float(pos.get("deltaBS"))
+    if delta_bs is None:
+        delta_bs = _safe_float(pos.get("delta"))
     try:
         from lib.options.options_margin_mode_lib import margin_mode_from_inst_id
 
@@ -1888,6 +1941,16 @@ def format_position_row(
         "close_be_px": close_be,
         "dist_expiry_be": strike_distance_to_be(strike, expiry_be),
         "dist_close_be": idx_distance_to_be(idx_px, close_be),
+        "contract_leverage": equivalent_contract_leverage(
+            index_px=idx_px,
+            eth_amount=eth_amount,
+            total_premium=premium_paid,
+            margin_mode=row_mode,
+        ),
+        # 展示用单位 Delta(BS);delta_pa 为仓位美元敏感度
+        "delta": delta_bs,
+        "delta_bs": delta_bs,
+        "delta_pa": delta_pa,
         "raw": pos,
     }
 

lib/exchange/okx_orders_lib.py

@@ -1,116 +0,0 @@
-"""
-OKX 挂单聚合:普通委托 + 算法单(conditional / oco / trigger).
-交易所 App「止盈止损」页多为 orders-algo-pending,仅 fetch_open_orders 默认拿不到.
-"""
-from __future__ import annotations
-
-from typing import Any
-
-
-def _order_dedupe_key(order: dict) -> str:
-    info = order.get("info") or {}
-    if not isinstance(info, dict):
-        info = {}
-    return str(order.get("id") or info.get("algoId") or info.get("ordId") or "")
-
-
-def _okx_algo_cancel_id(order_id: str) -> str:
-    oid = str(order_id or "")
-    if ":" in oid:
-        return oid.split(":", 1)[0]
-    return oid
-
-
-def _okx_order_needs_stop_cancel_param(order: dict) -> bool:
-    """OKX 条件/算法单撤单须 params.stop=True,否则 cancel_order 走普通单接口会静默失败."""
-    if not isinstance(order, dict):
-        return False
-    info = order.get("info") or {}
-    if not isinstance(info, dict):
-        info = {}
-    if order.get("stopLossPrice") is not None or order.get("takeProfitPrice") is not None:
-        return True
-    if info.get("algoId") or info.get("slTriggerPx") or info.get("tpTriggerPx"):
-        return True
-    typ = str(order.get("type") or info.get("ordType") or "").lower()
-    for token in ("conditional", "oco", "trigger", "move_order_stop", "iceberg"):
-        if token in typ:
-            return True
-    return False
-
-
-def fetch_okx_all_open_orders(ex, exchange_symbol: str) -> list[dict]:
-    """合并 OKX 普通挂单与算法挂单(去重)."""
-    if not exchange_symbol:
-        return []
-    ex.load_markets()
-    sym = exchange_symbol
-    try:
-        sym = ex.market(exchange_symbol)["symbol"]
-    except Exception:
-        pass
-    seen: set[str] = set()
-    out: list[dict] = []
-
-    def add_batch(batch: list | None) -> None:
-        for o in batch or []:
-            if not isinstance(o, dict):
-                continue
-            k = _order_dedupe_key(o)
-            if not k or k in seen:
-                continue
-            seen.add(k)
-            out.append(o)
-
-    try:
-        add_batch(ex.fetch_open_orders(sym))
-    except Exception:
-        pass
-    for params in (
-        {"ordType": "conditional"},
-        {"ordType": "oco"},
-        {"trigger": True},
-    ):
-        try:
-            add_batch(ex.fetch_open_orders(sym, params=dict(params)))
-        except Exception:
-            pass
-    return out
-
-
-def cancel_okx_all_open_orders(ex, exchange_symbol: str) -> int:
-    """
-    撤销某合约全部挂单(普通 + 条件/算法).
-    OKX 止盈止损在 orders-algo-pending,必须用 stop=True 才能撤掉.
-    """
-    if not exchange_symbol:
-        return 0
-    ex.load_markets()
-    sym = exchange_symbol
-    try:
-        sym = ex.market(exchange_symbol)["symbol"]
-    except Exception:
-        pass
-    n = 0
-    for o in fetch_okx_all_open_orders(ex, sym):
-        oid = _order_dedupe_key(o)
-        if not oid:
-            continue
-        cancel_id = _okx_algo_cancel_id(oid)
-        params = {"stop": True} if _okx_order_needs_stop_cancel_param(o) else None
-        try:
-            ex.cancel_order(cancel_id, sym, params)
-            n += 1
-            continue
-        except Exception:
-            pass
-        try:
-            ex.cancel_order(oid, sym, params)
-            n += 1
-        except Exception:
-            pass
-    try:
-        ex.cancel_all_orders(sym)
-    except Exception:
-        pass
-    return n

lib/hedge_plan/__init__.py

@@ -1 +0,0 @@
-# hedge_plan package

lib/hedge_plan/hedge_options_exclusive_lib.py

@@ -1,86 +0,0 @@
-"""对冲计划与单独期权开仓互斥门控.
-
-默认开启:有进行中对冲计划时禁止单独开期权;有纯期权持仓时禁止启动对冲计划.
-关闭 HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE 后两边可同时开.
-"""
-from __future__ import annotations
-
-import os
-from typing import Any, Callable, Optional
-
-
-def _env_bool(key: str, default: bool = False) -> bool:
-    v = (os.getenv(key) or "").strip().lower()
-    if not v:
-        return default
-    return v in ("1", "true", "yes", "on")
-
-
-def mutual_exclusive_enabled() -> bool:
-    return _env_bool("HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE", True)
-
-
-def block_standalone_option_open_msg(conn: Any) -> Optional[str]:
-    """若应拦截单独开期权,返回中文原因;否则 None."""
-    if not mutual_exclusive_enabled():
-        return None
-    try:
-        from lib.hedge_plan.hedge_plan_db import count_active_plans, init_hedge_plan_tables
-
-        init_hedge_plan_tables(conn)
-        if count_active_plans(conn) > 0:
-            return "存在进行中对冲计划,禁止单独开期权(可在 env「对冲与期权互斥门控」关闭)"
-    except Exception:
-        return "互斥门控校验失败,暂禁止单独开期权"
-    return None
-
-
-def _pos_nonzero(raw: dict[str, Any]) -> bool:
-    try:
-        return abs(float(raw.get("pos") or 0)) > 1e-12
-    except (TypeError, ValueError):
-        return False
-
-
-def has_standalone_option_position(conn: Any, raw_positions: list[dict[str, Any]] | None) -> bool:
-    """交易所期权持仓中,是否存在未挂在进行中对冲计划腿上的仓位."""
-    if not raw_positions:
-        return False
-    from lib.instance.instance_dashboard_lib import _resolve_options_source
-
-    for p in raw_positions:
-        if not isinstance(p, dict) or not _pos_nonzero(p):
-            continue
-        inst = str(p.get("instId") or p.get("inst_id") or "").strip()
-        if not inst:
-            continue
-        source, _, _ = _resolve_options_source(conn, inst)
-        if source == "option":
-            return True
-    return False
-
-
-def block_hedge_plan_start_msg(
-    conn: Any,
-    *,
-    fetch_positions: Optional[Callable[[Any], Any]] = None,
-    exchange: Any = None,
-    raw_positions: list[dict[str, Any]] | None = None,
-) -> Optional[str]:
-    """若应拦截启动对冲计划,返回中文原因;否则 None."""
-    if not mutual_exclusive_enabled():
-        return None
-    rows = raw_positions
-    if rows is None:
-        if fetch_positions is None or exchange is None:
-            return None
-        try:
-            rows = fetch_positions(exchange) or []
-        except Exception:
-            return "获取期权持仓失败,暂禁止启动对冲计划"
-    try:
-        if has_standalone_option_position(conn, rows):
-            return "存在单独期权持仓,禁止启动对冲计划(可在 env「对冲与期权互斥门控」关闭)"
-    except Exception:
-        return "互斥门控校验失败,暂禁止启动对冲计划"
-    return None

lib/hedge_plan/hedge_plan_calc_lib.py

@@ -1,782 +0,0 @@
-"""对冲计划:情景测算与全仓建议仓(纯函数,无 IO)."""
-from __future__ import annotations
-
-from typing import Any, Optional
-
-
-def _f(v: Any) -> Optional[float]:
-    if v is None or v == "":
-        return None
-    try:
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def perp_coin_amount(*, contracts: float, contract_size: float) -> float:
-    return float(contracts) * float(contract_size or 1.0)
-
-
-def perp_pnl(
-    *,
-    direction: str,
-    entry: float,
-    exit_px: float,
-    contracts: float,
-    contract_size: float,
-) -> float:
-    coins = perp_coin_amount(contracts=contracts, contract_size=contract_size)
-    d = (direction or "long").strip().lower()
-    if d == "short":
-        return (float(entry) - float(exit_px)) * coins
-    return (float(exit_px) - float(entry)) * coins
-
-
-def option_premium_total(*, ask: float, sheets: float, ct_mult: float) -> float:
-    """卖一报价为每 1 币;权利金 = ask × 张数 × ct_mult."""
-    return float(ask) * float(sheets) * float(ct_mult or 0.01)
-
-
-def option_expiry_pnl(
-    *,
-    opt_type: str,
-    strike: float,
-    spot: float,
-    sheets: float,
-    ct_mult: float,
-    premium_paid: float,
-) -> float:
-    o = (opt_type or "").strip().upper()
-    intrinsic_per_coin = 0.0
-    if o in ("C", "CALL"):
-        intrinsic_per_coin = max(0.0, float(spot) - float(strike))
-    elif o in ("P", "PUT"):
-        intrinsic_per_coin = max(0.0, float(strike) - float(spot))
-    else:
-        return -float(premium_paid)
-    value = intrinsic_per_coin * float(sheets) * float(ct_mult or 0.01)
-    return value - float(premium_paid)
-
-
-def spot_from_expiry_intrinsic_profit(
-    *,
-    opt_type: str,
-    strike: float,
-    sheets: float,
-    ct_mult: float,
-    premium_paid: float,
-    profit: float,
-) -> float | None:
-    """按到期实值反推现货价:使该腿到期盈亏 ≈ profit.
-
-    到期价值=实值×张数×乘数;盈亏=价值−权利金 → 实值/币=(profit+权利金)/(张数×乘数).
-    Call: spot=K+实值/币; Put: spot=K−实值/币.
-    """
-    try:
-        k = float(strike)
-        n = float(sheets or 0)
-        ct = float(ct_mult or 0.01)
-        prem = float(premium_paid or 0)
-        pnl = float(profit)
-    except (TypeError, ValueError):
-        return None
-    denom = n * ct
-    if denom <= 0:
-        return None
-    need = (pnl + prem) / denom
-    if need < 0:
-        need = 0.0
-    o = (opt_type or "").strip().upper()
-    if o in ("C", "CALL"):
-        return round(k + need, 2)
-    if o in ("P", "PUT"):
-        return round(k - need, 2)
-    return None
-
-
-def suggest_contracts_from_notional(
-    *,
-    notional: float,
-    entry: float,
-    contract_size: float,
-) -> float:
-    if entry <= 0 or contract_size <= 0 or notional <= 0:
-        return 0.0
-    return float(notional) / (float(entry) * float(contract_size))
-
-
-def floor_contracts_to_precision(contracts: float, decimals: int) -> float:
-    """按交易所张数精度向下取整,避免建议张数超过可用保证金."""
-    import math
-
-    raw = float(contracts or 0.0)
-    if raw <= 0:
-        return 0.0
-    try:
-        d = int(decimals)
-    except (TypeError, ValueError):
-        d = 0
-    if d <= 0:
-        return float(math.floor(raw + 1e-12))
-    scale = 10**d
-    return math.floor(raw * scale + 1e-12) / scale
-
-
-def option_unit_cost_usdc(*, ask: float, ct_mult: float) -> float:
-    """单张权利金(USDC) = 卖一价 × ct_mult."""
-    a = _f(ask)
-    if a is None or a <= 0:
-        return 0.0
-    return float(a) * float(ct_mult or 0.01)
-
-
-def resolve_oo_budget_usdc(
-    *,
-    trading_usdc: Any,
-    trade_budget_usdc: Any,
-    buffer_ratio: Any = 0.95,
-) -> dict[str, Any]:
-    """期期可用预算 = min(交易户×buffer, 单笔预算)."""
-    import math
-
-    trading = _f(trading_usdc)
-    cap = _f(trade_budget_usdc)
-    buf = _f(buffer_ratio)
-    if buf is None or buf <= 0:
-        buf = 0.95
-    if buf > 1:
-        buf = 1.0
-    trading_cap = None if trading is None else max(0.0, float(trading) * float(buf))
-    trade_cap = None if cap is None else max(0.0, float(cap))
-    if trading_cap is None and trade_cap is None:
-        return {
-            "ok": False,
-            "budget_usdc": 0.0,
-            "trading_cap": None,
-            "trade_budget_cap": None,
-            "buffer_ratio": float(buf),
-            "msg": "缺少交易户余额与单笔预算",
-        }
-    if trading_cap is None:
-        budget = float(trade_cap or 0.0)
-    elif trade_cap is None:
-        budget = float(trading_cap)
-    else:
-        budget = min(float(trading_cap), float(trade_cap))
-    budget = float(math.floor(budget * 1e6 + 1e-12) / 1e6)
-    return {
-        "ok": budget > 0,
-        "budget_usdc": budget,
-        "trading_cap": None if trading_cap is None else round(float(trading_cap), 6),
-        "trade_budget_cap": None if trade_cap is None else round(float(trade_cap), 6),
-        "buffer_ratio": float(buf),
-        "msg": "" if budget > 0 else "可用预算为 0",
-    }
-
-
-def _cap_sheets_by_ask_depth(sheets: int, ask_sz: Any) -> int:
-    import math
-
-    n = max(0, int(sheets))
-    depth = _f(ask_sz)
-    if depth is None:
-        return n
-    if depth <= 0:
-        return 0
-    return min(n, int(math.floor(float(depth) + 1e-12)))
-
-
-def _normalize_oo_sheets_mode(mode: str) -> str:
-    m = (mode or "same_sheets").strip().lower()
-    if m in ("long_bias", "bias_long", "long", "做多"):
-        return "long_bias"
-    if m in ("short_bias", "bias_short", "short", "做空"):
-        return "short_bias"
-    # 旧「均分」兼容:按预算 50/50(页面已移除)
-    if m in ("split", "equal_budget", "split_budget", "均分"):
-        return "split_budget"
-    return "same_sheets"
-
-
-def _normalize_oo_bias_split_by(raw: Any) -> str:
-    v = str(raw or "budget").strip().lower()
-    if v in ("sheets", "qty", "quantity", "张数"):
-        return "sheets"
-    return "budget"
-
-
-def _clamp_oo_bias_ratio(raw: Any, default: float = 0.7) -> float:
-    try:
-        r = float(raw)
-    except (TypeError, ValueError):
-        r = float(default)
-    if r <= 0 or r >= 1:
-        r = float(default)
-    return r
-
-
-def _oo_call_put_leg_index(opt_type_a: str, opt_type_b: str) -> tuple[Optional[str], Optional[str], str]:
-    """返回 (call_side, put_side, err);side 为 'a'/'b'."""
-    a = (opt_type_a or "").strip().upper()
-    b = (opt_type_b or "").strip().upper()
-    if a.startswith("C"):
-        a = "C"
-    elif a.startswith("P"):
-        a = "P"
-    if b.startswith("C"):
-        b = "C"
-    elif b.startswith("P"):
-        b = "P"
-    if {a, b} != {"C", "P"}:
-        return None, None, "做多/做空需一腿 Call、一腿 Put"
-    call_side = "a" if a == "C" else "b"
-    put_side = "b" if call_side == "a" else "a"
-    return call_side, put_side, ""
-
-
-def suggest_oo_sheets(
-    *,
-    mode: str,
-    budget_usdc: float,
-    ask_a: float,
-    ct_mult_a: float = 0.01,
-    ask_sz_a: Any = None,
-    opt_type_a: str = "",
-    ask_b: float,
-    ct_mult_b: float = 0.01,
-    ask_sz_b: Any = None,
-    opt_type_b: str = "",
-    bias_split_by: str = "budget",
-    bias_ratio: float = 0.7,
-) -> dict[str, Any]:
-    """期期建议张数:same_sheets / long_bias / short_bias(及旧 split_budget)."""
-    import math
-
-    m = _normalize_oo_sheets_mode(mode)
-    split_by = _normalize_oo_bias_split_by(bias_split_by)
-    ratio = _clamp_oo_bias_ratio(bias_ratio)
-    budget = max(0.0, float(budget_usdc or 0.0))
-    cost_a = option_unit_cost_usdc(ask=ask_a, ct_mult=ct_mult_a)
-    cost_b = option_unit_cost_usdc(ask=ask_b, ct_mult=ct_mult_b)
-
-    def _fail(msg: str, n_a: int = 0, n_b: int = 0) -> dict[str, Any]:
-        return {
-            "mode": m,
-            "sheets_a": n_a,
-            "sheets_b": n_b,
-            "cost_a": round(cost_a, 8),
-            "cost_b": round(cost_b, 8),
-            "premium_est": round(cost_a * n_a + cost_b * n_b, 6),
-            "ok": False,
-            "msg": msg,
-            "bias_split_by": split_by,
-            "bias_ratio": ratio,
-        }
-
-    if budget <= 0:
-        return _fail("可用预算为 0")
-    if cost_a <= 0 or cost_b <= 0:
-        return _fail("缺少有效卖一价,无法建议张数")
-
-    pair = cost_a + cost_b
-    n_pair = int(math.floor(budget / pair + 1e-12)) if pair > 0 else 0
-    # 与同张数一致:先按预算得 n,再各自深度封顶后取 min
-    n_same = min(
-        _cap_sheets_by_ask_depth(n_pair, ask_sz_a),
-        _cap_sheets_by_ask_depth(n_pair, ask_sz_b),
-    )
-
-    if m == "same_sheets":
-        n_a = n_same
-        n_b = n_same
-    elif m == "split_budget":
-        half = budget / 2.0
-        n_a = int(math.floor(half / cost_a + 1e-12))
-        n_b = int(math.floor(half / cost_b + 1e-12))
-        n_a = _cap_sheets_by_ask_depth(n_a, ask_sz_a)
-        n_b = _cap_sheets_by_ask_depth(n_b, ask_sz_b)
-    else:
-        call_side, put_side, err = _oo_call_put_leg_index(opt_type_a, opt_type_b)
-        if err:
-            return _fail(err)
-        major_is_call = m == "long_bias"
-        if split_by == "sheets":
-            # 总张数 = 同张数两侧合计(每腿 n → 共 2n),再按比例拆到 Call/Put
-            total = int(n_same) * 2
-            if total < 2:
-                return _fail("同张数总规模不足 2,无法按比例拆分")
-            major_n = int(round(total * ratio))
-            major_n = max(1, min(major_n, total - 1))
-            minor_n = total - major_n
-            n_call = major_n if major_is_call else minor_n
-            n_put = minor_n if major_is_call else major_n
-        else:
-            maj_budget = budget * ratio
-            min_budget = budget * (1.0 - ratio)
-            cost_call = cost_a if call_side == "a" else cost_b
-            cost_put = cost_b if call_side == "a" else cost_a
-            if major_is_call:
-                n_call = int(math.floor(maj_budget / cost_call + 1e-12)) if cost_call > 0 else 0
-                n_put = int(math.floor(min_budget / cost_put + 1e-12)) if cost_put > 0 else 0
-            else:
-                n_put = int(math.floor(maj_budget / cost_put + 1e-12)) if cost_put > 0 else 0
-                n_call = int(math.floor(min_budget / cost_call + 1e-12)) if cost_call > 0 else 0
-        n_a = n_call if call_side == "a" else n_put
-        n_b = n_put if call_side == "a" else n_call
-        n_a = _cap_sheets_by_ask_depth(n_a, ask_sz_a)
-        n_b = _cap_sheets_by_ask_depth(n_b, ask_sz_b)
-
-    prem = cost_a * n_a + cost_b * n_b
-    ok = n_a >= 1 and n_b >= 1
-    msg = "" if ok else "预算不够开 1+1(或卖一深度不足)"
-    return {
-        "mode": m,
-        "sheets_a": n_a,
-        "sheets_b": n_b,
-        "cost_a": round(cost_a, 8),
-        "cost_b": round(cost_b, 8),
-        "premium_est": round(prem, 6),
-        "ok": ok,
-        "msg": msg,
-        "bias_split_by": split_by,
-        "bias_ratio": ratio,
-    }
-
-
-def build_perp_options_preview(
-    *,
-    direction: str,
-    entry: float,
-    tp: float,
-    sl: float,
-    contracts: float,
-    contract_size: float,
-    opt_type: str,
-    strike: float,
-    sheets: float,
-    ct_mult: float,
-    premium_paid: float,
-    index_px: Optional[float] = None,
-) -> dict[str, Any]:
-    """
-    永期情景.
-    止盈账:永续止盈盈利 - 权利金.
-    止损账:期权到期内在(按 SL 价) - 永续止损亏损额.
-    """
-    d = (direction or "long").strip().lower()
-    pnl_tp_perp = perp_pnl(
-        direction=d, entry=entry, exit_px=tp, contracts=contracts, contract_size=contract_size
-    )
-    pnl_sl_perp = perp_pnl(
-        direction=d, entry=entry, exit_px=sl, contracts=contracts, contract_size=contract_size
-    )
-    # 止盈统计口径
-    tp_total = float(pnl_tp_perp) - float(premium_paid)
-    # 止损:期权按 SL 价结算内在 - |永续亏损|
-    opt_at_sl = option_expiry_pnl(
-        opt_type=opt_type,
-        strike=strike,
-        spot=sl,
-        sheets=sheets,
-        ct_mult=ct_mult,
-        premium_paid=premium_paid,
-    )
-    sl_total = float(opt_at_sl) - abs(float(pnl_sl_perp)) if pnl_sl_perp < 0 else float(opt_at_sl) + float(
-        pnl_sl_perp
-    )
-    # 有符号相加更稳:期权盈亏 + 永续盈亏
-    sl_total_signed = float(opt_at_sl) + float(pnl_sl_perp)
-
-    spot = float(index_px) if index_px is not None else float(entry)
-    opt_flat = option_expiry_pnl(
-        opt_type=opt_type,
-        strike=strike,
-        spot=spot,
-        sheets=sheets,
-        ct_mult=ct_mult,
-        premium_paid=premium_paid,
-    )
-    flat_total = 0.0 + float(opt_flat)
-
-    opt_at_tp = option_expiry_pnl(
-        opt_type=opt_type,
-        strike=strike,
-        spot=tp,
-        sheets=sheets,
-        ct_mult=ct_mult,
-        premium_paid=premium_paid,
-    )
-
-    return {
-        "plan_type": "perp_options",
-        "direction": d,
-        "contracts": contracts,
-        "coin_amount": perp_coin_amount(contracts=contracts, contract_size=contract_size),
-        "premium_paid": round(float(premium_paid), 6),
-        "scenarios": [
-            {
-                "id": "tp",
-                "label": "止盈(计划结束口径)",
-                "spot": tp,
-                "perp_pnl": round(pnl_tp_perp, 4),
-                "options_pnl": round(-float(premium_paid), 4),
-                "total": round(tp_total, 4),
-                "note": "止盈盈利 − 权利金;期权可不强平",
-            },
-            {
-                "id": "sl",
-                "label": "止损(计划结束口径)",
-                "spot": sl,
-                "perp_pnl": round(pnl_sl_perp, 4),
-                "options_pnl": round(opt_at_sl, 4),
-                "total": round(sl_total_signed, 4),
-                "note": "期权盈利 − 永续亏损(有符号相加);期权须强平",
-            },
-            {
-                "id": "flat",
-                "label": "到期·现价附近",
-                "spot": spot,
-                "perp_pnl": 0.0,
-                "options_pnl": round(opt_flat, 4),
-                "total": round(flat_total, 4),
-                "note": "示意:永续未动,期权按到期内在",
-            },
-            {
-                "id": "expiry_tp",
-                "label": "到期·止盈价",
-                "spot": tp,
-                "perp_pnl": round(pnl_tp_perp, 4),
-                "options_pnl": round(opt_at_tp, 4),
-                "total": round(pnl_tp_perp + opt_at_tp, 4),
-                "note": "若期权拿到 TP 价到期(参考)",
-            },
-            {
-                "id": "expiry_sl",
-                "label": "到期·止损价",
-                "spot": sl,
-                "perp_pnl": round(pnl_sl_perp, 4),
-                "options_pnl": round(opt_at_sl, 4),
-                "total": round(pnl_sl_perp + opt_at_sl, 4),
-                "note": "与止损口径相近(期权用内在)",
-            },
-        ],
-        "summary": {
-            "tp_total": round(tp_total, 4),
-            "sl_total": round(sl_total_signed, 4),
-            "premium_paid": round(float(premium_paid), 4),
-            "hedge_ratio_at_sl": _hedge_ratio(opt_at_sl, pnl_sl_perp),
-        },
-    }
-
-
-def _hedge_ratio(opt_pnl: float, perp_pnl: float) -> Optional[float]:
-    loss = abs(float(perp_pnl)) if float(perp_pnl) < 0 else 0.0
-    if loss <= 1e-12:
-        return None
-    if float(opt_pnl) <= 0:
-        return 0.0
-    return round(float(opt_pnl) / loss * 100.0, 2)
-
-
-def build_options_options_preview(
-    *,
-    target_price: float | None = None,
-    target_price_up: float | None = None,
-    target_price_down: float | None = None,
-    profit_rr: float | None = None,
-    index_px: float,
-    leg_a: dict[str, Any],
-    leg_b: dict[str, Any],
-) -> dict[str, Any]:
-    """期期情景:盈亏比达标 / 到期现价 / 最大保费损耗.
-
-    新口径优先 profit_rr(盈利金额/总权利金);若未传则兼容旧上/下破目标价.
-    残值按亏损腿本合约权利金的 20% 计.
-    """
-
-    def _leg_pnl(leg: dict[str, Any], spot: float) -> float:
-        return option_expiry_pnl(
-            opt_type=str(leg.get("opt_type") or ""),
-            strike=float(leg["strike"]),
-            spot=spot,
-            sheets=float(leg.get("sheets") or 0),
-            ct_mult=float(leg.get("ct_mult") or 0.01),
-            premium_paid=float(leg.get("premium_paid") or 0),
-        )
-
-    prem_a = float(leg_a.get("premium_paid") or 0)
-    prem_b = float(leg_b.get("premium_paid") or 0)
-    prem = prem_a + prem_b
-    rr = float(profit_rr) if profit_rr is not None else None
-
-    # 新:盈亏比情景(不依赖指数上下破价)
-    if rr is not None and rr > 0:
-        # 盈利腿达 RR:盈利金额 = rr × 总权利金;亏损腿按全亏 / 本合约残值20%回收
-        win_profit = rr * prem
-        a_at_a = win_profit
-        b_at_a_full = -prem_b
-        b_at_a_res = -prem_b * 0.8  # 本合约回收 20%
-        b_at_b = win_profit
-        a_at_b_full = -prem_a
-        a_at_b_res = -prem_a * 0.8
-
-        spot_a = spot_from_expiry_intrinsic_profit(
-            opt_type=str(leg_a.get("opt_type") or ""),
-            strike=float(leg_a["strike"]),
-            sheets=float(leg_a.get("sheets") or 0),
-            ct_mult=float(leg_a.get("ct_mult") or 0.01),
-            premium_paid=prem_a,
-            profit=win_profit,
-        )
-        spot_b = spot_from_expiry_intrinsic_profit(
-            opt_type=str(leg_b.get("opt_type") or ""),
-            strike=float(leg_b["strike"]),
-            sheets=float(leg_b.get("sheets") or 0),
-            ct_mult=float(leg_b.get("ct_mult") or 0.01),
-            premium_paid=prem_b,
-            profit=win_profit,
-        )
-
-        a_flat = _leg_pnl(leg_a, index_px)
-        b_flat = _leg_pnl(leg_b, index_px)
-        flat_total = a_flat + b_flat
-
-        return {
-            "plan_type": "options_options",
-            "premium_paid": round(prem, 6),
-            "profit_rr": rr,
-            "target_price": None,
-            "target_price_up": None,
-            "target_price_down": None,
-            "winner_at_up": "a",
-            "winner_at_down": "b",
-            "winner_at_target": "a",
-            "scenarios": [
-                {
-                    "id": "rr_leg_a_full",
-                    "label": f"腿A达盈亏比{rr:g}(亏腿全损)",
-                    "spot": spot_a,
-                    "leg_a_pnl": round(a_at_a, 4),
-                    "leg_b_pnl": round(b_at_a_full, 4),
-                    "total": round(a_at_a + b_at_a_full, 4),
-                    "note": "现货=到期实值反推;盈利=总权利金×盈亏比;亏腿本合约全亏",
-                },
-                {
-                    "id": "rr_leg_b_full",
-                    "label": f"腿B达盈亏比{rr:g}(亏腿全损)",
-                    "spot": spot_b,
-                    "leg_a_pnl": round(a_at_b_full, 4),
-                    "leg_b_pnl": round(b_at_b, 4),
-                    "total": round(a_at_b_full + b_at_b, 4),
-                    "note": "现货=到期实值反推;盈利=总权利金×盈亏比;亏腿本合约全亏",
-                },
-                {
-                    "id": "rr_leg_a_residual",
-                    "label": f"腿A达盈亏比{rr:g}(亏腿残值20%)",
-                    "spot": spot_a,
-                    "leg_a_pnl": round(a_at_a, 4),
-                    "leg_b_pnl": round(b_at_a_res, 4),
-                    "total": round(a_at_a + b_at_a_res, 4),
-                    "note": "现货同腿A达标反推;亏腿买一回收约本合约权利金20%",
-                },
-                {
-                    "id": "expiry_flat",
-                    "label": "到期·现价",
-                    "spot": index_px,
-                    "leg_a_pnl": round(a_flat, 4),
-                    "leg_b_pnl": round(b_flat, 4),
-                    "total": round(flat_total, 4),
-                    "note": "无盈利则记总亏损结束" if flat_total <= 0 else "到期仍可能有净值",
-                },
-                {
-                    "id": "max_premium_loss",
-                    "label": "最大保费损耗",
-                    "spot": None,
-                    "leg_a_pnl": round(-prem_a, 4),
-                    "leg_b_pnl": round(-prem_b, 4),
-                    "total": round(-prem, 4),
-                    "note": "双腿权利金全部损失",
-                },
-            ],
-            "summary": {
-                "profit_rr": rr,
-                "spot_at_rr_a": spot_a,
-                "spot_at_rr_b": spot_b,
-                "at_rr_a_full_total": round(a_at_a + b_at_a_full, 4),
-                "at_rr_b_full_total": round(a_at_b_full + b_at_b, 4),
-                "at_rr_a_residual_total": round(a_at_a + b_at_a_res, 4),
-                "at_target_up_total": round(a_at_a + b_at_a_full, 4),
-                "at_target_down_total": round(a_at_b_full + b_at_b, 4),
-                "at_target_total": round(a_at_a + b_at_a_full, 4),
-                "expiry_flat_total": round(flat_total, 4),
-                "premium_paid": round(prem, 6),
-                "expiry_is_loss": flat_total <= 0,
-                "rr_risk_premium": round(prem, 6),
-                "rr_at_up": round((a_at_a + b_at_a_full) / prem, 4) if prem > 0 else None,
-                "rr_at_down": round((a_at_b_full + b_at_b) / prem, 4) if prem > 0 else None,
-            },
-        }
-
-    # 兼容旧单目标:若未传上下目标则用 target_price 填两边
-    up = target_price_up if target_price_up is not None else target_price
-    down = target_price_down if target_price_down is not None else target_price
-    if up is None or down is None:
-        raise ValueError("缺少盈亏比或上破/下破目标价")
-    up_f = float(up)
-    down_f = float(down)
-
-    a_up = _leg_pnl(leg_a, up_f)
-    b_up = _leg_pnl(leg_b, up_f)
-    at_up = a_up + b_up
-    win_up = "a" if a_up >= b_up else "b"
-
-    a_dn = _leg_pnl(leg_a, down_f)
-    b_dn = _leg_pnl(leg_b, down_f)
-    at_dn = a_dn + b_dn
-    win_dn = "a" if a_dn >= b_dn else "b"
-
-    a_flat = _leg_pnl(leg_a, index_px)
-    b_flat = _leg_pnl(leg_b, index_px)
-    flat_total = a_flat + b_flat
-    expiry_loss = flat_total if flat_total <= 0 else flat_total
-
-    return {
-        "plan_type": "options_options",
-        "premium_paid": round(prem, 6),
-        "target_price": up_f,  # 兼容旧字段,取上破
-        "target_price_up": up_f,
-        "target_price_down": down_f,
-        "winner_at_up": win_up,
-        "winner_at_down": win_dn,
-        "winner_at_target": win_up,
-        "scenarios": [
-            {
-                "id": "target_up",
-                "label": "上破目标",
-                "spot": up_f,
-                "leg_a_pnl": round(a_up, 4),
-                "leg_b_pnl": round(b_up, 4),
-                "total": round(at_up, 4),
-                "note": f"盈利方≈腿{win_up.upper()}(可平);亏损方默认到期",
-            },
-            {
-                "id": "target_down",
-                "label": "下破目标",
-                "spot": down_f,
-                "leg_a_pnl": round(a_dn, 4),
-                "leg_b_pnl": round(b_dn, 4),
-                "total": round(at_dn, 4),
-                "note": f"盈利方≈腿{win_dn.upper()}(可平);亏损方默认到期",
-            },
-            {
-                "id": "expiry_flat",
-                "label": "到期·现价(无突破)",
-                "spot": index_px,
-                "leg_a_pnl": round(a_flat, 4),
-                "leg_b_pnl": round(b_flat, 4),
-                "total": round(flat_total, 4),
-                "note": "无盈利则记总亏损结束" if flat_total <= 0 else "到期仍可能有净值",
-            },
-            {
-                "id": "max_premium_loss",
-                "label": "最大保费损耗",
-                "spot": None,
-                "leg_a_pnl": round(-prem_a, 4),
-                "leg_b_pnl": round(-prem_b, 4),
-                "total": round(-prem, 4),
-                "note": "双腿权利金全部损失",
-            },
-        ],
-        "summary": {
-            "at_target_up_total": round(at_up, 4),
-            "at_target_down_total": round(at_dn, 4),
-            "at_target_total": round(at_up, 4),
-            "expiry_flat_total": round(expiry_loss, 4),
-            "premium_paid": round(prem, 6),
-            "expiry_is_loss": flat_total <= 0,
-            # 盈亏比:盈利/全亏保费(风险=权利金全损)
-            "rr_risk_premium": round(prem, 6),
-            "rr_at_up": round(at_up / prem, 4) if prem > 0 else None,
-            "rr_at_down": round(at_dn / prem, 4) if prem > 0 else None,
-        },
-    }
-
-
-def gate_status(
-    *,
-    hedge_enabled: bool,
-    sizing_mode: str,
-    plan_type: str,
-    options_enabled: bool,
-    live_order: bool = False,
-    live_trading: bool = False,
-    active_count: int = 0,
-    max_active: int = 1,
-    show_perp_options: bool = True,
-    show_options_options: bool = True,
-    mutual_exclusive: bool = True,
-    has_standalone_option: bool = False,
-) -> dict[str, Any]:
-    from lib.trade.position_sizing_lib import is_full_margin_mode
-
-    full = is_full_margin_mode(sizing_mode)
-    pt = (plan_type or "").strip().lower()
-    can_preview = True
-    can_start = True
-    reasons: list[str] = []
-    if not hedge_enabled:
-        can_start = False
-        reasons.append("对冲计划未启用(HEDGE_PLAN_ENABLED)")
-    if not options_enabled:
-        can_preview = False
-        can_start = False
-        reasons.append("期权模块未启用")
-    if pt == "perp_options" and not show_perp_options:
-        can_preview = False
-        can_start = False
-        reasons.append("永期对冲已隐藏(HEDGE_PLAN_SHOW_PERP_OPTIONS)")
-    if pt == "options_options" and not show_options_options:
-        can_preview = False
-        can_start = False
-        reasons.append("期期对冲已隐藏(HEDGE_PLAN_SHOW_OPTIONS_OPTIONS)")
-    if not live_order:
-        can_start = False
-        reasons.append("未允许对冲真实下单(HEDGE_PLAN_LIVE_ORDER)")
-    if active_count >= max(1, int(max_active or 1)):
-        can_start = False
-        reasons.append(f"活跃计划已达上限({max_active})")
-    if mutual_exclusive and has_standalone_option:
-        can_start = False
-        reasons.append("存在单独期权持仓,禁止启动对冲计划(互斥门控)")
-    if pt == "perp_options":
-        if not full:
-            can_start = False
-            reasons.append("永期开仓仅全仓模式可用(当前可测算)")
-        if not live_trading:
-            can_start = False
-            reasons.append("未开启实盘(LIVE_TRADING_ENABLED)")
-    elif pt == "options_options":
-        pass
-    else:
-        can_start = False
-        reasons.append("未知计划类型")
-    if can_start:
-        reasons = []
-    return {
-        "hedge_enabled": hedge_enabled,
-        "options_enabled": options_enabled,
-        "sizing_mode": sizing_mode,
-        "is_full_margin": full,
-        "plan_type": pt,
-        "live_order": live_order,
-        "live_trading": live_trading,
-        "active_count": active_count,
-        "max_active": max_active,
-        "show_perp_options": bool(show_perp_options),
-        "show_options_options": bool(show_options_options),
-        "mutual_exclusive": bool(mutual_exclusive),
-        "has_standalone_option": bool(has_standalone_option),
-        "can_preview": can_preview,
-        "can_start": can_start,
-        "reasons": reasons,
-    }

lib/hedge_plan/hedge_plan_db.py

@@ -1,468 +0,0 @@
-"""对冲计划 SQLite 表."""
-from __future__ import annotations
-
-import sqlite3
-from typing import Any, Optional
-
-
-def init_hedge_plan_tables(conn: sqlite3.Connection) -> None:
-    conn.execute(
-        """
-        CREATE TABLE IF NOT EXISTS hedge_plans (
-            id INTEGER PRIMARY KEY AUTOINCREMENT,
-            plan_type TEXT NOT NULL,
-            status TEXT NOT NULL,
-            underlying TEXT NOT NULL,
-            direction TEXT,
-            entry_mark REAL,
-            tp REAL,
-            sl REAL,
-            target_price REAL,
-            sizing_mode_at_open TEXT,
-            perp_size REAL,
-            margin REAL,
-            leverage REAL,
-            premium_total REAL,
-            realized_pnl_perp REAL,
-            realized_pnl_options REAL,
-            realized_pnl_total REAL,
-            stats_bucket TEXT,
-            close_reason TEXT,
-            wechat_start_sent INTEGER DEFAULT 0,
-            wechat_end_sent INTEGER DEFAULT 0,
-            note TEXT,
-            preview_json TEXT,
-            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
-            opened_at TIMESTAMP,
-            closed_at TIMESTAMP
-        )
-        """
-    )
-    conn.execute(
-        """
-        CREATE TABLE IF NOT EXISTS hedge_plan_legs (
-            id INTEGER PRIMARY KEY AUTOINCREMENT,
-            plan_id INTEGER NOT NULL,
-            leg_role TEXT NOT NULL,
-            symbol TEXT,
-            inst_id TEXT,
-            opt_type TEXT,
-            strike REAL,
-            side TEXT,
-            size REAL,
-            avg_open REAL,
-            premium REAL,
-            status TEXT,
-            linked_monitor_id INTEGER,
-            options_trade_id INTEGER,
-            exchange_ord_id TEXT,
-            realized_pnl REAL,
-            close_reason TEXT,
-            opened_at TIMESTAMP,
-            closed_at TIMESTAMP,
-            FOREIGN KEY(plan_id) REFERENCES hedge_plans(id)
-        )
-        """
-    )
-    conn.execute(
-        "CREATE INDEX IF NOT EXISTS idx_hedge_plans_status ON hedge_plans(status)"
-    )
-    conn.execute(
-        "CREATE INDEX IF NOT EXISTS idx_hedge_plan_legs_plan ON hedge_plan_legs(plan_id)"
-    )
-    _ensure_column(conn, "hedge_plans", "target_price_up", "REAL")
-    _ensure_column(conn, "hedge_plans", "target_price_down", "REAL")
-    # 期期出场:盈利金额/总权利金(默认2);有值则走盈亏比监控,旧单仍用上/下破价
-    _ensure_column(conn, "hedge_plans", "profit_rr", "REAL")
-    # close_all=残值平(本合约权利金≤20%且有买一);hold_expiry=残腿持有至到期
-    _ensure_column(conn, "hedge_plans", "oo_close_mode", "TEXT")
-    # 永期「以期权为主」
-    _ensure_column(conn, "hedge_plans", "option_primary", "INTEGER")
-    _ensure_column(conn, "hedge_plans", "option_target_points", "REAL")
-    _ensure_column(conn, "hedge_plans", "perp_target_points", "REAL")
-    _ensure_column(conn, "hedge_plans", "option_perp_ratio", "REAL")
-    _ensure_column(conn, "hedge_plans", "premium_budget", "REAL")
-    _ensure_column(conn, "hedge_plans", "strike_interval", "REAL")
-    _ensure_column(conn, "hedge_plans", "min_option_hours", "REAL")
-    _ensure_column(conn, "hedge_plans", "option_moneyness", "TEXT")
-    _ensure_column(conn, "hedge_plans", "option_leverage", "REAL")
-    _ensure_column(conn, "hedge_plans", "perp_direction", "TEXT")
-    _ensure_column(conn, "hedge_plan_legs", "ct_mult", "REAL")
-
-
-def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
-    rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
-    names: set[str] = set()
-    for r in rows:
-        try:
-            names.add(str(r["name"]))
-        except (TypeError, KeyError, IndexError):
-            names.add(str(r[1]))
-    if col not in names:
-        conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")
-
-
-_ACTIVE_STATUSES = ("opening", "active", "partial", "watching")
-
-
-def count_active_plans(conn: sqlite3.Connection, plan_type: Optional[str] = None) -> int:
-    statuses = ",".join(f"'{s}'" for s in _ACTIVE_STATUSES)
-    if plan_type:
-        row = conn.execute(
-            f"SELECT COUNT(1) AS c FROM hedge_plans WHERE status IN ({statuses}) AND plan_type=?",
-            (plan_type,),
-        ).fetchone()
-    else:
-        row = conn.execute(
-            f"SELECT COUNT(1) AS c FROM hedge_plans WHERE status IN ({statuses})"
-        ).fetchone()
-    return int((row["c"] if row else 0) or 0)
-
-
-def insert_plan(conn: sqlite3.Connection, row: dict[str, Any]) -> int:
-    cols = list(row.keys())
-    placeholders = ",".join(["?"] * len(cols))
-    conn.execute(
-        f"INSERT INTO hedge_plans ({','.join(cols)}) VALUES ({placeholders})",
-        [row[c] for c in cols],
-    )
-    return int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
-
-
-def insert_leg(conn: sqlite3.Connection, row: dict[str, Any]) -> int:
-    cols = list(row.keys())
-    placeholders = ",".join(["?"] * len(cols))
-    conn.execute(
-        f"INSERT INTO hedge_plan_legs ({','.join(cols)}) VALUES ({placeholders})",
-        [row[c] for c in cols],
-    )
-    return int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
-
-
-def update_plan(conn: sqlite3.Connection, plan_id: int, **fields: Any) -> None:
-    if not fields:
-        return
-    sets = ", ".join(f"{k}=?" for k in fields)
-    conn.execute(f"UPDATE hedge_plans SET {sets} WHERE id=?", [*fields.values(), plan_id])
-
-
-def update_leg(conn: sqlite3.Connection, leg_id: int, **fields: Any) -> None:
-    if not fields:
-        return
-    sets = ", ".join(f"{k}=?" for k in fields)
-    conn.execute(f"UPDATE hedge_plan_legs SET {sets} WHERE id=?", [*fields.values(), int(leg_id)])
-
-
-def missing_leg_role(legs: list[dict[str, Any]]) -> Optional[str]:
-    for leg in legs or []:
-        if str(leg.get("status") or "").strip().lower() == "pending":
-            role = str(leg.get("leg_role") or "").strip()
-            if role:
-                return role
-    return None
-
-
-def list_plans(
-    conn: sqlite3.Connection,
-    *,
-    status: Optional[str] = None,
-    plan_type: Optional[str] = None,
-    underlying: Optional[str] = None,
-    limit: int = 50,
-) -> list[dict[str, Any]]:
-    wheres: list[str] = []
-    args: list[Any] = []
-    if status:
-        wheres.append("status=?")
-        args.append(status)
-    if plan_type:
-        wheres.append("plan_type=?")
-        args.append(plan_type)
-    if underlying:
-        wheres.append("underlying=?")
-        args.append(underlying)
-    where = (" WHERE " + " AND ".join(wheres)) if wheres else ""
-    rows = conn.execute(
-        f"SELECT * FROM hedge_plans{where} ORDER BY id DESC LIMIT ?",
-        [*args, int(limit)],
-    ).fetchall()
-    return [dict(r) for r in rows]
-
-
-def get_plan(conn: sqlite3.Connection, plan_id: int) -> Optional[dict[str, Any]]:
-    row = conn.execute("SELECT * FROM hedge_plans WHERE id=?", (plan_id,)).fetchone()
-    return dict(row) if row else None
-
-
-def get_plan_legs(conn: sqlite3.Connection, plan_id: int) -> list[dict[str, Any]]:
-    rows = conn.execute(
-        "SELECT * FROM hedge_plan_legs WHERE plan_id=? ORDER BY id", (plan_id,)
-    ).fetchall()
-    return [dict(r) for r in rows]
-
-
-def delete_plan(conn: sqlite3.Connection, plan_id: int) -> dict[str, Any]:
-    """删除已结束/失败/取消的计划及其腿;活跃计划拒绝删除."""
-    plan = get_plan(conn, int(plan_id))
-    if not plan:
-        return {"ok": False, "msg": "计划不存在"}
-    st = str(plan.get("status") or "")
-    if st in ("opening", "active", "partial", "watching"):
-        return {"ok": False, "msg": "进行中的计划不可删除,请先结束"}
-    conn.execute("DELETE FROM hedge_plan_legs WHERE plan_id=?", (int(plan_id),))
-    conn.execute("DELETE FROM hedge_plans WHERE id=?", (int(plan_id),))
-    return {"ok": True, "deleted_id": int(plan_id)}
-
-
-def legs_contract_summary(legs: list[dict[str, Any]]) -> str:
-    parts: list[str] = []
-    for leg in legs:
-        role = str(leg.get("leg_role") or "")
-        st = str(leg.get("status") or "").strip().lower()
-        if st == "pending":
-            suffix = "(待补)"
-        elif st in ("cancelled", "canceled"):
-            suffix = "(未成交)"
-        else:
-            suffix = ""
-        if role == "perp":
-            name = str(leg.get("symbol") or "永续")
-            parts.append(f"永续 {name}{suffix}")
-        else:
-            inst = str(leg.get("inst_id") or "")
-            ot = str(leg.get("opt_type") or "").upper()
-            strike = leg.get("strike")
-            label = inst or (f"{ot}{strike}" if ot or strike is not None else role)
-            parts.append(f"{label}{suffix}")
-    return " · ".join(parts) if parts else "—"
-
-
-def attach_legs_to_plans(conn: sqlite3.Connection, plans: list[dict[str, Any]]) -> list[dict[str, Any]]:
-    out: list[dict[str, Any]] = []
-    for p in plans:
-        legs = get_plan_legs(conn, int(p["id"]))
-        row = dict(p)
-        row["legs"] = legs
-        summary = legs_contract_summary(legs)
-        if str(p.get("status") or "") == "watching" and (not legs or summary == "—"):
-            money = str(p.get("option_moneyness") or "otm")
-            money_lab = {"itm": "实/平", "atm": "平值", "otm": "虚值"}.get(money, money)
-            parts = [f"盯盘·{money_lab}"]
-            try:
-                if p.get("strike_interval") not in (None, ""):
-                    parts.append(f"间隔{float(p.get('strike_interval')):g}")
-            except (TypeError, ValueError):
-                pass
-            try:
-                if p.get("option_leverage") not in (None, ""):
-                    parts.append(f"杠杆≥{float(p.get('option_leverage')):g}")
-            except (TypeError, ValueError):
-                pass
-            summary = "·".join(parts)
-        row["contracts_summary"] = summary
-        row["missing_leg"] = missing_leg_role(legs)
-        out.append(row)
-    return out
-
-
-def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
-    """返回由进行中「期期对冲」托管的期权目标，仅供期权页只读展示。
-
-    这些目标由 hedge_plan_monitor_lib 执行，绝不能写入 options_target_monitors，
-    否则两套监控会同时尝试平掉同一条期权腿。
-    """
-    rows = conn.execute(
-        """
-        SELECT p.id AS plan_id, p.underlying, p.target_price_up, p.target_price_down,
-               p.profit_rr, l.inst_id, l.opt_type
-        FROM hedge_plans p
-        JOIN hedge_plan_legs l ON l.plan_id = p.id
-        WHERE p.plan_type = 'options_options'
-          AND p.status IN ('opening', 'active', 'partial')
-          AND l.status = 'open'
-          AND l.inst_id IS NOT NULL
-          AND l.inst_id != ''
-        ORDER BY p.id DESC, l.id DESC
-        """
-    ).fetchall()
-    out: dict[str, dict[str, Any]] = {}
-    for raw in rows:
-        row = dict(raw)
-        inst_id = str(row.get("inst_id") or "")
-        opt_type = str(row.get("opt_type") or "").upper()
-        if not inst_id or inst_id in out:
-            continue
-        profit_rr = _sf(row.get("profit_rr"))
-        if profit_rr is not None and profit_rr > 0:
-            out[inst_id] = {
-                "plan_id": int(row["plan_id"]),
-                "inst_id": inst_id,
-                "underlying": row.get("underlying"),
-                "opt_type": opt_type,
-                "profit_rr": profit_rr,
-                "target_index": None,
-                "exit_mode": "profit_rr",
-                "managed_by": "hedge_plan",
-            }
-            continue
-        target = row.get("target_price_up") if opt_type == "C" else row.get("target_price_down")
-        target_f = _sf(target)
-        if target_f is None or target_f <= 0:
-            continue
-        out[inst_id] = {
-            "plan_id": int(row["plan_id"]),
-            "inst_id": inst_id,
-            "underlying": row.get("underlying"),
-            "opt_type": opt_type,
-            "target_index": target_f,
-            "plan_type": "options_options",
-            "managed_by": "hedge_plan",
-        }
-    return out
-
-
-def active_hedge_option_inst_ids(conn: sqlite3.Connection) -> set[str]:
-    """进行中对冲计划托管的期权合约,禁止单独期权页 close/target 拆组."""
-    rows = conn.execute(
-        """
-        SELECT DISTINCT l.inst_id
-        FROM hedge_plan_legs l
-        JOIN hedge_plans p ON p.id = l.plan_id
-        WHERE p.status IN ('opening', 'active', 'partial')
-          AND l.status IN ('open', 'hold_to_expiry')
-          AND l.inst_id IS NOT NULL
-          AND TRIM(l.inst_id) != ''
-          AND (
-            l.leg_role LIKE 'option%'
-            OR (l.opt_type IS NOT NULL AND TRIM(l.opt_type) != '')
-          )
-        """
-    ).fetchall()
-    return {str(r[0]).strip() for r in rows if r and r[0]}
-
-
-def _sf(v: Any) -> Optional[float]:
-    try:
-        if v is None or v == "":
-            return None
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def _metrics_from_pnls(rows: list[dict[str, Any]]) -> dict[str, Any]:
-    """对一组已结束计划计算胜率/盈亏比/最大盈亏/最大回撤."""
-    pnls: list[float] = []
-    timed: list[tuple[str, float]] = []
-    for r in rows:
-        pnl = _sf(r.get("realized_pnl_total"))
-        if pnl is None:
-            continue
-        pnls.append(pnl)
-        t = str(r.get("closed_at") or r.get("opened_at") or r.get("created_at") or "")
-        timed.append((t, pnl))
-    n = len(pnls)
-    if n == 0:
-        return {
-            "count": 0,
-            "wins": 0,
-            "losses": 0,
-            "win_rate": None,
-            "net_pnl": 0.0,
-            "avg_pnl": None,
-            "avg_premium": None,
-            "profit_factor": None,
-            "max_profit": None,
-            "max_loss": None,
-            "max_drawdown": None,
-        }
-    wins = [x for x in pnls if x > 0]
-    losses = [x for x in pnls if x < 0]
-    gross_win = sum(wins)
-    gross_loss = abs(sum(losses))
-    if gross_loss > 0:
-        profit_factor = round(gross_win / gross_loss, 4)
-    elif gross_win > 0:
-        profit_factor = None  # 全胜,标无限
-    else:
-        profit_factor = 0.0
-
-    timed.sort(key=lambda x: x[0] or "")
-    cum = 0.0
-    peak = 0.0
-    mdd = 0.0
-    for _, p in timed:
-        cum += p
-        if cum > peak:
-            peak = cum
-        dd = peak - cum
-        if dd > mdd:
-            mdd = dd
-
-    premiums = [_sf(r.get("premium_total")) for r in rows]
-    premiums_f = [x for x in premiums if x is not None]
-    return {
-        "count": n,
-        "wins": len(wins),
-        "losses": len(losses),
-        "win_rate": round(len(wins) / n, 4),
-        "net_pnl": round(sum(pnls), 4),
-        "avg_pnl": round(sum(pnls) / n, 4),
-        "avg_premium": round(sum(premiums_f) / len(premiums_f), 4) if premiums_f else None,
-        "profit_factor": profit_factor,
-        "profit_factor_infinite": bool(gross_loss <= 0 and gross_win > 0),
-        "max_profit": round(max(pnls), 4),
-        "max_loss": round(min(pnls), 4),
-        "max_drawdown": round(mdd, 4),
-    }
-
-
-def stats_summary(conn: sqlite3.Connection) -> dict[str, Any]:
-    reason_rows = conn.execute(
-        """
-        SELECT plan_type, close_reason, COUNT(1) AS n,
-               COALESCE(SUM(realized_pnl_total), 0) AS pnl
-        FROM hedge_plans
-        WHERE status='closed'
-        GROUP BY plan_type, close_reason
-        """
-    ).fetchall()
-    closed_rows = [
-        dict(r)
-        for r in conn.execute(
-            "SELECT * FROM hedge_plans WHERE status='closed' ORDER BY COALESCE(closed_at, opened_at, created_at), id"
-        ).fetchall()
-    ]
-    active = count_active_plans(conn)
-    overall = _metrics_from_pnls(closed_rows)
-    by_type = {
-        "perp_options": _metrics_from_pnls(
-            [r for r in closed_rows if r.get("plan_type") == "perp_options"]
-        ),
-        "options_options": _metrics_from_pnls(
-            [r for r in closed_rows if r.get("plan_type") == "options_options"]
-        ),
-    }
-    # 永期止盈/止损分桶
-    po = [r for r in closed_rows if r.get("plan_type") == "perp_options"]
-    by_type["perp_options"]["buckets"] = {
-        "tp": _metrics_from_pnls([r for r in po if r.get("close_reason") == "perp_tp"]),
-        "sl": _metrics_from_pnls([r for r in po if r.get("close_reason") == "perp_sl"]),
-    }
-    oo = [r for r in closed_rows if r.get("plan_type") == "options_options"]
-    by_type["options_options"]["buckets"] = {
-        "expiry_loss": _metrics_from_pnls(
-            [r for r in oo if r.get("close_reason") == "oo_expiry_loss"]
-        ),
-        "expiry_win": _metrics_from_pnls(
-            [r for r in oo if r.get("close_reason") == "oo_expiry_win"]
-        ),
-    }
-    return {
-        "active": active,
-        "closed_count": overall["count"],
-        "closed_pnl_total": overall["net_pnl"],
-        "overall": overall,
-        "by_type": by_type,
-        "by_reason": [dict(r) for r in reason_rows],
-    }

