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

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

lib/common/static/options_settings.js

@@ -101,14 +101,14 @@
   async function resolveSwapMaxAmount(dir) {
     const bal = await loadBalances(true, "main");
     const ccy = dir === "usdc_to_usdt" ? "USDC" : "USDT";
-    // 币种兑换走资金账户现货;统一账户下 USDT 有时在交易户,市价单仍可能成交
+    // 现货 USDC-USDT 走交易账户(cash); 交易户不足时再看资金户
-    let amount = pickBalance(bal, "funding", ccy);
+    let amount = pickBalance(bal, "trading", ccy);
-    let source = "funding";
+    let source = "trading";
-    if (!amount && ccy === "USDT") {
+    if (!amount) {
-      const tradingAmt = pickBalance(bal, "trading", ccy);
+      const fundingAmt = pickBalance(bal, "funding", ccy);
-      if (tradingAmt) {
+      if (fundingAmt) {
-        amount = tradingAmt;
+        amount = fundingAmt;
-        source = "trading";
+        source = "funding";
       }
     }
     return { amount, bal, ccy, source };

lib/sim/broker_lib.py

@@ -509,6 +509,49 @@ class SimBroker:
             "info": {"sim": True, "fee": pr.fee, "fill": pr.to_dict()},
         }
 
+    def convert_usdt_usdc(
+        self,
+        exchange: Any,
+        *,
+        direction: str,
+        amount: float,
+        fee_rate: float | None = None,
+        account: str = "trading",
+        symbol: str = "USDC/USDT",
+    ) -> dict[str, Any]:
+        """模拟 USDC-USDT 现货市价兑换, 默认扣交易账户."""
+        from lib.sim.pricing_lib import spot_usdc_usdt_fill
+
+        fr = sim_fee_rate(fee_rate)
+        bid, ask = _ticker_bid_ask(exchange, symbol)
+        fill = spot_usdc_usdt_fill(
+            direction=direction, amount=float(amount), bid=bid, ask=ask, fee_rate=fr
+        )
+        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"USDC/USDT mkt {fill.fill_px:.6f} (bid {bid:.6f}/ask {ask:.6f})",
+        )
+        if not result.get("ok"):
+            return result
+        result.update(
+            {
+                "direction": fill.direction,
+                "bid": bid,
+                "ask": ask,
+                "base_px": fill.base_px,
+                "fill_px": fill.fill_px,
+                "fee_rate": fr,
+                "symbol": symbol,
+            }
+        )
+        return result
+
     def option_positions_okx_rows(self) -> list[dict[str, Any]]:
         """对齐 OKX positions 行字段, 供 format_position_row 使用."""
         rows = []

lib/sim/hooks.py

@@ -264,26 +264,20 @@ def _patch_okx_options_lib(app_module: Any) -> None:
     def spot_market_swap_usdt_usdc(ex, *, direction: str = "usdt_to_usdc", amount: float = 0):
         try:
             if _GET_DB is not None and is_sim_mode(_GET_DB):
-                from lib.sim.wallets_lib import SimWallets
+                # 对齐实盘: 交易账户 + USDC/USDT 公开买卖一(含手续费滑点)
-
+                pub = ex
-                d = (direction or "usdt_to_usdc").strip().lower()
+                if pub is None and _APP_MODULE is not None:
-                if d == "usdc_to_usdt":
+                    pub = getattr(_APP_MODULE, "exchange", None) or getattr(
-                    from_ccy, to_ccy = "USDC", "USDT"
+                        _APP_MODULE, "exchange_options", None
-                else:
-                    from_ccy, to_ccy = "USDT", "USDC"
-                result = SimWallets(_GET_DB).convert(
-                    from_ccy=from_ccy,
-                    to_ccy=to_ccy,
-                    amount=float(amount),
-                    account="funding",
-                )
-                if not result.get("ok"):
-                    result = SimWallets(_GET_DB).convert(
-                        from_ccy=from_ccy,
-                        to_ccy=to_ccy,
-                        amount=float(amount),
-                        account="trading",
                     )
+                if pub is None:
+                    return {"ok": False, "msg": "sim: 无公开行情 exchange"}
+                result = broker().convert_usdt_usdc(
+                    pub,
+                    direction=direction,
+                    amount=float(amount),
+                    account="trading",
+                )
                 if not result.get("ok"):
                     return {
                         "ok": False,
@@ -295,7 +289,9 @@ def _patch_okx_options_lib(app_module: Any) -> None:
                     notify_instance_balance_changed()
                 except Exception:
                     pass
-                return {"ok": True, "msg": "sim 兑换成功(1:1)", "sim": True, **result}
+                px = result.get("fill_px")
+                msg = f"sim 兑换成功 @ {px:.6f}" if px else "sim 兑换成功"
+                return {"ok": True, "msg": msg, "sim": True, **result}
         except Exception as e:
             return {"ok": False, "msg": str(e)}
         return _orig_swap(ex, direction=direction, amount=amount)

