Add dual exit modes: fixed USDT or premium multiple.

Net PnL (after estimated close fees) drives auto close; Plan/Settings expose the choice.

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

backend/app/sim/ledger.py

@@ -59,3 +59,9 @@ class Ledger:
 
     def get_setting_int(self, key: str, default: int) -> int:
         return int(self.get_setting_float(key, float(default)))
+
+    def get_setting_str(self, key: str, default: str) -> str:
+        v = self.db.get_setting(key)
+        if v is None or v == "":
+            return default
+        return str(v)

backend/app/sim/matcher.py

@@ -412,6 +412,8 @@ class Matcher:
                 "has_position": False,
                 "perp_upl": 0.0,
                 "option_upl": 0.0,
+                "net_pnl": 0.0,
+                "est_close_fees": 0.0,
                 "index_px": None,
                 "move_points": 0.0,
                 "move_pct": 0.0,
@@ -420,41 +422,73 @@ class Matcher:
         sess = get_session()
         snap = sess.snapshot()
         s = get_settings()
+        fee_rate = self._fee_rate()
         index_px = snap.index_px
         if index_px is None and snap.perp:
             index_px = snap.perp.mark_px
         perp_side = str(pos["perp_side"])
         perp_entry = float(pos["perp_entry_px"])
         perp_qty = float(pos["perp_qty_eth"])
-        mark = None
-        if snap.perp:
-            # 浮盈用对手方可平价粗估
-            if perp_side == "long":
-                mark = snap.perp.bid
-            else:
-                mark = snap.perp.ask
-            mark = mark or snap.perp.mark_px
+        opt_qty = float(pos["option_qty_eth"] or 0)
+        opt_entry = float(pos["option_entry_px"] or 0)
+
+        # 与平仓一致：用对手价估算可平盈亏 + 手续费
         perp_upl = 0.0
-        if mark is not None:
+        est_perp_close_fee = 0.0
+        mark = None
+        if snap.perp and snap.perp.bid is not None and snap.perp.ask is not None:
+            pf = perp_fill(
+                side=perp_side,
+                action="close",
+                bid=float(snap.perp.bid),
+                ask=float(snap.perp.ask),
+                qty_eth=perp_qty,
+                fee_rate=fee_rate,
+            )
             if perp_side == "long":
-                perp_upl = (float(mark) - perp_entry) * perp_qty
+                perp_upl = (pf.fill_px - perp_entry) * perp_qty
             else:
-                perp_upl = (perp_entry - float(mark)) * perp_qty
+                perp_upl = (perp_entry - pf.fill_px) * perp_qty
+            est_perp_close_fee = pf.fee
+            mark = pf.fill_px
+        elif snap.perp:
+            if perp_side == "long":
+                mark = snap.perp.bid or snap.perp.mark_px
+            else:
+                mark = snap.perp.ask or snap.perp.mark_px
+            if mark is not None:
+                if perp_side == "long":
+                    perp_upl = (float(mark) - perp_entry) * perp_qty
+                else:
+                    perp_upl = (perp_entry - float(mark)) * perp_qty
 
         option_side = str(pos["option_side"])
-        # 优先用持仓合约盘口，避免 ATM 切换后盯错合约
         opt_inst = str(pos.get("option_inst_id") or "")
         oq = get_exchange().quote(opt_inst) if opt_inst else None
         if oq is None:
             oq = snap.call if option_side == "call" else snap.put
-        opt_mark = None
-        if oq:
-            opt_mark = oq.bid or oq.mark_px
         option_upl = 0.0
-        if opt_mark is not None:
-            option_upl = (float(opt_mark) - float(pos["option_entry_px"])) * float(
-                pos["option_qty_eth"]
+        est_opt_close_fee = 0.0
+        opt_mark = None
+        if oq and oq.bid is not None:
+            of = option_fill(
+                action="close",
+                bid=float(oq.bid),
+                ask=float(oq.ask or oq.bid),
+                qty_eth=opt_qty,
+                fee_rate=fee_rate,
             )
+            option_upl = (of.fill_px - opt_entry) * opt_qty
+            est_opt_close_fee = of.fee
+            opt_mark = of.fill_px
+        elif oq:
+            opt_mark = oq.bid or oq.mark_px
+            if opt_mark is not None:
+                option_upl = (float(opt_mark) - opt_entry) * opt_qty
+
+        est_close_fees = est_perp_close_fee + est_opt_close_fee
+        # 净盈利口径与平仓结算一致：双腿盈亏 − 预估平仓手续费
+        net_pnl = perp_upl + option_upl - est_close_fees
 
         entry_idx = float(pos["entry_index_px"] or 0)
         move = abs(float(index_px) - entry_idx) if index_px is not None and entry_idx else 0.0
@@ -492,14 +526,16 @@ class Matcher:
             "perp_margin": margin,
             "leverage": leverage,
             "option_inst_id": pos.get("option_inst_id"),
-            "option_entry_px": float(pos["option_entry_px"] or 0),
-            "option_qty_eth": float(pos["option_qty_eth"] or 0),
+            "option_entry_px": opt_entry,
+            "option_qty_eth": opt_qty,
             "option_qty_contracts": float(pos["option_qty_contracts"] or 0),
             "option_mark_px": float(opt_mark) if opt_mark is not None else None,
             "strike": strike,
             "expiry_ymd": expiry_ymd,
             "perp_upl": perp_upl,
             "option_upl": option_upl,
+            "est_close_fees": est_close_fees,
+            "net_pnl": net_pnl,
             "index_px": index_px,
             "entry_index_px": entry_idx,
             "move_points": move,