lib/hedge_plan/hedge_plan_moneyness_lib.py

@@ -1,285 +0,0 @@
-"""对冲计划虚实值选约与校验.
-
-永期(perp_options):期权腿仅允许实值或平值(禁虚值).
-期期(options_options):两腿仅允许平值或虚值(禁实值).
-"""
-from __future__ import annotations
-
-import os
-from typing import Any, Optional
-
-
-def _env_float(name: str, default: float) -> float:
-    try:
-        return float(os.getenv(name) or default)
-    except (TypeError, ValueError):
-        return float(default)
-
-
-def itm_max_dist_usd() -> float:
-    """过深实值上限(USD).优先对冲专用,否则回退期权页."""
-    raw = (os.getenv("HEDGE_PLAN_ITM_MAX_DIST_USD") or "").strip()
-    if raw:
-        try:
-            return max(0.0, float(raw))
-        except ValueError:
-            pass
-    return max(0.0, _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0))
-
-
-def min_option_hours() -> float:
-    return max(0.0, _env_float("HEDGE_PLAN_MIN_OPTION_HOURS", 8.0))
-
-
-def min_option_leverage() -> float:
-    """指数/卖一 最低杠杆门槛;0=不启用."""
-    return max(0.0, _env_float("HEDGE_PLAN_MIN_OPTION_LEVERAGE", 0.0))
-
-
-def _sf(v: Any) -> Optional[float]:
-    if v is None or v == "":
-        return None
-    try:
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def normalize_opt_type(opt_type: Any, inst_id: str = "") -> str:
-    o = str(opt_type or "").strip().upper()
-    if o in ("C", "CALL"):
-        return "C"
-    if o in ("P", "PUT"):
-        return "P"
-    inst = str(inst_id or "").upper()
-    if inst.endswith("-C") or inst.endswith("-CALL"):
-        return "C"
-    if inst.endswith("-P") or inst.endswith("-PUT"):
-        return "P"
-    return ""
-
-
-def classify_moneyness(*, opt_type: str, strike: float, index_px: float) -> str:
-    """itm / atm / otm / unknown.与 options_pricing_lib.option_moneyness 同口径."""
-    from lib.options.options_pricing_lib import option_moneyness
-
-    return option_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
-
-
-def is_itm_or_atm(*, opt_type: str, strike: float, index_px: float) -> bool:
-    """Call: K<=S(+atm 带);Put: K>=S.用 classify 结果含 atm/itm."""
-    m = classify_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
-    if m in ("itm", "atm"):
-        return True
-    # 几何兜底(与 eth_hedge_sim 一致),避免 atm 带边界漏判
-    o = normalize_opt_type(opt_type)
-    k = float(strike)
-    s = float(index_px)
-    if o == "C":
-        return k <= s + 1e-9
-    if o == "P":
-        return k >= s - 1e-9
-    return False
-
-
-def is_atm_or_otm(*, opt_type: str, strike: float, index_px: float) -> bool:
-    m = classify_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
-    if m in ("atm", "otm"):
-        return True
-    o = normalize_opt_type(opt_type)
-    k = float(strike)
-    s = float(index_px)
-    if o == "C":
-        return k >= s - 1e-9  # 平值带内或虚值
-    if o == "P":
-        return k <= s + 1e-9
-    return False
-
-
-def itm_depth_usd(*, opt_type: str, strike: float, index_px: float) -> float:
-    o = normalize_opt_type(opt_type)
-    k = float(strike)
-    s = float(index_px)
-    if o == "C" and k < s:
-        return s - k
-    if o == "P" and k > s:
-        return k - s
-    return 0.0
-
-
-def parse_strike_from_inst(inst_id: str) -> Optional[float]:
-    """从 OKX 合约名解析行权价: ETH-USD-260731-1800-P."""
-    parts = str(inst_id or "").strip().upper().split("-")
-    if len(parts) < 5:
-        return None
-    return _sf(parts[-2])
-
-
-def pick_itm_or_atm_contract(
-    contracts: list[dict[str, Any]],
-    *,
-    opt_type: str,
-    index_px: float,
-    itm_max_dist: Optional[float] = None,
-) -> Optional[dict[str, Any]]:
-    """在合约列表中选距标的最近的实值/平值腿."""
-    want = normalize_opt_type(opt_type)
-    if not want or index_px <= 0:
-        return None
-    max_dist = itm_max_dist if itm_max_dist is not None else itm_max_dist_usd()
-    cands: list[tuple[float, float, dict[str, Any]]] = []
-    for c in contracts or []:
-        if normalize_opt_type(c.get("opt_type"), str(c.get("inst_id") or "")) != want:
-            continue
-        k = _sf(c.get("strike"))
-        if k is None:
-            continue
-        if not is_itm_or_atm(opt_type=want, strike=k, index_px=index_px):
-            continue
-        depth = itm_depth_usd(opt_type=want, strike=k, index_px=index_px)
-        if max_dist > 0 and depth > max_dist:
-            continue
-        cands.append((abs(k - index_px), k, c))
-    if not cands:
-        return None
-    cands.sort(key=lambda x: (x[0], x[1]))
-    return cands[0][2]
-
-
-def pick_atm_or_otm_contract(
-    contracts: list[dict[str, Any]],
-    *,
-    opt_type: str,
-    index_px: float,
-    prefer: str = "atm",
-) -> Optional[dict[str, Any]]:
-    """选平值或虚值腿.prefer=atm 取距标的最近;prefer=otm 取最近虚值(不含实值)."""
-    want = normalize_opt_type(opt_type)
-    if not want or index_px <= 0:
-        return None
-    prefer_l = (prefer or "atm").strip().lower()
-    cands: list[tuple[float, float, dict[str, Any]]] = []
-    for c in contracts or []:
-        if normalize_opt_type(c.get("opt_type"), str(c.get("inst_id") or "")) != want:
-            continue
-        k = _sf(c.get("strike"))
-        if k is None:
-            continue
-        if not is_atm_or_otm(opt_type=want, strike=k, index_px=index_px):
-            continue
-        m = classify_moneyness(opt_type=want, strike=k, index_px=index_px)
-        if prefer_l == "otm" and m != "otm":
-            continue
-        if prefer_l == "atm" and m == "otm":
-            # 仍可入选,但排序靠后(先 atm)
-            cands.append((1_000_000 + abs(k - index_px), k, c))
-        else:
-            cands.append((abs(k - index_px), k, c))
-    if not cands:
-        return None
-    cands.sort(key=lambda x: (x[0], x[1]))
-    return cands[0][2]
-
-
-def recommend_oo_legs(
-    contracts: list[dict[str, Any]],
-    *,
-    index_px: float,
-    template: str = "atm_straddle",
-) -> Optional[tuple[dict[str, Any], dict[str, Any]]]:
-    """期期推荐两腿.atm_straddle=最近平值 Call+Put;double_otm=最近虚值 Call+Put."""
-    tpl = (template or "atm_straddle").strip().lower()
-    prefer = "otm" if tpl in ("double_otm", "otm_otm", "otm") else "atm"
-    call = pick_atm_or_otm_contract(
-        contracts, opt_type="C", index_px=index_px, prefer=prefer
-    )
-    put = pick_atm_or_otm_contract(
-        contracts, opt_type="P", index_px=index_px, prefer=prefer
-    )
-    if not call or not put:
-        return None
-    if str(call.get("inst_id") or "") == str(put.get("inst_id") or ""):
-        return None
-    return call, put
-
-
-def validate_po_option_moneyness(
-    *,
-    opt_type: str,
-    strike: Any,
-    index_px: Any,
-    ask: Any = None,
-    hours_to_expiry: Any = None,
-) -> Optional[str]:
-    """永期保险腿校验;返回错误文案或 None."""
-    o = normalize_opt_type(opt_type)
-    k = _sf(strike)
-    s = _sf(index_px)
-    if o not in ("C", "P"):
-        return "期权类型无效"
-    if k is None or s is None or s <= 0:
-        return "行权价或指数无效,无法校验虚实值"
-    if not is_itm_or_atm(opt_type=o, strike=k, index_px=s):
-        return "永期保险腿须为实值或平值,不可选虚值"
-    max_dist = itm_max_dist_usd()
-    depth = itm_depth_usd(opt_type=o, strike=k, index_px=s)
-    if max_dist > 0 and depth > max_dist:
-        return f"实值过深(距现价 {depth:.1f}U > {max_dist:.0f}U),请换更接近平值的档"
-    min_h = min_option_hours()
-    h = _sf(hours_to_expiry)
-    if min_h > 0 and h is not None and h < min_h:
-        return f"剩余到期约 {h:.1f}h,低于最低 {min_h:.0f}h"
-    min_lev = min_option_leverage()
-    a = _sf(ask)
-    if min_lev > 0 and a is not None and a > 0:
-        lev = s / a
-        if lev < min_lev:
-            return f"期权杠杆 S/ask≈{lev:.0f} 低于门槛 {min_lev:.0f}"
-    return None
-
-
-def validate_oo_leg_moneyness(
-    *,
-    opt_type: str,
-    strike: Any,
-    index_px: Any,
-    role: str = "腿",
-) -> Optional[str]:
-    o = normalize_opt_type(opt_type)
-    k = _sf(strike)
-    s = _sf(index_px)
-    if o not in ("C", "P"):
-        return f"{role}期权类型无效"
-    if k is None or s is None or s <= 0:
-        return f"{role}行权价或指数无效,无法校验虚实值"
-    m = classify_moneyness(opt_type=o, strike=k, index_px=s)
-    if m == "itm":
-        return f"{role}须为平值或虚值,不可选实值"
-    if not is_atm_or_otm(opt_type=o, strike=k, index_px=s):
-        return f"{role}须为平值或虚值"
-    return None
-
-
-def validate_oo_legs_moneyness(
-    leg_a: dict[str, Any],
-    leg_b: dict[str, Any],
-    *,
-    index_px: Any,
-) -> Optional[str]:
-    err = validate_oo_leg_moneyness(
-        opt_type=leg_a.get("opt_type"),
-        strike=leg_a.get("strike"),
-        index_px=index_px,
-        role="腿A",
-    )
-    if err:
-        return err
-    err = validate_oo_leg_moneyness(
-        opt_type=leg_b.get("opt_type"),
-        strike=leg_b.get("strike"),
-        index_px=index_px,
-        role="腿B",
-    )
-    if err:
-        return err
-    return None

lib/hedge_plan/hedge_plan_notify_lib.py

@@ -1,216 +0,0 @@
-"""对冲计划企业微信推送(起止必发,幂等落库标记)."""
-from __future__ import annotations
-
-from typing import Any, Callable, Optional
-
-from lib.hedge_plan.hedge_plan_db import update_plan
-
-
-def _fmt(v: Any, d: int = 2) -> str:
-    try:
-        if v is None or v == "":
-            return "—"
-        return f"{float(v):.{d}f}"
-    except (TypeError, ValueError):
-        return str(v)
-
-
-def _type_label(plan_type: str) -> str:
-    return "永期对冲" if (plan_type or "") == "perp_options" else "期期对冲"
-
-
-def _dir_label(direction: str) -> str:
-    d = (direction or "").lower()
-    if d == "long":
-        return "做多"
-    if d == "short":
-        return "做空"
-    return "—"
-
-
-def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[str, Any]]] = None) -> str:
-    pt = plan.get("plan_type") or ""
-    lines = [
-        f"🟢 对冲计划启动 #{plan.get('id')}",
-        f"📌 类型:{_type_label(pt)}",
-        f"🪙 标的:{plan.get('underlying') or '—'}",
-    ]
-    if pt == "perp_options":
-        lines.extend(
-            [
-                f"📈 方向:{_dir_label(plan.get('direction') or '')}",
-                f"💵 开仓参考:{_fmt(plan.get('entry_mark'))}",
-                f"🎯 止盈:{_fmt(plan.get('tp'))}｜止损:{_fmt(plan.get('sl'))}",
-                f"📦 永续张数:{_fmt(plan.get('perp_size'), 4)}｜杠杆:{_fmt(plan.get('leverage'), 0)}x",
-                f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-            ]
-        )
-    else:
-        rr = plan.get("profit_rr")
-        if rr not in (None, ""):
-            lines.extend(
-                [
-                    f"🎯 盈亏比:{_fmt(rr)} (盈利金额/总权利金)",
-                    f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-                ]
-            )
-        else:
-            lines.extend(
-                [
-                    f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                    f"｜下破:{_fmt(plan.get('target_price_down') or plan.get('target_price'))}",
-                    f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-                ]
-            )
-    if legs:
-        for leg in legs:
-            role = leg.get("leg_role") or ""
-            if role == "perp":
-                lines.append(f"· 永续腿 {leg.get('symbol') or ''} ×{_fmt(leg.get('size'), 4)}")
-            else:
-                lines.append(
-                    f"· {role} {(leg.get('opt_type') or '')} K{_fmt(leg.get('strike'), 0)} "
-                    f"×{_fmt(leg.get('size'), 0)}张 {leg.get('inst_id') or ''}"
-                )
-    lines.append("📎 独立模块推送,不进普通交易复盘")
-    return "\n".join(lines)
-
-
-def build_hedge_end_message(plan: dict[str, Any]) -> str:
-    reason = plan.get("close_reason") or "—"
-    total = plan.get("realized_pnl_total")
-    try:
-        tv = float(total) if total is not None else None
-    except (TypeError, ValueError):
-        tv = None
-    head = "🔴" if (tv is not None and tv < 0) else "🟢"
-    reason_map = {
-        "perp_tp": "永续止盈(期权默认不平)",
-        "perp_sl": "永续止损(期权强制平)",
-        "target_win_leg": "期期已平盈利腿(中间态)",
-        "target_up_win_leg": "期期上破·已平盈利腿",
-        "target_down_win_leg": "期期下破·已平盈利腿",
-        "profit_rr_win_leg": "期期盈亏比达标·已平盈利腿",
-        "oo_rest_closing": "期期残值平·清亏损腿中",
-        "oo_rest_closed": "期期残值平·两腿已平",
-        "oo_expiry_loss": "期期到期无盈利·总亏损",
-        "oo_expiry_win": "期期到期仍盈利",
-        "expiry": "到期收口",
-        "manual": "人工结束",
-        "partial_fail": "半腿失败收尾",
-        "cancelled": "已取消",
-    }
-    lines = [
-        f"{head} 对冲计划结束 #{plan.get('id')}",
-        f"📌 类型:{_type_label(plan.get('plan_type') or '')}",
-        f"🪙 标的:{plan.get('underlying') or '—'}",
-        f"📎 原因:{reason_map.get(reason, reason)}",
-        f"💰 合计≈U:{_fmt(total)}",
-        f"· 永续分项:{_fmt(plan.get('realized_pnl_perp'))} USDT",
-        f"· 期权分项:{_fmt(plan.get('realized_pnl_options'))} USDC(≈U 1:1)",
-        f"⏱ 开仓:{plan.get('opened_at') or '—'}｜结束:{plan.get('closed_at') or '—'}",
-    ]
-    return "\n".join(lines)
-
-
-def build_hedge_alert_message(
-    *,
-    title: str,
-    plan_id: Any = None,
-    detail: str = "",
-) -> str:
-    lines = [f"⚠️ 对冲计划告警{(' #' + str(plan_id)) if plan_id else ''}", f"📌 {title}"]
-    if detail:
-        lines.append(str(detail)[:800])
-    return "\n".join(lines)
-
-
-def notify_hedge(
-    cfg: dict[str, Any],
-    content: str,
-) -> bool:
-    send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
-    if not callable(send):
-        return False
-    try:
-        send(content)
-        return True
-    except Exception:
-        return False
-
-
-def notify_plan_start(
-    cfg: dict[str, Any],
-    conn: Any,
-    plan: dict[str, Any],
-    legs: Optional[list[dict[str, Any]]] = None,
-) -> bool:
-    if int(plan.get("wechat_start_sent") or 0):
-        return False
-    ok = notify_hedge(cfg, build_hedge_start_message(plan, legs=legs))
-    if ok and plan.get("id") is not None:
-        update_plan(conn, int(plan["id"]), wechat_start_sent=1)
-        plan["wechat_start_sent"] = 1
-    return ok
-
-
-def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> bool:
-    if int(plan.get("wechat_end_sent") or 0):
-        return False
-    # 中间态 target_win_leg 不算正式结束推送(用告警)
-    if (plan.get("close_reason") or "") in (
-        "target_win_leg",
-        "target_up_win_leg",
-        "target_down_win_leg",
-        "profit_rr_win_leg",
-        "oo_rest_closing",
-    ) and (plan.get("status") or "") != "closed":
-        cr = str(plan.get("close_reason") or "")
-        if "profit_rr" in cr:
-            side = "盈亏比达标"
-        elif "up" in cr:
-            side = "上破"
-        elif "down" in cr:
-            side = "下破"
-        else:
-            side = "目标"
-        mode = (plan.get("oo_close_mode") or "").strip().lower()
-        if mode in ("close_all", "全平", "残值平"):
-            rest_txt = "另一腿残值平(本合约权利金≤20%且有买一,失败重试)"
-        else:
-            rest_txt = "另一腿到期平(持有至到期结算)"
-        rr = plan.get("profit_rr")
-        if rr not in (None, ""):
-            detail = f"盈亏比 {_fmt(rr)} (盈利金额/总权利金)"
-        else:
-            detail = (
-                f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
-            )
-        notify_hedge(
-            cfg,
-            build_hedge_alert_message(
-                title=f"期期{side}已平盈利腿 · {rest_txt}",
-                plan_id=plan.get("id"),
-                detail=detail,
-            ),
-        )
-        return True
-    ok = notify_hedge(cfg, build_hedge_end_message(plan))
-    if ok and plan.get("id") is not None:
-        update_plan(conn, int(plan["id"]), wechat_end_sent=1)
-        plan["wechat_end_sent"] = 1
-    return ok
-
-
-def notify_partial_fail(cfg: dict[str, Any], *, plan_type: str, msg: str, results: Any = None) -> bool:
-    detail = msg
-    if results:
-        try:
-            detail = f"{msg}\n路径结果:{results}"[:800]
-        except Exception:
-            pass
-    return notify_hedge(
-        cfg,
-        build_hedge_alert_message(title=f"{_type_label(plan_type)}半腿失败", detail=detail),
-    )

lib/hedge_plan/hedge_plan_option_primary_lib.py

@@ -1,527 +0,0 @@
-"""永期「以期权为主」:定仓、方向映射、目标位与净利口径(纯函数为主)."""
-from __future__ import annotations
-
-import math
-import os
-from typing import Any, Optional
-
-PREMIUM_EXEC_FACTOR = 0.95
-DEFAULT_MIN_HOURS = 36.0
-DEFAULT_STRIKE_INTERVAL = 15.0
-DEFAULT_PERP_LEVERAGE = 100
-DEFAULT_OPT_LEVERAGE_ITM_ATM = 100.0
-DEFAULT_OPT_LEVERAGE_OTM = 200.0
-DEFAULT_RATIO_ITM_ATM = 2.0
-DEFAULT_RATIO_OTM = 4.0
-OTM_LEV_FLOOR = 180.0
-
-
-def _sf(v: Any) -> Optional[float]:
-    if v is None or v == "":
-        return None
-    try:
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def is_option_primary(body_or_plan: dict[str, Any] | None) -> bool:
-    if not body_or_plan:
-        return False
-    v = body_or_plan.get("option_primary")
-    if v in (True, 1, "1", "true", "yes", "on"):
-        return True
-    try:
-        return int(v or 0) == 1
-    except (TypeError, ValueError):
-        return False
-
-
-def fee_rate() -> float:
-    try:
-        return max(0.0, float(os.getenv("HEDGE_PLAN_FEE_RATE") or os.getenv("OKX_TAKER_FEE") or "0.0005"))
-    except (TypeError, ValueError):
-        return 0.0005
-
-
-def floor2(v: float) -> float:
-    """ETH 数量向下取两位小数."""
-    if v <= 0:
-        return 0.0
-    return math.floor(float(v) * 100.0 + 1e-12) / 100.0
-
-
-def opt_type_for_view(direction: str) -> str:
-    """看法做多→Call,做空→Put."""
-    return "P" if str(direction or "").strip().lower() == "short" else "C"
-
-
-def perp_direction_for_view(direction: str) -> str:
-    """看法做多→永续空,做空→永续多."""
-    return "long" if str(direction or "").strip().lower() == "short" else "short"
-
-
-def default_opt_leverage(moneyness: str) -> float:
-    m = (moneyness or "").strip().lower()
-    return DEFAULT_OPT_LEVERAGE_OTM if m == "otm" else DEFAULT_OPT_LEVERAGE_ITM_ATM
-
-
-def default_ratio(moneyness: str) -> float:
-    m = (moneyness or "").strip().lower()
-    return DEFAULT_RATIO_OTM if m == "otm" else DEFAULT_RATIO_ITM_ATM
-
-
-def effective_min_opt_leverage(moneyness: str, configured: Any) -> float:
-    cfg = _sf(configured)
-    base = cfg if cfg is not None and cfg > 0 else default_opt_leverage(moneyness)
-    if (moneyness or "").strip().lower() == "otm":
-        return max(base, OTM_LEV_FLOOR)
-    return base
-
-
-def hours_to_expiry_from_ms(exp_ms: Any, *, now_ms: Optional[float] = None) -> Optional[float]:
-    exp = _sf(exp_ms)
-    if exp is None or exp <= 0:
-        return None
-    # OKX exp 多为毫秒
-    if exp < 1e12:
-        exp *= 1000.0
-    now = now_ms if now_ms is not None else __import__("time").time() * 1000.0
-    return (exp - now) / 3600000.0
-
-
-def target_hit(*, view_side: str, index_px: float, strike: float, points: float) -> bool:
-    """相对 K 的点数目标:做多 index≥K+N;做空 index≤K−N.点数须 >0."""
-    n = float(points or 0)
-    k = float(strike)
-    s = float(index_px)
-    if n <= 0 or k <= 0 or s <= 0:
-        return False
-    side = str(view_side or "").strip().lower()
-    if side == "short":
-        return s <= (k - n)
-    return s >= (k + n)
-
-
-def option_bid_liquidity_ok(bid: Any, bid_sz: Any, *, need_sheets: float = 0) -> tuple[bool, str]:
-    b = _sf(bid)
-    if b is None or b <= 0:
-        return False, "暂无买一报价,无法平期权"
-    sz = _sf(bid_sz)
-    if sz is not None and sz <= 0:
-        return False, "买一深度为 0,无法平期权"
-    need = float(need_sheets or 0)
-    if need > 0 and sz is not None and sz + 1e-12 < need:
-        return False, f"买一深度不足(需 {need:g} 张,买一 {sz:g})"
-    return True, ""
-
-
-def size_from_premium(
-    *,
-    premium_budget: float,
-    ask: float,
-    ct_mult: float,
-    ratio: float,
-    contract_size: float,
-    exec_factor: float = PREMIUM_EXEC_FACTOR,
-) -> dict[str, Any]:
-    """权利金×0.95 → ETH 两位小数 → 期权张 → 永续跟比例."""
-    budget = float(premium_budget or 0)
-    a = float(ask or 0)
-    ct = float(ct_mult or 0.01)
-    r = float(ratio or 0)
-    cs = float(contract_size or 0.01)
-    usable = budget * float(exec_factor or PREMIUM_EXEC_FACTOR)
-    if budget <= 0 or a <= 0 or ct <= 0 or r <= 0 or cs <= 0:
-        return {
-            "ok": False,
-            "msg": "定仓参数无效",
-            "usable_premium": round(usable, 4),
-            "eth_qty": 0.0,
-            "sheets": 0.0,
-            "perp_eth": 0.0,
-            "contracts": 0.0,
-        }
-    # ask 为每 1 币权利金;ETH 数量 = usable / ask
-    eth_qty = floor2(usable / a)
-    if eth_qty <= 0:
-        return {
-            "ok": False,
-            "msg": "权利金不足以买入 0.01 ETH 名义期权",
-            "usable_premium": round(usable, 4),
-            "eth_qty": 0.0,
-            "sheets": 0.0,
-            "perp_eth": 0.0,
-            "contracts": 0.0,
-        }
-    sheets = eth_qty / ct
-    # 张数向下取整到整数张(OKX 期权常见整张)
-    sheets_i = float(math.floor(sheets + 1e-12))
-    if sheets_i <= 0:
-        return {
-            "ok": False,
-            "msg": "换算期权张数不足 1 张",
-            "usable_premium": round(usable, 4),
-            "eth_qty": eth_qty,
-            "sheets": 0.0,
-            "perp_eth": 0.0,
-            "contracts": 0.0,
-        }
-    # 用整张回写 ETH,保持与下单一致
-    eth_qty = round(sheets_i * ct, 2)
-    perp_eth = eth_qty / r
-    contracts = perp_eth / cs
-    premium_est = a * sheets_i * ct
-    return {
-        "ok": True,
-        "msg": "",
-        "usable_premium": round(usable, 4),
-        "eth_qty": eth_qty,
-        "sheets": sheets_i,
-        "perp_eth": round(perp_eth, 6),
-        "contracts": contracts,
-        "premium_est": round(premium_est, 4),
-        "ratio": r,
-        "exec_factor": float(exec_factor or PREMIUM_EXEC_FACTOR),
-    }
-
-
-def estimate_combo_net_pnl(
-    *,
-    view_side: str,
-    strike: float,
-    index_px: float,
-    ask_open: float,
-    bid: float,
-    sheets: float,
-    ct_mult: float,
-    perp_direction: str,
-    perp_entry: float,
-    perp_mark: float,
-    contracts: float,
-    contract_size: float,
-    fee: Optional[float] = None,
-) -> dict[str, Any]:
-    """组合净利(扣费);平仓/卖出手续费按买入费率估算."""
-    fr = fee if fee is not None else fee_rate()
-    ct = float(ct_mult or 0.01)
-    sh = float(sheets or 0)
-    a = float(ask_open or 0)
-    b = float(bid or 0)
-    premium = a * sh * ct
-    opt_proceeds = b * sh * ct
-    opt_open_fee = premium * fr
-    opt_close_fee = opt_proceeds * fr  # 卖出费用按买入费率
-    opt_net = opt_proceeds - premium - opt_open_fee - opt_close_fee
-
-    coins = float(contracts or 0) * float(contract_size or 0.01)
-    entry = float(perp_entry or 0)
-    mark = float(perp_mark or 0)
-    pd = str(perp_direction or "").strip().lower()
-    if pd == "short":
-        perp_gross = (entry - mark) * coins
-    else:
-        perp_gross = (mark - entry) * coins
-    perp_notional_open = abs(entry * coins)
-    perp_notional_close = abs(mark * coins)
-    perp_open_fee = perp_notional_open * fr
-    perp_close_fee = perp_notional_close * fr
-    perp_net = perp_gross - perp_open_fee - perp_close_fee
-    total = opt_net + perp_net
-    return {
-        "opt_net": round(opt_net, 4),
-        "perp_net": round(perp_net, 4),
-        "net": round(total, 4),
-        "fee_rate": fr,
-        "premium": round(premium, 4),
-        "opt_proceeds": round(opt_proceeds, 4),
-    }
-
-
-def validate_option_primary_moneyness(
-    *,
-    opt_type: str,
-    strike: Any,
-    index_px: Any,
-    ask: Any = None,
-    moneyness: str = "atm",
-    strike_interval: Any = DEFAULT_STRIKE_INTERVAL,
-    min_hours: Any = DEFAULT_MIN_HOURS,
-    hours_to_expiry: Any = None,
-    min_opt_leverage: Any = None,
-) -> Optional[str]:
-    from lib.hedge_plan.hedge_plan_moneyness_lib import (
-        classify_moneyness,
-        is_atm_or_otm,
-        is_itm_or_atm,
-        normalize_opt_type,
-    )
-
-    o = normalize_opt_type(opt_type)
-    k = _sf(strike)
-    s = _sf(index_px)
-    if o not in ("C", "P"):
-        return "期权类型无效"
-    if k is None or s is None or s <= 0:
-        return "行权价或指数无效"
-    m_want = (moneyness or "atm").strip().lower()
-    m_got = classify_moneyness(opt_type=o, strike=k, index_px=s)
-    if m_want == "itm":
-        if not is_itm_or_atm(opt_type=o, strike=k, index_px=s):
-            return "所选须为实值或平值"
-    elif m_want == "atm":
-        # 平值:距指数在间隔内即可(不强制 classify==atm)
-        pass
-    elif m_want == "otm":
-        if m_got == "itm":
-            return "虚值模式不可选实值"
-        if not is_atm_or_otm(opt_type=o, strike=k, index_px=s):
-            return "虚值模式须选虚值或平值档"
-    else:
-        return "期权类型(实/平/虚)无效"
-
-    interval = float(_sf(strike_interval) or DEFAULT_STRIKE_INTERVAL)
-    if interval > 0 and abs(k - s) > interval + 1e-9:
-        return f"行权价偏离指数 {abs(k - s):.1f} > 间隔 {interval:.0f}"
-
-    min_h = float(_sf(min_hours) or DEFAULT_MIN_HOURS)
-    h = _sf(hours_to_expiry)
-    if min_h > 0 and h is not None and h < min_h:
-        return f"剩余到期约 {h:.1f}h,低于最短 {min_h:.0f}h"
-
-    a = _sf(ask)
-    min_lev = effective_min_opt_leverage(m_want if m_want != "atm" else m_got or "atm", min_opt_leverage)
-    if min_lev > 0 and a is not None and a > 0:
-        lev = s / a
-        if lev < min_lev:
-            return f"期权杠杆 S/ask≈{lev:.0f} 低于门槛 {min_lev:.0f}"
-    return None
-
-
-def validate_option_primary_watch(body: dict[str, Any]) -> Optional[str]:
-    """盯盘启动校验:只要参数,不要求已选具体合约."""
-    need = (
-        "direction",
-        "exchange_symbol",
-        "premium_budget",
-        "option_target_points",
-        "perp_target_points",
-        "option_perp_ratio",
-        "option_leverage",
-    )
-    for k in need:
-        if body.get(k) in (None, ""):
-            return f"缺少字段: {k}"
-    try:
-        if float(body["premium_budget"]) <= 0:
-            return "权利金须大于 0"
-        if float(body["option_target_points"]) <= 0 or float(body["perp_target_points"]) <= 0:
-            return "目标位点数须大于 0"
-        if float(body["option_perp_ratio"]) <= 0:
-            return "期权永续比例须大于 0"
-        if float(body["option_leverage"]) <= 0:
-            return "期权杠杆须大于 0"
-        lev_perp = _sf(body.get("leverage"))
-        if lev_perp is not None and lev_perp <= 0:
-            return "永续杠杆须大于 0"
-    except (TypeError, ValueError):
-        return "数值字段无效"
-    direction = str(body.get("direction") or "").strip().lower()
-    if direction not in ("long", "short"):
-        return "方向须为 long 或 short"
-    moneyness = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
-    if moneyness not in ("itm", "atm", "otm"):
-        return "期权类型(实/平/虚)无效"
-    return None
-
-
-def validate_option_primary_start(body: dict[str, Any]) -> Optional[str]:
-    need = (
-        "direction",
-        "contracts",
-        "opt_inst_id",
-        "sheets",
-        "exchange_symbol",
-        "premium_budget",
-        "option_target_points",
-        "perp_target_points",
-        "option_perp_ratio",
-    )
-    for k in need:
-        if body.get(k) in (None, ""):
-            return f"缺少字段: {k}"
-    try:
-        if float(body["contracts"]) <= 0 or float(body["sheets"]) <= 0:
-            return "张数必须大于 0"
-        if float(body["premium_budget"]) <= 0:
-            return "权利金须大于 0"
-        if float(body["option_target_points"]) <= 0 or float(body["perp_target_points"]) <= 0:
-            return "目标位点数须大于 0"
-        if float(body["option_perp_ratio"]) <= 0:
-            return "期权永续比例须大于 0"
-    except (TypeError, ValueError):
-        return "数值字段无效"
-    direction = str(body.get("direction") or "").strip().lower()
-    if direction not in ("long", "short"):
-        return "方向须为 long 或 short"
-    opt_type = str(body.get("opt_type") or "").strip().upper()
-    if not opt_type:
-        inst = str(body.get("opt_inst_id") or "")
-        if inst.upper().endswith("-P"):
-            opt_type = "P"
-        elif inst.upper().endswith("-C"):
-            opt_type = "C"
-    want = opt_type_for_view(direction)
-    if opt_type != want:
-        return f"以期权为主时做{'多' if direction == 'long' else '空'}须用 {'Call' if want == 'C' else 'Put'}"
-    moneyness = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
-    from lib.hedge_plan.hedge_plan_moneyness_lib import parse_strike_from_inst
-
-    strike = body.get("strike")
-    if strike in (None, ""):
-        strike = parse_strike_from_inst(str(body.get("opt_inst_id") or ""))
-    index_px = body.get("index_px") or body.get("entry")
-    return validate_option_primary_moneyness(
-        opt_type=opt_type,
-        strike=strike,
-        index_px=index_px,
-        ask=body.get("ask"),
-        moneyness=moneyness,
-        strike_interval=body.get("strike_interval", DEFAULT_STRIKE_INTERVAL),
-        min_hours=body.get("min_option_hours", DEFAULT_MIN_HOURS),
-        hours_to_expiry=body.get("hours_to_expiry"),
-        min_opt_leverage=body.get("option_leverage") or body.get("min_opt_leverage"),
-    )
-
-
-def pick_option_primary_candidate(
-    chain: dict[str, Any],
-    *,
-    direction: str,
-    moneyness: str = "otm",
-    strike_interval: Any = DEFAULT_STRIKE_INTERVAL,
-    min_hours: Any = DEFAULT_MIN_HOURS,
-    min_opt_leverage: Any = None,
-) -> Optional[dict[str, Any]]:
-    """从期权链挑最近达标合约(间隔+虚实值+杠杆门)."""
-    from lib.hedge_plan.hedge_plan_moneyness_lib import classify_moneyness
-
-    want = opt_type_for_view(direction)
-    m_want = (moneyness or "otm").strip().lower()
-    interval = float(_sf(strike_interval) or DEFAULT_STRIKE_INTERVAL)
-    min_h = float(_sf(min_hours) or DEFAULT_MIN_HOURS)
-    try:
-        idx = float(chain.get("index_px") or 0)
-    except (TypeError, ValueError):
-        idx = 0.0
-    if idx <= 0:
-        return None
-
-    best: Optional[dict[str, Any]] = None
-    best_dist: Optional[float] = None
-    for exp in chain.get("expiries") or []:
-        h = hours_to_expiry_from_ms(exp.get("exp_time"))
-        if min_h > 0 and h is not None and h < min_h:
-            continue
-        for c in exp.get("contracts") or []:
-            if str(c.get("opt_type") or "").upper() != want:
-                continue
-            try:
-                k = float(c.get("strike") or 0)
-                ask = float(c.get("ask") or 0)
-            except (TypeError, ValueError):
-                continue
-            if k <= 0 or ask <= 0:
-                continue
-            if interval > 0 and abs(k - idx) > interval + 1e-9:
-                continue
-            m_got = classify_moneyness(opt_type=want, strike=k, index_px=idx)
-            if m_want == "itm" and m_got not in ("itm", "atm"):
-                continue
-            if m_want == "atm" and m_got != "atm":
-                continue
-            if m_want == "otm" and m_got == "itm":
-                continue
-            min_lev = effective_min_opt_leverage(m_want if m_want != "atm" else (m_got or "atm"), min_opt_leverage)
-            if min_lev > 0 and idx / ask < min_lev - 1e-9:
-                continue
-            dist = abs(k - idx)
-            if best is None or best_dist is None or dist < best_dist:
-                best = {
-                    **dict(c),
-                    "hours_to_expiry": h,
-                    "exp_time": exp.get("exp_time"),
-                    "moneyness": m_got,
-                    "index_px": idx,
-                    "leverage": round(idx / ask, 1),
-                }
-                best_dist = dist
-    return best
-
-
-def build_option_primary_preview(body: dict[str, Any]) -> dict[str, Any]:
-    """情景:期权目标 / 永续目标粗估净利."""
-    view = str(body.get("direction") or "long").lower()
-    strike = float(body["strike"])
-    n = float(body.get("option_target_points") or 0)
-    m = float(body.get("perp_target_points") or 0)
-    ask = float(body.get("ask") or 0)
-    sheets = float(body.get("sheets") or 0)
-    ct = float(body.get("ct_mult") or 0.01)
-    contracts = float(body.get("contracts") or 0)
-    cs = float(body.get("contract_size") or 0.01)
-    entry = float(body.get("entry") or body.get("index_px") or 0)
-    perp_dir = perp_direction_for_view(view)
-    # 粗估到点时期权卖价:按内在价值近似(下限 0)
-    def intrinsic(spot: float) -> float:
-        o = opt_type_for_view(view)
-        if o == "C":
-            return max(0.0, spot - strike)
-        return max(0.0, strike - spot)
-
-    scenarios = []
-    for label, pts, reason in (
-        ("期权目标", n, "opt_target_points"),
-        ("永续目标", m, "perp_target_points"),
-    ):
-        spot = strike + pts if view != "short" else strike - pts
-        bid_est = max(ask * 0.5, intrinsic(spot) * 0.85)  # 保守估价
-        net = estimate_combo_net_pnl(
-            view_side=view,
-            strike=strike,
-            index_px=spot,
-            ask_open=ask,
-            bid=bid_est,
-            sheets=sheets,
-            ct_mult=ct,
-            perp_direction=perp_dir,
-            perp_entry=entry,
-            perp_mark=spot,
-            contracts=contracts,
-            contract_size=cs,
-        )
-        scenarios.append(
-            {
-                "label": label,
-                "reason": reason,
-                "index": spot,
-                "perp_pnl": net["perp_net"],
-                "options_pnl": net["opt_net"],
-                "total": net["net"],
-                "note": "扣费净利估价;平仓费按买入费率",
-            }
-        )
-    premium = ask * sheets * ct
-    return {
-        "plan_type": "perp_options",
-        "option_primary": True,
-        "summary": {
-            "premium_paid": round(premium, 4),
-            "usable_premium": round(float(body.get("premium_budget") or 0) * PREMIUM_EXEC_FACTOR, 4),
-            "opt_target_total": scenarios[0]["total"] if scenarios else None,
-            "perp_target_total": scenarios[1]["total"] if len(scenarios) > 1 else None,
-            "perp_direction": perp_dir,
-            "opt_type": opt_type_for_view(view),
-        },
-        "scenarios": scenarios,
-    }

lib/hedge_plan/hedge_plan_settle_lib.py

@@ -1,217 +0,0 @@
-"""对冲计划结算辅助:到期内在价值与期权腿收口."""
-from __future__ import annotations
-
-import os
-import time
-from datetime import datetime
-from typing import Any, Callable, Optional
-from zoneinfo import ZoneInfo
-
-from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
-from lib.hedge_plan.hedge_plan_calc_lib import option_expiry_pnl
-
-_APP_TZ = ZoneInfo((os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip() or "Asia/Shanghai")
-
-
-def _sf(v: Any) -> Optional[float]:
-    try:
-        if v is None or v == "":
-            return None
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def leg_exp_ms(leg: dict[str, Any]) -> Optional[int]:
-    return normalize_option_exp_ms(leg.get("exp_time"), str(leg.get("inst_id") or ""))
-
-
-def leg_is_expired(leg: dict[str, Any], *, now_ms: Optional[int] = None) -> bool:
-    exp = leg_exp_ms(leg)
-    if exp is None:
-        return False
-    now = int(now_ms if now_ms is not None else time.time() * 1000)
-    return now >= int(exp)
-
-
-def settle_option_leg_at_spot(leg: dict[str, Any], spot: float) -> float:
-    """按到期结算口径估算腿盈亏(USDC)."""
-    premium = float(leg.get("premium") or 0)
-    strike = _sf(leg.get("strike"))
-    if strike is None:
-        return -premium
-    sheets = float(leg.get("size") or 1)
-    # ct_mult 未入库时默认 0.01
-    ct = float(leg.get("ct_mult") or 0.01)
-    return float(
-        option_expiry_pnl(
-            opt_type=str(leg.get("opt_type") or "P"),
-            strike=float(strike),
-            spot=float(spot),
-            sheets=sheets,
-            ct_mult=ct,
-            premium_paid=premium,
-        )
-    )
-
-
-def all_option_legs_expired(legs: list[dict[str, Any]], *, now_ms: Optional[int] = None) -> bool:
-    opts = [
-        x
-        for x in legs
-        if str(x.get("leg_role") or "").startswith("option")
-        and str(x.get("status") or "") in ("open", "hold_to_expiry")
-    ]
-    if not opts:
-        return False
-    return all(leg_is_expired(x, now_ms=now_ms) for x in opts)
-
-
-def _parse_opened_ms(raw: Any) -> Optional[int]:
-    """墙钟开仓时间 → UTC ms.库内时间为业务时区(默认 Asia/Shanghai),不可当 UTC."""
-    if raw is None or raw == "":
-        return None
-    s = str(raw).strip()
-    if not s:
-        return None
-    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M:%f", 26), ("%Y-%m-%d %H:%M", 16)):
-        try:
-            dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
-            return int(dt.timestamp() * 1000)
-        except ValueError:
-            continue
-    return None
-
-
-def resolve_option_leg_realized_pnl(
-    *,
-    ex: Any = None,
-    leg: dict[str, Any],
-    fallback: Optional[float] = None,
-    fetch_history_fn: Optional[Callable[[str], list[dict[str, Any]]]] = None,
-    hist_rows: Optional[list[dict[str, Any]]] = None,
-) -> tuple[Optional[float], str]:
-    """
-    期权腿已实现盈亏:优先 OKX positions-history realizedPnl.
-    返回 (pnl, source) source=exchange|fallback|none.
-    """
-    inst_id = str(leg.get("inst_id") or "").strip()
-    open_ms = _parse_opened_ms(leg.get("opened_at"))
-    rows = hist_rows
-    if rows is None and inst_id:
-        try:
-            if callable(fetch_history_fn):
-                rows = fetch_history_fn(inst_id)
-            elif ex is not None:
-                from lib.exchange.okx_options_lib import fetch_option_position_history
-
-                rows = fetch_option_position_history(ex, inst_id)
-        except Exception:
-            rows = None
-    if rows:
-        close_ms = _parse_opened_ms(leg.get("closed_at"))
-        sheets = _sf(leg.get("size")) or _sf(leg.get("sheets"))
-        info = resolve_option_close_from_history(
-            rows, open_ms=open_ms, close_ms=close_ms, sheets=sheets
-        )
-        pnl = _sf((info or {}).get("realized_pnl")) if info else None
-        if pnl is not None:
-            return round(float(pnl), 4), "exchange"
-    if fallback is not None:
-        return round(float(fallback), 4), "fallback"
-    return None, "none"
-
-
-def backfill_hedge_option_legs_realized_pnl(
-    conn: Any,
-    hist_rows: list[dict[str, Any]],
-    *,
-    update_plan_fn: Optional[Callable[..., Any]] = None,
-) -> dict[str, int]:
-    """用交易所历史覆盖已平期权腿盈亏,并重算已结束计划合计."""
-    from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, update_plan
-
-    by_inst: dict[str, list[dict[str, Any]]] = {}
-    for raw in hist_rows or []:
-        if not isinstance(raw, dict):
-            continue
-        inst = str(raw.get("instId") or "").strip()
-        if inst:
-            by_inst.setdefault(inst, []).append(raw)
-
-    legs = conn.execute(
-        """
-        SELECT * FROM hedge_plan_legs
-        WHERE status = 'closed'
-          AND inst_id IS NOT NULL AND TRIM(inst_id) != ''
-          AND (leg_role LIKE 'option%' OR opt_type IS NOT NULL)
-        ORDER BY id DESC
-        LIMIT 400
-        """
-    ).fetchall()
-    updated_legs = 0
-    touched_plans: set[int] = set()
-    for row in legs:
-        leg = dict(row)
-        inst = str(leg.get("inst_id") or "").strip()
-        if not inst or inst not in by_inst:
-            continue
-        pnl, src = resolve_option_leg_realized_pnl(
-            leg=leg,
-            hist_rows=by_inst[inst],
-            fallback=None,
-        )
-        if src != "exchange" or pnl is None:
-            continue
-        local = _sf(leg.get("realized_pnl"))
-        if local is not None and abs(local - pnl) < 1e-6:
-            continue
-        conn.execute(
-            "UPDATE hedge_plan_legs SET realized_pnl=? WHERE id=?",
-            (pnl, int(leg["id"])),
-        )
-        updated_legs += 1
-        touched_plans.add(int(leg["plan_id"]))
-
-    updated_plans = 0
-    updater = update_plan_fn or update_plan
-    for pid in touched_plans:
-        plan = get_plan(conn, pid)
-        if not plan or str(plan.get("status") or "") != "closed":
-            continue
-        plan_legs = get_plan_legs(conn, pid)
-        opt_sum = 0.0
-        for lg in plan_legs:
-            role = str(lg.get("leg_role") or "")
-            if not (role.startswith("option") or lg.get("opt_type")):
-                continue
-            if str(lg.get("status") or "") != "closed":
-                continue
-            opt_sum += float(_sf(lg.get("realized_pnl")) or 0.0)
-        perp = float(_sf(plan.get("realized_pnl_perp")) or 0.0)
-        ptype = str(plan.get("plan_type") or "")
-        if ptype == "options_options":
-            total = opt_sum
-            kwargs: dict[str, Any] = {
-                "realized_pnl_options": round(opt_sum, 4),
-                "realized_pnl_total": round(total, 4),
-            }
-        else:
-            total = perp + opt_sum
-            kwargs = {
-                "realized_pnl_perp": round(perp, 4),
-                "realized_pnl_options": round(opt_sum, 4),
-                "realized_pnl_total": round(total, 4),
-            }
-        old_total = _sf(plan.get("realized_pnl_total"))
-        old_opts = _sf(plan.get("realized_pnl_options"))
-        if (
-            old_total is not None
-            and abs(old_total - total) < 1e-6
-            and old_opts is not None
-            and abs(old_opts - opt_sum) < 1e-6
-        ):
-            continue
-        updater(conn, pid, **kwargs)
-        updated_plans += 1
-    return {"legs": updated_legs, "plans": updated_plans}

lib/hedge_plan/okx_trade_mode_lib.py

@@ -1,96 +0,0 @@
-"""OKX 期权/对冲模式(env: OKX_TRADE_MODE).
-
-options         → 仅单独期权(隐藏对冲导航与对冲 env 配置)
-options_options → 仅期期对冲(不可单独开期权)
-perp_options    → 永期对冲(含合约腿);产品 UI 已隐藏,仅兼容旧 .env / 历史计划
-"""
-from __future__ import annotations
-
-import os
-from typing import Optional
-
-MODE_OPTIONS = "options"
-MODE_PERP = "perp_options"
-MODE_OO = "options_options"
-VALID_MODES = frozenset({MODE_OPTIONS, MODE_PERP, MODE_OO})
-# 配置页可选模式(不含永期)
-UI_MODES = frozenset({MODE_OPTIONS, MODE_OO})
-
-_ALIASES = {
-    "option": MODE_OPTIONS,
-    "standalone": MODE_OPTIONS,
-    "期权": MODE_OPTIONS,
-    "单独期权": MODE_OPTIONS,
-    "po": MODE_PERP,
-    "perp": MODE_PERP,
-    "永期": MODE_PERP,
-    "永期对冲": MODE_PERP,
-    "oo": MODE_OO,
-    "期期": MODE_OO,
-    "期期对冲": MODE_OO,
-}
-
-
-def _env_bool(name: str, default: bool = False) -> bool:
-    raw = os.getenv(name)
-    if raw is None or str(raw).strip() == "":
-        return default
-    return str(raw).strip().lower() in ("1", "true", "yes", "on")
-
-
-def normalize_okx_trade_mode(raw: Optional[str]) -> str:
-    s = str(raw or "").strip().lower()
-    if s in VALID_MODES:
-        return s
-    if s in _ALIASES:
-        return _ALIASES[s]
-    return ""
-
-
-def legacy_infer_okx_trade_mode() -> str:
-    """未配置 OKX_TRADE_MODE 时默认单独期权(对冲关闭).
-
-    旧 HEDGE_PLAN_* 开关不再自动打开对冲,避免误开;需显式设 OKX_TRADE_MODE=options_options.
-    """
-    return MODE_OPTIONS
-
-
-def get_okx_trade_mode() -> str:
-    m = normalize_okx_trade_mode(os.getenv("OKX_TRADE_MODE"))
-    if m:
-        return m
-    return legacy_infer_okx_trade_mode()
-
-
-def hedge_module_enabled() -> bool:
-    return get_okx_trade_mode() in (MODE_PERP, MODE_OO)
-
-
-def show_perp_options() -> bool:
-    return get_okx_trade_mode() == MODE_PERP
-
-
-def show_options_options() -> bool:
-    return get_okx_trade_mode() == MODE_OO
-
-
-def standalone_options_open_allowed() -> bool:
-    return get_okx_trade_mode() == MODE_OPTIONS
-
-
-def mode_label(mode: Optional[str] = None) -> str:
-    m = mode or get_okx_trade_mode()
-    return {
-        MODE_OPTIONS: "单独期权",
-        MODE_PERP: "永期对冲",
-        MODE_OO: "期期对冲",
-    }.get(m, m or "—")
-
-
-def block_standalone_open_by_mode_msg() -> Optional[str]:
-    if standalone_options_open_allowed():
-        return None
-    return (
-        f"当前交易模式为「{mode_label()}」,不可单独开期权;"
-        "请在 env「交易模式」切换为「单独期权」"
-    )

