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>

lib/strategy/strategy_roll_lib.py

@@ -143,8 +143,16 @@ def reward_at_tp_usdt(
     cs = float(contract_size or 1.0)
     direction = (direction or "long").strip().lower()
     if direction == "short":
-        return (float(avg) - float(take_profit)) * float(qty) * cs
-    return (float(take_profit) - float(avg)) * float(qty) * cs
+        gross = (float(avg) - float(take_profit)) * float(qty) * cs
+    else:
+        gross = (float(take_profit) - float(avg)) * float(qty) * cs
+    try:
+        from lib.trade.trade_fee_lib import net_pnl_after_fee
+
+        net = net_pnl_after_fee(gross, avg, take_profit, qty, cs)
+        return float(net) if net is not None else gross
+    except Exception:
+        return gross
 
 
 def roll_fib_trigger_crossed(

lib/strategy/strategy_roll_ui_lib.py

@@ -16,7 +16,7 @@ def reward_at_tp_usdt(
     *,
     contract_size: float = 1.0,
 ) -> Optional[float]:
-    """与 strategy_roll_lib.preview_roll 一致:线性合约 U 本位盈利."""
+    """与 strategy_roll_lib.preview_roll 一致:线性合约 U 本位净盈利(扣双边 taker 费)."""
     try:
         avg = float(avg_entry)
         tp = float(take_profit)
@@ -28,8 +28,16 @@ def reward_at_tp_usdt(
         return None
     direction = (direction or "long").strip().lower()
     if direction == "short":
-        return (avg - tp) * q * cs
-    return (tp - avg) * q * cs
+        gross = (avg - tp) * q * cs
+    else:
+        gross = (tp - avg) * q * cs
+    try:
+        from lib.trade.trade_fee_lib import net_pnl_after_fee
+
+        net = net_pnl_after_fee(gross, avg, tp, q, cs)
+        return net
+    except Exception:
+        return gross
 
 
 def leg_fill_price(leg: dict) -> Optional[float]:

lib/strategy/strategy_trend_lib.py

@@ -306,13 +306,19 @@ def calc_tp_profit_usdt(
     contracts: float,
     contract_size: float = 1.0,
 ) -> Optional[float]:
-    """到达止盈价时,按累计张数与加仓后均价的盈利 U."""
+    """到达止盈价时,按累计张数与加仓后均价的净盈利 U(扣双边 taker 费)."""
     try:
         from lib.hub.hub_position_metrics import estimate_linear_swap_upnl_usdt
+        from lib.trade.trade_fee_lib import net_pnl_after_fee
 
-        return estimate_linear_swap_upnl_usdt(
+        gross = estimate_linear_swap_upnl_usdt(
             direction, float(avg_entry), float(take_profit_price), float(contracts), float(contract_size)
         )
+        if gross is None:
+            return None
+        return net_pnl_after_fee(
+            gross, avg_entry, take_profit_price, contracts, contract_size
+        )
     except (TypeError, ValueError):
         return None