Align OO Call/Put position cards with per-leg mark, size, leverage.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-07 17:25:03 +08:00
parent e7115e396a
commit 0ac03cc726
4 changed files with 417 additions and 211 deletions
+4 -1
View File
@@ -72,13 +72,16 @@ def enrich_live_unrealized(
logger.warning("live unrealized exchange overlay failed: %s", e)
option_upl = float(base.get("option_upl") or 0.0) # 期权净盈亏(本地)
option2_upl = float(base.get("option2_upl") or 0.0) # 期期 Put 腿
# 盯盘/达标:离场费 ≈ 入场费 → 合计扣 已付×2
est_close = float(fees_paid)
net_pnl = perp_upl + option_upl - fees_paid * 2.0 + funding
# 期期无永续:perp_upl 一般为 0;仍加 option2
net_pnl = perp_upl + option_upl + option2_upl - fees_paid * 2.0 + funding
out = dict(base)
out["perp_upl"] = perp_upl
out["option_upl"] = option_upl
out["option2_upl"] = option2_upl
out["fees_paid"] = fees_paid
out["funding_usdt"] = funding
out["est_close_fees"] = est_close
+69 -8
View File
@@ -2012,15 +2012,23 @@ class Matcher:
index_px = snap.perp.mark_px
qty = float(pos.get("option_qty_eth") or 0)
qty2 = float(pos.get("option2_qty_eth") or qty)
contracts1 = float(pos.get("option_qty_contracts") or 0)
contracts2 = float(pos.get("option2_qty_contracts") or 0)
prem1 = float(pos.get("initial_premium") or 0)
prem2 = float(pos.get("initial_premium2") or 0)
call_id = str(pos.get("option_inst_id") or "")
put_id = str(pos.get("option2_inst_id") or "")
entry1 = float(pos.get("option_entry_px") or 0)
entry2 = float(pos.get("option2_entry_px") or 0)
oq1 = self._quote_held_option(call_id) if call_id else None
oq2 = self._quote_held_option(put_id) if put_id else None
option_upl = 0.0
option2_upl = 0.0
fees = 0.0
opt_mark = None
opt_bid_sz = None
opt2_mark = None
opt2_bid_sz = None
if oq1 and oq1.bid is not None and qty > 0:
bid = float(oq1.bid)
of = option_fill(
@@ -2032,6 +2040,13 @@ class Matcher:
)
fees += of.fee
option_upl = bid * qty - prem1
opt_mark = bid
opt_bid_sz = float(oq1.bid_sz) if oq1.bid_sz is not None else None
elif oq1:
opt_mark = oq1.bid or oq1.mark_px
opt_bid_sz = float(oq1.bid_sz) if oq1.bid_sz is not None else None
if opt_mark is not None and qty > 0:
option_upl = float(opt_mark) * qty - prem1
if oq2 and oq2.bid is not None and qty2 > 0:
bid = float(oq2.bid)
of = option_fill(
@@ -2043,15 +2058,51 @@ class Matcher:
)
fees += of.fee
option2_upl = bid * qty2 - prem2
opt2_mark = bid
opt2_bid_sz = float(oq2.bid_sz) if oq2.bid_sz is not None else None
elif oq2:
opt2_mark = oq2.bid or oq2.mark_px
opt2_bid_sz = float(oq2.bid_sz) if oq2.bid_sz is not None else None
if opt2_mark is not None and qty2 > 0:
option2_upl = float(opt2_mark) * qty2 - prem2
g = None
gid = pos.get("group_id")
if gid:
g = self.db.fetchone("SELECT * FROM groups WHERE group_id=?", (gid,))
paid = float(g["fees"] or 0) if g else 0.0
net = option_upl + option2_upl - paid - fees
# SIM:浮盈 − 估平仓费;有入场费时离场按入场估算(对齐永期口径)
if paid > 1e-12:
est_close = paid
net = option_upl + option2_upl - paid * 2.0
else:
est_close = fees
net = option_upl + option2_upl - fees
entry_idx = float(pos.get("entry_index_px") or 0)
move = abs(float(index_px) - entry_idx) if index_px is not None and entry_idx else 0.0
move_pct = (move / entry_idx * 100.0) if entry_idx > 0 else 0.0
from ..strategy.selection import option_leverage as _opt_lev
opt_lev = (
_opt_lev(entry_idx, entry1) if entry_idx > 0 and entry1 > 0 else None
)
opt2_lev = (
_opt_lev(entry_idx, entry2) if entry_idx > 0 and entry2 > 0 else None
)
if opt_lev is not None:
opt_lev = round(float(opt_lev), 1)
if opt2_lev is not None:
opt2_lev = round(float(opt2_lev), 1)
expiry_ymd = str(g["expiry_ymd"]) if g and g["expiry_ymd"] else None
expiry_ms = None
if expiry_ymd and len(expiry_ymd) == 6:
try:
from ..exchange.expiry import expiry_ms_from_ymd
expiry_ms = expiry_ms_from_ymd(expiry_ymd)
except Exception:
expiry_ms = None
strike1 = float(g["strike"]) if g and g["strike"] is not None else None
strike2 = float(pos.get("strike2") or 0) or None
return {
"has_position": True,
"hedge_mode": "option_option",
@@ -2062,23 +2113,33 @@ class Matcher:
"option2_upl": option2_upl,
"net_pnl": net,
"fees_paid": paid,
"est_close_fees": fees,
"est_close_fees": est_close,
