Enrich sim option positions with public index and mark prices.

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

lib/sim/broker_lib.py

@@ -552,20 +552,85 @@ class SimBroker:
         )
         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 = []
+    def option_positions_okx_rows(self, exchange: Any = None) -> list[dict[str, Any]]:
+        """对齐 OKX positions 行字段, 供 format_position_row 使用.
+
+        模拟盘补充公开行情的 idxPx / markPx, 否则指数价与平掉回本均为空.
+        """
+        from lib.exchange.okx_options_lib import (
+            expiry_ms_from_inst_id,
+            fetch_index_price,
+            inst_family_from_inst_id,
+            option_fields_from_inst_id,
+            quote_option_contract,
+        )
+
+        rows: list[dict[str, Any]] = []
+        idx_cache: dict[str, float | None] = {}
         for p in self.list_option_positions():
-            rows.append(
-                {
-                    "instId": p["inst_id"],
-                    "pos": str(p["sheets"]),
-                    "avgPx": str(p["entry_px"]),
-                    "markPx": str(p["entry_px"]),
-                    "upl": "0",
-                    "uplRatio": "0",
-                    "posSide": "long",
-                    "mgnMode": "isolated",
-                }
-            )
+            inst_id = str(p["inst_id"] or "")
+            sheets = float(p["sheets"])
+            entry = float(p["entry_px"])
+            ct_mult = float(p.get("ct_mult") or 0.01)
+            opt_type, strike = option_fields_from_inst_id(inst_id)
+            mark = entry
+            idx = None
+            exp_ms = expiry_ms_from_inst_id(inst_id)
+
+            if exchange is not None and inst_id:
+                try:
+                    q = quote_option_contract(exchange, inst_id)
+                    if q.get("ok"):
+                        raw_mark = q.get("mark")
+                        if raw_mark is None:
+                            raw_mark = q.get("bid")
+                        if raw_mark is not None and float(raw_mark) > 0:
+                            mark = float(raw_mark)
+                        if q.get("index_px") is not None:
+                            idx = float(q["index_px"])
+                        if q.get("opt_type"):
+                            opt_type = str(q["opt_type"])
+                        if q.get("strike") is not None:
+                            strike = float(q["strike"])
+                        if q.get("exp_time") is not None:
+                            try:
+                                exp_ms = int(float(q["exp_time"]))
+                            except (TypeError, ValueError):
+                                pass
+                except Exception:
+                    pass
+                if idx is None:
+                    family = inst_family_from_inst_id(inst_id) or ""
+                    uly = family.replace("_UM", "") if family else ""
+                    if uly and uly not in idx_cache:
+                        try:
+                            idx_cache[uly] = fetch_index_price(exchange, uly)
+                        except Exception:
+                            idx_cache[uly] = None
+                    idx = idx_cache.get(uly)
+
+            eth = abs(sheets) * ct_mult
+            upl = (mark - entry) * eth
+            prem = float(p.get("premium_paid_usdc") or 0) or (entry * eth)
+            upl_ratio = (upl / prem) if prem > 1e-12 else 0.0
+            row: dict[str, Any] = {
+                "instId": inst_id,
+                "pos": str(sheets),
+                "availPos": str(sheets),
+                "avgPx": str(entry),
+                "markPx": str(mark),
+                "upl": str(round(upl, 4)),
+                "uplRatio": str(round(upl_ratio, 6)),
+                "posSide": "long",
+                "mgnMode": "isolated",
+            }
+            if idx is not None:
+                row["idxPx"] = str(idx)
+            if opt_type:
+                row["optType"] = opt_type
+            if strike is not None:
+                row["stk"] = str(strike)
+            if exp_ms:
+                row["expTime"] = str(exp_ms)
+            rows.append(row)
         return rows

lib/sim/hooks.py

@@ -340,7 +340,7 @@ def _patch_okx_options_lib(app_module: Any) -> None:
     def fetch_option_positions(ex):
         try:
             if _GET_DB is not None and is_sim_mode(_GET_DB):
-                return broker().option_positions_okx_rows()
+                return broker().option_positions_okx_rows(ex)
         except Exception:
             pass
         return _orig_fetch_pos(ex)