Align hedge UI/fees: drop 未启动, premium coin/U, equity incl perp margin, OKX option fees.

Option net uses Min(0.03%×coin, 7%×premium) with bid/ask fills (no slip); live PnL colors fixed.

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

lib/sim/broker_lib.py

@@ -7,7 +7,7 @@ import uuid
 from datetime import datetime
 from typing import Any, Callable
 
-from lib.sim.pricing_lib import option_fill, perp_fill, sim_fee_rate
+from lib.sim.pricing_lib import option_fill, perp_fill, sim_fee_rate, sim_option_fee_rate
 from lib.sim.wallets_lib import InsufficientFunds, SimWallets
 
 
@@ -109,7 +109,20 @@ class SimBroker:
         self.wallets = SimWallets(get_db)
 
     def balances_header(self) -> dict[str, float]:
-        return self.wallets.view()
+        """资金快照.trading_usdt=全仓权益(可用+永续占用保证金);trading_usdt_free=可开仓余额."""
+        w = dict(self.wallets.view())
+        free = float(w.get("trading_usdt") or 0)
+        margin = 0.0
+        try:
+            for p in self.list_perp_positions():
+                margin += float(p.get("margin_usdt") or 0)
+        except Exception:
+            margin = 0.0
+        w["trading_usdt_free"] = free
+        w["perp_margin_usdt"] = margin
+        # 永续全仓:展示权益含占用保证金;期权逐仓权利金在币余额,不并入 USDT
+        w["trading_usdt"] = round(free + margin, 8)
+        return w
 
     def list_perp_positions(self) -> list[dict[str, Any]]:
         conn = self.get_db()
@@ -431,7 +444,7 @@ class SimBroker:
         n = int(sheets)
         if n < 1:
             return {"ok": False, "msg": "张数至少为 1"}
-        fr = sim_fee_rate(fee_rate)
+        fr = sim_option_fee_rate(fee_rate)
         bid, ask, ct_mult = _option_bid_ask(exchange_options, inst_id)
         if price is not None and float(price) > 0:
             # 限价: 用 min(limit, ask) 作为基准卖一近似, 仍走 option_fill 滑点
@@ -540,7 +553,7 @@ class SimBroker:
             close_n = min(pos_s, float(n))
             if close_n <= 0:
                 return {"ok": False, "msg": "平仓张数无效"}
-            fr = sim_fee_rate(fee_rate)
+            fr = sim_option_fee_rate(fee_rate)
             qty = close_n * ct_mult
             pr = option_fill(action="close", bid=bid, ask=ask, qty=qty, fee_rate=fr)
             credit = pr.notional - pr.fee

lib/sim/hooks.py

@@ -55,7 +55,11 @@ def apply_sim_hooks(app_module: Any) -> None:
 
     def get_available_trading_usdt():
         if is_sim_mode(app_module.get_db):
-            return float(broker().balances_header()["trading_usdt"])
+            w = broker().balances_header()
+            # 开仓可用=未占用保证金的 USDT(勿用全仓权益)
+            if w.get("trading_usdt_free") is not None:
+                return float(w.get("trading_usdt_free") or 0)
+            return float(w.get("trading_usdt") or 0)
         return _orig_avail()
 
     def get_live_position_contracts(exchange_symbol, direction):
@@ -215,6 +219,7 @@ def _patch_okx_options_lib(app_module: Any) -> None:
                 te = float(w.get("trading_eth") or 0)
                 fb = float(w.get("funding_btc") or 0)
                 tb = float(w.get("trading_btc") or 0)
+                tu_free = float(w.get("trading_usdt_free") if w.get("trading_usdt_free") is not None else tu)
                 return {
                     "scope": "main",
                     "funding_usdt": fu,
@@ -227,12 +232,13 @@ def _patch_okx_options_lib(app_module: Any) -> None:
                     "trading_btc": tb,
                     "funding_usdt_avail": fu,
                     "funding_usdc_avail": fc,
-                    "trading_usdt_avail": tu,
+                    "trading_usdt_avail": tu_free,
                     "trading_usdc_avail": tc,
                     "funding_eth_avail": fe,
                     "trading_eth_avail": te,
                     "funding_btc_avail": fb,
                     "trading_btc_avail": tb,
+                    "perp_margin_usdt": float(w.get("perp_margin_usdt") or 0),
                 }
         except Exception:
             pass

lib/sim/pricing_lib.py

@@ -1,8 +1,8 @@
 """成交价与手续费.
 
 永续:滑点=1×fee_rate,手续费=名义×fee_rate.
-期权(币本位):滑点仍按权利金价×fee_rate;手续费对齐 OKX=
-  Min(fee_rate×标的币数量, 权利金×7%).
+期权(币本位):吃卖一/买一按报价成交(无额外滑点);手续费对齐 OKX=
+  Min(fee_rate×标的币数量, 权利金×7%);普通用户 taker 默认 0.03%.
 """
 
 from __future__ import annotations
@@ -32,6 +32,20 @@ def sim_fee_rate(override: float | None = None) -> float:
         return 0.0005
 
 
+def sim_option_fee_rate(override: float | None = None) -> float:
+    """OKX 币本位期权 taker 费率(默认 0.03%)."""
+    if override is not None:
+        return float(override)
+    try:
+        return float(
+            os.getenv("SIM_OPTION_FEE_RATE")
+            or os.getenv("OKX_OPTIONS_TAKER_FEE")
+            or "0.0003"
+        )
+    except (TypeError, ValueError):
+        return 0.0003
+
+
 def perp_fill(
     *,
     side: str,
@@ -74,7 +88,7 @@ def option_fee_coin(
     Min(费率 × 张数对应标的币数量, 权利金×封顶比例).
     注意:费率作用在标的币面值上,不是权利金名义上.
     """
-    f = sim_fee_rate(fee_rate)
+    f = sim_option_fee_rate(fee_rate)
     qty = abs(float(underlying_coin or 0.0))
     prem = abs(float(premium_coin or 0.0))
     if qty <= 0 and prem <= 0:
@@ -92,20 +106,19 @@ def option_fill(
     bid: float,
     ask: float,
     qty: float,
-    fee_rate: float,
+    fee_rate: float | None = None,
 ) -> PriceResult:
     """开仓买入吃卖一; 平仓卖出吃买一.
 
     qty = sheets × ct_mult(标的币数量).
-    滑点仍按权利金价×费率;手续费按 OKX 币本位公式(标的币×费率,权利金7%封顶).
+    成交价=买卖一(无额外滑点);手续费=OKX 币本位公式(标的币×费率,权利金7%封顶).
     """
-    f = float(fee_rate)
+    f = sim_option_fee_rate(fee_rate)
     if action == "open":
         base = float(ask)
-        fill = base * (1.0 + f)
     else:
         base = float(bid)
-        fill = base * (1.0 - f)
+    fill = base
     qty_f = abs(float(qty))
     notional = abs(fill * qty_f)
     fee = option_fee_coin(
@@ -113,8 +126,7 @@ def option_fill(
         premium_coin=notional,
         fee_rate=f,
     )
-    slip = abs(fill - base) * qty_f
-    return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)
+    return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=0.0, notional=notional)
 
 
 @dataclass(slots=True)