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -1,408 +0,0 @@
-<div class="hedge-plan-page-wrap" style="grid-column:1/-1" id="hedge-plan-root"
-     data-default-underly="{{ options_default_underly | default('ETH') }}"
-     data-hedge-enabled="{{ '1' if hedge_plan_enabled else '0' }}"
-     data-options-enabled="{{ '1' if options_enabled else '0' }}"
-     data-show-perp="{{ '1' if hedge_plan_show_perp_options else '0' }}"
-     data-show-oo="{{ '1' if hedge_plan_show_options_options else '0' }}"
-     data-oo-close-mode-enabled="{{ '1' if hedge_plan_oo_close_mode_enabled else '0' }}"
-     data-option-primary="{{ '1' if hedge_plan_option_primary|default(true) else '0' }}"
-     data-budget-buffer="{{ hedge_plan_budget_buffer | default(0.95) }}"
-     data-sizing-mode="{{ position_sizing_mode | default('risk') }}"
-     data-is-full-margin="{{ '1' if position_sizing_mode == 'full_margin' else '0' }}">
-  {% if not hedge_plan_enabled %}
-  <div class="flash" style="margin-bottom:12px">对冲计划未启用:请在 <code>env配置 → 对冲计划</code> 打开 <code>HEDGE_PLAN_ENABLED</code>(可热更).</div>
-  {% endif %}
-  {% if not options_enabled %}
-  <div class="flash" style="margin-bottom:12px">期权模块未启用,无法拉期权链.请先配置期权账户.</div>
-  {% endif %}
-  {% if hedge_plan_enabled and not hedge_plan_show_perp_options and not hedge_plan_show_options_options %}
-  <div class="flash" style="margin-bottom:12px">永期与期期 Tab 均已隐藏:请在 env「期权/对冲模式」切换交易模式;进行中/历史仍可查看.</div>
-  {% endif %}
-
-  <div class="card hp-head-card">
-    <div class="hp-head-row">
-      <h2 class="hp-title">对冲计划 <span class="muted hp-title-sub">测算 · 下单</span>
-        <a class="muted" href="/options/guide" target="_blank" rel="noopener" style="font-size:13px;font-weight:500;margin-left:8px">期权开平仓与监控说明</a>
-      </h2>
-      <button type="button" class="btn-secondary" id="hp-refresh" title="刷新永续行情与期权链">刷新行情</button>
-    </div>
-    <div class="hp-tabs" role="tablist" aria-label="对冲计划分类">
-      {% if hedge_plan_show_perp_options %}
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="perp_options">永期对冲</button>
-      {% endif %}
-      {% if hedge_plan_show_options_options %}
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="options_options">期期对冲</button>
-      {% endif %}
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="active">进行中的计划</button>
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="history">历史记录</button>
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="stats">统计分析</button>
-    </div>
-    <p class="muted" id="hp-gate-line"></p>
-    <p class="muted hp-acct-hint" id="hp-acct-hint">永续腿→合约账户 · 期权腿→期权账户</p>
-  </div>
-
-  <div id="hp-tab-perp_options" class="hp-tab-panel" role="tabpanel">
-    <div class="options-dual-grid" id="hp-po-layout">
-      <div class="card hp-po-perp-card">
-        <h2>
-          <span id="hp-po-mode-badge" class="hp-po-mode-badge">以期权为主</span>
-          <span id="hp-po-card-title">执行参数</span>
-          · <span id="hp-perp-uly-label">ETH</span>
-          <span class="muted hp-acct-tag" id="hp-perp-acct-tag">合约账户</span>
-        </h2>
-        <details class="tip-collapse hp-rule-collapse">
-          <summary class="tip-collapse-summary">规则说明</summary>
-          <div class="tip-collapse-body rule-tip">
-            <p><strong>账户</strong>：永续腿走<strong>合约账户</strong>(USDT);期权腿走<strong>期权账户</strong>(USDC)。两账户分开下单、资金不互通。</p>
-            <p><strong>模式</strong>：在 env <code>HEDGE_PLAN_OPTION_PRIMARY</code> 切换(true=以期权为主 / false=保险模式);标题前标识当前模式。</p>
-            <p><strong>保险模式</strong>：做多配 Put、做空配 Call;左填开仓/止盈止损;仅实值/平值;交易所 TP/SL 出场。</p>
-            <p><strong>以期权为主</strong>：填参后点「策略启动」进入<strong>盯盘</strong>(非现场开仓);杠杆/间隔达标后自动先开期权再市价永续。右侧列表仅展示达标候选。</p>
-          </div>
-        </details>
-        <div class="form-row hp-uly-row">
-          <button type="button" class="btn-secondary hp-uly-btn active" data-uly="ETH">ETH</button>
-          <button type="button" class="btn-secondary hp-uly-btn" data-uly="BTC">BTC</button>
-        </div>
-        <div class="hp-po-top">
-          <div class="hp-oo-seg hp-po-dir-seg" role="group" aria-label="方向">
-            <button type="button" class="btn-secondary hp-po-dir is-selected" data-dir="long" title="做多=买Call+永续空"><span class="hp-oo-check" aria-hidden="true">✓</span>做多</button>
-            <button type="button" class="btn-secondary hp-po-dir" data-dir="short" title="做空=买Put+永续多"><span class="hp-oo-check" aria-hidden="true">✓</span>做空</button>
-          </div>
-        </div>
-        <div class="hp-po-fields hidden" id="hp-po-fields-insurance" hidden>
-          <label class="hp-po-field">
-            <span class="hp-po-field-lab">开仓价 <em>USDT</em></span>
-            <input type="number" step="any" id="hp-entry" placeholder="入场价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-          </label>
-          <label class="hp-po-field">
-            <span class="hp-po-field-lab">张数 <em>合约张</em></span>
-            <input type="number" step="any" id="hp-contracts" placeholder="数量" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-          </label>
-          <label class="hp-po-field hp-po-field--tp">
-            <span class="hp-po-field-lab">止盈 <em>USDT</em></span>
-            <input type="number" step="any" id="hp-tp" placeholder="目标价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-          </label>
-          <label class="hp-po-field hp-po-field--sl">
-            <span class="hp-po-field-lab">止损 <em>USDT</em></span>
-            <input type="number" step="any" id="hp-sl" placeholder="保护价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-          </label>
-        </div>
-        <div id="hp-po-fields-option-primary">
-          <section class="hp-po-section" aria-labelledby="hp-po-sec-capital">
-            <h3 id="hp-po-sec-capital" class="hp-po-section-title">资金与杠杆配置</h3>
-            <div class="hp-po-fields hp-po-fields--section hp-po-fields--capital">
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">权利金 <em>USDC</em></span>
-                <input type="number" step="any" id="hp-premium-budget" placeholder="预算(执行×0.95)" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">永续杠杆</span>
-                <input type="number" step="1" id="hp-perp-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">期权杠杆 <em>启动校验</em></span>
-                <input type="number" step="1" id="hp-opt-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-            </div>
-          </section>
-          <section class="hp-po-section" aria-labelledby="hp-po-sec-select">
-            <h3 id="hp-po-sec-select" class="hp-po-section-title">选约条件</h3>
-            <div class="hp-po-fields hp-po-fields--section hp-po-fields--select">
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">到期时间 <em>最短h</em></span>
-                <input type="number" step="1" id="hp-min-hours" value="36" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">期权间隔 <em>点</em></span>
-                <input type="number" step="any" id="hp-strike-interval" value="15" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field hp-po-field--type">
-                <span class="hp-po-field-lab">类型</span>
-                <select id="hp-money-select" aria-label="虚实值类型">
-                  <option value="otm" selected>虚值</option>
-                  <option value="itm">实值/平值</option>
-                  <option value="atm">仅平值</option>
-                </select>
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">比例 <em>期权:永续</em></span>
-                <input type="number" step="any" id="hp-opt-perp-ratio" value="2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-            </div>
-          </section>
-          <section class="hp-po-section" aria-labelledby="hp-po-sec-exit">
-            <h3 id="hp-po-sec-exit" class="hp-po-section-title">出场条件</h3>
-            <div class="hp-po-fields hp-po-fields--section">
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">期权目标位 <em>相对K</em></span>
-                <input type="number" step="any" id="hp-opt-target-pts" placeholder="点数" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">永续目标位 <em>相对K</em></span>
-                <input type="number" step="any" id="hp-perp-target-pts" placeholder="点数" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-            </div>
-          </section>
-        </div>
-        <div class="hp-po-summary">
-          <div id="hp-perp-pnl-line" class="hp-po-pnl"></div>
-          <div id="hp-sizing-line" class="muted hp-po-sizing"></div>
-        </div>
-      </div>
-      <div class="card hp-po-right-card">
-        <div class="hp-po-right-stack">
-          <div class="hp-po-inner-card hp-po-perp-quote-card">
-            <h2>永续行情 <span class="muted hp-acct-tag">合约账户</span></h2>
-            <div class="hp-po-quote-head">
-              <span id="hp-po-mark" class="hp-po-mark" aria-live="polite">标记 —</span>
-            </div>
-            <p id="hp-perp-quote" class="muted hp-po-meta">加载中…</p>
-            <p id="hp-po-perp-quote-right" class="muted hp-po-meta" hidden></p>
-          </div>
-          <div class="hp-po-inner-card hp-opt-card">
-            <h2>期权 · <span id="hp-opt-type-label">Call</span> <span class="muted hp-acct-tag" id="hp-opt-acct-tag">期权账户</span></h2>
-            <div class="form-row hp-opt-toolbar hp-po-opt-toolbar">
-              <select id="hp-exp-select"><option value="">选择到期日</option></select>
-              <span class="hp-po-ins-money" id="hp-po-ins-money" hidden>
-                <button type="button" class="btn-secondary hp-money-btn active" data-money="itm" title="实值+平值">实值/平值</button>
-                <button type="button" class="btn-secondary hp-money-btn" data-money="atm" title="仅平值">仅平值</button>
-              </span>
-              <button type="button" class="btn-secondary" id="hp-recommend-opt" title="按当前类型自动匹配最近合约">自动匹配</button>
-              <button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button>
-              <span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span>
-            </div>
-            <div class="options-strike-table-wrap hp-strike-table-wrap--6">
-              <table class="options-strike-table" id="hp-strike-table">
-                <thead>
-                  <tr>
-                    <th>行权价</th>
-                    <th>实虚值</th>
-                    <th title="指数÷卖一">杠杆</th>
-                    <th>卖一/张</th>
-                    <th>买一/张</th>
-                    <th>操作</th>
-                  </tr>
-                </thead>
-                <tbody id="hp-strike-tbody">
-                  <tr><td colspan="6" class="muted">请刷新期权链</td></tr>
-                </tbody>
-              </table>
-            </div>
-            <div class="form-row hp-pick-row">
-              <label>已选 <code id="hp-sel-inst">—</code></label>
-              <label>张数 <span class="hp-unit">期权张</span> <input type="number" step="1" min="1" id="hp-sheets" value="1" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
-              <span class="muted" id="hp-premium-line"></span>
-            </div>
-            <div id="hp-opt-bal-line" class="muted hp-po-meta hp-opt-bal-line"></div>
-          </div>
-        </div>
-        <div class="form-row hp-action-row hp-po-action-row">
-          <span id="hp-po-strategy-status" class="hp-po-strategy-status" aria-live="polite"></span>
-          <button type="button" class="primary" id="hp-preview-btn" title="以期权为主=盯盘启动">策略启动</button>
-        </div>
-      </div>
-    </div>
-  </div>
-
-  <div id="hp-tab-options_options" class="hp-tab-panel hidden" role="tabpanel" hidden>
-    <div class="options-dual-grid" id="hp-oo-layout">
-      <div class="card">
-        <h2>期期参数 · <span id="hp-oo-uly-label">ETH</span> <span class="muted hp-acct-tag">期权账户</span></h2>
-        <details class="tip-collapse hp-rule-collapse">
-          <summary class="tip-collapse-summary">规则说明</summary>
-          <div class="tip-collapse-body rule-tip">
-            <p><strong>账户</strong>：两腿都在<strong>期权账户</strong>。可用预算 = min(交易 USDC × 对冲缓冲 <strong id="hp-oo-buf-ratio">{{ '%.2f'|format(hedge_plan_budget_buffer|default(0.95)|float) }}</strong>, 单笔预算);可在 env「对冲预算缓冲比例」改。</p>
-            <p><strong>下单</strong>：选 Call + Put 后「计算」再「启动」。启动会再拉卖一并按最新价重算张数,IOC 完全成交才算成功;资金不足可在右侧划转。</p>
-            <p><strong>板块</strong>：左填<strong>盈亏比</strong>(盈利金额÷总权利金,默认2)与张数模式(同张数/做多/做空);右 T 型选腿。<strong>两腿仅允许平值或虚值</strong>(禁实值)。出场:盈利腿达盈亏比即平;亏损腿「残值平」=本合约权利金跌至20%且有买一时平,「到期平」=持有至到期。</p>
-          </div>
-        </details>
-        <div class="form-row hp-uly-row">
-          <button type="button" class="btn-secondary hp-uly-btn-oo active" data-uly="ETH">ETH</button>
-          <button type="button" class="btn-secondary hp-uly-btn-oo" data-uly="BTC">BTC</button>
-        </div>
-        <div class="form-row hp-target-row hp-oo-target-row">
-          <label title="盈利金额 / 总权利金">盈亏比 <input type="number" step="0.1" min="0.1" id="hp-profit-rr" value="2" placeholder="默认2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
-          <span id="hp-oo-index" class="hp-oo-index" aria-live="polite">指数 —</span>
-        </div>
-        <div class="hp-oo-controls">
-          <div class="hp-oo-ctrl">
-            <span class="hp-oo-ctrl-lab">张数</span>
-            <div class="hp-oo-seg" role="group" aria-label="自动张数">
-              <button type="button" class="btn-secondary hp-oo-size-mode is-selected" data-oo-size="same_sheets" title="两腿同张数,总权利金≤预算"><span class="hp-oo-check" aria-hidden="true">✓</span>同张数</button>
-              <button type="button" class="btn-secondary hp-oo-size-mode" data-oo-size="long_bias" title="偏多:Call 占比更高(比例见 env)"><span class="hp-oo-check" aria-hidden="true">✓</span>做多</button>
-              <button type="button" class="btn-secondary hp-oo-size-mode" data-oo-size="short_bias" title="偏空:Put 占比更高(比例见 env)"><span class="hp-oo-check" aria-hidden="true">✓</span>做空</button>
-            </div>
-          </div>
-          <div class="hp-oo-ctrl" id="hp-oo-close-mode-row">
-            <span class="hp-oo-ctrl-lab" title="仅控制盈利腿平掉后的另一腿">平仓</span>
-            <div class="hp-oo-seg" role="group" aria-label="平仓模式">
-              <button type="button" class="btn-secondary hp-oo-close-mode is-selected" data-oo-close="close_all" title="盈利腿平后:亏损腿本合约权利金跌至20%且有买一时平掉(失败重试)"><span class="hp-oo-check" aria-hidden="true">✓</span>残值平</button>
-              <button type="button" class="btn-secondary hp-oo-close-mode" data-oo-close="hold_expiry" title="盈利腿平后另一腿持有至到期"><span class="hp-oo-check" aria-hidden="true">✓</span>到期平</button>
-            </div>
-          </div>
-        </div>
-        <p class="muted hp-oo-meta" id="hp-oo-budget-line"></p>
-        <div id="hp-oo-legs" class="hp-oo-legs">
-          <div class="hp-oo-leg-row" data-leg="a">
-            <div class="muted" id="hp-oo-leg-a-info">腿A: 尚未选用</div>
-            <label>张数 <span class="hp-unit">期权张</span>
-              <input type="number" step="1" min="0" id="hp-oo-sheets-a" value="1" disabled autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-            </label>
-          </div>
-          <div class="hp-oo-leg-row" data-leg="b">
-            <div class="muted" id="hp-oo-leg-b-info">腿B: 尚未选用</div>
-            <label>张数 <span class="hp-unit">期权张</span>
-              <input type="number" step="1" min="0" id="hp-oo-sheets-b" value="1" disabled autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-            </label>
-          </div>
-          <p class="muted" id="hp-oo-prem-line"></p>
-        </div>
-      </div>
-      <div class="card hp-opt-card">
-        <h2>期权 T 型报价</h2>
-        <div class="form-row">
-          <select id="hp-oo-exp-select"><option value="">选择到期日</option></select>
-          <button type="button" class="btn-secondary hp-oo-money-btn is-selected active" data-oo-money="atm_otm" title="平值+虚值" aria-pressed="true"><span class="hp-oo-check" aria-hidden="true">✓</span>平/虚</button>
-          <button type="button" class="btn-secondary hp-oo-money-btn" data-oo-money="atm" title="仅平值" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>仅平值</button>
-          <button type="button" class="btn-secondary hp-oo-money-btn" data-oo-money="otm" title="仅虚值" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>仅虚值</button>
-          <button type="button" class="btn-secondary hp-oo-recommend-btn" id="hp-oo-recommend-atm" data-oo-rec="atm_straddle" title="最近平值 Call+Put" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>推荐跨式</button>
-          <button type="button" class="btn-secondary hp-oo-recommend-btn" id="hp-oo-recommend-otm" data-oo-rec="double_otm" title="最近虚值 Call+Put" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>推荐双虚</button>
-          <button type="button" class="btn-secondary" id="hp-oo-load-chain">刷新链</button>
-          <button type="button" class="btn-secondary hp-oo-expand-btn" id="hp-oo-expand-all" title="展开该到期全部平值/虚值行权价;若当前为「仅平值」会自动切到「平/虚」" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>显示全部</button>
-        </div>
-        <div class="options-strike-table-wrap hp-oo-table-wrap" id="hp-oo-table-wrap">
-          <table class="options-strike-table options-strike-table--t" id="hp-oo-table">
-            <thead>
-              <tr>
-                <th colspan="4" class="opt-t-head-call">Call</th>
-                <th class="opt-t-head-mid">行权</th>
-                <th colspan="4" class="opt-t-head-put">Put</th>
-              </tr>
-              <tr>
-                <th>卖一/张</th><th title="行权价÷卖一">杠杆</th><th>实虚值</th><th>选用</th>
-                <th>K</th>
-                <th>实虚值</th><th>卖一/张</th><th title="行权价÷卖一">杠杆</th><th>选用</th>
-              </tr>
-            </thead>
-            <tbody id="hp-oo-tbody">
-              <tr><td colspan="9" class="muted">请刷新期权链</td></tr>
-            </tbody>
-          </table>
-        </div>
-        <div class="hp-oo-transfer hp-oo-transfer--compact" id="hp-oo-transfer">
-          <div class="hp-oo-transfer-bals muted">
-            <span>资金 <strong id="hp-oo-funding-usdc">—</strong></span>
-            <span class="hp-oo-transfer-sep">·</span>
-            <span>交易 <strong id="hp-oo-trading-usdc">—</strong></span>
-            <span class="hp-oo-transfer-unit">USDC</span>
-            <span class="muted" id="hp-oo-xfer-msg"></span>
-          </div>
-          <div class="form-row hp-oo-transfer-form" autocomplete="off">
-            {# 诱饵账号框:避免浏览器把划转数量当成登录用户名填 dekun #}
-            <input type="text" name="username" autocomplete="username" tabindex="-1" aria-hidden="true"
-                   style="position:absolute;left:-9999px;width:1px;height:1px;opacity:0" value="">
-            <select id="hp-oo-xfer-dir" aria-label="划转方向" autocomplete="off">
-              <option value="funding_to_trading" selected>资金 → 交易</option>
-              <option value="trading_to_funding">交易 → 资金</option>
-            </select>
-            <input type="number" id="hp-oo-xfer-amount" name="cm_hp_xfer_amt" min="0.01" step="0.01" placeholder="数量"
-                   autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-bwignore="true" data-form-type="other" readonly />
-            <button type="button" class="btn-secondary btn-sm" id="hp-oo-xfer-all">全部</button>
-            <button type="button" class="btn-primary btn-sm" id="hp-oo-xfer-btn">划转</button>
-          </div>
-        </div>
-        <div class="form-row hp-action-row">
-          <button type="button" class="primary" id="hp-preview-btn-oo">计算</button>
-        </div>
-      </div>
-    </div>
-  </div>
-
-  <div id="hp-tab-active" class="hp-tab-panel hidden" role="tabpanel" hidden>
-    <div class="card">
-      <h2>进行中的计划</h2>
-      <p class="muted">仅显示已启动但尚未结束的计划；可查看每条腿的当前记录状态。</p>
-      <div class="options-strike-table-wrap">
-        <table class="options-strike-table hp-history-table">
-          <thead>
-            <tr>
-              <th>ID</th><th>类型</th><th>标的</th><th>合约</th><th>状态</th><th>目标/止盈止损</th><th>开仓</th><th>操作</th>
-            </tr>
-          </thead>
-          <tbody id="hp-active-tbody">
-            <tr><td colspan="8" class="muted">加载中…</td></tr>
-          </tbody>
-        </table>
-      </div>
-    </div>
-  </div>
-
-  <div id="hp-tab-history" class="hp-tab-panel hidden" role="tabpanel" hidden>
-    <div class="card">
-      <h2>历史记录</h2>
-      <p class="muted">独立对冲计划历史(与普通交易记录分离)。点「成交细节」查看合约名与成交字段。</p>
-      <div class="options-strike-table-wrap">
-        <table class="options-strike-table hp-history-table">
-          <thead>
-            <tr>
-              <th>ID</th><th>类型</th><th>标的</th><th>合约</th><th>状态</th><th>合计≈U</th><th>原因</th><th>开仓</th><th>结束</th><th>操作</th>
-            </tr>
-          </thead>
-          <tbody id="hp-history-tbody">
-            <tr><td colspan="10" class="muted">加载中…</td></tr>
-          </tbody>
-        </table>
-      </div>
-    </div>
-  </div>
-
-  <div id="hp-tab-stats" class="hp-tab-panel hidden" role="tabpanel" hidden>
-    <div class="card">
-      <h2>统计分析</h2>
-      <p class="muted">按永期 / 期期分别统计:胜率、盈亏比、最大盈利、最大亏损、最大回撤(按结束时间累积)</p>
-      <div id="hp-stats-box" class="muted">加载中…</div>
-    </div>
-  </div>
-
-  <div id="hp-detail-modal" class="hp-modal-backdrop" hidden>
-    <div class="hp-modal" role="dialog" aria-modal="true" aria-labelledby="hp-detail-title">
-      <div class="hp-modal-head">
-        <h3 id="hp-detail-title">成交细节</h3>
-        <button type="button" class="btn-secondary" id="hp-detail-close">关闭</button>
-      </div>
-      <div id="hp-detail-body" class="hp-modal-body muted">加载中…</div>
-    </div>
-  </div>
-
-  <div id="hp-preview-modal" class="hp-modal-backdrop" hidden>
-    <div class="hp-modal hp-preview-modal" role="dialog" aria-modal="true" aria-labelledby="hp-preview-title">
-      <div class="hp-modal-head">
-        <h3 id="hp-preview-title">情景测算</h3>
-        <button type="button" class="btn-secondary" id="hp-preview-cancel-x" aria-label="关闭">关闭</button>
-      </div>
-      <div id="hp-preview-summary" class="muted hp-preview-summary"></div>
-      <div class="options-strike-table-wrap">
-        <table class="options-strike-table" id="hp-result-table">
-          <thead>
-            <tr>
-              <th>情景</th>
-              <th>现货价</th>
-              <th id="hp-preview-mid-th">永续/腿盈亏</th>
-              <th>期权盈亏</th>
-              <th>合计≈U</th>
-              <th>说明</th>
-            </tr>
-          </thead>
-          <tbody id="hp-result-tbody">
-            <tr><td colspan="6" class="muted">计算中…</td></tr>
-          </tbody>
-        </table>
-      </div>
-      <div class="form-row hp-preview-actions">
-        <button type="button" class="btn-secondary" id="hp-preview-cancel">取消</button>
-        <button type="button" class="primary" id="hp-preview-start" disabled title="需开启 HEDGE_PLAN_LIVE_ORDER 等门禁">启动计划</button>
-      </div>
-    </div>
-  </div>
-</div>
-<script src="/static/hedge_plan.js?v=46"></script>

lib/hub/__init__.py

@@ -0,0 +1 @@
+"""Hub bridge package (中控对接)."""

lib/hub/hub_bridge_auth.py

@@ -0,0 +1,141 @@
+"""中控 Bridge 鉴权与 SSO(短期登录链)."""
+from __future__ import annotations
+
+import hashlib
+import hmac
+import os
+import secrets
+import time
+from typing import Optional
+from urllib.parse import urlencode
+
+
+def hub_bridge_token() -> str:
+    return (os.getenv("HUB_BRIDGE_TOKEN") or "").strip()
+
+
+def extract_hub_token_from_request(headers) -> str:
+    raw = (headers.get("X-Hub-Token") or "").strip()
+    if raw:
+        return raw
+    auth = (headers.get("Authorization") or "").strip()
+    if auth.lower().startswith("bearer "):
+        return auth[7:].strip()
+    return ""
+
+
+def hub_bridge_token_ok(headers) -> bool:
+    expected = hub_bridge_token()
+    if not expected:
+        return False
+    got = extract_hub_token_from_request(headers)
+    if not got:
+        return False
+    return hmac.compare_digest(got, expected)
+
+
+def make_sso_token(bridge_token: str, *, ttl_sec: int = 120) -> str:
+    """exp.hex_hmac — 中控与客户端共用 bridge_token 签名."""
+    exp = int(time.time()) + max(30, int(ttl_sec))
+    payload = str(exp)
+    sig = hmac.new(
+        bridge_token.encode("utf-8"),
+        payload.encode("utf-8"),
+        hashlib.sha256,
+    ).hexdigest()
+    return f"{payload}.{sig}"
+
+
+def verify_sso_token(token: str, bridge_token: Optional[str] = None) -> bool:
+    expected = (bridge_token if bridge_token is not None else hub_bridge_token()).strip()
+    raw = (token or "").strip()
+    if not expected or not raw or "." not in raw:
+        return False
+    payload, sig = raw.rsplit(".", 1)
+    try:
+        exp = int(payload)
+    except ValueError:
+        return False
+    if exp < int(time.time()):
+        return False
+    want = hmac.new(
+        expected.encode("utf-8"),
+        payload.encode("utf-8"),
+        hashlib.sha256,
+    ).hexdigest()
+    return hmac.compare_digest(sig, want)
+
+
+def build_embed_open_url(
+    base_url: str,
+    *,
+    bridge_token: str,
+    embed_path: str = "/embed",
+    ttl_sec: int = 120,
+) -> str:
+    """中控生成带 SSO 的客户端打开地址."""
+    root = (base_url or "").rstrip("/")
+    path = embed_path or "/embed"
+    if not path.startswith("/"):
+        path = "/" + path
+    token = make_sso_token(bridge_token, ttl_sec=ttl_sec)
+    q = urlencode({"token": token, "next": path})
+    return f"{root}/hub_sso?{q}"
+
+
+def extract_embed_sso(request) -> str:
+    """中控 iframe 内用的短期会话令牌(Cookie 被拦时的后备)."""
+    raw = (request.headers.get("X-Hub-Embed-SSO") or "").strip()
+    if raw:
+        return raw
+    return (request.args.get("embed_sso") or "").strip()
+
+
+def hub_embed_sso_ok(request) -> bool:
+    tok = extract_embed_sso(request)
+    return bool(tok and verify_sso_token(tok))
+
+
+def make_embed_session_token(bridge_token: str | None = None, *, ttl_sec: int = 604800) -> str:
+    """嵌入会话令牌(默认 7 天),算法与 SSO 相同."""
+    secret = (bridge_token if bridge_token is not None else hub_bridge_token()).strip()
+    return make_sso_token(secret, ttl_sec=ttl_sec)
+
+
+def frame_ancestors_header_value() -> Optional[str]:
+    """
+    HUB_EMBED_FRAME_ANCESTORS: 空格分隔 Origin,如 https://hub.local http://192.168.1.10:5100
+    未配置则不改响应头(保持现状);配 * 则允许任意父页(仅内网慎用).
+    """
+    raw = (os.getenv("HUB_EMBED_FRAME_ANCESTORS") or "").strip()
+    if not raw:
+        return None
+    if raw == "*":
+        return "*"
+    parts = [p.strip() for p in raw.split() if p.strip()]
+    return " ".join(parts) if parts else None
+
+
+def ensure_hub_bridge_token(env_path: str) -> str:
+    """若 .env 中 HUB_BRIDGE_TOKEN 为空则生成并写入;返回当前 token."""
+    from lib.env.env_file_lib import apply_env_updates, env_get, read_env_lines
+
+    path = (env_path or "").strip()
+    if not path or not os.path.isfile(path):
+        existing = hub_bridge_token()
+        if existing:
+            return existing
+        token = secrets.token_urlsafe(32)
+        os.environ["HUB_BRIDGE_TOKEN"] = token
+        return token
+
+    lines = read_env_lines(path)
+    cur = (env_get(lines, "HUB_BRIDGE_TOKEN") or "").strip()
+    if cur:
+        os.environ["HUB_BRIDGE_TOKEN"] = cur
+        return cur
+
+    token = secrets.token_urlsafe(32)
+    apply_env_updates(path, {"HUB_BRIDGE_TOKEN": token})
+    os.environ["HUB_BRIDGE_TOKEN"] = token
+    return token

lib/hub/hub_bridge_register.py

@@ -0,0 +1,646 @@
+"""中控 Bridge:只读快照 + 受限写(买一全平) + SSO 登录入口."""
+from __future__ import annotations
+
+from typing import Any
+
+from flask import Flask, jsonify, redirect, request, session
+from urllib.parse import quote
+
+from lib.hub.hub_bridge_auth import (
+    frame_ancestors_header_value,
+    hub_bridge_token,
+    hub_bridge_token_ok,
+    make_embed_session_token,
+    verify_sso_token,
+)
+
+
+def _safe_next_path(raw: str, default: str = "/embed") -> str:
+    p = (raw or "").strip() or default
+    if not p.startswith("/"):
+        p = "/" + p
+    if "://" in p or p.startswith("//"):
+        return default
+    return p
+
+
+def _enrich_hub_protocol(snap: dict[str, Any], *, app_module: Any) -> dict[str, Any]:
+    """对齐中控设计文档 version=1 字段,同时保留原 snapshot 键."""
+    out = dict(snap or {})
+    out["version"] = 1
+    mode = "live"
+    try:
+        from lib.sim.mode_lib import is_sim_mode
+
+        get_db = getattr(app_module, "get_db", None)
+        if callable(get_db) and is_sim_mode(get_db):
+            mode = "sim"
+    except Exception:
+        mode = "live"
+    label = ""
+    try:
+        from lib.sim.mode_lib import exchange_mode_label
+
+        get_db = getattr(app_module, "get_db", None)
+        if callable(get_db):
+            label = exchange_mode_label(get_db=get_db, exchange_key="okx") or ""
+    except Exception:
+        label = ""
+    if not label:
+        label = "okx_sim" if mode == "sim" else "okx_live"
+
+    positions = out.get("positions") if isinstance(out.get("positions"), list) else []
+    slim_pos = []
+    premium_total_usdt = 0.0
+    has_premium = False
+    for p in positions:
+        if not isinstance(p, dict):
+            continue
+        preview = p.get("close_preview") if isinstance(p.get("close_preview"), dict) else {}
+        # 仅在实例已附带 close_preview 时判定残档;缺字段=未同步,勿假装「无买一/残档」
+        preview_present = bool(preview) and (
+            "bid_invalid" in preview
+            or "levels" in preview
+            or "covered_sheets" in preview
+            or "liquidity_ok" in preview
+        )
+        levels = preview.get("levels") if isinstance(preview.get("levels"), list) else []
+        top = levels[0] if levels and isinstance(levels[0], dict) else {}
+        bid_px = top.get("px")
+        if bid_px is None:
+            bid_px = preview.get("raw_bid_px")
+        bid_sz = top.get("available_sheets")
+        try:
+            uncovered = int(float(preview.get("uncovered_sheets") or 0)) if preview_present else 0
+        except (TypeError, ValueError):
+            uncovered = 0
+        try:
+            covered = int(float(preview.get("covered_sheets") or 0)) if preview_present else 0
+        except (TypeError, ValueError):
+            covered = 0
+        bid_invalid = bool(preview.get("bid_invalid")) if preview_present else False
+        bid_invalid_reason = preview.get("bid_invalid_reason") if preview_present else None
+        # 残档/无效买一,或买一深度盖不住持仓 → 流动性不足;未同步时不标黄残档
+        if not preview_present:
+            liq_ok = None
+        else:
+            liq_ok = (not bid_invalid) and uncovered <= 0 and (
+                preview.get("liquidity_ok") is not False
+            )
+            if not levels and not bid_invalid and covered <= 0:
+                # 已拉盘口但无可用买一档
+                liq_ok = False
+                bid_invalid = True
+                if not bid_invalid_reason:
+                    bid_invalid_reason = "无买一"
+        pnl_usdt = p.get("display_pnl_usdt")
+        if pnl_usdt is None:
+            try:
+                from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
+
+                pnl_usdt = display_pnl_usdt_from_option_row(p)
+            except Exception:
+                pnl_usdt = p.get("net_pnl_usdt")
+        premium_paid = p.get("premium_paid")
+        premium_usdt = None
+        try:
+            from lib.options.options_positions_lib import premium_paid_usdt_from_option_row
+
+            premium_usdt = premium_paid_usdt_from_option_row(p)
+        except Exception:
+            premium_usdt = None
+        if premium_usdt is not None:
+            has_premium = True
+            premium_total_usdt += float(premium_usdt)
+        contract_leverage = p.get("contract_leverage")
+        if contract_leverage is None:
+            try:
+                from lib.options.options_pricing_lib import equivalent_contract_leverage
+
+                contract_leverage = equivalent_contract_leverage(
+                    index_px=p.get("idx_px") or p.get("index_px"),
+                    eth_amount=p.get("eth_amount"),
+                    total_premium=premium_paid,
+                    margin_mode=p.get("margin_mode"),
+                )
+            except Exception:
+                contract_leverage = None
+        slim_pos.append(
+            {
+                "inst_id": p.get("inst_id"),
+                "opt_type": p.get("opt_type"),
+                "sheets": p.get("sheets") or p.get("pos"),
+                "pnl_usdt": pnl_usdt,
+                "premium_paid": premium_paid,
+                "premium_paid_usdt": round(float(premium_usdt), 4) if premium_usdt is not None else None,
+                "premium_ccy": p.get("premium_ccy"),
+                "contract_leverage": contract_leverage,
+                "delta": p.get("delta") if p.get("delta") is not None else p.get("delta_bs"),
+                "mark": p.get("mark") or p.get("mark_px"),
+                "underlying": p.get("underlying"),
+                "source_label": p.get("source_label"),
+                "target_index": p.get("target_index"),
+                "profit_exit_enabled": p.get("profit_exit_enabled"),
+                "profit_exit_mult": p.get("profit_exit_mult"),
+                "profit_exit_state": p.get("profit_exit_state"),
+                "target_monitor_text": p.get("target_monitor_text"),
+                "bid_px": bid_px,
+                "bid_sz": bid_sz,
+                "covered_sheets": covered if preview_present else None,
+                "uncovered_sheets": uncovered if preview_present else None,
+                "bid_invalid": bid_invalid,
+                "bid_invalid_reason": bid_invalid_reason,
+                "liquidity_ok": liq_ok,
+            }
+        )
+
+    _allowed = out.get("options_allowed_underlys")
+    if not isinstance(_allowed, list) or not _allowed:
+        _u0 = str(out.get("options_underly") or "ETH").strip().upper() or "ETH"
+        _allowed = [_u0] if _u0 in ("ETH", "BTC") else ["ETH", "BTC"]
+    else:
+        _allowed = [
+            str(x).strip().upper()
+            for x in _allowed
+            if str(x).strip().upper() in ("ETH", "BTC")
+        ] or ["ETH", "BTC"]
+    out["instance"] = {
+        "label": label,
+        "mode": mode,
+        "options_enabled": bool(out.get("enabled")),
+        "account_label": out.get("account_label") or "",
+        "margin_mode": out.get("options_margin_mode") or "coin",
+        "underly": out.get("options_underly") or "ETH",
+        "allowed_underlys": _allowed,
+    }
+    out["options_allowed_underlys"] = _allowed
+    funding_usdt = out.get("funding_usdt")
+    trading_usdt = out.get("trading_usdt")
+    funding_usdc = out.get("funding_usdc")
+    trading_usdc = out.get("trading_usdc")
+    out["funds"] = {
+        "funding_usdt": funding_usdt,
+        "trading_usdt": trading_usdt,
+        "funding_usdc": funding_usdc,
+        "trading_usdc": trading_usdc,
+    }
+
+    def _f(v: Any) -> float | None:
+        if v is None or v == "":
+            return None
+        try:
+            return float(v)
+        except (TypeError, ValueError):
+            return None
+
+    # 账户可用余额:优先 USDT 资+交;都空则回退 USDC(≈U)
+    cash_parts = [_f(trading_usdt), _f(funding_usdt)]
+    if all(x is None for x in cash_parts):
+        cash_parts = [_f(trading_usdc), _f(funding_usdc)]
+    cash_known = [x for x in cash_parts if x is not None]
+    cash_usdt = round(sum(cash_known), 4) if cash_known else None
+    premium_usdt = round(premium_total_usdt, 4) if has_premium else (0.0 if not slim_pos else None)
+    # 占比分母 = 当前余额 + 已付权利金(权利金已从余额扣出,需加回才是完整账户资金)
+    equity_usdt = None
+    if cash_usdt is not None or premium_usdt is not None:
+        equity_usdt = round(float(cash_usdt or 0.0) + float(premium_usdt or 0.0), 4)
+    ratio_pct = None
+    if premium_usdt is not None and equity_usdt is not None and equity_usdt > 1e-9:
+        ratio_pct = round(float(premium_usdt) / float(equity_usdt) * 100.0, 2)
+
+    out["pnl"] = {
+        "unrealized_usdt": out.get("upl_total_usdc"),
+    }
+    initial_cash_usdt = None
+    try:
+        import os
+
+        if mode == "sim":
+            initial_cash_usdt = float(os.getenv("SIM_INITIAL_EQUITY_USDT") or 10000)
+        else:
+            for key in (
+                "LIVE_INITIAL_EQUITY_USDT",
+                "OPTIONS_INITIAL_EQUITY_USDT",
+                "HUB_INITIAL_CASH_USDT",
+            ):
+                raw = (os.getenv(key) or "").strip()
+                if not raw:
+                    continue
+                initial_cash_usdt = float(raw)
+                break
+        if initial_cash_usdt is not None and initial_cash_usdt <= 0:
+            initial_cash_usdt = None
+        elif initial_cash_usdt is not None:
+            initial_cash_usdt = round(float(initial_cash_usdt), 4)
+    except (TypeError, ValueError):
+        initial_cash_usdt = None
+
+    out["premium"] = {
+        "paid_usdt": premium_usdt,
+        "cash_usdt": cash_usdt,
+        "equity_usdt": equity_usdt,
+        "ratio_pct": ratio_pct,
+        "initial_cash_usdt": initial_cash_usdt,
+    }
+    out["positions_brief"] = slim_pos
+    out["cond_order_locked"] = bool(out.get("cond_order_locked"))
+    active_cond = out.get("cond_orders_active")
+    out["cond_orders_active"] = active_cond if isinstance(active_cond, list) else []
+    try:
+        from lib.options.options_time_lib import options_app_now_str
+
+        out["ts"] = options_app_now_str()
+    except Exception:
+        from datetime import datetime
+
+        out["ts"] = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+    quotes = {"tickers": [], "updated_at": out.get("ts") or ""}
+    try:
+        from lib.market.nav_spot_tickers_lib import build_nav_spot_tickers
+
+        ex = getattr(app_module, "exchange", None)
+        reset_hour = int(getattr(app_module, "TRADING_DAY_RESET_HOUR", 8) or 8)
+        tickers = build_nav_spot_tickers(ex, reset_hour=reset_hour) if ex is not None else []
+        quotes = {
+            "tickers": tickers if isinstance(tickers, list) else [],
+            "updated_at": out.get("ts") or "",
+        }
+    except Exception:
+        pass
+    out["quotes"] = quotes
+    return out
+
+
+def register_hub_bridge_routes(app: Flask, app_module: Any) -> None:
+    @app.route("/api/hub/options/snapshot")
+    def api_hub_options_snapshot():
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        fn = hub_ctx.get("options_snapshot_fn")
+        if not callable(fn):
+            return jsonify(
+                {"ok": False, "msg": "期权快照未注册", "version": 1, "enabled": False}
+            ), 503
+        try:
+            snap = fn() or {}
+        except Exception as e:
+            return jsonify({"ok": False, "msg": str(e), "version": 1, "enabled": True}), 500
+        return jsonify(_enrich_hub_protocol(snap, app_module=app_module))
+
+    @app.route("/api/hub/options/pnl_curve")
+    def api_hub_options_pnl_curve():
+        """中控汇总用:累计已实现盈亏曲线(划转/提现不影响)."""
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        cfg = hub_ctx.get("options_cfg")
+        if not isinstance(cfg, dict) or not callable(cfg.get("get_db")):
+            return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
+        range_key = (request.args.get("range") or request.args.get("window") or "7d").strip()
+        conn = cfg["get_db"]()
+        try:
+            from lib.instance.instance_cash_sample_lib import (
+                query_realized_pnl_series_with_db,
+            )
+
+            out = query_realized_pnl_series_with_db(conn, range_key=range_key)
+            out["version"] = 1
+            return jsonify(out)
+        except Exception as e:
+            return jsonify({"ok": False, "msg": str(e) or "曲线失败", "version": 1}), 500
+        finally:
+            conn.close()
+
+    @app.route("/api/hub/options/stats")
+    def api_hub_options_stats():
+        """中控汇总用:窗口化已实现盈亏统计(不含浮盈进净盈亏主指标以外的展示字段仍附带)."""
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        cfg = hub_ctx.get("options_cfg")
+        if not isinstance(cfg, dict):
+            return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
+        from lib.options.options_margin_mode_lib import is_coin_margin_mode
+        from lib.options.options_positions_lib import sum_options_net_pnl_usdc
+        from lib.options.options_stats_lib import (
+            compute_options_stats_for_window,
+            history_pnl_to_usdt,
+            load_live_exchange_stats_history,
+            load_local_options_stats_history,
+            normalize_stats_window,
+        )
+
+        window = normalize_stats_window(request.args.get("window") or "7d")
+        ex = cfg.get("exchange_options")
+        if ex is None:
+            return jsonify({"ok": False, "msg": "交易所未就绪", "version": 1}), 503
+        try:
+            raw_live = cfg["fetch_option_positions"](ex)
+            if raw_live is None:
+                return jsonify({"ok": False, "msg": "获取期权持仓失败", "version": 1})
+            use_sim = False
+            try:
+                from lib.sim.mode_lib import is_sim_mode
+
+                use_sim = is_sim_mode(cfg["get_db"])
+            except Exception:
+                use_sim = False
+            if use_sim:
+                conn = cfg["get_db"]()
+                try:
+                    history = load_local_options_stats_history(conn, ex)
+                    try:
+                        conn.commit()
+                    except Exception:
+                        pass
+                finally:
+                    conn.close()
+            else:
+                # 实盘:先网后短事务,禁止握着 DB 锁拉行情(否则中控整机超时)
+                history = load_live_exchange_stats_history(cfg, ex)
+            stats = compute_options_stats_for_window(history_pnl_to_usdt(history, ex), window)
+            open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live)
+            net_realized = stats.get("net_realized_pnl")
+            try:
+                net_f = float(net_realized) if net_realized is not None else 0.0
+            except (TypeError, ValueError):
+                net_f = 0.0
+            total_pnl = None
+            if open_float is not None:
+                total_pnl = round(net_f + float(open_float), 4)
+            elif stats.get("total_closed"):
+                total_pnl = round(net_f, 4)
+            pnl_unit = "U" if is_coin_margin_mode() else "USDC"
+            return jsonify(
+                {
+                    "ok": True,
+                    "version": 1,
+                    "pnl_unit": pnl_unit,
+                    "open_float_pnl": open_float,
+                    "total_pnl": total_pnl,
+                    **stats,
+                }
+            )
+        except Exception as e:
+            return jsonify({"ok": False, "msg": str(e) or "统计失败", "version": 1}), 500
+
+    @app.route("/api/hub/options/close", methods=["POST"])
+    def api_hub_options_close():
+        """中控下发全平指令:客户端本地买一限价执行;无效买一拒绝."""
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        data = request.get_json(silent=True) or {}
+        if data.get("market"):
+            return jsonify({"ok": False, "msg": "已禁用市价平仓,仅支持买一限价", "version": 1})
+        # 总览约定只全平,忽略/拒绝自定义张数
+        if data.get("sheets") is not None and str(data.get("sheets")).strip() != "":
+            return jsonify({"ok": False, "msg": "中控平仓仅支持全平,勿传 sheets", "version": 1})
+        inst_id = (data.get("inst_id") or "").strip()
+        if not inst_id:
+            return jsonify({"ok": False, "msg": "缺少 inst_id", "version": 1})
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        fn = hub_ctx.get("options_close_fn")
+        if not callable(fn):
+            return jsonify({"ok": False, "msg": "平仓接口未注册", "version": 1}), 503
+        try:
+            result = fn(inst_id) or {}
+        except Exception as e:
+            return jsonify({"ok": False, "msg": str(e) or "平仓失败", "version": 1}), 500
+        if not isinstance(result, dict):
+            return jsonify({"ok": False, "msg": "平仓返回异常", "version": 1}), 500
+        out = dict(result)
+        out["version"] = 1
+        return jsonify(out)
+
+    @app.route("/api/hub/options/transfer", methods=["POST"])
+    def api_hub_options_transfer():
+        """中控指令:实例内资金户↔交易户划转(默认资金→交易,USDT)."""
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        cfg = hub_ctx.get("options_cfg")
+        if not isinstance(cfg, dict):
+            return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
+        data = request.get_json(silent=True) or {}
+        from lib.options.options_transfer_exec_lib import execute_options_internal_transfer
+
+        out = execute_options_internal_transfer(
+            cfg,
+            amount=data.get("amount"),
+            from_acct=(data.get("from") or "funding"),
+            to_acct=(data.get("to") or "trading"),
+            ccy=(data.get("ccy") or "USDT"),
+        )
+        if not isinstance(out, dict):
+            return jsonify({"ok": False, "msg": "划转返回异常", "version": 1}), 500
+        body = dict(out)
+        body["version"] = 1
+        return jsonify(body)
+
+    @app.route("/api/hub/options/cond_orders", methods=["GET"])
+    def api_hub_options_cond_orders_list():
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        cfg = hub_ctx.get("options_cfg")
+        if not isinstance(cfg, dict):
+            return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
+        from lib.options.options_cond_order_lib import list_cond_orders
+        from lib.options.options_db import init_options_tables
+
+        conn = cfg["get_db"]()
+        try:
+            init_options_tables(conn)
+            orders = list_cond_orders(conn, active_only=False)
+            return jsonify({"ok": True, "version": 1, "orders": orders})
+        finally:
+            conn.close()
+
+    @app.route("/api/hub/options/cond_orders", methods=["POST"])
+    def api_hub_options_cond_orders_create():
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        cfg = hub_ctx.get("options_cfg")
+        if not isinstance(cfg, dict):
+            return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
+        from lib.options.options_cond_order_lib import (
+            create_cond_order,
+            machine_has_option_position,
+        )
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_position_limit_lib import option_position_limit_block_msg
+
+        ex = cfg.get("exchange_options")
+        if machine_has_option_position(cfg, ex):
+            return jsonify({"ok": False, "msg": "本机已有期权仓,拒绝条件单", "version": 1})
+        limit_msg = option_position_limit_block_msg(
+            ex,
+            opening_inst_id="",
+            fetch_positions=cfg.get("fetch_option_positions"),
+        )
+        if limit_msg:
+            return jsonify({"ok": False, "msg": limit_msg, "version": 1})
+        data = request.get_json(silent=True) or {}
+        conn = cfg["get_db"]()
+        try:
+            init_options_tables(conn)
+            out = create_cond_order(
+                conn,
+                data,
+                send_wechat=cfg.get("send_wechat"),
+                account_label=str(cfg.get("account_label") or ""),
+            )
+            out["version"] = 1
+            return jsonify(out)
+        finally:
+            conn.close()
+
+    @app.route("/api/hub/options/cond_orders/<hub_order_id>/cancel", methods=["POST"])
+    def api_hub_options_cond_orders_cancel(hub_order_id: str):
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        cfg = hub_ctx.get("options_cfg")
+        if not isinstance(cfg, dict):
+            return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
+        from lib.options.options_cond_order_lib import cancel_cond_order
+        from lib.options.options_db import init_options_tables
+
+        conn = cfg["get_db"]()
+        try:
+            init_options_tables(conn)
+            out = cancel_cond_order(
+                conn,
+                hub_order_id,
+                send_wechat=cfg.get("send_wechat"),
+                account_label=str(cfg.get("account_label") or ""),
+            )
+            out["version"] = 1
+            return jsonify(out)
+        finally:
+            conn.close()
+
+    @app.route("/api/hub/options/cond_orders/<hub_order_id>/exit", methods=["POST"])
+    def api_hub_options_cond_orders_exit(hub_order_id: str):
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权", "version": 1}), 401
+        hub_ctx = app.config.get("HUB_CTX") or {}
+        cfg = hub_ctx.get("options_cfg")
+        if not isinstance(cfg, dict):
+            return jsonify({"ok": False, "msg": "期权未就绪", "version": 1}), 503
+        from lib.options.options_cond_order_lib import update_cond_order_exit
+        from lib.options.options_db import init_options_tables
+
+        data = request.get_json(silent=True) or {}
+        conn = cfg["get_db"]()
+        try:
+            init_options_tables(conn)
+            out = update_cond_order_exit(
+                conn,
+                hub_order_id,
+                target_index=data.get("target_index"),
+                profit_exit_enabled=data.get("profit_exit_enabled"),
+                profit_exit_mult=data.get("profit_exit_mult"),
+            )
+            out["version"] = 1
+            return jsonify(out)
+        finally:
+            conn.close()
+
+    @app.route("/api/hub/version", methods=["GET"])
+    def hub_version():
+        """中控探测客户端当前 git 版本/在线."""
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权"}), 401
+        from lib.instance.instance_update_lib import read_git_version
+
+        ver = read_git_version()
+        ver["online"] = True
+        mode = "live"
+        try:
+            from lib.sim.mode_lib import exchange_mode_label, is_sim_mode
+
+            get_db = getattr(app_module, "get_db", None)
+            if callable(get_db) and is_sim_mode(get_db):
+                mode = "sim"
+            ver["mode"] = mode
+            if callable(get_db):
+                ver["mode_label"] = exchange_mode_label(get_db=get_db, exchange_key="okx") or ""
+        except Exception:
+            ver["mode"] = mode
+        return jsonify(ver)
+
+    @app.route("/api/hub/update", methods=["POST"])
+    def hub_update():
+        """中控远程快速更新:git pull + pm2 restart(异步)."""
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权"}), 401
+        from lib.instance.instance_update_lib import schedule_pull_and_restart
+
+        out = schedule_pull_and_restart(delay_seconds=1.5)
+        return jsonify(out), (200 if out.get("ok") else 400)
+
+    @app.route("/api/hub/backup/list", methods=["GET"])
+    def hub_backup_list():
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权"}), 401
+        from lib.instance.backup_lib import backup_dir, backup_keep_days, list_backups
+
+        return jsonify(
+            {
+                "ok": True,
+                "items": list_backups(),
+                "backup_dir": backup_dir(),
+                "keep_days": backup_keep_days(),
+                "auto_hour_bj": 3,
+                "includes": [".env", "database", "options_journal"],
+            }
+        )
+
+    @app.route("/api/hub/backup/download/<name>", methods=["GET"])
+    def hub_backup_download(name: str):
+        if not hub_bridge_token_ok(request.headers):
+            return jsonify({"ok": False, "msg": "未授权"}), 401
+        import os
+
+        from flask import send_file
+
+        from lib.instance.backup_lib import backup_path
+
+        path = backup_path(name)
+        if not path or not os.path.isfile(path):
+            return jsonify({"ok": False, "msg": "备份不存在"}), 404
+        return send_file(
+            path,
+            mimetype="application/gzip",
+            as_attachment=True,
+            download_name=os.path.basename(path),
+        )
+
+    @app.route("/hub_sso")
+    def hub_sso_login():
+        token = (request.args.get("token") or "").strip()
+        next_path = _safe_next_path(request.args.get("next") or "/embed")
+        if not verify_sso_token(token):
+            return (
+                "<!doctype html><meta charset=utf-8><title>SSO 失败</title>"
+                "<p>中控登录链无效或已过期,请从中控重新打开.</p>",
+                403,
+            )
+        session["logged_in"] = True
+        session.permanent = True
+        session.modified = True
+        # iframe 跨站时常丢 Cookie:附带可放入 sessionStorage 的 embed_sso
+        embed_tok = make_embed_session_token(hub_bridge_token(), ttl_sec=604800)
+        joiner = "&" if "?" in next_path else "?"
+        return redirect(f"{next_path}{joiner}embed_sso={quote(embed_tok, safe='')}")
+
+    @app.after_request
+    def _hub_frame_ancestors(resp):
+        ancestors = frame_ancestors_header_value()
+        if ancestors:
+            resp.headers["Content-Security-Policy"] = f"frame-ancestors {ancestors}"
+            resp.headers.pop("X-Frame-Options", None)
+        return resp

