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_binance/app.py

@@ -4277,6 +4277,11 @@ def get_live_position_exchange_metrics(exchange_symbol, direction):
     return parse_ccxt_position_metrics(p)
 
 
+def try_persist_exchange_margin_for_order(conn, order_id, exchange_symbol, direction, order_leverage=None, max_attempts=6, sleep_s=0.45):
+    """Binance 暂无 order_monitors.exchange_margin_usdt 列;占位避免开仓后 NameError."""
+    return False
+
+
 def opened_at_str_to_ms(opened_at_str):
     if not opened_at_str:
         return None

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
+    # 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("collateral"), p.get("initialMargin"), p.get("margin"))
+    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,
+                margin_capital,
-                row["leverage"] or infer_leverage(row["symbol"])
+                leverage,
             )
-            close_resp = close_exchange_order(row)
+            session_date = row["session_date"] or get_trading_day(closed_at_dt)
-            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_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(

crypto_monitor_okx/app.py

@@ -3106,13 +3106,16 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
         return None
     p = position
     info = p.get("info", {}) or {}
-    initial = _coerce_float(p.get("collateral"), p.get("initialMargin"), p.get("margin"))
+    # 优先 initialMargin;collateral 常含未实现,仅作兜底
+    initial = _coerce_float(p.get("initialMargin"), p.get("margin"))
     if initial is None or initial <= 0:
         initial = _coerce_float(
             info.get("margin"),
             info.get("imr"),
             info.get("initial_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("notionalUsd"), info.get("notional"))
@@ -3136,6 +3139,26 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
     )
     mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("markPx"))
     out = {}
+    try:
+        contracts = abs(float(p.get("contracts") or info.get("pos") or 0))
+    except (TypeError, ValueError):
+        contracts = 0.0
+    coin_amt = None
+    if contracts > 0:
+        try:
+            sym0 = (p.get("symbol") or "").strip()
+            cs0 = float(get_contract_size(sym0)) if sym0 else 1.0
+            coin_amt = contracts * cs0 if cs0 > 0 else None
+        except Exception:
+            coin_amt = None
+    from lib.trade.trade_margin_record_lib import sanitize_exchange_initial_margin
+
+    initial = sanitize_exchange_initial_margin(
+        initial,
+        notional=notional,
+        order_leverage=order_leverage,
+        coin_amount=coin_amt,
+    )
     if initial is not None and initial > 0:
         out["initial_margin"] = round(initial, FUNDS_DECIMALS)
     if notional is not None and notional > 0:
@@ -3410,6 +3433,11 @@ def get_live_position_exchange_metrics(exchange_symbol, direction, order_leverag
     return parse_ccxt_position_metrics(prow, order_leverage=order_leverage)
 
 
+def try_persist_exchange_margin_for_order(conn, order_id, exchange_symbol, direction, order_leverage=None, max_attempts=6, sleep_s=0.45):
+    """OKX 暂无 order_monitors.exchange_margin_usdt 列;占位避免开仓后 NameError."""
+    return False
+
+
 def opened_at_str_to_ms(opened_at_str):
     if not opened_at_str:
         return None

lib/instance/records_list_lib.py

@@ -13,10 +13,10 @@ def enrich_trade_price_displays(
     if not isinstance(item, dict):
         return item
     try:
-        from lib.trade.trade_margin_record_lib import repair_stored_margin_capital
+        from lib.trade.trade_margin_record_lib import apply_repaired_margin_capital
 
