Deduct round-trip taker fees from estimated perp PnL.

Unify hub/instance TP profit, calc_pnl, and push/accounting to net of 0.05% per side; leave exchange floating PnL unchanged.

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

crypto_monitor_binance/app.py

@@ -2281,7 +2281,7 @@ def format_hold_minutes(minutes):
 
 
 def calc_pnl(direction, trigger_price, exit_price, margin_capital, leverage, notional_usdt=None):
-    """估算盈亏(USDT).优先用名义价值 notional_usdt,否则 margin×leverage."""
+    """估算净盈亏(USDT).优先用名义价值 notional_usdt,否则 margin×leverage;扣双边 taker 费."""
     try:
         trigger = float(trigger_price)
         exit_p = float(exit_price)
@@ -2299,7 +2299,14 @@ def calc_pnl(direction, trigger_price, exit_price, margin_capital, leverage, not
             pnl_ratio = (trigger - exit_p) / trigger
         else:
             pnl_ratio = (exit_p - trigger) / trigger
-        return round(notional * pnl_ratio, FUNDS_DECIMALS)
+        gross = notional * pnl_ratio
+        try:
+            from lib.trade.trade_fee_lib import net_pnl_after_fee
+
+            net = net_pnl_after_fee(gross, trigger, exit_p, open_notional=notional)
+            return round(float(net), FUNDS_DECIMALS) if net is not None else round(gross, FUNDS_DECIMALS)
+        except Exception:
+            return round(gross, FUNDS_DECIMALS)
     except Exception:
         return 0.0
 
@@ -2449,7 +2456,7 @@ def _sum_binance_income(entries, income_types, trade_ids=None):
 
 
 def calc_pnl_from_closing_trades(direction, entry_price, trades, exchange_symbol=None):
-    """按减仓成交数量×价差汇总盈亏(不含资金费;比单点标记价更接近交易所)."""
+    """按减仓成交数量×价差汇总净盈亏(扣固定双边 taker 费;不含资金费)."""
     try:
         entry = float(entry_price)
     except (TypeError, ValueError):
@@ -2465,6 +2472,7 @@ def calc_pnl_from_closing_trades(direction, entry_price, trades, exchange_symbol
             contract_size = 1.0
     pnl = 0.0
     qty = 0.0
+    notional_close = 0.0
     for t in trades:
         try:
             price = float(t.get("price") or 0)
@@ -2474,13 +2482,22 @@ def calc_pnl_from_closing_trades(direction, entry_price, trades, exchange_symbol
         if price <= 0 or amount <= 0:
             continue
         qty += amount
+        notional_close += amount * price
         if direction == "short":
             pnl += amount * (entry - price)
         else:
             pnl += amount * (price - entry)
     if qty <= 0:
         return None
-    return round(pnl, FUNDS_DECIMALS)
+    exit_px = (notional_close / qty) if qty > 0 else entry
+    try:
+        from lib.trade.trade_fee_lib import net_pnl_after_fee
+
+        # amount 已乘 contractSize,此处面值用 1
+        net = net_pnl_after_fee(pnl, entry, exit_px, qty, 1.0)
+        return round(float(net), FUNDS_DECIMALS) if net is not None else round(pnl, FUNDS_DECIMALS)
+    except Exception:
+        return round(pnl, FUNDS_DECIMALS)
 
 
 def resolve_trade_pnl_amount(
@@ -2535,10 +2552,31 @@ def resolve_trade_pnl_amount(
         ex_sym, direction, open_ms, close_ms, closing_trades=closing_trades
     )
     if net is not None:
+        # income 已含真实手续费,直接用.
         return net, exit_price, eo, ec, sync_key
     if closing_trades:
         trade_pnl = calc_binance_realized_pnl_from_trades(closing_trades)
         if trade_pnl is not None:
+            # fill.realizedPnl 通常不含 commission,补固定双边费.
+            try:
+                from lib.trade.trade_fee_lib import net_pnl_after_fee
+
+                entry = float(entry_price or 0)
+                exit_p = float(exit_price or entry or 0)
+                if entry > 0 and exit_p > 0:
+                    open_n = get_plan_notional_usdt(row)
+                    if open_n is None:
+                        margin = row["margin_capital"] if hasattr(row, "keys") else row.get("margin_capital")
+                        lev = row["leverage"] if hasattr(row, "keys") else row.get("leverage")
+                        try:
+                            open_n = float(margin or 0) * float(lev or 1)
+                        except (TypeError, ValueError):
+                            open_n = None
+                    adj = net_pnl_after_fee(trade_pnl, entry, exit_p, open_notional=open_n)
+                    if adj is not None:
+                        trade_pnl = adj
+            except Exception:
+                pass
             return trade_pnl, exit_price, None, None, None
         fill_pnl = calc_pnl_from_closing_trades(direction, entry_price, closing_trades, ex_sym)
         if fill_pnl is not None: