We generalize the exact strong-interaction limit of the exchange-correlation energy of Kohn-Sham density functional theory to open systems with fluctuating particle numbers. When used in the self-consistent Kohn-Sham procedure on strongly interacting systems, this functional yields exact features crucial for important applications such as quantum transport. In particular, the steplike structure of the highest-occupied Kohn-Sham eigenvalue is very well captured, with accurate quantitative agreement with exact many-body chemical potentials. While it can be shown that a sharp derivative discontinuity is present only in the infinitely strongly correlated limit, at finite correlation regimes we observe a slightly smoothened discontinuity, with qualitative and quantitative features that improve with increasing correlation. From the fundamental point of view, our results obtain the derivative discontinuity without making the assumptions used in its standard derivation, offering independent support for its existence. © 2013 American Physical Society.