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")

lib/sim/register.py

@@ -140,12 +140,21 @@ def install_sim_trading(app: Flask, repo_root: str, app_module: Any = None) -> N
             amount = float(body.get("amount") or 0)
         except (TypeError, ValueError):
             return jsonify({"ok": False, "msg": "amount 无效"}), 400
-        result = SimWallets(get_db).convert(
+        from_ccy = str(body.get("from_ccy") or "USDT").strip().upper()
-            from_ccy=str(body.get("from_ccy") or ""),
+        to_ccy = str(body.get("to_ccy") or "USDC").strip().upper()
-            to_ccy=str(body.get("to_ccy") or ""),
+        if {from_ccy, to_ccy} != {"USDT", "USDC"}:
-            amount=amount,
+            return jsonify({"ok": False, "msg": "仅支持 USDT↔USDC"}), 400
-            account=str(body.get("account") or "funding"),
+        direction = "usdt_to_usdc" if from_ccy == "USDT" else "usdc_to_usdt"
-        )
+        account = str(body.get("account") or "trading")
+        ex = getattr(app_module, "exchange", None) or getattr(app_module, "exchange_options", None)
+        if ex is None:
+            return jsonify({"ok": False, "msg": "无公开行情 exchange"}), 500
+        try:
+            result = SimBroker(get_db).convert_usdt_usdc(
+                ex, direction=direction, amount=amount, account=account
+            )
+        except Exception as e:
+            return jsonify({"ok": False, "msg": str(e)}), 400
         if not result.get("ok"):
             return jsonify(result), 400
         return jsonify({**result, **_status_payload()})

lib/sim/templates/sim_funds_panel.html

@@ -43,9 +43,9 @@
       <button type="button" class="btn" onclick="simTransfer()">划转</button>
     </div>
 
-    <h3>USDT ↔ USDC (1:1)</h3>
+    <h3>USDT ↔ USDC（交易账户 · USDC/USDT 市价）</h3>
     <div style="display:flex;gap:0.5rem;flex-wrap:wrap;align-items:center;margin-bottom:1rem">
-      <select id="sim-conv-account"><option value="funding">资金账户</option><option value="trading">交易账户</option></select>
+      <select id="sim-conv-account"><option value="trading">交易账户</option><option value="funding">资金账户</option></select>
       <select id="sim-conv-from"><option value="USDT">USDT</option><option value="USDC">USDC</option></select>
       <span>→</span>
       <select id="sim-conv-to"><option value="USDC">USDC</option><option value="USDT">USDT</option></select>
@@ -142,7 +142,7 @@
   };
   window.simConvert = function () {
     var body = {
-      account: ($("sim-conv-account") || {}).value || "funding",
+      account: ($("sim-conv-account") || {}).value || "trading",
       from_ccy: ($("sim-conv-from") || {}).value || "USDT",
       to_ccy: ($("sim-conv-to") || {}).value || "USDC",
       amount: parseFloat(($("sim-conv-amt") || {}).value || "0")
@@ -155,7 +155,8 @@
     }).then(function (r) { return r.json(); }).then(function (d) {
       if (!d.ok) { msg(d.detail || d.msg || "兑换失败", false); return; }
       applyStatus(d);
-      msg("兑换成功", true);
+      var px = d.fill_px != null ? (" @" + Number(d.fill_px).toFixed(6)) : "";
+      msg("兑换成功" + px, true);
     }).catch(function (e) { msg(String(e), false); });
   };
   if (document.readyState === "loading") {

