Fix btc_eth watching entry, preview sizing, and coin-to-U settlement.

Use dual indices for watch/preview; perp entry uses ETH mark; expiry/close convert coin PnL via option index; align legacy long→Call; omit combo U when index missing.

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

lib/hedge_plan/hedge_plan_settle_lib.py

@@ -35,14 +35,40 @@ def leg_is_expired(leg: dict[str, Any], *, now_ms: Optional[int] = None) -> bool
 
 
 def settle_option_leg_at_spot(leg: dict[str, Any], spot: float) -> float:
-    """按到期结算口径估算腿盈亏(USDC)."""
+    """按到期结算估算腿盈亏(与权利金同单位).
+
+    - 币本位(BTC-USD/ETH-USD):返回 **币** 盈亏(内在价值/币 − 权利金币);调用方须 × 期权指数折 U.
+    - USDC:返回 U 盈亏.
+    """
     premium = float(leg.get("premium") or 0)
     strike = _sf(leg.get("strike"))
     if strike is None:
         return -premium
     sheets = float(leg.get("size") or 1)
-    # ct_mult 未入库时默认 0.01
     ct = float(leg.get("ct_mult") or 0.01)
+    inst_id = str(leg.get("inst_id") or "")
+    try:
+        from lib.options.options_pricing_lib import _quote_in_coin_from_context, intrinsic_px_per_unit
+
+        coin = _quote_in_coin_from_context(inst_id=inst_id)
+    except Exception:
+        coin = "-USD-" in inst_id.upper() and "USDC" not in inst_id.upper()
+        intrinsic_px_per_unit = None  # type: ignore
+    if coin:
+        unit = None
+        if intrinsic_px_per_unit is not None:
+            try:
+                unit = intrinsic_px_per_unit(
+                    str(leg.get("opt_type") or "P"),
+                    float(strike),
+                    float(spot),
+                    inst_id=inst_id,
+                )
+            except Exception:
+                unit = None
+        if unit is None:
+            unit = 0.0
+        return float(unit) * sheets * ct - premium
     return float(
         option_expiry_pnl(
             opt_type=str(leg.get("opt_type") or "P"),