fix(hub): align Binance chart ticks and improve monitor mark price

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

hub_kline_store.py

@@ -15,6 +15,8 @@ from hub_ohlcv_lib import (
     format_price_by_tick,
     last_closed_bar_open_ms,
     normalize_chart_timeframe,
+    normalize_price_tick,
+    round_ohlcv_bars_to_tick,
     window_start_ms,
 )
 
@@ -73,6 +75,72 @@ def init_db(db_path: Path | None = None) -> None:
             ON ohlcv_bars (exchange_key, symbol, timeframe, open_time_ms)
             """
         )
+        conn.execute(
+            """
+            CREATE TABLE IF NOT EXISTS ohlcv_symbol_meta (
+                exchange_key TEXT NOT NULL,
+                symbol TEXT NOT NULL,
+                price_tick REAL,
+                updated_at INTEGER NOT NULL,
+                PRIMARY KEY (exchange_key, symbol)
+            )
+            """
+        )
+    finally:
+        conn.close()
+
+
+def save_symbol_price_tick(
+    exchange_key: str,
+    symbol: str,
+    price_tick: float | None,
+    db_path: Path | None = None,
+) -> None:
+    tick = price_tick
+    if tick is None:
+        return
+    try:
+        t = float(tick)
+    except (TypeError, ValueError):
+        return
+    if t <= 0:
+        return
+    ex_k = (exchange_key or "").strip().lower()
+    sym = (symbol or "").strip().upper()
+    conn = _connect(db_path)
+    try:
+        conn.execute(
+            """
+            INSERT INTO ohlcv_symbol_meta (exchange_key, symbol, price_tick, updated_at)
+            VALUES (?,?,?,?)
+            ON CONFLICT(exchange_key, symbol) DO UPDATE SET
+                price_tick=excluded.price_tick,
+                updated_at=excluded.updated_at
+            """,
+            (ex_k, sym, t, int(time.time())),
+        )
+    finally:
+        conn.close()
+
+
+def load_symbol_price_tick(
+    exchange_key: str,
+    symbol: str,
+    db_path: Path | None = None,
+) -> float | None:
+    ex_k = (exchange_key or "").strip().lower()
+    sym = (symbol or "").strip().upper()
+    conn = _connect(db_path)
+    try:
+        row = conn.execute(
+            "SELECT price_tick FROM ohlcv_symbol_meta WHERE exchange_key=? AND symbol=?",
+            (ex_k, sym),
+        ).fetchone()
+        if not row or row["price_tick"] is None:
+            return None
+        return float(row["price_tick"])
+    except (TypeError, ValueError):
+        return None
     finally:
         conn.close()
 
@@ -273,6 +341,8 @@ def resolve_chart_bars(
         if remote.get("ok") and remote.get("bars"):
             fetched = upsert_bars(ex_k, sym, tf, remote["bars"], db_path)
             price_tick = remote.get("price_tick")
+            if price_tick is not None:
+                save_symbol_price_tick(ex_k, sym, price_tick, db_path)
             db_rows = load_bars_range(ex_k, sym, tf, fetch_start_ms, now_ms, db_path)
         else:
             remote_err = remote.get("msg") or remote.get("error") or "实例拉取 K 线失败"
@@ -282,6 +352,8 @@ def resolve_chart_bars(
     if len(db_rows) > need:
         db_rows = db_rows[-need:]
 
+    if price_tick is None:
+        price_tick = load_symbol_price_tick(ex_k, sym, db_path)
     if price_tick is None:
         try:
             tick_probe = remote_fetch(
@@ -292,9 +364,15 @@ def resolve_chart_bars(
             )
             if tick_probe.get("ok"):
                 price_tick = tick_probe.get("price_tick")
+                if price_tick is not None:
+                    save_symbol_price_tick(ex_k, sym, price_tick, db_path)
         except Exception:
             pass
 
+    price_tick = normalize_price_tick(price_tick)
+    if db_rows and price_tick is not None:
+        round_ohlcv_bars_to_tick(db_rows, price_tick)
+
     candles = _to_chart_candles(db_rows)
     if not candles:
         return {"ok": False, "msg": remote_err or "无 K 线数据", "purged": purged}

hub_ohlcv_lib.py

@@ -85,6 +85,75 @@ def chart_fetch_start_ms(timeframe: str, need: int, now_ms: int | None = None) -
     return max(0, now - max(1, int(need)) * period)
 
