dekun
1567 lines
63 KiB
Python
1567 lines
63 KiB
Python
"""OKX 期权模块:Flask 路由注册."""
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from __future__ import annotations
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import os
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import threading
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import time
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from typing import Any
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from flask import Flask, jsonify, redirect, request, url_for
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from jinja2 import ChoiceLoader, FileSystemLoader
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from lib.options.options_db import init_options_tables, sum_open_premium_paid, sum_open_sheets
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from lib.options.options_monitor_lib import options_monitor_loop
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from lib.exchange.okx_options_lib import _safe_float
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def _env_bool(key: str, default: bool = False) -> bool:
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raw = (os.getenv(key) or "").strip().lower()
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if not raw:
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return default
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return raw in ("1", "true", "yes", "on")
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def _env_float(key: str, default: float) -> float:
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try:
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return float(os.getenv(key) or default)
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except (TypeError, ValueError):
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return float(default)
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def attach_options_templates(app: Flask, repo_root: str) -> None:
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tpl_dir = os.path.join(repo_root, "lib", "options", "templates")
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if not os.path.isdir(tpl_dir):
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return
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existing = app.jinja_loader
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loaders = [FileSystemLoader(tpl_dir)]
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if existing is not None:
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if isinstance(existing, ChoiceLoader):
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loaders = list(existing.loaders) + loaders
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else:
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loaders.insert(0, existing)
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app.jinja_loader = ChoiceLoader(loaders)
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def install_options_trading(app: Flask, repo_root: str, app_module: Any) -> None:
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enabled = _env_bool("OKX_OPTIONS_ENABLED", False)
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attach_options_templates(app, repo_root)
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cfg = _build_cfg(app_module)
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try:
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from lib.sim.hooks import patch_options_cfg
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patch_options_cfg(cfg)
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except Exception:
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pass
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try:
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from lib.options.options_notify_lib import bind_options_notify_cfg
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bind_options_notify_cfg(cfg)
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except Exception:
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pass
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app.extensions["options_cfg"] = cfg
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register_options_routes(app, cfg)
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_register_options_hub_bridge(app, cfg)
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if enabled:
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_start_monitor_thread(app, cfg)
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def _register_options_hub_bridge(app: Flask, cfg: dict[str, Any]) -> None:
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from lib.options.options_hub_lib import build_options_hub_snapshot
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def snapshot_fn():
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return build_options_hub_snapshot(cfg)
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def close_fn(inst_id: str) -> dict[str, Any]:
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# 中控总览只全平(不改张数);无效买一在执行层拒绝
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return _run_manual_bid_close(cfg, inst_id, sheets=None, reason="中控平仓")
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hub_ctx = dict(app.config.get("HUB_CTX") or {})
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hub_ctx["options_snapshot_fn"] = snapshot_fn
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hub_ctx["options_close_fn"] = close_fn
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hub_ctx["options_cfg"] = cfg
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app.config["HUB_CTX"] = hub_ctx
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def _build_cfg(app_module: Any) -> dict[str, Any]:
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from lib.exchange.okx_options_lib import (
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build_option_chain,
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estimate_usdt_to_usdc,
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execute_convert,
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fetch_option_book_depth,
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fetch_option_positions,
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fetch_options_balances,
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format_position_row,
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options_api_ready,
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cancel_option_order,
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fetch_option_order,
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fetch_option_pending_orders,
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place_option_limit_order,
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place_option_market_order,
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quote_option_contract,
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spot_market_swap_usdt_usdc,
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transfer_ccy,
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)
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return {
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"enabled": _env_bool("OKX_OPTIONS_ENABLED", False),
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"get_db": app_module.get_db,
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"login_required": app_module.login_required,
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"exchange_options": getattr(app_module, "exchange_options", None),
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"send_wechat": app_module.send_wechat_msg,
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"render_main_page": app_module.render_main_page,
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"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", 10.0),
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"budget_buffer": _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95),
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"compound_full_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_ENABLED", True),
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"compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
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"compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
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"margin_mode": (os.getenv("OKX_OPTIONS_MARGIN_MODE") or "coin").strip().lower(),
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"default_underly": (os.getenv("OKX_OPTIONS_DEFAULT_UNDERLY") or "ETH").strip().upper(),
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"max_dte_days": _env_float("OKX_OPTIONS_MAX_DTE_DAYS", 2.0),
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"chain_max_dte_days": _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", 14.0),
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"chain_ask_liq_filter": _env_bool("OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", True),
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"itm_max_dist": _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0),
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"td_mode": (os.getenv("OKX_OPTIONS_TD_MODE") or "isolated").strip(),
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# 市价平仓已硬关闭(忽略 env),仅买一限价
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"allow_market_close": False,
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# 平仓限价挂单超时自动撤单(秒);默认 600=10 分钟,联调可设 60
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"pending_ttl_seconds": _env_float("OKX_OPTIONS_PENDING_TTL_SECONDS", 600.0),
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"profit_ratio": _env_float("OKX_OPTIONS_PROFIT_ALERT_RATIO", 1.0),
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"poll_seconds": _env_float("OKX_OPTIONS_POLL_SECONDS", 15.0),
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"account_label": (os.getenv("OKX_OPTIONS_ACCOUNT_LABEL") or "OKX期权").strip(),
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"build_option_chain": build_option_chain,
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"quote_option_contract": quote_option_contract,
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"fetch_option_book_depth": fetch_option_book_depth,
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"place_option_limit_order": place_option_limit_order,
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"place_option_market_order": place_option_market_order,
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"fetch_option_order": fetch_option_order,
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"fetch_option_pending_orders": fetch_option_pending_orders,
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"cancel_option_order": cancel_option_order,
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"fetch_option_positions": fetch_option_positions,
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"fetch_options_balances": fetch_options_balances,
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"format_position_row": format_position_row,
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"estimate_usdt_to_usdc": estimate_usdt_to_usdc,
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"execute_convert": execute_convert,
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"transfer_ccy": transfer_ccy,
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"spot_market_swap_usdt_usdc": spot_market_swap_usdt_usdc,
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"options_api_ready": options_api_ready,
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"app_module": app_module,
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}
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def _mark_balances_stale(cfg: dict[str, Any]) -> None:
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from lib.exchange.okx_options_lib import invalidate_options_balance_cache
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from lib.instance.instance_live_push_lib import notify_instance_balance_changed
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invalidate_options_balance_cache()
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app_mod = cfg.get("app_module")
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if app_mod is not None and hasattr(app_mod, "invalidate_account_balance_cache"):
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app_mod.invalidate_account_balance_cache()
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try:
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notify_instance_balance_changed()
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except Exception:
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pass
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def _require_options_ex(cfg: dict[str, Any]):
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if not cfg.get("enabled"):
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return None, "期权模块未启用,请在 .env 设置 OKX_OPTIONS_ENABLED=true 并重启 PM2"
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ex = cfg.get("exchange_options")
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ok, reason = cfg["options_api_ready"](ex)
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if not ok:
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return None, reason or "期权 API 未配置"
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return ex, ""
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def _run_manual_bid_close(
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cfg: dict[str, Any],
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inst_id: str,
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*,
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sheets: int | None = None,
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reason: str = "手动平仓",
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) -> dict[str, Any]:
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"""手动买一限价平仓(全平或指定张数);残档/无效买一由 close_option_by_bid1 拒绝."""
