Show expiry settlement as index vs strike intrinsic.

Persist settle_index_px and surface formula in trade detail so expiry closes are not mistaken for book fills.

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

frontend/src/labels.ts

@@ -52,10 +52,18 @@ export function positionSidesZh(
   return `${sideZh(perp)}/${sideZh(option)}`;
 }
 
-export function fillDescZh(leg: string, action: string, side: string): string {
+export function fillDescZh(
+  leg: string,
+  action: string,
+  side: string,
+  closeReason?: string | null,
+): string {
   const l = LEG_ZH[leg] || leg;
   const a = ACTION_ZH[action] || action;
   const s = SIDE_ZH[side] || side;
+  if (leg === "option" && action === "close" && closeReason === "expiry") {
+    return "期权到期结算";
+  }
   // 期权买入开仓：「期权开多」；永续：「永续开多/开空」
   if (leg === "option" && action === "open") return "期权开多";
   if (leg === "option" && action === "close") return "期权平多";

frontend/src/pages/Trades.tsx

@@ -15,6 +15,14 @@ type PnlSummary = {
   net_pnl: number | null;
 };
 
+type ExpirySettle = {
+  settle_index_px: number | null;
+  strike: number | null;
+  intrinsic: number | null;
+  formula: string;
+  perp_note: string;
+};
+
 type Group = {
   group_id: string;
   status: string;
@@ -31,6 +39,9 @@ type Group = {
   hold_close_at_ms?: number | null;
   hold_ms?: number | null;
   hold_basis?: string | null;
+  strike?: number | null;
+  settle_index_px?: number | null;
+  expiry_settle?: ExpirySettle | null;
   pnl_summary?: PnlSummary;
 };
 
@@ -276,14 +287,46 @@ export default function TradesPage() {
                   </div>
 
                   <p className="trade-detail-hint">
-                    成交价为成交均价（未预先扣费）；手续费单独列出。净盈亏 = 期权盈亏 +
-                    永续盈亏 − 全部手续费。
+                    {selectedGroup.close_reason === "expiry"
+                      ? "到期结算：期权按「指数 vs 行权价」的内在价值入账（非盘口）；永续仍按市价平。净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费。"
+                      : "成交价为成交均价（未预先扣费）；手续费单独列出。净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费。"}
                   </p>
 
+                  {selectedGroup.expiry_settle ? (
+                    <div className="trade-hold-summary" style={{ marginBottom: 10 }}>
+                      <div className="kv">
+                        <span>结算指数</span>
+                        <span className="mono">
+                          {fmt(selectedGroup.expiry_settle.settle_index_px)}
+                        </span>
+                      </div>
+                      <div className="kv">
+                        <span>行权价</span>
+                        <span className="mono">
+                          {fmt(selectedGroup.expiry_settle.strike, 0)}
+                        </span>
+                      </div>
+                      <div className="kv">
+                        <span>内在价值</span>
+                        <span className="mono">
+                          {fmt(selectedGroup.expiry_settle.intrinsic)}
+                          {selectedGroup.expiry_settle.formula
+                            ? ` · ${selectedGroup.expiry_settle.formula}`
+                            : ""}
+                        </span>
+                      </div>
+                    </div>
+                  ) : null}
+
                   {fills.map((f) => (
                     <div key={f.id} className="trade-fill kv">
                       <span className="mono">
-                        {fillDescZh(f.leg, f.action, f.side)}
+                        {fillDescZh(
+                          f.leg,
+                          f.action,
+                          f.side,
+                          selectedGroup.close_reason,
+                        )}
                       </span>
                       <span className="mono">
                         价 {f.fill_px.toFixed(4)} · 数量 {f.qty_eth} · 手续费{" "}