Fix false USDC-short error while waiting for a qualified option.

Use risk-sizing preview ask/qty (same as auto-convert) instead of monitor book ask.

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

backend/app/strategy/auto_usdc.py

@@ -44,7 +44,9 @@ def _round_down(n: float, nd: int = 2) -> float:
 
 def preview_capacity_for_convert(db: Database | None = None) -> dict[str, Any]:
     """
-    用盘口预览以损定仓名义评估资金门（不写 settings）。
+    用预览以损定仓名义评估资金门（不写 settings）。
+    - 选约杠杆：用定仓卖一（指数/杠杆下限），与预算/k 一致，勿用监控未达标贵卖一
+    - 实际杠杆：用盘口卖一
     手动仓位则直接 assess 当前账本名义。
     """
     database = db or get_db()
@@ -53,7 +55,8 @@ def preview_capacity_for_convert(db: Database | None = None) -> dict[str, Any]:
 
         prev = preview_risk_sizing(database)
         if prev.get("risk_based") and prev.get("ok"):
-            return assess_open_capacity(
+            # option_ask 在 preview 里已是定仓口径（selection=隐含 / actual=盘口）
+            cap = assess_open_capacity(
                 database,
                 option_ask=float(prev["option_ask"])
                 if prev.get("option_ask") is not None
@@ -64,10 +67,21 @@ def preview_capacity_for_convert(db: Database | None = None) -> dict[str, Any]:
                 perp_qty_eth=float(prev["perp_qty_eth"])
                 if prev.get("perp_qty_eth") is not None
                 else None,
+                call_ask=float(prev["call_ask"])
+                if prev.get("call_ask") is not None
+                else None,
+                put_ask=float(prev["put_ask"])
+                if prev.get("put_ask") is not None
+                else None,
             )
+            cap["capacity_basis"] = "risk_preview"
+            cap["leverage_basis"] = prev.get("leverage_basis")
+            return cap
     except Exception:
         logger.exception("preview capacity for convert failed")
-    return assess_open_capacity(database)
+    cap = assess_open_capacity(database)
+    cap["capacity_basis"] = "ledger"
+    return cap
 
 
 def prepare_okx_trading_usdc(db: Database | None = None) -> dict[str, Any]:

backend/app/strategy/engine.py

@@ -17,7 +17,7 @@ from ..env_store import live_ready
 from .clock import can_open_new, window_key
 from .exits import check_expiry_close, check_exits, resolve_exit_target
 from .group import next_group_id
-from .open_capacity import assess_open_capacity, maybe_notify_funds_short
+from .open_capacity import maybe_notify_funds_short
 
 logger = logging.getLogger(__name__)
 
@@ -219,9 +219,12 @@ class StrategyEngine:
             last_error = None
         allow_open = can_open_new(skip_weekends=skip_weekends)
         try:
-            open_cap = assess_open_capacity(self.db)
+            # 以损定仓（尤其选约杠杆）：用预览名义+定仓卖一，勿用监控盘口贵卖一×账本名义虚高「需USDC」
+            from .auto_usdc import preview_capacity_for_convert
+
+            open_cap = preview_capacity_for_convert(self.db)
         except Exception:
-            logger.exception("assess_open_capacity failed")
+            logger.exception("preview_capacity_for_convert failed")
             open_cap = {
                 "perp_can_open": None,
                 "option_can_open": None,
@@ -1045,15 +1048,17 @@ class StrategyEngine:
                 return
         if pick is None:
             try:
-                from .open_capacity import assess_open_capacity, funds_gate_blocks
+                from .auto_usdc import preview_capacity_for_convert
+                from .open_capacity import funds_gate_blocks
 
-                cap = assess_open_capacity(self.db)
+                # 与自动兑 USDC 同一口径（选约杠杆用隐含卖一估需），避免无合格约时用盘口贵卖一误报缺 USDC
+                cap = preview_capacity_for_convert(self.db)
                 blocked, why = funds_gate_blocks(cap)
                 if blocked and cap.get("option_can_open") is False:
                     self._set_state(
                         phase="wait_funds",
                         last_error=(
-                            "无合格期权；且交易账户 USDC 不够开仓"
+                            "无合格期权；且按拟定仓估算交易账户 USDC 不够开仓"
                             f"（需≈{cap.get('option_need_usdc')}U / 有{cap.get('option_have_usdc')}U）。"
                             "系统会在冷却后自动市价兑 USDC。"
                         ),