修复审计P1：基数纠偏用开仓止损并清空币数量、Gate保证金/手动平仓成交价/全仓实盘空仓校验、OKX·Binance占位函数、快照超时。

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

crypto_monitor_gate/app.py

@@ -2922,6 +2922,39 @@ def get_active_position_count(conn):
     return int(conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0])
 
 
+def count_nonzero_live_exchange_positions():
+    """交易所非零持仓条数;API 不可用时返回 None(不阻断,仅 DB 判定)."""
+    if not exchange_private_api_configured():
+        return None
+    try:
+        ensure_markets_loaded()
+        rows = exchange.fetch_positions(None, {"settle": "usdt"}) or []
+    except Exception:
+        try:
+            rows = exchange.fetch_positions() or []
+        except Exception:
+            return None
+    n = 0
+    for p in rows or []:
+        try:
+            if _position_row_effective_contracts(p) > 0:
+                n += 1
+        except Exception:
+            continue
+    return n
+
+
+def full_margin_flat_check(conn):
+    """全仓复利开仓前:本地监控仓 + 交易所实盘仓均须为空."""
+    ok, msg = full_margin_requires_flat_position(get_active_position_count(conn))
+    if not ok:
+        return ok, msg
+    ex_n = count_nonzero_live_exchange_positions()
+    if ex_n is not None and ex_n > 0:
+        return False, "交易所仍有持仓,全仓杠杆模式请先平仓后再开"
+    return True, ""
+
+
 def clear_key_sizing_snapshot_if_flat(conn, session_date):
     if get_active_position_count(conn) > 0:
         return
@@ -3770,17 +3803,19 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
         return None
     p = position
     info = p.get("info", {}) or {}
-    # Gate 全仓:ccxt 的 initialMargin 常为空;collateral 来自 API 的 margin,与 App「保证金」一致
-    initial = _coerce_float(p.get("collateral"), p.get("initialMargin"), p.get("margin"))
+    # 与 Binance 对齐:优先 initialMargin;collateral 常含未实现盈亏,仅作末位兜底
+    initial = _coerce_float(p.get("initialMargin"), p.get("margin"))
     if initial is None or initial <= 0:
         initial = _coerce_float(
-            info.get("margin"),
+            info.get("initial_margin"),
             info.get("cross_margin"),
             info.get("iso_margin"),
-            info.get("initial_margin"),
             info.get("position_margin"),
             info.get("initialMargin"),
+            info.get("margin"),
         )
+    if initial is None or initial <= 0:
+        initial = _coerce_float(p.get("collateral"))
     notional = _coerce_float(p.get("notional"), p.get("notionalValue"))
     if notional is None or notional <= 0:
         notional = _coerce_float(info.get("value"))
@@ -5354,7 +5389,7 @@ def _add_trigger_entry_key_monitor(
     if not ok_intent:
         return False, intent_msg
     if is_full_margin_mode(POSITION_SIZING_MODE):
-        ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
+        ok_flat, flat_msg = full_margin_flat_check(conn)
         if not ok_flat:
             return False, flat_msg
         if count_pending_trigger_entries(conn, trading_day) > 0:
@@ -5503,7 +5538,7 @@ def _market_open_for_trigger_entry(
 
     risk_percent = max(0.01, float(RISK_PERCENT))
     if is_full_margin_mode(POSITION_SIZING_MODE):
-        ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
+        ok_flat, flat_msg = full_margin_flat_check(conn)
         if not ok_flat:
             return False, flat_msg, None
         leverage = leverage_for_full_margin(symbol, BTC_LEVERAGE, ALT_LEVERAGE)
@@ -8662,7 +8697,7 @@ def add_order():
     risk_percent = max(0.01, float(RISK_PERCENT))
     risk_amount = round(capital_base * risk_percent / 100.0, 2)
     if is_full_margin_mode(POSITION_SIZING_MODE):
-        ok_flat, flat_msg = full_margin_requires_flat_position(get_active_position_count(conn))
+        ok_flat, flat_msg = full_margin_flat_check(conn)
         if not ok_flat:
             conn.close()
             flash(flat_msg)
@@ -9152,21 +9187,43 @@ def del_order(id):
         return redirect("/")
     if row["status"] == "active":
         try:
-            p = get_price(row["symbol"]) or float(row["trigger_price"])
             opened_at = get_opened_at_value(row)
+            opened_at_ms = _to_ms_with_fallback(
+                row["opened_at_ms"] if "opened_at_ms" in row.keys() else None, opened_at
+            )
+            margin_capital = row["margin_capital"] or DAILY_START_CAPITAL
+            leverage = row["leverage"] or infer_leverage(row["symbol"])
+            close_resp = close_exchange_order(row)
+            close_order_id = close_resp.get("id", "")
+            cancel_gate_swap_trigger_orders(row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"]))
+            exit_p = extract_trade_price_from_order(close_resp)
             closed_at = app_now_str()
-            hold_seconds = calc_hold_seconds(opened_at, app_now())
+            if not exit_p or float(exit_p) <= 0:
+                tr_fill = fetch_latest_closing_fill(
+                    row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"]),
+                    row["direction"],
+                    opened_at,
+                    opened_at_ms=opened_at_ms,
+                )
+                if tr_fill and tr_fill.get("price"):
+                    try:
+                        exit_p = float(tr_fill["price"])
+                    except (TypeError, ValueError):
+                        exit_p = None
+                    ts = tr_fill.get("timestamp")
+                    if ts:
+                        closed_at = ms_to_app_local_str(int(ts))
+            p = exit_p or get_price(row["symbol"]) or float(row["trigger_price"])
+            closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
+            hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
             pnl_amount = calc_pnl(
                 row["direction"],
                 row["trigger_price"],
                 p,
-                row["margin_capital"] or DAILY_START_CAPITAL,
-                row["leverage"] or infer_leverage(row["symbol"])
+                margin_capital,
+                leverage,
             )
-            close_resp = close_exchange_order(row)
-            close_order_id = close_resp.get("id", "")
-            cancel_gate_swap_trigger_orders(row["exchange_symbol"] or normalize_exchange_symbol(row["symbol"]))
-            session_date = row["session_date"] or get_trading_day()
+            session_date = row["session_date"] or get_trading_day(closed_at_dt)
             session_capital = update_session_capital(conn, session_date, pnl_amount)
             row_snap = conn.execute("SELECT * FROM order_monitors WHERE id=?", (id,)).fetchone() or row
             insert_trade_record(