Implement P1 local matcher/ledger and P2 strategy engine.

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

backend/app/sim/pricing.py

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+"""成交价与手续费：滑点 = 1×f。"""
+
+from __future__ import annotations
+
+from dataclasses import dataclass
+
+
+@dataclass(slots=True)
+class PriceResult:
+    base_px: float
+    fill_px: float
+    fee: float
+    slip: float
+    notional: float
+
+
+def perp_fill(
+    *,
+    side: str,
+    action: str,
+    bid: float,
+    ask: float,
+    qty_eth: float,
+    fee_rate: float,
+) -> PriceResult:
+    """
+    side: long|short（持仓方向意图：开仓要建立的方向 / 平仓时原持仓方向）
+    action: open|close
+    开多/平空: 吃卖一 ×(1+f)
+    开空/平多: 吃买一 ×(1-f)
+    """
+    f = float(fee_rate)
+    buying = (action == "open" and side == "long") or (action == "close" and side == "short")
+    if buying:
+        base = float(ask)
+        fill = base * (1.0 + f)
+    else:
+        base = float(bid)
+        fill = base * (1.0 - f)
+    notional = abs(fill * qty_eth)
+    fee = notional * f
+    slip = abs(fill - base) * qty_eth
+    return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)
+
+
+def option_fill(
+    *,
+    action: str,
+    bid: float,
+    ask: float,
+    qty_eth: float,
+    fee_rate: float,
+) -> PriceResult:
+    """开仓买入吃卖一；平仓卖出吃买一。"""
+    f = float(fee_rate)
+    if action == "open":
+        base = float(ask)
+        fill = base * (1.0 + f)
+    else:
+        base = float(bid)
+        fill = base * (1.0 - f)
+    notional = abs(fill * qty_eth)
+    fee = notional * f
+    slip = abs(fill - base) * qty_eth
+    return PriceResult(base_px=base, fill_px=fill, fee=fee, slip=slip, notional=notional)