距平衡改为行权价到平衡价的价差

Call 为 BE−K、Put 为 K−BE；链/下单/持仓统一；顺带修复 format_position_row 中 row_mode 引用顺序。

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

lib/common/static/options_panel.js

@@ -1434,15 +1434,14 @@
   function fmtDist(v) {
     if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
     const n = Number(v);
-    const sign = n > 0 ? "+" : "";
-    return sign + n.toFixed(1);
+    if (n < 0) return n.toFixed(1);
+    return n.toFixed(1);
   }
 
   function distBeClass(v) {
     if (v === null || v === undefined || Number.isNaN(Number(v))) return "";
     const n = Number(v);
     if (n > 0) return "opt-be-dist-up";
-    if (n < 0) return "opt-be-dist-down";
     return "";
   }
 

lib/exchange/okx_options_lib.py

@@ -17,6 +17,7 @@ from lib.options.options_pricing_lib import (
     is_shallow_itm,
     option_moneyness,
     option_moneyness_label,
+    strike_distance_to_be,
 )
 
 _OKX_OPTION_ERR_ZH: dict[str, str] = {
@@ -903,7 +904,7 @@ def build_option_chain(
                 "mark_px": mark,
                 "ask_estimated": q["ask_estimated"],
                 "expiry_be_px": expiry_be,
-                "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
+                "dist_expiry_be": strike_distance_to_be(strike, expiry_be, opt_type=opt_type),
                 "moneyness": mny,
                 "moneyness_label": option_moneyness_label(mny),
                 "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
@@ -1050,7 +1051,7 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
             "open_block_msg": "" if can_open else open_block_msg,
             "index_px": idx,
             "expiry_be_px": expiry_be,
-            "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
+            "dist_expiry_be": strike_distance_to_be(strike, expiry_be, opt_type=str(opt_type or "")),
             "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
             "min_sz": int(_safe_float(meta.get("minSz")) or 1),
             "tick_sz": tick_sz,
@@ -1792,6 +1793,7 @@ def format_position_row(
         close_breakeven_idx,
         expiry_breakeven_px,
         idx_distance_to_be,
+        strike_distance_to_be,
         total_premium,
     )
 
@@ -1809,6 +1811,16 @@ def format_position_row(
         opt_type = parsed_type
     if strike is None:
         strike = parsed_strike
+    try:
+        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+        row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
+        underly = (inst_id.split("-")[0] if inst_id else "ETH") or "ETH"
+        premium_ccy = premium_ccy_for_mode(row_mode, underly)
+    except Exception:
+        row_mode = "usdc"
+        underly = (inst_id.split("-")[0] if inst_id else "ETH") or "ETH"
+        premium_ccy = "USDC"
     eth_amount = round(abs(sheets) * ct_mult, 8)
     premium_paid = (
         round(total_premium(avg, eth_amount), 8) if avg is not None and eth_amount > 0 else None
@@ -1832,16 +1844,6 @@ def format_position_row(
         ct_mult=ct_mult,
     )
     exp_time_ms = normalize_option_exp_ms(pos.get("expTime"), inst_id)
-    try:
-        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
-
-        row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
-        underly = (inst_id.split("-")[0] if inst_id else "ETH") or "ETH"
-        premium_ccy = premium_ccy_for_mode(row_mode, underly)
-    except Exception:
-        row_mode = "usdc"
-        underly = (inst_id.split("-")[0] if inst_id else "ETH") or "ETH"
-        premium_ccy = "USDC"
     return {
         "inst_id": inst_id or pos.get("instId"),
         "pos": sheets,
@@ -1867,7 +1869,7 @@ def format_position_row(
         "avail_pos": _safe_float(pos.get("availPos")),
         "expiry_be_px": expiry_be,
         "close_be_px": close_be,
-        "dist_expiry_be": idx_distance_to_be(idx_px, expiry_be),
+        "dist_expiry_be": strike_distance_to_be(strike, expiry_be, opt_type=str(opt_type or "")),
         "dist_close_be": idx_distance_to_be(idx_px, close_be),
         "raw": pos,
     }

lib/options/options_pricing_lib.py

@@ -531,6 +531,25 @@ def idx_distance_to_be(idx_px: float | None, be_px: float | None) -> float | Non
     return round(float(be_px) - float(idx_px), 2)
 
 
+def strike_distance_to_be(
+    strike: float | None,
+    be_px: float | None,
+    *,
+    opt_type: str | None = None,
+) -> float | None:
+    """行权价到到期平衡价的价差(Call:BE−K, Put:K−BE)."""
+    if strike is None or be_px is None:
+        return None
+    k = float(strike)
+    be = float(be_px)
+    o = (opt_type or "").upper()
+    if o == "C":
+        return round(be - k, 2)
+    if o == "P":
+        return round(k - be, 2)
+    return round(abs(be - k), 2)
+
+
 def format_options_breakeven_line(
     *,
     expiry_be_px: float | None,

lib/options/templates/options_panel.html

@@ -380,4 +380,4 @@
     </div>
 </div>
 <script src="/static/options_expiry_countdown.js?v=1"></script>
-<script src="/static/options_panel.js?v=69"></script>
+<script src="/static/options_panel.js?v=70"></script>

tests/test_options_pricing.py

@@ -349,6 +349,13 @@ def test_expiry_breakeven_coin_margin():
     ) == round(2425 / (1 - 0.0187), 2)
 
 
+def test_strike_distance_to_be():
+    from lib.options.options_pricing_lib import strike_distance_to_be
+
+    assert strike_distance_to_be(2390, 2430, opt_type="C") == 40.0
+    assert strike_distance_to_be(2450, 2411, opt_type="P") == 39.0
+
+
 def test_straddle_breakeven_band_coin():
     from lib.options.options_pricing_lib import straddle_breakeven_band
 
@@ -454,4 +461,4 @@ def test_format_position_row_breakeven():
     assert row["expiry_be_px"] == 3515.6
     assert row["idx_px"] == 3480.0
     assert row["close_be_px"] is not None
-    assert row["dist_expiry_be"] == 35.6
+    assert row["dist_expiry_be"] == 15.6