Hide perp-option settings when option-option hedge is selected.
Show OO selection and reward-ratio fields in their tabs instead. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+269
-180
@@ -368,10 +368,12 @@ export default function SettingsPage() {
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setStratOk("");
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setErr("");
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const isLive = mode === "LIVE";
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const oo = hedgeMode === "option_option";
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try {
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const body: Record<string, unknown> = {
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fee_rate: fee,
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exit_mode: sizingMode === "risk_based" ? "fixed_usdt" : exitMode,
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exit_mode:
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oo || sizingMode === "risk_based" ? "fixed_usdt" : exitMode,
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premium_exit_multiple: premMult,
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rest_seconds: rest,
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live_order_interval_sec: orderInterval,
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@@ -381,16 +383,16 @@ export default function SettingsPage() {
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perp_margin_mode: perpMarginMode,
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min_option_hours: minHours,
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min_option_leverage: minOptLev,
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atm_open_offset_enabled: atmOffOn,
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atm_open_offset_enabled: oo ? false : atmOffOn,
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max_atm_open_offset: maxAtmOff,
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fixed_direction_enabled: fixedDirOn,
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fixed_direction_enabled: oo ? false : fixedDirOn,
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fixed_perp_side: fixedPerpSide,
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close_bid_mark_max_pct: closeDevPct,
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residual_min_premium_pct: residualMinPremPct,
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show_manual_trade_buttons: showManualTrade,
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sizing_mode: sizingMode,
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sizing_mode: oo ? "risk_based" : sizingMode,
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risk_leverage_basis: riskLeverageBasis,
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risk_loss_mode: riskLossMode,
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risk_loss_mode: oo ? "percent" : riskLossMode,
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risk_loss_pct: riskLossPct,
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risk_loss_usdt: riskLossUsdt,
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risk_capital_source: riskCapitalSource,
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@@ -399,8 +401,8 @@ export default function SettingsPage() {
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risk_option_unit: riskOptUnit,
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risk_exit_unit: riskExitUnit,
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martingale_enabled:
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sizingMode === "risk_based" &&
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riskLossMode === "percent" &&
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(oo || sizingMode === "risk_based") &&
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(oo || riskLossMode === "percent") &&
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riskLossPct <= 3 &&
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martingaleOn,
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martingale_start_after_loss_days: martingaleStartAfter,
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@@ -543,6 +545,8 @@ export default function SettingsPage() {
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}
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}
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const isOo = hedgeMode === "option_option";
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return (
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<div className="settings-page">
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<h2 style={{ marginTop: 0 }}>系统设置</h2>
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@@ -676,34 +680,40 @@ export default function SettingsPage() {
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/>
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</div>
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) : null}
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<div className="field">
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<label htmlFor="lev">永续杠杆倍数</label>
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<input
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id="lev"
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className="mono"
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type="number"
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step="1"
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min="1"
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value={leverage}
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onChange={(e) => setLeverage(Number(e.target.value))}
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/>
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</div>
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<div className="field">
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<label htmlFor="perpMm">永续保证金模式</label>
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<select
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id="perpMm"
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className="mono"
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value={perpMarginMode}
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onChange={(e) =>
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setPerpMarginMode(
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e.target.value === "isolated" ? "isolated" : "cross",
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)
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}
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>
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<option value="cross">全仓（默认）</option>