lib/instance/backup_lib.py

@@ -0,0 +1,278 @@
+"""实例备份/恢复: .env + 数据库 + 期权复盘图片;默认落盘 /root/crypto_okx_backups."""
+from __future__ import annotations
+
+import json
+import os
+import re
+import shutil
+import tarfile
+import tempfile
+import threading
+import time
+from datetime import datetime, timedelta, timezone
+from typing import Any, Callable
+
+_BJ = timezone(timedelta(hours=8))
+_SAFE_NAME_RE = re.compile(r"^crypto_okx_backup_\d{8}_\d{6}\.tar\.gz$")
+_LOCK = threading.Lock()
+_LAST_AUTO_DAY = ""
+
+
+def beijing_now() -> datetime:
+    return datetime.now(_BJ)
+
+
+def backup_keep_days() -> int:
+    try:
+        return max(1, int(os.getenv("BACKUP_KEEP_DAYS") or 10))
+    except (TypeError, ValueError):
+        return 10
+
+
+def backup_dir() -> str:
+    """备份目录:默认 /root/crypto_okx_backups,可用 BACKUP_DIR 覆盖."""
+    root = (os.getenv("BACKUP_DIR") or "/root").strip() or "/root"
+    path = os.path.join(root, "crypto_okx_backups")
+    os.makedirs(path, exist_ok=True)
+    return path
+
+
+def _safe_backup_name(name: str) -> str | None:
+    n = os.path.basename((name or "").strip())
+    if not _SAFE_NAME_RE.match(n):
+        return None
+    return n
+
+
+def backup_path(name: str) -> str | None:
+    safe = _safe_backup_name(name)
+    if not safe:
+        return None
+    path = os.path.abspath(os.path.join(backup_dir(), safe))
+    root = os.path.abspath(backup_dir())
+    if not path.startswith(root + os.sep) and path != root:
+        return None
+    return path
+
+
+def list_backups() -> list[dict[str, Any]]:
+    root = backup_dir()
+    items: list[dict[str, Any]] = []
+    try:
+        names = os.listdir(root)
+    except OSError:
+        return []
+    for name in names:
+        if not _SAFE_NAME_RE.match(name):
+            continue
+        path = os.path.join(root, name)
+        try:
+            st = os.stat(path)
+        except OSError:
+            continue
+        items.append(
+            {
+                "name": name,
+                "size": int(st.st_size),
+                "mtime": int(st.st_mtime),
+                "mtime_bj": datetime.fromtimestamp(st.st_mtime, _BJ).strftime(
+                    "%Y-%m-%d %H:%M:%S"
+                ),
+            }
+        )
+    items.sort(key=lambda x: x["mtime"], reverse=True)
+    return items
+
+
+def prune_backups(*, keep_days: int | None = None) -> int:
+    days = backup_keep_days() if keep_days is None else max(1, int(keep_days))
+    cutoff = time.time() - days * 86400
+    removed = 0
+    for item in list_backups():
+        if float(item["mtime"]) >= cutoff:
+            continue
+        path = backup_path(item["name"])
+        if not path:
+            continue
+        try:
+            os.remove(path)
+            removed += 1
+        except OSError:
+            pass
+    return removed
+
+
+def _add_path(tar: tarfile.TarFile, abs_path: str, arcname: str) -> None:
+    if not abs_path or not os.path.exists(abs_path):
+        return
+    tar.add(abs_path, arcname=arcname, recursive=True)
+
+
+def create_backup(
+    *,
+    base_dir: str,
+    db_path: str,
+    upload_folder: str,
+    label: str = "manual",
+) -> dict[str, Any]:
+    """打包 .env / 数据库 / options_journal 到 tar.gz."""
+    with _LOCK:
+        now = beijing_now()
+        name = f"crypto_okx_backup_{now.strftime('%Y%m%d_%H%M%S')}.tar.gz"
+        out_path = os.path.join(backup_dir(), name)
+        manifest = {
+            "kind": "crypto_okx",
+            "created_bj": now.strftime("%Y-%m-%d %H:%M:%S"),
+            "label": (label or "manual").strip() or "manual",
+            "includes": [".env", "database", "options_journal"],
+        }
+        env_path = os.path.join(base_dir, ".env")
+        try:
+            from lib.options.options_review_images_lib import options_review_upload_dir
+
+            journal_dir = options_review_upload_dir(upload_folder)
+        except Exception:
+            journal_dir = os.path.join(upload_folder or "", "options_journal")
+
+        tmp_fd, tmp_path = tempfile.mkstemp(suffix=".tar.gz", prefix="okx_bak_")
+        os.close(tmp_fd)
+        try:
+            with tarfile.open(tmp_path, "w:gz") as tar:
+                manifest_path = tmp_path + ".manifest.json"
+                with open(manifest_path, "w", encoding="utf-8") as f:
+                    json.dump(manifest, f, ensure_ascii=False, indent=2)
+                try:
+                    tar.add(manifest_path, arcname="manifest.json")
+                finally:
+                    try:
+                        os.remove(manifest_path)
+                    except OSError:
+                        pass
+                _add_path(tar, env_path, ".env")
+                if db_path and os.path.isfile(db_path):
+                    _add_path(tar, db_path, "database/" + os.path.basename(db_path))
+                if journal_dir and os.path.isdir(journal_dir):
+                    _add_path(tar, journal_dir, "options_journal")
+            shutil.move(tmp_path, out_path)
+        except Exception:
+            try:
+                os.remove(tmp_path)
+            except OSError:
+                pass
+            raise
+        prune_backups()
+        st = os.stat(out_path)
+        return {
+            "ok": True,
+            "name": name,
+            "path": out_path,
+            "size": int(st.st_size),
+            "mtime_bj": now.strftime("%Y-%m-%d %H:%M:%S"),
+            "keep_days": backup_keep_days(),
+        }
+
+
+def restore_backup(
+    name: str,
+    *,
+    base_dir: str,
+    db_path: str,
+    upload_folder: str,
+) -> dict[str, Any]:
+    path = backup_path(name)
+    if not path or not os.path.isfile(path):
+        return {"ok": False, "msg": "备份不存在"}
+    with _LOCK:
+        try:
+            from lib.options.options_review_images_lib import options_review_upload_dir
+
+            journal_dir = options_review_upload_dir(upload_folder)
+        except Exception:
+            journal_dir = os.path.join(upload_folder or "", "options_journal")
+            os.makedirs(journal_dir, exist_ok=True)
+
+        with tempfile.TemporaryDirectory(prefix="okx_restore_") as tmp:
+            with tarfile.open(path, "r:gz") as tar:
+                tar.extractall(tmp)
+            env_src = os.path.join(tmp, ".env")
+            if os.path.isfile(env_src):
+                shutil.copy2(env_src, os.path.join(base_dir, ".env"))
+            db_src_dir = os.path.join(tmp, "database")
+            if os.path.isdir(db_src_dir) and db_path:
+                for fn in os.listdir(db_src_dir):
+                    src = os.path.join(db_src_dir, fn)
+                    if os.path.isfile(src):
+                        os.makedirs(os.path.dirname(os.path.abspath(db_path)) or ".", exist_ok=True)
+                        shutil.copy2(src, db_path)
+                        break
+            journal_src = os.path.join(tmp, "options_journal")
+            if os.path.isdir(journal_src):
+                if os.path.isdir(journal_dir):
+                    # 覆盖同名,保留其它本地文件
+                    for root, _dirs, files in os.walk(journal_src):
+                        rel = os.path.relpath(root, journal_src)
+                        dest_root = journal_dir if rel == "." else os.path.join(journal_dir, rel)
+                        os.makedirs(dest_root, exist_ok=True)
+                        for fn in files:
+                            shutil.copy2(os.path.join(root, fn), os.path.join(dest_root, fn))
+                else:
+                    shutil.copytree(journal_src, journal_dir)
+        return {
+            "ok": True,
+            "msg": "已恢复 .env / 数据库 / 复盘图片,建议重启进程使配置完全生效",
+            "name": os.path.basename(path),
+        }
+
+
+def maybe_run_auto_backup(
+    *,
+    base_dir: str,
+    db_path: str,
+    upload_folder: str,
+    hour: int = 3,
+) -> dict[str, Any] | None:
+    """北京时间指定整点触发一次自动备份(同日不重复)."""
+    global _LAST_AUTO_DAY
+    now = beijing_now()
+    day = now.strftime("%Y-%m-%d")
+    if now.hour != int(hour):
+        return None
+    if _LAST_AUTO_DAY == day:
+        return None
+    # 已有今日自动备份则跳过创建    prefix = f"crypto_okx_backup_{now.strftime('%Y%m%d')}_"
+    for item in list_backups():
+        if str(item["name"]).startswith(prefix):
+            _LAST_AUTO_DAY = day
+            return None
+    result = create_backup(
+        base_dir=base_dir,
+        db_path=db_path,
+        upload_folder=upload_folder,
+        label="auto",
+    )
+    _LAST_AUTO_DAY = day
+    return result
+
+
+def start_backup_scheduler(
+    *,
+    base_dir: str,
+    db_path_fn: Callable[[], str],
+    upload_folder_fn: Callable[[], str],
+    hour: int = 3,
+) -> None:
+    def loop() -> None:
+        while True:
+            try:
+                maybe_run_auto_backup(
+                    base_dir=base_dir,
+                    db_path=db_path_fn(),
+                    upload_folder=upload_folder_fn(),
+                    hour=hour,
+                )
+            except Exception:
+                pass
+            time.sleep(30)
+
+    t = threading.Thread(target=loop, name="okx-backup-scheduler", daemon=True)
+    t.start()

lib/instance/focus_chart_lib.py

@@ -8,10 +8,12 @@ from lib.market.ohlcv_lib import (
     price_tick_from_market,
     round_ohlcv_bars_to_tick,
 )
-from lib.trade.order_monitor_display_lib import (
+def apply_order_price_display_fields(payload, **kwargs):
-    apply_order_live_price_display,
+    return payload
-    apply_order_price_display_fields,
+
-)
+
+def apply_order_live_price_display(payload, *args, **kwargs):
+    return payload
 
 
 def resolve_kline_price_tick(

lib/instance/instance_cash_sample_lib.py

@@ -0,0 +1,330 @@
+"""实例资金曲线采样:权益(现金+现货币+权利金+浮盈),供数据统计页使用."""
+from __future__ import annotations
+
+import datetime as dt
+import os
+import threading
+import time
+from typing import Any, Callable, Optional
+
+_lock = threading.Lock()
+_last_sample_at = 0.0
+_thread: threading.Thread | None = None
+_stop = threading.Event()
+
+
+def cash_sample_interval_sec() -> float:
+    try:
+        return max(30.0, float(os.getenv("INSTANCE_CASH_SAMPLE_SEC") or 60))
+    except (TypeError, ValueError):
+        return 60.0
+
+
+def cash_sample_keep_days() -> int:
+    try:
+        return max(7, int(float(os.getenv("INSTANCE_CASH_SAMPLE_KEEP_DAYS") or 90)))
+    except (TypeError, ValueError):
+        return 90
+
+
+def init_cash_sample_table(conn) -> None:
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS instance_cash_samples (
+            ts_ms INTEGER PRIMARY KEY,
+            cash_usdt REAL NOT NULL
+        )
+        """
+    )
+    try:
+        conn.execute("ALTER TABLE instance_cash_samples ADD COLUMN equity_usdt REAL")
+    except Exception:
+        pass
+
+
+def _safe_float(v: Any) -> Optional[float]:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def cash_usdt_from_balances(bal: dict[str, Any] | None) -> Optional[float]:
+    """稳定币现金 = 交易账户 + 资金账户(优先 USDT,否则 USDC)."""
+    if not isinstance(bal, dict):
+        return None
+    parts = [_safe_float(bal.get("trading_usdt")), _safe_float(bal.get("funding_usdt"))]
+    if all(x is None for x in parts):
+        parts = [_safe_float(bal.get("trading_usdc")), _safe_float(bal.get("funding_usdc"))]
+    known = [x for x in parts if x is not None]
+    if not known:
+        return None
+    return round(sum(known), 4)
+
+
+def spot_coin_usdt_from_balances(
+    bal: dict[str, Any] | None,
+    *,
+    btc_px: float | None = None,
+    eth_px: float | None = None,
+) -> float:
+    """交易+资金账户 BTC/ETH 现货按指数折 U(缓冲买币占用)."""
+    if not isinstance(bal, dict):
+        return 0.0
+    total = 0.0
+    btc = (_safe_float(bal.get("trading_btc")) or 0.0) + (
+        _safe_float(bal.get("funding_btc")) or 0.0
+    )
+    eth = (_safe_float(bal.get("trading_eth")) or 0.0) + (
+        _safe_float(bal.get("funding_eth")) or 0.0
+    )
+    if btc > 0 and btc_px is not None and btc_px > 0:
+        total += btc * float(btc_px)
+    if eth > 0 and eth_px is not None and eth_px > 0:
+        total += eth * float(eth_px)
+    return round(total, 4)
+
+
+def option_premium_and_upl_usdt(positions: list[dict[str, Any]] | None) -> tuple[float, float]:
+    """持仓权利金U + 浮盈U(权利金+浮盈≈期权市值)."""
+    prem = 0.0
+    upl = 0.0
+    if not positions:
+        return 0.0, 0.0
+    from lib.options.options_positions_lib import (
+        display_pnl_usdt_from_option_row,
+        premium_paid_usdt_from_option_row,
+    )
+
+    for p in positions:
+        if not isinstance(p, dict):
+            continue
+        try:
+            pu = premium_paid_usdt_from_option_row(p)
+        except Exception:
+            pu = None
+        if pu is not None:
+            prem += float(pu)
+        try:
+            du = display_pnl_usdt_from_option_row(p)
+        except Exception:
+            du = None
+        if du is not None:
+            upl += float(du)
+    return round(prem, 4), round(upl, 4)
+
+
+def equity_usdt_from_snapshot(
+    bal: dict[str, Any] | None,
+    positions: list[dict[str, Any]] | None = None,
+    *,
+    btc_px: float | None = None,
+    eth_px: float | None = None,
+) -> Optional[float]:
+    """权益 = 稳定币现金 + 现货币折U + 权利金U + 浮盈U."""
+    cash = cash_usdt_from_balances(bal)
+    spot = spot_coin_usdt_from_balances(bal, btc_px=btc_px, eth_px=eth_px)
+    prem, upl = option_premium_and_upl_usdt(positions)
+    if cash is None and spot <= 0 and prem == 0 and upl == 0:
+        return None
+    return round(float(cash or 0.0) + float(spot) + float(prem) + float(upl), 4)
+
+
+def record_cash_sample(
+    conn,
+    cash_usdt: float,
+    *,
+    equity_usdt: float | None = None,
+    ts_ms: int | None = None,
+) -> None:
+    init_cash_sample_table(conn)
+    t = int(ts_ms if ts_ms is not None else time.time() * 1000)
+    eq = float(equity_usdt) if equity_usdt is not None else float(cash_usdt)
+    conn.execute(
+        """
+        INSERT INTO instance_cash_samples(ts_ms, cash_usdt, equity_usdt)
+        VALUES (?, ?, ?)
+        ON CONFLICT(ts_ms) DO UPDATE SET
+            cash_usdt=excluded.cash_usdt,
+            equity_usdt=excluded.equity_usdt
+        """,
+        (t, float(cash_usdt), eq),
+    )
+    keep_ms = cash_sample_keep_days() * 86400 * 1000
+    cutoff = t - keep_ms
+    conn.execute("DELETE FROM instance_cash_samples WHERE ts_ms < ?", (cutoff,))
+
+
+def _range_start_ms(range_key: str) -> tuple[str, int]:
+    rk = (range_key or "7d").strip().lower()
+    now_ms = int(time.time() * 1000)
+    if rk in ("today", "1d"):
+        start = dt.datetime.now().replace(hour=0, minute=0, second=0, microsecond=0)
+        return "today", int(start.timestamp() * 1000)
+    if rk in ("30d", "30"):
+        return "30d", now_ms - 30 * 86400 * 1000
+    if rk in ("all", "0"):
+        return "all", 0
+    return "7d", now_ms - 7 * 86400 * 1000
+
+
+def _closed_at_to_ms(raw: Any) -> int | None:
+    if raw is None or raw == "":
+        return None
+    try:
+        from lib.options.options_stats_lib import _parse_ts
+
+        d = _parse_ts(raw)
+        if d is None:
+            return None
+        return int(d.timestamp() * 1000)
+    except Exception:
+        return None
+
+
+def _trade_realized_usdt(row: Any) -> float | None:
+    u = _safe_float(row["realized_pnl_usdt"] if hasattr(row, "keys") else None)
+    if u is not None:
+        return round(float(u), 4)
+    # 兼容未冻结 U:币盈亏×平仓价
+    try:
+        coin = _safe_float(row["realized_pnl"])
+        px = _safe_float(row["close_index_px"])
+    except Exception:
+        return None
+    if coin is None or px is None or px <= 0:
+        return None
+    return round(float(coin) * float(px), 4)
+
+
+def query_realized_pnl_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
+    """累计已实现盈亏曲线(只随平仓变化,划转/提现不影响)."""
+    rk, start_ms = _range_start_ms(range_key)
+    now_ms = int(time.time() * 1000)
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+    except Exception:
+        pass
+    rows = conn.execute(
+        """
+        SELECT id, closed_at, created_at, realized_pnl_usdt, realized_pnl, close_index_px
+        FROM options_trades
+        WHERE status = 'closed'
+        ORDER BY COALESCE(closed_at, created_at) ASC, id ASC
+        """
+    ).fetchall()
+    events: list[tuple[int, float]] = []
+    for r in rows:
+        pnl_u = _trade_realized_usdt(r)
+        if pnl_u is None:
+            continue
+        ts = _closed_at_to_ms(r["closed_at"]) or _closed_at_to_ms(r["created_at"])
+        if ts is None:
+            continue
+        events.append((ts, float(pnl_u)))
+
+    cum = 0.0
+    all_points: list[dict[str, Any]] = []
+    for ts, pnl in events:
+        cum = round(cum + pnl, 4)
+        all_points.append({"t": int(ts), "v": cum})
+
+    baseline = 0.0
+    series: list[dict[str, Any]] = []
+    for p in all_points:
+        if int(p["t"]) < start_ms:
+            baseline = float(p["v"])
+            continue
+        if not series:
+            series.append({"t": int(start_ms), "v": baseline})
+        series.append({"t": int(p["t"]), "v": float(p["v"])})
+    if not series:
+        # 窗口内无新平仓:画水平线(历史累计或 0)
+        series = [
+            {"t": int(start_ms), "v": baseline},
+            {"t": int(now_ms), "v": baseline},
+        ]
+    else:
+        last_v = float(series[-1]["v"])
+        if int(series[-1]["t"]) < now_ms:
+            series.append({"t": int(now_ms), "v": last_v})
+
+    return {
+        "ok": True,
+        "range": rk,
+        "metric": "realized_pnl",
+        "points": series,
+        "start_ms": start_ms,
+        "end_ms": now_ms,
+        "latest": series[-1]["v"] if series else None,
+        "trade_count": len(events),
+    }
+
+
+def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
+    """兼容旧名:数据统计曲线改为累计已实现盈亏."""
+    return query_realized_pnl_series_with_db(conn, range_key=range_key)
+
+
+def sample_once(get_db: Callable, fetch_snapshot: Callable) -> bool:
+    """拉取快照并写入采样.
+
+    fetch_snapshot 可返回:
+      - float: 视为权益(兼容旧现金回调)
+      - dict: {cash_usdt, equity_usdt}
+    """
+    global _last_sample_at
+    try:
+        snap = fetch_snapshot()
+    except Exception:
+        return False
+    cash: float | None
+    equity: float | None
+    if isinstance(snap, dict):
+        cash = _safe_float(snap.get("cash_usdt"))
+        equity = _safe_float(snap.get("equity_usdt"))
+    else:
+        cash = _safe_float(snap)
+        equity = cash
+    if equity is None and cash is None:
+        return False
+    if cash is None:
+        cash = float(equity or 0.0)
+    if equity is None:
+        equity = float(cash)
+    with _lock:
+        conn = get_db()
+        try:
+            record_cash_sample(conn, float(cash), equity_usdt=float(equity))
+            conn.commit()
+        finally:
+            conn.close()
+    _last_sample_at = time.time()
+    return True
+
+
+def start_cash_sample_loop(get_db: Callable, fetch_snapshot: Callable) -> None:
+    global _thread
+    if _thread and _thread.is_alive():
+        return
+    _stop.clear()
+
+    def _loop() -> None:
+        try:
+            sample_once(get_db, fetch_snapshot)
+        except Exception:
+            pass
+        while not _stop.is_set():
+            if _stop.wait(cash_sample_interval_sec()):
+                break
+            try:
+                sample_once(get_db, fetch_snapshot)
+            except Exception:
+                pass
+
+    _thread = threading.Thread(target=_loop, daemon=True, name="instance-cash-sample")
+    _thread.start()

lib/instance/instance_dashboard_lib.py

@@ -88,37 +88,8 @@ HEDGE_ACTIVE_STATUSES = frozenset({"opening", "active", "partial"})
 
 
 def _resolve_options_source(conn, inst_id: str) -> tuple[str, str, int | None]:
-    """根据进行中对冲计划腿判定来源;默认纯期权. 返回 (source, label, plan_id)."""
+    """对冲已移除:持仓一律记为纯期权."""
-    default = ("option", OPTIONS_SOURCE_LABELS["option"], None)
+    return ("option", OPTIONS_SOURCE_LABELS["option"], None)
-    if not inst_id or not _table_exists(conn, "hedge_plans") or not _table_exists(conn, "hedge_plan_legs"):
-        return default
-    try:
-        row = conn.execute(
-            """
-            SELECT p.plan_type, p.id
-            FROM hedge_plans p
-            JOIN hedge_plan_legs l ON l.plan_id = p.id
-            WHERE p.status IN ('opening', 'active', 'partial')
-              AND l.status = 'open'
-              AND l.inst_id = ?
-            ORDER BY p.id DESC
-            LIMIT 1
-            """,
-            (inst_id,),
-        ).fetchone()
-    except Exception:
-        return default
-    if not row:
-        return default
-    d = _row_dict(row)
-    pt = str(d.get("plan_type") or "").strip()
-    try:
-        plan_id = int(d["id"]) if d.get("id") is not None else None
-    except (TypeError, ValueError):
-        plan_id = None
-    if pt in OPTIONS_SOURCE_LABELS and pt != "option":
-        return pt, OPTIONS_SOURCE_LABELS[pt], plan_id
-    return default
 
 
 def _format_profit_exit_mult(mult: Any) -> str:
@@ -134,18 +105,7 @@ def _format_profit_exit_mult(mult: Any) -> str:
 
 
 def _format_options_target(p: dict[str, Any]) -> str:
-    hedge = p.get("hedge_plan_target") if isinstance(p.get("hedge_plan_target"), dict) else None
     opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
-    if hedge:
-        rr = _safe_float(hedge.get("profit_rr"))
-        pid = hedge.get("plan_id")
-        if rr is not None and rr > 0:
-            return f"对冲#{pid} 盈亏比 {rr:g}" if pid is not None else f"盈亏比 {rr:g}"
-        ot = str(hedge.get("opt_type") or opt_type).upper()
-        side = "Put ≤" if ot == "P" else "Call ≥"
-        tgt = _safe_float(hedge.get("target_index"))
-        if tgt is not None:
-            return f"对冲#{pid} {side} {tgt:g}" if pid is not None else f"{side} {tgt:g}"
     parts: list[str] = []
     tgt = _safe_float(p.get("target_index"))
     if tgt is not None and tgt > 0:
@@ -162,12 +122,12 @@ def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
     inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
     opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
     label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
-    # 看板期权列:优先买一净盈亏,残档回退交易所 upl
+    # 看板期权列:统一折成 U(币本位 BTC/ETH 权利金盈亏 × 指数)
     pnl = None
     try:
-        from lib.options.options_positions_lib import display_pnl_from_option_row
+        from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
 
-        pnl = display_pnl_from_option_row(p)
+        pnl = display_pnl_usdt_from_option_row(p)
     except Exception:
         pnl = None
     pos = _safe_float(p.get("pos"))
@@ -201,31 +161,6 @@ def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
     }
 
 
-def _format_hedge_item(plan: dict[str, Any]) -> dict[str, Any]:
-    pid = plan.get("id")
-    underlying = plan.get("underlying") or "-"
-    plan_type = plan.get("plan_type") or ""
-    status = str(plan.get("status") or "")
-    summary = plan.get("contracts_summary") or ""
-    plan_type_label = OPTIONS_SOURCE_LABELS.get(plan_type, plan_type)
-    active = status in HEDGE_ACTIVE_STATUSES
-    status_label = "进行中" if active else (status or "—")
-    return {
-        "id": pid,
-        "kind": "hedge_plan",
-        "tab": "hedge_plan",
-        "title": f"对冲 #{pid} {underlying}",
-        "subtitle": " · ".join(x for x in (plan_type_label, status_label, summary) if x),
-        "underlying": underlying,
-        "plan_type": plan_type,
-        "plan_type_label": plan_type_label,
-        "status": status,
-        "status_label": status_label,
-        "status_active": active,
-        "contracts_summary": summary,
-    }
-
-
 def _format_key_item(kd: dict[str, Any]) -> dict[str, Any]:
     sym = kd.get("exchange_symbol") or kd.get("symbol") or "-"
     direction = str(kd.get("direction") or "long").lower()
@@ -302,12 +237,8 @@ def _table_exists(conn, name: str) -> bool:
 
 
 def collect_orders(conn) -> list[dict[str, Any]]:
-    if not _table_exists(conn, "order_monitors"):
+    del conn
-        return []
+    return []
-    rows = conn.execute(
-        "SELECT * FROM order_monitors WHERE status='active' ORDER BY id DESC"
-    ).fetchall()
-    return [_format_order_item(_row_dict(r)) for r in rows]
 
 
 def collect_keys(conn) -> list[dict[str, Any]]:
@@ -330,33 +261,8 @@ def collect_trends(conn) -> list[dict[str, Any]]:
 
 
 def collect_rolls(conn) -> list[dict[str, Any]]:
-    if not _table_exists(conn, "roll_groups") or not _table_exists(conn, "order_monitors"):
+    del conn
-        return []
+    return []
-    try:
-        rows = conn.execute(
-            """SELECT g.* FROM roll_groups g
-               INNER JOIN order_monitors m ON m.id = g.order_monitor_id AND m.status='active'
-               WHERE g.status='active' ORDER BY g.id DESC"""
-        ).fetchall()
-    except Exception:
-        return []
-    return [_format_roll_item(_row_dict(r)) for r in rows]
-
-
-def collect_hedge_plans(conn) -> list[dict[str, Any]]:
-    if not _table_exists(conn, "hedge_plans"):
-        return []
-    try:
-        from lib.hedge_plan.hedge_plan_db import attach_legs_to_plans, list_plans
-
-        rows: list[dict[str, Any]] = []
-        for status in ("opening", "active", "partial"):
-            rows.extend(list_plans(conn, status=status, limit=80))
-        rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
-        plans = attach_legs_to_plans(conn, rows)
-        return [_format_hedge_item(p) for p in plans]
-    except Exception:
-        return []
 
 
 def collect_options_items(
@@ -372,18 +278,15 @@ def collect_options_items(
         return []
     pe_map: dict[str, dict[str, Any]] = {}
     tgt_map: dict[str, dict[str, Any]] = {}
-    hedge_map: dict[str, dict[str, Any]] = {}
     if conn is not None:
         try:
             from lib.options.options_profit_exit_lib import profit_exit_by_inst
             from lib.options.options_target_lib import targets_by_inst
-            from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
 
             pe_map = profit_exit_by_inst(conn)
             tgt_map = targets_by_inst(conn)
-            hedge_map = active_options_targets_by_inst(conn)
         except Exception:
-            pe_map, tgt_map, hedge_map = {}, {}, {}
+            pe_map, tgt_map = {}, {}
     out: list[dict[str, Any]] = []
     for p in raw:
         if not isinstance(p, dict):
@@ -397,11 +300,6 @@ def collect_options_items(
         if pe:
             row["profit_exit_enabled"] = pe.get("profit_exit_enabled")
             row["profit_exit_mult"] = pe.get("profit_exit_mult")
-        hedge = hedge_map.get(inst)
-        if hedge:
-            row["hedge_plan_target"] = hedge
-            if not mon:
-                row["target_index"] = hedge.get("target_index")
         out.append(_format_options_item(row, conn=conn))
     return out
 
@@ -531,8 +429,6 @@ def build_instance_dashboard_payload(
     orders = collect_orders(conn)
     keys = collect_keys(conn)
     options_items = collect_options_items(fetch_options_positions, conn=conn)
-    hedge_items = collect_hedge_plans(conn)  # 始终展示进行中计划,与当前交易模式无关
-    # hedge_enabled 仅影响「新建」入口,不隐藏已有仓
     now = datetime.now(timezone.utc).astimezone().strftime("%Y-%m-%d %H:%M:%S")
     return {
         "ok": True,
@@ -563,9 +459,10 @@ def build_instance_dashboard_payload(
         },
         "hedge_plan": {
             "title": "对冲计划",
-            "count": len(hedge_items),
+            "count": 0,
-            "items": hedge_items,
+            "items": [],
-            "visible": len(hedge_items) > 0,
+            "visible": False,
             "tab": "hedge_plan",
+            "removed": True,
         },
     }

lib/instance/instance_data_stats_register.py

@@ -0,0 +1,25 @@
+"""实例数据统计:复盘 KPI + 已实现盈亏曲线 API."""
+from __future__ import annotations
+
+from typing import Any, Callable
+
+from flask import Flask, jsonify, request
+
+
+def install_instance_data_stats(app: Flask, app_module: Any) -> None:
+    get_db: Callable = app_module.get_db
+    login_required = app_module.login_required
+
+    @app.route("/api/instance/cash_curve")
+    @login_required
+    def api_instance_cash_curve():
+        from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
+
+        range_key = (request.args.get("range") or "7d").strip()
+        conn = get_db()
+        try:
+            return jsonify(query_realized_pnl_series_with_db(conn, range_key=range_key))
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"加载盈亏曲线失败: {e}"}), 500
+        finally:
+            conn.close()

lib/instance/instance_display_prefs_lib.py

@@ -10,22 +10,22 @@ DISPLAY_RUNTIME_PREFIX = "display."
 DEFAULT_INSTANCE_DISPLAY: dict[str, bool] = {
     "show_nav_dashboard": False,
     "show_nav_account_ledger": False,
-    "show_nav_key_monitor": True,
+    "show_nav_key_monitor": True,  # 关键位监控保留
-    "show_nav_trade": False,  # 实盘下单界面已移除
+    "show_nav_trade": False,  # 永续实盘下单已下线
     "show_nav_strategy": False,
     "show_nav_strategy_records": False,
     "show_nav_records": False,  # 永续交易记录与复盘已移除
-    "show_nav_stats": False,
+    "show_nav_stats": True,  # 数据统计(复盘 KPI + 资金曲线);可在系统设置关闭
     "show_nav_risk_policy": True,
+    "show_nav_live_guide": True,
     "show_nav_system_guide": False,
     "show_nav_env_config": True,
     "show_nav_options": True,
     "show_nav_options_review": True,
-    "show_nav_hedge_plan": True,
+    "show_settings_transfer": False,  # 永续资金划转已下线
-    "show_settings_transfer": False,  # 永续资金划转默认隐藏
     "show_settings_export": True,
     "show_settings_password": True,
-    "show_settings_options_swap": True,
+    "show_settings_options_swap": False,  # USDC 币种兑换已下线
     "show_settings_options_transfer": True,
 }
 
@@ -37,13 +37,13 @@ DISPLAY_LABELS: dict[str, str] = {
     "show_nav_strategy": "策略交易",
     "show_nav_strategy_records": "策略交易记录",
     "show_nav_records": "交易记录与复盘",
-    "show_nav_stats": "统计分析",
+    "show_nav_stats": "数据统计",
     "show_nav_risk_policy": "风控说明",
+    "show_nav_live_guide": "实盘说明",
     "show_nav_system_guide": "系统说明",
     "show_nav_env_config": "env配置",
     "show_nav_options": "期权",
     "show_nav_options_review": "期权复盘",
-    "show_nav_hedge_plan": "对冲计划",
     "show_settings_transfer": "永续资金划转",
     "show_settings_export": "数据导出",
     "show_settings_password": "账户密码修改",
@@ -61,11 +61,11 @@ NAV_TAB_ALLOWED: dict[str, str] = {
     "records": "show_nav_records",
     "stats": "show_nav_stats",
     "risk_policy": "show_nav_risk_policy",
+    "live_guide": "show_nav_live_guide",
     "system_guide": "show_nav_system_guide",
     "env_config": "show_nav_env_config",
     "options": "show_nav_options",
     "options_review": "show_nav_options_review",
-    "hedge_plan": "show_nav_hedge_plan",
 }
 
 
@@ -111,8 +111,8 @@ def display_prefs_template_context(get_db: Callable) -> dict[str, Any]:
 def tab_allowed(tab: str, display: Optional[dict[str, bool]] = None) -> bool:
     prefs = normalize_display_prefs(display or {})
     t = (tab or "").strip()
-    if t in ("trade", "records", "stats"):
+    if t in ("trade", "records", "hedge_plan"):
-        return False  # 实盘下单 / 交易记录复盘 / 统计分析 已移除
+        return False  # 永续下单/记录已下线;关键位监控保留
     key = NAV_TAB_ALLOWED.get(t)
     if not key:
         return True
@@ -124,18 +124,17 @@ def display_meta_for_ui() -> list[dict[str, Any]]:
         "show_nav_dashboard",
         "show_nav_account_ledger",
         "show_nav_key_monitor",
+        "show_nav_stats",
         "show_nav_risk_policy",
+        "show_nav_live_guide",
         "show_nav_system_guide",
         "show_nav_env_config",
         "show_nav_options",
         "show_nav_options_review",
-        "show_nav_hedge_plan",
     ]
     settings_keys = [
-        "show_settings_transfer",
         "show_settings_export",
         "show_settings_password",
-        "show_settings_options_swap",
         "show_settings_options_transfer",
     ]
     return [

lib/instance/instance_embed_context_lib.py

@@ -62,7 +62,7 @@ def embed_render_plan(page: str, embed_mode: str | None) -> EmbedRenderPlan:
         key_history=page == "key_monitor",
         key_list=page in ("key_monitor", "trade") or is_strategy,
         orders=page == "trade" or is_strategy,
-        stats_bundle=page == "stats",
+        stats_bundle=False,  # 旧永续统计已弃用;数据统计页走复盘 API + 资金曲线
         strategy=is_strategy,
         orphan_live=page == "trade" and is_shell,
     )
@@ -161,10 +161,18 @@ def trading_account_label(
             parts.append(f"{float(usdt):.2f} USDT")
         except (TypeError, ValueError):
             pass
-    eth_txt = _fmt_coin_amount(eth, min_amt=1e-6)
+    # 低于现货最小可卖的粉尘不展示(与卖回逻辑一致)
+    try:
+        from lib.options.options_spot_bridge_lib import spot_min_sell_sz
+
+        eth_min = spot_min_sell_sz(None, "ETH")
+        btc_min = spot_min_sell_sz(None, "BTC")
+    except Exception:
+        eth_min, btc_min = 0.0001, 0.00001
+    eth_txt = _fmt_coin_amount(eth, min_amt=eth_min)
     if eth_txt is not None:
         parts.append(f"{eth_txt} ETH")
-    btc_txt = _fmt_coin_amount(btc, min_amt=1e-7)
+    btc_txt = _fmt_coin_amount(btc, min_amt=btc_min)
     if btc_txt is not None:
         parts.append(f"{btc_txt} BTC")
     return "\n".join(parts) if parts else "—"

lib/instance/instance_embed_lib.py

@@ -16,8 +16,9 @@ EMBED_TABS: tuple[str, ...] = (
     "key_monitor",
     "options",
     "options_review",
-    "hedge_plan",
+    "stats",
     "risk_policy",
+    "live_guide",
     "system_guide",
     "env_config",
     "settings",
@@ -27,14 +28,15 @@ PATH_TO_EMBED_TAB: dict[str, str] = {
     "/": "options",
     "/trade": "options",  # 实盘下单界面已移除
     "/records": "options_review",  # 永续交易记录与复盘已移除
-    "/stats": "options",
+    "/stats": "stats",
     "/dashboard": "dashboard",
     "/account_ledger": "account_ledger",
     "/key_monitor": "key_monitor",
     "/options": "options",
     "/options/review": "options_review",
-    "/hedge-plan": "hedge_plan",
+    "/hedge-plan": "options",  # 对冲计划已移除，旧链接落到期权
     "/risk_policy": "risk_policy",
+    "/live_guide": "live_guide",
     "/system_guide": "system_guide",
     "/env_config": "env_config",
     "/settings": "settings",
@@ -53,8 +55,9 @@ def order_rule_tips_template(exchange_key: str) -> str:
 
 
 def include_transfer_block(exchange_key: str) -> bool:
-    """三所 standalone / embed 壳均在顶栏展示划转区块."""
+    """永续划转区块已下线."""
-    return (exchange_key or "").strip().lower() in ORDER_RULE_TIPS_BY_EXCHANGE
+    del exchange_key
+    return False
 
 
 def ui_open_guard_enabled(exchange_key: str) -> bool:
@@ -79,16 +82,18 @@ def embed_shell_enabled() -> bool:
 
 
 _SETTINGS_SUB_TABS = frozenset(
-    {"nav", "password", "transfer", "export", "options_swap", "options_transfer"}
+    {"nav", "password", "transfer", "export", "backup", "options_swap", "options_transfer"}
 )
 
 
 def redirect_to_embed_shell_if_enabled(page: str):
-    """直连 /trade 等整页路由时,重定向到 embed 壳(顶栏常驻,tab 软切换)."""
+    """直连 /trade 等整页路由时,重定向到 embed 壳(顶栏常驻,tab 软切换).
+
+    注意:中控 iframe 会给导航链加 embed=1;若因此跳过重定向,会落到 index 整页,
+    顶栏链接变成 3 列 grid 子项而变形.embed=1 时仍应进 /embed 壳.
+    """
     if not embed_shell_enabled():
         return None
-    if (request.args.get("embed") or "").strip() == "1":
-        return None
     if (request.path or "").rstrip("/") == "/embed":
         return None
     q = {k: v for k, v in request.args.items()}

lib/instance/instance_live_guide_lib.py

@@ -0,0 +1,68 @@
+"""实例「实盘说明」:加载 Markdown,生成 h2 目录与带锚点正文."""
+from __future__ import annotations
+
+import re
+from functools import lru_cache
+from html import escape
+from pathlib import Path
+from typing import Any
+
+from lib.common.markdown_html_lib import render_markdown_html
+from lib.paths import REPO_ROOT
+
+
+def live_guide_md_path() -> Path:
+    return REPO_ROOT / "docs" / "实盘说明.md"
+
+
+def _slugify(text: str) -> str:
+    raw = re.sub(r"<[^>]+>", "", text or "")
+    raw = re.sub(r"\s+", "-", raw.strip())
+    raw = re.sub(r"[^\w\u4e00-\u9fff\-]+", "", raw)
+    return raw[:80] or "section"
+
+
+def _inject_h2_ids(html: str) -> tuple[str, list[dict[str, str]]]:
+    toc: list[dict[str, str]] = []
+    used: dict[str, int] = {}
+
+    def repl(m: re.Match[str]) -> str:
+        inner = m.group(1)
+        base = _slugify(inner)
+        n = used.get(base, 0) + 1
+        used[base] = n
+        hid = base if n == 1 else f"{base}-{n}"
+        toc.append({"id": hid, "title": re.sub(r"<[^>]+>", "", inner).strip()})
+        return f'<h2 id="{escape(hid)}">{inner}</h2>'
+
+    out = re.sub(r"<h2>(.*?)</h2>", repl, html, flags=re.I | re.S)
+    return out, toc
+
+
+@lru_cache(maxsize=4)
+def _load_payload_cached(mtime_ns: int, path_str: str) -> dict[str, Any]:
+    path = Path(path_str)
+    try:
+        md_text = path.read_text(encoding="utf-8")
+    except OSError:
+        md_text = "# 实盘说明缺失\n\n未找到 `docs/实盘说明.md`。"
+    body = render_markdown_html(md_text)
+    body, toc = _inject_h2_ids(body)
+    return {"html": body, "toc": toc, "mtime_ns": mtime_ns}
+
+
+def load_live_guide_payload() -> dict[str, Any]:
+    path = live_guide_md_path()
+    try:
+        mtime_ns = path.stat().st_mtime_ns
+    except OSError:
+        mtime_ns = 0
+    return dict(_load_payload_cached(mtime_ns, str(path)))
+
+
+def live_guide_template_context() -> dict[str, Any]:
+    payload = load_live_guide_payload()
+    return {
+        "live_guide_html": payload.get("html") or "",
+        "live_guide_toc": payload.get("toc") or [],
+    }

lib/instance/instance_settings_lib.py

@@ -127,20 +127,10 @@ def build_settings_tabs(display: dict[str, Any] | None, instance_settings: dict[
     tabs.append({"key": "sim_funds", "title": "模拟资金"})
     if disp.get("show_settings_password", True):
         tabs.append({"key": "password", "title": "账户密码"})
-    if inst.get("show_transfer") and disp.get("show_settings_transfer", False):
+    # 永续划转 / USDC 币种兑换已下线
-        tabs.append({"key": "transfer", "title": "永续划转"})
     if disp.get("show_settings_export", True):
         tabs.append({"key": "export", "title": "数据导出"})
-    if inst.get("options_settings_enabled") and disp.get("show_settings_options_swap", True):
+    tabs.append({"key": "backup", "title": "备份恢复"})
-        _coin = False
-        try:
-            from lib.options.options_margin_mode_lib import is_coin_margin_mode
-
-            _coin = bool(is_coin_margin_mode())
-        except Exception:
-            _coin = False
-        if not _coin:
-            tabs.append({"key": "options_swap", "title": "币种兑换"})
     if inst.get("options_settings_enabled") and disp.get("show_settings_options_transfer", True):
         tabs.append({"key": "options_transfer", "title": "期权划转"})
     return tabs
@@ -152,6 +142,10 @@ def settings_page_context(page: str, *, instance_base_dir: str | None = None, **
         from lib.instance.instance_system_guide_lib import system_guide_template_context
 
         return system_guide_template_context()
+    if p == "live_guide":
+        from lib.instance.instance_live_guide_lib import live_guide_template_context
+
+        return live_guide_template_context()
     if p not in ("settings", "risk_policy", "env_config"):
         return {}
     display = kwargs.pop("display", None)

lib/instance/instance_settings_register.py

@@ -1,13 +1,13 @@
-"""实例系统设置 API:导航开关,env 读写,改密,PM2 重启."""
+"""实例系统设置 API:导航开关,env 读写,改密,PM2 重启,备份恢复."""
 from __future__ import annotations
 
 import os
 from functools import wraps
 from typing import Any, Callable
 
-from flask import jsonify, request, session
+from flask import jsonify, request, send_file, session
 
-from lib.env.env_file_lib import apply_env_updates, env_get, read_env_lines
+from lib.env.env_file_lib import apply_env_updates
 from lib.env.env_ui_manifest import (
     build_env_ui_payload,
     filter_updates_for_ui,
@@ -44,6 +44,17 @@ def _api_login_required(hub_token_write_allowed: bool = False):
 
             # crypto_okx 可无 lib.hub;鉴权与中控 request_allowed 对齐
             allowed = bool(auth_disabled or logged_in)
+            if not allowed:
+                try:
+                    from lib.hub.hub_bridge_auth import hub_embed_sso_ok
+
+                    if hub_embed_sso_ok(request):
+                        session["logged_in"] = True
+                        session.permanent = True
+                        session.modified = True
+                        allowed = True
+                except Exception:
+                    pass
             if not allowed and hub_hdr and bridge and hub_hdr == bridge:
                 allowed = True
             if not allowed:
@@ -72,10 +83,14 @@ def register_instance_settings_routes(
     exchange_key: str,
     username: str,
     password: str,
+    db_path: str | None = None,
+    upload_folder: str | None = None,
 ) -> None:
     env_path = os.path.join(base_dir, ".env")
     example_path = os.path.join(base_dir, ".env.example")
     api_auth = _api_login_required()
+    resolved_db = (db_path or "").strip() or os.path.join(base_dir, "crypto.db")
+    resolved_upload = (upload_folder or "").strip() or os.path.join(base_dir, "static", "images")
 
     @app.route("/api/settings/display", methods=["GET", "POST"])
     @api_auth
@@ -118,23 +133,8 @@ def register_instance_settings_routes(
         if not clean:
             return jsonify({"ok": True, "changed_keys": [], "restart_required": False})
         if "OKX_OPTIONS_MARGIN_MODE" in clean:
-            try:
+            # 币本位专用机:忽略任何写入,强制 coin
-                from lib.options.options_margin_mode_lib import normalize_options_margin_mode
+            clean["OKX_OPTIONS_MARGIN_MODE"] = "coin"
-                from lib.options.options_spot_bridge_lib import mode_switch_block_msg
-
-                lines = read_env_lines(env_path)
-                old_mode = normalize_options_margin_mode(env_get(lines, "OKX_OPTIONS_MARGIN_MODE") or "coin")
-                new_mode = normalize_options_margin_mode(clean.get("OKX_OPTIONS_MARGIN_MODE"))
-                if old_mode != new_mode:
-                    conn_m = get_db()
-                    try:
-                        block = mode_switch_block_msg(conn_m, None)
-                        if block:
-                            return jsonify({"ok": False, "msg": block}), 400
-                    finally:
-                        conn_m.close()
-            except Exception as e:
-                return jsonify({"ok": False, "msg": f"本位切换校验失败: {e}"}), 400
         changed = apply_env_updates(env_path, clean)
         groups = parse_env_example_schema(example_path)
         reload_info = apply_env_reload(env_path, get_db, changed, groups)
@@ -179,6 +179,71 @@ def register_instance_settings_routes(
     def api_admin_health():
         return jsonify({"ok": True, "status": "up"})
 
