Fix false USDC-short error while waiting for a qualified option.
Use risk-sizing preview ask/qty (same as auto-convert) instead of monitor book ask. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -44,7 +44,9 @@ def _round_down(n: float, nd: int = 2) -> float:
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def preview_capacity_for_convert(db: Database | None = None) -> dict[str, Any]:
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"""
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用盘口预览以损定仓名义评估资金门(不写 settings)。
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用预览以损定仓名义评估资金门(不写 settings)。
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- 选约杠杆:用定仓卖一(指数/杠杆下限),与预算/k 一致,勿用监控未达标贵卖一
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- 实际杠杆:用盘口卖一
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手动仓位则直接 assess 当前账本名义。
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"""
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database = db or get_db()
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@@ -53,7 +55,8 @@ def preview_capacity_for_convert(db: Database | None = None) -> dict[str, Any]:
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prev = preview_risk_sizing(database)
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if prev.get("risk_based") and prev.get("ok"):
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return assess_open_capacity(
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# option_ask 在 preview 里已是定仓口径(selection=隐含 / actual=盘口)
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cap = assess_open_capacity(
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database,
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option_ask=float(prev["option_ask"])
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if prev.get("option_ask") is not None
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@@ -64,10 +67,21 @@ def preview_capacity_for_convert(db: Database | None = None) -> dict[str, Any]:
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perp_qty_eth=float(prev["perp_qty_eth"])
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if prev.get("perp_qty_eth") is not None
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else None,
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call_ask=float(prev["call_ask"])
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if prev.get("call_ask") is not None
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else None,
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put_ask=float(prev["put_ask"])
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if prev.get("put_ask") is not None
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else None,
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)
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cap["capacity_basis"] = "risk_preview"
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cap["leverage_basis"] = prev.get("leverage_basis")
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return cap
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except Exception:
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logger.exception("preview capacity for convert failed")
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return assess_open_capacity(database)
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cap = assess_open_capacity(database)
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cap["capacity_basis"] = "ledger"
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return cap
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def prepare_okx_trading_usdc(db: Database | None = None) -> dict[str, Any]:
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