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<option value="isolated">逐仓</option>
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</select>
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</div>
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{!isOo ? (
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<>
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<div className="field">
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<label htmlFor="lev">永续杠杆倍数</label>
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<input
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id="lev"
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className="mono"
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type="number"
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step="1"
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min="1"
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value={leverage}
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onChange={(e) => setLeverage(Number(e.target.value))}
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/>
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</div>
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<div className="field">
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<label htmlFor="perpMm">永续保证金模式</label>
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<select
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id="perpMm"
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className="mono"
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value={perpMarginMode}
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onChange={(e) =>
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setPerpMarginMode(
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e.target.value === "isolated"
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? "isolated"
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: "cross",
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)
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}
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>
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<option value="cross">全仓（默认）</option>
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<option value="isolated">逐仓</option>
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</select>
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</div>
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</>
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) : null}
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<div className="field">
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<label htmlFor="hedgeMode">对冲模式</label>
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<select
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@@ -730,145 +740,110 @@ export default function SettingsPage() {
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二选一。期期：近 N 小时振幅高低匹配虚值 Call/Put；达标只平盈利腿。
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</p>
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</div>
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{hedgeMode === "option_option" ? (
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<>
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<div className="field">
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<label htmlFor="ooAmp">振幅最小（%）</label>
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<input
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id="ooAmp"
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className="mono"
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type="number"
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step="0.1"
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min="0.1"
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value={ooAmpPct}
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onChange={(e) => setOoAmpPct(Number(e.target.value))}
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/>
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</div>
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<div className="field">
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<label htmlFor="ooAmpH">振幅回看（小时）</label>
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<input
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id="ooAmpH"
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className="mono"
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type="number"
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step="1"
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min="1"
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value={ooAmpHours}
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onChange={(e) =>
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setOoAmpHours(Number(e.target.value))
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}
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/>
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</div>
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<div className="field">
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<label htmlFor="ooMinH">最短剩余到期（小时）</label>
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<input
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id="ooMinH"
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className="mono"
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type="number"
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step="1"
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min="1"
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value={ooMinHours}
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onChange={(e) =>
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setOoMinHours(Number(e.target.value))
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}
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/>
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</div>
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<div className="field">
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<label htmlFor="ooLev">单腿最低杠杆</label>
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<input
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id="ooLev"
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className="mono"
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type="number"
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step="1"
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min="1"
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value={ooMinLev}
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onChange={(e) => setOoMinLev(Number(e.target.value))}
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/>
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</div>
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<div className="field">
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<label htmlFor="ooRR">盈亏比</label>
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<input
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id="ooRR"
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className="mono"
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type="number"
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step="0.1"
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min="0.5"
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value={ooRewardRatio}
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onChange={(e) =>
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setOoRewardRatio(Number(e.target.value))
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}
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/>
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<p className="hint" style={{ margin: "0.35rem 0 0" }}>
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目标盈利 = 以损预算 × 盈亏比（例预算 100U、比 2 → 目标
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200U）。两腿 1:1 平分预算。
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</p>
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</div>
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</>
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{isOo ? (
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<div className="field">
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<label htmlFor="ooRR">盈亏比</label>
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<input
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id="ooRR"
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className="mono"
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type="number"
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step="0.1"
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min="0.5"
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value={ooRewardRatio}
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onChange={(e) =>
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setOoRewardRatio(Number(e.target.value))
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}
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/>
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<p className="hint" style={{ margin: "0.35rem 0 0" }}>
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目标盈利 = 以损预算 × 盈亏比（例预算 100U、比 2 → 目标
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200U）。两腿 1:1 平分预算。振幅/选约参数见「选约」页。
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</p>
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</div>
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) : null}
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<div className="field">
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<label htmlFor="sizingMode">定仓模式</label>
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<select
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id="sizingMode"
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className="mono"
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value={sizingMode}
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disabled={hedgeMode === "option_option"}
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onChange={(e) =>
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setSizingMode(
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e.target.value === "risk_based"
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? "risk_based"
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: "manual",
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)
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}
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>
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<option value="manual">手动仓位（填 ETH 名义）</option>
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<option value="risk_based">以损定仓（按亏损预算反推）</option>
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</select>
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</div>
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{sizingMode === "risk_based" ? (
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{!isOo ? (
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<div className="field">
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<label htmlFor="sizingMode">定仓模式</label>
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<select
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id="sizingMode"
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className="mono"
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value={sizingMode}
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onChange={(e) =>
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setSizingMode(
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e.target.value === "risk_based"
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? "risk_based"
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: "manual",
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)
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}
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>
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<option value="manual">手动仓位（填 ETH 名义）</option>
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<option value="risk_based">
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以损定仓（按亏损预算反推）
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</option>
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</select>
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</div>
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) : (
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<div className="field">
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<label>定仓模式</label>
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<div className="mono" style={{ fontSize: 13 }}>
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以损定仓（期期固定 · Call/Put 1:1）
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</div>
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</div>
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)}
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{sizingMode === "risk_based" || isOo ? (
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<>
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<div className="field">
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<label htmlFor="riskLevBasis">节奏杠杆（定仓口径）</label>
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<select
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id="riskLevBasis"
