Show option/perp PnL and fee-deducted net in trade details.

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

backend/app/api/trades.py

@@ -14,16 +14,92 @@ def _row(r: Any) -> dict:
     return dict(r)
 
 
+def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]:
+    """
+    从成交明细重算腿盈亏与净盈亏。
+    价差盈亏按 fill_px（成交价）；手续费另扣。
+    净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费（开+平）。
+    """
+    rows = [dict(x) for x in fills]
+    opt_open = next(
+        (f for f in rows if f.get("leg") == "option" and f.get("action") == "open"),
+        None,
+    )
+    opt_close = next(
+        (f for f in rows if f.get("leg") == "option" and f.get("action") == "close"),
+        None,
+    )
+    perp_open = next(
+        (f for f in rows if f.get("leg") == "perp" and f.get("action") == "open"),
+        None,
+    )
+    perp_close = next(
+        (f for f in rows if f.get("leg") == "perp" and f.get("action") == "close"),
+        None,
+    )
+
+    option_pnl: float | None = None
+    if opt_open and opt_close:
+        qty = float(opt_open.get("qty_eth") or opt_close.get("qty_eth") or 0)
+        option_pnl = (float(opt_close["fill_px"]) - float(opt_open["fill_px"])) * qty
+
+    perp_pnl: float | None = None
+    if perp_open and perp_close:
+        qty = float(perp_open.get("qty_eth") or perp_close.get("qty_eth") or 0)
+        side = str(perp_open.get("side") or "")
+        o = float(perp_open["fill_px"])
+        c = float(perp_close["fill_px"])
+        if side == "long":
+            perp_pnl = (c - o) * qty
+        else:
+            perp_pnl = (o - c) * qty
+
+    fees_total = sum(float(f.get("fee") or 0) for f in rows)
+    gross = None
+    net = None
+    if option_pnl is not None and perp_pnl is not None:
+        gross = option_pnl + perp_pnl
+        net = gross - fees_total
+    elif option_pnl is not None:
+        gross = option_pnl
+        net = option_pnl - fees_total
+    elif perp_pnl is not None:
+        gross = perp_pnl
+        net = perp_pnl - fees_total
+
+    return {
+        "option_pnl": option_pnl,
+        "perp_pnl": perp_pnl,
+        "fees_total": fees_total,
+        "gross_pnl": gross,
+        "net_pnl": net,
+    }
+
+
 @router.get("/groups")
 async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
-    rows = get_db().fetchall(
-        "SELECT * FROM groups ORDER BY open_at_ms DESC LIMIT 200"
-    )
-    return {"groups": [_row(x) for x in rows]}
+    db = get_db()
+    rows = db.fetchall("SELECT * FROM groups ORDER BY open_at_ms DESC LIMIT 200")
+    groups = []
+    for r in rows:
+        g = _row(r)
+        if g.get("status") == "closed":
+            fills = db.fetchall(
+                "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC",
+                (g["group_id"],),
+            )
+            summary = summarize_fills_pnl(fills)
+            g["pnl_summary"] = summary
+            if summary.get("net_pnl") is not None:
+                g["net_pnl"] = summary["net_pnl"]
+        groups.append(g)
+    return {"groups": groups}
 
 
 @router.get("/groups/{group_id}")
-async def group_detail(group_id: str, _user: Annotated[str, Depends(require_user)]) -> dict:
+async def group_detail(
+    group_id: str, _user: Annotated[str, Depends(require_user)]
+) -> dict:
     db = get_db()
     g = db.fetchone("SELECT * FROM groups WHERE group_id=?", (group_id,))
     if g is None:
@@ -31,4 +107,9 @@ async def group_detail(group_id: str, _user: Annotated[str, Depends(require_user
     fills = db.fetchall(
         "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (group_id,)
     )
-    return {"group": _row(g), "fills": [_row(x) for x in fills]}
+    summary = summarize_fills_pnl(fills)
+    return {
+        "group": _row(g),
+        "fills": [_row(x) for x in fills],
+        "pnl_summary": summary,
+    }

backend/app/sim/matcher.py

@@ -483,6 +483,17 @@ class Matcher:
         )
 
         net = perp_pnl + opt_pnl - pf.fee - of.fee
+        # 组已累计开仓手续费；实现净盈亏扣开+平全部手续费
+        open_fees = float(
+            (
+                self.db.fetchone(
+                    "SELECT fees FROM groups WHERE group_id=?", (group_id,)
+                )
+                or {"fees": 0}
+            )["fees"]
+            or 0
+        )
+        net_after_all_fees = perp_pnl + opt_pnl - open_fees - pf.fee - of.fee
 