 
+def _positive_float(value: Any) -> Optional[float]:
+    if value in (None, ""):
+        return None
+    try:
+        v = float(value)
+    except (TypeError, ValueError):
+        return None
+    return v if v > 0 else None
+
+
+def _price_tick_from_market_info(info: dict) -> Optional[float]:
+    """从 market.info 解析 tick（含币安 PRICE_FILTER.filters）。"""
+    for key in ("tickSize", "tickSz", "price_increment", "order_price_round", "quote_increment"):
+        v = _positive_float(info.get(key))
+        if v is not None:
+            return v
+
+    for key in ("pricePrecision", "price_precision"):
+        raw = info.get(key)
+        if raw in (None, ""):
+            continue
+        try:
+            p = float(raw)
+        except (TypeError, ValueError):
+            continue
+        if p >= 1 and abs(p - round(p)) < 1e-9 and p <= 12:
+            return 10 ** (-int(p))
+        if 0 < p < 1:
+            return p
+
+    filters = info.get("filters")
+    if isinstance(filters, list):
+        for f in filters:
+            if not isinstance(f, dict):
+                continue
+            if str(f.get("filterType") or "").upper() != "PRICE_FILTER":
+                continue
+            v = _positive_float(f.get("tickSize"))
+            if v is not None:
+                return v
+    return None
+
+
+def round_price_to_tick(value: Any, tick: Optional[float]) -> Optional[float]:
+    """按交易所 tick 对齐价格（K 线/标记线与坐标轴一致）。"""
+    t = normalize_price_tick(tick)
+    if t is None:
+        return None
+    try:
+        v = float(value)
+    except (TypeError, ValueError):
+        return None
+    n = round(v / t) * t
+    d = _decimals_from_tick(t)
+    return float(f"{n:.{d}f}")
+
+
+def round_ohlcv_bars_to_tick(bars: list[dict[str, Any]], tick: Optional[float]) -> None:
+    t = normalize_price_tick(tick)
+    if t is None:
+        return
+    for b in bars:
+        for key in ("open", "high", "low", "close"):
+            if key in b:
+                rounded = round_price_to_tick(b.get(key), t)
+                if rounded is not None:
+                    b[key] = rounded
+
+
 def price_tick_from_market(exchange, exchange_symbol: str) -> Optional[float]:
     """最小价格变动单位（与交易所 tick / price_to_precision 一致）。"""
     try:
@@ -96,14 +165,9 @@ def price_tick_from_market(exchange, exchange_symbol: str) -> Optional[float]:
 
     info = market.get("info") or {}
     if isinstance(info, dict):
-        for key in ("tickSize", "tickSz", "price_increment", "order_price_round", "quote_increment"):
+        tick = _price_tick_from_market_info(info)
-            if info.get(key) not in (None, ""):
+        if tick is not None:
-                try:
+            return tick
-                    v = float(info[key])
-                    if v > 0:
-                        return v
-                except (TypeError, ValueError):
-                    pass
 
     limits = market.get("limits") or {}
     price_limits = limits.get("price") or {}
@@ -434,6 +498,7 @@ def fetch_ohlcv_for_hub(
             return {"ok": False, "msg": "交易所未返回 K 线"}
 
         tick = normalize_price_tick(price_tick_from_market(exchange, ex_sym))
+        round_ohlcv_bars_to_tick(merged, tick)
 
         return {
             "ok": True,

manual_trading_hub/agent.py

@@ -416,9 +416,43 @@ def _position_mark_price(p: dict[str, Any]) -> float | None:
     for key in (
         p.get("markPrice"),
         p.get("mark_price"),
+        p.get("mark"),
         info.get("markPx"),
         info.get("mark_price"),
         info.get("markPrice"),
+        info.get("last"),
+        info.get("lastPrice"),
+    ):
+        px = _finite_or_none(key)
+        if px is not None and px > 0:
+            return px
+    contracts = _position_contracts(p)
+    if abs(contracts) >= 1e-12:
+        notional = _finite_or_none(p.get("notional"))
+        if notional is not None and abs(notional) > 0:
+            return abs(notional) / abs(contracts)
+    return None
+
+
+def _ticker_mark_price(ex: Any, symbol: str) -> float | None:
+    """持仓行无 mark 时，用 ticker 补标记价（last/mark）。"""
+    sym = (symbol or "").strip()
+    if not sym:
+        return None
+    try:
+        t = ex.fetch_ticker(sym)
+    except Exception:
+        return None
+    if not isinstance(t, dict):
+        return None
+    info = t.get("info") if isinstance(t.get("info"), dict) else {}
+    for key in (
+        t.get("mark"),
+        t.get("last"),
+        t.get("close"),
+        info.get("markPrice"),
+        info.get("mark_price"),
+        info.get("markPx"),
     ):
         px = _finite_or_none(key)
         if px is not None and px > 0:
@@ -602,6 +636,8 @@ def _status_inner(x_control_token: str | None) -> Any:
         entry_f = _position_entry_price(p)
         _, entry_fmt, price_tick = _position_price_fmt(ex, sym, entry_f)
         mark_f = _position_mark_price(p)
+        if mark_f is None and sym:
+            mark_f = _ticker_mark_price(ex, sym)
         _, mark_fmt, mark_tick = _position_price_fmt(ex, sym, mark_f)
         if price_tick is None and mark_tick is not None:
             price_tick = mark_tick