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ex, err = _require_options_ex(cfg)
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if ex is None:
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return {"ok": False, "msg": err}
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inst_id = (inst_id or "").strip()
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if not inst_id:
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return {"ok": False, "msg": "缺少 inst_id"}
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from lib.options.options_close_exec_lib import close_option_by_bid1
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result = close_option_by_bid1(
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cfg,
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ex,
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inst_id,
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sheets=sheets,
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require_recycle_gate=False,
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)
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if not result.get("ok"):
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return result
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from lib.exchange.okx_options_lib import invalidate_option_positions_cache
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invalidate_option_positions_cache()
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_sync_options_trades(cfg, force=True)
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try:
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from lib.options.options_notify_lib import notify_options_close
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from lib.options.options_target_lib import cancel_target_monitor
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conn2 = cfg["get_db"]()
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try:
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if result.get("fully_closed"):
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cancel_target_monitor(conn2, inst_id=inst_id)
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conn2.commit()
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note = reason if result.get("fully_closed") else f"{reason}(部分)"
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notify_options_close(
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cfg,
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conn2,
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inst_id=inst_id,
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reason=note,
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sheets=result.get("submitted_sheets"),
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premium_received=result.get("premium_received"),
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close_quote=result.get("locked_bid_px") or result.get("bid"),
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)
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finally:
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conn2.close()
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except Exception:
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pass
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if result.get("fully_closed"):
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try:
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from lib.options.options_coin_open_lib import maybe_sell_spot_after_close
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spot_sell = maybe_sell_spot_after_close(cfg, ex, inst_id=inst_id, close_result=result)
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if spot_sell is not None:
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result = dict(result)
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result["spot_sell"] = spot_sell
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if spot_sell.get("bridge_status") == "pending_sell_spot":
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result["msg"] = (
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str(result.get("msg") or "平仓成功")
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+ ";但卖回 USDT 失败,请点「重试卖回」"
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)
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except Exception as e:
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result = dict(result)
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result["spot_sell"] = {"ok": False, "msg": str(e)}
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_mark_balances_stale(cfg)
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return result
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def _compound_full_enabled() -> bool:
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"""USDC 全仓复利已下线;恒为 False,避免前端残留 compound_full 模式."""
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return False
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def _normalize_size_mode(mode: str) -> tuple[str, str | None]:
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"""USDC 预算/全仓模式已下线;统一落到指定张数."""
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m = (mode or "sheets").strip() or "sheets"
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if m in ("compound_full", "budget_full"):
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return "sheets", "USDC 期权模式已下线,已改用指定张数"
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return m, None
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def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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return sum_open_premium_paid(conn, inst_id)
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finally:
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conn.close()
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def _position_avail_sheets(pos: dict[str, Any]) -> int:
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avail = _safe_float(pos.get("availPos"))
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if avail is None or avail <= 0:
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avail = abs(_safe_float(pos.get("pos")) or 0)
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return max(0, int(avail or 0))
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def _find_position(rows: list[dict[str, Any]] | None, inst_id: str) -> dict[str, Any] | None:
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return next((p for p in rows or [] if str(p.get("instId")) == inst_id), None)
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def _refresh_position_avail(cfg: dict[str, Any], ex: Any, inst_id: str) -> int | None:
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from lib.exchange.okx_options_lib import invalidate_option_positions_cache
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invalidate_option_positions_cache()
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raw = cfg["fetch_option_positions"](ex)
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if raw is None:
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return None
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pos = _find_position(raw, inst_id)
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if not pos:
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return 0
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return _position_avail_sheets(pos)
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def _enrich_position_row_display(
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cfg: dict[str, Any],
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ex: Any,
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raw_pos: dict[str, Any],
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*,
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meta_cache: dict[str, dict[str, Any] | None] | None = None,
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premium_override: float | None = None,
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) -> dict[str, Any]:
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from lib.options.options_history_lib import enrich_position_row_display
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return enrich_position_row_display(
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cfg,
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ex,
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raw_pos,
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meta_cache=meta_cache,
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premium_override=premium_override,
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)
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def _attach_close_preview(
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cfg: dict[str, Any],
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ex: Any,
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row: dict[str, Any],
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*,
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sheets: int | None = None,
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premium_paid: float | None = None,
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) -> dict[str, Any]:
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from lib.options.options_positions_lib import attach_close_preview
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return attach_close_preview(
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cfg,
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ex,
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row,
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sheets=sheets,
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premium_paid=premium_paid,
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)
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_OPTIONS_SYNC_LOCK = threading.Lock()
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_OPTIONS_SYNC_LAST_AT = 0.0
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_OPTIONS_SYNC_INTERVAL_SEC = 15.0
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def _sync_options_trades(
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cfg: dict[str, Any],
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*,
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raw_positions: list[dict[str, Any]] | None = None,
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force: bool = False,
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) -> None:
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global _OPTIONS_SYNC_LAST_AT
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ex = cfg.get("exchange_options")
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if ex is None:
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return
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now = time.time()
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with _OPTIONS_SYNC_LOCK:
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if not force and now - _OPTIONS_SYNC_LAST_AT < _OPTIONS_SYNC_INTERVAL_SEC:
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return
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_OPTIONS_SYNC_LAST_AT = now
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from lib.exchange.okx_options_lib import fetch_all_option_positions_history, fetch_option_position_history
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from lib.options.options_monitor_lib import (
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backfill_closed_options_realized_pnl_from_history,
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reconcile_live_open_trades,
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sync_open_options_trades,
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)
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if raw_positions is None:
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raw = cfg["fetch_option_positions"](ex)
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if raw is None:
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return
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else:
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raw = raw_positions
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live_ids = {str(p.get("instId") or "") for p in raw if str(p.get("instId") or "")}
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# 网络拉取历史必须在 DB 事务外,否则握锁期间卖币/中控快照会 database is locked
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pending_insts: list[str] = []
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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rows = conn.execute(
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"SELECT inst_id FROM options_trades WHERE status = 'open'"
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).fetchall()
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for r in rows:
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iid = str(r["inst_id"] or "").strip()
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if iid and iid not in live_ids:
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pending_insts.append(iid)
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try:
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conn.commit()
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except Exception:
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pass
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finally:
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conn.close()
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hist_by_inst: dict[str, list] = {}
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for iid in pending_insts:
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try:
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hist_by_inst[iid] = fetch_option_position_history(ex, iid) or []
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except Exception:
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hist_by_inst[iid] = []
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hist_all = None
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try:
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hist_all = fetch_all_option_positions_history(ex, limit=200)
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except Exception:
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hist_all = None
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conn = cfg["get_db"]()
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try:
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init_options_tables(conn)
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reconcile_live_open_trades(conn, live_inst_ids=live_ids)
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sync_open_options_trades(
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conn,
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live_inst_ids=live_ids,
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fetch_history_fn=lambda inst_id: hist_by_inst.get(str(inst_id) or [], []),
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notify_cfg=cfg,
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)
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if hist_all is not None:
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try:
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backfill_closed_options_realized_pnl_from_history(conn, hist_all)
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except Exception:
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pass
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conn.commit()
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except Exception:
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try:
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conn.rollback()
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except Exception:
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pass
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finally:
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try:
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conn.close()
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except Exception:
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pass
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try:
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from lib.options.options_monitor_lib import sell_spot_after_options_sync
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sell_spot_after_options_sync(cfg)
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_mark_balances_stale(cfg)
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except Exception:
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pass
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|
|
|
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def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
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lr = cfg["login_required"]
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@app.route("/options/guide")
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@lr
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def options_trade_guide():
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"""期权开平仓与监控说明(独立页)."""
