Mirror option expiry settlements from exchange bills; debit OO LIVE open premiums.

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

backend/app/live/live_pnl.py

@@ -140,6 +140,47 @@ def reconcile_closed_group_pnl(
         float(local_perp) if local_perp is not None else 0.0
     )
     opt = float(option_pnl) if option_pnl is not None else 0.0
+
+    # 期权平仓 fill 为 0 价镜像时：尝试用交易所交割账单补期权腿
+    try:
+        zero_opt_close = False
+        for fr in fills:
+            if str(fr["leg"] or "") in ("option", "option2") and str(
+                fr["action"] or ""
+            ) == "close":
+                if abs(float(fr["notional"] or 0)) < 1e-12 and abs(
+                    float(fr["fill_px"] or 0)
+                ) < 1e-12:
+                    zero_opt_close = True
+                    break
+        if zero_opt_close:
+            from .option_settle import fetch_option_settlement
+
+            g = db.fetchone(
+                "SELECT option_inst_id, option2_inst_id FROM groups WHERE group_id=?",
+                (group_id,),
+            )
+            settle_cash = 0.0
+            for inst_key in ("option_inst_id", "option2_inst_id"):
+                inst = str((g[inst_key] if g else None) or "")
+                if not inst:
+                    continue
+                st = fetch_option_settlement(
+                    client,
+                    exchange=ex,
+                    option_inst_id=inst,
+                    qty_eth=1.0,
+                    begin_ms=begin,
+                    end_ms=end,
+                )
+                if st.found:
+                    settle_cash += float(st.cash)
+            if abs(settle_cash) > 1e-12:
+                # 用交割净现金替换本地 0 价期权盈亏近似：仍减 fees（交割费若已在 cash 内则可能双计，保守保留）
+                opt = float(settle_cash)
+    except Exception as e:
+        logger.warning("reconcile option settlement overlay failed: %s", e)
+
     net = perp_pnl + opt - fees + funding
 
     if local_net is not None and exch_perp is None and abs(funding) < 1e-12: