fix模拟盘期权手续费按OKX币本位公式计费，并纠正复盘旧单展示。

费率作用在标的币数量上并以权利金7%封顶，不再误用权利金×费率。

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

lib/sim/pricing_lib.py

@@ -1,4 +1,9 @@
-"""成交价与手续费: 滑点 = 1×fee_rate."""
+"""成交价与手续费.
+
+永续:滑点=1×fee_rate,手续费=名义×fee_rate.
+期权(币本位):滑点仍按权利金价×fee_rate;手续费对齐 OKX=
+  Min(fee_rate×标的币数量, 权利金×7%).
+"""
 
 from __future__ import annotations
 
@@ -57,6 +62,30 @@ def perp_fill(
     return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)
 
 
+def option_fee_coin(
+    *,
+    underlying_coin: float,
+    premium_coin: float,
+    fee_rate: float | None = None,
+    premium_fee_cap: float = 0.07,
+) -> float:
+    """OKX 币本位期权手续费(权利金币种).
+
+    Min(费率 × 张数对应标的币数量, 权利金×封顶比例).
+    注意:费率作用在标的币面值上,不是权利金名义上.
+    """
+    f = sim_fee_rate(fee_rate)
+    qty = abs(float(underlying_coin or 0.0))
+    prem = abs(float(premium_coin or 0.0))
+    if qty <= 0 and prem <= 0:
+        return 0.0
+    by_rate = qty * f
+    cap_ratio = abs(float(premium_fee_cap or 0.07))
+    if cap_ratio <= 0 or prem <= 0:
+        return round(by_rate, 8)
+    return round(min(by_rate, prem * cap_ratio), 8)
+
+
 def option_fill(
     *,
     action: str,
@@ -65,7 +94,11 @@ def option_fill(
     qty: float,
     fee_rate: float,
 ) -> PriceResult:
-    """开仓买入吃卖一; 平仓卖出吃买一. qty = sheets × ct_mult."""
+    """开仓买入吃卖一; 平仓卖出吃买一.
+
+    qty = sheets × ct_mult(标的币数量).
+    滑点仍按权利金价×费率;手续费按 OKX 币本位公式(标的币×费率,权利金7%封顶).
+    """
     f = float(fee_rate)
     if action == "open":
         base = float(ask)
@@ -73,9 +106,14 @@ def option_fill(
     else:
         base = float(bid)
         fill = base * (1.0 - f)
-    notional = abs(fill * float(qty))
-    fee = notional * f
-    slip = abs(fill - base) * float(qty)
+    qty_f = abs(float(qty))
+    notional = abs(fill * qty_f)
+    fee = option_fee_coin(
+        underlying_coin=qty_f,
+        premium_coin=notional,
+        fee_rate=f,
+    )
+    slip = abs(fill - base) * qty_f
     return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)