划转默认折叠，修复币本位到期平衡计算

币本位权利金为币报价，到期平衡按 OKX 结算公式 K/(1±p) 计算；链/持仓/跨式平衡带同步修正。

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

lib/options/options_pricing_lib.py

@@ -438,10 +438,20 @@ def expiry_breakeven_from_ask(
     strike: float | None,
     ask_px: float | None,
     mark_px: float | None = None,
+    quote_in_coin: bool | None = None,
+    inst_id: str | None = None,
+    margin_mode: str | None = None,
 ) -> float | None:
     """买入前预估到期平衡:权利金按卖一;无卖一时回退标记价."""
     prem = ask_px if ask_px is not None and ask_px > 0 else mark_px
-    return expiry_breakeven_px(opt_type=opt_type, strike=strike, avg_px=prem)
+    return expiry_breakeven_px(
+        opt_type=opt_type,
+        strike=strike,
+        avg_px=prem,
+        quote_in_coin=quote_in_coin,
+        inst_id=inst_id,
+        margin_mode=margin_mode,
+    )
 
 
 def expiry_breakeven_px(
@@ -450,17 +460,39 @@ def expiry_breakeven_px(
     strike: float | None,
     avg_px: float | None,
     be_px_api: float | None = None,
+    quote_in_coin: bool | None = None,
+    inst_id: str | None = None,
+    margin_mode: str | None = None,
 ) -> float | None:
     """到期平衡点:持有至到期时标的指数盈亏为 0 的价格.优先 OKX bePx."""
     if be_px_api is not None and be_px_api > 0:
         return round(float(be_px_api), 2)
     if strike is None or avg_px is None:
         return None
+    try:
+        k = float(strike)
+        p = float(avg_px)
+    except (TypeError, ValueError):
+        return None
+    if p <= 0:
+        return None
     o = (opt_type or "").upper()
+    coin = _quote_in_coin_from_context(
+        quote_in_coin=quote_in_coin, inst_id=inst_id, margin_mode=margin_mode
+    )
+    if coin:
+        # 币本位:权利金为币报价;到期结算 payoff 亦为币 → K/(1±p)
+        if o == "C":
+            if p >= 1:
+                return None
+            return round(k / (1 - p), 2)
+        if o == "P":
+            return round(k / (1 + p), 2)
+        return None
     if o == "C":
-        return round(strike + avg_px, 2)
+        return round(k + p, 2)
     if o == "P":
-        return round(strike - avg_px, 2)
+        return round(k - p, 2)
     return None
 
 
@@ -617,12 +649,24 @@ def straddle_premium_total(
 
 def straddle_breakeven_band(
     strike: float | None,
-    combined_ask_per_unit: float | None,
+    combined_ask_per_unit: float | None = None,
+    *,
+    call_ask: float | None = None,
+    put_ask: float | None = None,
+    quote_in_coin: bool = False,
 ) -> tuple[float | None, float | None]:
-    """跨式到期平衡带:下平衡 ~ 上平衡(按双卖一报价和)."""
-    if strike is None or combined_ask_per_unit is None:
+    """跨式到期平衡带:下平衡 ~ 上平衡."""
+    if strike is None:
         return None, None
     k = float(strike)
+    if quote_in_coin:
+        pc = _safe_px(call_ask)
+        pp = _safe_px(put_ask)
+        if pc is None or pp is None or pc <= 0 or pp <= 0 or pc >= 1:
+            return None, None
+        return round(k / (1 + pp), 2), round(k / (1 - pc), 2)
+    if combined_ask_per_unit is None:
+        return None, None
     d = float(combined_ask_per_unit)
     return round(k - d, 2), round(k + d, 2)