-        fixed = repair_stored_margin_capital(
+        apply_repaired_margin_capital(
-            item.get("margin_capital"),
+            item,
             trigger_price=item.get("trigger_price"),
             leverage=item.get("leverage"),
             symbol=item.get("symbol"),
@@ -24,8 +24,6 @@ def enrich_trade_price_displays(
             initial_stop_loss=item.get("initial_stop_loss"),
             risk_amount=item.get("risk_amount"),
         )
-        if fixed is not None:
-            item["margin_capital"] = fixed
     except Exception:
         pass
     if not format_price_fn:

lib/instance/templates/embed_boot_scripts.html

@@ -1173,6 +1173,17 @@ function accountSnapshotFundingMissing(data){
     return !hasFunding && !hasTotal && !hasTrading;
 }
 let accountSnapshotRetryCount = 0;
+let accountSnapshotInflight = false;
+let priceSnapshotInflight = false;
+
+function fetchJsonWithTimeout(url, timeoutMs) {
+  const ms = timeoutMs != null ? timeoutMs : 25000;
+  const ac = new AbortController();
+  const timer = setTimeout(function () { ac.abort(); }, ms);
+  return fetch(url, { signal: ac.signal, credentials: "same-origin" })
+    .then(function (r) { return r.json(); })
+    .finally(function () { clearTimeout(timer); });
+}
 function applyAccountSnapshot(data){
     if(!data || typeof data !== "object") return;
     if(typeof data.show_perp_funds !== "undefined"){
@@ -1263,8 +1274,10 @@ function applyAccountSnapshot(data){
 }
 function refreshAccountSnapshot(opts){
     const options = opts || {};
+    if(accountSnapshotInflight && !options.force) return;
+    accountSnapshotInflight = true;
     const qs = options.force ? "?force=1" : "";
-    fetch("/api/account_snapshot" + qs).then(r=>r.json()).then(data=>{
+    fetchJsonWithTimeout("/api/account_snapshot" + qs, 25000).then(data=>{
         applyAccountSnapshot(data);
         if(accountSnapshotFundingMissing(data) && !options.force && accountSnapshotRetryCount < 3){
             accountSnapshotRetryCount += 1;
@@ -1277,7 +1290,7 @@ function refreshAccountSnapshot(opts){
             accountSnapshotRetryCount += 1;
             setTimeout(() => refreshAccountSnapshot({ silent: true }), 1200 * accountSnapshotRetryCount);
         }
-    });
+    }).finally(()=>{ accountSnapshotInflight = false; });
 }
 
 const orderSymbolEl = document.getElementById("order-symbol");
@@ -1419,8 +1432,10 @@ refreshOrderDefaults();
 if(typeof initOrderEntryModelSelect === "function") initOrderEntryModelSelect();
 refreshPriceSnapshotConditional();
 function refreshPriceSnapshotConditional(){
+    if(priceSnapshotInflight) return;
+    priceSnapshotInflight = true;
     const page = document.body.getAttribute("data-page") || "";
-    fetch("/api/price_snapshot").then(r=>r.json()).then(data=>{
+    fetchJsonWithTimeout("/api/price_snapshot", 25000).then(data=>{
         const updatedEl = document.getElementById("price-last-updated");
         if(data.updated_at && updatedEl) updatedEl.innerText = data.updated_at;
         if(data.force_close && window.TimeCloseUI && TimeCloseUI.paintForceCloseHeader){
@@ -1474,7 +1489,7 @@ function refreshPriceSnapshotConditional(){
         } else if (typeof data.options_unrealized_pnl !== "undefined") {
             paintRealtimePnlFromSnapshot(data);
         }
-    }).catch(()=>{});
+    }).catch(()=>{}).finally(()=>{ priceSnapshotInflight = false; });
 }
 function formatLiveHoldDurationFromMs(openedMs, nowMs){
     if(openedMs == null || openedMs === "" || !Number.isFinite(Number(openedMs))) return "—";