+    @app.route("/api/settings/backup/list", methods=["GET"])
+    @api_auth
+    def api_settings_backup_list():
+        from lib.instance.backup_lib import backup_dir, backup_keep_days, list_backups
+
+        return jsonify(
+            {
+                "ok": True,
+                "items": list_backups(),
+                "backup_dir": backup_dir(),
+                "keep_days": backup_keep_days(),
+                "auto_hour_bj": 3,
+                "includes": [".env", "database", "options_journal"],
+            }
+        )
+
+    @app.route("/api/settings/backup/create", methods=["POST"])
+    @api_auth
+    def api_settings_backup_create():
+        from lib.instance.backup_lib import create_backup
+
+        try:
+            result = create_backup(
+                base_dir=base_dir,
+                db_path=resolved_db,
+                upload_folder=resolved_upload,
+                label="manual",
+            )
+            return jsonify(result)
+        except Exception as exc:
+            return jsonify({"ok": False, "msg": str(exc) or "备份失败"}), 500
+
+    @app.route("/api/settings/backup/download/<name>", methods=["GET"])
+    @api_auth
+    def api_settings_backup_download(name: str):
+        from lib.instance.backup_lib import backup_path
+
+        path = backup_path(name)
+        if not path or not os.path.isfile(path):
+            return jsonify({"ok": False, "msg": "备份不存在"}), 404
+        return send_file(
+            path,
+            mimetype="application/gzip",
+            as_attachment=True,
+            download_name=os.path.basename(path),
+        )
+
+    @app.route("/api/settings/backup/restore", methods=["POST"])
+    @api_auth
+    def api_settings_backup_restore():
+        from lib.instance.backup_lib import restore_backup
+
+        body = request.get_json(silent=True) or {}
+        name = str(body.get("name") or "").strip()
+        if not name:
+            return jsonify({"ok": False, "msg": "缺少备份文件名"}), 400
+        result = restore_backup(
+            name,
+            base_dir=base_dir,
+            db_path=resolved_db,
+            upload_folder=resolved_upload,
+        )
+        code = 200 if result.get("ok") else 400
+        return jsonify(result), code
+
     def tab_allowed_fn(tab: str) -> bool:
         prefs = get_display_prefs(get_db)
         return tab_allowed(tab, prefs)

lib/instance/instance_static_lib.py

@@ -28,10 +28,12 @@ _COMMON_STATIC_ASSETS: dict[str, str] = {
     "journal_form_save.js": "application/javascript; charset=utf-8",
     "instance_page.css": "text/css; charset=utf-8",
     "instance_embed.js": "application/javascript; charset=utf-8",
+    "hub_embed_auth.js": "application/javascript; charset=utf-8",
     "instance_mobile_nav.js": "application/javascript; charset=utf-8",
     "instance_stats.js": "application/javascript; charset=utf-8",
     "instance_live.js": "application/javascript; charset=utf-8",
     "instance_settings_prefs.js": "application/javascript; charset=utf-8",
+    "instance_backup.js": "application/javascript; charset=utf-8",
     "instance_dashboard.js": "application/javascript; charset=utf-8",
     "account_ledger.js": "application/javascript; charset=utf-8",
     "options_expiry_countdown.js": "application/javascript; charset=utf-8",
@@ -40,7 +42,7 @@ _COMMON_STATIC_ASSETS: dict[str, str] = {
     "options_settings.js": "application/javascript; charset=utf-8",
     "options_position_cards.js": "application/javascript; charset=utf-8",
     "options_review.js": "application/javascript; charset=utf-8",
-    "hedge_plan.js": "application/javascript; charset=utf-8",
+    "options_data_stats.js": "application/javascript; charset=utf-8",
     "order_entry_model.js": "application/javascript; charset=utf-8",
     "focus_chart_page.js": "application/javascript; charset=utf-8",
     "focus_chart_page.css": "text/css; charset=utf-8",

lib/instance/instance_update_lib.py

@@ -0,0 +1,124 @@
+"""客户端远程快速更新:git pull + pm2 restart(供中控 Bridge 触发)."""
+from __future__ import annotations
+
+import os
+import shlex
+import subprocess
+import sys
+import threading
+import time
+from pathlib import Path
+from typing import Any
+
+from lib.paths import REPO_ROOT
+
+_update_lock = threading.Lock()
+_update_pending_until = 0.0
+
+
+def _repo_root() -> Path:
+    env_root = (os.getenv("REPO") or "").strip()
+    if env_root:
+        return Path(env_root)
+    return Path(REPO_ROOT)
+
+
+def _run_git(args: list[str], *, cwd: Path) -> tuple[bool, str]:
+    try:
+        proc = subprocess.run(
+            ["git", *args],
+            cwd=str(cwd),
+            capture_output=True,
+            text=True,
+            timeout=15,
+        )
+    except FileNotFoundError:
+        return False, "未找到 git"
+    except subprocess.TimeoutExpired:
+        return False, "git 超时"
+    except Exception as e:
+        return False, str(e) or "git 失败"
+    out = (proc.stdout or "").strip() or (proc.stderr or "").strip()
+    return proc.returncode == 0, out
+
+
+def read_git_version() -> dict[str, Any]:
+    """读取当前部署目录 git 版本信息."""
+    root = _repo_root()
+    out: dict[str, Any] = {
+        "ok": True,
+        "repo": str(root),
+        "sha": "",
+        "short_sha": "",
+        "branch": "",
+        "dirty": False,
+        "msg": "",
+    }
+    if not (root / ".git").exists() and not (root / ".git").is_file():
+        # worktree 时 .git 可能是文件
+        out["ok"] = False
+        out["msg"] = "非 git 仓库"
+        return out
+    ok, sha = _run_git(["rev-parse", "HEAD"], cwd=root)
+    if not ok or not sha:
+        out["ok"] = False
+        out["msg"] = sha or "无法读取 HEAD"
+        return out
+    out["sha"] = sha
+    out["short_sha"] = sha[:7]
+    ok_b, branch = _run_git(["rev-parse", "--abbrev-ref", "HEAD"], cwd=root)
+    if ok_b and branch:
+        out["branch"] = branch
+    ok_d, dirty = _run_git(["status", "--porcelain"], cwd=root)
+    if ok_d:
+        out["dirty"] = bool(dirty.strip())
+    return out
+
+
+def schedule_pull_and_restart(*, delay_seconds: float = 1.5) -> dict[str, Any]:
+    """延迟执行 deploy/pull_and_restart.sh,便于 Bridge 响应先返回."""
+    if not sys.platform.startswith("linux"):
+        return {"ok": False, "msg": "仅 Linux 服务器支持远程更新", "deferred": False}
+    root = _repo_root()
+    script = root / "deploy" / "pull_and_restart.sh"
+    if not script.is_file():
+        return {"ok": False, "msg": f"缺少更新脚本: {script}", "deferred": False}
+
+    global _update_pending_until
+    now = time.time()
+    with _update_lock:
+        if now < _update_pending_until:
+            return {"ok": False, "msg": "已有更新任务进行中,请稍后再试", "deferred": False}
+        _update_pending_until = now + 120.0
+
+    version = read_git_version()
+    try:
+        delay = max(0.5, float(delay_seconds))
+        cmd = (
+            f"sleep {delay} && "
+            f"cd {shlex.quote(str(root))} && "
+            f"exec bash {shlex.quote(str(script))}"
+        )
+        subprocess.Popen(
+            ["bash", "-c", cmd],
+            stdout=subprocess.DEVNULL,
+            stderr=subprocess.DEVNULL,
+            start_new_session=True,
+            cwd=str(root),
+        )
+        return {
+            "ok": True,
+            "msg": "更新已受理,即将 git pull 并重启",
+            "deferred": True,
+            "before_sha": version.get("sha") or "",
+            "before_short_sha": version.get("short_sha") or "",
+            "branch": version.get("branch") or "",
+        }
+    except FileNotFoundError:
+        with _update_lock:
+            _update_pending_until = 0.0
+        return {"ok": False, "msg": "未找到 bash", "deferred": False}
+    except Exception as e:
+        with _update_lock:
+            _update_pending_until = 0.0
+        return {"ok": False, "msg": str(e) or "触发更新失败", "deferred": False}

lib/instance/runtime_config_lib.py

@@ -71,6 +71,13 @@ def apply_env_reload(env_path: str, get_db: Callable, changed_keys: list[str], g
                 set_trading_mode(get_db, raw)
         except Exception:
             pass
+        # 清余额缓存,避免模拟盘资金残留到实盘顶栏
+        try:
+            from app import invalidate_account_balance_cache
+
+            invalidate_account_balance_cache()
+        except Exception:
+            pass
     from lib.env.env_schema import updates_need_restart
 
     return {"restart_required": updates_need_restart(groups, changed_keys)}

lib/instance/templates/backup_settings_panel.html

@@ -0,0 +1,37 @@
+{# 备份恢复:本地 /root/crypto_okx_backups,凌晨3点自动,保留10天 #}
+<div class="backup-settings" data-backup-root="1">
+    <h2>备份恢复</h2>
+    <p class="settings-subcard-desc muted">
+        含 <code>.env</code>、数据库、期权复盘图片。每天北京时间 <strong>03:00</strong> 自动备份,保留最近
+        <strong>10</strong> 天。目录:
+        <code id="backup-dir-label">/root/crypto_okx_backups</code>
+    </p>
+    <div class="settings-export-links-inline settings-export-links-block" style="gap:8px;margin-bottom:12px">
+        <button type="button" class="btn" id="backup-create-btn">立即备份</button>
+        <button type="button" class="btn-secondary" id="backup-refresh-btn">刷新列表</button>
+        <span class="muted" id="backup-status" style="font-size:.78rem"></span>
+    </div>
+    <div class="table-wrap">
+        <table class="or-trades-table" style="width:100%;font-size:.8rem">
+            <thead>
+                <tr>
+                    <th>文件</th>
+                    <th>时间(北京)</th>
+                    <th>大小</th>
+                    <th>操作</th>
+                </tr>
+            </thead>
+            <tbody id="backup-list-body">
+                <tr><td colspan="4" class="muted">加载中…</td></tr>
+            </tbody>
+        </table>
+    </div>
+</div>
+<script src="/static/instance_backup.js?v=1"></script>
+<script>
+(function () {
+  if (window.InstanceBackup && typeof window.InstanceBackup.boot === "function") {
+    window.InstanceBackup.boot();
+  }
+})();
+</script>

lib/instance/templates/embed_boot_scripts.html

@@ -1158,7 +1158,9 @@ function formatTradingAccountLabel(usdt, eth, btc, marginMode) {
     const pushCoin = (v, ccy) => {
         if (v === null || v === undefined || v === "") return;
         const n = Number(v);
-        if (Number.isNaN(n) || !(n >= (ccy === "BTC" ? 1e-7 : 1e-6))) return;
+        // 低于 OKX 现货常见 minSz 的粉尘不展示
+        const minSz = ccy === "BTC" ? 0.00001 : 0.0001;
+        if (Number.isNaN(n) || !(n >= minSz)) return;
         const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
         parts.push(`${txt || "0"} ${ccy}`);
     };
@@ -1200,7 +1202,23 @@ function accountSnapshotFundingMissing(data){
     const hasTrading = data.current_capital != null && data.current_capital !== "";
     return !hasFunding && !hasTotal && !hasTrading;
 }
-let accountSnapshotRetryCount = 0;
+let accountSnapshotMissRetryTimer = null;
+let accountSnapshotMissRetryDone = false;
+function clearAccountSnapshotMissRetry(){
+    accountSnapshotMissRetryDone = false;
+    if(accountSnapshotMissRetryTimer){
+        clearTimeout(accountSnapshotMissRetryTimer);
+        accountSnapshotMissRetryTimer = null;
+    }
+}
+function scheduleAccountSnapshotMissRetry(){
+    if(accountSnapshotMissRetryDone || accountSnapshotMissRetryTimer) return;
+    accountSnapshotMissRetryTimer = setTimeout(function(){
+        accountSnapshotMissRetryTimer = null;
+        accountSnapshotMissRetryDone = true;
+        refreshAccountSnapshot({ silent: true, force: true, missRetry: true });
+    }, 10000);
+}
 function applyAccountSnapshot(data){
     if(!data || typeof data !== "object") return;
     const coinMode = String(data.options_margin_mode || "coin").toLowerCase() === "coin";
@@ -1212,9 +1230,13 @@ function applyAccountSnapshot(data){
     applyOptionsFundsVisibility(!coinMode);
     if(data.funding_usdt != null && data.funding_usdt !== ""){
         setFundsFieldText("total-capital", `${Number(data.funding_usdt).toFixed(2)}U`);
+    } else if("funding_usdt" in data){
+        setFundsFieldText("total-capital", "—");
     }
     if(data.total_funds != null && data.total_funds !== ""){
         setFundsFieldText("total-funds", `${Number(data.total_funds).toFixed(2)}U`);
+    } else if("total_funds" in data){
+        setFundsFieldText("total-funds", "—");
     }
     if(data.current_capital != null && data.current_capital !== "" && !Number.isNaN(Number(data.current_capital))){
         setFundsFieldText(
@@ -1226,6 +1248,16 @@ function applyAccountSnapshot(data){
                 data.options_margin_mode
             )
         );
+    } else if("current_capital" in data){
+        setFundsFieldText(
+            "current-capital",
+            formatTradingAccountLabel(
+                null,
+                data.options_trading_eth,
+                data.options_trading_btc,
+                data.options_margin_mode
+            )
+        );
     }
     if(!coinMode && (data.options_funding_usdc != null || data.options_funding_usdt != null || data.options_funding_eth != null)){
         const optFunding = formatOptionsFundingLabel(
@@ -1315,20 +1347,20 @@ function applyAccountSnapshot(data){
 }
 function refreshAccountSnapshot(opts){
     const options = opts || {};
-    const qs = options.force ? "?force=1" : "";
+    let useForce = !!options.force;
+    if(useForce && !options.missRetry && (accountSnapshotMissRetryTimer || accountSnapshotMissRetryDone)){
+        useForce = false;
+    }
+    const qs = useForce ? "?force=1" : "";
     fetch("/api/account_snapshot" + qs).then(r=>r.json()).then(data=>{
         applyAccountSnapshot(data);
-        if(accountSnapshotFundingMissing(data) && !options.force && accountSnapshotRetryCount < 3){
+        if(!accountSnapshotFundingMissing(data)){
-            accountSnapshotRetryCount += 1;
+            clearAccountSnapshotMissRetry();
-            setTimeout(() => refreshAccountSnapshot({ silent: true, force: accountSnapshotRetryCount >= 2 }), 1200 * accountSnapshotRetryCount);
+            return;
-        }else if(!accountSnapshotFundingMissing(data)){
-            accountSnapshotRetryCount = 0;
         }
+        scheduleAccountSnapshotMissRetry();
     }).catch(()=>{
-        if(!options.silent && accountSnapshotRetryCount < 3){
+        scheduleAccountSnapshotMissRetry();
-            accountSnapshotRetryCount += 1;
-            setTimeout(() => refreshAccountSnapshot({ silent: true }), 1200 * accountSnapshotRetryCount);
-        }
     });
 }
 

lib/instance/templates/embed_page_fragment.html

@@ -127,8 +127,8 @@
         {% include 'options_panel.html' %}
         {% elif page == 'options_review' %}
         {% include 'options_review_panel.html' %}
-        {% elif page == 'hedge_plan' %}
+        {% elif page == 'stats' %}
-        {% include 'hedge_plan_panel.html' %}
+        {% include 'options_data_stats_panel.html' %}
         {% endif %}
 
 
@@ -145,6 +145,10 @@
     {% include 'system_guide_panel.html' %}
     {% endif %}
 
+    {% if page == 'live_guide' %}
+    {% include 'live_guide_panel.html' %}
+    {% endif %}
+
     {% if page == 'settings' %}
     {% include 'settings_panel.html' %}
     {% endif %}

lib/instance/templates/embed_shell.html

@@ -3,12 +3,13 @@
 <head>
     <meta charset="UTF-8">
     <meta name="viewport" content="width=device-width, initial-scale=1, viewport-fit=cover">
-    <script src="/static/instance_theme.js?v=51"></script>
+    <script src="/static/hub_embed_auth.js?v=1"></script>
+    <script src="/static/instance_theme.js?v=52"></script>
     <script src="/static/autofill_guard.js?v=1"></script>
     <link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
     <link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
-    <link rel="stylesheet" href="/static/instance_page.css?v=21">
+    <link rel="stylesheet" href="/static/instance_page.css?v=26">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=124">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=129">
     <script src="/static/account_risk_badge.js?v=4"></script>
     <script src="/static/open_submit_gate.js?v=1"></script>
     <meta name="theme-color" content="#0b0d14">
@@ -35,7 +36,7 @@
 >
 <div class="container">
     <div class="header">
-        <h1>加密货币｜OKX 期权与对冲</h1>
+        <h1>加密货币｜OKX 期权</h1>
     </div>
     <nav class="top-nav embed-top-nav" aria-label="实例导航">
         <div class="top-nav-links">
@@ -48,12 +49,13 @@
         {% if options_nav_visible and display.show_nav_options_review %}
         <a href="/options/review" data-embed-tab="options_review" class="{% if initial_tab == 'options_review' %}active{% endif %}">期权复盘</a>
         {% endif %}
-        {% if hedge_plan_nav_visible and display.show_nav_hedge_plan %}
+        <a href="/stats" data-embed-tab="stats" class="{% if initial_tab == 'stats' %}active{% endif %}"{% if not display.show_nav_stats %} style="display:none"{% endif %}>数据统计</a>
-        <a href="/hedge-plan" data-embed-tab="hedge_plan" class="{% if initial_tab == 'hedge_plan' %}active{% endif %}">对冲计划</a>
-        {% endif %}
         {% if display.show_nav_risk_policy %}
         <a href="/risk_policy" data-embed-tab="risk_policy" class="{% if initial_tab == 'risk_policy' %}active{% endif %}">风控说明</a>
         {% endif %}
+        {% if display.get('show_nav_live_guide', true) %}
+        <a href="/live_guide" data-embed-tab="live_guide" class="{% if initial_tab == 'live_guide' %}active{% endif %}">实盘说明</a>
+        {% endif %}
         <a href="/system_guide" data-embed-tab="system_guide" class="{% if initial_tab == 'system_guide' %}active{% endif %}"{% if not display.show_nav_system_guide %} style="display:none"{% endif %}>系统说明</a>
         {% if display.show_nav_env_config %}
         <a href="/env_config" data-embed-tab="env_config" class="{% if initial_tab == 'env_config' %}active{% endif %}">env配置</a>
@@ -65,7 +67,7 @@
     <div id="embed-flash" class="flash" style="display:none" role="status"></div>
 
     {% include 'instance_header_panel.html' %}
-    {% if initial_tab not in ('settings', 'risk_policy', 'system_guide', 'env_config', 'options_review') and include_transfer_block %}
+    {% if initial_tab not in ('settings', 'risk_policy', 'live_guide', 'system_guide', 'env_config', 'options_review', 'stats') and include_transfer_block %}
     {% include 'instance_top_bar.html' %}
     {% endif %}
 
@@ -97,9 +99,6 @@
     {% if options_nav_visible and display.show_nav_options %}
     <a href="/options" class="inst-m-tab{% if initial_tab == 'options' %} active{% endif %}" data-embed-tab="options">期权</a>
     {% endif %}
-    {% if hedge_plan_nav_visible and display.show_nav_hedge_plan %}
-    <a href="/hedge-plan" class="inst-m-tab{% if initial_tab == 'hedge_plan' %} active{% endif %}" data-embed-tab="hedge_plan">对冲</a>
-    {% endif %}
     <a href="/key_monitor" class="inst-m-tab{% if initial_tab == 'key_monitor' %} active{% endif %}" data-embed-tab="key_monitor"{% if not display.show_nav_key_monitor %} style="display:none"{% endif %}>关键位</a>
     <button type="button" class="inst-m-tab" data-embed-tab="more" id="inst-m-tab-more" aria-haspopup="dialog" aria-expanded="false">更多</button>
 </nav>
@@ -115,12 +114,13 @@
             {% if options_nav_visible and display.show_nav_options_review %}
             <a href="/options/review" data-embed-tab="options_review">期权复盘</a>
             {% endif %}
-            {% if hedge_plan_nav_visible and display.show_nav_hedge_plan %}
+            <a href="/stats" data-embed-tab="stats"{% if not display.show_nav_stats %} style="display:none"{% endif %}>数据统计</a>
-            <a href="/hedge-plan" data-embed-tab="hedge_plan">对冲计划</a>
-            {% endif %}
             {% if display.show_nav_risk_policy %}
             <a href="/risk_policy" data-embed-tab="risk_policy">风控说明</a>
             {% endif %}
+            {% if display.get('show_nav_live_guide', true) %}
+            <a href="/live_guide" data-embed-tab="live_guide">实盘说明</a>
+            {% endif %}
             <a href="/system_guide" data-embed-tab="system_guide"{% if not display.show_nav_system_guide %} style="display:none"{% endif %}>系统说明</a>
             {% if display.show_nav_env_config %}
             <a href="/env_config" data-embed-tab="env_config">env配置</a>
@@ -144,7 +144,7 @@ const ORDER_ENTRY_MODEL_CODE_TO_CATEGORY = {{ entry_model_code_to_category | toj
 </script>
 <script src="/static/order_entry_model.js?v=5"></script>
 <script src="/static/manual_order_rr_preview.js?v=5"></script>
-<script src="/static/symbol_live_price.js?v=2"></script>
+<script src="/static/symbol_live_price.js?v=3"></script>
 <script src="/static/key_monitor_form.js?v=2"></script>
 <script src="/static/instance_stats.js?v=5"></script>
 {% include 'embed_boot_scripts.html' %}
@@ -157,7 +157,7 @@ window.__INSTANCE_DISPLAY__ = {{ display | tojson }};
 </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_embed.js?v=33"></script>
 <script src="/static/instance_mobile_nav.js?v=2"></script>
 </body>
 </html>

lib/instance/templates/env_config_panel.html

@@ -16,11 +16,7 @@
     </div>
 
     {% if env_config_groups %}
-    {% set ns = namespace(mode_idx=0) %}
+    <div class="env-config-body card" data-env-ssr="1" id="env-config-body">
-    {% for group in env_config_groups %}
-      {% if '期权/对冲模式' in (group.title or '') %}{% set ns.mode_idx = loop.index0 %}{% endif %}
-    {% endfor %}
-    <div class="env-config-body card" data-env-ssr="1" id="env-config-body" data-env-mode-section-idx="{{ ns.mode_idx }}">
         {% for group in env_config_groups %}
         <input type="radio" name="env-section" id="env-sec-{{ loop.index0 }}" class="env-tab-radio"{% if loop.first %} checked{% endif %}>
         {% endfor %}
@@ -77,6 +73,7 @@
                             onfocus="this.removeAttribute('readonly')"
                         >
                         {% else %}
+                        <div class="env-field-input-wrap{% if field.key == 'HUB_BRIDGE_TOKEN' %} env-field-input-wrap--copy{% endif %}">
                         <input
                             class="env-field-input"
                             id="env-f-{{ field.key }}"
@@ -92,6 +89,15 @@
                             data-bwignore="true"
                             data-form-type="other"
                         >
+                        {% if field.key == 'HUB_BRIDGE_TOKEN' %}
+                        <button
+                            type="button"
+                            class="btn-secondary btn-sm env-copy-btn"
+                            data-env-copy="HUB_BRIDGE_TOKEN"
+                            title="复制 Token"
+                        >复制</button>
+                        {% endif %}
+                        </div>
                         {% endif %}
                     </div>
                     {% endfor %}

lib/instance/templates/force_close_header_badge.html

@@ -1,8 +0,0 @@
-{% if force_close.enabled %}
-<span class="force-close-badge" id="force-close-header-badge" role="status"
-    title="北京时间 {{ force_close.hour_label }} 整点未平仓将市价强制清仓(result=强制清仓)"
-    data-force-close-at-ms="{{ force_close.next_at_ms or '' }}"
-    data-force-close-active="{{ '1' if force_close.active else '0' }}">
-    {{ force_close.label }} 已开启 · <span class="force-close-header-cd">{{ force_close.countdown or '--:--:--' }}</span>
-</span>
-{% endif %}

lib/instance/templates/force_close_order_badge.html

@@ -1,8 +0,0 @@
-{% if force_close.enabled %}
-<span class="pos-symbol-force-close pos-force-close-meta" id="order-force-close-wrap-{{ o.id }}"
-    data-force-close-at-ms="{{ o.force_close_at_ms or force_close.next_at_ms or '' }}"
-    data-force-close-active="{{ '1' if (o.force_close_active or force_close.active) else '0' }}">
-    <span class="pos-force-close-label">{{ o.force_close_label or force_close.label }}</span>
-    · <span class="pos-force-close-cd" id="order-force-close-cd-{{ o.id }}">{{ o.force_close_countdown or force_close.countdown or '--:--:--' }}</span>
-</span>
-{% endif %}

lib/instance/templates/gate_transfer_block.html

@@ -1,26 +0,0 @@
-<details class="tip-collapse gate-top-tips-collapse">
-    <summary class="tip-collapse-summary">
-        实时价格更新:<span id="price-last-updated">--</span>(北京时间 UTC+8)
-        <span class="tip-collapse-hint">· 划转规则</span>
-    </summary>
-    <div class="tip-collapse-body rule-tip gate-transfer-tip">
-        划转:自动划转 {{ '开启' if auto_transfer_enabled else '关闭' }}(每天<strong>北京时间 {{ auto_transfer_bj_hour }}:00</strong>起该整点小时内尝试;账簿按 <strong>UTC 自然日</strong>去重;将 {{ auto_transfer_to }} 调整至 {{ transfer_amount_fmt|default(funds_fmt(auto_transfer_amount)) }}U:不足从 {{ auto_transfer_from }} 划入,超出划回 {{ auto_transfer_from }};<strong>持仓中不划转</strong>并微信通知)
-    </div>
-</details>
-<form action="/manual_transfer" method="post" class="form-row gate-transfer-form" autocomplete="off">
-    <input type="text" name="username" autocomplete="username" tabindex="-1" aria-hidden="true"
-           style="position:absolute;left:-9999px;width:1px;height:1px;opacity:0" value="">
-    <input name="amount" type="number" min="0.01" step="0.01" placeholder="手动划转金额U" required
-           autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-bwignore="true" data-form-type="other" readonly>
-    <select name="from_account" autocomplete="off">
-        <option value="funding" {% if auto_transfer_from == 'funding' %}selected{% endif %}>from: funding</option>
-        <option value="swap" {% if auto_transfer_from == 'swap' %}selected{% endif %}>from: swap</option>
-        <option value="spot" {% if auto_transfer_from == 'spot' %}selected{% endif %}>from: spot</option>
-    </select>
-    <select name="to_account" autocomplete="off">
-        <option value="swap" {% if auto_transfer_to == 'swap' %}selected{% endif %}>to: swap</option>
-        <option value="funding" {% if auto_transfer_to == 'funding' %}selected{% endif %}>to: funding</option>
-        <option value="spot" {% if auto_transfer_to == 'spot' %}selected{% endif %}>to: spot</option>
-    </select>
-    <button type="submit">手动划转</button>
-</form>

lib/instance/templates/index.html

@@ -4,7 +4,7 @@
 <head>
     <meta charset="UTF-8">
     <meta name="viewport" content="width=device-width, initial-scale=1, viewport-fit=cover">
-<script src="/static/instance_theme.js?v=50"></script>
+<script src="/static/instance_theme.js?v=52"></script>
     <script src="/static/autofill_guard.js?v=1"></script>
     <link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
     <link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
@@ -18,8 +18,8 @@
     <link rel="apple-touch-icon" href="/static/icons/apple-touch-icon.png">
     <link rel="manifest" href="/static/icons/manifest.webmanifest">
     <title>{{ pwa_app_name }}</title>
-    <link rel="stylesheet" href="/static/instance_page.css?v=21">
+    <link rel="stylesheet" href="/static/instance_page.css?v=26">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=118">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=129">
 
 </head>
 <body
@@ -153,45 +153,46 @@
     <div class="header">
         <h1>加密货币｜交易监控 + AI复盘一体化</h1>
     </div>
-    <div class="top-nav">
+    <nav class="top-nav" aria-label="实例导航">
+        <div class="top-nav-links">
         <a href="/dashboard" data-embed-tab="dashboard" class="{% if page == 'dashboard' %}active{% endif %}"{% if not display.show_nav_dashboard %} style="display:none"{% endif %}>数据看板</a>
         <a href="/account_ledger" data-embed-tab="account_ledger" class="{% if page == 'account_ledger' %}active{% endif %}"{% if not display.show_nav_account_ledger %} style="display:none"{% endif %}>账户流水</a>
-        <a href="/key_monitor" class="{% if page == 'key_monitor' %}active{% endif %}"{% if not display.show_nav_key_monitor %} style="display:none"{% endif %}>关键位监控</a>
+        <a href="/key_monitor" data-embed-tab="key_monitor" class="{% if page == 'key_monitor' %}active{% endif %}"{% if not display.show_nav_key_monitor %} style="display:none"{% endif %}>关键位监控</a>
-        <a href="/trade" class="{% if page == 'trade' %}active{% endif %}"{% if not display.show_nav_trade %} style="display:none"{% endif %}>实盘下单</a>
+        <a href="/trade" data-embed-tab="trade" class="{% if page == 'trade' %}active{% endif %}"{% if not display.show_nav_trade %} style="display:none"{% endif %}>实盘下单</a>
         {% if not intraday_discipline and display.show_nav_strategy %}
-        <a href="/strategy" class="{% if page in ('strategy', 'strategy_trend', 'strategy_roll') %}active{% endif %}">策略交易</a>
+        <a href="/strategy" data-embed-tab="strategy" class="{% if page in ('strategy', 'strategy_trend', 'strategy_roll') %}active{% endif %}">策略交易</a>
         {% endif %}
         {% if not intraday_discipline and display.show_nav_strategy_records %}
-        <a href="/strategy/records" class="{% if page == 'strategy_records' %}active{% endif %}">策略交易记录</a>
+        <a href="/strategy/records" data-embed-tab="strategy_records" class="{% if page == 'strategy_records' %}active{% endif %}">策略交易记录</a>
         {% endif %}
         {% if display.show_nav_records %}
-        <a href="/records" class="{% if page == 'records' %}active{% endif %}">交易记录与复盘</a>
+        <a href="/records" data-embed-tab="records" class="{% if page == 'records' %}active{% endif %}">交易记录与复盘</a>
-        {% endif %}
-        {% if display.show_nav_stats %}
-        <a href="/stats" class="{% if page == 'stats' %}active{% endif %}">统计分析</a>
         {% endif %}
         {% if options_nav_visible and display.show_nav_options %}
-        <a href="/options" class="{% if page == 'options' %}active{% endif %}">期权</a>
+        <a href="/options" data-embed-tab="options" class="{% if page == 'options' %}active{% endif %}">期权</a>
         {% endif %}
         {% if options_nav_visible and display.show_nav_options_review %}
-        <a href="/options/review" class="{% if page == 'options_review' %}active{% endif %}">期权复盘</a>
+        <a href="/options/review" data-embed-tab="options_review" class="{% if page == 'options_review' %}active{% endif %}">期权复盘</a>
-        {% endif %}
-        {% if hedge_plan_nav_visible and display.show_nav_hedge_plan %}
-        <a href="/hedge-plan" class="{% if page == 'hedge_plan' %}active{% endif %}">对冲计划</a>
         {% endif %}
+        <a href="/stats" data-embed-tab="stats" class="{% if page == 'stats' %}active{% endif %}"{% if not display.show_nav_stats %} style="display:none"{% endif %}>数据统计</a>
         {% if display.show_nav_risk_policy %}
-        <a href="/risk_policy" class="{% if page == 'risk_policy' %}active{% endif %}">风控说明</a>
+        <a href="/risk_policy" data-embed-tab="risk_policy" class="{% if page == 'risk_policy' %}active{% endif %}">风控说明</a>
         {% endif %}
-        <a href="/system_guide" class="{% if page == 'system_guide' %}active{% endif %}"{% if not display.show_nav_system_guide %} style="display:none"{% endif %}>系统说明</a>
+        {% if display.get('show_nav_live_guide', true) %}
+        <a href="/live_guide" data-embed-tab="live_guide" class="{% if page == 'live_guide' %}active{% endif %}">实盘说明</a>
+        {% endif %}
+        <a href="/system_guide" data-embed-tab="system_guide" class="{% if page == 'system_guide' %}active{% endif %}"{% if not display.show_nav_system_guide %} style="display:none"{% endif %}>系统说明</a>
         {% if display.show_nav_env_config %}
-        <a href="/env_config" class="{% if page == 'env_config' %}active{% endif %}">env配置</a>
+        <a href="/env_config" data-embed-tab="env_config" class="{% if page == 'env_config' %}active{% endif %}">env配置</a>
         {% endif %}
-        <a href="/settings" class="{% if page == 'settings' %}active{% endif %}">系统设置</a>
+        <a href="/settings" data-embed-tab="settings" class="{% if page == 'settings' %}active{% endif %}">系统设置</a>
-    </div>
+        </div>
+        {% include 'nav_spot_tickers.html' %}
+    </nav>
     {% with msg=get_flashed_messages() %}{% if msg %}<div class="flash">{{ msg[0] }}</div>{% endif %}{% endwith %}
 
     {% include 'instance_header_panel.html' %}
-    {% if page not in ('settings', 'risk_policy', 'system_guide', 'env_config', 'options', 'options_review', 'hedge_plan') %}
+    {% if page not in ('settings', 'risk_policy', 'live_guide', 'system_guide', 'env_config', 'options', 'options_review', 'stats') %}
     {% include 'instance_top_bar.html' %}
     {% endif %}
 
@@ -205,16 +206,8 @@
         {% elif page == 'trade' %}
         <div class="dual-panel-grid" style="grid-column:1/-1">
         <div class="card">
-            <div style="display:flex;align-items:center;justify-content:space-between;gap:8px;flex-wrap:wrap;margin-bottom:8px">
+            <h2 style="margin-bottom:8px">实盘下单监控</h2>
-                <h2 style="margin-bottom:0">实盘下单监控</h2>
+            <p class="muted">永续下单已下线,请使用「期权」页。</p>
-                {% if focus_order_id %}
-                <a href="/order_focus?order_id={{ focus_order_id }}" class="btn-del" style="text-decoration:none;background:#1f3a5a;color:#8fc8ff">放大查看K线(100根)</a>
-                {% else %}
-                <span class="btn-del" style="background:#2f2f44;color:#9aa;cursor:not-allowed">暂无持仓可放大</span>
-                {% endif %}
-            </div>
-            {% include order_rule_tips_tpl %}
-            {% include 'order_monitor_open_form.html' %}
         </div>
         <div class="card">
             <h2 style="margin-bottom:8px">实时持仓</h2>
@@ -252,7 +245,6 @@
                                 · <span class="pos-time-close-cd" id="order-time-close-cd-{{ o.id }}">--:--:--</span>
                             </span>
                             {% endif %}
-                            {% include 'force_close_order_badge.html' %}
                             <span class="pos-side-badge {{ 'pos-side-long' if o.direction == 'long' else 'pos-side-short' }}">{{ '做多' if o.direction == 'long' else '做空' }}</span>
                         </div>
                         <div class="pos-head-actions">
@@ -365,8 +357,8 @@
         {% include 'options_panel.html' %}
         {% elif page == 'options_review' %}
         {% include 'options_review_panel.html' %}
-        {% elif page == 'hedge_plan' %}
+        {% elif page == 'stats' %}
-        {% include 'hedge_plan_panel.html' %}
+        {% include 'options_data_stats_panel.html' %}
         {% endif %}
 
 
@@ -387,48 +379,14 @@
     {% include 'system_guide_panel.html' %}
     {% endif %}
 
+    {% if page == 'live_guide' %}
+    {% include 'live_guide_panel.html' %}
+    {% endif %}
+
     {% if page == 'settings' %}
     {% include 'settings_panel.html' %}
     {% endif %}
 
-    {% if page == 'stats' %}
-    <div class="card stats-card full" id="stats-card">
-        <div style="display:flex;align-items:center;justify-content:space-between;gap:10px;flex-wrap:wrap">
-            <h2 style="margin-bottom:0">数据统计</h2>
-            <button type="button" class="stats-toggle" id="stats-toggle-btn" onclick="toggleStatsCard()">折叠</button>
-        </div>
-        <div class="stats-content" id="stats-content">
-            <div class="sub" style="margin-bottom:12px;color:#8892b0;font-size:.82rem">
-                统计分析按<strong>北京时间 {{ stats_bundle.stats_reset_hour }}:00</strong>切日计入(与顶栏 UTC 列表窗无关).历史总开仓(累计):
-                <strong style="color:#cfd3ef">{{ stats_bundle.total_opens_all }}</strong> 次
-            </div>
-            <div class="form-row" style="margin-bottom:14px;align-items:center">
-                <label style="display:flex;align-items:center;gap:8px;font-size:.88rem;color:#cfd3ef">
-                    统计品类
-                    <select id="stats-segment-select" onchange="switchStatsSegment()" style="min-width:200px">
-                        {% for seg in stats_bundle.segments %}
-                        <option value="{{ seg.key }}">{{ seg.title }}</option>
-                        {% endfor %}
-                    </select>
-                </label>
-            </div>
-            {% for seg in stats_bundle.segments %}
-            <div class="stats-segment-block stats-segment-panel" data-stats-segment="{{ seg.key }}"{% if not loop.first %} style="display:none"{% endif %}>
-                <div class="stats-period-tabs" role="tablist" aria-label="统计周期">
-                    <button type="button" class="stats-period-tab active" data-stats-period="day" role="tab" aria-selected="true" onclick="switchStatsPeriod('day')">日统计</button>
-                    <button type="button" class="stats-period-tab" data-stats-period="week" role="tab" aria-selected="false" onclick="switchStatsPeriod('week')">周统计</button>
-                    <button type="button" class="stats-period-tab" data-stats-period="month" role="tab" aria-selected="false" onclick="switchStatsPeriod('month')">月统计</button>
-                    <button type="button" class="stats-period-tab" data-stats-period="all" role="tab" aria-selected="false" onclick="switchStatsPeriod('all')">全部统计</button>
-                </div>
-                {{ period_stats_pane("day", seg.day) }}
-                {{ period_stats_pane("week", seg.week) }}
-                {{ period_stats_pane("month", seg.month) }}
-                {{ period_stats_pane("all", seg.all) }}
-            </div>
-            {% endfor %}
-        </div>
-    </div>
-    {% endif %}
 </div>
 
 <div class="modal" id="imgModal" onclick="closeModal()">
@@ -463,7 +421,7 @@ const ORDER_ENTRY_MODEL_CODE_TO_CATEGORY = {{ entry_model_code_to_category | toj
 </script>
 <script src="/static/order_entry_model.js?v=5"></script>
 <script src="/static/manual_order_rr_preview.js?v=5"></script>
-<script src="/static/symbol_live_price.js?v=2"></script>
+<script src="/static/symbol_live_price.js?v=3"></script>
 <script src="/static/strategy_roll.js?v=6"></script>
 <script src="/static/instance_stats.js?v=5"></script>
 <script>
@@ -1639,7 +1597,9 @@ function formatTradingAccountLabel(usdt, eth, btc, marginMode) {
     const pushCoin = (v, ccy) => {
         if (v == null || v === "") return;
         const n = Number(v);
-        if (Number.isNaN(n) || !(n >= (ccy === "BTC" ? 1e-7 : 1e-6))) return;
+        // 低于 OKX 现货常见 minSz 的粉尘不展示
+        const minSz = ccy === "BTC" ? 0.00001 : 0.0001;
+        if (Number.isNaN(n) || !(n >= minSz)) return;
         const txt = String(n.toFixed(6)).replace(/\.?0+$/, "");
         parts.push(`${txt || "0"} ${ccy}`);
     };
@@ -1681,7 +1641,23 @@ function accountSnapshotFundingMissing(data){
     const hasTrading = data.current_capital != null && data.current_capital !== "";
     return !hasFunding && !hasTotal && !hasTrading;
 }
-let accountSnapshotRetryCount = 0;
+let accountSnapshotMissRetryTimer = null;
+let accountSnapshotMissRetryDone = false;
+function clearAccountSnapshotMissRetry(){
+    accountSnapshotMissRetryDone = false;
+    if(accountSnapshotMissRetryTimer){
+        clearTimeout(accountSnapshotMissRetryTimer);
+        accountSnapshotMissRetryTimer = null;
+    }
+}
+function scheduleAccountSnapshotMissRetry(){
+    if(accountSnapshotMissRetryDone || accountSnapshotMissRetryTimer) return;
+    accountSnapshotMissRetryTimer = setTimeout(function(){
+        accountSnapshotMissRetryTimer = null;
+        accountSnapshotMissRetryDone = true;
+        refreshAccountSnapshot({ silent: true, force: true, missRetry: true });
+    }, 10000);
+}
 function applyAccountSnapshot(data){
     if(!data || typeof data !== "object") return;
     const coinMode = String(data.options_margin_mode || "coin").toLowerCase() === "coin";
@@ -1693,9 +1669,13 @@ function applyAccountSnapshot(data){
     applyOptionsFundsVisibility(!coinMode);
     if(data.funding_usdt != null && data.funding_usdt !== ""){
         setFundsFieldText("total-capital", `${Number(data.funding_usdt).toFixed(2)}U`);
+    } else if("funding_usdt" in data){
+        setFundsFieldText("total-capital", "—");
     }
     if(data.total_funds != null && data.total_funds !== ""){
         setFundsFieldText("total-funds", `${Number(data.total_funds).toFixed(2)}U`);
+    } else if("total_funds" in data){
+        setFundsFieldText("total-funds", "—");
     }
     if(data.current_capital != null && data.current_capital !== "" && !Number.isNaN(Number(data.current_capital))){
         setFundsFieldText(
@@ -1707,6 +1687,16 @@ function applyAccountSnapshot(data){
                 data.options_margin_mode
             )
         );
+    } else if("current_capital" in data){
+        setFundsFieldText(
+            "current-capital",
+            formatTradingAccountLabel(
+                null,
+                data.options_trading_eth,
+                data.options_trading_btc,
+                data.options_margin_mode
+            )
+        );
     }
     if(!coinMode && (data.options_funding_usdc != null || data.options_funding_usdt != null || data.options_funding_eth != null)){
         const optFunding = formatOptionsFundingLabel(
@@ -1805,20 +1795,20 @@ function applyAccountSnapshot(data){
 }
 function refreshAccountSnapshot(opts){
     const options = opts || {};
-    const qs = options.force ? "?force=1" : "";
+    let useForce = !!options.force;
+    if(useForce && !options.missRetry && (accountSnapshotMissRetryTimer || accountSnapshotMissRetryDone)){
+        useForce = false;
+    }
+    const qs = useForce ? "?force=1" : "";
     fetch("/api/account_snapshot" + qs).then(r=>r.json()).then(data=>{
         applyAccountSnapshot(data);
-        if(accountSnapshotFundingMissing(data) && !options.force && accountSnapshotRetryCount < 3){
+        if(!accountSnapshotFundingMissing(data)){
-            accountSnapshotRetryCount += 1;
+            clearAccountSnapshotMissRetry();
-            setTimeout(() => refreshAccountSnapshot({ silent: true, force: accountSnapshotRetryCount >= 2 }), 1200 * accountSnapshotRetryCount);
+            return;
-        }else if(!accountSnapshotFundingMissing(data)){
-            accountSnapshotRetryCount = 0;
         }
+        scheduleAccountSnapshotMissRetry();
     }).catch(()=>{
-        if(!options.silent && accountSnapshotRetryCount < 3){
+        scheduleAccountSnapshotMissRetry();
-            accountSnapshotRetryCount += 1;
-            setTimeout(() => refreshAccountSnapshot({ silent: true }), 1200 * accountSnapshotRetryCount);
-        }
     });
 }
 
@@ -2082,6 +2072,7 @@ setInterval(refreshPriceSnapshotConditional, {{ price_refresh_seconds * 1000 }})
 </script>
 <script src="/static/records_review_page.js?v=4"></script>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
+<script src="/static/nav_spot_tickers.js?v=3"></script>
 <script src="/static/instance_dashboard.js?v=5"></script>
 <script src="/static/account_ledger.js?v=1"></script>
 <script>

lib/instance/templates/instance_header_panel.html

@@ -28,10 +28,12 @@
                 {% if trade_policy.badge_text %}
                 <span class="trade-policy-badge" title="账户交易限制(.env)">{{ trade_policy.badge_text }}</span>
                 {% endif %}
-                {% include 'force_close_header_badge.html' %}
                 <span class="risk-status-badge risk-status-{{ risk_status.status|default('normal') }}" id="account-risk-badge" role="status" title="{{ risk_status.reason|default('', true) }}" data-status-label="{{ risk_status.status_label|default('正常') }}"{% if risk_status.freeze_until_ms %} data-freeze-until-ms="{{ risk_status.freeze_until_ms }}"{% endif %}>{{ risk_status.status_label|default('正常') }}</span>
             </div>
             {% include 'instance_theme_toggle.html' %}
+            {% if show_logout|default(true) %}
+            <a href="/logout" class="instance-logout-btn" title="退出登录">退出</a>
+            {% endif %}
         </div>
     </div>
     <div class="instance-header-stats-wrap instance-desktop-only">

lib/instance/templates/instance_transfer_panel.html

@@ -1,28 +0,0 @@
-{# 系统设置 · 资金划转(三所共用) #}
-<div class="settings-transfer-panel">
-    <p class="rule-tip settings-transfer-auto">
-        自动划转 <strong>{{ '开启' if auto_transfer_enabled else '关闭' }}</strong>:
-        每天<strong>北京时间 {{ auto_transfer_bj_hour }}:00</strong> 起该整点小时内尝试;
-        账簿按 <strong>UTC 自然日</strong> 去重;
-        将 <code>{{ auto_transfer_to }}</code> 调整至 <strong>{{ transfer_amount_fmt|default(funds_fmt(auto_transfer_amount)) }}U</strong>:
-        不足从 <code>{{ auto_transfer_from }}</code> 划入,超出划回 <code>{{ auto_transfer_from }}</code>;
-        <strong>持仓中不划转</strong>并微信通知.
-    </p>
-    <form action="/manual_transfer" method="post" class="form-row gate-transfer-form settings-transfer-form" autocomplete="off">
-        <input type="text" name="username" autocomplete="username" tabindex="-1" aria-hidden="true"
-               style="position:absolute;left:-9999px;width:1px;height:1px;opacity:0" value="">
-        <input name="amount" id="manual-xfer-amount" type="number" min="0.01" step="0.01" placeholder="手动划转金额 U" required
-               autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-bwignore="true" data-form-type="other" readonly>
-        <select name="from_account" aria-label="划出账户" autocomplete="off">
-            <option value="funding" {% if auto_transfer_from == 'funding' %}selected{% endif %}>from: funding</option>
-            <option value="swap" {% if auto_transfer_from == 'swap' %}selected{% endif %}>from: swap</option>
-            <option value="spot" {% if auto_transfer_from == 'spot' %}selected{% endif %}>from: spot</option>
-        </select>
-        <select name="to_account" aria-label="划入账户" autocomplete="off">
-            <option value="swap" {% if auto_transfer_to == 'swap' %}selected{% endif %}>to: swap</option>
-            <option value="funding" {% if auto_transfer_to == 'funding' %}selected{% endif %}>to: funding</option>
-            <option value="spot" {% if auto_transfer_to == 'spot' %}selected{% endif %}>to: spot</option>
-        </select>
-        <button type="submit">执行手动划转</button>
-    </form>
-</div>

lib/instance/templates/key_focus_v2.html

@@ -5,7 +5,7 @@
   <script src="/static/instance_theme.js?v=5"></script>
   <title>{{ exchange_display }} | 关键位放大</title>
   <link rel="stylesheet" href="/static/instance_theme.css?v=50">
-  <script src="/static/symbol_live_price.js?v=2"></script>
+  <script src="/static/symbol_live_price.js?v=3"></script>
   <link rel="stylesheet" href="/static/focus_chart_page.css?v=1">
 </head>
 <body class="focus-page" data-price-refresh-ms="{{ price_refresh_seconds * 1000 }}">

lib/instance/templates/key_monitor_panel.html

@@ -140,8 +140,10 @@
         {% endif %}
     </div>
     <form id="key-form" action="/add_key" method="post" class="form-row">
-        {% from 'trade_policy_fields.html' import trade_policy_symbol with context %}
+        <select name="symbol" id="key-symbol" required class="trade-policy-symbol-select" title="仅 BTC/ETH，与期权标的一致">
-        {{ trade_policy_symbol('symbol', 'key-symbol') }}
+            <option value="BTC/USDT" selected>BTC/USDT</option>
+            <option value="ETH/USDT">ETH/USDT</option>
+        </select>
         <select name="type" id="key-type-select" required>
             <option value="关键支撑阻力" selected>关键支撑阻力</option>
         </select>

lib/instance/templates/live_guide_panel.html

@@ -0,0 +1,87 @@
+{# 实盘说明: docs/实盘说明.md + h2 目录 #}
+<div class="system-guide-page full">
+    <div class="card system-guide-card">
+        <div class="system-guide-head">
+            <h2 style="margin:0">实盘说明</h2>
+            <p class="muted" style="margin:6px 0 0;font-size:.85rem">OKX API、账户模式与实例 env。可在系统设置 → 导航显示中关闭顶栏入口。</p>
+        </div>
+        <div class="system-guide-layout">
+            {% if live_guide_toc %}
+            <aside class="system-guide-toc" aria-label="章节目录">
+                <div class="system-guide-toc-title">目录</div>
+                <nav>
+                    {% for item in live_guide_toc %}
+                    <a href="#{{ item.id }}">{{ item.title }}</a>
+                    {% endfor %}
+                </nav>
+            </aside>
+            {% endif %}
+            <article class="system-guide-body prose">
+                {{ live_guide_html|safe }}
+            </article>
+        </div>
+    </div>
+</div>
+<style>
+.system-guide-page { grid-column: 1 / -1; }
+.system-guide-card { padding: 16px 18px 28px; }
+.system-guide-layout {
+  display: grid;
+  grid-template-columns: minmax(160px, 220px) minmax(0, 1fr);
+  gap: 18px;
+  margin-top: 14px;
+  align-items: start;
+}
+.system-guide-toc {
+  position: sticky;
+  top: 8px;
+  padding: 10px 12px;
+  border: 1px solid rgba(127,127,127,.25);
+  border-radius: 8px;
+  background: rgba(127,127,127,.06);
+  max-height: calc(100vh - 120px);
+  overflow: auto;
+}
+.system-guide-toc-title {
+  font-size: .78rem;
+  font-weight: 600;
+  opacity: .75;
+  margin-bottom: 8px;
+}
+.system-guide-toc a {
+  display: block;
+  font-size: .84rem;
+  line-height: 1.35;
+  padding: 5px 0;
+  text-decoration: none;
+  color: inherit;
+  opacity: .9;
+}
+.system-guide-toc a:hover { opacity: 1; text-decoration: underline; }
+.system-guide-body { min-width: 0; line-height: 1.65; font-size: .92rem; }
+.system-guide-body h1 { font-size: 1.35rem; margin: 0 0 12px; }
+.system-guide-body h2 { font-size: 1.12rem; margin: 22px 0 10px; padding-top: 4px; scroll-margin-top: 12px; }
+.system-guide-body h3 { font-size: 1rem; margin: 16px 0 8px; }
+.system-guide-body p, .system-guide-body li { margin: 0 0 8px; }
+.system-guide-body ul, .system-guide-body ol { padding-left: 1.35em; margin: 0 0 10px; }
+.system-guide-body table { border-collapse: collapse; width: 100%; margin: 10px 0 14px; font-size: .86rem; }
+.system-guide-body th, .system-guide-body td {
+  border: 1px solid rgba(127,127,127,.35);
+  padding: 7px 9px;
+  text-align: left;
+  vertical-align: top;
+}
+.system-guide-body code {
+  font-family: ui-monospace, Consolas, monospace;
+  font-size: .86em;
+  padding: 1px 4px;
+  border-radius: 4px;
+  background: rgba(127,127,127,.12);
+}
+.system-guide-body hr { border: 0; border-top: 1px solid rgba(127,127,127,.28); margin: 18px 0; }
+@media (max-width: 820px) {
+  .system-guide-layout { grid-template-columns: 1fr; }
+  .system-guide-toc { position: static; max-height: none; }
+  .system-guide-toc nav { display: flex; flex-wrap: wrap; gap: 4px 12px; }
+}
+</style>

lib/instance/templates/options_data_stats_panel.html

@@ -0,0 +1,85 @@
+{# 实例数据统计:上方期权复盘 KPI/分组,下方资金曲线 #}
+<div class="card ods-page full" id="options-data-stats" data-source-type="option_spot">
+    <style>
+        .ods-page{grid-column:1/-1}
+        .ods-head{display:flex;align-items:center;gap:10px;flex-wrap:wrap;margin-bottom:14px}
+        .ods-head h2{margin:0;font-size:1.05rem}
+        .ods-section{margin-bottom:22px}
+        .ods-section-title{font-weight:650;font-size:.9rem;margin-bottom:4px}
+        .ods-section-desc{font-size:.72rem;opacity:.7;margin:0 0 12px}
+        .ods-kpi-row{
+          display:grid;grid-template-columns:repeat(6,minmax(0,1fr));
+          gap:8px;margin-bottom:12px;
+        }
+        .ods-kpi-tile{
+          border:1px solid rgba(127,127,127,.22);border-radius:10px;
+          padding:10px 12px;background:rgba(0,0,0,.2);min-width:0;
+        }
+        .ods-kpi-label{font-size:.7rem;opacity:.7;margin-bottom:4px}
+        .ods-kpi-value{font-size:.95rem;font-weight:650;letter-spacing:.01em;word-break:break-all}
+        .ods-stats-grid{display:grid;grid-template-columns:repeat(auto-fit,minmax(220px,1fr));gap:10px}
+        .ods-stat-card{
+          border:1px solid rgba(127,127,127,.22);border-radius:10px;
+          padding:10px 12px;background:rgba(0,0,0,.16);font-size:.76rem;
+        }
+        .ods-stat-card-title{
+          font-weight:650;margin-bottom:8px;font-size:.78rem;
+          padding-bottom:6px;border-bottom:1px solid rgba(127,127,127,.18);
+        }
+        .ods-stat-row{
+          display:flex;justify-content:space-between;align-items:baseline;gap:10px;
+          padding:5px 0;border-bottom:1px solid rgba(127,127,127,.1);
+        }
+        .ods-stat-row:last-child{border-bottom:none;padding-bottom:0}
+        .ods-stat-key{opacity:.9;min-width:0;overflow:hidden;text-overflow:ellipsis}
+        .ods-stat-val{flex-shrink:0;font-variant-numeric:tabular-nums;opacity:.85}
+        .ods-curve-toolbar{display:flex;align-items:center;gap:8px;flex-wrap:wrap;margin-bottom:10px}
+        .ods-range-btn{
+          font-size:.76rem;padding:4px 10px;border-radius:6px;cursor:pointer;
+          border:1px solid rgba(127,127,127,.3);background:transparent;color:inherit;
+        }
+        .ods-range-btn.active{border-color:rgba(90,160,255,.7);background:rgba(90,160,255,.12)}
+        .ods-curve-meta{font-size:.72rem;opacity:.75;margin-left:auto}
+        .ods-curve-wrap{
+          border:1px solid rgba(127,127,127,.22);border-radius:10px;
+          padding:12px 10px 8px;background:rgba(0,0,0,.14);
+        }
+        .ods-curve-svg{width:100%;height:240px;display:block}
+        .ods-pnl-pos{color:#3dd68c}
+        .ods-pnl-neg{color:#f07178}
+        @media (max-width:900px){.ods-kpi-row{grid-template-columns:repeat(3,minmax(0,1fr))}}
+        @media (max-width:640px){
+          .ods-kpi-row{grid-template-columns:repeat(2,minmax(0,1fr))}
+          .ods-curve-svg{height:200px}
+        }
+    </style>
+
+    <div class="ods-head">
+        <h2>数据统计</h2>
+        <span class="muted" id="ods-status" style="font-size:.72rem"></span>
+        <button type="button" class="btn-secondary" id="ods-reload-btn" style="font-size:.76rem;padding:4px 10px">刷新</button>
+    </div>
+
+    <section class="ods-section" aria-labelledby="ods-review-heading">
+        <div class="ods-section-title" id="ods-review-heading">期权复盘统计</div>
+        <p class="ods-section-desc">与「期权复盘」页统计同源;复盘页内统计仍保留。</p>
+        <div id="ods-kpi" class="ods-kpi-row"></div>
+        <div id="ods-stats-groups" class="ods-stats-grid"></div>
+    </section>
+
+    <section class="ods-section" aria-labelledby="ods-curve-heading">
+        <div class="ods-section-title" id="ods-curve-heading">已实现盈亏曲线</div>
+        <p class="ods-section-desc">累计已实现盈亏(期权平仓真盈亏U累加);划转/提现不影响。</p>
+        <div class="ods-curve-toolbar">
+            <button type="button" class="ods-range-btn active" data-range="today">今日</button>
+            <button type="button" class="ods-range-btn" data-range="7d">7日</button>
+            <button type="button" class="ods-range-btn" data-range="30d">30日</button>
+            <button type="button" class="ods-range-btn" data-range="all">全部</button>
+            <span class="ods-curve-meta" id="ods-curve-meta">—</span>
+        </div>
+        <div class="ods-curve-wrap">
+            <svg id="ods-curve-svg" class="ods-curve-svg" viewBox="0 0 640 240" preserveAspectRatio="none" role="img" aria-label="已实现盈亏曲线"></svg>
+        </div>
+    </section>
+</div>
+<script src="/static/options_data_stats.js?v=4"></script>

