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/common/static/hedge_plan.js

@@ -2722,7 +2722,8 @@
             option_primary: true,
             market_order: 1,
             direction: getDirection(),
-            entry: indexPx() || Number((state.market && state.market.mark) || 0),
+            // entry=永续参考价;跨币用 ETH mark,勿写 BTC 指数
+            entry: Number(perpIndexPx() || (state.market && state.market.mark) || 0),
             contracts: sized.contracts,
             sheets: sized.sheets,
             contract_size: (state.market && state.market.contract_size) || 0.01,
@@ -2730,7 +2731,7 @@
             strike: state.selected.strike,
             ct_mult: state.selected.ct_mult || 0.01,
             ask: state.selected.ask,
-            index_px: indexPx() || 0,
+            index_px: Number(optionIndexPx() || 0),
             premium_budget: premBudget > 0 ? premBudget : Math.max(premEst / 0.95, premEst),
             option_perp_ratio: numInput("hp-opt-perp-ratio", 2),
             option_target_points: optPts,
@@ -3825,12 +3826,15 @@
         plan_type: "perp_options",
         option_primary: true,
         watch_entry: 1,
-        underlying: state.underlying,
+        po_mode: state.poMode,
+        underlying: state.optionUnderly || state.underlying,
+        option_underlying: state.optionUnderly || state.underlying,
+        perp_underlying: state.perpUnderly || state.underlying,
         direction: getDirection(),
         exchange_symbol: state.market.exchange_symbol,
         contract_size: state.market.contract_size || 0.01,
-        index_px: indexPx() || Number(state.market.mark || 0),
+        index_px: Number(optionIndexPx() || 0),
-        entry: indexPx() || Number(state.market.mark || 0),
+        entry: Number(perpIndexPx() || (state.market && state.market.mark) || 0),
         premium_budget: prem,
         option_perp_ratio: numInput("hp-opt-perp-ratio", 2),
         option_target_points: optPts,
@@ -3909,7 +3913,10 @@
             throw new Error("门禁未满足,不可开仓: " + gateTxt);
           }
           const exp = currentExp("hp-exp-select");
-          const entry = indexPx() || Number((state.market && state.market.mark) || 0);
+          const optIdx = Number(optionIndexPx() || 0);
+          const perpIdx = Number(
+            perpIndexPx() || (state.market && state.market.mark) || 0
+          );
           const premEst =
             Number(state.selected.ask || 0) *
             sized.sheets *
@@ -3925,7 +3932,7 @@
             option_underlying: state.optionUnderly || state.underlying,
             perp_underlying: state.perpUnderly || state.underlying,
             direction: getDirection(),
-            entry: Number((state.market && state.market.mark) || entry),
+            entry: perpIdx,
             contracts: sized.contracts,
             sheets: sized.sheets,
             contract_size: (state.market && state.market.contract_size) || 0.01,
@@ -3934,7 +3941,7 @@
             opt_type: state.selected.opt_type,
             strike: state.selected.strike,
             ask: state.selected.ask,
-            index_px: entry,
+            index_px: optIdx,
             exchange_symbol: (state.market && state.market.exchange_symbol) || "",
             leverage: defaultPerpLeverage(state.perpUnderly || state.underlying),
             option_leverage: 0,

lib/hedge_plan/hedge_plan_live_positions_lib.py

@@ -313,9 +313,8 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
             round(opt_net_coin * float(idx), 4) if idx is not None and idx > 0 else None
         )
         perp_net = float(net.get("perp_net") or 0)
+        # 指数缺失时禁止用永续 U 冒充组合净利(尤其跨币会丢掉期权腿)
         combo_usdt = combo_net_usdt(net, option_index=float(idx or 0))
-        if combo_usdt is None:
-            combo_usdt = round(perp_net, 4)
         prem_coin = float(net.get("premium") or (float(avg_open or 0) * float(sheets or 0) * float(ct or 0.01)))
         prem_usdt = round(prem_coin * float(idx), 2) if idx is not None and idx > 0 else None
 
