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/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,
     }