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>

backend/app/api/market.py

@@ -21,14 +21,15 @@ async def market_snapshot(_user: Annotated[str, Depends(require_user)]) -> dict:
 @router.get("/option-ladder")
 async def market_option_ladder(
     _user: Annotated[str, Depends(require_user)],
-    wings: int = Query(default=4, ge=1, le=12),
+    wings: int = Query(default=5, ge=1, le=12),
+    side: str = Query(default="call", pattern="^(call|put)$"),
 ) -> dict:
-    """半自动页 T 型报价：ATM 上下各 wings 档。"""
+    """半自动页单边报价列表：ATM 上下各 wings 档；side=call|put。"""
     gw = get_gateway()
     ladder = getattr(gw, "option_ladder", None)
     if not callable(ladder):
         raise HTTPException(status_code=501, detail="当前会话不支持 option-ladder")
-    return ladder(wings=wings)
+    return ladder(wings=wings, side=side)
 
 
 @router.post("/realign")

backend/app/strategy/session.py

@@ -1058,17 +1058,24 @@ class StrategySession:
             d["ask_compare"] = ac
         return d
 
-    def option_ladder(self, *, wings: int = 4) -> dict[str, Any]:
+    def option_ladder(self, *, wings: int = 5, side: str = "call") -> dict[str, Any]:
         """
-        T 型报价：当前监控到期附近若干档 Call/Put 盘口。
+        半自动单边报价：ATM 上下若干档。
-        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。
+        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。
         """
         s = self.settings
         wings = max(1, min(12, int(wings)))
+        opt_side = "put" if str(side).strip().lower() == "put" else "call"
         idx = self.ex.fetch_index(s.index_inst_id)
         mark = self.ex.fetch_mark(s.perp_inst_id) or idx
         if mark is None or float(mark) <= 0:
-            return {"ok": False, "detail": "无标的价", "rows": [], "index_px": None}
+            return {
+                "ok": False,
+                "detail": "无标的价",
+                "rows": [],
+                "index_px": None,
+                "side": opt_side,
+            }
         underlying = float(mark)
         contracts = self.ex.list_option_contracts(s.option_inst_family)
         from .selection import _complete_by_expiry, pick_atm_strike
@@ -1085,6 +1092,7 @@ class StrategySession:
                 "detail": "无合格到期",
                 "rows": [],
                 "index_px": underlying,
+                "side": opt_side,
             }
         complete = _complete_by_expiry(contracts)
         if ymd not in complete:
@@ -1094,6 +1102,7 @@ class StrategySession:
                 "rows": [],
                 "index_px": underlying,
                 "expiry_ymd": ymd,
+                "side": opt_side,
             }
         _ems, strikes_map = complete[ymd]
         strikes = sorted(float(k) for k in strikes_map.keys())
@@ -1105,46 +1114,62 @@ class StrategySession:
                 "rows": [],
                 "index_px": underlying,
                 "expiry_ymd": ymd,
+                "side": opt_side,
             }
         atm_i = min(range(len(strikes)), key=lambda i: abs(strikes[i] - float(atm)))
         lo = max(0, atm_i - wings)
         hi = min(len(strikes), atm_i + wings + 1)
+
+        def _quote_side(inst_id: str | None) -> tuple[float | None, float | None]:
+            if not inst_id:
+                return None, None
+            q = self.ex.quote(str(inst_id))
+            ask = float(q.ask) if q and q.ask is not None else None
+            ask_sz = float(q.ask_sz) if q and q.ask_sz is not None else None
+            if ask is not None:
+                return ask, ask_sz
+            try:
+                _bids, asks, _ = self.ex.fetch_book(str(inst_id), depth=1)
+                if asks:
+                    return float(asks[0].px), (
+                        float(asks[0].sz) if asks[0].sz is not None else None
+                    )
+            except Exception:
+                logger.debug("ladder fetch_book failed inst=%s", inst_id, exc_info=True)
+            return None, None
+
         rows: list[dict[str, Any]] = []
         for k in strikes[lo:hi]:
             legs = strikes_map[k]
-            call_id = legs.get("C")
+            inst = legs.get("C" if opt_side == "call" else "P")
-            put_id = legs.get("P")
+            ask, ask_sz = _quote_side(inst)
-            cq = self.ex.quote(str(call_id)) if call_id else None
-            pq = self.ex.quote(str(put_id)) if put_id else None
-            c_ask = float(cq.ask) if cq and cq.ask is not None else None
-            p_ask = float(pq.ask) if pq and pq.ask is not None else None
-            c_bid = float(cq.bid) if cq and cq.bid is not None else None
-            p_bid = float(pq.bid) if pq and pq.bid is not None else None
             off = float(k) - underlying
             if abs(float(k) - float(atm)) < 1e-9:
                 tag = "atm"
-            elif float(k) > underlying + 1e-9:
+            elif opt_side == "call":
-                tag = "otm_call"  # Call 虚值 / Put 实值
+                tag = "itm" if float(k) < underlying - 1e-9 else "otm"
             else:
-                tag = "otm_put"  # Put 虚值 / Call 实值
+                tag = "itm" if float(k) > underlying + 1e-9 else "otm"
             rows.append(
                 {
                     "strike": float(k),
                     "offset": round(off, 2),
                     "tag": tag,
-                    "call_ask": c_ask,
+                    "ask": ask,
-                    "call_bid": c_bid,
+                    "ask_sz": ask_sz,
-                    "call_lev": option_leverage(underlying, c_ask),
+                    "lev": option_leverage(underlying, ask) if ask else None,
-                    "put_ask": p_ask,
+                    "inst_id": inst,
-                    "put_bid": p_bid,
-                    "put_lev": option_leverage(underlying, p_ask),
-                    "call_inst_id": call_id,
-                    "put_inst_id": put_id,
                 }
             )
+        # Call：高行权价在上（虚值在上）；Put：低行权价在上（虚值在上）
+        if opt_side == "call":
+            rows.sort(key=lambda r: -float(r["strike"]))
+        else:
+            rows.sort(key=lambda r: float(r["strike"]))
         return {
             "ok": True,
             "detail": "",
+            "side": opt_side,
             "index_px": underlying,
             "expiry_ymd": ymd,
             "atm_strike": float(atm),