"index_px": float(index_px) if index_px is not None else None,
"entry_index_px": entry_idx,
"move_points": move,
"move_pct": move_pct,
"initial_premium": prem1 + prem2,
"initial_premium": prem1,
"initial_premium2": prem2,
"option_inst_id": call_id,
"option2_inst_id": put_id,
"option_side": "call",
"option2_side": "put",
"option_qty_eth": qty,
"option2_qty_eth": qty2,
"option_entry_px": float(pos.get("option_entry_px") or 0),
"option2_entry_px": float(pos.get("option2_entry_px") or 0),
"strike": float(g["strike"]) if g and g["strike"] is not None else None,
"strike2": float(pos.get("strike2") or 0) or None,
"expiry_ymd": g["expiry_ymd"] if g else None,
"option_qty_contracts": contracts1,
"option2_qty_contracts": contracts2,
"option_entry_px": entry1,
"option2_entry_px": entry2,
"option_mark_px": float(opt_mark) if opt_mark is not None else None,
"option_bid_sz": float(opt_bid_sz) if opt_bid_sz is not None else None,
"option2_mark_px": float(opt2_mark) if opt2_mark is not None else None,
"option2_bid_sz": float(opt2_bid_sz) if opt2_bid_sz is not None else None,
"option_leverage": float(opt_lev) if opt_lev is not None else None,
"option2_leverage": float(opt2_lev) if opt2_lev is not None else None,
"strike": strike1,
"strike2": strike2,
"expiry_ymd": expiry_ymd,
"expiry_ms": expiry_ms,
"open_at_ms": int(g["open_at_ms"]) if g and g["open_at_ms"] else None,
"perp_side": None,
"perp_qty_eth": 0.0,
+6
View File
@@ -320,10 +320,16 @@ export type PlanState = {
premium_gap?: number;
hedge_mode?: string;
option2_inst_id?: string;
option2_side?: string;
option2_upl?: number;
option2_entry_px?: number;
option2_qty_eth?: number;
option2_qty_contracts?: number;
option2_mark_px?: number | null;
option2_bid_sz?: number | null;
option2_leverage?: number | null;
strike2?: number | null;
initial_premium2?: number;
};
residuals?: {
group_id: string;
+338 -202
View File
@@ -652,217 +652,353 @@ export default function PlanPage() {
<div className="plan-positions">
{open ? (
<>
{plan?.hedge_mode === "option_option" ||
pos?.hedge_mode === "option_option" ||
pos?.option2_inst_id ? (
<div className="pos-card">
<div className="pos-card-head">
<div className="pos-card-symbol">
<strong>
{pos?.option_inst_id || "Call"}
</strong>
<span className="pos-side-badge pos-side-long">
Call
</span>
</div>
</div>
<div className="pos-meta">
<span className="pos-meta-item"> · Call</span>
<span className="pos-meta-item"> {pos?.group_id}</span>
<span className="pos-meta-item mono">
{fmt(pos?.option_qty_eth, 1)} ETH
</span>
</div>
<div className="pos-grid">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmt(pos?.option_entry_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span
className={`pos-value mono ${pnlClass(pos?.option_upl)}`}
{isOo ? (
<>
<div className="pos-card">
<div className="pos-card-head">
<div className="pos-card-symbol">
<strong>{pos?.option_inst_id || "Call"}</strong>
<span className="pos-side-badge pos-side-long">
Call
</span>
</div>
<div
className={`pos-countdown mono ${countdownUrgent ? "pos-countdown-urgent" : ""}`}
title="到期倒计时"
>
{fmt(pos?.option_upl)}
{countdown}
</div>
</div>
<div className="pos-meta">
<span className="pos-meta-item"> · Call</span>
<span className="pos-meta-item">
{pos?.expiry_ymd || "—"}
</span>
<span className="pos-meta-item">
{" "}
{pos?.strike != null
? Math.round(Number(pos.strike))
: "—"}
</span>
<span className="pos-meta-item mono">
{fmt(pos?.option_qty_eth, 2)} ETH ·{" "}
{fmt(pos?.option_qty_contracts, 0)}
</span>
<span
className="pos-meta-item mono"
title="开仓指数÷开仓均价"
>
{fmt(pos?.option_leverage, 0)}x
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmt(pos?.strike, 0)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{holdDurationLabel}
</span>
<div className="pos-grid">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtExPx("option", pos?.option_entry_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtBidLiqEx(
"option",
pos?.option_mark_px,
pos?.option_bid_sz,
)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label">
{plan?.mode === "LIVE" ? "净盈亏" : "浮盈亏"}
</span>
<span
className={`pos-value mono ${pnlClass(pos?.option_upl)}`}
>
