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
@@ -72,13 +72,16 @@ def enrich_live_unrealized(
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logger.warning("live unrealized exchange overlay failed: %s", e)
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option_upl = float(base.get("option_upl") or 0.0) # 期权净盈亏（本地）
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option2_upl = float(base.get("option2_upl") or 0.0) # 期期 Put 腿
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# 盯盘/达标：离场费 ≈ 入场费 → 合计扣 已付×2
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est_close = float(fees_paid)
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net_pnl = perp_upl + option_upl - fees_paid * 2.0 + funding
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# 期期无永续：perp_upl 一般为 0；仍加 option2
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net_pnl = perp_upl + option_upl + option2_upl - fees_paid * 2.0 + funding
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out = dict(base)
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out["perp_upl"] = perp_upl
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out["option_upl"] = option_upl
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out["option2_upl"] = option2_upl
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out["fees_paid"] = fees_paid
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out["funding_usdt"] = funding
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out["est_close_fees"] = est_close
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@@ -2012,15 +2012,23 @@ class Matcher:
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index_px = snap.perp.mark_px
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qty = float(pos.get("option_qty_eth") or 0)
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qty2 = float(pos.get("option2_qty_eth") or qty)
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contracts1 = float(pos.get("option_qty_contracts") or 0)
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contracts2 = float(pos.get("option2_qty_contracts") or 0)
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prem1 = float(pos.get("initial_premium") or 0)
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prem2 = float(pos.get("initial_premium2") or 0)
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call_id = str(pos.get("option_inst_id") or "")
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put_id = str(pos.get("option2_inst_id") or "")
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entry1 = float(pos.get("option_entry_px") or 0)
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entry2 = float(pos.get("option2_entry_px") or 0)
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oq1 = self._quote_held_option(call_id) if call_id else None
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oq2 = self._quote_held_option(put_id) if put_id else None
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option_upl = 0.0
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option2_upl = 0.0
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fees = 0.0
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opt_mark = None
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opt_bid_sz = None
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opt2_mark = None
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opt2_bid_sz = None
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if oq1 and oq1.bid is not None and qty > 0:
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bid = float(oq1.bid)
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of = option_fill(
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@@ -2032,6 +2040,13 @@ class Matcher:
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)
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fees += of.fee
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option_upl = bid * qty - prem1
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opt_mark = bid
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opt_bid_sz = float(oq1.bid_sz) if oq1.bid_sz is not None else None
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elif oq1:
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opt_mark = oq1.bid or oq1.mark_px
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opt_bid_sz = float(oq1.bid_sz) if oq1.bid_sz is not None else None
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if opt_mark is not None and qty > 0:
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option_upl = float(opt_mark) * qty - prem1
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if oq2 and oq2.bid is not None and qty2 > 0:
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bid = float(oq2.bid)
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of = option_fill(
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@@ -2043,15 +2058,51 @@ class Matcher:
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)
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fees += of.fee
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option2_upl = bid * qty2 - prem2
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opt2_mark = bid
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opt2_bid_sz = float(oq2.bid_sz) if oq2.bid_sz is not None else None
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elif oq2:
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opt2_mark = oq2.bid or oq2.mark_px
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opt2_bid_sz = float(oq2.bid_sz) if oq2.bid_sz is not None else None
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if opt2_mark is not None and qty2 > 0:
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option2_upl = float(opt2_mark) * qty2 - prem2
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g = None
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gid = pos.get("group_id")
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if gid:
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g = self.db.fetchone("SELECT * FROM groups WHERE group_id=?", (gid,))
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paid = float(g["fees"] or 0) if g else 0.0
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net = option_upl + option2_upl - paid - fees
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# 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）
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if paid > 1e-12:
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est_close = paid
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net = option_upl + option2_upl - paid * 2.0
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else:
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est_close = fees
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net = option_upl + option2_upl - fees
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entry_idx = float(pos.get("entry_index_px") or 0)
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move = abs(float(index_px) - entry_idx) if index_px is not None and entry_idx else 0.0
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move_pct = (move / entry_idx * 100.0) if entry_idx > 0 else 0.0
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from ..strategy.selection import option_leverage as _opt_lev
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opt_lev = (
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_opt_lev(entry_idx, entry1) if entry_idx > 0 and entry1 > 0 else None
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)
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opt2_lev = (
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_opt_lev(entry_idx, entry2) if entry_idx > 0 and entry2 > 0 else None
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)
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if opt_lev is not None:
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opt_lev = round(float(opt_lev), 1)
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if opt2_lev is not None:
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opt2_lev = round(float(opt2_lev), 1)
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expiry_ymd = str(g["expiry_ymd"]) if g and g["expiry_ymd"] else None
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expiry_ms = None
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if expiry_ymd and len(expiry_ymd) == 6:
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try:
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from ..exchange.expiry import expiry_ms_from_ymd
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expiry_ms = expiry_ms_from_ymd(expiry_ymd)
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except Exception:
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expiry_ms = None
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strike1 = float(g["strike"]) if g and g["strike"] is not None else None
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strike2 = float(pos.get("strike2") or 0) or None
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return {
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"has_position": True,
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"hedge_mode": "option_option",
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@@ -2062,23 +2113,33 @@ class Matcher:
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"option2_upl": option2_upl,
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"net_pnl": net,
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"fees_paid": paid,
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"est_close_fees": fees,
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"est_close_fees": est_close,
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"index_px": float(index_px) if index_px is not None else None,
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"entry_index_px": entry_idx,
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"move_points": move,
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"move_pct": move_pct,
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"initial_premium": prem1 + prem2,
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"initial_premium": prem1,
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"initial_premium2": prem2,
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"option_inst_id": call_id,
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"option2_inst_id": put_id,
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"option_side": "call",
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"option2_side": "put",
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"option_qty_eth": qty,
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"option2_qty_eth": qty2,
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"option_entry_px": float(pos.get("option_entry_px") or 0),
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"option2_entry_px": float(pos.get("option2_entry_px") or 0),
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"strike": float(g["strike"]) if g and g["strike"] is not None else None,
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"strike2": float(pos.get("strike2") or 0) or None,
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"expiry_ymd": g["expiry_ymd"] if g else None,
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"option_qty_contracts": contracts1,
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"option2_qty_contracts": contracts2,
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"option_entry_px": entry1,
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"option2_entry_px": entry2,
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"option_mark_px": float(opt_mark) if opt_mark is not None else None,
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"option_bid_sz": float(opt_bid_sz) if opt_bid_sz is not None else None,
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"option2_mark_px": float(opt2_mark) if opt2_mark is not None else None,
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"option2_bid_sz": float(opt2_bid_sz) if opt2_bid_sz is not None else None,
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"option_leverage": float(opt_lev) if opt_lev is not None else None,
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"option2_leverage": float(opt2_lev) if opt2_lev is not None else None,
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"strike": strike1,
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"strike2": strike2,
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"expiry_ymd": expiry_ymd,
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"expiry_ms": expiry_ms,
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"open_at_ms": int(g["open_at_ms"]) if g and g["open_at_ms"] else None,
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"perp_side": None,
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"perp_qty_eth": 0.0,
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