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from pathlib import Path
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from flask import render_template_string
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from lib.common.markdown_html_lib import render_markdown_html
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md_path = Path(__file__).resolve().parents[2] / "docs" / "期权开平仓与监控说明.md"
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try:
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md_text = md_path.read_text(encoding="utf-8")
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except OSError:
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md_text = "# 说明文档缺失\n\n未找到 `docs/期权开平仓与监控说明.md`."
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body = render_markdown_html(md_text)
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return render_template_string(
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"""
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<!doctype html>
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<html lang="zh-CN">
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<head>
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<meta charset="utf-8"/>
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<meta name="viewport" content="width=device-width, initial-scale=1"/>
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<title>期权开平仓与监控说明</title>
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<style>
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:root { color-scheme: light dark; }
|
|
body { font-family: "Segoe UI", "PingFang SC", "Microsoft YaHei", sans-serif;
|
|
max-width: 860px; margin: 24px auto; padding: 0 16px 48px; line-height: 1.65; }
|
|
h1,h2,h3 { line-height: 1.3; }
|
|
code, pre { font-family: ui-monospace, Consolas, monospace; }
|
|
pre { overflow: auto; padding: 12px; border-radius: 8px; background: rgba(127,127,127,.12); }
|
|
table { border-collapse: collapse; width: 100%; margin: 12px 0; }
|
|
th, td { border: 1px solid rgba(127,127,127,.35); padding: 8px 10px; text-align: left; }
|
|
a { color: #0b6bcb; }
|
|
.top { margin-bottom: 16px; }
|
|
</style>
|
|
</head>
|
|
<body>
|
|
<p class="top"><a href="/options">← 返回期权</a></p>
|
|
{{ body|safe }}
|
|
</body>
|
|
</html>
|
|
""",
|
|
body=body,
|
|
)
|
|
|
|
@app.route("/api/options/balances")
|
|
@lr
|
|
def api_options_balances():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
force = (request.args.get("force") or "").strip().lower() in ("1", "true", "yes")
|
|
bal = cfg["fetch_options_balances"](ex, force=force, scope="main")
|
|
from lib.options.options_margin_mode_lib import is_coin_margin_mode, normalize_options_margin_mode
|
|
|
|
margin_mode = normalize_options_margin_mode()
|
|
payload = {
|
|
"ok": True,
|
|
**bal,
|
|
"trade_budget": _env_float("OKX_OPTIONS_TRADE_BUDGET_USDC", float(cfg.get("trade_budget") or 10)),
|
|
"compound_full_enabled": _compound_full_enabled(),
|
|
"compound_full_cap_enabled": _env_bool("OKX_OPTIONS_COMPOUND_FULL_CAP_ENABLED", False),
|
|
"compound_full_cap_usdc": _env_float("OKX_OPTIONS_COMPOUND_FULL_CAP_USDC", 300.0),
|
|
"options_margin_mode": margin_mode,
|
|
"options_margin_mode_label": "币本位" if margin_mode == "coin" else "USDC",
|
|
}
|
|
if is_coin_margin_mode():
|
|
try:
|
|
from lib.options.options_coin_open_lib import coin_budget_preview
|
|
|
|
payload["coin_budget"] = coin_budget_preview(cfg, ex)
|
|
except Exception as e:
|
|
payload["coin_budget"] = {"ok": False, "msg": str(e)}
|
|
return jsonify(payload)
|
|
|
|
@app.route("/api/options/chain")
|
|
@lr
|
|
def api_options_chain():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
u = (request.args.get("underlying") or cfg["default_underly"]).upper()
|
|
# 热更新:链展示天数每次读 env,保存后刷新链即可
|
|
chain_max_dte = _env_float("OKX_OPTIONS_CHAIN_MAX_DTE_DAYS", float(cfg.get("chain_max_dte_days") or 14))
|
|
try:
|
|
from lib.options.options_margin_mode_lib import normalize_options_margin_mode
|
|
|
|
margin_mode = normalize_options_margin_mode()
|
|
chain = cfg["build_option_chain"](
|
|
ex,
|
|
u,
|
|
max_dte_days=chain_max_dte,
|
|
itm_only=False,
|
|
itm_max_dist_usd=cfg["itm_max_dist"],
|
|
margin_mode=margin_mode,
|
|
)
|
|
except Exception as e:
|
|
return jsonify({"ok": False, "msg": f"加载期权链失败: {e}"})
|
|
expiries = chain.get("expiries") or []
|
|
chain_err = chain.get("chain_error")
|
|
# 热更新:每次读 env,保存配置后刷新链即可生效
|
|
ask_liq_filter = _env_bool("OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED", True)
|
|
budget_buffer = _env_float("OKX_OPTIONS_BUDGET_BUFFER", 0.95)
|
|
coin_budget = None
|
|
try:
|
|
from lib.options.options_margin_mode_lib import is_coin_margin_mode
|
|
from lib.options.options_coin_open_lib import coin_budget_preview
|
|
|
|
if is_coin_margin_mode():
|
|
coin_budget = coin_budget_preview(cfg, ex)
|
|
except Exception:
|
|
coin_budget = None
|
|
if not expiries:
|
|
return jsonify(
|
|
{
|
|
"ok": False,
|
|
"msg": chain_err or "暂无到期日,请稍后点「刷新链」",
|
|
**chain,
|
|
"chain_max_dte_days": chain_max_dte,
|
|
"ask_liq_filter_enabled": ask_liq_filter,
|
|
"budget_buffer": budget_buffer,
|
|
"trade_budget": cfg["trade_budget"],
|
|
"options_margin_mode": chain.get("margin_mode") or margin_mode,
|
|
"coin_budget": coin_budget,
|
|
}
|
|
)
|
|
return jsonify(
|
|
{
|
|
"ok": True,
|
|
**chain,
|
|
"chain_max_dte_days": chain_max_dte,
|
|
"ask_liq_filter_enabled": ask_liq_filter,
|
|
"budget_buffer": budget_buffer,
|
|
"trade_budget": cfg["trade_budget"],
|
|
"options_margin_mode": chain.get("margin_mode") or margin_mode,
|
|
"coin_budget": coin_budget,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/quote")
|
|
@lr
|
|
def api_options_quote():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
inst_id = (request.args.get("inst_id") or "").strip()
|
|
if not inst_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
|
q = cfg["quote_option_contract"](ex, inst_id)
|
|
if not q.get("ok"):
|
|
return jsonify(q)
|
|
ask = q.get("ask")
|
|
ct_mult = q.get("ct_mult") or 0.01
|
|
min_sz = q.get("min_sz") or 1
|
|
mode = (request.args.get("mode") or "sheets").strip()
|
|
sheet_count = None
|
|
try:
|
|
if request.args.get("sheets"):
|
|
sheet_count = int(request.args.get("sheets"))
|
|
except (TypeError, ValueError):
