Show option bid as price/size and option leverage on plan and trades.

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

backend/app/api/trades.py

@@ -101,6 +101,36 @@ def _move_points(g: dict, fills: list) -> float | None:
     return round(float(close_px) - e, 2)
 
 
+def _option_entry_px(fills: list) -> float | None:
+    for row in fills:
+        f = dict(row) if not isinstance(row, dict) else row
+        if str(f.get("leg") or "") != "option" or str(f.get("action") or "") != "open":
+            continue
+        try:
+            v = float(f.get("fill_px") or 0)
+            if v > 0:
+                return v
+        except (TypeError, ValueError):
+            pass
+        break
+    return None
+
+
+def _option_leverage(g: dict, fills: list) -> float | None:
+    """开仓期权杠杆 = 开仓指数 ÷ 期权开仓均价（与选约门限口径一致）。"""
+    from ..strategy.selection import option_leverage
+
+    try:
+        entry = float(g.get("entry_index_px") or 0)
+    except (TypeError, ValueError):
+        return None
+    opt_px = _option_entry_px(fills)
+    if entry <= 0 or opt_px is None:
+        return None
+    lev = option_leverage(entry, opt_px)
+    return round(float(lev), 1) if lev is not None else None
+
+
 def _enrich_group(g: dict, fills: list) -> dict:
     summary = summarize_fills_pnl(fills)
     # LIVE：优先 groups.realized_pnl（已按交易所回写，含资金费）
@@ -124,6 +154,7 @@ def _enrich_group(g: dict, fills: list) -> dict:
     mp = _move_points(g, fills)
     g["move_points"] = mp
     g["close_index_px"] = _close_index_px(g, fills)
+    g["option_leverage"] = _option_leverage(g, fills)
     return g
 
 

backend/app/sim/matcher.py

@@ -1034,6 +1034,7 @@ class Matcher:
         option_upl = 0.0
         est_opt_close_fee = 0.0
         opt_mark = None
+        opt_bid_sz = None
         if oq and oq.bid is not None:
             bid = float(oq.bid)
             of = option_fill(
@@ -1045,10 +1046,12 @@ class Matcher:
             )
             est_opt_close_fee = of.fee
             opt_mark = bid
+            opt_bid_sz = float(oq.bid_sz) if oq.bid_sz is not None else None
             # 浮盈亏：买一×数量 − 初始权利金（对齐可市价卖出）
             option_upl = bid * opt_qty - initial_premium
         elif oq:
             opt_mark = oq.bid or oq.mark_px
+            opt_bid_sz = float(oq.bid_sz) if oq.bid_sz is not None else None
             if opt_mark is not None:
                 option_upl = float(opt_mark) * opt_qty - initial_premium
 
@@ -1063,6 +1066,11 @@ class Matcher:
         leverage = self.ledger.get_setting_float("leverage", s.leverage)
         notional = abs(perp_entry * perp_qty)
         margin = notional / leverage if leverage > 0 else None
+        from ..strategy.selection import option_leverage as _opt_lev
+
+        opt_lev = _opt_lev(entry_idx, opt_entry) if entry_idx > 0 and opt_entry > 0 else None
+        if opt_lev is not None:
+            opt_lev = round(float(opt_lev), 1)
 
         group_id = pos.get("group_id")
         g = (
@@ -1105,6 +1113,8 @@ class Matcher:
             "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,
+            "option_bid_sz": float(opt_bid_sz) if opt_bid_sz is not None else None,
+            "option_leverage": float(opt_lev) if opt_lev is not None else None,
             "strike": strike,
             "expiry_ymd": expiry_ymd,
             "expiry_ms": expiry_ms,