@@ -393,7 +392,11 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                     "net_usdt": combo_usdt,
                     "opt_net_usdt": opt_net_usdt,
                     "perp_net_usdt": perp_net,
-                    "note": "扣开平双边手续费;永续按盘口均价估",
+                    "note": (
+                        "期权指数缺失,组合净利暂不可算"
+                        if combo_usdt is None
+                        else "扣开平双边手续费;永续按盘口均价估"
+                    ),
                 },
             }
         )

lib/hedge_plan/hedge_plan_monitor_lib.py

@@ -46,19 +46,29 @@ def _perp_live_contracts(cfg: dict[str, Any], symbol: str, direction: str) -> Op
 
 
 def _index_px(cfg: dict[str, Any], underlying: str) -> Optional[float]:
-    ex = cfg.get("exchange_options")
+    """标的指数:公共 HTTP 优先,再 cfg.fetch_index_price(ex, uly);勿与异币永续价混用."""
-    fn = cfg.get("fetch_index_price")
+    from lib.hedge_plan.hedge_plan_live_positions_lib import resolve_option_index_px
-    if callable(fn) and ex is not None:
+
+    uly = str(underlying or "ETH").upper()
+    ex_opt = cfg.get("exchange_options")
+    if callable(ex_opt):
         try:
-            return fn(ex, underlying)
+            ex_opt = ex_opt()
         except Exception:
-            return None
+            ex_opt = None
-    # 无期权账户时回退永续 ticker
+    px = resolve_option_index_px(cfg, uly, ex_opt=ex_opt, cross_asset=False, perp_fallback=None)
+    if px is not None and px > 0:
+        return px
+    # 无指数时回退同标的永续 ticker(同币兜底;调用方跨币应分别取期权/永续指数)
     ex_perp = cfg.get("exchange")
+    if callable(ex_perp):
+        try:
+            ex_perp = ex_perp()
+        except Exception:
+            ex_perp = None
     if ex_perp is not None:
         try:
-            base = (underlying or "ETH").upper()
+            sym = f"{uly}/USDT:USDT"
-            sym = f"{base}/USDT:USDT"
             t = ex_perp.fetch_ticker(sym)
             return _sf((t.get("info") or {}).get("markPx")) or _sf(t.get("last"))
         except Exception:
@@ -66,6 +76,28 @@ def _index_px(cfg: dict[str, Any], underlying: str) -> Optional[float]:
     return None
 
 
+def _option_pnl_to_usdt(
+    opt_pnl: float,
+    option_index: Optional[float],
+    *,
+    inst_id: str = "",
+) -> Optional[float]:
+    """期权盈亏统一到 U:币本位 × 指数;USDC 原样.指数缺失且为币本位则 None."""
+    coin = False
+    try:
+        from lib.options.options_pricing_lib import _quote_in_coin_from_context
+
+        coin = bool(_quote_in_coin_from_context(inst_id=inst_id))
+    except Exception:
+        coin = "-USD-" in str(inst_id).upper() and "USDC" not in str(inst_id).upper()
+    if not coin:
+        return round(float(opt_pnl), 4)
+    idx = _sf(option_index)
+    if idx is None or idx <= 0:
+        return None
+    return round(float(opt_pnl) * float(idx), 4)
+
+
 def _plan_open_grace_sec() -> float:
     try:
         return max(0.0, float(os.getenv("HEDGE_PLAN_OPEN_GRACE_SEC") or "90"))
@@ -378,6 +410,13 @@ def _tick_po_option_primary_watching(
     )
     from lib.hedge_plan.hedge_plan_orders_lib import execute_perp_options_start
     from lib.hedge_plan.hedge_plan_register import _activate_watching_po
+    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,
+    )
 