|
|
pass
|
|
if mode == "close_preview":
|
|
paid = _open_premium_paid(cfg, inst_id)
|
|
target = sheet_count if sheet_count is not None else 0
|
|
from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
|
|
|
|
row_mode = margin_mode_from_inst_id(inst_id)
|
|
prem_ccy = premium_ccy_for_mode(row_mode, (inst_id.split("-")[0] if inst_id else "ETH"))
|
|
preview_row = {
|
|
**q,
|
|
"pos": target,
|
|
"premium_paid": paid,
|
|
"margin_mode": row_mode,
|
|
"premium_ccy": prem_ccy,
|
|
}
|
|
out = _attach_close_preview(cfg, ex, preview_row, sheets=target, premium_paid=paid)
|
|
out["options_margin_mode"] = row_mode
|
|
out["premium_ccy"] = prem_ccy
|
|
return jsonify(out)
|
|
mode, mode_note = _normalize_size_mode(mode)
|
|
|
|
# 币本位:报价预览走 USDT 预算→估币→张数,禁止再查 USDC
|
|
try:
|
|
from lib.options.options_margin_mode_lib import (
|
|
is_coin_margin_mode,
|
|
margin_mode_from_inst_id,
|
|
)
|
|
from lib.options.options_coin_open_lib import coin_budget_preview
|
|
from lib.exchange.okx_options_lib import option_buy_liquidity_ok
|
|
|
|
if is_coin_margin_mode():
|
|
ask = q.get("ask")
|
|
ask_sz = q.get("ask_sz")
|
|
can_open, block_msg = option_buy_liquidity_ok(ask, ask_sz)
|
|
try:
|
|
from lib.options.okx_trade_mode_lib import block_standalone_open_by_mode_msg
|
|
|
|
mode_block = block_standalone_open_by_mode_msg()
|
|
except Exception as e:
|
|
return jsonify({"ok": False, "can_open": False, "msg": f"交易模式校验失败: {e}"})
|
|
if mode_block:
|
|
return jsonify(
|
|
{
|
|
**q,
|
|
"ok": True,
|
|
"can_open": False,
|
|
"msg": mode_block,
|
|
"options_margin_mode": "coin",
|
|
"sizing": {"ok": False, "msg": mode_block, "sheets": 0, "eth_amount": 0.0, "total_premium": 0.0},
|
|
}
|
|
)
|
|
if margin_mode_from_inst_id(inst_id) != "coin":
|
|
return jsonify(
|
|
{
|
|
**q,
|
|
"ok": True,
|
|
"can_open": False,
|
|
"msg": "当前为币本位模式,请选择 ETH-USD / BTC-USD 合约(非 USD_UM)",
|
|
"options_margin_mode": "coin",
|
|
"sizing": {
|
|
"ok": False,
|
|
"msg": "合约非币本位",
|
|
"sheets": 0,
|
|
"eth_amount": 0.0,
|
|
"total_premium": 0.0,
|
|
},
|
|
}
|
|
)
|
|
budget_info = coin_budget_preview(cfg, ex)
|
|
if not can_open:
|
|
return jsonify(
|
|
{
|
|
**q,
|
|
"ok": True,
|
|
"can_open": False,
|
|
"msg": block_msg or q.get("open_block_msg") or "暂无卖一深度,无法买入",
|
|
"options_margin_mode": "coin",
|
|
"coin_budget": budget_info,
|
|
"sizing": {
|
|
"ok": False,
|
|
"msg": block_msg or "暂无卖一深度,无法买入",
|
|
"sheets": 0,
|
|
"eth_amount": 0.0,
|
|
"total_premium": 0.0,
|
|
},
|
|
}
|
|
)
|
|
if not budget_info.get("ok"):
|
|
return jsonify(
|
|
{
|
|
**q,
|
|
"ok": True,
|
|
"can_open": False,
|
|
"msg": budget_info.get("msg") or "交易账户 USDT 不足",
|
|
"options_margin_mode": "coin",
|
|
"coin_budget": budget_info,
|
|
"sizing": {
|
|
"ok": False,
|
|
"msg": budget_info.get("msg") or "交易账户 USDT 不足",
|
|
"sheets": 0,
|
|
"eth_amount": 0.0,
|
|
"total_premium": 0.0,
|
|
},
|
|
}
|
|
)
|
|
idx = _safe_float(q.get("index_px")) or _safe_float(q.get("idxPx"))
|
|
budget_usdt = float(budget_info["budget_usdt"])
|
|
target_sheets = sheet_count if mode == "sheets" and sheet_count is not None else None
|
|
if mode == "eth" and request.args.get("eth"):
|
|
# 指定币量:按币量反推张数后再走统一规划
|
|
try:
|
|
eth_want = float(request.args.get("eth"))
|
|
except (TypeError, ValueError):
|
|
eth_want = 0.0
|
|
if eth_want > 0 and float(ct_mult) > 0:
|
|
import math
|
|
|
|
target_sheets = max(int(min_sz), int(math.floor(eth_want / float(ct_mult) + 1e-12)))
|
|
from lib.options.options_margin_mode_lib import plan_coin_open_by_budget
|
|
|
|
sizing = plan_coin_open_by_budget(
|
|
quote_per_unit=float(ask),
|
|
ct_mult=float(ct_mult),
|
|
min_sz=int(min_sz),
|
|
budget_usdt=budget_usdt,
|
|
index_px=float(idx or 0),
|
|
ask_sz=ask_sz,
|
|
target_sheets=target_sheets,
|
|
)
|
|
if sizing.get("ok"):
|
|
sizing["premium_ccy"] = (inst_id.split("-")[0] if inst_id else "ETH").upper()
|
|
sizing["est_coin"] = sizing.get("buy_coin")
|
|
q = _attach_close_preview(
|
|
cfg,
|
|
ex,
|
|
q,
|
|
sheets=int(sizing.get("sheets") or 0),
|
|
premium_paid=_open_premium_paid(cfg, inst_id),
|
|
)
|
|
return jsonify(
|
|
{
|
|
**q,
|
|
"can_open": bool(sizing.get("ok")),
|
|
"quote_per_unit": ask,
|
|
"premium_per_sheet": round(float(ask) * float(ct_mult), 8),
|
|
"sizing": sizing,
|
|
"mode": mode,
|
|
"mode_note": mode_note,
|
|
"options_margin_mode": "coin",
|
|
"coin_budget": budget_info,
|
|
"compound_full_enabled": _compound_full_enabled(),
|
|
}
|
|
)
|
|
except Exception as e:
|
|
return jsonify({"ok": False, "msg": f"币本位报价失败: {e}"})
|
|
return jsonify({"ok": False, "msg": "仅支持币本位期权报价", "can_open": False})
|
|
|
|
@app.route("/api/options/open", methods=["POST"])
|
|
@lr
|
|
def api_options_open():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
try:
|
|
from lib.options.okx_trade_mode_lib import block_standalone_open_by_mode_msg
|
|
|
|
mode_block = block_standalone_open_by_mode_msg()
|
|
if mode_block:
|
|
return jsonify({"ok": False, "msg": mode_block, "can_open": False})
|
|
except Exception as e:
|
|
return jsonify({"ok": False, "msg": f"交易模式校验失败: {e}", "can_open": False})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
mode = (data.get("mode") or "sheets").strip()
|
|
mode, mode_note = _normalize_size_mode(mode)
|
|
signal_note = (data.get("signal_note") or "").strip()
|
|
# 中控条件单占用时禁止手动开仓
|
|
try:
|
|
from lib.options.options_cond_order_lib import cond_order_blocks_manual_open_msg
|
|
from lib.options.options_db import init_options_tables
|
|
|
|
conn_blk = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn_blk)
|
|
block = cond_order_blocks_manual_open_msg(conn_blk)
|
|
if block:
|
|
return jsonify({"ok": False, "msg": block, "cond_order_locked": True})
|
|
finally:
|
|
conn_blk.close()
|
|
except Exception:
|
|
pass
|
|
if mode_note and mode == "sheets" and (data.get("mode") or "").strip() == "compound_full":
|
|
# 前端残留全仓复利选中时,已自动改指定张数;继续开仓
|
|
pass
|
|
target_index = None
|
|
raw_target = data.get("target_index")
|
|
if raw_target is not None and str(raw_target).strip() != "":
|
|
try:
|
|
target_index = float(raw_target)
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "目标位无效"})
|
|
if target_index <= 0:
|
|
return jsonify({"ok": False, "msg": "目标位无效"})
|
|
profit_exit_enabled = bool(data.get("profit_exit_enabled"))
|
|
profit_exit_mult = 1.0
|
|