frontend/src/pages/Plan.tsx

@@ -1,4 +1,4 @@
-import { useEffect, useState } from "react";
+import { useEffect, useRef, useState } from "react";
 import { apiFetch, MarketSnapshot, PlanState } from "../api/client";
 import { fmtBidLiqEx, fmtExPx, fmtTopEx } from "../format";
 
@@ -122,10 +122,13 @@ export default function PlanPage() {
   const [semiPerpU, setSemiPerpU] = useState(1);
   const [semiOptU, setSemiOptU] = useState(4);
   const [semiDirty, setSemiDirty] = useState(false);
+  const semiDirtyRef = useRef(false);
+  const semiViewRef = useRef<"long" | "short">("long");
   const [planTab, setPlanTab] = useState<"semi" | "monitor">("semi");
   const [ladder, setLadder] = useState<{
     ok?: boolean;
     detail?: string;
+    side?: string;
     index_px?: number | null;
     expiry_ymd?: string;
     atm_strike?: number;
@@ -133,10 +136,9 @@ export default function PlanPage() {
       strike: number;
       offset: number;
       tag: string;
-      call_ask: number | null;
+      ask: number | null;
-      call_lev: number | null;
+      ask_sz: number | null;
-      put_ask: number | null;
+      lev: number | null;
-      put_lev: number | null;
     }>;
   } | null>(null);
 