lib/instance/templates/order_entry_model_fields.html

@@ -1,72 +0,0 @@
-{# 趋势户:两级开仓类型 → 自动 trade_style;日内户:假破 / 结构突破 #}
-
-{% macro order_entry_type_fields() -%}
-
-{% if order_entry_profile == 'trend_div' %}
-
-<div class="order-entry-model-row">
-
-    <select id="order-entry-category" class="order-entry-category" required title="反转 / 顺势 / 波段" aria-label="开仓性质">
-
-        <option value="">性质</option>
-
-        {% for cat in entry_model_categories %}
-
-        <option value="{{ cat.key }}">{{ cat.label }}</option>
-
-        {% endfor %}
-
-    </select>
-
-    <select name="entry_model" id="order-entry-model" class="order-entry-model-sub" required disabled title="启动A/B,大分歧A/B,小分歧" aria-label="开仓类型">
-
-        <option value="">类型</option>
-
-        {% for cat in entry_model_categories %}
-
-        {% for opt in cat.options %}
-
-        <option value="{{ opt.code }}" data-entry-category="{{ cat.key }}" data-trade-style="{{ opt.trade_style }}"{% if opt.help %} title="{{ opt.help }}"{% endif %} hidden disabled>{{ opt.label }}</option>
-
-        {% endfor %}
-
-        {% endfor %}
-
-    </select>
-
-    <input type="hidden" name="trade_style" id="order-trade-style-hidden" value="trend">
-
-    <span id="order-trade-style-hint" class="order-trade-style-hint" title="由开仓类型自动设定">趋势单</span>
-
-</div>
-
-{% elif order_entry_profile == 'intraday' %}
-
-<select name="entry_model" id="order-entry-model" class="order-entry-intraday" required title="日内开仓类型" aria-label="开仓类型">
-
-    <option value="">开仓类型</option>
-
-    {% for opt in intraday_entry_model_options %}
-
-    <option value="{{ opt.code }}"{% if opt.help %} title="{{ opt.help }}"{% endif %}>{{ opt.label }}</option>
-
-    {% endfor %}
-
-</select>
-
-<input type="hidden" name="trade_style" value="trend">
-
-{% else %}
-
-<select name="trade_style" required>
-
-    <option value="trend">趋势单</option>
-
-    <option value="swing">波段单</option>
-
-</select>
-
-{% endif %}
-
-{%- endmacro %}
-

lib/instance/templates/order_focus_v2.html

@@ -1,151 +0,0 @@
-<!DOCTYPE html>
-<html lang="zh-CN">
-<head>
-    <meta charset="UTF-8">
-    <script src="/static/instance_theme.js?v=5"></script>
-    <title>{{ exchange_display }} | 实盘下单放大</title>
-    <link rel="stylesheet" href="/static/instance_theme.css?v=5">
-    <link rel="stylesheet" href="/static/focus_chart_page.css?v=1">
-</head>
-<body class="focus-page">
-<div class="container">
-    <div class="card">
-        <div class="row" style="justify-content:space-between">
-            <div class="theme-toggle instance-theme-toggle" role="group" aria-label="界面主题">
-                <button type="button" class="theme-toggle-btn is-active" data-theme-value="dark" aria-pressed="true" title="暗色主题">
-                    <svg class="theme-icon" viewBox="0 0 24 24" width="18" height="18" aria-hidden="true">
-                        <path fill="currentColor" d="M12.1 3a9 9 0 1 0 8.9 11 6.5 6.5 0 1 1-8.9-11z"/>
-                    </svg>
-                </button>
-                <button type="button" class="theme-toggle-btn" data-theme-value="light" aria-pressed="false" title="亮色主题">
-                    <svg class="theme-icon" viewBox="0 0 24 24" width="18" height="18" aria-hidden="true" fill="none" stroke="currentColor" stroke-width="2" stroke-linecap="round">
-                        <circle cx="12" cy="12" r="4"/><path d="M12 2v2M12 20v2M4.93 4.93l1.41 1.41M17.66 17.66l1.41 1.41M2 12h2M20 12h2M4.93 19.07l1.41-1.41M17.66 6.34l1.41-1.41"/>
-                    </svg>
-                </button>
-            </div>
-            <div class="row">
-                <a class="btn" href="/">返回首页</a>
-                <strong class="focus-title">实盘下单放大(100根K线)</strong><span class="exchange-tag">{{ exchange_display }}</span>
-            </div>
-            <div class="status">最近刷新:<span id="updated-at">--</span></div>
-        </div>
-        {% if orders %}
-        <div class="row" style="margin-top:10px">
-            <label>订单</label>
-            <select id="order-id">
-                {% for o in orders %}
-                <option value="{{ o.id }}" {% if selected_order and o.id == selected_order.id %}selected{% endif %}>
-                    #{{ o.id }} {{ o.symbol }} {{ '做多' if o.direction == 'long' else '做空' }}
-                </option>
-                {% endfor %}
-            </select>
-            <label>周期</label>
-            <select id="timeframe">
-                {% for tf in ['1m','3m','5m','15m','30m','1h','4h','1d'] %}
-                <option value="{{ tf }}" {% if tf == default_timeframe %}selected{% endif %}>{{ tf }}</option>
-                {% endfor %}
-            </select>
-            <button id="manual-refresh" type="button">刷新</button>
-            <span id="load-status" class="status"></span>
-        </div>
-        {% else %}
-        <div class="empty">当前没有激活订单,无法展示放大K线.</div>
-        {% endif %}
-    </div>
-
-    {% if orders %}
-    <div class="card">
-        <div class="meta">
-            <div class="meta-item meta-item--emph"><div class="k">交易对</div><div class="v" id="m-symbol">-</div></div>
-            <div class="meta-item meta-item--emph"><div class="k">方向</div><div class="v" id="m-direction">-</div></div>
-            <div class="meta-item"><div class="k">成交价</div><div class="v" id="m-entry">-</div></div>
-            <div class="meta-item"><div class="k">止损</div><div class="v" id="m-sl">-</div></div>
-            <div class="meta-item"><div class="k">止盈</div><div class="v" id="m-tp">-</div></div>
-            <div class="meta-item"><div class="k">盈亏比</div><div class="v" id="m-rr">-</div></div>
-            <div class="meta-item"><div class="k">移动保本</div><div class="v" id="m-breakeven">-</div></div>
-            <div class="meta-item"><div class="k">现价</div><div class="v" id="m-price">-</div></div>
-            <div class="meta-item meta-item--emph meta-item--pnl"><div class="k">浮盈亏</div><div class="v" id="m-pnl">-</div></div>
-        </div>
-    </div>
-    <div class="card">
-        <div id="chart-wrap"><div id="chart"></div></div>
-    </div>
-    {% endif %}
-</div>
-
-{% if orders %}
-<script src="https://unpkg.com/lightweight-charts@4.2.0/dist/lightweight-charts.standalone.production.js"></script>
-<script src="/static/focus_chart_page.js?v=2"></script>
-<script>
-const refreshMs = Math.max({{ price_refresh_seconds * 1000 }}, 5000);
-const orderSelect = document.getElementById("order-id");
-const tfSelect = document.getElementById("timeframe");
-const statusEl = document.getElementById("load-status");
-const updatedAtEl = document.getElementById("updated-at");
-const chartHost = document.getElementById("chart");
-const FCP = window.FocusChartPage;
-let fc = null;
-
-function ensureChart(){
-    if(fc && fc.ensureSeries()) return true;
-    if(!window.LightweightCharts){
-        statusEl.className = "status err";
-        statusEl.innerText = "图表库加载失败";
-        return false;
-    }
-    fc = FCP.createFocusChart(chartHost);
-    if(!fc || !fc.ensureSeries()){
-        statusEl.className = "status err";
-        statusEl.innerText = "K线序列初始化失败";
-        return false;
-    }
-    return true;
-}
-
-async function loadOrderKline(){
-    if(!ensureChart()) return;
-    const orderId = orderSelect.value;
-    const timeframe = tfSelect.value;
-    if(!orderId) return;
-    statusEl.className = "status";
-    statusEl.innerText = "加载中...";
-    try{
-        const resp = await fetch(`/api/order_kline?order_id=${encodeURIComponent(orderId)}&timeframe=${encodeURIComponent(timeframe)}`);
-        const data = await resp.json();
-        if(!resp.ok || !data.ok) throw new Error(data.msg || "请求失败");
-        if(fc && typeof fc.setPriceTick === "function") fc.setPriceTick(data.price_tick);
-        else FCP.setActivePriceTick(data.price_tick);
-        const candles = Array.isArray(data.candles) ? data.candles : [];
-        if(!candles.length){
-            statusEl.className = "status err";
-            statusEl.innerText = "暂无K线数据";
-            return;
-        }
-        fc.candleSeries.setData(candles);
-        fc.resetPriceLines();
-        const o = data.order || {};
-        fc.addLine(o.trigger_price, FCP.lineTitle("成交价", o.trigger_price_display), "#42a5f5");
-        fc.addLine(o.stop_loss, FCP.lineTitle("止损", o.stop_loss_display), "#ff6666");
-        fc.addLine(o.take_profit, FCP.lineTitle("止盈", o.take_profit_display), "#4cd97f");
-        const markPx = o.current_price;
-        if(markPx) fc.addLine(markPx, FCP.lineTitle("现价", o.current_price_display), "#ffb74d");
-        fc.chart.timeScale().fitContent();
-        FCP.paintOrderMeta(o);
-        updatedAtEl.innerText = data.updated_at || "--";
-        statusEl.className = "status";
-        statusEl.innerText = `已加载 ${candles.length} 根K线`;
-    }catch(err){
-        statusEl.className = "status err";
-        statusEl.innerText = err && err.message ? err.message : "加载失败";
-    }
-}
-
-document.getElementById("manual-refresh").addEventListener("click", loadOrderKline);
-orderSelect.addEventListener("change", loadOrderKline);
-tfSelect.addEventListener("change", loadOrderKline);
-loadOrderKline();
-setInterval(loadOrderKline, refreshMs);
-</script>
-{% endif %}
-</body>
-</html>

lib/instance/templates/order_leverage_fields.html

@@ -1,7 +0,0 @@
-{# 以损定仓:杠杆按币种默认(BTC/ETH 10x,其它 5x),不可选手输 #}
-{% macro order_leverage_fields() -%}
-{% if position_sizing_mode != 'full_margin' %}
-<input type="hidden" id="order-leverage" name="leverage" value="">
-<span id="order-leverage-hint" class="order-leverage-hint" title="BTC/ETH 默认10x,其它默认5x">杠杆 —</span>
-{% endif %}
-{%- endmacro %}

lib/instance/templates/order_monitor_open_form.html

@@ -1,77 +0,0 @@
-{# 实盘下单监控 · 开仓表单(实例页与中控嵌入共用) #}
-<form id="add-order-form" action="/add_order" method="post" class="order-monitor-form" data-risk-percent="{{ risk_percent }}">
-    <div class="om-row om-row-policy">
-        {% from 'trade_policy_fields.html' import trade_policy_symbol, trade_policy_direction with context %}
-        {{ trade_policy_symbol('symbol', 'order-symbol') }}
-        {{ trade_policy_direction('direction', 'order-direction') }}
-        <select id="sltp-mode" name="sltp_mode" title="止盈止损模式">
-            <option value="fixed_rr" selected>止盈止损:固定盈亏比</option>
-            <option value="price">止盈止损:价格模式</option>
-            <option value="pct">止盈止损:百分比模式</option>
-        </select>
-        {% from 'order_entry_model_fields.html' import order_entry_type_fields with context %}
-        {{ order_entry_type_fields() }}
-        {% from 'order_leverage_fields.html' import order_leverage_fields with context %}
-        {{ order_leverage_fields() }}
-    </div>
-
-    <div class="om-row om-row-levels">
-        <label class="om-field" id="om-field-sl">
-            <span class="om-field-lab">止损价格</span>
-            <input id="order-sl" name="sl" step="any" placeholder="必填" required>
-        </label>
-        <label class="om-field" id="om-field-rr">
-            <span class="om-field-lab">盈亏比</span>
-            <input id="order-fixed-rr" name="fixed_rr" type="number" min="0.01" step="0.01" placeholder="默认1.5" value="1.5" title="止盈距离=止损距离×盈亏比">
-        </label>
-        <label class="om-field" id="om-field-tp" style="display:none">
-            <span class="om-field-lab">止盈价格</span>
-            <input id="order-tp" name="tgt" step="any" placeholder="止盈价格">
-        </label>
-        <label class="om-field" id="om-field-sl-pct" style="display:none">
-            <span class="om-field-lab">止损%</span>
-            <input id="order-sl-pct" name="sl_pct" type="number" min="0.01" step="0.01" placeholder="止损%">
-        </label>
-        <label class="om-field" id="om-field-tp-pct" style="display:none">
-            <span class="om-field-lab">止盈%</span>
-            <input id="order-tp-pct" name="tp_pct" type="number" min="0.01" step="0.01" placeholder="止盈%">
-        </label>
-        <div class="om-live-meta">
-            {% from 'symbol_live_price_snippet.html' import symbol_live_price_hint %}
-            {{ symbol_live_price_hint('order-symbol-live-price', 'order-symbol', 'order-direction') }}
-            <span class="symbol-live-price-note">成交价以交易所回报为准</span>
-        </div>
-    </div>
-
-    <div class="om-row om-row-opts">
-        {% if not intraday_discipline %}
-        <label class="om-check">
-            <input type="checkbox" name="breakeven_enabled" value="1" checked>
-            <span>移动保本</span>
-        </label>
-        <span id="order-time-close-wrap" class="order-time-close-wrap om-time-close">
-            <label class="om-check" style="margin:0">
-                <input type="checkbox" name="time_close_enabled" value="1" id="order-time-close-cb">
-                <span>时间平仓</span>
-            </label>
-            <select name="time_close_hours" id="order-time-close-hours" title="持仓满该时长后自动平仓">
-                <option value="1">1h</option>
-                <option value="2">2h</option>
-                <option value="4" selected>4h</option>
-            </select>
-        </span>
-        {% else %}
-        <input type="hidden" name="breakeven_enabled" value="0">
-        {% endif %}
-        <label class="om-check" title="开仓后生成多周期K线图(各周期100根,含开平仓标记)">
-            <input type="checkbox" name="order_chart" value="true">
-            <span>开仓后生成多周期K线</span>
-        </label>
-    </div>
-
-    <div class="om-row om-row-action">
-        <button type="submit" class="om-submit{% if not can_trade %} is-blocked{% endif %}" id="om-submit-btn"{% if not can_trade %} disabled aria-disabled="true"{% endif %}>{{ open_position_button_label }}</button>
-        <span id="om-open-block-note" class="om-open-block-note"{% if can_trade or not (open_block_note|default('')) %} hidden{% endif %}>{% if not can_trade and (open_block_note|default('')) %}{{ open_block_note }}{% endif %}</span>
-    </div>
-</form>
-{% include 'order_plan_preview_bar.html' %}

lib/instance/templates/order_monitor_rule_tips_binance.html

@@ -1,38 +0,0 @@
-<details class="tip-collapse order-rule-collapse">
-    <summary class="tip-collapse-summary">开仓规则说明</summary>
-    <div class="tip-collapse-body rule-tip" id="order-rule-tip">
-        规则:最多 {{ max_active_positions }} 仓;BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x;
-        本交易日开仓 {{ opens_today }}{% if daily_open_hard_limit > 0 %} / 硬上限 {{ daily_open_hard_limit }}{% endif %}(AI 提醒 {{ daily_open_alert_threshold }});
-        {% if can_trade %}可开仓{% else %}不可开仓(持仓已满,单日开仓达上限,或未到北京时间 {{ reset_hour }}:00){% endif %};
-        人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
-    </div>
-</details>
-<details class="tip-collapse order-exit-collapse">
-    <summary class="tip-collapse-summary">平仓 / 委托 / 强制清仓</summary>
-    <div class="tip-collapse-body rule-tip">
-        <ul style="margin:0;padding-left:1.1em;line-height:1.55">
-            <li><strong>止盈止损委托</strong>:开仓后挂交易所条件止盈/止损;持仓卡可查看状态,「委托」可重挂,「撤单」只撤对应条件单、不平仓。</li>
-            <li><strong>手动平仓</strong>:持仓卡「平仓」会市价平仓并撤销该合约条件单,交易记录记为「手动平仓」。</li>
-            <li><strong>强制清仓</strong>:
-                {% if force_close is defined and force_close.enabled %}
-                已开启 · 北京时间 <strong>{{ force_close.hour_label }}</strong> 整点起 <strong>{{ force_close.grace_minutes|default(5) }}</strong> 分钟内,本地状态为 active 的下单监控会被市价清仓,结果记「强制清仓」;该窗口内开仓按钮灰显不可点。
-                {% else %}
-                当前<strong>已关闭</strong>(<code>FORCE_CLOSE_ENABLED=false</code>);开启后按 <code>FORCE_CLOSE_BJ_HOUR</code> 在北京时间该整点起 <code>FORCE_CLOSE_GRACE_MINUTES</code>(默认 5)分钟内清掉 active 监控仓。
-                {% endif %}
-                冷静期/日冻结期间开仓按钮同样灰显不可点。仅影响本系统监控中的仓。
-            </li>
-        </ul>
-    </div>
-</details>
-<details class="tip-collapse order-sizing-collapse">
-    <summary class="tip-collapse-summary">计仓与保本说明</summary>
-    <div class="tip-collapse-body rule-tip">
-        计仓模式:<strong>{{ position_sizing_mode_label }}</strong>(仅 .env <code>POSITION_SIZING_MODE</code>,须无仓后重启)
-        {% if position_sizing_mode == 'full_margin' %}
-        ｜全仓:合约可用×{{ full_margin_buffer_ratio }},BTC/ETH {{ btc_leverage }}x,其它 {{ alt_leverage }}x,单仓;张数按交易所精度
-        {% else %}
-        ｜以损定仓:风险 {{ risk_percent }}%
-        {% endif %}
-        ｜移动保本:下单可勾选关闭;开启时 {{ breakeven_rr_trigger }}R 触发(每 1R 阶梯上移),偏移 {{ breakeven_offset_pct }}%
-    </div>
-</details>

lib/instance/templates/order_monitor_rule_tips_gate.html

@@ -1,38 +0,0 @@
-<details class="tip-collapse order-rule-collapse">
-    <summary class="tip-collapse-summary">开仓规则说明</summary>
-    <div class="tip-collapse-body rule-tip" id="order-rule-tip">
-        规则:最多 {{ max_active_positions }} 仓;BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x;
-        本交易日开仓 {{ opens_today }}{% if daily_open_hard_limit > 0 %} / 硬上限 {{ daily_open_hard_limit }}{% endif %}(AI 提醒 {{ daily_open_alert_threshold }});
-        {% if can_trade %}可开仓{% else %}不可开仓(持仓已满,单日开仓达上限,或未到北京时间 {{ reset_hour }}:00){% endif %};
-        人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
-    </div>
-</details>
-<details class="tip-collapse order-exit-collapse">
-    <summary class="tip-collapse-summary">平仓 / 委托 / 强制清仓</summary>
-    <div class="tip-collapse-body rule-tip">
-        <ul style="margin:0;padding-left:1.1em;line-height:1.55">
-            <li><strong>止盈止损委托</strong>:开仓后挂交易所条件止盈/止损;持仓卡可查看状态,「委托」可重挂,「撤单」只撤对应条件单、不平仓。</li>
-            <li><strong>手动平仓</strong>:持仓卡「平仓」会市价平仓并撤销该合约条件单,交易记录记为「手动平仓」。</li>
-            <li><strong>强制清仓</strong>:
-                {% if force_close is defined and force_close.enabled %}
-                已开启 · 北京时间 <strong>{{ force_close.hour_label }}</strong> 整点起 <strong>{{ force_close.grace_minutes|default(5) }}</strong> 分钟内,本地状态为 active 的下单监控会被市价清仓,结果记「强制清仓」;该窗口内开仓按钮灰显不可点。
-                {% else %}
-                当前<strong>已关闭</strong>(<code>FORCE_CLOSE_ENABLED=false</code>);开启后按 <code>FORCE_CLOSE_BJ_HOUR</code> 在北京时间该整点起 <code>FORCE_CLOSE_GRACE_MINUTES</code>(默认 5)分钟内清掉 active 监控仓。
-                {% endif %}
-                冷静期/日冻结期间开仓按钮同样灰显不可点。仅影响本系统监控中的仓;交易所裸仓且无本地监控时不会被此逻辑平掉。
-            </li>
-        </ul>
-    </div>
-</details>
-<details class="tip-collapse order-sizing-collapse">
-    <summary class="tip-collapse-summary">计仓与保本说明</summary>
-    <div class="tip-collapse-body rule-tip">
-        计仓模式:<strong>{{ position_sizing_mode_label }}</strong>(仅 .env <code>POSITION_SIZING_MODE</code>,须无仓后重启)
-        {% if position_sizing_mode == 'full_margin' %}
-        ｜全仓:合约可用×{{ full_margin_buffer_ratio }},BTC/ETH {{ btc_leverage }}x,其它 {{ alt_leverage }}x,单仓;张数按交易所精度
-        {% else %}
-        ｜以损定仓:风险 {{ risk_percent }}%
-        {% endif %}
-        ｜移动保本:下单可勾选关闭;开启时 {{ breakeven_rr_trigger }}R 触发(每 1R 阶梯上移),偏移 {{ breakeven_offset_pct }}%
-    </div>
-</details>

lib/instance/templates/order_monitor_rule_tips_gate_bot.html

@@ -1,21 +0,0 @@
-<details class="tip-collapse order-rule-collapse">
-    <summary class="tip-collapse-summary">开仓规则说明</summary>
-    <div class="tip-collapse-body rule-tip" id="order-rule-tip">
-        规则:最大同时持仓 {{ max_active_positions }}(当前 active {{ active_count }});与「趋势回调」计划互斥;BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x;
-        本交易日开仓 {{ opens_today }}{% if daily_open_hard_limit > 0 %} / 硬上限 {{ daily_open_hard_limit }}{% endif %}(AI 提醒 {{ daily_open_alert_threshold }});
-        {% if can_trade %}可开仓{% else %}不可开仓(持仓达上限,单日开仓达上限,有趋势回调计划,或未到北京时间 {{ reset_hour }}:00){% endif %};
-        人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
-    </div>
-</details>
-<details class="tip-collapse order-sizing-collapse">
-    <summary class="tip-collapse-summary">计仓与保本说明</summary>
-    <div class="tip-collapse-body rule-tip">
-        计仓模式:<strong>{{ position_sizing_mode_label }}</strong>(仅 .env <code>POSITION_SIZING_MODE</code>,须无仓后重启)
-        {% if position_sizing_mode == 'full_margin' %}
-        ｜全仓:合约可用×{{ full_margin_buffer_ratio }},BTC/ETH {{ btc_leverage }}x,其它 {{ alt_leverage }}x,单仓;张数按交易所精度
-        {% else %}
-        ｜以损定仓:风险 {{ risk_percent }}%
-        {% endif %}
-        ｜移动保本:下单可勾选关闭;开启时 {{ breakeven_rr_trigger }}R 触发(每 1R 阶梯上移),偏移 {{ breakeven_offset_pct }}%
-    </div>
-</details>

lib/instance/templates/order_monitor_rule_tips_okx.html

@@ -1,38 +0,0 @@
-<details class="tip-collapse order-rule-collapse">
-    <summary class="tip-collapse-summary">开仓规则说明</summary>
-    <div class="tip-collapse-body rule-tip" id="order-rule-tip">
-        规则:最多 {{ max_active_positions }} 仓;BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x;
-        本交易日开仓 {{ opens_today }}{% if daily_open_hard_limit > 0 %} / 硬上限 {{ daily_open_hard_limit }}{% endif %}(AI 提醒 {{ daily_open_alert_threshold }});
-        {% if can_trade %}可开仓{% else %}不可开仓{% if active_count >= max_active_positions %}(持仓 {{ active_count }}/{{ max_active_positions }}){% endif %}{% if daily_open_hard_limit > 0 and opens_today >= daily_open_hard_limit %}(单日开仓达上限){% endif %}{% if open_guard_blocks_now %}(未到北京时间 {{ reset_hour }}:00){% endif %}{% endif %};
-        人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
-    </div>
-</details>
-<details class="tip-collapse order-exit-collapse">
-    <summary class="tip-collapse-summary">平仓 / 委托 / 强制清仓</summary>
-    <div class="tip-collapse-body rule-tip">
-        <ul style="margin:0;padding-left:1.1em;line-height:1.55">
-            <li><strong>止盈止损委托</strong>:开仓后挂交易所条件止盈/止损;持仓卡可查看状态,「委托」可重挂,「撤单」只撤对应条件单、不平仓。</li>
-            <li><strong>手动平仓</strong>:持仓卡「平仓」会市价平仓并撤销该合约条件单,交易记录记为「手动平仓」。</li>
-            <li><strong>强制清仓</strong>:
-                {% if force_close is defined and force_close.enabled %}
-                已开启 · 北京时间 <strong>{{ force_close.hour_label }}</strong> 整点起 <strong>{{ force_close.grace_minutes|default(5) }}</strong> 分钟内,本地状态为 active 的下单监控会被市价清仓,结果记「强制清仓」;该窗口内开仓按钮灰显不可点。
-                {% else %}
-                当前<strong>已关闭</strong>(<code>FORCE_CLOSE_ENABLED=false</code>);开启后按 <code>FORCE_CLOSE_BJ_HOUR</code> 在北京时间该整点起 <code>FORCE_CLOSE_GRACE_MINUTES</code>(默认 5)分钟内清掉 active 监控仓。
-                {% endif %}
-                冷静期/日冻结期间开仓按钮同样灰显不可点。仅影响本系统监控中的仓。
-            </li>
-        </ul>
-    </div>
-</details>
-<details class="tip-collapse order-sizing-collapse">
-    <summary class="tip-collapse-summary">计仓与保本说明</summary>
-    <div class="tip-collapse-body rule-tip">
-        计仓模式:<strong>{{ position_sizing_mode_label }}</strong>(仅 .env <code>POSITION_SIZING_MODE</code>,须无仓后重启)
-        {% if position_sizing_mode == 'full_margin' %}
-        ｜全仓:合约可用×{{ full_margin_buffer_ratio }},BTC/ETH {{ btc_leverage }}x,其它 {{ alt_leverage }}x,单仓;张数按交易所精度
-        {% else %}
-        ｜以损定仓:风险 {{ risk_percent }}%
-        {% endif %}
-        ｜移动保本:下单可勾选关闭;开启时 {{ breakeven_rr_trigger }}R 触发(每 1R 阶梯上移),偏移 {{ breakeven_offset_pct }}%
-    </div>
-</details>

lib/instance/templates/order_plan_preview_bar.html

@@ -1,5 +0,0 @@
-<div id="order-plan-preview" class="order-plan-preview">
-    <span id="order-risk-preview" class="order-preview-risk">预估风险:<strong>—</strong></span>
-    <span id="order-profit-preview" class="order-preview-profit">预估盈利:<strong>—</strong></span>
-    <span id="order-rr-preview" class="order-preview-rr">预估盈亏比:<strong>—</strong></span>
-</div>

lib/instance/templates/settings_panel.html

@@ -37,9 +37,8 @@
                 {% elif tab.key == 'password' %}
                     {% include 'password_settings_panel.html' %}
                 {% elif tab.key == 'transfer' %}
-                    <h2>永续资金划转</h2>
+                    <h2>资金划转</h2>
-                    <p class="settings-subcard-desc">账户内:资金账户与交易账户之间划转 USDT.</p>
+                    <p class="settings-subcard-desc muted">永续账户划转已下线;期权/模拟盘请使用对应页内划转.</p>
-                    {% include 'instance_transfer_panel.html' %}
                 {% elif tab.key == 'export' %}
                     <h2>数据导出</h2>
                     <p class="settings-subcard-desc muted">CSV · v{{ instance_settings.data_export_version }}</p>
@@ -47,6 +46,8 @@
                         <a href="/export/key_monitors">关键位(当前)</a>
                         <a href="/export/key_monitor_history">关键位历史</a>
                     </div>
+                {% elif tab.key == 'backup' %}
+                    {% include 'backup_settings_panel.html' %}
                 {% elif tab.key == 'options_swap' %}
                     <h2>币种兑换</h2>
                     {% include 'options_settings_swap.html' %}

lib/market/reconcile_flat_lib.py

@@ -1,98 +0,0 @@
-"""Sync order_monitors after an external/market flat."""
-from __future__ import annotations
-
-import time
-from typing import Any, Callable
-
-
-def reconcile_hub_external_close_impl(
-    conn,
-    symbol: str,
-    direction: str,
-    *,
-    exchange_configured: Callable[[], bool],
-    not_configured_msg: str,
-    symbols_match: Callable[[str, str], bool],
-    get_opened_at_value: Callable[[Any], str],
-    resolve_monitor_exchange_symbol: Callable[[Any], str],
-    get_live_position_contracts: Callable[[str, str], float | None],
-    cancel_conditional_orders: Callable[[str], None],
-    resolve_synced_flat_close: Callable[..., tuple],
-    finalize_stopped_monitor: Callable[..., None],
-    sync_trade_records: Callable[..., None] | None = None,
-    reconcile_flat_streak: dict | None = None,
-    to_ms_with_fallback: Callable[..., int | None] | None = None,
-    prefer_manual_resolve: bool = False,
-    order_row_monitor_type: Callable[[Any], str] | None = None,
-) -> dict[str, Any]:
-    if not exchange_configured():
-        return {"ok": False, "msg": not_configured_msg, "synced": 0}
-    sym_req = (symbol or "").strip()
-    dir_l = (direction or "").strip().lower()
-    if dir_l not in ("long", "short"):
-        return {"ok": False, "msg": "side 须为 long 或 short", "synced": 0}
-    synced = 0
-    streak = reconcile_flat_streak if reconcile_flat_streak is not None else {}
-    rows = conn.execute(
-        "SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
-    ).fetchall()
-    for r in rows:
-        if not symbols_match(str(r["symbol"] or ""), sym_req):
-            continue
-        if (r["direction"] or "").strip().lower() != dir_l:
-            continue
-        oid = int(r["id"])
-        if r["status"] == "error":
-            opened_at_chk = get_opened_at_value(r)
-            mtype = order_row_monitor_type(r) if order_row_monitor_type else r["monitor_type"]
-            existing = conn.execute(
-                "SELECT id FROM trade_records WHERE symbol=? AND opened_at=? AND monitor_type=? LIMIT 1",
-                (r["symbol"], opened_at_chk, mtype),
-            ).fetchone()
-            if existing:
-                conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (oid,))
-                synced += 1
-                continue
-        exchange_symbol = resolve_monitor_exchange_symbol(r)
-        live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
-        if live_contracts is None:
-            continue
-        if live_contracts > 0:
-            time.sleep(0.6)
-            live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
-        if live_contracts is None or live_contracts > 0:
-            continue
-        streak.pop(oid, None)
-        cancel_conditional_orders(exchange_symbol)
-        opened_at = get_opened_at_value(r)
-        opened_at_ms = None
-        if to_ms_with_fallback is not None:
-            keys = r.keys() if hasattr(r, "keys") else ()
-            opened_at_ms = to_ms_with_fallback(
-                r["opened_at_ms"] if "opened_at_ms" in keys else None,
-                opened_at,
-            )
-        resolve_kw = {"opened_at_ms": opened_at_ms}
-        if prefer_manual_resolve:
-            resolve_kw["prefer_manual"] = True
-        result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(
-            r, opened_at, **resolve_kw
-        )
-        finalize_stopped_monitor(
-            conn,
-            r,
-            result=result,
-            pnl_amount=pnl_amount,
-            closed_at=closed_at,
-            miss_reason=miss_reason,
-        )
-        synced += 1
-    if sync_trade_records is not None:
-        try:
-            sync_trade_records(conn, force=True)
-        except Exception:
-            pass
-    return {"ok": True, "synced": synced}
-
-
-reconcile_external_close_impl = reconcile_hub_external_close_impl

lib/options/okx_trade_mode_lib.py

@@ -0,0 +1,74 @@
+"""OKX 交易模式(币本位期权专用机:仅单独期权).
+
+历史 .env 若仍为 perp_options / options_options,读取时归一为 options,
+对冲模块已移除,不可再启用.
+"""
+from __future__ import annotations
+
+import os
+from typing import Optional
+
+MODE_OPTIONS = "options"
+# 兼容旧配置名,不再作为可选模式
+MODE_PERP = "perp_options"
+MODE_OO = "options_options"
+VALID_MODES = frozenset({MODE_OPTIONS})
+UI_MODES = frozenset({MODE_OPTIONS})
+
+_ALIASES = {
+    "option": MODE_OPTIONS,
+    "standalone": MODE_OPTIONS,
+    "期权": MODE_OPTIONS,
+    "单独期权": MODE_OPTIONS,
+    "po": MODE_OPTIONS,
+    "perp": MODE_OPTIONS,
+    "perp_options": MODE_OPTIONS,
+    "永期": MODE_OPTIONS,
+    "永期对冲": MODE_OPTIONS,
+    "oo": MODE_OPTIONS,
+    "options_options": MODE_OPTIONS,
+    "期期": MODE_OPTIONS,
+    "期期对冲": MODE_OPTIONS,
+}
+
+
+def normalize_okx_trade_mode(raw: Optional[str] = None) -> str:
+    s = str(raw or "").strip().lower()
+    if s in VALID_MODES:
+        return s
+    if s in _ALIASES:
+        return _ALIASES[s]
+    # 未知或空 → 单独期权
+    return MODE_OPTIONS
+
+
+def legacy_infer_okx_trade_mode() -> str:
+    return MODE_OPTIONS
+
+
+def get_okx_trade_mode() -> str:
+    return normalize_okx_trade_mode(os.getenv("OKX_TRADE_MODE"))
+
+
+def hedge_module_enabled() -> bool:
+    return False
+
+
+def show_perp_options() -> bool:
+    return False
+
+
+def show_options_options() -> bool:
+    return False
+
+
+def standalone_options_open_allowed() -> bool:
+    return True
+
+
+def mode_label(mode: Optional[str] = None) -> str:
+    return "单独期权"
+
+
+def block_standalone_open_by_mode_msg() -> Optional[str]:
+    return None

lib/options/options_account_pnl_lib.py

@@ -0,0 +1,334 @@
+"""期权已实现盈亏:交易账户 USDT 快照差分(一次一仓).
+
+规格见 docs/规格-期权交易账户盈亏结算.md
+"""
+from __future__ import annotations
+
+from typing import Any
+
+
+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_usdt(cfg: dict[str, Any] | None, ex: Any) -> float | None:
+    """读取交易账户 USDT(可用优先)."""
+    fetch = (cfg or {}).get("fetch_options_balances") if isinstance(cfg, dict) else None
+    if not callable(fetch):
+        from lib.exchange.okx_options_lib import fetch_options_balances
+
+        fetch = fetch_options_balances
+    try:
+        bal = fetch(ex, force=True) or {}
+    except TypeError:
+        try:
+            bal = fetch(ex) or {}
+        except Exception:
+            return None
+    except Exception:
+        return None
+    v = _safe_float(bal.get("trading_usdt_avail"))
+    if v is None:
+        v = _safe_float(bal.get("trading_usdt"))
+    return round(float(v), 8) if v is not None else None
+
+
+def sellable_coin_blocks_open_msg(ex: Any, underlying: str) -> str | None:
+    """开仓前有可卖标的币则拒开."""
+    from lib.options.options_spot_bridge_lib import (
+        fetch_trading_coin_available,
+        is_sellable_spot_coin,
+    )
+
+    uly = (underlying or "").strip().upper()
+    if uly not in ("ETH", "BTC"):
+        return None
+    try:
+        avail = fetch_trading_coin_available(ex, uly)
+    except Exception:
+        return None
+    if avail is None:
+        return None
+    if is_sellable_spot_coin(ex, uly, avail):
+        return f"交易账户仍有可卖 {uly}({float(avail):g}),请先卖回 USDT 后再开仓"
+    return None
+
+
+def transfer_blocked_by_position_msg(conn, ex: Any = None) -> str | None:
+    """持仓中或待卖回时禁止划转."""
+    from lib.options.options_spot_bridge_lib import has_unfinished_bridge
+
+    try:
+        if has_unfinished_bridge(conn):
+            return "期权持仓或待卖回期间禁止划转,请先平仓并卖回 USDT"
+    except Exception:
+        pass
+    try:
+        row = conn.execute(
+            "SELECT COUNT(*) AS n FROM options_trades WHERE status='open'"
+        ).fetchone()
+        n = int(row["n"] if hasattr(row, "keys") else row[0])
+        if n > 0:
+            return "期权持仓中禁止划转"
+    except Exception:
+        pass
+    if ex is not None:
+        try:
+            from lib.exchange.okx_options_lib import fetch_option_positions
+
+            for p in fetch_option_positions(ex) or []:
+                try:
+                    if abs(float(p.get("pos") or 0)) > 1e-12:
+                        return "存在未平期权持仓,禁止划转"
+                except (TypeError, ValueError):
+                    continue
+        except Exception:
+            pass
+    return None
+
+
+def sellable_coin_blocks_settle(
+    ex: Any,
+    underlying: str | None,
+) -> str | None:
+    """仍有可卖标的币则禁止账户差分结算(规格:卖光再冻结)."""
+    from lib.options.options_spot_bridge_lib import (
+        fetch_trading_coin_available,
+        is_sellable_spot_coin,
+    )
+
+    uly = (underlying or "").strip().upper()
+    if uly not in ("ETH", "BTC"):
+        return None
+    try:
+        avail = fetch_trading_coin_available(ex, uly)
+    except Exception:
+        return None
+    if avail is None:
+        return None
+    if is_sellable_spot_coin(ex, uly, avail):
+        return f"仍有可卖 {uly}({float(avail):g}),暂不结算账户盈亏"
+    return None
+
+
+def _underlying_for_settle(
+    conn,
+    *,
+    bridge_id: int | None = None,
+    trade_id: int | None = None,
+) -> str | None:
+    try:
+        if trade_id is not None:
+            row = conn.execute(
+                "SELECT underlying FROM options_trades WHERE id=?",
+                (int(trade_id),),
+            ).fetchone()
+            if row:
+                return str(row["underlying"] if hasattr(row, "keys") else row[0] or "").strip().upper() or None
+        if bridge_id is not None:
+            row = conn.execute(
+                """
+                SELECT underlying FROM options_trades
+                WHERE bridge_id=? AND status='closed'
+                ORDER BY id DESC LIMIT 1
+                """,
+                (int(bridge_id),),
+            ).fetchone()
+            if row:
+                return str(row["underlying"] if hasattr(row, "keys") else row[0] or "").strip().upper() or None
+            brow = conn.execute(
+                "SELECT underlying FROM options_spot_bridge WHERE id=?",
+                (int(bridge_id),),
+            ).fetchone()
+            if brow:
+                return str(brow["underlying"] if hasattr(brow, "keys") else brow[0] or "").strip().upper() or None
+    except Exception:
+        return None
+    return None
+
+
+def try_settle_after_sellback(
+    get_db: Any,
+    ex: Any,
+    *,
+    bridge_id: int | None = None,
+    cfg: dict[str, Any] | None = None,
+    underlying: str | None = None,
+    sell_complete: bool | None = None,
+) -> int:
+    """卖回路径通用结算:读交易账户 after 并冻结未结算单.
+
+    门禁:sell_complete 显式 False 时不结算;仍有可卖标的币时不结算.
+    """
+    if sell_complete is False:
+        return 0
+    pack = cfg if isinstance(cfg, dict) else {"fetch_options_balances": None}
+    import sqlite3
+
+    # Windows 上 sqlite3.Connection 的 callable() 可能为 True,不能据此判断 get_db
+    if isinstance(get_db, sqlite3.Connection):
+        conn = get_db
+        close_conn = False
+    elif callable(get_db):
+        conn = get_db()
+        close_conn = True
+    else:
+        conn = get_db
+        close_conn = False
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+        uly = (underlying or "").strip().upper() or None
+        if not uly:
+            uly = _underlying_for_settle(conn, bridge_id=bridge_id)
+        block = sellable_coin_blocks_settle(ex, uly)
+        if block:
+            return 0
+        try:
+            from lib.exchange.okx_options_lib import invalidate_options_balance_cache
+
+            invalidate_options_balance_cache()
+        except Exception:
+            pass
+        after = fetch_trading_usdt(pack, ex)
+        n = 0
+        if bridge_id is not None:
+            n = settle_closed_trades_from_trading_account(
+                conn, trading_usdt_after=after, bridge_id=int(bridge_id)
+            )
+        if n < 1:
+            row = conn.execute(
+                """
+                SELECT id FROM options_trades
+                WHERE status='closed' AND COALESCE(pnl_settled,0)=0
+                  AND trading_usdt_before IS NOT NULL
+                ORDER BY id DESC LIMIT 1
+                """
+            ).fetchone()
+            if row:
+                tid = int(row["id"] if hasattr(row, "keys") else row[0])
+                if not uly:
+                    uly = _underlying_for_settle(conn, trade_id=tid)
+                    block2 = sellable_coin_blocks_settle(ex, uly)
+                    if block2:
+                        return 0
+                n = settle_closed_trades_from_trading_account(
+                    conn,
+                    trading_usdt_after=after,
+                    trade_id=tid,
+                )
+        try:
+            conn.commit()
+        except Exception:
+            pass
+        return n
+    finally:
+        if close_conn:
+            try:
+                conn.close()
+            except Exception:
+                pass
+
+
+def settle_closed_trades_from_trading_account(
+    conn,
+    *,
+    trading_usdt_after: float | None = None,
+    bridge_id: int | None = None,
+    trade_id: int | None = None,
+) -> int:
+    """卖回后:拍 after 快照,并冻结复盘真盈亏.
+
+    realized_pnl_usdt = 期权币盈亏×平仓价(卖回VWAP优先);
+    不含现货多买.账户 after 仅审计.已 pnl_settled=1 的行永不改写.
+    """
+    from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
+
+    after = _safe_float(trading_usdt_after)
+    if after is not None:
+        after = round(float(after), 8)
+    clauses = ["status='closed'", "COALESCE(pnl_settled, 0)=0"]
+    params: list[Any] = []
+    if trade_id is not None:
+        clauses.append("id=?")
+        params.append(int(trade_id))
+    elif bridge_id is not None:
+        clauses.append("bridge_id=?")
+        params.append(int(bridge_id))
+    else:
+        return 0
+    from lib.options.options_pnl_settle_lib import resolve_spot_vwap_prices
+
+    rows = conn.execute(
+        f"""
+        SELECT id, trading_usdt_before, premium_paid, premium_received, realized_pnl,
+               open_index_px, close_index_px, open_fee, close_fee, premium_ccy, fee_ccy,
+               bridge_id, initial_premium_usdt
+        FROM options_trades
+        WHERE {" AND ".join(clauses)}
+        """,
+        tuple(params),
+    ).fetchall()
+    updated = 0
+    for row in rows:
+        tid = int(row["id"] if hasattr(row, "keys") else row[0])
+        before = _safe_float(
+            row["trading_usdt_before"] if hasattr(row, "keys") else row[1]
+        )
+        after_use = after
+        if after_use is None and before is not None:
+            after_use = None
+        row_bid = row["bridge_id"] if hasattr(row, "keys") else row[11]
+        if row_bid is None and bridge_id is not None:
+            row_bid = bridge_id
+        initial_u = (
+            row["initial_premium_usdt"] if hasattr(row, "keys") else row[12]
+        )
+        open_px, close_px, _gate = resolve_spot_vwap_prices(
+            conn,
+            bridge_id=row_bid,
+            open_index_px=row["open_index_px"] if hasattr(row, "keys") else row[5],
+            close_index_px=row["close_index_px"] if hasattr(row, "keys") else row[6],
+        )
+        pnl_u, src = resolve_true_pnl_usdt_from_trade(
+            premium_paid=row["premium_paid"] if hasattr(row, "keys") else row[2],
+            premium_received=row["premium_received"] if hasattr(row, "keys") else row[3],
+            realized_pnl=row["realized_pnl"] if hasattr(row, "keys") else row[4],
+            open_index_px=open_px,
+            close_index_px=close_px,
+            initial_premium_usdt=initial_u,
+            open_fee=row["open_fee"] if hasattr(row, "keys") else row[7],
+            close_fee=row["close_fee"] if hasattr(row, "keys") else row[8],
+            premium_ccy=row["premium_ccy"] if hasattr(row, "keys") else row[9],
+            fee_ccy=row["fee_ccy"] if hasattr(row, "keys") else row[10],
+            conn=conn,
+            bridge_id=row_bid,
+        )
+        if pnl_u is None or src in ("none", "pending_sell"):
+            continue
+        # 卖回价冻为卖回 VWAP;开仓价/初始权利金已在开仓时冻住,仅缺省时补
+        paid = _safe_float(row["premium_paid"] if hasattr(row, "keys") else row[2])
+        heal_initial = _safe_float(initial_u)
+        if heal_initial is None and paid is not None and open_px is not None and open_px > 0:
+            heal_initial = round(float(paid) * float(open_px), 4)
+        conn.execute(
+            """
+            UPDATE options_trades
+            SET trading_usdt_after = COALESCE(?, trading_usdt_after),
+                realized_pnl_usdt = ?,
+                open_index_px = COALESCE(open_index_px, ?),
+                close_index_px = COALESCE(?, close_index_px),
+                initial_premium_usdt = COALESCE(initial_premium_usdt, ?),
+                pnl_settled = 1
+            WHERE id = ? AND COALESCE(pnl_settled, 0)=0
+            """,
+            (after_use, pnl_u, open_px, close_px, heal_initial, tid),
+        )
+        updated += 1
+    return updated

lib/options/options_close_exec_lib.py

@@ -11,9 +11,11 @@ from lib.options.options_close_gate_lib import (
     update_close_gate,
 )
 from lib.options.options_pricing_lib import (
+    PREMIUM_DECIMALS_COIN,
     estimate_close_by_bids,
     fetch_option_mark_px,
     is_stub_bid_px,
+    round_premium_amount,
     total_premium,
 )
 
@@ -306,7 +308,10 @@ def close_option_by_bid1(
 
     px = float(order.get("px", locked_bid_px))
     oid = str((order.get("data") or {}).get("ordId") or "")
-    prem_recv = round(total_premium(px, level_sheets * ct_mult), 4)
+    # 本批预估收回(按挂单张数);成交后按实际减仓张数重算并入累计
+    prem_recv_submit = round_premium_amount(
+        total_premium(px, level_sheets * ct_mult), decimals=PREMIUM_DECIMALS_COIN
+    )
     time.sleep(0.6)
     invalidate_option_positions_cache()
     raw2 = cfg["fetch_option_positions"](ex)
@@ -325,37 +330,211 @@ def close_option_by_bid1(
     reduced = max(0, before_avail - after_avail)
     remaining_pos = after_avail
     fully_closed = remaining_pos < 1
+    filled_sheets = min(reduced, level_sheets) if reduced > 0 else 0
+    # 全平但减仓读数异常时回退挂单张数,避免漏记本批
+    if fully_closed and filled_sheets < 1:
+        filled_sheets = level_sheets
+    batch_recv = (
+        round_premium_amount(total_premium(px, filled_sheets * ct_mult), decimals=PREMIUM_DECIMALS_COIN)
+        if filled_sheets > 0
+        else 0.0
+    )
+
+    total_recv = batch_recv
+    close_px = px
+    merged_ord = oid or None
 
     if fully_closed:
         clear_close_gate(inst_id)
         conn = cfg["get_db"]()
         try:
-            from lib.options.options_db import init_options_tables
+            from lib.options.options_db import (
+                add_open_close_accum,
+                get_open_close_accum,
+                init_options_tables,
+            )
 
             init_options_tables(conn)
+            # 先并入本批,再读累计(含此前分批)
+            if filled_sheets > 0:
+                add_open_close_accum(
+                    conn,
+                    inst_id,
+                    recv=batch_recv,
+                    sheets=filled_sheets,
+                    px=px,
+                    ord_id=oid or None,
+                )
+            accum = get_open_close_accum(conn, inst_id)
+            total_recv = round_premium_amount(
+                float(accum.get("recv") or 0), decimals=PREMIUM_DECIMALS_COIN
+            ) or 0.0
+            accum_sheets = int(accum.get("sheets") or 0)
+            accum_notional = float(accum.get("notional") or 0)
+            if accum_sheets > 0 and accum_notional > 0:
+                close_px = round(accum_notional / accum_sheets, 8)
+            merged_ord = str(accum.get("close_ord_id") or "").strip() or (oid or None)
+
             open_rows = conn.execute(
                 """
-                SELECT id, premium_paid FROM options_trades
+                SELECT id, premium_paid, open_fee, premium_ccy, underlying,
+                       exchange_ord_id, budget_usdt, open_index_px, fee_ccy,
+                       eth_amount, open_quote, trading_usdt_before
+                FROM options_trades
                 WHERE inst_id = ? AND status = 'open'
                 ORDER BY id ASC
                 """,
                 (inst_id,),
             ).fetchall()
+            from lib.options.options_pnl_settle_lib import (
+                extract_order_fee,
+                fee_to_premium_ccy,
+                resolve_close_index_px,
+                settle_closed_pnl,
+                sum_option_order_fees_in_premium,
+            )
+            from lib.options.options_time_lib import options_app_now_str
+
+            row_ccy = premium_ccy
+            if open_rows:
+                row_ccy = str(open_rows[0]["premium_ccy"] or premium_ccy or "").strip() or premium_ccy
+            underly = str((open_rows[0]["underlying"] if open_rows else "") or "").strip()
+            close_idx = resolve_close_index_px(
+                ex, inst_id=inst_id, underlying=underly, hint=index_px
+            )
+            # 平仓手续费:优先累计订单号查单;查不到再用本笔下单 info
+            close_fee_total = 0.0
+            try:
+                close_fee_total = sum_option_order_fees_in_premium(
+                    ex,
+                    inst_id=inst_id,
+                    ord_ids=merged_ord,
+                    premium_ccy=row_ccy,
+                    index_px=close_idx,
+                    fetch_order_fn=cfg.get("fetch_option_order"),
+                )
+            except Exception:
+                close_fee_total = 0.0
+            if close_fee_total <= 0:
+                fee_hint, fee_hint_ccy = extract_order_fee(
+                    order if isinstance(order, dict) else None
+                )
+                if fee_hint > 0:
+                    close_fee_total = fee_to_premium_ccy(
+                        fee_hint,
+                        fee_hint_ccy or row_ccy,
+                        premium_ccy=row_ccy,
+                        index_px=close_idx,
+                    )
+
             total_paid = sum(float(r["premium_paid"] or 0) for r in open_rows)
+            total_open_fee = sum(float(r["open_fee"] or 0) for r in open_rows)
+            # 开仓费未落库时按开仓单号补查
+            if total_open_fee <= 0:
+                open_oids = [
+                    str(r["exchange_ord_id"] or "").strip()
+                    for r in open_rows
+                    if str(r["exchange_ord_id"] or "").strip()
+                ]
+                try:
+                    total_open_fee = sum_option_order_fees_in_premium(
+                        ex,
+                        inst_id=inst_id,
+                        ord_ids=open_oids,
+                        premium_ccy=row_ccy,
+                        index_px=close_idx,
+                        fetch_order_fn=cfg.get("fetch_option_order"),
+                    )
+                except Exception:
+                    total_open_fee = 0.0
+
             allocated = 0.0
+            allocated_cfee = 0.0
+            allocated_ofee = 0.0
             for i, row in enumerate(open_rows):
                 paid = float(row["premium_paid"] or 0)
                 if i == len(open_rows) - 1:
-                    recv = round(prem_recv - allocated, 4)
+                    recv = round_premium_amount(
+                        total_recv - allocated, decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
+                    row_cfee = round(close_fee_total - allocated_cfee, 8)
+                    stored_ofee = float(row["open_fee"] or 0)
+                    if stored_ofee > 0:
+                        row_ofee = stored_ofee
+                    elif total_paid > 0 and total_open_fee > 0:
+                        row_ofee = round(total_open_fee - allocated_ofee, 8)
+                    else:
+                        row_ofee = round(total_open_fee - allocated_ofee, 8) if total_open_fee > 0 else 0.0
                 elif total_paid > 0:
-                    recv = round(prem_recv * (paid / total_paid), 4)
+                    share = paid / total_paid
+                    recv = round_premium_amount(
+                        total_recv * share, decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
                     allocated += recv
+                    row_cfee = round(close_fee_total * share, 8)
+                    allocated_cfee += row_cfee
+                    stored_ofee = float(row["open_fee"] or 0)
+                    if stored_ofee > 0:
+                        row_ofee = stored_ofee
+                    else:
+                        row_ofee = round(total_open_fee * share, 8)
+                        allocated_ofee += row_ofee
                 else:
-                    recv = round(prem_recv / len(open_rows), 4)
+                    recv = round_premium_amount(
+                        total_recv / len(open_rows), decimals=PREMIUM_DECIMALS_COIN
+                    ) or 0.0
                     allocated += recv
-                pnl = round(recv - paid, 4)
+                    row_cfee = round(close_fee_total / len(open_rows), 8)
+                    allocated_cfee += row_cfee
+                    stored_ofee = float(row["open_fee"] or 0)
+                    row_ofee = stored_ofee if stored_ofee > 0 else round(
+                        total_open_fee / len(open_rows), 8
+                    )
+                    if stored_ofee <= 0:
+                        allocated_ofee += row_ofee
+
+                row_budget = _safe_float(row["budget_usdt"])
+                row_open_idx = _safe_float(row["open_index_px"])
+                # 禁止 budget/premium 反推开仓价(会把缓冲算进均价,开仓价被抬飞)
+                if (row_open_idx is None or row_open_idx <= 0) and row.get("bridge_id") is not None:
+                    try:
+                        from lib.options.options_spot_bridge_lib import bridge_buy_vwap
+
+                        bv = bridge_buy_vwap(conn, int(row["bridge_id"]))
+                        if bv is not None and float(bv) > 0:
+                            row_open_idx = float(bv)
+                    except Exception:
+                        pass
+                settled = settle_closed_pnl(
+                    premium_paid=paid,
+                    premium_received=recv,
+                    open_fee=row_ofee,
+                    close_fee=row_cfee,
+                    premium_ccy=str(row["premium_ccy"] or row_ccy or premium_ccy),
+                    index_px=close_idx,
+                    open_index_px=row_open_idx,
+                    budget_usdt=row_budget,
+                    fee_ccy=str(row["fee_ccy"] or row["premium_ccy"] or row_ccy or ""),
+                )
+                pnl = settled.get("realized_pnl")
+                # 真盈亏U=期权币盈亏×平仓价
+                pnl_usdt = settled.get("realized_pnl_usdt")
                 note_sql = ""
-                params: list[Any] = [px, recv, pnl, oid or None]
+
+                # 占位: close_quote/recv/pnl/ord/closed_at/open_fee/close_fee/fee_ccy/close_idx/open_idx/pnl_u/[note]/id
+                params: list[Any] = [
+                    close_px,
+                    recv,
+                    pnl,
+                    merged_ord,
+                    options_app_now_str(),
+                    row_ofee,
+                    row_cfee,
+                    str(row["premium_ccy"] or row_ccy or premium_ccy or ""),
+                    settled.get("close_index_px"),
+                    settled.get("open_index_px") or row_open_idx,
+                    pnl_usdt,
+                ]
                 if signal_note and i == len(open_rows) - 1:
                     note_sql = """,
                     signal_note = CASE
@@ -363,15 +542,17 @@ def close_option_by_bid1(
                         ELSE signal_note
                     END"""
                     params.append(signal_note)
-                from lib.options.options_time_lib import options_app_now_str
-
-                params.append(options_app_now_str())
                 params.append(int(row["id"]))
                 conn.execute(
                     f"""
                     UPDATE options_trades
                     SET status = 'closed', close_quote = ?, premium_received = ?,
-                        realized_pnl = ?, close_ord_id = ?, closed_at = ?
+                        realized_pnl = ?, close_ord_id = ?, closed_at = ?,
+                        open_fee = ?, close_fee = ?, fee_ccy = ?,
+                        close_index_px = ?, open_index_px = COALESCE(open_index_px, ?),
+                        realized_pnl_usdt = ?,
+                        close_recv_accum = 0, close_sheets_accum = 0,
+                        close_notional_accum = 0
                         {note_sql}
                     WHERE id = ?
                     """,
@@ -380,6 +561,27 @@ def close_option_by_bid1(
             conn.commit()
         finally:
             conn.close()
+    elif filled_sheets > 0:
+        # 部分成交:持久化本批收回,下次全平合计
+        conn = cfg["get_db"]()
+        try:
+            from lib.options.options_db import add_open_close_accum, init_options_tables
+
+            init_options_tables(conn)
+            add_open_close_accum(
+                conn,
+                inst_id,
+                recv=batch_recv,
+                sheets=filled_sheets,
+                px=px,
+                ord_id=oid or None,
+            )
+            conn.commit()
+        finally:
+            conn.close()
+        if require_recycle_gate:
+            # 自动平已挂过单:同仓续批只验流动性
+            mark_close_gate_passed(inst_id)
     elif require_recycle_gate:
         # 自动平已挂过单:同仓续批只验流动性
         mark_close_gate_passed(inst_id)
@@ -391,11 +593,12 @@ def close_option_by_bid1(
         "bid": px,
         "locked_bid_px": locked_bid_px,
         "submitted_sheets": level_sheets,
-        "filled_or_reduced_sheets": min(reduced, level_sheets) if reduced else 0,
+        "filled_or_reduced_sheets": filled_sheets,
         "remaining_sheets": remaining_pos,
-        "premium_received": prem_recv,
+        "premium_received": total_recv if fully_closed else (batch_recv or prem_recv_submit),
+        "batch_premium_received": batch_recv,
         "stopped_reason": None if fully_closed else ("partial_bid1" if reduced > 0 else "order_not_filled"),
-        "close_ord_id": oid or None,
+        "close_ord_id": merged_ord if fully_closed else (oid or None),
         "fully_closed": fully_closed,
         "msg": (
             f"已按买一 {locked_bid_px:g} 提交 {level_sheets} 张"

lib/options/options_close_gate_lib.py

@@ -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

@@ -27,6 +27,55 @@ from lib.options.options_spot_bridge_lib import (
 )
 