if profit_exit_enabled:
|
|
from lib.options.options_profit_exit_lib import normalize_profit_exit_mult
|
|
|
|
profit_exit_mult = normalize_profit_exit_mult(data.get("profit_exit_mult"), default=1.0)
|
|
if not inst_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
|
try:
|
|
from lib.options.options_margin_mode_lib import is_coin_margin_mode
|
|
from lib.options.options_coin_open_lib import open_coin_option_buy_full
|
|
|
|
if is_coin_margin_mode():
|
|
want_sheets = None
|
|
if mode == "sheets":
|
|
try:
|
|
want_sheets = int(data.get("sheets") or 0) or None
|
|
except (TypeError, ValueError):
|
|
want_sheets = None
|
|
elif mode == "eth":
|
|
try:
|
|
eth_want = float(data.get("eth") or 0)
|
|
except (TypeError, ValueError):
|
|
eth_want = 0.0
|
|
if eth_want > 0:
|
|
q0 = cfg["quote_option_contract"](ex, inst_id)
|
|
ct0 = float((q0 or {}).get("ct_mult") or 0.01)
|
|
min0 = int((q0 or {}).get("min_sz") or 1)
|
|
if ct0 > 0:
|
|
import math
|
|
|
|
want_sheets = max(min0, int(math.floor(eth_want / ct0 + 1e-12)))
|
|
result = open_coin_option_buy_full(
|
|
cfg,
|
|
ex,
|
|
inst_id=inst_id,
|
|
signal_note=signal_note,
|
|
target_index=target_index,
|
|
profit_exit_enabled=profit_exit_enabled,
|
|
profit_exit_mult=profit_exit_mult,
|
|
target_sheets=want_sheets,
|
|
)
|
|
if result.get("ok"):
|
|
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
|
|
|
invalidate_option_positions_cache()
|
|
_mark_balances_stale(cfg)
|
|
return jsonify(result)
|
|
except Exception as e:
|
|
return jsonify({"ok": False, "msg": f"币本位开仓失败: {e}"})
|
|
return jsonify({"ok": False, "msg": "仅支持币本位期权开仓"})
|
|
|
|
@app.route("/api/options/orders/pending")
|
|
@lr
|
|
def api_options_orders_pending():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
inst_id = (request.args.get("inst_id") or "").strip() or None
|
|
try:
|
|
orders = cfg["fetch_option_pending_orders"](ex, inst_id)
|
|
except Exception as e:
|
|
return jsonify({"ok": False, "msg": f"获取委托失败: {e}"})
|
|
from lib.options.options_pending_lib import enrich_pending_orders
|
|
|
|
ttl = float(cfg.get("pending_ttl_seconds") or 600.0)
|
|
enriched = enrich_pending_orders(orders, ttl_seconds=ttl)
|
|
return jsonify(
|
|
{
|
|
"ok": True,
|
|
"orders": enriched,
|
|
"count": len(enriched),
|
|
"pending_ttl_seconds": ttl,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/orders/cancel", methods=["POST"])
|
|
@lr
|
|
def api_options_orders_cancel():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
ord_id = (data.get("ord_id") or "").strip()
|
|
if not inst_id or not ord_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id 或 ord_id"})
|
|
out = cfg["cancel_option_order"](ex, inst_id=inst_id, ord_id=ord_id)
|
|
if out.get("ok"):
|
|
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
|
|
|
invalidate_option_positions_cache()
|
|
# 本地未成交开仓记录标记取消,避免假 open
|
|
try:
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
from lib.options.options_time_lib import options_app_now_str
|
|
|
|
init_options_tables(conn)
|
|
conn.execute(
|
|
"""
|
|
UPDATE options_trades
|
|
SET status = 'cancelled',
|
|
signal_note = CASE
|
|
WHEN signal_note IS NULL OR TRIM(signal_note) = '' THEN '委托撤销'
|
|
ELSE signal_note
|
|
END,
|
|
closed_at = ?
|
|
WHERE inst_id = ? AND exchange_ord_id = ? AND status = 'open'
|
|
""",
|
|
(options_app_now_str(), inst_id, ord_id),
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
except Exception:
|
|
pass
|
|
_sync_options_trades(cfg, force=True)
|
|
return jsonify(out), (200 if out.get("ok") else 400)
|
|
|
|
@app.route("/api/options/positions")
|
|
@lr
|
|
def api_options_positions():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
raw = cfg["fetch_option_positions"](ex)
|
|
if raw is None:
|
|
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
|
|
_sync_options_trades(cfg, raw_positions=raw)
|
|
meta_cache: dict[str, dict[str, Any] | None] = {}
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
from lib.options.options_target_lib import targets_by_inst
|
|
from lib.options.options_profit_exit_lib import profit_exit_by_inst
|
|
|
|
tgt_map = targets_by_inst(conn)
|
|
profit_exit_map = profit_exit_by_inst(conn)
|
|
rows = []
|
|
for p in raw:
|
|
inst = str(p.get("instId") or "").strip()
|
|
premium_override = sum_open_premium_paid(conn, inst) if inst else None
|
|
row = _enrich_position_row_display(
|
|
cfg,
|
|
ex,
|
|
p,
|
|
meta_cache=meta_cache,
|
|
premium_override=premium_override,
|
|
)
|
|
_attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid")))
|
|
mon = tgt_map.get(inst)
|
|
if mon:
|
|
row["target_index"] = mon.get("target_index")
|
|
row["target_monitor_id"] = mon.get("id")
|
|
row["target_monitor"] = mon
|
|
pe = profit_exit_map.get(inst)
|
|
if pe:
|
|
row["profit_exit_enabled"] = pe.get("profit_exit_enabled")
|
|
row["profit_exit_mult"] = pe.get("profit_exit_mult")
|
|
row["profit_exit_state"] = pe.get("profit_exit_state")
|
|
row["profit_exit_required_recycle"] = pe.get("required_recycle")
|
|
try:
|
|
from lib.instance.instance_dashboard_lib import _resolve_options_source
|
|
|
|
source_key, source_label, source_plan_id = _resolve_options_source(conn, inst)
|
|
row["source"] = source_key
|
|
row["source_label"] = source_label
|
|
row["source_plan_id"] = source_plan_id
|
|
except Exception:
|
|
row.setdefault("source", "option")
|
|
row.setdefault("source_label", "纯期权")
|
|
row.setdefault("source_plan_id", None)
|
|
rows.append(row)
|
|
finally:
|
|
conn.close()
|
|
spot_sell_hint = None
|
|
try:
|
|
from lib.options.options_margin_mode_lib import is_coin_margin_mode
|
|
|
|
if is_coin_margin_mode():
|
|
from lib.options.options_spot_bridge_lib import list_open_bridges
|
|
|
|
conn_b = cfg["get_db"]()
|
|
try:
|
|
from lib.options.options_db import init_options_tables
|
|
|
|
init_options_tables(conn_b)
|
|
open_bridges = list_open_bridges(conn_b)
|
|
bal = cfg["fetch_options_balances"](ex, scope="main")
|
|
bridge = open_bridges[0] if open_bridges else None
|
|
from lib.options.options_spot_bridge_lib import (
|
|
display_sellable_coin,
|
|
spot_min_sell_sz,
|
|
)
|
|
|
|
raw_eth = bal.get("trading_eth_avail") or bal.get("trading_eth")
|
|
raw_btc = bal.get("trading_btc_avail") or bal.get("trading_btc")
|
|
spot_sell_hint = {
|
|
"bridge_status": str(bridge.get("status") or "") if bridge else None,
