Backfill OO expiry settle display via public ETHUSDT and intrinsic overlay.

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

backend/app/api/public_index.py

@@ -0,0 +1,65 @@
+"""公开行情辅助：补历史到期结算指数展示（不发明成交现金）。"""
+
+from __future__ import annotations
+
+import json
+import logging
+import urllib.error
+import urllib.request
+from typing import Any
+
+logger = logging.getLogger(__name__)
+
+_CACHE: dict[int, float] = {}
+_CACHE_MAX = 256
+
+
+def looks_binance_option(inst_id: str | None) -> bool:
+    return "USD_UM" in str(inst_id or "")
+
+
+def eth_usdt_close_at_ms(ts_ms: int | None) -> float | None:
+    """币安 ETHUSDT 1m K 线收盘价（近似期权结算指数）。失败返回 None。"""
+    if ts_ms is None:
+        return None
+    try:
+        ms = int(ts_ms)
+    except (TypeError, ValueError):
+        return None
+    if ms <= 0:
+        return None
+    minute = (ms // 60_000) * 60_000
+    cached = _CACHE.get(minute)
+    if cached is not None:
+        return cached
+    url = (
+        "https://api.binance.com/api/v3/klines"
+        f"?symbol=ETHUSDT&interval=1m&startTime={minute}&limit=1"
+    )
+    try:
+        with urllib.request.urlopen(url, timeout=4) as resp:
+            raw = resp.read().decode("utf-8", "replace")
+        rows = json.loads(raw)
+        if not rows:
+            return None
+        close_px = float(rows[0][4])
+        if close_px <= 0:
+            return None
+        if len(_CACHE) >= _CACHE_MAX:
+            _CACHE.clear()
+        _CACHE[minute] = close_px
+        return close_px
+    except (urllib.error.URLError, TimeoutError, ValueError, TypeError, IndexError) as e:
+        logger.debug("eth_usdt_close_at_ms failed ms=%s: %s", minute, e)
+        return None
+
+
+def maybe_public_settle_index(g: dict[str, Any]) -> float | None:
+    """库内无结算价时，币安期权到期组用公开 ETHUSDT 收盘近似。"""
+    if str(g.get("close_reason") or "") != "expiry":
+        return None
+    inst = g.get("option_inst_id") or g.get("option2_inst_id")
+    if not looks_binance_option(str(inst) if inst else None):
+        return None
+    ts = g.get("close_at_ms") or g.get("hold_close_at_ms")
+    return eth_usdt_close_at_ms(ts if ts is not None else None)