     build_chain = cfg.get("build_option_chain")
     ex = cfg.get("exchange_options")
@@ -390,7 +429,15 @@ def _tick_po_option_primary_watching(
         body0 = dict(blob.get("start_body") or blob or {})
     except Exception:
         body0 = {}
-    uly = str(plan.get("underlying") or body0.get("underlying") or "ETH").upper()
+    mode = str(plan.get("po_mode") or body0.get("po_mode") or get_hedge_po_mode())
+    uly = str(
+        plan.get("option_underlying")
+        or plan.get("underlying")
+        or body0.get("underlying")
+        or option_underlying(mode)
+        or "ETH"
+    ).upper()
+    perp_u = str(plan.get("perp_underlying") or body0.get("perp_underlying") or perp_underlying(mode)).upper()
     direction = str(plan.get("direction") or body0.get("direction") or "long").lower()
     money = str(plan.get("option_moneyness") or body0.get("moneyness") or "otm").lower()
     interval = plan.get("strike_interval")
@@ -425,24 +472,34 @@ def _tick_po_option_primary_watching(
         return None
     ask = float(cand.get("ask") or 0)
     ct = float(cand.get("ct_mult") or body0.get("ct_mult") or 0.01)
+    # 双指数定仓:跨币禁止用 BTC 指数当 ETH 永续价
+    opt_idx = _index_px(cfg, uly) or _sf(cand.get("index_px") or chain.get("index_px"))
+    perp_idx = _index_px(cfg, perp_u) if is_cross_asset(mode) else opt_idx
+    if is_cross_asset(mode) and (not opt_idx or not perp_idx):
+        update_plan(conn, int(plan["id"]), note="盯盘定仓失败:跨币缺期权/永续指数"[:500])
+        return None
     sized = size_from_premium(
         premium_budget=float(plan.get("premium_budget") or body0.get("premium_budget") or 0),
         ask=ask,
         ct_mult=ct,
         ratio=float(plan.get("option_perp_ratio") or body0.get("option_perp_ratio") or 2),
         contract_size=float(body0.get("contract_size") or 0.01),
+        option_index=opt_idx,
+        perp_index=perp_idx or opt_idx,
     )
     if not sized.get("ok"):
         update_plan(conn, int(plan["id"]), note=f"盯盘定仓失败: {sized.get('msg')}"[:500])
         return None
-    idx = float(cand.get("index_px") or chain.get("index_px") or 0)
     body = dict(body0)
     body.update(
         {
             "plan_type": "perp_options",
             "option_primary": True,
             "watch_entry": 0,
+            "po_mode": mode,
             "underlying": uly,
+            "option_underlying": uly,
+            "perp_underlying": perp_u,
             "direction": direction,
             "moneyness": money,
             "opt_inst_id": cand.get("inst_id"),
@@ -453,8 +510,9 @@ def _tick_po_option_primary_watching(
             "sheets": sized["sheets"],
             "contracts": sized["contracts"],
             "eth_qty": sized.get("eth_qty"),
-            "index_px": idx,
+            # index_px=期权指数;entry=永续参考价(跨币=ETH),禁止写成 BTC
-            "entry": idx,
+            "index_px": float(opt_idx or 0),
+            "entry": float(perp_idx or opt_idx or 0),
             "hours_to_expiry": cand.get("hours_to_expiry"),
             "strike_interval": interval,
             "min_option_hours": min_h,
@@ -463,11 +521,13 @@ def _tick_po_option_primary_watching(
             "option_target_points": plan.get("option_target_points") or body0.get("option_target_points"),
             "perp_target_points": plan.get("perp_target_points") or body0.get("perp_target_points"),
             "premium_budget": plan.get("premium_budget") or body0.get("premium_budget"),
+            "profit_target_usdt": plan.get("profit_target_usdt") or body0.get("profit_target_usdt"),
             "leverage": plan.get("leverage") or body0.get("leverage") or 100,
-            "exchange_symbol": body0.get("exchange_symbol") or f"{uly}-USDT-SWAP",
+            "exchange_symbol": body0.get("exchange_symbol") or f"{perp_u}/USDT:USDT",
             "contract_size": body0.get("contract_size") or 0.01,
         }
     )
+    body.update(apply_mode_to_start_body(body, mode=mode))
     dry = str(os.getenv("HEDGE_PLAN_DRY_RUN") or "").strip().lower() in ("1", "true", "yes", "on")
     out = execute_perp_options_start(cfg, body, dry_run=dry, persist=None)
     if not out.get("ok"):
@@ -571,8 +631,10 @@ def _tick_po_option_primary_both_expired(
     cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
 ) -> Optional[dict[str, Any]]:
     """两腿仍 open 但期权已到期:结算期权并市价平永续,避免裸奔."""
+    from lib.hedge_plan.hedge_plan_book_lib import fetch_perp_mark_px
     from lib.hedge_plan.hedge_plan_option_primary_lib import perp_direction_for_view
     from lib.hedge_plan.hedge_plan_orders_lib import _close_perp
+    from lib.hedge_plan.hedge_po_mode_lib import get_hedge_po_mode, option_underlying, perp_underlying
 
