Fix coin-margin expiry breakeven to use coin premium formula.

Use K/(1-p) and K/(1+p) for coin calls/puts instead of adding ETH premium to USD strike; align T-view straddle band with coin quotes.

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

lib/options/options_pricing_lib.py

@@ -438,10 +438,16 @@ def expiry_breakeven_from_ask(
     strike: float | None,
     ask_px: float | None,
     mark_px: float | None = None,
+    quote_in_coin: bool = False,
 ) -> float | None:
     """买入前预估到期平衡:权利金按卖一;无卖一时回退标记价."""
     prem = ask_px if ask_px is not None and ask_px > 0 else mark_px
-    return expiry_breakeven_px(opt_type=opt_type, strike=strike, avg_px=prem)
+    return expiry_breakeven_px(
+        opt_type=opt_type,
+        strike=strike,
+        avg_px=prem,
+        quote_in_coin=quote_in_coin,
+    )
 
 
 def expiry_breakeven_px(
@@ -450,17 +456,37 @@ def expiry_breakeven_px(
     strike: float | None,
     avg_px: float | None,
     be_px_api: float | None = None,
+    quote_in_coin: bool = False,
 ) -> float | None:
-    """到期平衡点:持有至到期时标的指数盈亏为 0 的价格.优先 OKX bePx."""
+    """到期平衡点:持有至到期时标的指数盈亏为 0 的价格.优先 OKX bePx.
+
+    USDC: Call K+p / Put K-p (p 为美元报价).
+    币本位: Call K/(1-p) / Put K/(1+p) (p 为币报价,与卖一同单位).
+    """
     if be_px_api is not None and be_px_api > 0:
         return round(float(be_px_api), 2)
     if strike is None or avg_px is None:
         return None
+    try:
+        k = float(strike)
+        p = float(avg_px)
+    except (TypeError, ValueError):
+        return None
+    if p <= 0:
+        return round(k, 2)
     o = (opt_type or "").upper()
+    if quote_in_coin:
+        if o == "C":
+            if p >= 1:
+                return None
+            return round(k / (1.0 - p), 2)
+        if o == "P":
+            return round(k / (1.0 + p), 2)
+        return None
     if o == "C":
-        return round(strike + avg_px, 2)
+        return round(k + p, 2)
     if o == "P":
-        return round(strike - avg_px, 2)
+        return round(k - p, 2)
     return None
 
 
@@ -618,20 +644,30 @@ def straddle_premium_total(
 def straddle_breakeven_band(
     strike: float | None,
     combined_ask_per_unit: float | None,
+    *,
+    quote_in_coin: bool = False,
 ) -> tuple[float | None, float | None]:
     """跨式到期平衡带:下平衡 ~ 上平衡(按双卖一报价和)."""
     if strike is None or combined_ask_per_unit is None:
         return None, None
     k = float(strike)
     d = float(combined_ask_per_unit)
+    if d <= 0:
+        return None, None
+    if quote_in_coin:
+        if d >= 1:
+            return None, None
+        return round(k / (1.0 + d), 2), round(k / (1.0 - d), 2)
     return round(k - d, 2), round(k + d, 2)
 
 
 def format_straddle_band(
     strike: float | None,
     combined_ask_per_unit: float | None,
+    *,
+    quote_in_coin: bool = False,
 ) -> str:
-    lo, hi = straddle_breakeven_band(strike, combined_ask_per_unit)
+    lo, hi = straddle_breakeven_band(strike, combined_ask_per_unit, quote_in_coin=quote_in_coin)
     if lo is None or hi is None:
         return ""
     return f"{lo:.0f} ~ {hi:.0f}"