Use trading account and USDC/USDT market price for sim convert.

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

lib/sim/pricing_lib.py

@@ -77,3 +77,71 @@ def option_fill(
     fee = notional * f
     slip = abs(fill - base) * float(qty)
     return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)
+
+
+@dataclass(slots=True)
+class SpotConvertResult:
+    """USDC/USDT 现货兑换: price = USDT per USDC."""
+
+    direction: str
+    from_ccy: str
+    to_ccy: str
+    from_amount: float
+    to_amount: float
+    base_px: float
+    fill_px: float
+    fee: float
+
+
+def spot_usdc_usdt_fill(
+    *,
+    direction: str,
+    amount: float,
+    bid: float,
+    ask: float,
+    fee_rate: float,
+) -> SpotConvertResult:
+    """
+    对齐实盘 USDC-USDT 现货市价:
+    - usdt_to_usdc: 用 USDT 买 USDC, 吃卖一 ×(1+f)
+    - usdc_to_usdt: 卖 USDC 换 USDT, 吃买一 ×(1-f)
+    amount 为付出币种数量.
+    """
+    f = float(fee_rate)
+    amt = float(amount)
+    d = (direction or "").strip().lower()
+    if d == "usdt_to_usdc":
+        base = float(ask)
+        fill = base * (1.0 + f)
+        if fill <= 0:
+            raise ValueError("无效卖一价")
+        to_amt = amt / fill
+        fee = amt * f
+        return SpotConvertResult(
+            direction=d,
+            from_ccy="USDT",
+            to_ccy="USDC",
+            from_amount=amt,
+            to_amount=to_amt,
+            base_px=base,
+            fill_px=fill,
+            fee=fee,
+        )
+    if d == "usdc_to_usdt":
+        base = float(bid)
+        fill = base * (1.0 - f)
+        if fill <= 0:
+            raise ValueError("无效买一价")
+        to_amt = amt * fill
+        fee = to_amt * f
+        return SpotConvertResult(
+            direction=d,
+            from_ccy="USDC",
+            to_ccy="USDT",
+            from_amount=amt,
+            to_amount=to_amt,
+            base_px=base,
+            fill_px=fill,
+            fee=fee,
+        )
+    raise ValueError("direction 须为 usdt_to_usdc 或 usdc_to_usdt")