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/sim/matcher.py

@@ -348,9 +348,13 @@ class Matcher:
 
         option_inst_id = str(pos["option_inst_id"])
         option_side = str(pos["option_side"])
-        oq = get_exchange().quote(option_inst_id) or (
-            snap.call if option_side == "call" else snap.put
-        )
+        # 严禁回退到 ATM 对：持仓行权价可能已偏离当前 ATM
+        oq = self._quote_held_option(option_inst_id)
+        if oq is None and reason != "expiry":
+            return CloseResult(
+                ok=False,
+                detail=f"持仓期权盘口不可用: {option_inst_id}",
+            )
 
         ct_mult = self._ct_mult(option_inst_id)
         need_eth = float(pos["option_qty_eth"] or s.option_qty_eth)
@@ -888,6 +892,29 @@ class Matcher:
             "forced": force,
         }
 
+    def _quote_held_option(self, option_inst_id: str):
+        """只取持仓合约盘口；缺失时 REST 补一次，绝不借用 ATM 对。"""
+        if not option_inst_id:
+            return None
+        ex = get_exchange()
+        oq = ex.quote(option_inst_id)
+        if oq is not None and (oq.bid is not None or oq.ask is not None or oq.mark_px is not None):
+            return oq
+        try:
+            bids, asks, ts = ex.fetch_book(option_inst_id, depth=5)
+            cache = getattr(ex, "cache", None)
+            if cache is not None and (bids or asks):
+                cache.upsert_book(option_inst_id, bids=bids, asks=asks, ts_ms=ts)
+                try:
+                    mp = ex.fetch_mark(option_inst_id)
+                    if mp:
+                        cache.set_mark_px(option_inst_id, mp)
+                except Exception:
+                    pass
+            return ex.quote(option_inst_id)
+        except Exception:
+            return ex.quote(option_inst_id)
+
     def unrealized(self) -> dict[str, Any]:
         pos = self.current_position()
         if pos.get("status") != "open":
@@ -947,9 +974,7 @@ class Matcher:
 
         option_side = str(pos["option_side"])
         opt_inst = str(pos.get("option_inst_id") or "")
-        oq = get_exchange().quote(opt_inst) if opt_inst else None
-        if oq is None:
-            oq = snap.call if option_side == "call" else snap.put
+        oq = self._quote_held_option(opt_inst)
         initial_premium = float(pos["initial_premium"] or 0)
         option_upl = 0.0
         est_opt_close_fee = 0.0