         now = int(time.time() * 1000)
         with self.db._lock:
@@ -535,7 +546,7 @@ class Matcher:
             self.db._conn.execute(
                 """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
                    fees=?, slip_cost=?, note=NULL WHERE group_id=?""",
-                ("closed", now, reason, net, fees, slip, group_id),
+                ("closed", now, reason, net_after_all_fees, fees, slip, group_id),
             )
             self.db._conn.execute(
                 """UPDATE positions SET
@@ -554,7 +565,9 @@ class Matcher:
                 "reason": reason,
                 "perp_pnl": perp_pnl,
                 "option_pnl": opt_pnl,
-                "net": net,
+                "net": net_after_all_fees,
+                "fees_open": open_fees,
+                "fees_close": pf.fee + of.fee,
                 "close_sequence": ["option", "perp"],
                 "cash_delta": opt_cash + perp_pnl - pf.fee,
                 "option_close_bid": float(close_bid),

frontend/src/pages/Trades.tsx

@@ -7,6 +7,14 @@ import {
   statusZh,
 } from "../labels";
 
+type PnlSummary = {
+  option_pnl: number | null;
+  perp_pnl: number | null;
+  fees_total: number;
+  gross_pnl: number | null;
+  net_pnl: number | null;
+};
+
 type Group = {
   group_id: string;
   status: string;
@@ -15,9 +23,11 @@ type Group = {
   perp_side: string | null;
   initial_premium: number;
   realized_pnl: number;
+  net_pnl?: number | null;
   close_reason: string | null;
   open_at_ms: number | null;
   close_at_ms: number | null;
+  pnl_summary?: PnlSummary;
 };
 
 type Fill = {
@@ -30,10 +40,21 @@ type Fill = {
   qty_eth: number;
 };
 
+function pnlClass(n: number | null | undefined) {
+  if (n == null || Number.isNaN(n)) return "";
+  return n > 0 ? "pos-pnl-profit" : n < 0 ? "pos-pnl-loss" : "";
+}
+
+function fmt(n: number | null | undefined, digits = 2) {
+  if (n == null || Number.isNaN(n)) return "—";
+  return Number(n).toFixed(digits);
+}
+
 export default function TradesPage() {
   const [groups, setGroups] = useState<Group[]>([]);
   const [selected, setSelected] = useState<string | null>(null);
   const [fills, setFills] = useState<Fill[]>([]);
+  const [summary, setSummary] = useState<PnlSummary | null>(null);
   const [err, setErr] = useState("");
 
   useEffect(() => {
@@ -44,9 +65,13 @@ export default function TradesPage() {
 
   async function openGroup(id: string) {
     setSelected(id);
+    setSummary(null);
     try {
-      const r = await apiFetch<{ fills: Fill[] }>(`/api/trades/groups/${id}`);
+      const r = await apiFetch<{ fills: Fill[]; pnl_summary: PnlSummary }>(
+        `/api/trades/groups/${id}`
+      );
       setFills(r.fills);
+      setSummary(r.pnl_summary);
     } catch (e) {
       setErr(e instanceof Error ? e.message : String(e));
     }
@@ -60,28 +85,35 @@ export default function TradesPage() {
         {groups.length === 0 ? (
           <p style={{ color: "var(--muted)" }}>暂无成交组</p>
         ) : (
-          groups.map((g) => (
-            <div
-              key={g.group_id}
-              className="kv"
-              style={{ cursor: "pointer" }}
-              onClick={() => openGroup(g.group_id)}
-            >
-              <span className="mono">
-                {g.group_id} · {statusZh(g.status)} ·{" "}
-                {positionSidesZh(g.perp_side, g.option_side)}
-              </span>
-              <span className="mono">
-                盈亏 {Number(g.realized_pnl || 0).toFixed(2)} ·{" "}
-                {closeReasonZh(g.close_reason)}
-              </span>
-            </div>
-          ))
+          groups.map((g) => {
+            const listPnl =
+              g.net_pnl ?? g.pnl_summary?.net_pnl ?? g.realized_pnl;
+            return (
+              <div
+                key={g.group_id}
+                className="kv"
+                style={{ cursor: "pointer" }}
+                onClick={() => openGroup(g.group_id)}
+              >
+                <span className="mono">
+                  {g.group_id} · {statusZh(g.status)} ·{" "}
+                  {positionSidesZh(g.perp_side, g.option_side)}
+                </span>
+                <span className={`mono ${pnlClass(listPnl)}`}>
+                  净盈亏 {fmt(listPnl)} · {closeReasonZh(g.close_reason)}
+                </span>
+              </div>
+            );
+          })
         )}
       </div>
       {selected ? (
         <div className="card">
           <h3 style={{ marginTop: 0 }}>{selected} 成交明细</h3>
+          <p style={{ color: "var(--muted)", fontSize: 13, marginTop: 0 }}>
+            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>
           {fills.map((f) => (
             <div key={f.id} className="kv">
               <span className="mono">
@@ -93,6 +125,40 @@ export default function TradesPage() {
               </span>
             </div>
           ))}
+          {summary ? (
+            <div
+              style={{
+                marginTop: 14,
+                paddingTop: 12,
+                borderTop: "1px solid var(--border, #333)",
+              }}
+            >
+              <div className="kv">
+                <span>期权盈亏</span>
+                <span className={`mono ${pnlClass(summary.option_pnl)}`}>
+                  {fmt(summary.option_pnl)}
+                </span>
+              </div>
+              <div className="kv">
+                <span>永续盈亏</span>
+                <span className={`mono ${pnlClass(summary.perp_pnl)}`}>
+                  {fmt(summary.perp_pnl)}
+                </span>
+              </div>
+              <div className="kv">
+                <span>手续费合计</span>
+                <span className="mono">{fmt(summary.fees_total, 4)}</span>
+              </div>
+              <div className="kv">
+                <span>
+                  <strong>净盈亏（扣费后）</strong>
+                </span>
+                <span className={`mono ${pnlClass(summary.net_pnl)}`}>
+                  <strong>{fmt(summary.net_pnl)}</strong>
+                </span>
+              </div>
+            </div>
+          ) : null}
         </div>
       ) : null}
     </div>

