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,

frontend/src/api/client.ts

@@ -273,6 +273,8 @@ export type PlanState = {
     option_qty_eth?: number;
     option_qty_contracts?: number;
     option_mark_px?: number | null;
+    option_bid_sz?: number | null;
+    option_leverage?: number | null;
     strike?: number | null;
     expiry_ymd?: string | null;
     expiry_ms?: number | null;

frontend/src/pages/Plan.tsx

@@ -14,6 +14,14 @@ function fmtTop(px: number | null | undefined, sz: number | null | undefined) {
   return `${fmt(px)}(${s})`;
 }
 
+/** 持仓买一：价格/流动性张数，如 17.00/4000 */
+function fmtBidLiq(px: number | null | undefined, sz: number | null | undefined) {
+  if (px == null || Number.isNaN(px)) return "—";
+  if (sz == null || Number.isNaN(sz)) return fmt(px);
+  const s = sz >= 100 ? sz.toFixed(0) : sz >= 10 ? sz.toFixed(1) : sz.toFixed(2);
+  return `${fmt(px)}/${s}`;
+}
+
 function pnlClass(n: number | null | undefined) {
   if (n == null || Number.isNaN(n) || n === 0) return "";
   return n > 0 ? "pos-pnl-profit" : "pos-pnl-loss";
@@ -638,6 +646,9 @@ export default function PlanPage() {
                     <span className="pos-meta-item mono">
                       {fmt(pos?.option_qty_eth, 2)} ETH · {fmt(pos?.option_qty_contracts, 0)} 张
                     </span>
+                    <span className="pos-meta-item mono" title="开仓指数÷开仓均价">
+                      杠杆 {fmt(pos?.option_leverage, 0)}x
+                    </span>
                   </div>
                   <div className="pos-grid">
                     <div className="pos-cell">
@@ -646,7 +657,9 @@ export default function PlanPage() {
                     </div>
                     <div className="pos-cell">
                       <span className="pos-label">买一</span>
-                      <span className="pos-value mono">{fmt(pos?.option_mark_px)}</span>
+                      <span className="pos-value mono">
+                        {fmtBidLiq(pos?.option_mark_px, pos?.option_bid_sz)}
+                      </span>
                     </div>
                     <div className="pos-cell">
                       <span className="pos-label">

frontend/src/pages/Trades.tsx

@@ -47,6 +47,7 @@ type Group = {
   entry_index_px?: number | null;
   close_index_px?: number | null;
   move_points?: number | null;
+  option_leverage?: number | null;
   exec_mode?: string | null;
   expiry_settle?: ExpirySettle | null;
   pnl_summary?: PnlSummary;
@@ -207,6 +208,9 @@ export default function TradesPage() {
             开 {fmtTime(openMs)} · 平 {fmtTime(closeMs)} · 周期{" "}
             {fmtHold(g.hold_ms)}
             {g.move_points != null ? ` · 波动 ${fmtMovePoints(g.move_points)}` : ""}
+            {g.option_leverage != null
+              ? ` · 期权杠杆 ${fmt(g.option_leverage, 0)}x`
+              : ""}
           </span>
         </div>
         <div className={`trade-row-pnl mono ${pnlClass(listPnl)}`}>
@@ -255,6 +259,7 @@ export default function TradesPage() {
                     <th>开仓时间</th>
                     <th>平仓时间</th>
                     <th>持仓时长</th>
+                    <th>期权杠杆</th>
                     <th>波动点数</th>
                     <th>盈亏金额</th>
                     <th>平仓方式</th>
@@ -281,6 +286,11 @@ export default function TradesPage() {
                         <td className="mono">{fmtTime(openMs)}</td>
                         <td className="mono">{fmtTime(closeMs)}</td>
                         <td className="mono">{fmtHold(g.hold_ms)}</td>
+                        <td className="mono">
+                          {g.option_leverage != null
+                            ? `${fmt(g.option_leverage, 0)}x`
+                            : "—"}
+                        </td>
                         <td className="mono">{fmtMovePoints(g.move_points)}</td>
                         <td className={`mono ${pnlClass(listPnl)}`}>
                           {fmt(listPnl)}
@@ -402,6 +412,14 @@ export default function TradesPage() {
                         {fmtHold(selectedGroup.hold_ms)}
                       </span>
                     </div>
+                    <div className="kv">
+                      <span>期权杠杆</span>
+                      <span className="mono">
+                        {selectedGroup.option_leverage != null
+                          ? `${fmt(selectedGroup.option_leverage, 0)}x`
+                          : "—"}
+                      </span>
+                    </div>
                     <div className="kv">
                       <span>波动点数</span>
                       <span className="mono">