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

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

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,