Add hedge-plan WeChat start/end alerts and expiry settlement.

Wire idempotent notify on open/close/partial fail, settle OO at expiry, and close orphaned TP option legs without rewriting plan totals.

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

lib/hedge_plan/hedge_plan_settle_lib.py

@@ -0,0 +1,62 @@
+"""对冲计划结算辅助:到期内在价值与期权腿收口."""
+from __future__ import annotations
+
+import time
+from typing import Any, Optional
+
+from lib.exchange.okx_options_lib import normalize_option_exp_ms
+from lib.hedge_plan.hedge_plan_calc_lib import option_expiry_pnl
+
+
+def _sf(v: Any) -> Optional[float]:
+    try:
+        if v is None or v == "":
+            return None
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def leg_exp_ms(leg: dict[str, Any]) -> Optional[int]:
+    return normalize_option_exp_ms(leg.get("exp_time"), str(leg.get("inst_id") or ""))
+
+
+def leg_is_expired(leg: dict[str, Any], *, now_ms: Optional[int] = None) -> bool:
+    exp = leg_exp_ms(leg)
+    if exp is None:
+        return False
+    now = int(now_ms if now_ms is not None else time.time() * 1000)
+    return now >= int(exp)
+
+
+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)."""
+    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)
+    return float(
+        option_expiry_pnl(
+            opt_type=str(leg.get("opt_type") or "P"),
+            strike=float(strike),
+            spot=float(spot),
+            sheets=sheets,
+            ct_mult=ct,
+            premium_paid=premium,
+        )
+    )
+
+
+def all_option_legs_expired(legs: list[dict[str, Any]], *, now_ms: Optional[int] = None) -> bool:
+    opts = [
+        x
+        for x in legs
+        if str(x.get("leg_role") or "").startswith("option")
+        and str(x.get("status") or "") in ("open", "hold_to_expiry")
+    ]
+    if not opts:
+        return False
+    return all(leg_is_expired(x, now_ms=now_ms) for x in opts)