|
|
"bridge_underlying": str(bridge.get("underlying") or "").upper() if bridge else None,
|
|
# 粉尘归零:不够现货最小可卖则前端不展示、不提示重试
|
|
"trading_eth": display_sellable_coin(ex, "ETH", raw_eth),
|
|
"trading_btc": display_sellable_coin(ex, "BTC", raw_btc),
|
|
"min_sz_eth": spot_min_sell_sz(ex, "ETH"),
|
|
"min_sz_btc": spot_min_sell_sz(ex, "BTC"),
|
|
"default_underly": (cfg.get("default_underly") or "ETH").strip().upper(),
|
|
}
|
|
finally:
|
|
conn_b.close()
|
|
except Exception:
|
|
spot_sell_hint = None
|
|
cond_locked = False
|
|
cond_msg = ""
|
|
cond_order = None
|
|
try:
|
|
from lib.options.options_cond_order_lib import has_active_cond_order, list_cond_orders
|
|
|
|
conn_c = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn_c)
|
|
cond_locked = has_active_cond_order(conn_c)
|
|
if cond_locked:
|
|
act = list_cond_orders(conn_c, active_only=True)
|
|
if act:
|
|
cond_order = act[0]
|
|
cond_msg = str(act[0].get("message") or act[0].get("status") or "")
|
|
finally:
|
|
conn_c.close()
|
|
except Exception:
|
|
pass
|
|
transfer_blocked = False
|
|
transfer_block_msg = ""
|
|
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:
|
|
transfer_blocked = True
|
|
transfer_block_msg = tmsg
|
|
finally:
|
|
conn_tb.close()
|
|
except Exception:
|
|
pass
|
|
return jsonify(
|
|
{
|
|
"ok": True,
|
|
"positions": rows,
|
|
"spot_sell": spot_sell_hint,
|
|
"cond_order_locked": cond_locked,
|
|
"cond_order_msg": cond_msg,
|
|
"cond_order": cond_order,
|
|
"transfer_blocked": transfer_blocked,
|
|
"transfer_block_msg": transfer_block_msg,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/targets")
|
|
@lr
|
|
def api_options_targets():
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
from lib.options.options_target_lib import list_active_targets, list_closing_targets
|
|
|
|
return jsonify({"ok": True, "targets": list_active_targets(conn) + list_closing_targets(conn)})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/options/target", methods=["POST"])
|
|
@lr
|
|
def api_options_target_set():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
if not inst_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
|
try:
|
|
target_index = float(data.get("target_index"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "目标位无效"})
|
|
if target_index <= 0:
|
|
return jsonify({"ok": False, "msg": "目标位无效"})
|
|
raw = cfg["fetch_option_positions"](ex)
|
|
if raw is None:
|
|
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
|
|
pos = _find_position(raw, inst_id)
|
|
if not pos:
|
|
return jsonify({"ok": False, "msg": "未找到持仓"})
|
|
from lib.options.options_target_lib import upsert_target_monitor
|
|
|
|
fmt = cfg["format_position_row"](pos)
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
trade = conn.execute(
|
|
"""
|
|
SELECT id, opt_type, underlying FROM options_trades
|
|
WHERE inst_id = ? AND status = 'open'
|
|
ORDER BY id DESC LIMIT 1
|
|
""",
|
|
(inst_id,),
|
|
).fetchone()
|
|
trade_id = int(trade["id"]) if trade else None
|
|
sheets_sum = sum_open_sheets(conn, inst_id)
|
|
sheets = sheets_sum if sheets_sum is not None else int(fmt.get("pos") or 0)
|
|
opt_type = (trade["opt_type"] if trade else None) or fmt.get("opt_type")
|
|
underlying = (trade["underlying"] if trade else None) or fmt.get("underlying")
|
|
out = upsert_target_monitor(
|
|
conn,
|
|
inst_id=inst_id,
|
|
target_index=target_index,
|
|
underlying=str(underlying) if underlying else None,
|
|
opt_type=str(opt_type) if opt_type else None,
|
|
trade_id=trade_id,
|
|
sheets=sheets,
|
|
)
|
|
conn.commit()
|
|
return jsonify(out)
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/options/target/cancel", methods=["POST"])
|
|
@lr
|
|
def api_options_target_cancel():
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip() or None
|
|
monitor_id = data.get("id")
|
|
try:
|
|
mid = int(monitor_id) if monitor_id is not None and str(monitor_id).strip() != "" else None
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "监控 id 无效"})
|
|
if not inst_id and mid is None:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id 或 id"})
|
|
from lib.options.options_target_lib import cancel_target_monitor
|
|
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
n = cancel_target_monitor(conn, inst_id=inst_id, monitor_id=mid)
|
|
conn.commit()
|
|
return jsonify({"ok": True, "cancelled": n})
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/options/profit-exit", methods=["POST"])
|
|
@lr
|
|
def api_options_profit_exit_set():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
if not inst_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
|
enabled_raw = data.get("enabled")
|
|
if enabled_raw is None:
|
|
enabled_raw = data.get("profit_exit_enabled")
|
|
enabled = bool(enabled_raw) and str(enabled_raw).strip().lower() not in (
|
|
"0",
|
|
"false",
|
|
"off",
|
|
"no",
|
|
)
|
|
from lib.options.options_profit_exit_lib import normalize_profit_exit_mult, set_profit_exit
|
|
|
|
mult = normalize_profit_exit_mult(data.get("mult", data.get("profit_exit_mult")), default=1.0)
|
|
raw = cfg["fetch_option_positions"](ex)
|
|
if raw is None:
|
|
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
|
|
if not _find_position(raw, inst_id):
|
|
return jsonify({"ok": False, "msg": "未找到持仓"})
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
out = set_profit_exit(conn, inst_id=inst_id, enabled=enabled, mult=mult)
|
|
if out.get("ok"):
|
|
conn.commit()
|
|
return jsonify(out)
|
|
finally:
|
|
conn.close()
|
|
|
|
@app.route("/api/options/close", methods=["POST"])
|
|
@lr
|
|
def api_options_close():
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = (data.get("inst_id") or "").strip()
|
|
if not inst_id:
|
|
return jsonify({"ok": False, "msg": "缺少 inst_id"})
|
|
if data.get("market"):
|
|
return jsonify({"ok": False, "msg": "已禁用市价平仓,仅支持买一限价"})
|
|
sheets = data.get("sheets")
|
|
try:
|
|
sheets_i = int(sheets) if sheets is not None and str(sheets).strip() != "" else None
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "张数无效"})
|
|
# 手动买一平仓:只验有效流动性;2×门控仅用于自动/目标位平仓
|
|
return jsonify(_run_manual_bid_close(cfg, inst_id, sheets=sheets_i, reason="手动平仓"))
|
|
|
|
@app.route("/api/options/spot-bridge/retry-sell", methods=["POST"])
|
|
@lr
|
|
def api_options_spot_bridge_retry_sell():
|
|
"""币本位:重试把残留标的币市价卖回 USDT."""