lib/sim/wallets_lib.py

@@ -240,18 +240,33 @@ class SimWallets:
         from_ccy: str,
         to_ccy: str,
         amount: float,
-        account: str = "funding",
+        account: str = "trading",
+        to_amount: float | None = None,
+        rate: float | None = None,
+        fee: float | None = None,
+        note: str | None = None,
     ) -> dict[str, Any]:
+        """USDT↔USDC 兑换. 默认交易账户; to_amount 未给时按 rate(USDT/USDC) 换算, 再否则 1:1."""
         amt = float(amount)
         if amt <= 0:
             return {"ok": False, "detail": "数量须大于 0"}
         fa = (from_ccy or "").strip().lower()
         ta = (to_ccy or "").strip().lower()
-        acct = (account or "funding").strip().lower()
+        acct = normalize_sim_account(account) or "trading"
         if acct not in ("funding", "trading"):
             return {"ok": False, "detail": "account 须为 funding / trading"}
         if {fa, ta} != {"usdt", "usdc"}:
-            return {"ok": False, "detail": "仅支持 USDT↔USDC 1:1"}
+            return {"ok": False, "detail": "仅支持 USDT↔USDC"}
+        if to_amount is not None:
+            got = float(to_amount)
+        elif rate is not None and float(rate) > 0:
+            r = float(rate)
+            # rate = USDT per 1 USDC
+            got = (amt / r) if fa == "usdt" else (amt * r)
+        else:
+            got = amt
+        if got <= 0:
+            return {"ok": False, "detail": "兑换所得须大于 0"}
         src_key = _ACCT_MAP[(acct, fa)]
         dst_key = _ACCT_MAP[(acct, ta)]
         conn = self.get_db()
@@ -262,8 +277,9 @@ class SimWallets:
             if amt > src + 1e-9:
                 return {"ok": False, "detail": f"{acct} {fa.upper()} 不足(可用 {src:.4f})"}
             snap[src_key] = src - amt
-            snap[dst_key] = float(snap[dst_key]) + amt
+            snap[dst_key] = float(snap[dst_key]) + got
             self._write(snap, conn=conn)
+            note_s = note or f"to {ta} @{rate if rate is not None else '1:1'}"
             self._ledger(
                 conn,
                 kind="convert",
@@ -271,25 +287,28 @@ class SimWallets:
                 ccy=fa,
                 account=acct,
                 balance_after=snap[src_key],
-                note=f"to {ta}",
+                note=note_s,
             )
             self._ledger(
                 conn,
                 kind="convert",
-                amount=amt,
+                amount=got,
                 ccy=ta,
                 account=acct,
                 balance_after=snap[dst_key],
                 note=f"from {fa}",
             )
             conn.commit()
+            eff_rate = (amt / got) if fa == "usdt" and got > 0 else ((got / amt) if amt > 0 else None)
             return {
                 "ok": True,
                 "detail": "converted",
                 "from_ccy": fa.upper(),
                 "to_ccy": ta.upper(),
                 "amount": amt,
-                "rate": 1.0,
+                "to_amount": got,
+                "rate": float(rate) if rate is not None else eff_rate,
+                "fee": float(fee or 0),
                 "account": acct,
                 "wallets": {k: float(snap[k]) for k in WALLET_KEYS},
                 "total_usdt_equiv": self.total_usdt_equiv(snap),