crypto_okx/lib/options/options_db.py

"""期权模块 SQLite 表."""
from __future__ import annotations

import sqlite3


def init_options_tables(conn: sqlite3.Connection) -> None:
    from lib.options.options_review_db import init_options_review_tables

    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_trades (
            id INTEGER PRIMARY KEY AUTOINCREMENT,
            inst_id TEXT NOT NULL,
            underlying TEXT NOT NULL,
            opt_type TEXT NOT NULL,
            strike REAL,
            exp_time TEXT,
            sheets INTEGER NOT NULL,
            eth_amount REAL NOT NULL,
            open_quote REAL,
            premium_paid REAL,
            status TEXT DEFAULT 'open',
            close_quote REAL,
            premium_received REAL,
            realized_pnl REAL,
            profit_alert_sent INTEGER DEFAULT 0,
            signal_note TEXT,
            exchange_ord_id TEXT,
            close_ord_id TEXT,
            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
            closed_at TIMESTAMP
        )
        """
    )
    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_convert_log (
            id INTEGER PRIMARY KEY AUTOINCREMENT,
            from_ccy TEXT,
            to_ccy TEXT,
            rfq_sz REAL,
            received_sz REAL,
            quote_id TEXT,
            status TEXT,
            message TEXT,
            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
        )
        """
    )
    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_history_hidden (
            history_key TEXT PRIMARY KEY,
            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
        )
        """
    )
    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_transfer_log (
            id INTEGER PRIMARY KEY AUTOINCREMENT,
            ccy TEXT,
            amount REAL,
            from_account TEXT,
            to_account TEXT,
            status TEXT,
            message TEXT,
            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
        )
        """
    )
    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_target_monitors (
            id INTEGER PRIMARY KEY AUTOINCREMENT,
            inst_id TEXT NOT NULL,
            underlying TEXT,
            opt_type TEXT,
            target_index REAL NOT NULL,
            trade_id INTEGER,
            sheets INTEGER,
            status TEXT DEFAULT 'active',
            trigger_idx REAL,
            close_ord_id TEXT,
            message TEXT,
            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
            triggered_at TIMESTAMP
        )
        """
    )
    conn.execute(
        """
        CREATE INDEX IF NOT EXISTS idx_options_target_monitors_status
        ON options_target_monitors(status)
        """
    )
    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",
        "ALTER TABLE options_trades ADD COLUMN profit_exit_enabled INTEGER DEFAULT 0",
        "ALTER TABLE options_trades ADD COLUMN profit_exit_mult REAL DEFAULT 1.0",
        "ALTER TABLE options_trades ADD COLUMN profit_exit_state TEXT DEFAULT 'idle'",
        "ALTER TABLE options_trades ADD COLUMN margin_mode TEXT DEFAULT 'usdc'",
        "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",
    ):
        try:
            conn.execute(ddl)
        except Exception:
            pass
    try:
        from lib.options.options_spot_bridge_lib import ensure_bridge_table

        ensure_bridge_table(conn)
    except Exception:
        pass
    init_options_review_tables(conn)


def sum_open_premium_paid(conn: sqlite3.Connection, inst_id: str) -> float | None:
    """同合约所有 open 腿权利金合计(加仓后显示/门控用)."""
    inst = (inst_id or "").strip()
    if not inst:
        return None
    row = conn.execute(
        """
        SELECT SUM(premium_paid) AS total, COUNT(*) AS n
        FROM options_trades
        WHERE inst_id = ? AND status = 'open' AND premium_paid IS NOT NULL
        """,
        (inst,),
    ).fetchone()
    if not row or int(row["n"] or 0) < 1:
        return None
    # 币本位权利金常 <1e-4,保留 8 位避免被裁成 0
    return round(float(row["total"] or 0), 8)


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()
    if not inst:
        return None
    row = conn.execute(
        """
        SELECT SUM(sheets) AS total, COUNT(*) AS n
        FROM options_trades
        WHERE inst_id = ? AND status = 'open'
        """,
        (inst,),
    ).fetchone()
    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