{fmt(pos?.option_upl)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmt(pos?.initial_premium)}
</span>
</div>
<div className="pos-time-row">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{openTimeLabel}</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{holdDurationLabel}
</span>
</div>
</div>
</div>
</div>
</div>
) : (
<div className="pos-card">
<div className="pos-card-head">
<div className="pos-card-symbol">
<strong>{pos?.perp_inst_id || "ETH-USDT-SWAP"}</strong>
<span
className={
pos?.perp_side === "long"
? "pos-side-badge pos-side-long"
: "pos-side-badge pos-side-short"
}
>
{pos?.perp_side === "long" ? "做多" : "做空"}
</span>
</div>
</div>
<div className="pos-meta">
<span className="pos-meta-item"></span>
<span className="pos-meta-item"> {pos?.group_id}</span>
<span className="pos-meta-item mono">
{fmt(pos?.perp_qty_eth, 2)} ETH
</span>
<span className="pos-meta-item mono">
{fmt(pos?.leverage ?? plan?.leverage, 0)}x
</span>
</div>
<div className="pos-grid">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtExPx("perp", pos?.perp_entry_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtExPx("perp", pos?.perp_mark_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className={`pos-value mono ${pnlClass(pos?.perp_upl)}`}>
{fmt(pos?.perp_upl)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{fmt(pos?.perp_margin)}</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{fmt(pos?.perp_notional)}</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{fmt(movePct, 2)}%</span>
</div>
<div className="pos-time-row">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{openTimeLabel}</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{holdDurationLabel}</span>
</div>
</div>
</div>
</div>
)}
<div className="pos-card">
<div className="pos-card-head">
<div className="pos-card-symbol">
<strong>
{plan?.hedge_mode === "option_option" ||
pos?.option2_inst_id
? pos?.option2_inst_id || "Put"
: pos?.option_inst_id || "期权"}
</strong>
<span
className={
plan?.hedge_mode === "option_option" ||
pos?.option2_inst_id ||
pos?.option_side === "call"
? "pos-side-badge pos-side-long"
: "pos-side-badge pos-side-short"
}
>
{plan?.hedge_mode === "option_option" ||
pos?.option2_inst_id
? "看跌 Put"
: pos?.option_side === "call"
? "看涨 Call"
: "看跌 Put"}
</span>
</div>
<div
className={`pos-countdown mono ${countdownUrgent ? "pos-countdown-urgent" : ""}`}
title="到期倒计时"
>
{countdown}
</div>
</div>
<div className="pos-meta">
<span className="pos-meta-item"></span>
<span className="pos-meta-item"> {pos?.expiry_ymd || "—"}</span>
<span className="pos-meta-item">
{" "}
{pos?.strike != null
? Math.round(Number(pos.strike))
: "—"}
</span>
<span className="pos-meta-item mono">
{fmt(pos?.option_qty_eth, 2)} ETH · {fmt(pos?.option_qty_contracts, 0)}
</span>
<span className="pos-meta-item mono" title="开仓指数÷开仓均价">
{fmt(pos?.option_leverage, 0)}x
</span>
</div>
<div className="pos-grid">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtExPx("option", pos?.option_entry_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtBidLiqEx(
"option",
pos?.option_mark_px,
pos?.option_bid_sz,
)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label">
{plan?.mode === "LIVE" ? "净盈亏" : "浮盈亏"}
</span>
<span className={`pos-value mono ${pnlClass(pos?.option_upl)}`}>
{fmt(pos?.option_upl)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{fmt(pos?.initial_premium)}</span>
</div>
<div className="pos-time-row">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{openTimeLabel}</span>
<div className="pos-card">
<div className="pos-card-head">
<div className="pos-card-symbol">
<strong>{pos?.option2_inst_id || "Put"}</strong>
<span className="pos-side-badge pos-side-long">
Put
</span>
</div>
<div
className={`pos-countdown mono ${countdownUrgent ? "pos-countdown-urgent" : ""}`}
title="到期倒计时"
>
{countdown}
</div>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{holdDurationLabel}</span>
<div className="pos-meta">
<span className="pos-meta-item"> · Put</span>
<span className="pos-meta-item">
{pos?.expiry_ymd || "—"}
</span>
<span className="pos-meta-item">
{" "}
{pos?.strike2 != null
? Math.round(Number(pos.strike2))