     perp = next((x for x in legs if x.get("leg_role") == "perp"), None)
     opt = next((x for x in legs if x.get("leg_role") == "option_hedge"), None)
@@ -582,21 +644,40 @@ def _tick_po_option_primary_both_expired(
         return None
     if not leg_is_expired(opt):
         return None
-    spot = _index_px(cfg, str(plan.get("underlying") or "ETH"))
+    mode = str(plan.get("po_mode") or get_hedge_po_mode())
-    if spot is None:
+    opt_u = str(plan.get("underlying") or plan.get("option_underlying") or option_underlying(mode) or "ETH").upper()
+    perp_u = str(plan.get("perp_underlying") or perp_underlying(mode) or opt_u).upper()
+    opt_spot = _index_px(cfg, opt_u)
+    if opt_spot is None:
+        return None
+    est = settle_option_leg_at_spot(opt, float(opt_spot))
+    opt_pnl_raw = _option_leg_pnl_after_close(cfg, opt, fallback=est)
+    opt_pnl_u = _option_pnl_to_usdt(
+        opt_pnl_raw, opt_spot, inst_id=str(opt.get("inst_id") or "")
+    )
+    if opt_pnl_u is None:
         return None
-    est = settle_option_leg_at_spot(opt, float(spot))
-    opt_pnl = _option_leg_pnl_after_close(cfg, opt, fallback=est)
     conn.execute(
         "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
-        ("closed", "expiry", _now(), round(opt_pnl, 4), opt["id"]),
+        ("closed", "expiry", _now(), round(opt_pnl_u, 4), opt["id"]),
     )
     view = str(plan.get("direction") or "long").lower()
     perp_dir = str(plan.get("perp_direction") or perp.get("side") or perp_direction_for_view(view)).lower()
-    symbol = str(perp.get("symbol") or "")
+    symbol = str(perp.get("symbol") or f"{perp_u}/USDT:USDT")
     contracts = float(perp.get("size") or plan.get("perp_size") or 0)
     perp_close = _close_perp(cfg, symbol=symbol, direction=perp_dir, contracts=contracts, dry_run=False)
-    entry = _sf(plan.get("entry_mark")) or _sf(perp.get("avg_open")) or float(spot)
+    ex_perp = cfg.get("exchange")
+    if callable(ex_perp):
+        try:
+            ex_perp = ex_perp()
+        except Exception:
+            ex_perp = None
+    perp_mark = fetch_perp_mark_px(ex_perp, symbol) if ex_perp is not None else None
+    if perp_mark is None or float(perp_mark) <= 0:
+        perp_mark = _index_px(cfg, perp_u)
+    entry = _sf(perp.get("avg_open")) or _sf(plan.get("entry_mark")) or _sf(perp_mark)
+    if entry is None or perp_mark is None:
+        return None
     cs = float(cfg.get("default_contract_size") or 0.01)
     get_cs = cfg.get("get_contract_size")
     if callable(get_cs) and symbol:
@@ -606,9 +687,9 @@ def _tick_po_option_primary_both_expired(
             pass
     coins = contracts * cs
     if perp_dir == "short":
-        perp_pnl = (float(entry) - float(spot)) * coins
+        perp_pnl = (float(entry) - float(perp_mark)) * coins
     else:
-        perp_pnl = (float(spot) - float(entry)) * coins
+        perp_pnl = (float(perp_mark) - float(entry)) * coins
     if not perp_close.get("ok"):
         notify_hedge(
             cfg,
@@ -622,7 +703,7 @@ def _tick_po_option_primary_both_expired(
             conn,
             int(plan["id"]),
             close_reason="opt_target_perp_pending",
-            realized_pnl_options=round(opt_pnl, 4),
+            realized_pnl_options=round(opt_pnl_u, 4),
             note="期权已到期结算,永续待平",
         )
         return {"plan_id": plan["id"], "retry": True, "perp_close": perp_close}
@@ -630,14 +711,14 @@ def _tick_po_option_primary_both_expired(
         "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
         ("closed", "option_expired", _now(), round(perp_pnl, 4), perp["id"]),
     )
-    total = opt_pnl + perp_pnl
+    total = float(opt_pnl_u) + float(perp_pnl)
     update_plan(
         conn,
         int(plan["id"]),
         status="closed",
         close_reason="option_expired",
         realized_pnl_perp=round(perp_pnl, 4),
-        realized_pnl_options=round(opt_pnl, 4),
+        realized_pnl_options=round(opt_pnl_u, 4),
         realized_pnl_total=round(total, 4),
         stats_bucket="opt_primary",
         closed_at=_now(),
@@ -658,24 +739,33 @@ def _tick_po_option_primary_expiry(
         return None
     if not leg_is_expired(opt):
         return None
-    spot = _index_px(cfg, str(plan.get("underlying") or "ETH"))
+    from lib.hedge_plan.hedge_po_mode_lib import get_hedge_po_mode, option_underlying
+
+    mode = str(plan.get("po_mode") or get_hedge_po_mode())
+    opt_u = str(plan.get("underlying") or plan.get("option_underlying") or option_underlying(mode) or "ETH").upper()
+    spot = _index_px(cfg, opt_u)
     if spot is None:
         return None
     est = settle_option_leg_at_spot(opt, float(spot))
-    opt_pnl = _option_leg_pnl_after_close(cfg, opt, fallback=est)
+    opt_pnl_raw = _option_leg_pnl_after_close(cfg, opt, fallback=est)
+    opt_pnl_u = _option_pnl_to_usdt(
+        opt_pnl_raw, spot, inst_id=str(opt.get("inst_id") or "")
+    )
+    if opt_pnl_u is None:
+        return None
     conn.execute(
         "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
-        ("closed", "expiry", _now(), round(opt_pnl, 4), opt["id"]),
+        ("closed", "expiry", _now(), round(opt_pnl_u, 4), opt["id"]),
     )
     perp_pnl = float(perp.get("realized_pnl") or 0) if perp else float(plan.get("realized_pnl_perp") or 0)
-    total = perp_pnl + opt_pnl
+    total = float(perp_pnl) + float(opt_pnl_u)
     update_plan(
         conn,
         int(plan["id"]),
         status="closed",
         close_reason="perp_target_points_expiry",
         realized_pnl_perp=round(perp_pnl, 4),
-        realized_pnl_options=round(opt_pnl, 4),
+        realized_pnl_options=round(opt_pnl_u, 4),
         realized_pnl_total=round(total, 4),
         stats_bucket="opt_primary",
         closed_at=_now(),