manual_trading_hub/static/chart.js

@@ -949,9 +949,11 @@
     }
     specs.forEach(function (s) {
       if (s.price == null || !Number.isFinite(Number(s.price))) return;
+      const px = roundToTick(s.price);
+      if (px == null || !Number.isFinite(Number(px))) return;
       positionLines.push(
         candleSeries.createPriceLine({
-          price: Number(s.price),
+          price: Number(px),
           color: s.color,
           lineWidth: 1,
           lineStyle: 2,
@@ -1009,30 +1011,52 @@
     return Math.max(0, Math.min(12, Math.round(-Math.log10(minMove))));
   }
 
-  const SAFE_PRICE_FORMAT = { type: "price", precision: 4, minMove: 0.0001, base: 10000 };
+  const SAFE_PRICE_FORMAT = { type: "price", precision: 4, minMove: 0.0001 };
 
   function tickToPriceFormat(tick) {
     try {
       if (tick == null || !Number.isFinite(Number(tick)) || Number(tick) <= 0) {
-        return { type: "price", precision: 2, minMove: 0.01, base: 100 };
+        return { type: "price", precision: 2, minMove: 0.01 };
       }
-      const raw = Number(tick);
+      const minMove = Number(tick);
-      if (raw >= 1) {
+      let prec = decimalsFromTick(minMove);
-        return { type: "price", precision: 0, minMove: 1 };
-      }
-      let prec = decimalsFromTick(raw);
       if (prec == null || prec < 0) prec = 4;
-      prec = Math.min(8, Math.max(0, Math.floor(prec)));
+      prec = Math.min(12, Math.max(0, Math.floor(prec)));
-      const base = Math.pow(10, prec);
+      return { type: "price", precision: prec, minMove: minMove };
-      if (!Number.isFinite(base) || base < 1 || base > 1e12) {
-        return SAFE_PRICE_FORMAT;
-      }
-      return { type: "price", precision: prec, minMove: 1 / base, base: base };
     } catch (e) {
       return SAFE_PRICE_FORMAT;
     }
   }
 
+  function roundToTick(v) {
+    if (v == null || Number.isNaN(Number(v))) return v;
+    const n = Number(v);
+    const tick = priceTick;
+    if (tick == null || !Number.isFinite(Number(tick)) || Number(tick) <= 0) return n;
+    const t = Number(tick);
+    const rounded = Math.round(n / t) * t;
+    const dec = decimalsFromTick(t);
+    if (dec == null) return rounded;
+    return parseFloat(rounded.toFixed(dec));
+  }
+
+  function alignCandlesToTick(candles) {
+    if (!Array.isArray(candles) || !candles.length) return candles || [];
+    if (priceTick == null || !Number.isFinite(Number(priceTick)) || Number(priceTick) <= 0) {
+      return candles;
+    }
+    return candles.map(function (c) {
+      return {
+        time: c.time,
+        open: roundToTick(c.open),
+        high: roundToTick(c.high),
+        low: roundToTick(c.low),
+        close: roundToTick(c.close),
+        volume: c.volume,
+      };
+    });
+  }
+
   function applyPriceFormatToSeries(series, pf) {
     if (!series || !series.applyOptions) return;
     try {
@@ -1065,7 +1089,8 @@
 
