Fix semi moneyness reset and show Call/Put ladder by view.
Use dirty ref so refresh cannot overwrite unsaved params; ladder fetches books for the selected side. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -21,14 +21,15 @@ async def market_snapshot(_user: Annotated[str, Depends(require_user)]) -> dict:
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@router.get("/option-ladder")
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async def market_option_ladder(
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_user: Annotated[str, Depends(require_user)],
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wings: int = Query(default=4, ge=1, le=12),
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wings: int = Query(default=5, ge=1, le=12),
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side: str = Query(default="call", pattern="^(call|put)$"),
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) -> dict:
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"""半自动页 T 型报价:ATM 上下各 wings 档。"""
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"""半自动页单边报价列表:ATM 上下各 wings 档;side=call|put。"""
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gw = get_gateway()
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ladder = getattr(gw, "option_ladder", None)
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if not callable(ladder):
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raise HTTPException(status_code=501, detail="当前会话不支持 option-ladder")
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return ladder(wings=wings)
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return ladder(wings=wings, side=side)
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@router.post("/realign")
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@@ -1058,17 +1058,24 @@ class StrategySession:
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d["ask_compare"] = ac
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return d
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def option_ladder(self, *, wings: int = 4) -> dict[str, Any]:
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def option_ladder(self, *, wings: int = 5, side: str = "call") -> dict[str, Any]:
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"""
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T 型报价:当前监控到期附近若干档 Call/Put 盘口。
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行:虚值 Call(上行)/ ATM / 虚值 Put(下行);列:Call 卖一·杠杆 | 行权价 | Put 卖一·杠杆。
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半自动单边报价:ATM 上下若干档。
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side=call(看多)或 put(看空);每档含卖一/流动性/杠杆与实值|平值|虚值。
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"""
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s = self.settings
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wings = max(1, min(12, int(wings)))
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opt_side = "put" if str(side).strip().lower() == "put" else "call"
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idx = self.ex.fetch_index(s.index_inst_id)
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mark = self.ex.fetch_mark(s.perp_inst_id) or idx
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if mark is None or float(mark) <= 0:
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return {"ok": False, "detail": "无标的价", "rows": [], "index_px": None}
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return {
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"ok": False,
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"detail": "无标的价",
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"rows": [],
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"index_px": None,
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"side": opt_side,
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}
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underlying = float(mark)
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contracts = self.ex.list_option_contracts(s.option_inst_family)
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from .selection import _complete_by_expiry, pick_atm_strike
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@@ -1085,6 +1092,7 @@ class StrategySession:
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"detail": "无合格到期",
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"rows": [],
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"index_px": underlying,
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"side": opt_side,
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}
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complete = _complete_by_expiry(contracts)
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if ymd not in complete:
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@@ -1094,6 +1102,7 @@ class StrategySession:
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"rows": [],
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"index_px": underlying,
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"expiry_ymd": ymd,
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"side": opt_side,
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}
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_ems, strikes_map = complete[ymd]
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strikes = sorted(float(k) for k in strikes_map.keys())
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@@ -1105,46 +1114,62 @@ class StrategySession:
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"rows": [],
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"index_px": underlying,
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"expiry_ymd": ymd,
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"side": opt_side,
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}
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atm_i = min(range(len(strikes)), key=lambda i: abs(strikes[i] - float(atm)))
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lo = max(0, atm_i - wings)
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hi = min(len(strikes), atm_i + wings + 1)
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def _quote_side(inst_id: str | None) -> tuple[float | None, float | None]:
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if not inst_id:
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return None, None
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q = self.ex.quote(str(inst_id))
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ask = float(q.ask) if q and q.ask is not None else None
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ask_sz = float(q.ask_sz) if q and q.ask_sz is not None else None
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if ask is not None:
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return ask, ask_sz
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try:
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_bids, asks, _ = self.ex.fetch_book(str(inst_id), depth=1)
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if asks:
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return float(asks[0].px), (
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float(asks[0].sz) if asks[0].sz is not None else None
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)
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except Exception:
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logger.debug("ladder fetch_book failed inst=%s", inst_id, exc_info=True)
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return None, None
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rows: list[dict[str, Any]] = []
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for k in strikes[lo:hi]:
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legs = strikes_map[k]
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call_id = legs.get("C")
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put_id = legs.get("P")
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cq = self.ex.quote(str(call_id)) if call_id else None
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pq = self.ex.quote(str(put_id)) if put_id else None
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c_ask = float(cq.ask) if cq and cq.ask is not None else None
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p_ask = float(pq.ask) if pq and pq.ask is not None else None
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c_bid = float(cq.bid) if cq and cq.bid is not None else None
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p_bid = float(pq.bid) if pq and pq.bid is not None else None
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inst = legs.get("C" if opt_side == "call" else "P")
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ask, ask_sz = _quote_side(inst)
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off = float(k) - underlying
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if abs(float(k) - float(atm)) < 1e-9:
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tag = "atm"
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elif float(k) > underlying + 1e-9:
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tag = "otm_call" # Call 虚值 / Put 实值
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elif opt_side == "call":
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tag = "itm" if float(k) < underlying - 1e-9 else "otm"
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else:
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tag = "otm_put" # Put 虚值 / Call 实值
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tag = "itm" if float(k) > underlying + 1e-9 else "otm"
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rows.append(
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{
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"strike": float(k),
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"offset": round(off, 2),
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"tag": tag,
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"call_ask": c_ask,
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"call_bid": c_bid,
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"call_lev": option_leverage(underlying, c_ask),
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"put_ask": p_ask,
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"put_bid": p_bid,
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"put_lev": option_leverage(underlying, p_ask),
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"call_inst_id": call_id,
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"put_inst_id": put_id,
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"ask": ask,
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"ask_sz": ask_sz,
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"lev": option_leverage(underlying, ask) if ask else None,
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"inst_id": inst,
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}
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)
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# Call:高行权价在上(虚值在上);Put:低行权价在上(虚值在上)
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if opt_side == "call":
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rows.sort(key=lambda r: -float(r["strike"]))
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else:
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rows.sort(key=lambda r: float(r["strike"]))
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return {
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"ok": True,
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"detail": "",
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"side": opt_side,
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"index_px": underlying,
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"expiry_ymd": ymd,
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"atm_strike": float(atm),
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