: "—"}
</span>
<span className="pos-meta-item mono">
{fmt(pos?.option2_qty_eth, 2)} ETH ·{" "}
{fmt(pos?.option2_qty_contracts, 0)}
</span>
<span
className="pos-meta-item mono"
title="开仓指数÷开仓均价"
>
{fmt(pos?.option2_leverage, 0)}x
</span>
</div>
<div className="pos-grid">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtExPx("option", pos?.option2_entry_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtBidLiqEx(
"option",
pos?.option2_mark_px,
pos?.option2_bid_sz,
)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label">
{plan?.mode === "LIVE" ? "净盈亏" : "浮盈亏"}
</span>
<span
className={`pos-value mono ${pnlClass(pos?.option2_upl)}`}
>
{fmt(pos?.option2_upl)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmt(pos?.initial_premium2)}
</span>
</div>
<div className="pos-time-row">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{openTimeLabel}</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{holdDurationLabel}
</span>
</div>
</div>
</div>
</div>
</div>
</div>
</>
) : (
<>
<div className="pos-card">
<div className="pos-card-head">
<div className="pos-card-symbol">
<strong>{pos?.perp_inst_id || "ETH-USDT-SWAP"}</strong>
<span
className={
pos?.perp_side === "long"
? "pos-side-badge pos-side-long"
: "pos-side-badge pos-side-short"
}
>
{pos?.perp_side === "long" ? "做多" : "做空"}
</span>
</div>
</div>
<div className="pos-meta">
<span className="pos-meta-item"></span>
<span className="pos-meta-item"> {pos?.group_id}</span>
<span className="pos-meta-item mono">
{fmt(pos?.perp_qty_eth, 2)} ETH
</span>
<span className="pos-meta-item mono">
{fmt(pos?.leverage ?? plan?.leverage, 0)}x
</span>
</div>
<div className="pos-grid">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtExPx("perp", pos?.perp_entry_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtExPx("perp", pos?.perp_mark_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span
className={`pos-value mono ${pnlClass(pos?.perp_upl)}`}
>
{fmt(pos?.perp_upl)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmt(pos?.perp_margin)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmt(pos?.perp_notional)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmt(movePct, 2)}%
</span>
</div>
<div className="pos-time-row">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{openTimeLabel}</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{holdDurationLabel}
</span>
</div>
</div>
</div>
</div>
<div className="pos-card">
<div className="pos-card-head">
<div className="pos-card-symbol">
<strong>{pos?.option_inst_id || "期权"}</strong>
<span
className={
pos?.option_side === "call"
? "pos-side-badge pos-side-long"
: "pos-side-badge pos-side-short"
}
>
{pos?.option_side === "call"
? "看涨 Call"
: "看跌 Put"}
</span>
</div>
<div
className={`pos-countdown mono ${countdownUrgent ? "pos-countdown-urgent" : ""}`}
title="到期倒计时"
>
{countdown}
</div>
</div>
<div className="pos-meta">
<span className="pos-meta-item"></span>
<span className="pos-meta-item">
{pos?.expiry_ymd || "—"}
</span>
<span className="pos-meta-item">
{" "}
{pos?.strike != null
? Math.round(Number(pos.strike))
: "—"}
</span>
<span className="pos-meta-item mono">
{fmt(pos?.option_qty_eth, 2)} ETH ·{" "}
{fmt(pos?.option_qty_contracts, 0)}
</span>
<span
className="pos-meta-item mono"
title="开仓指数÷开仓均价"
>
{fmt(pos?.option_leverage, 0)}x
</span>
</div>
<div className="pos-grid">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtExPx("option", pos?.option_entry_px)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmtBidLiqEx(
"option",
pos?.option_mark_px,
pos?.option_bid_sz,
)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label">
{plan?.mode === "LIVE" ? "净盈亏" : "浮盈亏"}
</span>
<span
className={`pos-value mono ${pnlClass(pos?.option_upl)}`}
>
{fmt(pos?.option_upl)}
</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{fmt(pos?.initial_premium)}
</span>
</div>
<div className="pos-time-row">
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">{openTimeLabel}</span>
</div>
<div className="pos-cell">
<span className="pos-label"></span>
<span className="pos-value mono">
{holdDurationLabel}
</span>
</div>
</div>
</div>
</div>
</>
)}
</>
) : isOo ? (
<>