Split exchange and strategy modules for future Binance support.

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

backend/app/sim/matcher.py

@@ -7,8 +7,9 @@ from dataclasses import dataclass
 from typing import Any
 
 from ..config import get_settings
-from ..market import get_gateway
+from ..exchange import get_exchange
 from ..models.db import Database, get_db
+from ..strategy.session import get_session
 from .ledger import Ledger
 from .liquidity import bid_covers_eth, contracts_for_eth
 from .pricing import option_fill, perp_fill
@@ -39,18 +40,11 @@ class Matcher:
         return self.ledger.get_setting_float("fee_rate", get_settings().fee_rate)
 
     def _ct_mult(self, option_inst_id: str) -> float:
-        # 尝试 REST meta；失败用默认
         s = get_settings()
         try:
-            gw = get_gateway()
-            rows = gw.rest.fetch_instruments(inst_type="OPTION", inst_family=s.option_inst_family)
-            for r in rows:
-                if str(r.get("instId")) == option_inst_id:
-                    from ..market.instruments import safe_float
-
-                    m = safe_float(r.get("ctMult"))
-                    if m and m > 0:
-                        return float(m)
+            return get_exchange().get_ct_mult(
+                option_inst_id, s.option_inst_family, s.option_ct_mult_default
+            )
         except Exception:
             pass
         return float(s.option_ct_mult_default)
@@ -77,11 +71,15 @@ class Matcher:
         if pos.get("status") == "open" and pos.get("group_id"):
             return OpenResult(ok=False, detail="已有持仓组，请先平仓")
 
-        gw = get_gateway()
-        snap = gw.snapshot()
+        sess = get_session()
+        snap = sess.snapshot()
         if not snap.perp or snap.perp.bid is None or snap.perp.ask is None:
             return OpenResult(ok=False, detail="永续盘口不可用")
         oq = snap.call if option_side == "call" else snap.put
+        # 若 ATM 对与持仓合约不一致，直接取持仓合约盘口
+        held = get_exchange().quote(option_inst_id)
+        if held and held.ask is not None:
+            oq = held
         if not oq or oq.ask is None:
             return OpenResult(ok=False, detail="期权卖一不可用")
 
@@ -228,14 +226,16 @@ class Matcher:
             return CloseResult(ok=False, detail="无持仓可平")
 
         group_id = str(pos["group_id"])
-        gw = get_gateway()
-        snap = gw.snapshot()
+        sess = get_session()
+        snap = sess.snapshot()
         if not snap.perp or snap.perp.bid is None or snap.perp.ask is None:
             return CloseResult(ok=False, detail="永续盘口不可用")
 
         option_inst_id = str(pos["option_inst_id"])
         option_side = str(pos["option_side"])
-        oq = snap.call if option_side == "call" else snap.put
+        oq = get_exchange().quote(option_inst_id) or (
+            snap.call if option_side == "call" else snap.put
+        )
         if not oq or oq.bid is None:
             return CloseResult(ok=False, detail="期权买一不可用", liquidity_wait=True)
 
@@ -388,8 +388,8 @@ class Matcher:
                 "move_pct": 0.0,
                 "premium_gap": None,
             }
-        gw = get_gateway()
-        snap = gw.snapshot()
+        sess = get_session()
+        snap = sess.snapshot()
         s = get_settings()
         index_px = snap.index_px
         if index_px is None and snap.perp:
@@ -415,7 +415,7 @@ class Matcher:
         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 = gw.cache.get(opt_inst) if opt_inst else None
+        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