From 14cbbc300d40f1f13e1eaff7a5624afd2c9ec4d4 Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Wed, 14 Oct 2026 17:34:43 +0800
Subject: [PATCH] Refresh perp mark from public ticker when position metrics
 are unavailable.
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Sim/no-keys mode was falling back to entry so 标记 stayed frozen at open price.

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 lib/hedge_plan/hedge_plan_book_lib.py         | 30 +++++++++++++++++++
 .../hedge_plan_live_positions_lib.py          |  5 +++-
 2 files changed, 34 insertions(+), 1 deletion(-)

diff --git a/lib/hedge_plan/hedge_plan_book_lib.py b/lib/hedge_plan/hedge_plan_book_lib.py
index 9fe09bb..fb32a20 100644
--- a/lib/hedge_plan/hedge_plan_book_lib.py
+++ b/lib/hedge_plan/hedge_plan_book_lib.py
@@ -105,6 +105,36 @@ def perp_close_book_side(position_side: str) -> str:
     return "bids" if str(position_side or "").lower() == "long" else "asks"
 
 
+def fetch_perp_mark_px(exchange: Any, symbol: str) -> Optional[float]:
+    """公开行情标记价:优先 markPx,其次 last / 买卖中间价.模拟盘无持仓 metrics 时用此刷新标记."""
+    sym = str(symbol or "").strip()
+    if not sym or exchange is None or not hasattr(exchange, "fetch_ticker"):
+        return None
+    try:
+        t = exchange.fetch_ticker(sym) or {}
+        info = t.get("info") if isinstance(t.get("info"), dict) else {}
+        for v in (
+            info.get("markPx"),
+            t.get("mark"),
+            t.get("last"),
+            info.get("last"),
+        ):
+            px = _sf(v)
+            if px is not None and px > 0:
+                return float(px)
+        bid = _sf(t.get("bid") or info.get("bidPx"))
+        ask = _sf(t.get("ask") or info.get("askPx"))
+        if bid and ask and bid > 0 and ask > 0:
+            return float((bid + ask) / 2.0)
+        if bid and bid > 0:
+            return float(bid)
+        if ask and ask > 0:
+            return float(ask)
+    except Exception:
+        return None
+    return None
+
+
 def fetch_perp_close_vwap(
     exchange: Any,
     *,
diff --git a/lib/hedge_plan/hedge_plan_live_positions_lib.py b/lib/hedge_plan/hedge_plan_live_positions_lib.py
index fb28ae9..fbd85c6 100644
--- a/lib/hedge_plan/hedge_plan_live_positions_lib.py
+++ b/lib/hedge_plan/hedge_plan_live_positions_lib.py
@@ -4,7 +4,7 @@ from __future__ import annotations
 from datetime import datetime, timedelta, timezone
 from typing import Any, Optional
 
-from lib.hedge_plan.hedge_plan_book_lib import fetch_perp_close_vwap
+from lib.hedge_plan.hedge_plan_book_lib import fetch_perp_close_vwap, fetch_perp_mark_px
 from lib.hedge_plan.hedge_plan_option_primary_lib import (
     estimate_combo_net_pnl,
     fee_rate,
@@ -205,6 +205,9 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                     margin = _sf(m.get("initial_margin") or m.get("margin"))
             except Exception:
                 pass
+        # 模拟盘/无私钥时持仓 metrics 为空,标记会卡在开仓价 → 改拉公开 ticker
+        if perp_mark is None or perp_mark <= 0:
+            perp_mark = fetch_perp_mark_px(ex_perp, sym)
         if perp_mark is None or perp_mark <= 0:
             perp_mark = perp_entry
         if live_contracts and live_contracts > 0: