Files
eth_hedge_sim/backend/app/sim/liquidity.py
T
2026-07-24 17:03:46 +08:00

20 lines
687 B
Python

"""期权买一流动性:张数 × ctMult 是否覆盖名义 ETH。"""
from __future__ import annotations
def contracts_for_eth(qty_eth: float, ct_mult: float) -> float:
m = float(ct_mult) if ct_mult and ct_mult > 0 else 0.01
return float(qty_eth) / m
def eth_from_contracts(contracts: float, ct_mult: float) -> float:
m = float(ct_mult) if ct_mult and ct_mult > 0 else 0.01
return float(contracts) * m
def bid_covers_eth(*, bid_sz_contracts: float | None, ct_mult: float, need_eth: float) -> bool:
if bid_sz_contracts is None or bid_sz_contracts <= 0:
return False
return eth_from_contracts(bid_sz_contracts, ct_mult) + 1e-12 >= float(need_eth)