Show editable exit on live cards; price perp PnL via close-side book VWAP.

Align monitor profit-exit with the same book VWAP so card and auto-exit stay consistent.

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

lib/hedge_plan/hedge_plan_live_positions_lib.py

@@ -4,6 +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_option_primary_lib import (
     estimate_combo_net_pnl,
     fee_rate,
@@ -129,6 +130,12 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
     get_perp_metrics = cfg.get("get_live_position_exchange_metrics")
     get_cs = cfg.get("get_contract_size")
     fetch_idx = cfg.get("fetch_index_price")
+    ex_perp = None
+    try:
+        get_pex = cfg.get("exchange")
+        ex_perp = get_pex() if callable(get_pex) else get_pex
+    except Exception:
+        ex_perp = None
     fr = fee_rate()
     fr_opt = option_fee_rate()
     now_ms = int(datetime.now(tz=_BJ).timestamp() * 1000)
@@ -205,6 +212,21 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
         if (margin is None or margin <= 0) and contracts and perp_mark and perp_lev and perp_lev > 0:
             margin = round(float(contracts) * float(cs) * float(perp_mark) / float(perp_lev), 2)
 
+        # 永续净利:按平仓方向扫盘口 VWAP(方案 A);标记价仅参考
+        book = fetch_perp_close_vwap(
+            ex_perp,
+            symbol=sym,
+            position_side=perp_dir,
+            contracts=float(contracts or 0),
+            fallback_px=perp_mark or perp_entry,
+        )
+        perp_vwap = _sf(book.get("vwap")) or perp_mark or perp_entry
+        perp_liq_ok = bool(book.get("liq_ok")) if book.get("ok") else False
+        perp_liq_msg = str(book.get("msg") or "")
+        perp_top = _sf(book.get("top_px"))
+        perp_top_sz = _sf(book.get("top_sz"))
+        book_side = str(book.get("book_side") or "")
+
         idx = None
         if callable(fetch_idx):
             try:
@@ -212,7 +234,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
             except Exception:
                 idx = None
         if idx is None or idx <= 0:
-            idx = perp_mark or strike or 0.0
+            idx = perp_vwap or perp_mark or strike or 0.0
 
         net = estimate_combo_net_pnl(
             view_side=view,
@@ -224,7 +246,7 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
             ct_mult=float(ct or 0.01),
             perp_direction=perp_dir,
             perp_entry=float(perp_entry or 0),
-            perp_mark=float(perp_mark or 0),
+            perp_mark=float(perp_vwap or 0),
             contracts=float(contracts or 0),
             contract_size=float(cs or 0.01),
             fee=fr,
@@ -245,6 +267,10 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
         hold_sec = int((now_ms - opened_ms) / 1000) if opened_ms else None
         remain_sec = int((exp_ms - now_ms) / 1000) if exp_ms else None
 
+        exit_mode = str(plan.get("exit_mode") or "").strip().lower()
+        if exit_mode not in ("profit", "target"):
+            exit_mode = "profit" if _sf(plan.get("profit_target_usdt")) else "target"
+
         out.append(
             {
                 "plan_id": plan.get("id"),
@@ -260,6 +286,12 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                 "index_px": idx,
                 "fee_rate": fr,
                 "option_fee_rate": fr_opt,
+                "exit": {
+                    "mode": exit_mode,
+                    "profit_target_usdt": _sf(plan.get("profit_target_usdt")),
+                    "option_target_points": _sf(plan.get("option_target_points")),
+                    "perp_target_points": _sf(plan.get("perp_target_points")),
+                },
                 "option": {
                     "inst_id": inst_id or "—",
                     "opt_type": opt_type,
@@ -286,17 +318,23 @@ def build_live_hedge_cards(cfg: dict[str, Any], conn: Any) -> list[dict[str, Any
                     "contract_size": cs,
                     "avg_open": perp_entry,
                     "mark_px": perp_mark,
+                    "vwap": perp_vwap,
+                    "book_side": book_side,
+                    "top_px": perp_top,
+                    "top_sz": perp_top_sz,
+                    "liq_ok": perp_liq_ok,
+                    "liq_msg": perp_liq_msg,
                     "leverage": perp_lev or None,
                     "margin": margin,
                     "upl": perp_upl,
                     "net_usdt": perp_net,
-                    "live": perp_upl is not None or (perp_mark is not None and perp_mark > 0),
+                    "live": bool(book.get("ok")) or perp_upl is not None,
                 },
                 "combo": {
                     "net_usdt": combo_usdt,
                     "opt_net_usdt": opt_net_usdt,
                     "perp_net_usdt": perp_net,
-                    "note": "扣开平双边手续费后估",
+                    "note": "扣开平双边手续费;永续按盘口均价估",
                 },
             }
         )