Fix dist-to-breakeven as strike-to-equilibrium spread.

Chain and order panel now show expiry_be minus strike instead of index distance.

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

lib/exchange/okx_options_lib.py

@@ -13,6 +13,7 @@ import ccxt
 from lib.options.options_pricing_lib import (
     expiry_breakeven_from_ask,
     idx_distance_to_be,
+    strike_distance_to_be,
     is_shallow_itm,
     option_moneyness,
     option_moneyness_label,
@@ -906,7 +907,7 @@ def build_option_chain(
                 "mark_px": mark,
                 "ask_estimated": q["ask_estimated"],
                 "expiry_be_px": expiry_be,
-                "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
+                "dist_expiry_be": strike_distance_to_be(strike, expiry_be),
                 "moneyness": mny,
                 "moneyness_label": option_moneyness_label(mny),
                 "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
@@ -1059,7 +1060,7 @@ def quote_option_contract(ex: ccxt.okx, inst_id: str) -> dict[str, Any]:
             "open_block_msg": "" if can_open else open_block_msg,
             "index_px": idx,
             "expiry_be_px": expiry_be,
-            "dist_expiry_be": idx_distance_to_be(idx, expiry_be),
+            "dist_expiry_be": strike_distance_to_be(strike, expiry_be),
             "ct_mult": _safe_float(meta.get("ctMult")) or 0.01,
             "min_sz": int(_safe_float(meta.get("minSz")) or 1),
             "tick_sz": tick_sz,
@@ -1810,6 +1811,7 @@ def format_position_row(
         close_breakeven_idx,
         expiry_breakeven_px,
         idx_distance_to_be,
+        strike_distance_to_be,
         total_premium,
     )
 
@@ -1890,7 +1892,7 @@ def format_position_row(
         "avail_pos": _safe_float(pos.get("availPos")),
         "expiry_be_px": expiry_be,
         "close_be_px": close_be,
-        "dist_expiry_be": idx_distance_to_be(idx_px, expiry_be),
+        "dist_expiry_be": strike_distance_to_be(strike, expiry_be),
         "dist_close_be": idx_distance_to_be(idx_px, close_be),
         "raw": pos,
     }

lib/options/options_pricing_lib.py

@@ -519,12 +519,19 @@ def close_breakeven_idx(
 
 
 def idx_distance_to_be(idx_px: float | None, be_px: float | None) -> float | None:
-    """指数距平衡点(正=指数需上涨才到平衡点)."""
+    """指数距平衡点(正=指数需上涨才到平衡点).用于平掉回本等随盘变化场景."""
     if idx_px is None or be_px is None:
         return None
     return round(float(be_px) - float(idx_px), 2)
 
 
+def strike_distance_to_be(strike: float | None, be_px: float | None) -> float | None:
+    """行权价与到期平衡的价差(平衡价 - 行权价).链上「距平衡」列用此值."""
+    if strike is None or be_px is None:
+        return None
+    return round(float(be_px) - float(strike), 2)
+
+
 def format_options_breakeven_line(
     *,
     expiry_be_px: float | None,