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className="mono"
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value={riskLeverageBasis}
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onChange={(e) =>
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setRiskLeverageBasis(
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e.target.value === "actual"
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? "actual"
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: "selection",
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)
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}
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>
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<option value="selection">
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选约杠杆（推荐控节奏）
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</option>
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<option value="actual">实际杠杆（盘口卖一）</option>
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</select>
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<p className="hint" style={{ margin: "0.35rem 0 0" }}>
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选约杠杆：按「指数÷期权杠杆≥」估权利金算 k，权利金再便宜也不放大仓位。
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实际杠杆：按盘口卖一定仓，便宜时 k 会变大。
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</p>
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</div>
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<div className="field">
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<label htmlFor="riskLossMode">亏损约束</label>
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<select
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id="riskLossMode"
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className="mono"
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value={riskLossMode}
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onChange={(e) => {
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const mode =
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e.target.value === "absolute"
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? "absolute"
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: "percent";
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setRiskLossMode(mode);
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if (mode !== "percent") setMartingaleOn(false);
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}}
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>
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<option value="percent">亏损幅度（占本金 %）</option>
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<option value="absolute">亏损值（USDT）</option>
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</select>
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</div>
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{riskLossMode === "percent" ? (
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{!isOo ? (
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<div className="field">
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<label htmlFor="riskLevBasis">
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节奏杠杆（定仓口径）
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</label>
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<select
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id="riskLevBasis"
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className="mono"
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value={riskLeverageBasis}
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onChange={(e) =>
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setRiskLeverageBasis(
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e.target.value === "actual"
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? "actual"
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: "selection",
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)
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}
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>
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<option value="selection">
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选约杠杆（推荐控节奏）
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</option>
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<option value="actual">实际杠杆（盘口卖一）</option>
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</select>
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<p className="hint" style={{ margin: "0.35rem 0 0" }}>
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选约杠杆：按「指数÷期权杠杆≥」估权利金算
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k，权利金再便宜也不放大仓位。
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实际杠杆：按盘口卖一定仓，便宜时 k 会变大。
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</p>
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</div>
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) : null}
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{!isOo ? (
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<div className="field">
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<label htmlFor="riskLossMode">亏损约束</label>
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<select
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id="riskLossMode"
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className="mono"
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value={riskLossMode}
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onChange={(e) => {
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const mode =
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e.target.value === "absolute"
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? "absolute"
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: "percent";
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setRiskLossMode(mode);
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if (mode !== "percent") setMartingaleOn(false);
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}}
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>
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<option value="percent">
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亏损幅度（占本金 %）
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</option>
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<option value="absolute">亏损值（USDT）</option>
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</select>
|
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</div>
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) : null}
|
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{isOo || riskLossMode === "percent" ? (
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<>
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<div className="field">