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
data = request.get_json(silent=True) or {}
|
|
underlying = (data.get("underlying") or cfg.get("default_underly") or "ETH").strip().upper()
|
|
inst_id = (data.get("inst_id") or "").strip() or None
|
|
from lib.options.options_spot_bridge_lib import sell_residual_after_option_flat
|
|
|
|
out = sell_residual_after_option_flat(
|
|
cfg["get_db"],
|
|
ex,
|
|
underlying=underlying,
|
|
inst_id=inst_id,
|
|
)
|
|
if out.get("ok"):
|
|
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"],
|
|
ex,
|
|
bridge_id=int(bid) if bid is not None else None,
|
|
cfg=cfg,
|
|
)
|
|
except Exception:
|
|
pass
|
|
_mark_balances_stale(cfg)
|
|
return jsonify(out)
|
|
|
|
@app.route("/api/options/convert/quote", methods=["POST"])
|
|
@lr
|
|
def api_options_convert_quote():
|
|
return jsonify({"ok": False, "msg": "USDC 兑换已下线,仅支持币本位期权"})
|
|
|
|
@app.route("/api/options/convert/execute", methods=["POST"])
|
|
@lr
|
|
def api_options_convert_execute():
|
|
return jsonify({"ok": False, "msg": "USDC 兑换已下线,仅支持币本位期权"})
|
|
|
|
@app.route("/api/options/transfer", methods=["POST"])
|
|
@lr
|
|
def api_options_transfer():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
# 持仓/待卖回禁止划转(规格)
|
|
conn_blk = cfg["get_db"]()
|
|
try:
|
|
from lib.options.options_account_pnl_lib import transfer_blocked_by_position_msg
|
|
|
|
block = transfer_blocked_by_position_msg(conn_blk, ex)
|
|
if block:
|
|
return jsonify({"ok": False, "msg": block, "transfer_blocked": True})
|
|
finally:
|
|
conn_blk.close()
|
|
data = request.get_json(silent=True) or {}
|
|
ccy = (data.get("ccy") or "USDC").upper()
|
|
from_acct = (data.get("from") or "funding").strip()
|
|
to_acct = (data.get("to") or "trading").strip()
|
|
try:
|
|
amount = float(data.get("amount"))
|
|
except (TypeError, ValueError):
|
|
return jsonify({"ok": False, "msg": "数量无效"})
|
|
try:
|
|
import lib.exchange.okx_options_lib as _opt_lib
|
|
|
|
xfer = getattr(_opt_lib, "transfer_ccy", None)
|
|
except Exception:
|
|
xfer = None
|
|
if not callable(xfer):
|
|
xfer = cfg.get("transfer_ccy")
|
|
result = xfer(ex, ccy, amount, from_acct, to_acct) if callable(xfer) else {
|
|
"ok": False,
|
|
"msg": "划转不可用",
|
|
}
|
|
if result.get("ok"):
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
conn.execute(
|
|
"""
|
|
INSERT INTO options_transfer_log (ccy, amount, from_account, to_account, status, message)
|
|
VALUES (?, ?, ?, ?, 'ok', '')
|
|
""",
|
|
(ccy, amount, from_acct, to_acct),
|
|
)
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
_mark_balances_stale(cfg)
|
|
return jsonify(result)
|
|
|
|
@app.route("/api/options/spot/swap", methods=["POST"])
|
|
@lr
|
|
def api_options_spot_swap():
|
|
return jsonify({"ok": False, "msg": "USDT↔USDC 兑换已下线,仅支持币本位期权"})
|
|
|
|
@app.route("/api/options/history")
|
|
@lr
|
|
def api_options_history():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
from lib.options.options_history_lib import load_options_history
|
|
|
|
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"})
|
|
history = load_options_history(ex, cfg)
|
|
live_ids = {str(x.get("inst_id") or "") for x in history if x.get("status") == "open"}
|
|
return jsonify({"ok": True, "history": history, "live_inst_ids": sorted(live_ids)})
|
|
|
|
@app.route("/api/options/stats")
|
|
@lr
|
|
def api_options_stats():
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
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_auto
|
|
|
|
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"})
|
|
try:
|
|
# 实盘:期权历史交易所原生盈亏;模拟盘:本地结算
|
|
stats = compute_options_stats_auto(cfg, ex)
|
|
except Exception as e:
|
|
return jsonify({"ok": False, "msg": f"统计失败: {e}"})
|
|
open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live)
|
|
net_realized = _safe_float(stats.get("net_realized_pnl")) or 0.0
|
|
total_pnl = None
|
|
if open_float is not None:
|
|
total_pnl = round(net_realized + float(open_float), 4)
|
|
elif stats.get("total_closed"):
|
|
total_pnl = round(net_realized, 4)
|
|
# 币本位统计统一标 U;USDC 模式仍标 USDC
|
|
pnl_unit = "U" if is_coin_margin_mode() else "USDC"
|
|
return jsonify(
|
|
{
|
|
"ok": True,
|
|
**stats,
|
|
"open_float_pnl": open_float,
|
|
"total_pnl": total_pnl,
|
|
"pnl_unit": pnl_unit,
|
|
}
|
|
)
|
|
|
|
@app.route("/api/options/history/<path:history_key>", methods=["DELETE"])
|
|
@lr
|
|
def api_options_history_delete(history_key: str):
|
|
ex, err = _require_options_ex(cfg)
|
|
if ex is None:
|
|
return jsonify({"ok": False, "msg": err})
|
|
key = (history_key or "").strip()
|
|
if not key:
|
|
return jsonify({"ok": False, "msg": "缺少 history_key"})
|
|
data = request.get_json(silent=True) or {}
|
|
inst_id = str(data.get("inst_id") or request.args.get("inst_id") or "").strip() or None
|
|
closed_at = str(data.get("closed_at") or request.args.get("closed_at") or "").strip() or None
|
|
conn = cfg["get_db"]()
|
|
try:
|
|
init_options_tables(conn)
|
|
conn.execute(
|
|
"INSERT OR IGNORE INTO options_history_hidden (history_key) VALUES (?)",
|
|
(key,),
|
|
)
|
|
# 同步隐藏期权复盘,避免本地已平记录刷新后又出现
|
|
try:
|
|
from lib.options.options_review_lib import hide_review_keys
|
|
|
|
hide_review_keys(
|
|
conn,
|
|
history_key=key,
|
|
inst_id=inst_id,
|
|
closed_at=closed_at,
|
|
)
|
|
if inst_id:
|
|
# 去掉已导入的复盘快照(按合约+平仓时间)
|
|
if closed_at:
|
|
rows = conn.execute(
|
|
"""
|
|
SELECT id, history_key FROM options_review_trades
|
|
WHERE inst_id = ?
