Align option display precision with OKX and use exchange position history.

Format prices by tickSz, move bid depth/recovery to card end with plain styling, and load option history from OKX positions-history instead of local DB.

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

tests/test_options_sync.py

@@ -1,11 +1,44 @@
 """期权平仓/到期状态同步单测."""
 import sqlite3
 
-from lib.exchange.okx_options_lib import resolve_option_close_from_history
+from lib.exchange.okx_options_lib import (
+    format_option_history_row,
+    format_usdc_amount,
+    resolve_option_close_from_history,
+)
 from lib.options.options_db import init_options_tables
 from lib.options.options_monitor_lib import sync_open_options_trades
 
 
+def test_format_usdc_amount():
+    assert format_usdc_amount(4.896) == "4.896"
+    assert format_usdc_amount(4.90) == "4.9"
+    assert format_usdc_amount(4.0) == "4"
+
+
+def test_format_option_history_row():
+    raw = {
+        "instId": "BTC-USD_UM-260710-62000-P",
+        "openAvgPx": "380",
+        "closeAvgPx": "0",
+        "closeTotalPos": "1",
+        "openMaxPos": "1",
+        "realizedPnl": "-3.99",
+        "pnlRatio": "-1.049",
+        "type": "2",
+        "cTime": "1784000000000",
+        "uTime": "1784088035000",
+        "posId": "pos-btc",
+    }
+    row = format_option_history_row(raw, tick_sz="0.1", ct_mult=0.01)
+    assert row["inst_id"] == "BTC-USD_UM-260710-62000-P"
+    assert row["sheets"] == 1
+    assert row["realized_pnl"] == -3.99
+    assert row["status_label"] == "已平"
+    assert row["open_avg_px_fmt"] == "380"
+    assert row["premium_paid_fmt"] == "3.8"
+
+
 def test_resolve_option_close_from_history_picks_latest():
     rows = [
         {"instId": "ETH-USD_UM-260709-1700-P", "uTime": "1000", "realizedPnl": "-1.0", "closeAvgPx": "0"},