scripts/repair_expiry_settle.py

@@ -53,10 +53,6 @@ old_base = float(o_close["base_px"] or o_close["fill_px"])
 # 到期对齐实盘：严格内在价值，无盘口滑点
 new_base = intrinsic
 new_fill = intrinsic
-if abs(new_base - old_base) < 1e-9 and abs(float(o_close["fill_px"]) - new_fill) < 1e-9:
-    print("already ok", old_base, intrinsic)
-    raise SystemExit(0)
-
 qty = float(o_close["qty_eth"])
 new_notional = new_fill * qty
 new_fee = new_notional * FEE
@@ -64,6 +60,7 @@ new_slip = 0.0
 old_cash = float(o_close["notional"]) - float(o_close["fee"])
 new_cash = new_notional - new_fee
 cash_delta = new_cash - old_cash
+# 即使价已修好，也继续同步 realized_pnl（扣完全部手续费）
 
 opt_entry = float(o_open["fill_px"])
 opt_pnl = (new_fill - opt_entry) * qty
@@ -73,7 +70,14 @@ if perp_side == "long":
     perp_pnl = (float(p_close["fill_px"]) - perp_entry) * float(p_open["qty_eth"])
 else:
     perp_pnl = (perp_entry - float(p_close["fill_px"])) * float(p_open["qty_eth"])
-net = perp_pnl + opt_pnl - float(p_close["fee"]) - new_fee
+
+fees_all = (
+    float(o_open["fee"])
+    + float(p_open["fee"])
+    + float(p_close["fee"])
+    + new_fee
+)
+net_after_all_fees = perp_pnl + opt_pnl - fees_all
 
 # fees on group: replace option close fee contribution
 old_opt_fee = float(o_close["fee"])
@@ -93,17 +97,18 @@ con.execute(
 )
 con.execute(
     "UPDATE groups SET realized_pnl=?, fees=?, slip_cost=?, note=? WHERE group_id=?",
-    (net, fees, slip, f"repaired_intrinsic:{intrinsic:.4f}", GROUP),
+    (net_after_all_fees, fees, slip, f"repaired_intrinsic:{intrinsic:.4f}", GROUP),
 )
 con.execute(
     "UPDATE ledger_meta SET equity=?, available=?, updated_at_ms=? WHERE id=1",
     (eq, av, now),
 )
-con.execute(
-    "INSERT INTO ledger_entries(group_id, kind, amount, balance_after, note, ts_ms) VALUES (?,?,?,?,?,?)",
-    (GROUP, "repair_option_intrinsic", cash_delta, eq,
-     f"repair {GROUP}: option close {old_base:.4f}->{new_base:.4f} intrinsic={intrinsic:.4f}", now),
-)
+if abs(cash_delta) > 1e-12:
+    con.execute(
+        "INSERT INTO ledger_entries(group_id, kind, amount, balance_after, note, ts_ms) VALUES (?,?,?,?,?,?)",
+        (GROUP, "repair_option_intrinsic", cash_delta, eq,
+         f"repair {GROUP}: option close {old_base:.4f}->{new_base:.4f} intrinsic={intrinsic:.4f}", now),
+    )
 # also fix close_option entry amount if present
 row = con.execute(
     "SELECT id, amount FROM ledger_entries WHERE group_id=? AND kind='close_option' ORDER BY id DESC LIMIT 1",
@@ -121,9 +126,12 @@ print({
     "intrinsic": intrinsic,
     "old_base": old_base,
     "new_base": new_base,
+    "option_pnl": opt_pnl,
+    "perp_pnl": perp_pnl,
+    "fees_all": fees_all,
     "cash_delta": cash_delta,
     "new_equity": eq,
-    "new_realized_pnl": net,
+    "new_realized_pnl": net_after_all_fees,
 })
 ''' % {"db": DB, "group": GROUP}