 
+def _sell_excess_bridge_coin(
+    cfg: dict[str, Any],
+    ex: Any,
+    conn: Any,
+    *,
+    bridge_id: int,
+    underlying: str,
+    keep_coin: float,
+    coin_bought: float,
+) -> dict[str, Any] | None:
+    """开仓后卖掉多买的币:卖量不超过 bridge 买入量,并保留权利金所需 keep_coin."""
+    try:
+        keep = max(0.0, float(keep_coin))
+    except (TypeError, ValueError):
+        keep = 0.0
+    try:
+        bought = max(0.0, float(coin_bought))
+    except (TypeError, ValueError):
+        bought = 0.0
+    excess_cap = max(0.0, bought - keep)
+    if excess_cap <= 0:
+        return None
+    try:
+        conn.commit()
+    except Exception:
+        pass
+    avail = _spot_bridge.fetch_trading_coin_available(ex, underlying)
+    if avail is None:
+        return None
+    sell_amt = min(float(avail), excess_cap)
+    if not _spot_bridge.is_sellable_spot_coin(ex, underlying, sell_amt):
+        return None
+    sell = _spot_bridge.spot_market_sell_coin_to_usdt(
+        ex, underlying=underlying, coin_amount=sell_amt
+    )
+    if sell and sell.get("ok"):
+        try:
+            recovered = float(sell.get("usdt_recovered") or 0)
+        except (TypeError, ValueError):
+            recovered = 0.0
+        if recovered > 0:
+            try:
+                _spot_bridge.add_bridge_usdt_recovered(conn, int(bridge_id), recovered)
+                conn.commit()
+            except Exception:
+                pass
+    return sell
+
+
 def coin_budget_preview(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
     from lib.exchange.okx_options_lib import fetch_options_balances
 
@@ -38,7 +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)
 
 
@@ -69,13 +118,33 @@ def open_coin_option_buy_full(
     parts = inst_id.split("-")
     underlying = (parts[0] if parts else "ETH").upper()
 
+    # 先清粉尘桥 + 空仓扫尾卖回(短连接),再开业务连接
+    try:
+        _spot_bridge.clear_dust_pending_sell_bridges(cfg["get_db"], ex)
+    except Exception:
+        pass
+    try:
+        sweep_spot_after_options_flat(cfg, ex)
+    except Exception:
+        pass
+
+    conn: Any = None
     conn = cfg["get_db"]()
     try:
         init_options_tables(conn)
+        try:
+            conn.commit()
+        except Exception:
+            pass
         block = _spot_bridge.bridge_blocks_new_open_msg(conn)
         if block:
             return {"ok": False, "msg": block, "can_open": False}
 
+        # 网络检查前再提交,避免握锁拉持仓/行情
+        try:
+            conn.commit()
+        except Exception:
+            pass
         compound_block = compound_full_single_position_block_msg(
             ex, fetch_positions=cfg.get("fetch_option_positions")
         )
@@ -142,6 +211,21 @@ def open_coin_option_buy_full(
         buy_usdt = float(plan["buy_usdt"])
         sheets = int(plan["sheets"])
 
+        # 买币/读余额(模拟盘写钱包)前必须提交释放锁
+        try:
+            conn.commit()
+        except Exception:
+            pass
+        # 开仓前有可卖标的币 → 拒开(规格:先卖回)
+        from lib.options.options_account_pnl_lib import (
+            fetch_trading_usdt,
+            sellable_coin_blocks_open_msg,
+        )
+
+        coin_block = sellable_coin_blocks_open_msg(ex, underlying)
+        if coin_block:
+            return {"ok": False, "msg": coin_block, "can_open": False}
+        trading_usdt_before = fetch_trading_usdt(cfg, ex)
         # 1) 仅买「权利金×现货缓冲」所需 USDT,不全额兑换预算
         coin_before = _spot_bridge.fetch_trading_coin_available(ex, underlying) or 0.0
         buy = _spot_bridge.spot_market_buy_coin_with_usdt(ex, underlying=underlying, usdt_amount=buy_usdt)
@@ -161,6 +245,10 @@ def open_coin_option_buy_full(
             inst_id=inst_id,
             message="已买币,待开期权",
         )
+        try:
+            conn.commit()
+        except Exception:
+            pass
         # 等余额落账
         time.sleep(1.5)
         try:
@@ -183,14 +271,59 @@ def open_coin_option_buy_full(
             }
         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
+            # 落账延迟:短重试取增量;绝不把整户余额当成「本次买入」
-            coin_bought = float(coin_after)
+            for _ in range(3):
-        if coin_bought <= 0:
+                time.sleep(0.6)
-            rb = _spot_bridge.rollback_bought_coin_to_usdt(
+                try:
-                conn, ex, bridge_id=bridge_id, underlying=underlying, reason="买入量无效"
+                    from lib.exchange.okx_options_lib import invalidate_options_balance_cache
-            )
+
-            return {"ok": False, "msg": "买币后可用增量无效", "rollback": rb, "budget": budget_info}
+                    invalidate_options_balance_cache()
+                except Exception:
+                    pass
+                again = _spot_bridge.fetch_trading_coin_available(ex, underlying)
+                if again is None:
+                    continue
+                coin_bought = max(0.0, float(again) - float(coin_before or 0))
+                if coin_bought > 0:
+                    coin_after = again
+                    break
+            if coin_bought <= 0:
+                # 订单回执有数量则用之,否则回滚
+                try:
+                    hinted = float(buy.get("coin_bought") or 0)
+                except (TypeError, ValueError):
+                    hinted = 0.0
+                if hinted > 0:
+                    coin_bought = hinted
+                else:
+                    rb = _spot_bridge.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,
+                    }
         _spot_bridge.update_bridge(conn, bridge_id, coin_bought=float(coin_bought))
+        # 买侧 VWAP 累加(多笔买同理);USDT 优先成交回报,否则用计划买额
+        try:
+            usdt_spent = float(buy.get("usdt_spent") or buy_usdt)
+        except (TypeError, ValueError):
+            usdt_spent = float(buy_usdt)
+        try:
+            _spot_bridge.add_bridge_buy_fill(
+                conn,
+                bridge_id,
+                usdt_spent=usdt_spent,
+                coin_bought=float(coin_bought),
+            )
+        except Exception:
+            pass
+        try:
+            conn.commit()
+        except Exception:
+            pass
 
         sizing = calc_sheets_from_coin_balance(
             quote_per_unit=float(ask),
@@ -288,6 +421,17 @@ def open_coin_option_buy_full(
             fill_timeout = max(2.0, float(os.getenv("OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC") or "12"))
         except (TypeError, ValueError):
             fill_timeout = 12.0
+        # 等待成交可能十余秒:先提交并释放业务连接,避免锁死中控/卖币
+        try:
+            conn.commit()
+        except Exception:
+            pass
+        try:
+            conn.close()
+        except Exception:
+            pass
+        conn = None
+
         fill = wait_option_order_full_fill(
             ex,
             inst_id=inst_id,
@@ -296,6 +440,9 @@ def open_coin_option_buy_full(
             timeout_sec=fill_timeout,
             cancel_on_timeout=True,
         )
+
+        conn = cfg["get_db"]()
+        init_options_tables(conn)
         if not fill.get("ok"):
             filled_n = int(fill.get("filled_sheets") or 0)
             if filled_n <= 0:
@@ -313,11 +460,73 @@ def open_coin_option_buy_full(
         premium_paid = round(float(ask) * eth_amount, 8)
         premium_ccy = premium_ccy_for_mode("coin", underlying)
 
+        # 开仓手续费(折权利金单位);优先成交回包,否则查单
+        open_fee = 0.0
+        idx_open = None
+        try:
+            from lib.options.options_pnl_settle_lib import (
+                extract_order_fee,
+                fee_to_premium_ccy,
+                resolve_close_index_px,
+                sum_option_order_fees_in_premium,
+            )
+
+            idx_open = resolve_close_index_px(
+                ex,
+                inst_id=inst_id,
+                underlying=underlying,
+                hint=(q.get("index_px") if isinstance(q, dict) else None) or idx,
+            )
+            fee_hint, fee_ccy_hint = extract_order_fee(order if isinstance(order, dict) else None)
+            if fee_hint <= 0 and isinstance(fill, dict):
+                fee_hint, fee_ccy_hint = extract_order_fee(fill.get("order") if isinstance(fill.get("order"), dict) else fill)
+            if fee_hint > 0:
+                open_fee = fee_to_premium_ccy(
+                    fee_hint, fee_ccy_hint or premium_ccy, premium_ccy=premium_ccy, index_px=idx_open
+                )
+            if open_fee <= 0:
+                open_fee = sum_option_order_fees_in_premium(
+                    ex,
+                    inst_id=inst_id,
+                    ord_ids=[ord_id],
+                    premium_ccy=premium_ccy,
+                    index_px=idx_open,
+                    fetch_order_fn=cfg.get("fetch_option_order"),
+                )
+        except Exception:
+            open_fee = 0.0
+
+        # 部分成交/减半张数后卖掉多余买币(按 bridge coin_bought 封顶)
+        need_coin = float(premium_paid)
+        try:
+            _sell_excess_bridge_coin(
+                cfg,
+                ex,
+                conn,
+                bridge_id=bridge_id,
+                underlying=underlying,
+                keep_coin=need_coin,
+                coin_bought=float(coin_bought),
+            )
+        except Exception:
+            pass
+
+        # 开仓价必须在缩减 coin_bought 之前按买币 VWAP 冻住
+        # (buy_usdt_spent/buy_coin_accum;禁止事后 budget/缩水权利金量反推)
+        open_px_freeze = idx_open
+        try:
+            bv = _spot_bridge.bridge_buy_vwap(conn, bridge_id)
+            if bv is not None and float(bv) > 0:
+                open_px_freeze = float(bv)
+        except Exception:
+            pass
+
         _spot_bridge.update_bridge(
             conn,
             bridge_id,
             status=BRIDGE_HOLDING,
             inst_id=inst_id,
+            coin_bought=float(need_coin),
             message="期权持仓中",
         )
 
@@ -337,6 +546,9 @@ def open_coin_option_buy_full(
             bridge_id=bridge_id,
             budget_usdt=buy_usdt,
             premium_ccy=premium_ccy,
+            open_fee=open_fee,
+            open_index_px=open_px_freeze,
+            trading_usdt_before=trading_usdt_before,
             profit_exit_enabled=profit_exit_enabled,
             profit_exit_mult=profit_exit_mult,
         )
@@ -393,10 +605,11 @@ def open_coin_option_buy_full(
             "fill": fill,
         }
     finally:
-        try:
+        if conn is not None:
-            conn.close()
+            try:
-        except Exception:
+                conn.close()
-            pass
+            except Exception:
+                pass
 
 
 def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
@@ -405,14 +618,40 @@ 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"
+    open_fee = float(kwargs.get("open_fee") or 0.0)
+    if open_fee < 0:
+        open_fee = abs(open_fee)
+    fee_ccy = str(kwargs.get("premium_ccy") or "ETH")
+    open_index_px = kwargs.get("open_index_px")
+    try:
+        open_index_px = float(open_index_px) if open_index_px is not None else None
+        if open_index_px is not None and open_index_px <= 0:
+            open_index_px = None
+    except (TypeError, ValueError):
+        open_index_px = None
+    tusdt_before = kwargs.get("trading_usdt_before")
+    try:
+        tusdt_before = float(tusdt_before) if tusdt_before is not None else None
+    except (TypeError, ValueError):
+        tusdt_before = None
+    paid = kwargs.get("premium_paid")
+    try:
+        paid_f = float(paid) if paid is not None else None
+    except (TypeError, ValueError):
+        paid_f = None
+    initial_premium_usdt = None
+    if open_index_px is not None and paid_f is not None and paid_f > 0:
+        initial_premium_usdt = round(float(open_index_px) * float(paid_f), 4)
     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,
+            open_fee, fee_ccy, open_index_px, trading_usdt_before, pnl_settled,
+            initial_premium_usdt,
             profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at
-        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?)
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?, 0, ?, ?, ?, ?, ?)
         """,
         (
             kwargs["inst_id"],
@@ -429,6 +668,11 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
             kwargs.get("premium_ccy") or "ETH",
             kwargs.get("bridge_id"),
             kwargs.get("budget_usdt"),
+            open_fee,
+            fee_ccy,
+            open_index_px,
+            tusdt_before,
+            initial_premium_usdt,
             pe,
             pe_mult,
             pe_state,
@@ -446,32 +690,136 @@ def maybe_sell_spot_after_close(
     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."""
+    """期权平仓后若该合约为币本位且已空仓,卖回本桥残留币.
+
+    持仓查询失败/空响应时不卖,等下次监控再查(与 sweep_spot_after_options_flat 一致).
+    """
+    del close_result  # 预留字段;卖回只认交易所持仓实况
     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 []
+        rows = cfg["fetch_option_positions"](ex)
-        for p in rows:
+    except Exception as e:
-            if str(p.get("instId") or p.get("inst_id") or "") != inst_id:
+        return {"ok": False, "msg": f"持仓查询失败,暂不卖币: {e}", "skipped": True}
-                continue
+    if rows is None:
-            try:
+        return {"ok": False, "msg": "持仓查询失败: 空响应,暂不卖币", "skipped": True}
-                if abs(float(p.get("pos") or 0)) > 1e-12:
+    for p in rows or []:
-                    return {"ok": True, "skipped": True, "msg": "仍有持仓,暂不卖币"}
+        if str(p.get("instId") or p.get("inst_id") or "") != inst_id:
-            except (TypeError, ValueError):
+            continue
-                pass
+        try:
-    except Exception:
+            if abs(float(p.get("pos") or 0)) > 1e-12:
-        pass
+                return {"ok": True, "skipped": True, "msg": "仍有持仓,暂不卖币"}
+        except (TypeError, ValueError):
+            pass
     parts = inst_id.split("-")
     underlying = (parts[0] if parts else "ETH").upper()
-    conn = cfg["get_db"]()
+    result = _spot_bridge.sell_residual_after_option_flat(
+        cfg["get_db"],
+        ex,
+        underlying=underlying,
+        inst_id=inst_id,
+    )
+    # 卖回完成(sell_complete):交易账户 after − 开仓 before → 冻结本单盈亏
     try:
-        from lib.options.options_db import init_options_tables
+        from lib.options.options_account_pnl_lib import try_settle_after_sellback
 
-        init_options_tables(conn)
+        res = result or {}
-        return _spot_bridge.sell_residual_after_option_flat(conn, ex, underlying=underlying, inst_id=inst_id)
+        if res.get("ok") and res.get("sell_complete", True) and not res.get("incomplete"):
-    finally:
+            bid = res.get("bridge_id")
+            try_settle_after_sellback(
+                cfg["get_db"],
+                ex,
+                bridge_id=int(bid) if bid is not None else None,
+                cfg=cfg,
+                underlying=underlying,
+                sell_complete=True,
+            )
+    except Exception:
+        pass
+    return result
+
+
+def sweep_spot_after_options_flat(
+    cfg: dict[str, Any],
+    ex: Any | None = None,
+) -> dict[str, Any]:
+    """币本位:某标的已无期权持仓时,把交易户该标的残留币卖回 USDT.
+
+    覆盖到期结算、限价平仓后同步关仓等未走买一平仓卖回路径的情况。
+    """
+    if not is_coin_margin_mode():
+        return {"ok": True, "skipped": True, "msg": "非币本位"}
+    exchange = ex if ex is not None else cfg.get("exchange_options")
+    if exchange is None:
+        return {"ok": False, "msg": "exchange 未就绪"}
+    live_uly: set[str] = set()
+    try:
+        rows = cfg["fetch_option_positions"](exchange)
+    except Exception as e:
+        # 持仓查询失败:只清 pending 粉尘桥,绝不卖币
         try:
-            conn.close()
+            _spot_bridge.clear_dust_pending_sell_bridges(cfg["get_db"], exchange)
         except Exception:
             pass
+        return {"ok": False, "msg": f"持仓查询失败: {e}"}
+    if rows is None:
+        try:
+            _spot_bridge.clear_dust_pending_sell_bridges(cfg["get_db"], exchange)
+        except Exception:
+            pass
+        return {"ok": False, "msg": "持仓查询失败: 空响应"}
+    for p in rows or []:
+        try:
+            if abs(float(p.get("pos") or 0)) <= 1e-12:
+                continue
+        except (TypeError, ValueError):
+            continue
+        inst = str(p.get("instId") or p.get("inst_id") or "").strip()
+        if not inst:
+            continue
+        live_uly.add(inst.split("-")[0].upper())
+
+    # 先关掉只剩粉尘的 pending 桥,避免拦开仓又看不到重试按钮
+    try:
+        _spot_bridge.clear_dust_pending_sell_bridges(cfg["get_db"], exchange)
+    except Exception:
+        pass
+
+    sold: list[dict[str, Any]] = []
+    for uly in ("BTC", "ETH"):
+        if uly in live_uly:
+            continue
+        try:
+            avail = _spot_bridge.fetch_trading_coin_available(exchange, uly)
+            # 低于现货 minSz 的粉尘不扫、不重试
+            if avail is None or not _spot_bridge.is_sellable_spot_coin(exchange, uly, avail):
+                continue
+        except Exception:
+            continue
+        try:
+            out = _spot_bridge.sell_residual_after_option_flat(
+                cfg["get_db"],
+                exchange,
+                underlying=uly,
+                inst_id=None,
+            )
+            out = out or {}
+            if out.get("ok") and out.get("sell_complete", True) and not out.get("incomplete"):
+                try:
+                    from lib.options.options_account_pnl_lib import try_settle_after_sellback
+
+                    bid = out.get("bridge_id")
+                    try_settle_after_sellback(
+                        cfg["get_db"],
+                        exchange,
+                        bridge_id=int(bid) if bid is not None else None,
+                        cfg=cfg,
+                        underlying=uly,
+                        sell_complete=True,
+                    )
+                except Exception:
+                    pass
+            sold.append({"underlying": uly, **out})
+        except Exception as e:
+            sold.append({"underlying": uly, "ok": False, "msg": str(e)})
+    return {"ok": True, "results": sold, "skipped": not sold}

lib/options/options_cond_order_lib.py

@@ -0,0 +1,999 @@
+"""中控条件开仓单:客户端本地监控/开仓/出场(中控只下发不盯盘)."""
+from __future__ import annotations
+
+import json
+import sqlite3
+import time
+from datetime import datetime, timedelta, timezone
+from typing import Any
+
+# armed:待命穿越; triggering:已穿越等偏离区内开仓; open:持仓中;
+# done:终态(leave_up/leave_down/cancel/timeout/closed)
+ACTIVE_STATUSES = ("armed", "triggering", "open")
+
+
+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 ensure_cond_order_table(conn: sqlite3.Connection) -> None:
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_cond_orders (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            hub_order_id TEXT NOT NULL UNIQUE,
+            underlying TEXT NOT NULL,
+            opt_type TEXT NOT NULL,
+            trigger_side TEXT NOT NULL,
+            trigger_px REAL NOT NULL,
+            deviation_pct REAL NOT NULL,
+            min_expiry_hours REAL NOT NULL,
+            target_index REAL,
+            profit_exit_enabled INTEGER DEFAULT 0,
+            profit_exit_mult REAL DEFAULT 1.0,
+            pending_target_index REAL,
+            pending_profit_exit_enabled INTEGER,
+            pending_profit_exit_mult REAL,
+            exit_update_pending INTEGER DEFAULT 0,
+            status TEXT NOT NULL DEFAULT 'armed',
+            end_reason TEXT,
+            last_index REAL,
+            crossed_at TEXT,
+            opened_inst_id TEXT,
+            opened_trade_id INTEGER,
+            opened_at TEXT,
+            message TEXT,
+            created_at TEXT,
+            updated_at TEXT,
+            ended_at TEXT
+        )
+        """
+    )
+    try:
+        conn.execute("ALTER TABLE options_cond_orders ADD COLUMN opened_at TEXT")
+    except Exception:
+        pass
+    conn.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_options_cond_orders_status
+        ON options_cond_orders(status)
+        """
+    )
+    try:
+        conn.execute(
+            """
+            UPDATE options_cond_orders
+            SET opened_at = updated_at
+            WHERE opened_at IS NULL
+              AND status = 'open'
+              AND updated_at IS NOT NULL
+              AND TRIM(updated_at) != ''
+            """
+        )
+    except Exception:
+        pass
+
+
+def _now() -> str:
+    try:
+        from lib.options.options_time_lib import options_app_now_str
+
+        return options_app_now_str()
+    except Exception:
+        return time.strftime("%Y-%m-%d %H:%M:%S")
+
+
+def _notify_cond(
+    send_wechat: Any,
+    *,
+    title: str,
+    order: dict[str, Any],
+    account_label: str = "",
+    extra: list[str] | None = None,
+) -> None:
+    if not callable(send_wechat) or not order:
+        return
+    try:
+        lines = [
+            title,
+            f"账户:{account_label or 'OKX期权'}",
+            f"单号:{order.get('hub_order_id') or '—'}",
+            f"标的:{order.get('underlying') or '—'} {order.get('opt_type') or '—'}",
+            f"触发价:{order.get('trigger_px') if order.get('trigger_px') is not None else '—'}",
+        ]
+        for line in extra or []:
+            if line:
+                lines.append(line)
+        send_wechat("\n".join(lines))
+    except Exception:
+        pass
+
+
+def next_thursday_2300(created_at: Any) -> datetime | None:
+    """下发后第一个周四 23:00(业务时区).周四 23:00 之后下发的顺延到下周四."""
+    from lib.options.options_time_lib import options_app_tz, options_wall_clock_to_ms
+
+    ms = options_wall_clock_to_ms(created_at)
+    if ms is None:
+        return None
+    tz = options_app_tz()
+    dt = datetime.fromtimestamp(ms / 1000.0, tz=timezone.utc).astimezone(tz)
+    days = (3 - dt.weekday()) % 7
+    cand = dt.replace(hour=23, minute=0, second=0, microsecond=0) + timedelta(days=days)
+    if cand <= dt:
+        cand += timedelta(days=7)
+    return cand
+
+
+def expire_untriggered_cond_orders(
+    conn: sqlite3.Connection,
+    *,
+    send_wechat: Any = None,
+    account_label: str = "",
+    now: datetime | None = None,
+) -> int:
+    """仅取消仍待命(未触发)的条件单;持仓/触发中不动."""
+    from lib.options.options_time_lib import options_app_tz
+
+    now_dt = now or datetime.now(options_app_tz())
+    n = 0
+    for order in list_cond_orders(conn, active_only=True):
+        if str(order.get("status") or "") != "armed":
+            continue
+        deadline = next_thursday_2300(order.get("created_at"))
+        if deadline is None or now_dt < deadline:
+            continue
+        _end_order(
+            conn,
+            order,
+            end_reason="timeout",
+            message="周四23:00未触发自动取消",
+            send_wechat=send_wechat,
+            account_label=account_label,
+        )
+        n += 1
+    return n
+
+
+def _row_to_dict(row: sqlite3.Row | None) -> dict[str, Any] | None:
+    if row is None:
+        return None
+    d = dict(row)
+    d["profit_exit_enabled"] = bool(int(d.get("profit_exit_enabled") or 0))
+    d["exit_update_pending"] = bool(int(d.get("exit_update_pending") or 0))
+    if d.get("pending_profit_exit_enabled") is not None:
+        d["pending_profit_exit_enabled"] = bool(int(d["pending_profit_exit_enabled"]))
+    return d
+
+
+def list_cond_orders(conn: sqlite3.Connection, *, active_only: bool = False) -> list[dict[str, Any]]:
+    ensure_cond_order_table(conn)
+    if active_only:
+        rows = conn.execute(
+            f"""
+            SELECT * FROM options_cond_orders
+            WHERE status IN ({",".join("?" * len(ACTIVE_STATUSES))})
+            ORDER BY id DESC
+            """,
+            ACTIVE_STATUSES,
+        ).fetchall()
+    else:
+        rows = conn.execute(
+            "SELECT * FROM options_cond_orders ORDER BY id DESC LIMIT 100"
+        ).fetchall()
+    return [_row_to_dict(r) for r in rows if r]
+
+
+def get_cond_order_by_hub_id(conn: sqlite3.Connection, hub_order_id: str) -> dict[str, Any] | None:
+    ensure_cond_order_table(conn)
+    row = conn.execute(
+        "SELECT * FROM options_cond_orders WHERE hub_order_id = ?",
+        ((hub_order_id or "").strip(),),
+    ).fetchone()
+    return _row_to_dict(row)
+
+
+def has_active_cond_order(conn: sqlite3.Connection) -> bool:
+    ensure_cond_order_table(conn)
+    row = conn.execute(
+        f"""
+        SELECT 1 FROM options_cond_orders
+        WHERE status IN ({",".join("?" * len(ACTIVE_STATUSES))})
+        LIMIT 1
+        """,
+        ACTIVE_STATUSES,
+    ).fetchone()
+    return row is not None
+
+
+def cond_order_blocks_manual_open_msg(conn: sqlite3.Connection) -> str | None:
+    if has_active_cond_order(conn):
+        return "中控条件单占用中,禁止手动开仓"
+    return None
+
+
+def machine_has_option_position(cfg: dict[str, Any], ex: Any) -> bool:
+    try:
+        raw = cfg["fetch_option_positions"](ex)
+    except Exception:
+        return False
+    if not raw:
+        return False
+    from lib.options.options_position_limit_lib import count_live_option_positions
+
+    return count_live_option_positions(raw) > 0
+
+
+def create_cond_order(
+    conn: sqlite3.Connection,
+    payload: dict[str, Any],
+    *,
+    send_wechat: Any = None,
+    account_label: str = "",
+) -> dict[str, Any]:
+    """接收中控下发;同机仅允许一张活跃条件单."""
+    ensure_cond_order_table(conn)
+    hub_order_id = (payload.get("hub_order_id") or "").strip()
+    if not hub_order_id:
+        return {"ok": False, "msg": "缺少 hub_order_id"}
+    existing = get_cond_order_by_hub_id(conn, hub_order_id)
+    if existing:
+        return {"ok": True, "msg": "条件单已存在", "order": existing, "deduped": True}
+    if has_active_cond_order(conn):
+        return {"ok": False, "msg": "本机已有活跃条件单"}
+
+    underlying = (payload.get("underlying") or "ETH").strip().upper() or "ETH"
+    try:
+        from lib.options.options_underly_lib import resolve_default_underly, underly_not_allowed_msg
+
+        if not (payload.get("underlying") or "").strip():
+            underlying = resolve_default_underly()
+        uly_block = underly_not_allowed_msg(underlying)
+        if uly_block:
+            return {"ok": False, "msg": uly_block}
+    except Exception:
+        pass
+    opt_type = (payload.get("opt_type") or "P").strip().upper()
+    if opt_type not in ("P", "C"):
+        return {"ok": False, "msg": "opt_type 须为 P 或 C"}
+    # 左侧单:看跌等上穿、看涨等下穿;忽略中控传入的 trigger_side
+    trigger_side = "gte" if opt_type == "P" else "lte"
+    trigger_px = _safe_float(payload.get("trigger_px"))
+    if trigger_px is None or trigger_px <= 0:
+        return {"ok": False, "msg": "trigger_px 无效"}
+    deviation_pct = _safe_float(payload.get("deviation_pct"))
+    if deviation_pct is None or deviation_pct <= 0:
+        return {"ok": False, "msg": "deviation_pct 须 > 0"}
+    min_expiry_hours = _safe_float(payload.get("min_expiry_hours"))
+    if min_expiry_hours is None or min_expiry_hours <= 0:
+        return {"ok": False, "msg": "min_expiry_hours 须 > 0"}
+
+    exit_cfg = payload.get("exit") if isinstance(payload.get("exit"), dict) else {}
+    target_index = _safe_float(exit_cfg.get("target_index") or payload.get("target_index"))
+    pe_en = bool(exit_cfg.get("profit_exit_enabled") or payload.get("profit_exit_enabled"))
+    from lib.options.options_profit_exit_lib import normalize_profit_exit_mult
+
+    pe_mult = normalize_profit_exit_mult(
+        exit_cfg.get("profit_exit_mult", payload.get("profit_exit_mult")), default=1.0
+    )
+    if target_index is not None and target_index <= 0:
+        return {"ok": False, "msg": "target_index 无效"}
+    if not pe_en and target_index is None:
+        return {"ok": False, "msg": "请至少配置目标位或翻倍出场"}
+
+    now = _now()
+    conn.execute(
+        """
+        INSERT INTO options_cond_orders (
+            hub_order_id, underlying, opt_type, trigger_side, trigger_px, deviation_pct,
+            min_expiry_hours, target_index, profit_exit_enabled, profit_exit_mult,
+            status, message, created_at, updated_at
+        ) VALUES (?,?,?,?,?,?,?,?,?,?, 'armed', ?, ?, ?)
+        """,
+        (
+            hub_order_id,
+            underlying,
+            opt_type,
+            trigger_side,
+            float(trigger_px),
+            float(deviation_pct),
+            float(min_expiry_hours),
+            float(target_index) if target_index is not None else None,
+            1 if pe_en else 0,
+            float(pe_mult),
+            "已接收,待命穿越",
+            now,
+            now,
+        ),
+    )
+    conn.commit()
+    order = get_cond_order_by_hub_id(conn, hub_order_id)
+    _notify_cond(
+        send_wechat,
+        title="【OKX期权·条件单下发】",
+        order=order or {},
+        account_label=account_label,
+        extra=[
+            f"方向:{'Put 上穿' if opt_type == 'P' else 'Call 下穿'}",
+            f"偏离:{deviation_pct:g}%",
+            f"最短到期:{float(min_expiry_hours):g}h",
+            "状态:待命",
+        ],
+    )
+    return {"ok": True, "msg": "条件单已 armed", "order": order}
+
+
+def cancel_cond_order(
+    conn: sqlite3.Connection,
+    hub_order_id: str,
+    *,
+    send_wechat: Any = None,
+    account_label: str = "",
+) -> dict[str, Any]:
+    order = get_cond_order_by_hub_id(conn, hub_order_id)
+    if not order:
+        return {"ok": False, "msg": "条件单不存在"}
+    if order.get("status") not in ACTIVE_STATUSES:
+        return {"ok": True, "msg": "条件单已结束", "order": order}
+    if order.get("status") == "open":
+        return {"ok": False, "msg": "已开仓,请用平仓/出场结束;取消仅适用于未成交条件单"}
+    _end_order(
+        conn,
+        order,
+        end_reason="cancel",
+        message="中控取消",
+        send_wechat=send_wechat,
+        account_label=account_label,
+    )
+    return {"ok": True, "msg": "已取消", "order": get_cond_order_by_hub_id(conn, hub_order_id)}
+
+
+def update_cond_order_exit(
+    conn: sqlite3.Connection,
+    hub_order_id: str,
+    *,
+    target_index: Any = None,
+    profit_exit_enabled: Any = None,
+    profit_exit_mult: Any = None,
+) -> dict[str, Any]:
+    """成交后改出场;若正在平仓挂单则先记 pending,本轮结束后再套用."""
+    order = get_cond_order_by_hub_id(conn, hub_order_id)
+    if not order:
+        return {"ok": False, "msg": "条件单不存在"}
+    if order.get("status") != "open":
+        return {"ok": False, "msg": "仅持仓中的条件单可改出场"}
+
+    from lib.options.options_profit_exit_lib import normalize_profit_exit_mult
+
+    new_target = _safe_float(target_index) if target_index is not None else order.get("target_index")
+    if target_index is not None and str(target_index).strip() == "":
+        new_target = None
+    if new_target is not None and new_target <= 0:
+        return {"ok": False, "msg": "target_index 无效"}
+    if profit_exit_enabled is None:
+        pe_en = bool(order.get("profit_exit_enabled"))
+    else:
+        pe_en = bool(profit_exit_enabled)
+    pe_mult = normalize_profit_exit_mult(
+        profit_exit_mult if profit_exit_mult is not None else order.get("profit_exit_mult"),
+        default=1.0,
+    )
+    if not pe_en and new_target is None:
+        return {"ok": False, "msg": "请至少配置目标位或翻倍出场"}
+
+    closing = _exit_close_in_progress(conn, str(order.get("opened_inst_id") or ""))
+    now = _now()
+    if closing:
+        conn.execute(
+            """
+            UPDATE options_cond_orders SET
+                pending_target_index = ?,
+                pending_profit_exit_enabled = ?,
+                pending_profit_exit_mult = ?,
+                exit_update_pending = 1,
+                message = ?,
+                updated_at = ?
+            WHERE hub_order_id = ?
+            """,
+            (
+                float(new_target) if new_target is not None else None,
+                1 if pe_en else 0,
+                float(pe_mult),
+                "出场已更新,等待本轮平仓挂单结束后生效",
+                now,
+                hub_order_id,
+            ),
+        )
+        conn.commit()
+        return {
+            "ok": True,
+            "msg": "已记录,本轮平仓结束后生效",
+            "deferred": True,
+            "order": get_cond_order_by_hub_id(conn, hub_order_id),
+        }
+
+    _apply_exit_to_position(
+        conn,
+        order,
+        target_index=new_target,
+        profit_exit_enabled=pe_en,
+        profit_exit_mult=pe_mult,
+    )
+    conn.execute(
+        """
+        UPDATE options_cond_orders SET
+            target_index = ?,
+            profit_exit_enabled = ?,
+            profit_exit_mult = ?,
+            exit_update_pending = 0,
+            pending_target_index = NULL,
+            pending_profit_exit_enabled = NULL,
+            pending_profit_exit_mult = NULL,
+            message = ?,
+            updated_at = ?
+        WHERE hub_order_id = ?
+        """,
+        (
+            float(new_target) if new_target is not None else None,
+            1 if pe_en else 0,
+            float(pe_mult),
+            "出场已更新并生效",
+            now,
+            hub_order_id,
+        ),
+    )
+    conn.commit()
+    return {"ok": True, "msg": "出场已更新", "order": get_cond_order_by_hub_id(conn, hub_order_id)}
+
+
+def _exit_close_in_progress(conn: sqlite3.Connection, inst_id: str) -> bool:
+    if not inst_id:
+        return False
+    try:
+        from lib.options.options_target_lib import list_closing_targets
+
+        for t in list_closing_targets(conn):
+            if str(t.get("inst_id") or "") == inst_id:
+                return True
+    except Exception:
+        pass
+    try:
+        row = conn.execute(
+            """
+            SELECT profit_exit_state FROM options_trades
+            WHERE inst_id = ? AND status = 'open'
+            ORDER BY id ASC LIMIT 1
+            """,
+            (inst_id,),
+        ).fetchone()
+        if row and str(row["profit_exit_state"] or "") == "closing":
+            return True
+    except Exception:
+        pass
+    return False
+
+
+def _apply_exit_to_position(
+    conn: sqlite3.Connection,
+    order: dict[str, Any],
+    *,
+    target_index: float | None,
+    profit_exit_enabled: bool,
+    profit_exit_mult: float,
+) -> None:
+    inst_id = str(order.get("opened_inst_id") or "").strip()
+    if not inst_id:
+        return
+    from lib.options.options_profit_exit_lib import set_profit_exit
+    from lib.options.options_target_lib import cancel_target_monitor, upsert_target_monitor
+
+    set_profit_exit(conn, inst_id=inst_id, enabled=profit_exit_enabled, mult=profit_exit_mult)
+    if target_index is not None:
+        upsert_target_monitor(
+            conn,
+            inst_id=inst_id,
+            target_index=float(target_index),
+            underlying=str(order.get("underlying") or ""),
+            opt_type=str(order.get("opt_type") or ""),
+        )
+    else:
+        cancel_target_monitor(conn, inst_id=inst_id)
+    conn.commit()
+
+
+def _end_order(
+    conn: sqlite3.Connection,
+    order: dict[str, Any],
+    *,
+    end_reason: str,
+    message: str,
+    send_wechat: Any = None,
+    account_label: str = "",
+    index_px: float | None = None,
+) -> None:
+    now = _now()
+    conn.execute(
+        """
+        UPDATE options_cond_orders SET
+            status = 'done',
+            end_reason = ?,
+            message = ?,
+            updated_at = ?,
+            ended_at = ?
+        WHERE hub_order_id = ?
+        """,
+        (end_reason, message, now, now, order["hub_order_id"]),
+    )
+    conn.commit()
+    if callable(send_wechat):
+        try:
+            reason_map = {
+                "leave_up": "上破偏离区结束",
+                "leave_down": "下破偏离区结束",
+                "cancel": "中控取消",
+                "timeout": "周四23:00未触发自动取消",
+                "closed": "出场完成",
+            }
+            _notify_cond(
+                send_wechat,
+                title="【OKX期权·条件单结束】",
+                order=order,
+                account_label=account_label,
+                extra=[
+                    f"原因:{reason_map.get(end_reason, end_reason)}",
+                    f"说明:{message}",
+                ]
+                + ([f"当前指数:{index_px:g}"] if index_px is not None else []),
+            )
+        except Exception:
+            pass
+
+
+def band_bounds(trigger_px: float, deviation_pct: float) -> tuple[float, float]:
+    d = max(0.0, float(deviation_pct)) / 100.0
+    lo = float(trigger_px) * (1.0 - d)
+    hi = float(trigger_px) * (1.0 + d)
+    return lo, hi
+
+
+def pick_nearest_itm_contract(
+    cfg: dict[str, Any],
+    ex: Any,
+    *,
+    underlying: str,
+    opt_type: str,
+    index_px: float,
+    min_expiry_hours: float,
+) -> dict[str, Any] | None:
+    """按当前指数选最近一档实值;到期 ≥ min_expiry_hours."""
+    from lib.exchange.okx_options_lib import build_option_chain, option_buy_liquidity_ok
+    from lib.options.options_pricing_lib import option_moneyness
+
+    max_dte_days = max(float(min_expiry_hours) / 24.0 + 14.0, 14.0)
+    # 放宽实值距离:取全部 ITM,再按距离排序
+    chain = build_option_chain(
+        ex,
+        underlying,
+        max_dte_days=max_dte_days,
+        itm_only=False,
+        itm_max_dist_usd=1e12,
+        index_px=index_px,
+    )
+    min_ms = time.time() * 1000 + float(min_expiry_hours) * 3600 * 1000
+    want = (opt_type or "P").upper()
+    candidates: list[tuple[float, dict[str, Any]]] = []
+    expiries = chain.get("expiries") or []
+    # build_option_chain 返回 list[{exp_time, contracts}]
+    if isinstance(expiries, dict):
+        exp_iter = [{"exp_time": k, "contracts": v} for k, v in expiries.items()]
+    else:
+        exp_iter = list(expiries)
+    for bucket in exp_iter:
+        try:
+            exp_ms = int(bucket.get("exp_time") or 0)
+        except (TypeError, ValueError):
+            exp_ms = 0
+        if exp_ms and exp_ms < min_ms:
+            continue
+        for c in bucket.get("contracts") or []:
+            if str(c.get("opt_type") or "").upper() != want:
+                continue
+            strike = _safe_float(c.get("strike"))
+            if strike is None:
+                continue
+            mny = option_moneyness(opt_type=want, strike=strike, index_px=index_px)
+            if mny != "itm":
+                continue
+            dist = abs(float(strike) - float(index_px))
+            candidates.append((dist, c))
+    if not candidates:
+        return None
+    candidates.sort(key=lambda x: (x[0], str(x[1].get("inst_id") or "")))
+    # 优先有卖一深度的最近档
+    for _dist, c in candidates[:12]:
+        inst = str(c.get("inst_id") or "")
+        if not inst:
+            continue
+        try:
+            q = cfg["quote_option_contract"](ex, inst)
+        except Exception:
+            continue
+        ask = q.get("ask")
+        ask_sz = q.get("ask_sz")
+        ok, _ = option_buy_liquidity_ok(ask, ask_sz)
+        if ok:
+            out = dict(c)
+            out["quote"] = q
+            return out
+    # 深度都不够时仍返回最近档,由上层继续等
+    best = dict(candidates[0][1])
+    return best
+
+
+def _fetch_index(cfg: dict[str, Any], ex: Any, underlying: str) -> float | None:
+    from lib.exchange.okx_options_lib import fetch_index_price
+
+    uly = f"{(underlying or 'ETH').upper()}-USD"
+    try:
+        return fetch_index_price(ex, uly)
+    except Exception:
+        return None
+
+
+def _try_open_full(
+    cfg: dict[str, Any],
+    ex: Any,
+    *,
+    inst_id: str,
+    order: dict[str, Any],
+) -> dict[str, Any]:
+    from lib.options.options_coin_open_lib import open_coin_option_buy_full
+
+    note = f"中控条件单:{order.get('hub_order_id')}"
+    target_index = _safe_float(order.get("target_index"))
+    pe_en = bool(order.get("profit_exit_enabled"))
+    pe_mult = float(order.get("profit_exit_mult") or 1.0)
+    # USDC 期权开仓已下线,条件单仅走币本位
+    return open_coin_option_buy_full(
+        cfg,
+        ex,
+        inst_id=inst_id,
+        signal_note=note,
+        target_index=target_index,
+        profit_exit_enabled=pe_en,
+        profit_exit_mult=pe_mult,
+        target_sheets=None,
+    )
+
+
+def run_cond_orders_tick(
+    conn_or_get_db: Any,
+    cfg: dict[str, Any],
+    *,
+    send_wechat: Any = None,
+    account_label: str = "",
+) -> None:
+    """监控循环单步:周四未触发取消 / 穿越 / 偏离区 / 开仓 / 出场收尾.
+
+    推荐传 get_db:开仓前会关闭连接,避免与买币/等待成交嵌套锁库。
+    """
+    get_db = conn_or_get_db if callable(conn_or_get_db) else None
+    if get_db is None:
+        conn = conn_or_get_db
+        ensure_cond_order_table(conn)
+        expire_untriggered_cond_orders(
+            conn, send_wechat=send_wechat, account_label=account_label
+        )
+        ex = cfg.get("exchange_options")
+        if ex is None:
+            return
+        for order in list_cond_orders(conn, active_only=True):
+            try:
+                _tick_one(
+                    conn,
+                    cfg,
+                    ex,
+                    order,
+                    send_wechat=send_wechat,
+                    account_label=account_label,
+                    get_db=None,
+                )
+            except Exception as e:
+                try:
+                    conn.execute(
+                        "UPDATE options_cond_orders SET message=?, updated_at=? WHERE hub_order_id=?",
+                        (f"监控异常: {e}"[:200], _now(), order["hub_order_id"]),
+                    )
+                    conn.commit()
+                except Exception:
+                    pass
+        return
+
+    ex: Any = None
+    orders: list[dict[str, Any]] = []
+    conn = get_db()
+    try:
+        ensure_cond_order_table(conn)
+        expire_untriggered_cond_orders(
+            conn, send_wechat=send_wechat, account_label=account_label
+        )
+        ex = cfg.get("exchange_options")
+        if ex is not None:
+            orders = list_cond_orders(conn, active_only=True)
+        try:
+            conn.commit()
+        except Exception:
+            pass
+    finally:
+        try:
+            conn.close()
+        except Exception:
+            pass
+    if ex is None or not orders:
+        return
+    for order in orders:
+        conn = get_db()
+        try:
+            _tick_one(
+                conn,
+                cfg,
+                ex,
+                order,
+                send_wechat=send_wechat,
+                account_label=account_label,
+                get_db=get_db,
+            )
+            try:
+                conn.commit()
+            except Exception:
+                pass
+        except Exception as e:
+            try:
+                conn.execute(
+                    "UPDATE options_cond_orders SET message=?, updated_at=? WHERE hub_order_id=?",
+                    (f"监控异常: {e}"[:200], _now(), order["hub_order_id"]),
+                )
+                conn.commit()
+            except Exception:
+                pass
+        finally:
+            try:
+                conn.close()
+            except Exception:
+                pass
+
+
+def _tick_one(
+    conn: sqlite3.Connection,
+    cfg: dict[str, Any],
+    ex: Any,
+    order: dict[str, Any],
+    *,
+    send_wechat: Any,
+    account_label: str,
+    get_db: Any = None,
+) -> None:
+    status = str(order.get("status") or "")
+    underlying = str(order.get("underlying") or "ETH")
+    idx = _fetch_index(cfg, ex, underlying)
+    if idx is None or idx <= 0:
+        return
+    last = _safe_float(order.get("last_index"))
+    conn.execute(
+        "UPDATE options_cond_orders SET last_index=?, updated_at=? WHERE hub_order_id=?",
+        (float(idx), _now(), order["hub_order_id"]),
+    )
+    conn.commit()
+
+    trigger_px = float(order["trigger_px"])
+    lo, hi = band_bounds(trigger_px, float(order["deviation_pct"]))
+    side = str(order.get("trigger_side") or "gte")
+
+    if status == "armed":
+        crossed = False
+        if side == "gte" and last is not None and last < trigger_px and idx >= trigger_px:
+            crossed = True
+        elif side == "lte" and last is not None and last > trigger_px and idx <= trigger_px:
+            crossed = True
+        # 首次无 last:只记录,等下一跳再判穿越(避免挂单时已在上方立刻开)
+        if last is None:
+            return
+        if crossed:
+            conn.execute(
+                """
+                UPDATE options_cond_orders SET status='triggering', crossed_at=?, message=?, updated_at=?
+                WHERE hub_order_id=?
+                """,
+                (_now(), f"已穿越 {trigger_px:g},等待偏离区内开仓", _now(), order["hub_order_id"]),
+            )
+            conn.commit()
+            order["status"] = "triggering"
+            status = "triggering"
+        else:
+            return
+
+    if status == "triggering":
+        if idx > hi:
+            _end_order(
+                conn,
+                order,
+                end_reason="leave_up",
+                message=f"指数 {idx:g} 上破偏离上沿 {hi:g}",
+                send_wechat=send_wechat,
+                account_label=account_label,
+                index_px=idx,
+            )
+            return
+        if idx < lo:
+            _end_order(
+                conn,
+                order,
+                end_reason="leave_down",
+                message=f"指数 {idx:g} 下破偏离下沿 {lo:g}",
+                send_wechat=send_wechat,
+                account_label=account_label,
+                index_px=idx,
+            )
+            return
+        # 区内:有仓则不再开
+        if machine_has_option_position(cfg, ex):
+            conn.execute(
+                "UPDATE options_cond_orders SET message=?, updated_at=? WHERE hub_order_id=?",
+                ("偏离区内但已有持仓,等待", _now(), order["hub_order_id"]),
+            )
+            conn.commit()
+            return
+        picked = pick_nearest_itm_contract(
+            cfg,
+            ex,
+            underlying=underlying,
+            opt_type=str(order.get("opt_type") or "P"),
+            index_px=idx,
+            min_expiry_hours=float(order.get("min_expiry_hours") or 24),
+        )
+        if not picked or not picked.get("inst_id"):
+            conn.execute(
+                "UPDATE options_cond_orders SET message=?, updated_at=? WHERE hub_order_id=?",
+                ("偏离区内暂无合适实值合约", _now(), order["hub_order_id"]),
+            )
+            conn.commit()
+            return
+        inst_id = str(picked["inst_id"])
+        # 深度检查
+        from lib.exchange.okx_options_lib import option_buy_liquidity_ok
+
+        q = picked.get("quote") or cfg["quote_option_contract"](ex, inst_id)
+        ok_liq, msg_liq = option_buy_liquidity_ok(q.get("ask"), q.get("ask_sz"))
+        if not ok_liq:
+            conn.execute(
+                "UPDATE options_cond_orders SET message=?, updated_at=? WHERE hub_order_id=?",
+                (f"深度不足继续等待: {msg_liq or '无卖一'}", _now(), order["hub_order_id"]),
+            )
+            conn.commit()
+            return
+        # 开仓(买币/等成交)前释放本连接,避免嵌套锁库
+        try:
+            conn.commit()
+        except Exception:
+            pass
+        hub_id = order["hub_order_id"]
+        if get_db is not None:
+            try:
+                conn.close()
+            except Exception:
+                pass
+            conn = None
+        result = _try_open_full(cfg, ex, inst_id=inst_id, order=order)
+        if get_db is not None:
+            conn = get_db()
+            ensure_cond_order_table(conn)
+        assert conn is not None
+        if not result.get("ok"):
+            conn.execute(
+                "UPDATE options_cond_orders SET message=?, updated_at=? WHERE hub_order_id=?",
+                (f"开仓未成继续等: {result.get('msg') or '失败'}"[:180], _now(), hub_id),
+            )
+            conn.commit()
+            return
+        trade_id = result.get("trade_id")
+        conn.execute(
+            """
+            UPDATE options_cond_orders SET
+                status='open', opened_inst_id=?, opened_trade_id=?,
+                opened_at=COALESCE(opened_at, ?),
+                message=?, updated_at=?
+            WHERE hub_order_id=?
+            """,
+            (
+                inst_id,
+                int(trade_id) if trade_id is not None else None,
+                _now(),
+                f"已开仓 {inst_id}",
+                _now(),
+                hub_id,
+            ),
+        )
+        conn.commit()
+        opened = get_cond_order_by_hub_id(conn, order["hub_order_id"]) or order
+        _notify_cond(
+            send_wechat,
+            title="【OKX期权·条件单开仓】",
+            order=opened,
+            account_label=account_label,
+            extra=[
+                f"合约:{inst_id}",
+                f"说明:已开仓 {inst_id}",
+            ],
+        )
+        order2 = opened
+        order2["opened_inst_id"] = inst_id
+        _apply_exit_to_position(
+            conn,
+            order2,
+            target_index=_safe_float(order2.get("target_index")),
+            profit_exit_enabled=bool(order2.get("profit_exit_enabled")),
+            profit_exit_mult=float(order2.get("profit_exit_mult") or 1.0),
+        )
+        return
+
+    if status == "open":
+        # 延迟出场更新
+        if order.get("exit_update_pending") and not _exit_close_in_progress(
+            conn, str(order.get("opened_inst_id") or "")
+        ):
+            pe_en = order.get("pending_profit_exit_enabled")
+            if pe_en is None:
+                pe_en = order.get("profit_exit_enabled")
+            _apply_exit_to_position(
+                conn,
+                order,
+                target_index=_safe_float(order.get("pending_target_index")),
+                profit_exit_enabled=bool(pe_en),
+                profit_exit_mult=float(
+                    order.get("pending_profit_exit_mult")
+                    if order.get("pending_profit_exit_mult") is not None
+                    else order.get("profit_exit_mult")
+                    or 1.0
+                ),
+            )
+            conn.execute(
+                """
+                UPDATE options_cond_orders SET
+                    target_index = pending_target_index,
+                    profit_exit_enabled = COALESCE(pending_profit_exit_enabled, profit_exit_enabled),
+                    profit_exit_mult = COALESCE(pending_profit_exit_mult, profit_exit_mult),
+                    exit_update_pending = 0,
+                    pending_target_index = NULL,
+                    pending_profit_exit_enabled = NULL,
+                    pending_profit_exit_mult = NULL,
+                    message = ?,
+                    updated_at = ?
+                WHERE hub_order_id = ?
+                """,
+                ("延迟出场已生效", _now(), order["hub_order_id"]),
+            )
+            conn.commit()
+
+        inst_id = str(order.get("opened_inst_id") or "")
+        if not inst_id:
+            return
+        if not machine_has_option_position(cfg, ex):
+            # 确认该合约已平
+            raw = cfg["fetch_option_positions"](ex) or []
+            still = any(str(p.get("instId") or "") == inst_id for p in raw)
+            if still:
+                return
+            _end_order(
+                conn,
+                order,
+                end_reason="closed",
+                message="持仓已平,条件单完成",
+                send_wechat=send_wechat,
+                account_label=account_label,
+                index_px=idx,
+            )

lib/options/options_dashboard_lib.py

@@ -47,14 +47,11 @@ def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict
     try:
         init_options_tables(conn)
         try:
-            from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
             from lib.options.options_target_lib import targets_by_inst
 
             tgt_map = targets_by_inst(conn)
-            hedge_target_map = active_options_targets_by_inst(conn)
         except Exception:
             tgt_map = {}
-            hedge_target_map = {}
 
         for p in raw:
             if not isinstance(p, dict):
@@ -74,11 +71,6 @@ def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict
                 row["target_index"] = mon.get("target_index")
                 row["target_monitor_id"] = mon.get("id")
                 row["target_monitor"] = mon
-            hedge_target = hedge_target_map.get(str(row.get("inst_id") or ""))
-            if hedge_target:
-                row["hedge_plan_target"] = hedge_target
-                if not mon:
-                    row["target_index"] = hedge_target.get("target_index")
             rows.append(row)
     finally:
         conn.close()

lib/options/options_db.py

@@ -95,6 +95,19 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
         ON options_target_monitors(status)
         """
     )
+    # 实盘统计:按期权历史 history_key 冻结交易所盈亏折 U,避免跟实时指数漂移
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_exchange_pnl_freeze (
+            history_key TEXT PRIMARY KEY,
+            realized_pnl REAL,
+            realized_pnl_usdt REAL,
+            close_index_px REAL,
+            premium_ccy TEXT,
+            updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+        )
+        """
+    )
     for ddl in (
         "ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
         "ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
@@ -105,6 +118,23 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
         "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",
+        # 分批平仓累计:全平前写在最早一笔 open 上,全平后并入 premium_received
+        "ALTER TABLE options_trades ADD COLUMN close_recv_accum REAL DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_sheets_accum INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_notional_accum REAL DEFAULT 0",
+        # 手续费(权利金单位)与平仓冻结 U 口径
+        "ALTER TABLE options_trades ADD COLUMN open_fee REAL DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_fee REAL DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN fee_ccy TEXT",
+        "ALTER TABLE options_trades ADD COLUMN close_index_px REAL",
+        "ALTER TABLE options_trades ADD COLUMN open_index_px REAL",
+        "ALTER TABLE options_trades ADD COLUMN realized_pnl_usdt REAL",
+        # 交易账户快照盈亏(一次一仓):before→after 差分冻结
+        "ALTER TABLE options_trades ADD COLUMN trading_usdt_before REAL",
+        "ALTER TABLE options_trades ADD COLUMN trading_usdt_after REAL",
+        "ALTER TABLE options_trades ADD COLUMN pnl_settled INTEGER DEFAULT 0",
+        # 初始权利金(U)=开仓指数×权利金币量,不含多买缓冲
+        "ALTER TABLE options_trades ADD COLUMN initial_premium_usdt REAL",
     ):
         try:
             conn.execute(ddl)
@@ -116,6 +146,12 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
         ensure_bridge_table(conn)
     except Exception:
         pass
+    try:
+        from lib.options.options_cond_order_lib import ensure_cond_order_table
+
+        ensure_cond_order_table(conn)
+    except Exception:
+        pass
     init_options_review_tables(conn)
 
