Pin market watch to held option strike while a position is open.

Stop falling back to ATM quotes for unrealized/close PnL after ATM drifts or restart.

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

backend/app/exchange/option_ids.py

@@ -0,0 +1,53 @@
+"""期权合约 ID 工具：从持仓合约还原同到期同行权价的 Call/Put 对。"""
+
+from __future__ import annotations
+
+from .expiry import expiry_ms_from_ymd
+from .types import OptionPair
+
+
+def flip_option_side(inst_id: str) -> str | None:
+    """ETH-...-1880-P ↔ ...-C；币安 ETH-YYMMDD-STRIKE-P ↔ -C。"""
+    s = (inst_id or "").strip()
+    if not s:
+        return None
+    if s.endswith("-C"):
+        return s[:-1] + "P"
+    if s.endswith("-P"):
+        return s[:-1] + "C"
+    if s.endswith("-c"):
+        return s[:-1] + "p"
+    if s.endswith("-p"):
+        return s[:-1] + "c"
+    return None
+
+
+def pair_from_option_inst(inst_id: str) -> OptionPair | None:
+    """由任一腿合约 ID 还原同 strike/expiry 的 OptionPair。"""
+    from .okx.parse import parse_option_inst_id
+    from .binance.parse import parse_option_symbol
+
+    s = (inst_id or "").strip()
+    if not s:
+        return None
+    ymd, strike, side = parse_option_inst_id(s)
+    if ymd is None:
+        ymd, strike, side = parse_option_symbol(s)
+    if ymd is None or strike is None or side not in ("C", "P"):
+        return None
+    other = flip_option_side(s)
+    if not other:
+        return None
+    call_id = s if side == "C" else other
+    put_id = s if side == "P" else other
+    try:
+        ems = expiry_ms_from_ymd(ymd)
+    except ValueError:
+        return None
+    return OptionPair(
+        expiry_ymd=ymd,
+        expiry_ms=int(ems),
+        strike=float(strike),
+        call_inst_id=call_id,
+        put_inst_id=put_id,
+    )