模拟盘对齐币本位：钱包支持 ETH/BTC，现货桥与期权权利金走本地撮合。

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

lib/sim/broker_lib.py

@@ -64,6 +64,19 @@ def _contract_size(exchange: Any, symbol: str) -> float:
     return 1.0
 
 
+def _premium_ccy_for_inst(inst_id: str) -> str:
+    try:
+        from lib.options.options_margin_mode_lib import (
+            margin_mode_from_inst_id,
+            premium_ccy_for_mode,
+        )
+
+        underly = (str(inst_id or "").split("-")[0] or "ETH").upper()
+        return premium_ccy_for_mode(margin_mode_from_inst_id(inst_id), underly)
+    except Exception:
+        return "USDC"
+
+
 class SimBroker:
     def __init__(self, get_db: Callable) -> None:
         self.get_db = get_db
@@ -377,9 +390,10 @@ class SimBroker:
         qty = n * ct_mult
         pr = option_fill(action="open", bid=bid, ask=ask, qty=qty, fee_rate=fr)
         cost = pr.notional + pr.fee
+        prem_ccy = _premium_ccy_for_inst(inst_id)
         try:
             self.wallets.debit_trading(
-                "USDC",
+                prem_ccy,
                 cost,
                 kind="option_open",
                 note=f"buy {inst_id} x{n}@{pr.fill_px}",
@@ -490,8 +504,9 @@ class SimBroker:
             conn.close()
 
         if credit > 0:
+            prem_ccy = _premium_ccy_for_inst(inst_id)
             self.wallets.credit_trading(
-                "USDC",
+                prem_ccy,
                 credit,
                 kind="option_close",
                 note=f"sell {inst_id} x{close_n}@{pr.fill_px}",
@@ -552,6 +567,67 @@ class SimBroker:
         )
         return result
 
+    def convert_usdt_coin(
+        self,
+        exchange: Any,
+        *,
+        underlying: str,
+        direction: str,
+        amount: float,
+        fee_rate: float | None = None,
+        account: str = "trading",
+    ) -> dict[str, Any]:
+        """模拟 ETH/BTC-USDT 现货市价兑换(交易账户)."""
+        from lib.options.options_margin_mode_lib import spot_quote_inst_id
+        from lib.sim.pricing_lib import spot_coin_usdt_fill
+
+        coin = (underlying or "ETH").strip().upper() or "ETH"
+        if coin not in ("ETH", "BTC"):
+            return {"ok": False, "msg": f"不支持标的 {coin}"}
+        # spot_quote_inst_id → ETH-USDT；ccxt 常用 ETH/USDT
+        inst = spot_quote_inst_id(coin)
+        symbol = inst.replace("-", "/") if inst else f"{coin}/USDT"
+        fr = sim_fee_rate(fee_rate)
+        bid, ask = _ticker_bid_ask(exchange, symbol)
+        fill = spot_coin_usdt_fill(
+            direction=direction,
+            amount=float(amount),
+            bid=bid,
+            ask=ask,
+            fee_rate=fr,
+            coin=coin,
+        )
+        result = SimWallets(self.get_db).convert(
+            from_ccy=fill.from_ccy,
+            to_ccy=fill.to_ccy,
+            amount=fill.from_amount,
+            account=account or "trading",
+            to_amount=fill.to_amount,
+            rate=fill.fill_px,
+            fee=fill.fee,
+            note=f"{symbol} mkt {fill.fill_px:.4f} (bid {bid:.4f}/ask {ask:.4f})",
+        )
+        if not result.get("ok"):
+            return result
+        result.update(
+            {
+                "direction": fill.direction,
+                "underlying": coin,
+                "bid": bid,
+                "ask": ask,
+                "base_px": fill.base_px,
+                "fill_px": fill.fill_px,
+                "fee_rate": fr,
+                "symbol": symbol,
+                "inst_id": inst,
+                "coin_bought": fill.to_amount if fill.direction == "usdt_to_coin" else None,
+                "coin_sold": fill.from_amount if fill.direction == "coin_to_usdt" else None,
+                "usdt_spent": fill.from_amount if fill.direction == "usdt_to_coin" else None,
+                "usdt_recovered": fill.to_amount if fill.direction == "coin_to_usdt" else None,
+            }
+        )
+        return result
+
     def _index_px_for_option(
         self,
         exchange: Any,
@@ -645,6 +721,14 @@ class SimBroker:
             else:
                 intrinsic_u = 0.0
 
+            prem_ccy = _premium_ccy_for_inst(inst_id)
+            # 币本位到期兑付用币数量: 实值/指数 × 张数 × 乘数
+            if prem_ccy in ("ETH", "BTC") and float(spot) > 0:
+                settle_recv = round(
+                    max(0.0, (intrinsic_u / float(spot)) * sheets * ct_mult),
+                    8,
+                )
+
             conn = self.get_db()
             try:
                 conn.execute("DELETE FROM sim_option_positions WHERE inst_id=?", (inst_id,))
@@ -681,7 +765,7 @@ class SimBroker:
 
             if settle_recv > 1e-12:
                 self.wallets.credit_trading(
-                    "USDC",
+                    prem_ccy,
                     settle_recv,
                     kind="option_expiry",
                     note=f"expiry settle {inst_id} @{spot:g} recv={settle_recv}",