dekun
a1abe159fa
Add deploy/manage.sh bootstrap for git.bz121.com/dekun/crypto_okx and point docs at this repo. Co-authored-by: Cursor <cursoragent@cursor.com>
95 lines
2.6 KiB
Python
95 lines
2.6 KiB
Python
"""永续估算盈亏:固定 taker 手续费(默认单边 0.05%,开+平双边).
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浮盈亏仍读交易所;本模块只服务「盈利金额 / 止盈盈利 / 推送 / 记账 pnl_amount」等估算口径.
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"""
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from __future__ import annotations
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import math
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import os
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from typing import Optional
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def _finite(v) -> Optional[float]:
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try:
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f = float(v)
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return f if math.isfinite(f) else None
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except (TypeError, ValueError):
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return None
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def taker_fee_rate() -> float:
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"""单边 taker 费率,默认 0.0005(=0.05%)."""
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raw = os.getenv("PERP_TAKER_FEE_RATE", "0.0005")
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rate = _finite(raw)
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if rate is None or rate < 0:
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return 0.0005
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return rate
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def notional_usdt(price, qty, contract_size: float = 1.0) -> Optional[float]:
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"""名义价值 U = 价格 × 张数 × 合约面值."""
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p = _finite(price)
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q = _finite(qty)
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cs = _finite(contract_size)
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if p is None or q is None or p <= 0 or q <= 0:
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return None
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if cs is None or cs <= 0:
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cs = 1.0
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return abs(q) * p * cs
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def estimate_roundtrip_fee_usdt(
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entry_price,
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exit_price,
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qty=None,
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contract_size: float = 1.0,
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*,
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open_notional: float | None = None,
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rate: float | None = None,
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) -> float:
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"""开+平双边手续费(各单边 rate).
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优先用 价×张×面值;若无张数则用 open_notional 估开仓名义,
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平仓名义按 exit/entry 缩放.
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"""
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fee_rate = taker_fee_rate() if rate is None else float(rate)
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if fee_rate <= 0:
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return 0.0
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entry = _finite(entry_price)
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exit_p = _finite(exit_price)
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open_n = notional_usdt(entry, qty, contract_size) if qty is not None else None
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if open_n is None:
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open_n = _finite(open_notional)
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if open_n is None or open_n <= 0:
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return 0.0
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if entry is not None and entry > 0 and exit_p is not None and exit_p > 0:
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close_n = open_n * (exit_p / entry)
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else:
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close_n = open_n
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return round(open_n * fee_rate + close_n * fee_rate, 8)
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def net_pnl_after_fee(
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gross_pnl,
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entry_price,
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exit_price,
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qty=None,
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contract_size: float = 1.0,
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*,
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open_notional: float | None = None,
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rate: float | None = None,
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) -> Optional[float]:
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"""毛利扣双边手续费后的净盈亏;gross 无效则返回 None."""
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gross = _finite(gross_pnl)
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if gross is None:
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return None
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fee = estimate_roundtrip_fee_usdt(
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entry_price,
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exit_price,
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qty,
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contract_size,
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open_notional=open_notional,
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rate=rate,
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)
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return round(gross - fee, 4)
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