 
@@ -138,6 +174,27 @@ def sum_open_premium_paid(conn: sqlite3.Connection, inst_id: str) -> float | Non
     return round(float(row["total"] or 0), 8)
 
 
+def sum_open_budget_usdt(conn: sqlite3.Connection, inst_id: str) -> float | None:
+    """同合约 open 腿开仓预算/兑换占用 USDT 合计(权利金折 U 展示用,不随币价变)."""
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT SUM(budget_usdt) AS total, COUNT(*) AS n
+        FROM options_trades
+        WHERE inst_id = ? AND status = 'open' AND budget_usdt IS NOT NULL
+        """,
+        (inst,),
+    ).fetchone()
+    if not row or int(row["n"] or 0) < 1:
+        return None
+    try:
+        return round(float(row["total"] or 0), 4)
+    except (TypeError, ValueError):
+        return None
+
+
 def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
     """同合约所有 open 腿张数合计."""
     inst = (inst_id or "").strip()
@@ -154,3 +211,86 @@ def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
     if not row or int(row["n"] or 0) < 1:
         return None
     return int(row["total"] or 0)
+
+
+def _earliest_open_trade_id(conn: sqlite3.Connection, inst_id: str) -> int | None:
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT id FROM options_trades
+        WHERE inst_id = ? AND status = 'open'
+        ORDER BY id ASC
+        LIMIT 1
+        """,
+        (inst,),
+    ).fetchone()
+    return int(row["id"]) if row else None
+
+
+def get_open_close_accum(conn: sqlite3.Connection, inst_id: str) -> dict[str, float | int | str | None]:
+    """读取分批平仓累计(挂在最早一笔 open 上)."""
+    tid = _earliest_open_trade_id(conn, inst_id)
+    if tid is None:
+        return {"recv": 0.0, "sheets": 0, "notional": 0.0, "close_ord_id": None}
+    row = conn.execute(
+        """
+        SELECT close_recv_accum, close_sheets_accum, close_notional_accum, close_ord_id
+        FROM options_trades WHERE id = ?
+        """,
+        (tid,),
+    ).fetchone()
+    if not row:
+        return {"recv": 0.0, "sheets": 0, "notional": 0.0, "close_ord_id": None}
+    return {
+        "recv": float(row["close_recv_accum"] or 0),
+        "sheets": int(row["close_sheets_accum"] or 0),
+        "notional": float(row["close_notional_accum"] or 0),
+        "close_ord_id": str(row["close_ord_id"] or "").strip() or None,
+    }
+
+
+def add_open_close_accum(
+    conn: sqlite3.Connection,
+    inst_id: str,
+    *,
+    recv: float,
+    sheets: int,
+    px: float,
+    ord_id: str | None = None,
+) -> bool:
+    """分批平仓成交后累加收回权利金/张数/名义(供全平 VWAP 与总盈亏)."""
+    tid = _earliest_open_trade_id(conn, inst_id)
+    if tid is None:
+        return False
+    sheets_i = max(0, int(sheets or 0))
+    recv_f = float(recv or 0)
+    px_f = float(px or 0)
+    if sheets_i < 1 and abs(recv_f) < 1e-15:
+        return False
+    notional_add = px_f * sheets_i if sheets_i > 0 and px_f > 0 else 0.0
+    oid = str(ord_id or "").strip()
+    prev = conn.execute(
+        "SELECT close_ord_id FROM options_trades WHERE id = ?", (tid,)
+    ).fetchone()
+    prev_oids = str((prev["close_ord_id"] if prev else None) or "").strip()
+    if oid:
+        parts = [p for p in prev_oids.split(",") if p] if prev_oids else []
+        if oid not in parts:
+            parts.append(oid)
+        merged_oid = ",".join(parts)
+    else:
+        merged_oid = prev_oids or None
+    conn.execute(
+        """
+        UPDATE options_trades
+        SET close_recv_accum = COALESCE(close_recv_accum, 0) + ?,
+            close_sheets_accum = COALESCE(close_sheets_accum, 0) + ?,
+            close_notional_accum = COALESCE(close_notional_accum, 0) + ?,
+            close_ord_id = ?
+        WHERE id = ?
+        """,
+        (recv_f, sheets_i, notional_add, merged_oid, tid),
+    )
+    return True

lib/options/options_history_lib.py

@@ -29,6 +29,25 @@ def enrich_position_row_display(
     if premium_override is not None:
         row["premium_paid"] = premium_override
     row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=premium_ccy)
+    try:
+        from lib.options.options_pricing_lib import equivalent_contract_leverage
+
+        def _sf(v: Any) -> float | None:
+            if v is None or v == "":
+                return None
+            try:
+                return float(v)
+            except (TypeError, ValueError):
+                return None
+
+        row["contract_leverage"] = equivalent_contract_leverage(
+            index_px=_sf(row.get("idx_px")),
+            eth_amount=_sf(row.get("eth_amount")),
+            total_premium=_sf(row.get("premium_paid")),
+            margin_mode=row_mode,
+        )
+    except Exception:
+        row.setdefault("contract_leverage", None)
     return row
 
 
@@ -48,6 +67,8 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
     if raw_live is None:
         return []
 
+    prem_by_inst: dict[str, float | None] = {}
+    hidden_keys: set[str] = set()
     conn = cfg["get_db"]()
     try:
         init_options_tables(conn)
@@ -57,25 +78,34 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
         }
         for p in raw_live:
             inst = str(p.get("instId") or "").strip()
-            premium_override = sum_open_premium_paid(conn, inst) if inst else None
+            if inst:
-            row = enrich_position_row_display(
+                prem_by_inst[inst] = sum_open_premium_paid(conn, inst)
-                cfg,
+        try:
-                ex,
+            conn.commit()
-                p,
+        except Exception:
-                meta_cache=meta_cache,
+            pass
-                premium_override=premium_override,
-            )
-            open_ms = None
-            ctime = p.get("cTime") or (row.get("raw") or {}).get("cTime")
-            try:
-                if ctime is not None and str(ctime).strip():
-                    open_ms = int(float(ctime))
-            except (TypeError, ValueError):
-                open_ms = None
-            items.append(format_live_option_history_row(row, open_ms=open_ms))
     finally:
         conn.close()
 
+    for p in raw_live:
+        inst = str(p.get("instId") or "").strip()
+        premium_override = prem_by_inst.get(inst)
+        row = enrich_position_row_display(
+            cfg,
+            ex,
+            p,
+            meta_cache=meta_cache,
+            premium_override=premium_override,
+        )
+        open_ms = None
+        ctime = p.get("cTime") or (row.get("raw") or {}).get("cTime")
+        try:
+            if ctime is not None and str(ctime).strip():
+                open_ms = int(float(ctime))
+        except (TypeError, ValueError):
+            open_ms = None
+        items.append(format_live_option_history_row(row, open_ms=open_ms))
+
     hist_raw = fetch_all_option_positions_history(ex, limit=200)
     for raw in hist_raw:
         inst_id = str(raw.get("instId") or "").strip()

lib/options/options_hub_lib.py

@@ -23,20 +23,20 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
         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)
+        # 中控需同步实例买一/流动性;盘口在 DB 已释放后拉取(见 build_display_option_positions)
+        positions = build_display_option_positions(
+            cfg, ex, raw, include_close_preview=True
+        )
         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(
@@ -59,12 +59,6 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                         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,
@@ -85,13 +79,14 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                 conn.close()
         except Exception:
             target_monitors = []
-        from lib.options.options_positions_lib import display_pnl_from_option_row
+        from lib.options.options_positions_lib import display_pnl_usdt_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
+            # 合计一律折 U:币本位 × 指数,避免 BTC/ETH 币数量与 USDC 混加
-            pnl = display_pnl_from_option_row(p)
+            pnl = display_pnl_usdt_from_option_row(p)
+            p["display_pnl_usdt"] = pnl
             if pnl is None:
                 continue
             has_upl = True
@@ -138,7 +133,10 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
             except Exception:
                 open_bridges = []
 
-        return {
+        from lib.options.options_underly_lib import underly_cfg_snapshot
+
+        _uly_snap = underly_cfg_snapshot()
+        out = {
             "ok": True,
             "enabled": True,
             "positions": positions,
@@ -157,10 +155,43 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
             "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",
+            "options_underly": _uly_snap["default_underly"],
+            "options_allowed_underlys": _uly_snap["allowed_underlys"],
             "coin_budget": coin_budget,
             "bridge_status": bridge_status,
             "open_bridges": open_bridges,
+            "cond_order_locked": False,
+            "cond_orders_active": [],
+            "transfer_blocked": False,
+            "transfer_block_msg": "",
         }
+        try:
+            from lib.options.options_cond_order_lib import has_active_cond_order, list_cond_orders
+
+            conn_c = cfg["get_db"]()
+            try:
+                from lib.options.options_db import init_options_tables
+
+                init_options_tables(conn_c)
+                out["cond_order_locked"] = has_active_cond_order(conn_c)
+                out["cond_orders_active"] = list_cond_orders(conn_c, active_only=True)
+            finally:
+                conn_c.close()
+        except Exception:
+            pass
+        try:
+            from lib.options.options_account_pnl_lib import transfer_blocked_by_position_msg
+
+            conn_tb = cfg["get_db"]()
+            try:
+                tmsg = transfer_blocked_by_position_msg(conn_tb, ex)
+                if tmsg:
+                    out["transfer_blocked"] = True
+                    out["transfer_block_msg"] = tmsg
+            finally:
+                conn_tb.close()
+        except Exception:
+            pass
+        return out
     except Exception as e:
         return {"ok": False, "enabled": True, "msg": str(e)}

lib/options/options_margin_mode_lib.py

@@ -24,30 +24,21 @@ def _env_float(name: str, default: float) -> float:
 
 
 def normalize_options_margin_mode(raw: Any = None) -> str:
-    """返回 usdc | coin;未配置时默认币本位."""
+    """币本位专用机:始终 coin;历史 usdc 配置读取时亦归一为 coin."""
-    if raw is None:
+    del raw
-        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
+    del raw
+    return True
 
 
 def inst_family_for_underlying(underlying: str, *, margin_mode: str | None = None) -> str:
+    """仅币本位期权族 {U}-USD;USD_UM 已下线."""
+    del margin_mode
     u = (underlying or "ETH").strip().upper() or "ETH"
-    mode = normalize_options_margin_mode(margin_mode)
+    return f"{u}-USD"
-    if mode == MODE_COIN:
-        return f"{u}-USD"
-    return f"{u}-USD_UM"
 
 
 def margin_mode_from_inst_id(inst_id: str) -> str:
@@ -63,9 +54,10 @@ def margin_mode_from_inst_id(inst_id: str) -> str:
 
 
 def premium_ccy_for_mode(margin_mode: str, underlying: str = "ETH") -> str:
-    if normalize_options_margin_mode(margin_mode) == MODE_COIN:
+    """币本位权利金为标的币;历史 USDC 行(margin_mode=usdc)仍标 USDC."""
-        return (underlying or "ETH").strip().upper() or "ETH"
+    if str(margin_mode or "").strip().lower() == MODE_USDC:
-    return "USDC"
+        return "USDC"
+    return (underlying or "ETH").strip().upper() or "ETH"
 
 
 def spot_quote_inst_id(underlying: str) -> str:
@@ -90,9 +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
@@ -137,18 +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%).
+    env OKX_OPTIONS_COIN_SPOT_BUY_BUFFER 默认 1.05(=多买 5%).
-    也可写 0.10 表示 +10%.
+    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_monitor_lib.py

@@ -129,12 +129,16 @@ def run_options_profit_alerts(
             premium_ccy=str(bucket.get("premium_ccy") or pos.get("premium_ccy") or ""),
         )
         try:
+            # 推送前先提交,避免握锁等 webhook
+            try:
+                conn.commit()
+            except Exception:
+                pass
             send_wechat(msg)
             conn.execute(
                 f"UPDATE options_trades SET profit_alert_sent = 1 WHERE id IN ({','.join('?' * len(bucket['ids']))})",
                 tuple(bucket["ids"]),
             )
-            # 立即提交,避免后续目标/翻倍/同步异常回滚后每轮重推
             try:
                 conn.commit()
             except Exception:
@@ -183,7 +187,8 @@ def backfill_closed_options_realized_pnl_from_history(
     rows = conn.execute(
         """
         SELECT id, inst_id, sheets, premium_paid, realized_pnl, close_quote,
-               created_at, closed_at, close_ord_id
+               created_at, closed_at, close_ord_id, realized_pnl_usdt,
+               open_fee, close_fee, premium_ccy, underlying
         FROM options_trades
         WHERE status = 'closed'
         ORDER BY id DESC
@@ -194,8 +199,16 @@ def backfill_closed_options_realized_pnl_from_history(
     if not rows:
         return 0
 
+    from lib.options.options_pnl_settle_lib import (
+        resolve_close_index_px,
+        settle_exchange_realized_pnl,
+    )
+
     groups: dict[str, list[Any]] = {}
     for row in rows:
+        # 已冻结 U 的本地结算不再被交易所历史覆盖
+        if _safe_float(row["realized_pnl_usdt"]) is not None:
+            continue
         inst = str(row["inst_id"] or "").strip()
         if not inst or inst not in by_inst:
             continue
@@ -229,6 +242,8 @@ def backfill_closed_options_realized_pnl_from_history(
         total_paid = 0.0
         for r in group:
             total_paid += float(_safe_float(r["premium_paid"]) or 0.0)
+        underly = str(group[0]["underlying"] or "").strip()
+        close_idx = resolve_close_index_px(None, inst_id=inst, underlying=underly)
         allocated = 0.0
         for i, r in enumerate(group):
             paid = float(_safe_float(r["premium_paid"]) or 0.0)
@@ -250,17 +265,37 @@ def backfill_closed_options_realized_pnl_from_history(
             ord_ok = (not matched_pos) or (local_ord == matched_pos)
             if pnl_ok and quote_ok and ord_ok:
                 continue
-            prem_recv = round(paid + share, 4)
+            # OKX realizedPnl 已含手续费,只冻结折 U,禁止再减 open_fee/close_fee
+            prem_ccy = str(r["premium_ccy"] or "").strip() or "ETH"
+            settled = settle_exchange_realized_pnl(
+                realized_pnl=share,
+                premium_ccy=prem_ccy,
+                index_px=close_idx,
+            )
+            # 展示用收回≈已付+净盈亏+已记手续费(毛额近似,不参与再扣费)
+            ofee = float(_safe_float(r["open_fee"]) or 0.0)
+            cfee = float(_safe_float(r["close_fee"]) or 0.0)
+            prem_recv = round(paid + share + ofee + cfee, 4)
             conn.execute(
                 """
                 UPDATE options_trades
                 SET realized_pnl = ?,
                     premium_received = ?,
                     close_quote = COALESCE(?, close_quote),
-                    close_ord_id = COALESCE(?, close_ord_id)
+                    close_ord_id = COALESCE(?, close_ord_id),
-                WHERE id = ?
+                    close_index_px = COALESCE(?, close_index_px),
+                    realized_pnl_usdt = COALESCE(?, realized_pnl_usdt)
+                WHERE id = ? AND realized_pnl_usdt IS NULL
                 """,
-                (share, prem_recv, close_quote, matched_pos, int(r["id"])),
+                (
+                    settled.get("realized_pnl"),
+                    prem_recv,
+                    close_quote,
+                    matched_pos,
+                    settled.get("close_index_px"),
+                    settled.get("realized_pnl_usdt"),
+                    int(r["id"]),
+                ),
             )
             updated += 1
     return updated
@@ -279,13 +314,21 @@ def sync_open_options_trades(
     """
     rows = conn.execute(
         """
-        SELECT id, inst_id, premium_paid, exp_time, created_at
+        SELECT id, inst_id, premium_paid, exp_time, created_at,
+               open_fee, premium_ccy, underlying, exchange_ord_id,
+               budget_usdt, open_index_px, fee_ccy
         FROM options_trades
         WHERE status = 'open'
         """
     ).fetchall()
     updated = 0
+    closed_inst_ids: list[str] = []
     now_ms = int(time.time() * 1000)
+    from lib.options.options_pnl_settle_lib import (
+        resolve_close_index_px,
+        settle_closed_pnl,
+    )
+
     for row in rows:
         inst_id = str(row["inst_id"] or "")
         if not inst_id or inst_id in live_inst_ids:
@@ -308,8 +351,6 @@ def sync_open_options_trades(
             close_quote = close_info.get("close_quote")
             realized_pnl = close_info.get("realized_pnl")
             close_ord_id = close_info.get("pos_id")
-            if realized_pnl is not None:
-                prem_recv = round(paid + float(realized_pnl), 4)
             close_ms = close_info.get("close_ms")
             if close_ms:
                 closed_at = ms_to_options_app_str(close_ms)
@@ -326,6 +367,44 @@ def sync_open_options_trades(
         if not closed_at:
             closed_at = options_app_now_str()
 
+        open_fee = float(_safe_float(row["open_fee"]) or 0.0)
+        prem_ccy = str(row["premium_ccy"] or "").strip() or "ETH"
+        underly = str(row["underlying"] or "").strip()
+        close_idx = resolve_close_index_px(None, inst_id=inst_id, underlying=underly)
+        budget = _safe_float(row["budget_usdt"])
+        open_idx = _safe_float(row["open_index_px"])
+        fee_ccy = str(row["fee_ccy"] or prem_ccy or "")
+        if close_reason == "exchange" and realized_pnl is not None:
+            # OKX realizedPnl 已含费 → 反推毛收回,再按开仓成本折 U(不再二次扣费)
+            prem_recv = round(paid + float(realized_pnl) + open_fee, 4)
+            settled = settle_closed_pnl(
+                premium_paid=paid,
+                premium_received=prem_recv,
+                open_fee=open_fee,
+                close_fee=0,
+                premium_ccy=prem_ccy,
+                index_px=close_idx,
+                open_index_px=open_idx,
+                budget_usdt=budget,
+                fee_ccy=fee_ccy,
+            )
+        else:
+            if prem_recv is None:
+                prem_recv = 0.0
+            settled = settle_closed_pnl(
+                premium_paid=paid,
+                premium_received=prem_recv,
+                open_fee=open_fee,
+                close_fee=0,
+                premium_ccy=prem_ccy,
+                index_px=close_idx,
+                open_index_px=open_idx,
+                budget_usdt=budget,
+                fee_ccy=fee_ccy,
+            )
+        realized_pnl = settled.get("realized_pnl")
+        pnl_usdt = settled.get("realized_pnl_usdt")
+
         conn.execute(
             """
             UPDATE options_trades
@@ -335,6 +414,10 @@ def sync_open_options_trades(
                 realized_pnl = ?,
                 close_ord_id = COALESCE(?, close_ord_id),
                 closed_at = COALESCE(?, closed_at),
+                close_index_px = COALESCE(?, close_index_px),
+                open_index_px = COALESCE(open_index_px, ?),
+                realized_pnl_usdt = COALESCE(?, realized_pnl_usdt),
+                fee_ccy = COALESCE(fee_ccy, ?),
                 signal_note = CASE
                     WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
                     THEN '到期结算'
@@ -348,11 +431,16 @@ def sync_open_options_trades(
                 realized_pnl,
                 close_ord_id,
                 closed_at,
+                settled.get("close_index_px"),
+                settled.get("open_index_px"),
+                pnl_usdt,
+                prem_ccy,
                 close_reason,
                 int(row["id"]),
             ),
         )
         updated += 1
+        closed_inst_ids.append(inst_id)
         if notify_cfg is not None:
             try:
                 from lib.options.options_notify_lib import notify_options_close
@@ -371,9 +459,80 @@ def sync_open_options_trades(
                 )
             except Exception:
                 pass
+    if notify_cfg is not None:
+        _notify_recent_unsent_expiry_closes(conn, notify_cfg)
+    # 卖币不在此处做:调用方须先 commit/close 本连接,再调 sell_spot_after_options_sync,
+    # 否则监控线程握锁时中控快照会超时,表现为全部离线。
     return updated
 
 
+def sell_spot_after_options_sync(
+    cfg: dict[str, Any] | None,
+    closed_inst_ids: list[str] | None = None,
+) -> None:
+    """在释放业务 DB 连接后调用:同步关仓/到期后的币本位卖回."""
+    if not isinstance(cfg, dict):
+        return
+    ex = cfg.get("exchange_options")
+    if ex is None:
+        return
+    try:
+        from lib.options.options_coin_open_lib import (
+            maybe_sell_spot_after_close,
+            sweep_spot_after_options_flat,
+        )
+
+        seen: set[str] = set()
+        for inst_id in closed_inst_ids or []:
+            iid = str(inst_id or "").strip()
+            if not iid or iid in seen:
+                continue
+            seen.add(iid)
+            try:
+                maybe_sell_spot_after_close(cfg, ex, inst_id=iid)
+            except Exception:
+                pass
+        sweep_spot_after_options_flat(cfg, ex)
+    except Exception:
+        pass
+
+
+def _notify_recent_unsent_expiry_closes(
+    conn: sqlite3.Connection,
+    notify_cfg: dict[str, Any],
+    *,
+    within_hours: float = 48.0,
+) -> None:
+    """页面同步曾漏推时,补发近期到期结算."""
+    try:
+        from lib.options.options_notify_lib import notify_options_close_trade_ids
+        from lib.options.options_time_lib import options_wall_clock_to_ms
+
+        now_ms = int(time.time() * 1000)
+        by_inst: dict[str, list[int]] = {}
+        rows = conn.execute(
+            """
+            SELECT id, inst_id, closed_at
+            FROM options_trades
+            WHERE status = 'closed'
+              AND COALESCE(wechat_close_sent, 0) = 0
+              AND COALESCE(signal_note, '') = '到期结算'
+            ORDER BY id DESC
+            LIMIT 20
+            """
+        ).fetchall()
+        for r in rows:
+            closed_ms = options_wall_clock_to_ms(r["closed_at"])
+            if closed_ms is None or now_ms - int(closed_ms) > float(within_hours) * 3600 * 1000:
+                continue
+            inst = str(r["inst_id"] or "")
+            by_inst.setdefault(inst, []).append(int(r["id"]))
+        for ids in by_inst.values():
+            notify_options_close_trade_ids(notify_cfg, conn, ids, reason="到期结算")
+    except Exception:
+        pass
+
+
 def reconcile_live_open_trades(
     conn: sqlite3.Connection,
     *,
@@ -440,6 +599,7 @@ def options_monitor_loop(
     profit_exit_close_fn: Callable[[str], dict[str, Any]] | None = None,
     profit_exit_cfg: dict[str, Any] | None = None,
     stale_pending_fn: Callable[[], dict[str, Any]] | None = None,
+    cond_order_tick_fn: Callable[[sqlite3.Connection], None] | None = None,
     stop_event: Any = None,
 ) -> None:
     if not enabled:
@@ -448,9 +608,25 @@ def options_monitor_loop(
         if stop_event is not None and getattr(stop_event, "is_set", lambda: False)():
             break
         try:
-            conn = get_db()
+            # 持仓拉取不握 DB,避免与模拟盘钱包写互相锁
             try:
                 positions = fetch_positions()
+            except Exception:
+                positions = []
+
+            pe_cfg = dict(profit_exit_cfg or {})
+            pe_cfg.setdefault("send_wechat", send_wechat)
+            pe_cfg.setdefault("account_label", account_label)
+
+            # 条件单自管连接(开仓前会释放)
+            if cond_order_tick_fn is not None:
+                try:
+                    cond_order_tick_fn(None)
+                except Exception:
+                    pass
+
+            conn = get_db()
+            try:
                 run_options_profit_alerts(
                     conn,
                     positions,
@@ -459,25 +635,37 @@ def options_monitor_loop(
                     account_label=account_label,
                     ticker_bid_fn=ticker_bid_fn,
                 )
-                pe_cfg = dict(profit_exit_cfg or {})
+                conn.commit()
-                pe_cfg.setdefault("send_wechat", send_wechat)
+            except Exception:
-                pe_cfg.setdefault("account_label", account_label)
+                pass
-                if target_close_fn is not None:
+            finally:
-                    from lib.options.options_target_lib import run_options_target_closes
+                try:
+                    conn.close()
+                except Exception:
+                    pass
 
+            # 目标/翻倍出场:传 get_db,平仓时不握业务连接
+            if target_close_fn is not None:
+                from lib.options.options_target_lib import run_options_target_closes
+
+                try:
                     run_options_target_closes(
-                        conn,
+                        get_db,
                         positions,
                         close_fn=target_close_fn,
                         send_wechat=send_wechat,
                         account_label=account_label,
                         cfg=pe_cfg,
                     )
-                if profit_exit_close_fn is not None:
+                except Exception:
-                    from lib.options.options_profit_exit_lib import run_options_profit_exits
+                    pass
 
+            if profit_exit_close_fn is not None:
+                from lib.options.options_profit_exit_lib import run_options_profit_exits
+
+                try:
                     run_options_profit_exits(
-                        conn,
+                        get_db,
                         positions,
                         close_fn=profit_exit_close_fn,
                         send_wechat=send_wechat,
@@ -485,12 +673,18 @@ def options_monitor_loop(
                         cfg=pe_cfg,
                         ex=pe_cfg.get("exchange_options"),
                     )
-                if sync_trades_fn is not None:
+                except Exception:
-                    sync_trades_fn(conn)
+                    pass
-                conn.commit()
+
-            finally:
+            if sync_trades_fn is not None:
-                conn.close()
+                try:
-            # 平仓限价挂单超时撤单(独立于 DB 事务)
+                    sync_trades_fn(None)
+                except Exception:
+                    pass
+            try:
+                sell_spot_after_options_sync(pe_cfg)
+            except Exception:
+                pass
             if stale_pending_fn is not None:
                 try:
                     stale_pending_fn()

lib/options/options_notify_lib.py

@@ -58,6 +58,38 @@ def ensure_options_notify_columns(conn: sqlite3.Connection) -> None:
             pass
 
 
+_BOUND_NOTIFY_CFG: dict[str, Any] | None = None
+
+
+def bind_options_notify_cfg(cfg: dict[str, Any] | None) -> None:
+    global _BOUND_NOTIFY_CFG
+    _BOUND_NOTIFY_CFG = cfg
+
+
+def active_options_notify_cfg(cfg: dict[str, Any] | None = None) -> dict[str, Any]:
+    if cfg is not None and callable(cfg.get("send_wechat")):
+        return cfg
+    if _BOUND_NOTIFY_CFG is not None and callable(_BOUND_NOTIFY_CFG.get("send_wechat")):
+        return _BOUND_NOTIFY_CFG
+    import os
+
+    from lib.common.wechat_notify_lib import send_wechat_webhook
+
+    webhook = (os.getenv("WECHAT_WEBHOOK") or "").strip()
+    try:
+        timeout = int(float(os.getenv("WECHAT_TIMEOUT_SECONDS") or "10"))
+    except (TypeError, ValueError):
+        timeout = 10
+    label = (
+        os.getenv("OKX_OPTIONS_ACCOUNT_LABEL") or os.getenv("OKX_ACCOUNT_LABEL") or "OKX期权"
+    ).strip()
+
+    def send(content: str) -> None:
+        send_wechat_webhook(webhook, content, timeout=timeout)
+
+    return {"send_wechat": send, "account_label": label}
+
+
 def notify_options_send(cfg: dict[str, Any], content: str) -> bool:
     send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
     if not callable(send):
@@ -200,6 +232,12 @@ def notify_options_open(
         trade_id=trade_id,
         premium_ccy=ccy,
     )
+    # 推送前先提交,避免握锁等 webhook 导致模拟盘 database is locked
+    if conn is not None:
+        try:
+            conn.commit()
+        except Exception:
+            pass
     ok = notify_options_send(cfg, msg)
     if ok and conn is not None and trade_id is not None:
         conn.execute(
@@ -304,6 +342,12 @@ def notify_options_close(
             trade_id=head.get("id") if len(rows) == 1 else None,
             premium_ccy=ccy,
         )
+        # 推送企业微信前先提交,避免握锁等待 webhook(可达数秒)导致卖币/快照 database is locked
+        if conn is not None:
+            try:
+                conn.commit()
+            except Exception:
+                pass
         ok = notify_options_send(cfg, msg)
         if ok and conn is not None:
             for r in pending or rows:

lib/options/options_pnl_settle_lib.py

@@ -0,0 +1,477 @@
+"""已实现盈亏结算:扣手续费,并在平仓时按指数冻结 U 口径."""
+from __future__ import annotations
+
+from typing import Any
+
+
+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 fee_amount_abs(fee: Any) -> float:
+    """OKX 扣费多为负;统一为正数「已付手续费」."""
+    f = _safe_float(fee)
+    if f is None:
+        return 0.0
+    return abs(float(f))
+
+
+def fee_to_premium_ccy(
+    fee_amt: Any,
+    fee_ccy: Any,
+    *,
+    premium_ccy: str,
+    index_px: float | None,
+) -> float:
+    """把手续费折成权利金币种数量(与 premium_paid/received 同单位)."""
+    amt = fee_amount_abs(fee_amt)
+    if amt <= 0:
+        return 0.0
+    fc = str(fee_ccy or "").strip().upper()
+    pc = str(premium_ccy or "").strip().upper()
+    if not fc or not pc or fc == pc:
+        return round(amt, 8)
+    # 稳定币互兑近似 1:1
+    stables = {"USDT", "USDC", "USD"}
+    if fc in stables and pc in stables:
+        return round(amt, 8)
+    idx = _safe_float(index_px)
+    if idx is None or idx <= 0:
+        return 0.0
+    if fc in stables and pc in ("ETH", "BTC"):
+        return round(amt / float(idx), 8)
+    if fc in ("ETH", "BTC") and pc in stables:
+        return round(amt * float(idx), 8)
+    if fc in ("ETH", "BTC") and pc in ("ETH", "BTC") and fc != pc:
+        # 跨币种无可靠汇率时放弃折算,避免脏数据
+        return 0.0
+    return round(amt, 8)
+
+
+def extract_order_fee(order: dict[str, Any] | None) -> tuple[float, str]:
+    """从下单/查单结果取手续费(原始币种,正数)."""
+    if not isinstance(order, dict):
+        return 0.0, ""
+    raw = order.get("raw") if isinstance(order.get("raw"), dict) else {}
+    info = order.get("info") if isinstance(order.get("info"), dict) else {}
+    fee = order.get("fee")
+    if fee is None:
+        fee = raw.get("fee")
+    if fee is None:
+        fee = info.get("fee")
+    ccy = (
+        order.get("fee_ccy")
+        or raw.get("feeCcy")
+        or raw.get("fee_ccy")
+        or info.get("fee_ccy")
+        or info.get("feeCcy")
+        or ""
+    )
+    return fee_amount_abs(fee), str(ccy or "").strip().upper()
+
+
+def sum_option_order_fees_in_premium(
+    ex: Any,
+    *,
+    inst_id: str,
+    ord_ids: list[str] | str | None,
+    premium_ccy: str,
+    index_px: float | None,
+    fetch_order_fn: Any = None,
+) -> float:
+    """按订单号汇总手续费并折成权利金单位."""
+    if isinstance(ord_ids, str):
+        ids = [p.strip() for p in ord_ids.split(",") if p.strip()]
+    else:
+        ids = [str(x).strip() for x in (ord_ids or []) if str(x).strip()]
+    if not ids:
+        return 0.0
+    if fetch_order_fn is None:
+        from lib.exchange.okx_options_lib import fetch_option_order
+
+        fetch_order_fn = fetch_option_order
+    total = 0.0
+    seen: set[str] = set()
+    for oid in ids:
+        if oid in seen:
+            continue
+        seen.add(oid)
+        try:
+            info = fetch_order_fn(ex, inst_id=inst_id, ord_id=oid)
+        except Exception:
+            continue
+        if not isinstance(info, dict) or not info.get("ok"):
+            continue
+        fee_amt, fee_ccy = extract_order_fee(info)
+        total += fee_to_premium_ccy(
+            fee_amt, fee_ccy, premium_ccy=premium_ccy, index_px=index_px
+        )
+    return round(total, 8)
+
+
+def freeze_pnl_to_usdt(
+    net_pnl: float,
+    *,
+    premium_ccy: str,
+    index_px: float | None,
+    total_fee: float = 0.0,
+) -> dict[str, float | None]:
+    """把已是「净额」的权利金盈亏冻结为 U(不再扣费)."""
+    net = round(float(net_pnl), 8)
+    pc = str(premium_ccy or "").strip().upper()
+    idx = _safe_float(index_px)
+    fee_total = abs(float(total_fee or 0.0))
+    if pc in ("ETH", "BTC"):
+        if idx is None or idx <= 0:
+            return {
+                "realized_pnl": net,
+                "close_index_px": None,
+                "realized_pnl_usdt": None,
+                "total_fee": round(fee_total, 8),
+            }
+        return {
+            "realized_pnl": net,
+            "close_index_px": float(idx),
+            "realized_pnl_usdt": round(net * float(idx), 4),
+            "total_fee": round(fee_total, 8),
+        }
+    return {
+        "realized_pnl": net,
+        "close_index_px": float(idx) if idx is not None and idx > 0 else None,
+        "realized_pnl_usdt": round(net, 4),
+        "total_fee": round(fee_total, 8),
+    }
+
+
+def fee_to_usdt(
+    fee_amt: Any,
+    fee_ccy: Any,
+    *,
+    index_px: float | None,
+) -> float:
+    """手续费折 USDT."""
+    amt = fee_amount_abs(fee_amt)
+    if amt <= 0:
+        return 0.0
+    fc = str(fee_ccy or "").strip().upper()
+    if fc in ("USDT", "USDC", "USD", ""):
+        # 空币种时按稳定币近似,避免把小数额 ETH 费当成整 U
+        if fc == "" and amt < 0.05:
+            idx = _safe_float(index_px)
+            if idx is not None and idx > 100:
+                return round(amt * float(idx), 4)
+        return round(amt, 4)
+    if fc in ("ETH", "BTC"):
+        idx = _safe_float(index_px)
+        if idx is None or idx <= 0:
+            return 0.0
+        return round(amt * float(idx), 4)
+    return round(amt, 4)
+
+
+def true_pnl_usdt_premium_move(
+    *,
+    coin_pnl: Any,
+    premium_paid: Any = None,
+    sell_back_px: Any = None,
+    initial_premium_usdt: Any = None,
+    open_index_px: Any = None,
+) -> float | None:
+    """复盘真盈亏(U)=期权历史币盈亏×平仓价.
+
+    平仓价优先卖回 VWAP,否则用冻结/传入的 close 价.
+    premium_paid / initial_premium_usdt / open_index_px 仅兼容旧调用,不参与计算.
+    """
+    del premium_paid, initial_premium_usdt, open_index_px
+    pnl = _safe_float(coin_pnl)
+    close_px = _safe_float(sell_back_px)
+    if pnl is None or close_px is None or close_px <= 0:
+        return None
+    return round(float(pnl) * float(close_px), 4)
+
+
+def resolve_spot_vwap_prices(
+    conn: Any = None,
+    *,
+    bridge_id: Any = None,
+    open_index_px: Any = None,
+    close_index_px: Any = None,
+) -> tuple[float | None, float | None, str]:
+    """开仓价/平仓价解析(期权盈亏折U用).
+
+    平仓价:桥上卖回 VWAP > 冻结 close_index_px > 开仓价.
+    桥未关不再阻断折U(现货卖回与期权盈亏脱钩).
+
+    返回 (open_px, close_px, gate):
+      gate='' 可算; 'missing' 缺价
+    """
+    open_px = _safe_float(open_index_px)
+    close_hint = _safe_float(close_index_px)
+    close_px = close_hint
+    bid = None
+    try:
+        if bridge_id is not None and str(bridge_id).strip() != "":
+            bid = int(bridge_id)
+    except (TypeError, ValueError):
+        bid = None
+    if conn is not None and bid is not None:
+        try:
+            from lib.options.options_spot_bridge_lib import (
+                bridge_buy_vwap,
+                bridge_sell_vwap,
+                ensure_bridge_table,
+            )
+
+            ensure_bridge_table(conn)
+            if open_px is None or open_px <= 0:
+                bv = bridge_buy_vwap(conn, bid)
+                if bv is not None and bv > 0:
+                    open_px = bv
+            sv = bridge_sell_vwap(conn, bid)
+            if sv is not None and sv > 0:
+                close_px = sv
+        except Exception:
+            pass
+    if close_px is None or close_px <= 0:
+        close_px = open_px
+    if close_px is None or close_px <= 0:
+        return open_px, close_px, "missing"
+    return open_px, close_px, ""
+
+
+def resolve_true_pnl_usdt_from_trade(
+    *,
+    premium_paid: Any = None,
+    premium_received: Any = None,
+    realized_pnl: Any = None,
+    open_index_px: Any = None,
+    close_index_px: Any = None,
+    initial_premium_usdt: Any = None,
+    open_fee: Any = 0,
+    close_fee: Any = 0,
+    premium_ccy: str | None = None,
+    fee_ccy: str | None = None,
+    conn: Any = None,
+    bridge_id: Any = None,
+) -> tuple[float | None, str]:
+    """由成交字段算复盘真盈亏: 期权币盈亏×平仓价.
+
+    返回 (pnl_u, source): premium_move | stable | none
+    """
+    del fee_ccy, initial_premium_usdt
+    pc = str(premium_ccy or "").strip().upper()
+    paid = _safe_float(premium_paid)
+    recv = _safe_float(premium_received)
+    ofee = abs(float(_safe_float(open_fee) or 0.0))
+    cfee = abs(float(_safe_float(close_fee) or 0.0))
+    # 期权历史币盈亏已含开/平手续费;真盈亏不再另扣费
+    coin = _safe_float(realized_pnl)
+    if coin is None and paid is not None and recv is not None:
+        coin = round(float(recv) - float(paid) - ofee - cfee, 8)
+
+    if pc not in ("ETH", "BTC"):
+        if coin is not None:
+            return round(float(coin), 4), "stable"
+        return None, "none"
+
+    _open_px, close_px, gate = resolve_spot_vwap_prices(
+        conn,
+        bridge_id=bridge_id,
+        open_index_px=open_index_px,
+        close_index_px=close_index_px,
+    )
+    if gate == "missing":
+        return None, "none"
+    usdt = true_pnl_usdt_premium_move(
+        coin_pnl=coin,
+        sell_back_px=close_px,
+    )
+    if usdt is not None:
+        return usdt, "premium_move"
+    return None, "none"
+
+
+def settle_sim_coin_pnl_usdt(
+    *,
+    premium_paid: Any,
+    premium_received: Any,
+    open_fee: Any = 0,
+    close_fee: Any = 0,
+    open_index_px: float | None,
+    sell_back_px: float | None,
+    fee_ccy: str | None = None,
+    premium_ccy: str = "ETH",
+) -> dict[str, float | None]:
+    """由毛权利金生成净币盈亏,再按期权盈亏折 U(费只扣进币盈亏一次).
+
+    币盈亏 = 收回 − 已付 − 开/平手续费
+    真盈亏U = 币盈亏 × 平仓价
+    """
+    del fee_ccy
+    paid = float(_safe_float(premium_paid) or 0.0)
+    recv = float(_safe_float(premium_received) or 0.0)
+    ofee = abs(float(_safe_float(open_fee) or 0.0))
+    cfee = abs(float(_safe_float(close_fee) or 0.0))
+    open_idx = _safe_float(open_index_px)
+    sell_px = _safe_float(sell_back_px)
+    net_coin = round(recv - paid - ofee - cfee, 8)
+    fee_u = None
+    if open_idx is not None and open_idx > 0 and sell_px is not None and sell_px > 0:
+        fee_u = round(ofee * float(open_idx) + cfee * float(sell_px), 4)
+    elif sell_px is not None and sell_px > 0 and (ofee > 0 or cfee > 0):
+        fee_u = round((ofee + cfee) * float(sell_px), 4)
+    if sell_px is None or sell_px <= 0:
+        return {
+            "realized_pnl": net_coin,
+            "close_index_px": None,
+            "open_index_px": float(open_idx) if open_idx is not None and open_idx > 0 else None,
+            "realized_pnl_usdt": None,
+            "total_fee": round(ofee + cfee, 8),
+            "initial_premium_usdt": (
+                round(float(paid) * float(open_idx), 4)
+                if open_idx is not None and open_idx > 0 and paid > 0
+                else None
+            ),
+            "proceeds_usdt": None,
+            "fee_usdt": fee_u,
+            "premium_ccy": str(premium_ccy or "").strip().upper() or "ETH",
+        }
+    initial_u = (
+        float(paid) * float(open_idx)
+        if open_idx is not None and open_idx > 0
+        else None
+    )
+    proceeds_u = float(recv) * float(sell_px)
+    pnl_u = true_pnl_usdt_premium_move(
+        coin_pnl=net_coin,
+        sell_back_px=sell_px,
+    )
+    return {
+        "realized_pnl": net_coin,
+        "close_index_px": float(sell_px),
+        "open_index_px": float(open_idx) if open_idx is not None and open_idx > 0 else None,
+        "realized_pnl_usdt": pnl_u,
+        "total_fee": round(ofee + cfee, 8),
+        "initial_premium_usdt": round(initial_u, 4) if initial_u is not None else None,
+        "proceeds_usdt": round(proceeds_u, 4),
+        "fee_usdt": fee_u,
+        "premium_ccy": str(premium_ccy or "").strip().upper() or "ETH",
+    }
+
+
+def settle_closed_pnl(
+    *,
+    premium_paid: Any,
+    premium_received: Any,
+    open_fee: Any = 0,
+    close_fee: Any = 0,
+    premium_ccy: str,
+    index_px: float | None,
+    open_index_px: float | None = None,
+    budget_usdt: float | None = None,
+    fee_ccy: str | None = None,
+) -> dict[str, float | None]:
+    """
+    由「毛权利金」结算.
+    币数量净盈亏 = 收回 − 已付 − 开/平手续费(只扣一次).
+
+    币本位 U: 净币盈亏×平仓价(币量不含现货多余仓)
+    USDC: 净额原样为 U.
+
+    注意:不要用 budget_usdt 当开仓成本——它含现货买入缓冲.
+    不要对 OKX realizedPnl 再调此函数扣费.
+    """
+    del budget_usdt  # 买币预算不是权利金成本
+    paid = float(_safe_float(premium_paid) or 0.0)
+    recv = float(_safe_float(premium_received) or 0.0)
+    ofee = float(_safe_float(open_fee) or 0.0)
+    cfee = float(_safe_float(close_fee) or 0.0)
+    if ofee < 0:
+        ofee = abs(ofee)
+    if cfee < 0:
+        cfee = abs(cfee)
+    net = round(recv - paid - ofee - cfee, 8)
+    pc = str(premium_ccy or "").strip().upper()
+    if pc in ("ETH", "BTC"):
+        open_idx = _safe_float(open_index_px)
+        sell_px = _safe_float(index_px)
+        if sell_px is not None and sell_px > 0:
+            return settle_sim_coin_pnl_usdt(
+                premium_paid=paid,
+                premium_received=recv,
+                open_fee=ofee,
+                close_fee=cfee,
+                open_index_px=open_idx,
+                sell_back_px=sell_px,
+                fee_ccy=fee_ccy,
+                premium_ccy=pc,
+            )
+        return freeze_pnl_to_usdt(
+            net,
+            premium_ccy=pc,
+            index_px=index_px,
+            total_fee=ofee + cfee,
+        )
+    out = freeze_pnl_to_usdt(
+        net,
+        premium_ccy=premium_ccy,
+        index_px=index_px,
+        total_fee=ofee + cfee,
+    )
+    return out
+
+
+def settle_exchange_realized_pnl(
+    *,
+    realized_pnl: Any,
+    premium_ccy: str,
+    index_px: float | None,
+    fee_hint: Any = None,
+) -> dict[str, float | None]:
+    """
+    冻结交易所 positions-history 的 realizedPnl.
+    该字段已含手续费,此处只折 U,不再减 fee.
+    """
+    net = _safe_float(realized_pnl)
+    if net is None:
+        return {
+            "realized_pnl": None,
+            "close_index_px": None,
+            "realized_pnl_usdt": None,
+            "total_fee": fee_amount_abs(fee_hint),
+        }
+    return freeze_pnl_to_usdt(
+        float(net),
+        premium_ccy=premium_ccy,
+        index_px=index_px,
+        total_fee=fee_amount_abs(fee_hint),
+    )
+
+
+def resolve_close_index_px(
+    ex: Any,
+    *,
+    inst_id: str = "",
+    underlying: str = "",
+    hint: Any = None,
+) -> float | None:
+    """平仓冻结用指数:优先调用方传入,否则拉标的近似价."""
+    h = _safe_float(hint)
+    if h is not None and h > 0:
+        return float(h)
+    underly = (underlying or "").strip().upper()
+    if not underly and inst_id:
+        underly = str(inst_id).split("-")[0].strip().upper() or "ETH"
+    if not underly:
+        underly = "ETH"
+    try:
+        from lib.options.options_stats_lib import _underlying_index_usdt
+
+        return _underlying_index_usdt(ex, underly)
+    except Exception:
+        return None