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<label htmlFor="riskCapSrc">本金来源</label>
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@@ -1072,10 +1047,18 @@ export default function SettingsPage() {
|
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: mg != null && mg.enabled === true
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? ` · 倍投待命(连亏${Number(mg.loss_days) || 0}天)`
|
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: "";
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return `k=${pk ?? "—"} · 预算=${budS}U · 估亏=${mxS}U · 永续=${perp ?? "—"} · 期权=${opt ?? "—"} · 出场=${exit ?? "—"}${basisS}${mgS}`;
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return isOo
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? `预算=${budS}U · 估亏=${mxS}U · 出场=预算×${ooRewardRatio}${
|
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riskPreview.option_qty_eth != null
|
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? ` · 单腿≈${riskPreview.option_qty_eth}ETH`
|
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: ""
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}${mgS}`
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: `k=${pk ?? "—"} · 预算=${budS}U · 估亏=${mxS}U · 永续=${perp ?? "—"} · 期权=${opt ?? "—"} · 出场=${exit ?? "—"}${basisS}${mgS}`;
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})()}
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</div>
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</div>
|
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{!isOo ? (
|
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<>
|
||||
<div className="field">
|
||||
<label htmlFor="riskPerpU">永续比例（k=1）</label>
|
||||
<input
|
||||
@@ -1172,8 +1155,12 @@ export default function SettingsPage() {
|
||||
}}
|
||||
/>
|
||||
</div>
|
||||
</>
|
||||
) : null}
|
||||
</>
|
||||
) : null}
|
||||
{!isOo ? (
|
||||
<>
|
||||
<div className="field">
|
||||
<label htmlFor="perp">
|
||||
永续 ETH 数量
|
||||
@@ -1220,6 +1207,8 @@ export default function SettingsPage() {
|
||||
onChange={(e) => setOptQty(Number(e.target.value))}
|
||||
/>
|
||||
</div>
|
||||
</>
|
||||
) : null}
|
||||
</div>
|
||||
</section>
|
||||
) : null}
|
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@@ -1228,6 +1217,66 @@ export default function SettingsPage() {
|
||||
<section className="settings-section">
|
||||
<h3>选约条件</h3>
|
||||
<div className="settings-fields">
|
||||
{isOo ? (
|
||||
<>
|
||||
<div className="field">
|
||||
<label htmlFor="ooAmp">振幅最小（%）</label>
|
||||
<input
|
||||
id="ooAmp"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="0.1"
|
||||
min="0.1"
|
||||
value={ooAmpPct}
|
||||
onChange={(e) => setOoAmpPct(Number(e.target.value))}
|
||||
/>
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="ooAmpH">振幅回看（小时）</label>
|
||||
<input
|
||||
id="ooAmpH"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="1"
|
||||
min="1"
|
||||
value={ooAmpHours}
|
||||
onChange={(e) =>
|
||||
setOoAmpHours(Number(e.target.value))
|
||||
}
|
||||
/>
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="ooMinH">最短剩余到期（小时）</label>
|
||||
<input
|
||||
id="ooMinH"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="1"
|
||||
min="1"
|
||||
value={ooMinHours}
|
||||
onChange={(e) =>
|
||||
setOoMinHours(Number(e.target.value))
|
||||
}
|
||||
/>
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="ooLev">单腿最低杠杆</label>
|
||||
<input
|
||||
id="ooLev"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="1"
|
||||
min="1"
|
||||
value={ooMinLev}
|
||||
onChange={(e) => setOoMinLev(Number(e.target.value))}
|
||||
/>
|
||||
<p className="hint" style={{ margin: "0.35rem 0 0" }}>
|
||||
期期：同到期虚值 Call 贴高点、Put 贴低点；不使用 ATM/固定方向。
|
||||
</p>
|
||||
</div>
|
||||
</>
|
||||
) : (
|
||||
<>
|
||||
<div className="field">
|
||||
<label htmlFor="hours">期权最小剩余小时</label>
|
||||
<input
|
||||
@@ -1309,6 +1358,8 @@ export default function SettingsPage() {
|
||||
onChange={(e) => setMaxAtmOff(Number(e.target.value))}
|
||||
/>
|
||||
</div>
|
||||
</>
|
||||
)}
|
||||
</div>
|
||||
</section>
|
||||
) : null}
|
||||
@@ -1317,6 +1368,26 @@ export default function SettingsPage() {
|
||||
<section className="settings-section">
|
||||
<h3>出场与平仓</h3>
|
||||
<div className="settings-fields">
|
||||
{isOo ? (
|
||||
<div className="field">
|
||||
<label htmlFor="ooRRExit">盈亏比（出场）</label>
|
||||
<input
|
||||
id="ooRRExit"
|
||||
className="mono"
|
||||
type="number"
|
||||
step="0.1"
|
||||
min="0.5"
|
||||
value={ooRewardRatio}
|
||||
onChange={(e) =>
|
||||
setOoRewardRatio(Number(e.target.value))
|
||||
}
|
||||
/>
|
||||
<p className="hint" style={{ margin: "0.35rem 0 0" }}>
|
||||
净盈 ≥ 预算×盈亏比时只平盈利腿；亏损腿进残留，按下方回收比例或到期结算。
|
||||
</p>
|
||||
</div>
|
||||
) : (
|
||||
<>
|
||||
<div className="field">
|
||||
<label htmlFor="exitMode">出场规则</label>
|
||||
<select
|
||||
@@ -1387,6 +1458,8 @@ export default function SettingsPage() {
|
||||
onChange={(e) => setPremMult(Number(e.target.value))}
|
||||
/>
|
||||
</div>
|
||||
)}
|
||||
</>
|
||||
)}
|
||||
<div className="field">
|
||||
<label htmlFor="closeDev">平仓买一/标记最大偏差（%）</label>
|
||||
@@ -1402,7 +1475,9 @@ export default function SettingsPage() {
|
||||
</div>
|
||||
<div className="field">
|
||||
<label htmlFor="residualPrem">
|
||||
残留期权回收：当前权利金 / 初始权利金 ≥（%）
|
||||
{isOo
|
||||
? "亏损腿残留回收：当前权利金 / 初始权利金 ≥（%）"
|
||||
: "残留期权回收：当前权利金 / 初始权利金 ≥（%）"}
|
||||
</label>
|
||||
<input
|
||||
id="residualPrem"
|
||||
@@ -1532,13 +1607,25 @@ export default function SettingsPage() {
|
||||
10000。
|
||||
</li>
|
||||
) : null}
|
||||
<li>
|
||||
永续保证金模式：仅作用于永续（全仓/逐仓，默认全仓）。OKX
|
||||
期权始终为现金/逐仓（cash），不受此选项影响。
|
||||
</li>
|
||||
{isOo ? (
|
||||
<li>
|
||||
期期对冲：强制以损定仓 + 亏损幅度%；两腿 1:1 平分预算；出场用盈亏比，不使用永续名义/比例/k。
|
||||
</li>
|
||||
) : (
|
||||
<li>
|
||||
永续保证金模式：仅作用于永续（全仓/逐仓，默认全仓）。OKX
|
||||
期权始终为现金/逐仓（cash），不受此选项影响。
|
||||
</li>
|
||||
)}
|
||||
</>
|
||||
) : null}
|
||||
{stratSub === "select" ? (
|
||||
isOo ? (
|
||||
<li>
|
||||
期期选约：回看窗内真实高低点振幅达标后，同到期虚值 Call
|
||||
贴高、Put 贴低；剩余到期与单腿杠杆门限见本页。
|
||||
</li>
|
||||
) : (
|
||||
<>
|
||||
<li>
|
||||
固定方向：默认关。开启后固定永续多→买 Put，或永续空→买
|
||||
@@ -1552,6 +1639,7 @@ export default function SettingsPage() {
|
||||
开仓 ATM 最大偏差：仅开关开启且未开固定方向时生效。币安行权价较粗时可能长时间无开仓机会。
|
||||
</li>
|
||||
</>
|
||||
)
|
||||
) : null}
|
||||
{stratSub === "exit" ? (
|
||||
<>
|
||||
@@ -1560,8 +1648,9 @@ export default function SettingsPage() {
|
||||
流动性闸门；LIVE 以交易所能否成交为准。
|
||||
</li>
|
||||
<li>
|
||||
残留期权回收比例：只平永续后，当买一权利金回升到初始权利金的该比例及以上时，按最新买一
|
||||
IOC 限价卖掉归档期权（不扫市价）；默认 20%。未达标或未完全成交则等到下次巡检或到期结算。
|
||||
{isOo
|
||||
? "残留回收：达标只平盈利腿后，亏损腿权利金回升到初始比例及以上时可尝试平仓；否则到期结算。"
|
||||
: "残留期权回收比例：只平永续后，当买一权利金回升到初始权利金的该比例及以上时，按最新买一 IOC 限价卖掉归档期权（不扫市价）；默认 20%。未达标或未完全成交则等到下次巡检或到期结算。"}
|
||||
</li>
|
||||
</>
|
||||
) : null}
|
||||
|
||||
Reference in New Issue
Block a user