   function fmtPrice(v) {
     if (v == null || Number.isNaN(Number(v))) return "-";
-    const n = Number(v);
+    const aligned = roundToTick(v);
+    const n = Number(aligned);
     if (n === 0) return "0";
     const dec = decimalsFromTick(priceTick);
     if (dec != null) return n.toFixed(dec);
@@ -1172,7 +1197,7 @@
     if (!bar || bar.close == null) return;
     const up = Number(bar.close) >= Number(bar.open);
     currentPriceLine = candleSeries.createPriceLine({
-      price: Number(bar.close),
+      price: Number(roundToTick(bar.close)),
       color: up ? "#00ff9d" : "#ff4d6d",
       lineWidth: 1,
       lineStyle: 2,
@@ -1416,7 +1441,7 @@
 
     rangeMarkers.push(
       candleSeries.createPriceLine({
-        price: Number(hi.high),
+        price: Number(roundToTick(hi.high)),
         color: "#ffb84d",
         lineWidth: 1,
         lineStyle: 2,
@@ -1426,7 +1451,7 @@
     );
     rangeMarkers.push(
       candleSeries.createPriceLine({
-        price: Number(lo.low),
+        price: Number(roundToTick(lo.low)),
         color: "#4cd97f",
         lineWidth: 1,
         lineStyle: 2,
@@ -1535,7 +1560,7 @@
         priceTick = null;
         applyChartPriceFormat();
       }
-      lastCandles = data.candles;
+      lastCandles = alignCandlesToTick(data.candles);
       indexCandles(lastCandles);
       candleSeries.setData(lastCandles);
       volumeSeries.setData(buildVolumeData(lastCandles));

manual_trading_hub/static/index.html

@@ -244,7 +244,7 @@
 
   <div id="toast"></div>
   <script src="https://unpkg.com/lightweight-charts@4.2.0/dist/lightweight-charts.standalone.production.js"></script>
-  <script src="/assets/chart.js?v=20260528-hub-no-30m"></script>
+  <script src="/assets/chart.js?v=20260603-hub-binance-tick"></script>
-  <script src="/assets/app.js?v=20260603-hub-mark-price"></script>
+  <script src="/assets/app.js?v=20260604-hub-mark-price2"></script>
 </body>
 </html>

tests/test_hub_agent_mark_price.py

@@ -8,7 +8,7 @@ from pathlib import Path
 ROOT = Path(__file__).resolve().parents[1]
 sys.path.insert(0, str(ROOT / "manual_trading_hub"))
 
-from agent import _position_mark_price  # noqa: E402
+from agent import _position_mark_price, _ticker_mark_price  # noqa: E402
 
 
 class TestHubAgentMarkPrice(unittest.TestCase):
@@ -27,6 +27,18 @@ class TestHubAgentMarkPrice(unittest.TestCase):
     def test_missing_returns_none(self):
         self.assertIsNone(_position_mark_price({"info": {}}))
 
+    def test_infer_from_notional_and_contracts(self):
+        p = {"notional": 1000, "contracts": 10, "info": {}}
+        px = _position_mark_price(p)
+        self.assertAlmostEqual(px, 100.0)
+
+    def test_ticker_fallback(self):
+        class _Ex:
+            def fetch_ticker(self, sym):
+                return {"mark": 99.5, "info": {}}
+
+        self.assertAlmostEqual(_ticker_mark_price(_Ex(), "BTC/USDT:USDT"), 99.5)
+
 
 if __name__ == "__main__":
     unittest.main()

tests/test_hub_ohlcv_lib.py

@@ -54,6 +54,35 @@ class TestHubOhlcvLib(unittest.TestCase):
         )
         self.assertAlmostEqual(tick, 0.01)
 
+    def test_price_tick_from_binance_price_filter(self):
+        class _Ex:
+            markets = {
+                "BTC/USDT:USDT": {
+                    "precision": {"price": 2},
+                    "info": {
+                        "filters": [
+                            {"filterType": "PRICE_FILTER", "tickSize": "0.10"},
+                            {"filterType": "LOT_SIZE", "stepSize": "0.001"},
+                        ]
+                    },
+                    "limits": {},
+                }
+            }
+
+            def load_markets(self):
+                return self.markets
+
+            def market(self, sym):
+                return self.markets[sym]
+
+            def price_to_precision(self, sym, price):
+                return "12345.6"
+
+        from hub_ohlcv_lib import price_tick_from_market
+
+        tick = price_tick_from_market(_Ex(), "BTC/USDT:USDT")
+        self.assertAlmostEqual(tick, 0.10)
+
     def test_price_tick_from_info_tick_size(self):
         class _Ex:
             markets = {