dekun/eth_hedge_sim
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Drive semi quote ladder by min remaining hours input.

Browse Source 
Picks nearest expiry with hours >= threshold and refreshes the list as the field changes.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-08 14:20:28 +08:00
parent ebd88718a7
commit 7db8b724ac
3 changed files with 51 additions and 24 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend/app/api/market.py
+3 -2
View File
@@ -23,13 +23,14 @@ async def market_option_ladder(
_user: Annotated[str, Depends(require_user)],
wings: int = Query(default=5, ge=1, le=12),
side: str = Query(default="call", pattern="^(call|put)$"),
min_hours: float = Query(default=30, ge=1, le=720),
) -> dict:
"""半自动页单边报价列表：ATM 上下各 wings 档；side=call|put。"""
"""半自动页单边报价：选剩余时长≥min_hours 的最近到期。"""
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, side=side)
return ladder(wings=wings, side=side, min_hours=min_hours)
@router.post("/realign")
backend/app/strategy/session.py
+19 -9
View File
@@ -1058,13 +1058,20 @@ class StrategySession:
d["ask_compare"] = ac
return d
def option_ladder(self, *, wings: int = 5, side: str = "call") -> dict[str, Any]:
def option_ladder(
self,
*,
wings: int = 5,
side: str = "call",
min_hours: float = 30.0,
) -> dict[str, Any]:
"""
半自动单边报价：ATM 上下若干档。
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。
到期：剩余时长 ≥ min_hours 的最近一档（与选约门槛一致）。
"""
s = self.settings
wings = max(1, min(12, int(wings)))
min_h = max(1.0, float(min_hours))
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
@@ -1075,24 +1082,23 @@ class StrategySession:
"rows": [],
"index_px": None,
"side": opt_side,
"min_hours": min_h,
}
underlying = float(mark)
contracts = self.ex.list_option_contracts(s.option_inst_family)
from .selection import _complete_by_expiry, pick_atm_strike
eligible = list_eligible_expiry_ymds(contracts, min_hours=1.0)
ymd = None
if self._pair is not None and self._pair.expiry_ymd:
ymd = str(self._pair.expiry_ymd)
if not ymd and eligible:
ymd = eligible[0]
# 与半自动选约一致：只考虑剩余 ≥ min_hours 的到期，取最近一档
eligible = list_eligible_expiry_ymds(contracts, min_hours=min_h)
ymd = eligible[0] if eligible else None
if not ymd:
return {
"ok": False,
"detail": "无合格到期",
"detail": f"无剩余≥{min_h:g}h 的到期",
"rows": [],
"index_px": underlying,
"side": opt_side,
"min_hours": min_h,
}
complete = _complete_by_expiry(contracts)
if ymd not in complete:
@@ -1103,8 +1109,10 @@ class StrategySession:
"index_px": underlying,
"expiry_ymd": ymd,
"side": opt_side,
"min_hours": min_h,
}
_ems, strikes_map = complete[ymd]
hours_left = hours_until_expiry(ymd, expiry_ms=_ems)
strikes = sorted(float(k) for k in strikes_map.keys())
atm = pick_atm_strike(strikes, underlying)
if atm is None:
@@ -1172,6 +1180,8 @@ class StrategySession:
"side": opt_side,
"index_px": underlying,
"expiry_ymd": ymd,
"hours_left": round(float(hours_left), 1) if hours_left is not None else None,
"min_hours": min_h,
"atm_strike": float(atm),
"rows": rows,
}
frontend/src/pages/Plan.tsx
+29 -13
View File
@@ -131,6 +131,8 @@ export default function PlanPage() {
side?: string;
index_px?: number | null;
expiry_ymd?: string;
hours_left?: number | null;
min_hours?: number;
atm_strike?: number;
rows?: Array<{
strike: number;
@@ -141,6 +143,7 @@ export default function PlanPage() {
lev: number | null;
}>;
} | null>(null);
const semiMinHRef = useRef(30);
const semiParamsBody = () => ({
semi_view_side: semiView,
@@ -186,9 +189,10 @@ export default function PlanPage() {
? "short"
: "long";
const optSide = viewSide === "short" ? "put" : "call";
const minH = semiMinHRef.current;
setLadder(
await apiFetch<NonNullable<typeof ladder>>(
`/api/market/option-ladder?wings=5&side=${optSide}`,
`/api/market/option-ladder?wings=5&side=${optSide}&min_hours=${minH}`,
),
);
} catch {
@@ -249,6 +253,10 @@ export default function PlanPage() {
semiViewRef.current = semiView;
}, [semiView]);
useEffect(() => {
semiMinHRef.current = Number(semiMinH) > 0 ? Number(semiMinH) : 30;
}, [semiMinH]);
useEffect(() => {
refresh();
const t = window.setInterval(refresh, 1500);
@@ -327,25 +335,29 @@ export default function PlanPage() {
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
// 看法 / 最短小时变化时立刻刷新报价链（小时输入防抖）
useEffect(() => {
if (!semiOn || planTab !== "semi") return;
const optSide = semiView === "short" ? "put" : "call";
const minH = Number(semiMinH) > 0 ? Number(semiMinH) : 30;
let cancelled = false;
void (async () => {
try {
const lad = await apiFetch<NonNullable<typeof ladder>>(
`/api/market/option-ladder?wings=5&side=${optSide}`,
);
if (!cancelled) setLadder(lad);
} catch {
/* ignore */
}
})();
const t = window.setTimeout(() => {
void (async () => {
try {
const lad = await apiFetch<NonNullable<typeof ladder>>(
`/api/market/option-ladder?wings=5&side=${optSide}&min_hours=${minH}`,
);
if (!cancelled) setLadder(lad);
} catch {
/* ignore */
}
})();
}, 350);
return () => {
cancelled = true;
window.clearTimeout(t);
};
}, [semiView, semiOn, planTab]);
}, [semiView, semiMinH, semiOn, planTab]);
const exitMode = plan?.exit_mode ?? "fixed_usdt";
const riskBased =
plan?.risk_based === true || plan?.sizing_mode === "risk_based";
@@ -893,6 +905,10 @@ export default function PlanPage() {
{ladder?.expiry_ymd
? `到期 ${ladder.expiry_ymd}`
: "—"}
{ladder?.hours_left != null
? ` · 剩余≈${fmt(ladder.hours_left, 1)}h`
: ""}
{` · 门槛≥${fmt(Number(semiMinH) || 30, 0)}h`}
{ladder?.atm_strike != null
? ` · ATM ${Math.round(ladder.atm_strike)}`
: ""}