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -1282,10 +1282,15 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
                 opt_type = "C"
         if opt_type not in ("P", "C"):
             return "缺少期权类型(Put/Call)"
-        if direction == "long" and opt_type != "P":
+        # 与 opt_type_for_view 一致:做多→Call+空永续,做空→Put+多永续
-            return "做多永期对冲须用 Put"
+        from lib.hedge_plan.hedge_plan_option_primary_lib import opt_type_for_view
-        if direction == "short" and opt_type != "C":
+
-            return "做空永期对冲须用 Call"
+        want = opt_type_for_view(direction)
+        if opt_type != want:
+            return (
+                f"做{'多' if direction == 'long' else '空'}永期对冲须用 "
+                f"{'Call' if want == 'C' else 'Put'}"
+            )
         if direction == "long" and not (sl < entry < tp):
             return "做多须满足 止损 < 入场 < 止盈"
         if direction == "short" and not (tp < entry < sl):
@@ -1775,13 +1780,19 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
         notes.append("卖币失败: " + str(sell_r.get("msg") or ""))
 
     total = float(opt_pnl) + float(perp_pnl)
-    # 期权币本位盈亏换算到 U:用期权标的指数(跨币=BTC,禁止×ETH)
+    # 币本位期权盈亏一律 × 期权指数折 U(跨币=BTC);不再用 |pnl|<10 启发式
     try:
         from lib.hedge_plan.hedge_plan_live_positions_lib import resolve_option_index_px
         from lib.hedge_plan.hedge_po_mode_lib import get_hedge_po_mode, is_cross_asset, option_underlying
+        from lib.options.options_pricing_lib import _quote_in_coin_from_context
 
         mode = str(plan.get("po_mode") or get_hedge_po_mode())
         opt_u = str(plan.get("option_underlying") or plan.get("underlying") or option_underlying(mode) or uly).upper()
+        inst = ""
+        if opt:
+            inst = str(opt.get("inst_id") or "")
+        coin = bool(_quote_in_coin_from_context(inst_id=inst)) if inst else True
+        if coin:
             ex_idx = cfg.get("exchange_options") or cfg.get("exchange")
             if callable(ex_idx):
                 try:
@@ -1798,11 +1809,9 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
                 )
                 or 0
             )
-        # opt_pnl 可能已是币;若为币且绝对值很小则 × 指数
+            opt_pnl_u = float(opt_pnl) * idx if idx > 0 else float(opt_pnl)
-        if abs(opt_pnl) < 10 and idx > 0 and abs(opt_pnl * idx) > abs(opt_pnl):
-            opt_pnl_u = opt_pnl * idx
         else:
-            opt_pnl_u = opt_pnl
+            opt_pnl_u = float(opt_pnl)
     except Exception:
         opt_pnl_u = opt_pnl
 