|
|
AND substr(COALESCE(closed_at,''),1,16) = substr(?,1,16)
|
|
""",
|
|
(inst_id, closed_at),
|
|
).fetchall()
|
|
else:
|
|
rows = conn.execute(
|
|
"""
|
|
SELECT id, history_key FROM options_review_trades
|
|
WHERE inst_id = ?
|
|
""",
|
|
(inst_id,),
|
|
).fetchall()
|
|
for r in rows:
|
|
conn.execute(
|
|
"DELETE FROM options_review_entries WHERE trade_id=?",
|
|
(int(r["id"]),),
|
|
)
|
|
conn.execute(
|
|
"DELETE FROM options_review_trades WHERE id=?",
|
|
(int(r["id"]),),
|
|
)
|
|
conn.execute(
|
|
"INSERT OR IGNORE INTO options_review_hidden(history_key, inst_id, closed_at) VALUES (?,?,?)",
|
|
(str(r["history_key"]), inst_id, (closed_at or "")[:19] or None),
|
|
)
|
|
fps = []
|
|
if closed_at:
|
|
fps.append(f"inst_close:{inst_id}:{closed_at[:16]}")
|
|
fps.append(f"inst:{inst_id}")
|
|
for fp in fps:
|
|
conn.execute(
|
|
"INSERT OR IGNORE INTO options_review_hidden(history_key, inst_id, closed_at) VALUES (?,?,?)",
|
|
(fp, inst_id, (closed_at or "")[:19] or None),
|
|
)
|
|
except Exception:
|
|
pass
|
|
conn.commit()
|
|
finally:
|
|
conn.close()
|
|
return jsonify({"ok": True})
|
|
|
|
|
|
def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
|
|
if app.extensions.get("options_monitor_started"):
|
|
return
|
|
app.extensions["options_monitor_started"] = True
|
|
|
|
def _bid(inst_id: str) -> float | None:
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return None
|
|
try:
|
|
q = cfg["quote_option_contract"](ex, inst_id)
|
|
return q.get("bid")
|
|
except Exception:
|
|
return None
|
|
|
|
def _positions():
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return []
|
|
raw = cfg["fetch_option_positions"](ex)
|
|
if raw is None:
|
|
return []
|
|
return [cfg["format_position_row"](p) for p in raw]
|
|
|
|
def _sync(_conn=None):
|
|
# 不用监控线程传入的连接;force=False 走 15s 节流,卖币由监控循环在关闭连接后另扫
|
|
try:
|
|
_sync_options_trades(cfg, force=False)
|
|
return 1
|
|
except Exception:
|
|
return 0
|
|
|
|
def _target_close(inst_id: str) -> dict[str, Any]:
|
|
from lib.options.options_target_lib import close_option_by_bid_depth
|
|
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return {"ok": False, "msg": "期权 exchange 未就绪"}
|
|
result = close_option_by_bid_depth(cfg, ex, inst_id)
|
|
if result.get("ok"):
|
|
try:
|
|
_sync_options_trades(cfg, force=True)
|
|
except Exception:
|
|
pass
|
|
try:
|
|
_mark_balances_stale(cfg)
|
|
except Exception:
|
|
pass
|
|
return result
|
|
|
|
def _profit_exit_close(inst_id: str) -> dict[str, Any]:
|
|
from lib.options.options_profit_exit_lib import close_option_by_bid_profit_exit
|
|
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return {"ok": False, "msg": "期权 exchange 未就绪"}
|
|
result = close_option_by_bid_profit_exit(cfg, ex, inst_id)
|
|
if result.get("ok"):
|
|
try:
|
|
_sync_options_trades(cfg, force=True)
|
|
except Exception:
|
|
pass
|
|
try:
|
|
_mark_balances_stale(cfg)
|
|
except Exception:
|
|
pass
|
|
return result
|
|
|
|
def _stale_pending() -> dict[str, Any]:
|
|
from lib.exchange.okx_options_lib import invalidate_option_positions_cache
|
|
from lib.options.options_pending_lib import cancel_stale_close_pending_orders
|
|
|
|
ex = cfg.get("exchange_options")
|
|
if ex is None:
|
|
return {"ok": False, "msg": "期权 exchange 未就绪"}
|
|
ttl = float(cfg.get("pending_ttl_seconds") or 600.0)
|
|
out = cancel_stale_close_pending_orders(
|
|
fetch_pending=lambda _ex: cfg["fetch_option_pending_orders"](_ex),
|
|
cancel_order=lambda _ex, inst_id, ord_id: cfg["cancel_option_order"](
|
|
_ex, inst_id=inst_id, ord_id=ord_id
|
|
),
|
|
ttl_seconds=ttl,
|
|
ex=ex,
|
|
)
|
|
if out.get("cancelled"):
|
|
try:
|
|
invalidate_option_positions_cache()
|
|
except Exception:
|
|
pass
|
|
try:
|
|
send = cfg.get("send_wechat")
|
|
if callable(send):
|
|
parts = [
|
|
"【OKX期权·挂单超时撤销】",
|
|
f"账户:{cfg.get('account_label') or 'OKX期权'}",
|
|
f"超时:{ttl:g}s",
|
|
f"撤销:{out.get('cancelled')} 笔",
|
|
]
|
|
for o in out.get("orders") or []:
|
|
parts.append(f"- {o.get('inst_id')} #{o.get('ord_id')}")
|
|
send("\n".join(parts))
|
|
except Exception:
|
|
pass
|
|
return out
|
|
|
|
def _cond_order_tick(_conn=None) -> None:
|
|
from lib.options.options_cond_order_lib import run_cond_orders_tick
|
|
|
|
# 传 get_db:条件单开仓前会释放连接,避免嵌套锁库
|
|
run_cond_orders_tick(
|
|
cfg["get_db"],
|
|
cfg,
|
|
send_wechat=cfg.get("send_wechat"),
|
|
account_label=str(cfg.get("account_label") or ""),
|
|
)
|
|
|
|
t = threading.Thread(
|
|
target=options_monitor_loop,
|
|
kwargs={
|
|
"enabled": True,
|
|
"poll_seconds": cfg["poll_seconds"],
|
|
"get_db": cfg["get_db"],
|
|
"fetch_positions": _positions,
|
|
"ticker_bid_fn": _bid,
|
|
"send_wechat": cfg["send_wechat"],
|
|
"account_label": cfg["account_label"],
|
|
"profit_ratio": cfg["profit_ratio"],
|
|
"sync_trades_fn": _sync,
|
|
"target_close_fn": _target_close,
|
|
"profit_exit_close_fn": _profit_exit_close,
|
|
"profit_exit_cfg": cfg,
|
|
"stale_pending_fn": _stale_pending,
|
|
"cond_order_tick_fn": _cond_order_tick,
|
|
},
|
|
daemon=True,
|
|
name="options-monitor",
|
|
)
|
|
t.start()
|