@@ -160,7 +162,8 @@ export default function PlanPage() {
       ]);
       setSnap(m);
       setPlan(p);
-      if (!semiDirty) {
+      // 用 ref：interval 闭包里的 semiDirty 会过期，导致改行权类型被刷回虚值
+      if (!semiDirtyRef.current) {
         setSemiView(p.semi_view_side === "short" ? "short" : "long");
         setSemiMove(Number(p.semi_option_move_points ?? 50));
         setSemiExitU(Number(p.semi_perp_exit_unit ?? 5));
@@ -177,9 +180,15 @@ export default function PlanPage() {
         String(p.hedge_mode || "") !== "option_option"
       ) {
         try {
+          const viewSide = semiDirtyRef.current
+            ? semiViewRef.current
+            : p.semi_view_side === "short"
+              ? "short"
+              : "long";
+          const optSide = viewSide === "short" ? "put" : "call";
           setLadder(
             await apiFetch<NonNullable<typeof ladder>>(
-              "/api/market/option-ladder?wings=4",
+              `/api/market/option-ladder?wings=5&side=${optSide}`,
             ),
           );
         } catch {
@@ -232,6 +241,14 @@ export default function PlanPage() {
     }
   }
 
+  useEffect(() => {
+    semiDirtyRef.current = semiDirty;
+  }, [semiDirty]);
+
+  useEffect(() => {
+    semiViewRef.current = semiView;
+  }, [semiView]);
+
   useEffect(() => {
     refresh();
     const t = window.setInterval(refresh, 1500);
@@ -309,6 +326,26 @@ export default function PlanPage() {
     !!pos?.option2_inst_id;
   const semiOn = !!plan?.semi_auto_enabled && !isOo;
   const showAmpCard = plan?.oo_amplitude_filter_enabled === true;
+
+  // 看法切换时立刻拉 Call/Put 列表
+  useEffect(() => {
+    if (!semiOn || planTab !== "semi") return;
+    const optSide = semiView === "short" ? "put" : "call";
+    let cancelled = false;
+    void (async () => {
+      try {
+        const lad = await apiFetch<NonNullable<typeof ladder>>(
+          `/api/market/option-ladder?wings=5&side=${optSide}`,
+        );
+        if (!cancelled) setLadder(lad);
+      } catch {
+        /* ignore */
+      }
+    })();
+    return () => {
+      cancelled = true;
+    };
+  }, [semiView, semiOn, planTab]);
   const exitMode = plan?.exit_mode ?? "fixed_usdt";
   const riskBased =
     plan?.risk_based === true || plan?.sizing_mode === "risk_based";
@@ -847,9 +884,11 @@ export default function PlanPage() {
             </div>
           </section>
 