lib/hedge_plan/hedge_plan_register.py

@@ -509,11 +509,24 @@ def _activate_watching_po(
         str((perp or {}).get("direction") or "")
         or perp_direction_for_view(view)
     )
+    # 永续开仓价:优先成交回写,否则 body.entry(应为永续标的价,跨币=ETH)
+    perp_avg = None
+    try:
+        order = (perp or {}).get("order") or {}
+        perp_avg = float(
+            order.get("average")
+            or order.get("avgPx")
+            or (order.get("info") or {}).get("avgPx")
+            or body.get("entry")
+            or 0
+        ) or None
+    except (TypeError, ValueError):
+        perp_avg = float(body.get("entry") or 0) or None
     update_plan(
         conn,
         int(plan_id),
         status="partial" if is_partial else "active",
-        entry_mark=float(body.get("entry") or body.get("index_px") or 0) or None,
+        entry_mark=perp_avg,
         perp_size=float((perp or {}).get("contracts") or body.get("contracts") or 0),
         leverage=float(body.get("leverage") or 100),
         premium_total=premium,
@@ -531,7 +544,7 @@ def _activate_watching_po(
             "symbol": str(body.get("exchange_symbol") or ""),
             "side": perp_dir,
             "size": float((perp or {}).get("contracts") or body.get("contracts") or 0),
-            "avg_open": float(body.get("entry") or 0) if perp_ok else None,
+            "avg_open": perp_avg if perp_ok else None,
             "status": "open" if perp_ok else "pending",
             "exchange_ord_id": str((perp or {}).get("exchange_ord_id") or ""),
             "opened_at": result.get("opened_at") if perp_ok else None,
@@ -1455,12 +1468,43 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
         err = validate_option_primary_start(body)
         if err:
             raise ValueError(err)
+        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 = apply_mode_to_start_body(body)
+        mode = str(body.get("po_mode") or get_hedge_po_mode())
+        opt_idx = None
+        perp_idx = None
+        try:
+            from lib.exchange.okx_public_http_lib import fetch_index_px
+
+            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
+        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
         sized = size_from_premium(
             premium_budget=float(body.get("premium_budget") or 0),
             ask=float(body.get("ask") or 0),
             ct_mult=float(body.get("ct_mult") or 0.01),
             ratio=float(body.get("option_perp_ratio") or 2),
             contract_size=float(body.get("contract_size") or 0.01),
+            option_index=opt_idx,
+            perp_index=perp_idx,
         )
         if not sized.get("ok"):
             raise ValueError(sized.get("msg") or "定仓失败")
@@ -1468,19 +1512,25 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
         body["sheets"] = sized["sheets"]
         body["contracts"] = sized["contracts"]
         body["eth_qty"] = sized["eth_qty"]
+        if not body.get("index_px") and opt_idx:
+            body["index_px"] = opt_idx
+        # entry=永续参考价(跨币用 ETH 指数);勿把 BTC 指数写入永续开仓价
         if not body.get("entry"):
-            body["entry"] = body.get("index_px") or 0
+            body["entry"] = perp_idx or opt_idx or body.get("index_px") or 0
         out = build_option_primary_preview(body)
         out["sizing"] = sized
         return out
 
+    from lib.hedge_plan.hedge_plan_option_primary_lib import opt_type_for_view
+
     direction = str(body.get("direction") or "long").lower()
     entry = float(body["entry"])
     tp = float(body["tp"])
     sl = float(body["sl"])
     contracts = float(body["contracts"])
     contract_size = float(body.get("contract_size") or 0.01)
-    opt_type = str(body.get("opt_type") or ("P" if direction == "long" else "C"))
+    # 与以期权为主同口径:long→Call, short→Put(旧保险 long→Put 已废弃)
+    opt_type = str(body.get("opt_type") or opt_type_for_view(direction))
     strike = float(body["strike"])
     sheets = float(body.get("sheets") or 1)
     ct_mult = float(body.get("ct_mult") or 0.01)

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"),

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -508,4 +508,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=67"></script>
+<script src="/static/hedge_plan.js?v=68"></script>

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()