Add HEDGE_PO_MODE instance modes with shared sim/live path.

Lock one mode per instance/subaccount, cross-asset BTC option/ETH perp sizing, combo-U exit, and ship docs/tests/audit.

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -777,6 +777,16 @@ def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, An
     if q.get("ct_mult") is not None:
         body["ct_mult"] = float(q.get("ct_mult") or 0.01)
     if is_option_primary(body):
+        from lib.hedge_plan.hedge_plan_option_primary_lib import contracts_from_option_sheets
+        from lib.hedge_plan.hedge_po_mode_lib import (
+            apply_mode_to_start_body,
+            get_hedge_po_mode,
+            is_cross_asset,
+            option_underlying,
+            perp_underlying,
+        )
+
+        body.update(apply_mode_to_start_body(body))
         cs = float(body.get("contract_size") or 0.01)
         get_cs = cfg.get("get_contract_size")
         sym = str(body.get("exchange_symbol") or "")
@@ -789,20 +799,41 @@ def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, An
         ct = float(body.get("ct_mult") or q.get("ct_mult") or 0.01)
         ratio = float(body.get("option_perp_ratio") or 2)
         body["contract_size"] = cs
+        opt_idx = None
+        perp_idx = None
+        try:
+            from lib.exchange.okx_public_http_lib import fetch_index_px
+
+            mode = str(body.get("po_mode") or get_hedge_po_mode())
+            opt_idx = float(fetch_index_px(option_underlying(mode)) or 0) or None
+            if is_cross_asset(mode):
+                perp_idx = float(fetch_index_px(perp_underlying(mode)) or 0) or None
+            else:
+                perp_idx = opt_idx
+        except Exception:
+            opt_idx = perp_idx = None
+        # 页面传入的 entry/index 作回退
+        if opt_idx is None:
+            try:
+                opt_idx = float(body.get("index_px") or body.get("entry") or 0) or None
+            except (TypeError, ValueError):
+                opt_idx = None
+        if perp_idx is None:
+            perp_idx = opt_idx
         if market and float(body.get("sheets") or 0) > 0:
-            # 手动下单:以张数为准,永续按比例
-            sheets_i = float(int(float(body["sheets"])))
-            eth = round(sheets_i * ct, 2)
-            body["sheets"] = sheets_i
-            body["eth_qty"] = eth
-            body["contracts"] = (eth / ratio) / cs if ratio > 0 and cs > 0 else 0
-            sized = {
-                "ok": True,
-                "sheets": sheets_i,
-                "eth_qty": eth,
-                "contracts": body["contracts"],
-                "ratio": ratio,
-            }
+            sized = contracts_from_option_sheets(
+                sheets=float(body["sheets"]),
+                ct_mult=ct,
+                ratio=ratio,
+                contract_size=cs,
+                option_index=opt_idx,
+                perp_index=perp_idx,
+            )
+            if not sized.get("ok"):
+                return {"ok": False, "msg": sized.get("msg") or "定仓失败", "quote": q, "sizing": sized}
+            body["sheets"] = sized["sheets"]
+            body["eth_qty"] = sized.get("coin_qty") or sized.get("eth_qty")
+            body["contracts"] = sized["contracts"]
         else:
             sized = size_from_premium(
                 premium_budget=float(body.get("premium_budget") or 0),
@@ -810,21 +841,39 @@ def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, An
                 ct_mult=ct,
                 ratio=ratio,
                 contract_size=cs,
+                option_index=opt_idx,
+                perp_index=perp_idx,
             )
             if not sized.get("ok"):
                 return {"ok": False, "msg": sized.get("msg") or "定仓失败", "quote": q, "sizing": sized}
             body["sheets"] = sized["sheets"]
             body["contracts"] = sized["contracts"]
-            body["eth_qty"] = sized["eth_qty"]
+            body["eth_qty"] = sized.get("coin_qty") or sized["eth_qty"]
         # 深度不足则缩量
         ask_sz = float(q.get("ask_sz") or 0)
         if ask_sz > 0 and float(body["sheets"]) > ask_sz:
             body["sheets"] = float(int(ask_sz))
             if body["sheets"] <= 0:
                 return {"ok": False, "msg": "卖一深度不足 1 张", "quote": q, "sizing": sized}
-            eth = round(float(body["sheets"]) * ct, 2)
-            body["eth_qty"] = eth
-            body["contracts"] = (eth / ratio) / cs if ratio > 0 and cs > 0 else 0
+            resized = contracts_from_option_sheets(
+                sheets=float(body["sheets"]),
+                ct_mult=ct,
+                ratio=ratio,
+                contract_size=cs,
+                option_index=opt_idx,
+                perp_index=perp_idx,
+            )
+            if not resized.get("ok"):
+                return {"ok": False, "msg": resized.get("msg") or "缩量定仓失败", "quote": q}
+            body["eth_qty"] = resized.get("coin_qty") or resized.get("eth_qty")
+            body["contracts"] = resized["contracts"]
+            sized = resized
+        cross_note = ""
+        if sized.get("cross_asset") or sized.get("option_notional_usdt"):
+            cross_note = (
+                f" · 名义U 期权{float(sized.get('option_notional_usdt') or 0):.0f}"
+                f"/永续{float(sized.get('perp_notional_usdt') or 0):.0f}"
+            )
         return {
             "ok": True,
             "ask": float(q["ask"]),
@@ -837,10 +886,12 @@ def refresh_po_option_quote_before_start(cfg: dict[str, Any], body: dict[str, An
             "msg": (
                 f"手动定仓: {body.get('eth_qty')}币 / "
                 f"{body.get('sheets')}张期权 / {float(body.get('contracts') or 0):.4f}张永续 @{q['ask']}"
+                f"{cross_note}"
                 if market
                 else (
-                    f"期权为主定仓: 权利金×0.95→{body.get('eth_qty')}ETH / "
+                    f"期权为主定仓: 权利金×0.95→{body.get('eth_qty')}币 / "
                     f"{body.get('sheets')}张期权 / {float(body.get('contracts') or 0):.4f}张永续 @{q['ask']}"
+                    f"{cross_note}"
                 )
             ),
         }
@@ -1184,7 +1235,16 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
             is_option_primary,
             validate_option_primary_start,
         )
+        from lib.hedge_plan.hedge_po_mode_lib import (
+            apply_mode_to_start_body,
+            validate_body_matches_mode,
+        )
 
+        # 模拟/实盘同路径:启动前按实例模式钳制
+        body.update(apply_mode_to_start_body(body))
+        mode_err = validate_body_matches_mode(body)
+        if mode_err:
+            return mode_err
         if is_option_primary(body):
             from lib.hedge_plan.hedge_plan_option_primary_lib import validate_option_primary_watch