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crypto_okx/lib/options/options_account_pnl_lib.py
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"""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 resolve_true_pnl_usdt(
conn,
*,
trading_usdt_before: Any = None,
trading_usdt_after: Any = None,
bridge_id: Any = None,
realized_pnl_usdt: Any = None,
pnl_settled: Any = False,
) -> tuple[float | None, str]:
"""真盈亏(口径 A)=卖光标的币收回 USDT − 开仓买币花费.
优先账户快照 after−before(与上式等价);其次已关桥的「卖回累计−买币预算」.
绝不回退权利金×指数(那是口径 B / 期权腿).
返回 (pnl_u, source): account | bridge | frozen | none
"""
before = _safe_float(trading_usdt_before)
after = _safe_float(trading_usdt_after)
if before is not None and after is not None:
return round(float(after) - float(before), 4), "account"
bid = None
try:
if bridge_id is not None and str(bridge_id).strip() != "":
bid = int(bridge_id)
except (TypeError, ValueError):
bid = None
if bid is not None:
try:
from lib.options.options_spot_bridge_lib import (
BRIDGE_CLOSED,
cash_pnl_usdt_from_bridge,
ensure_bridge_table,
)
ensure_bridge_table(conn)
brow = conn.execute(
"SELECT status, usdt_recovered FROM options_spot_bridge WHERE id=?",
(bid,),
).fetchone()
if brow:
st = str(brow["status"] if hasattr(brow, "keys") else brow[0] or "")
recovered = _safe_float(
brow["usdt_recovered"] if hasattr(brow, "keys") else brow[1]
)
if st == BRIDGE_CLOSED and recovered is not None:
bp = cash_pnl_usdt_from_bridge(conn, bid)
if bp is not None:
return bp, "bridge"
except Exception:
pass
try:
settled = int(pnl_settled or 0) == 1
except (TypeError, ValueError):
settled = bool(pnl_settled)
frozen = _safe_float(realized_pnl_usdt)
# 仅承认「有 before 且已账户结算」的旧冻结;无快照的指数折 U 不算真盈亏
if settled and before is not None and frozen is not None:
return round(float(frozen), 4), "frozen"
return None, "none"
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:对本桥/本单未结算已平仓位冻结真盈亏.
优先 after−before;账户 after 缺失时用桥「卖回−买币」.
已 pnl_settled=1 的行永不改写.
"""
after = _safe_float(trading_usdt_after)
if after is not None:
after = round(float(after), 8)
clauses = ["status='closed'", "COALESCE(pnl_settled, 0)=0", "trading_usdt_before IS NOT NULL"]
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
rows = conn.execute(
f"""
SELECT id, trading_usdt_before, realized_pnl_usdt, bridge_id
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])
if before is None:
continue
row_bid = row["bridge_id"] if hasattr(row, "keys") else row[3]
if row_bid is None and bridge_id is not None:
row_bid = bridge_id
after_use = after
if after_use is not None:
pnl_u = round(float(after_use) - float(before), 4)
else:
pnl_u, src = resolve_true_pnl_usdt(
conn,
trading_usdt_before=before,
trading_usdt_after=None,
bridge_id=row_bid,
pnl_settled=0,
)
if pnl_u is None or src != "bridge":
continue
after_use = round(float(before) + float(pnl_u), 8)
conn.execute(
"""
UPDATE options_trades
SET trading_usdt_after = ?,
realized_pnl_usdt = ?,
pnl_settled = 1
WHERE id = ? AND COALESCE(pnl_settled, 0)=0
""",
(after_use, pnl_u, tid),
)
updated += 1
return updated