-          <section className="card plan-t-quote" aria-label="T型报价">
+          <section className="card plan-t-quote" aria-label="期权报价列表">
             <div className="plan-semi-head">
-              <h3 className="plan-panel-title">T 型报价 · 实值 / 平值 / 虚值</h3>
+              <h3 className="plan-panel-title">
+                {semiView === "short" ? "Put" : "Call"} 报价 · 实值 / 平值 / 虚值
+              </h3>
               <span className="mono meta">
                 {ladder?.expiry_ymd
                   ? `到期 ${ladder.expiry_ymd}`
@@ -869,79 +908,56 @@ export default function PlanPage() {
                 <table className="plan-t-table">
                   <thead>
                     <tr>
-                      <th>Call卖一</th>
-                      <th>Call杠杆</th>
                       <th>行权价</th>
                       <th>类型</th>
-                      <th>Put杠杆</th>
+                      <th>卖一 / 流动性</th>
-                      <th>Put卖一</th>
+                      <th>杠杆</th>
                     </tr>
                   </thead>
                   <tbody>
-                    {[...(ladder.rows || [])]
+                    {(ladder.rows || []).map((r) => {
-                      .slice()
+                      const tagZh =
-                      .reverse()
+                        r.tag === "atm"
-                      .map((r) => {
+                          ? "平值"
-                        const tagZh =
+                          : r.tag === "itm"
-                          r.tag === "atm"
+                            ? "实值"
-                            ? "平值"
+                            : "虚值";
-                            : r.tag === "otm_call"
+                      const hi =
-                              ? "Call虚/Put实"
+                        (semiMny === "otm" &&
-                              : "Put虚/Call实";
+                          r.tag === "otm" &&
-                        const hi =
+                          Math.abs(r.offset) <= Number(semiOtmOff) + 1e-9) ||
-                          (semiMny === "otm" &&
+                        (semiMny === "atm" && r.tag === "atm") ||
-                            ((semiView === "long" && r.tag === "otm_call") ||
+                        (semiMny === "itm" &&
-                              (semiView === "short" && r.tag === "otm_put")) &&
+                          (r.tag === "itm" || r.tag === "atm"));
-                            Math.abs(r.offset) <= Number(semiOtmOff) + 1e-9) ||
+                      return (
-                          (semiMny === "atm" && r.tag === "atm") ||
+                        <tr
-                          (semiMny === "itm" &&
+                          key={r.strike}
-                            ((semiView === "long" &&
+                          className={
-                              (r.tag === "otm_put" || r.tag === "atm")) ||
+                            r.tag === "atm"
-                              (semiView === "short" &&
+                              ? "plan-t-atm"
-                                (r.tag === "otm_call" || r.tag === "atm"))));
+                              : hi
-                        return (
+                                ? "plan-t-pick"
-                          <tr
+                                : undefined
-                            key={r.strike}
+                          }
-                            className={
+                        >
-                              r.tag === "atm"
+                          <td className="mono plan-t-k">
-                                ? "plan-t-atm"
+                            {Math.round(r.strike)}
-                                : hi
+                            <span className="meta">
-                                  ? "plan-t-pick"
+                              {" "}
-                                  : undefined
+                              ({r.offset >= 0 ? "+" : ""}
-                            }
+                              {fmt(r.offset, 0)})
-                          >
+                            </span>
-                            <td className="mono">
+                          </td>
-                              {r.call_ask != null
+                          <td>{tagZh}</td>
-                                ? fmtExPx("option", r.call_ask)
+                          <td className="mono">
-                                : "—"}
+                            {fmtTopEx("option", r.ask, r.ask_sz)}
-                            </td>
+                          </td>
-                            <td className="mono">
+                          <td className="mono">
-                              {r.call_lev != null
+                            {r.lev != null ? `${r.lev.toFixed(0)}x` : "—"}
-                                ? `${r.call_lev.toFixed(0)}x`
+                          </td>
-                                : "—"}
+                        </tr>
-                            </td>
+                      );
-                            <td className="mono plan-t-k">
+                    })}
-                              {Math.round(r.strike)}
-                              <span className="meta">
-                                {" "}
-                                ({r.offset >= 0 ? "+" : ""}
-                                {fmt(r.offset, 0)})
-                              </span>
-                            </td>
-                            <td>{tagZh}</td>
-                            <td className="mono">
-                              {r.put_lev != null
-                                ? `${r.put_lev.toFixed(0)}x`
-                                : "—"}
-                            </td>
-                            <td className="mono">
-                              {r.put_ask != null
-                                ? fmtExPx("option", r.put_ask)
-                                : "—"}
-                            </td>
-                          </tr>
-                        );
-                      })}
                   </tbody>
                 </table>
               </div>

frontend/src/styles/app.css

@@ -573,10 +573,10 @@ input {
   white-space: nowrap;
 }
 
-.plan-t-table th:nth-child(3),
+.plan-t-table th:nth-child(1),
-.plan-t-table td:nth-child(3),
+.plan-t-table td:nth-child(1),
-.plan-t-table th:nth-child(4),
+.plan-t-table th:nth-child(2),
-.plan-t-table td:nth-child(4) {
+.plan-t-table td:nth-child(2) {
   text-align: center;
 }