修复 BTC 币本位期权净盈亏被 round4 抹成 0 的精度问题。

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

lib/options/options_pricing_lib.py

@@ -4,6 +4,24 @@ from __future__ import annotations
 import math
 from typing import Any
 
+# 币本位权利金常为 1e-4~1e-5 量级(尤其 BTC);round(...,4) 会把净盈亏抹成 0
+PREMIUM_DECIMALS_COIN = 8
+PREMIUM_DECIMALS_FIAT = 4
+
+
+def round_premium_amount(v: float | None, *, ccy: str | None = None, decimals: int | None = None) -> float | None:
+    """权利金/回收/币盈亏入账精度:ETH/BTC 用 8 位,USDC 等用法币 4 位."""
+    if v is None:
+        return None
+    try:
+        n = float(v)
+    except (TypeError, ValueError):
+        return None
+    if decimals is None:
+        unit = (ccy or "").strip().upper()
+        decimals = PREMIUM_DECIMALS_COIN if unit in ("ETH", "BTC") else PREMIUM_DECIMALS_FIAT
+    return round(n, int(decimals))
+
 
 def ct_mult_from_meta(meta: dict[str, Any] | None) -> float:
     if not meta:
@@ -276,7 +294,7 @@ def estimate_close_by_bids(
                 "available_sheets": sz,
                 "sheets": take,
                 "eth_amount": eth_amount,
-                "received": round(received, 4),
+                "received": round_premium_amount(received, decimals=PREMIUM_DECIMALS_COIN),
             }
         )
         total_received += received
@@ -288,15 +306,16 @@ def estimate_close_by_bids(
     estimated_pnl_ratio_pct = None
     if premium_paid is not None and covered > 0:
         paid = float(premium_paid)
-        estimated_pnl = round(total_received - paid, 4)
-        if paid > 0:
+        # 必须用 8 位:BTC 权利金常约 1e-4,round(...,4) 会把盈亏抹成 0
+        estimated_pnl = round_premium_amount(total_received - paid, decimals=PREMIUM_DECIMALS_COIN)
+        if paid > 0 and estimated_pnl is not None:
             estimated_pnl_ratio_pct = round(estimated_pnl / paid * 100.0, 2)
     return {
         "levels": levels,
         "covered_sheets": covered,
         "uncovered_sheets": remaining,
-        "total_received": round(total_received, 4),
-        "avg_px": round(avg_px, 4) if avg_px is not None else None,
+        "total_received": round_premium_amount(total_received, decimals=PREMIUM_DECIMALS_COIN),
+        "avg_px": round(avg_px, 8) if avg_px is not None else None,
         "estimated_pnl": estimated_pnl,
         "estimated_pnl_ratio_pct": estimated_pnl_ratio_pct,
         "bid_invalid": False,