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>

tests/test_hedge_po_mode.py

@@ -214,6 +214,45 @@ class TestHedgePoMode(unittest.TestCase):
             )
             self.assertAlmostEqual(px, 2476.0)
 
+    def test_settle_coin_option_returns_coin_units(self):
+        from lib.hedge_plan.hedge_plan_settle_lib import settle_option_leg_at_spot
+
+        # BTC put ITM: K=90000 S=80000 → 币内在 (90000-80000)/80000=0.125; 1张×0.01=0.00125币
+        # 权利金 0.01 币 → 净利 0.00125-0.01 = -0.00875 币(非 ×8万的美元差)
+        pnl = settle_option_leg_at_spot(
+            {
+                "inst_id": "BTC-USD-261018-90000-P",
+                "opt_type": "P",
+                "strike": 90000,
+                "size": 1,
+                "ct_mult": 0.01,
+                "premium": 0.01,
+            },
+            80000.0,
+        )
+        self.assertAlmostEqual(pnl, 0.00125 - 0.01, places=6)
+
+    def test_size_from_premium_preview_needs_dual_index(self):
+        # 无双指数 → 同币路径;有双指数 → 跨币张数
+        same = size_from_premium(
+            premium_budget=1000,
+            ask=0.01,
+            ct_mult=0.01,
+            ratio=2,
+            contract_size=0.01,
+        )
+        cross = size_from_premium(
+            premium_budget=1000,
+            ask=0.01,
+            ct_mult=0.01,
+            ratio=2,
+            contract_size=0.01,
+            option_index=100_000,
+            perp_index=2_500,
+        )
+        self.assertTrue(same["ok"] and cross["ok"])
+        self.assertGreater(float(cross["contracts"]), float(same["contracts"]))
+
 
 if __name__ == "__main__":
     unittest.main()