lib/instance/templates/index.html

@@ -1654,6 +1654,17 @@ function accountSnapshotFundingMissing(data){
     return !hasFunding && !hasTotal && !hasTrading;
 }
 let accountSnapshotRetryCount = 0;
+let accountSnapshotInflight = false;
+let priceSnapshotInflight = false;
+
+function fetchJsonWithTimeout(url, timeoutMs) {
+  const ms = timeoutMs != null ? timeoutMs : 25000;
+  const ac = new AbortController();
+  const timer = setTimeout(function () { ac.abort(); }, ms);
+  return fetch(url, { signal: ac.signal, credentials: "same-origin" })
+    .then(function (r) { return r.json(); })
+    .finally(function () { clearTimeout(timer); });
+}
 function applyAccountSnapshot(data){
     if(!data || typeof data !== "object") return;
     if(typeof data.show_perp_funds !== "undefined"){
@@ -1753,8 +1764,10 @@ function applyAccountSnapshot(data){
 }
 function refreshAccountSnapshot(opts){
     const options = opts || {};
+    if(accountSnapshotInflight && !options.force) return;
+    accountSnapshotInflight = true;
     const qs = options.force ? "?force=1" : "";
-    fetch("/api/account_snapshot" + qs).then(r=>r.json()).then(data=>{
+    fetchJsonWithTimeout("/api/account_snapshot" + qs, 25000).then(data=>{
         applyAccountSnapshot(data);
         if(accountSnapshotFundingMissing(data) && !options.force && accountSnapshotRetryCount < 3){
             accountSnapshotRetryCount += 1;
@@ -1767,7 +1780,7 @@ function refreshAccountSnapshot(opts){
             accountSnapshotRetryCount += 1;
             setTimeout(() => refreshAccountSnapshot({ silent: true }), 1200 * accountSnapshotRetryCount);
         }
-    });
+    }).finally(()=>{ accountSnapshotInflight = false; });
 }
 
 {% if ui_open_guard_enabled %}
@@ -1925,8 +1938,10 @@ refreshOrderDefaults();
 refreshPriceSnapshotConditional();
 setInterval(refreshAccountSnapshot, {{ balance_refresh_seconds * 1000 }});
 function refreshPriceSnapshotConditional(){
+    if(priceSnapshotInflight) return;
+    priceSnapshotInflight = true;
     const page = document.body.getAttribute("data-page") || "";
-    fetch("/api/price_snapshot").then(r=>r.json()).then(data=>{
+    fetchJsonWithTimeout("/api/price_snapshot", 25000).then(data=>{
         const updatedEl = document.getElementById("price-last-updated");
         if(data.updated_at && updatedEl) updatedEl.innerText = data.updated_at;
         if(data.force_close && window.TimeCloseUI && TimeCloseUI.paintForceCloseHeader){
@@ -2000,7 +2015,7 @@ function refreshPriceSnapshotConditional(){
         } else if (typeof data.options_unrealized_pnl !== "undefined") {
             paintRealtimePnlFromSnapshot(data);
         }
-    }).catch(()=>{});
+    }).catch(()=>{}).finally(()=>{ priceSnapshotInflight = false; });
 }
 function formatLiveHoldDurationFromMs(openedMs, nowMs){
     if(openedMs == null || openedMs === "" || !Number.isFinite(Number(openedMs))) return "—";

lib/trade/trade_margin_record_lib.py

@@ -134,6 +134,12 @@ def resolve_trade_record_margin_usdt(
     """写入 trade_records.基数:计划保证金优先于异常交易所快照;禁止币×价÷杠杆虚增."""
     plan = _pos_float(plan_margin_capital)
     ex = _pos_float(exchange_margin_usdt)
+    from_risk = margin_from_risk_amount(
+        risk_amount,
+        trigger_price=trigger_price,
+        stop_loss=stop_loss,
+        leverage=leverage,
+    )
 
     if plan is not None and looks_like_coin_amount_as_margin(
         plan,
@@ -143,6 +149,8 @@ def resolve_trade_record_margin_usdt(
         notional_value=notional_value,
     ):
         plan = None
+    if plan is not None and from_risk is not None and plan > from_risk * 2.5:
+        plan = None
 
     if ex is not None and looks_like_coin_amount_as_margin(
         ex,
@@ -155,18 +163,13 @@ def resolve_trade_record_margin_usdt(
         ex = None
     if ex is not None and plan is not None and ex > plan * 2.5:
         ex = None
+    if ex is not None and from_risk is not None and ex > from_risk * 2.5:
+        ex = None
 
     if plan is not None:
         return round(plan, 2)
     if ex is not None:
         return round(ex, 2)
-
-    from_risk = margin_from_risk_amount(
-        risk_amount,
-        trigger_price=trigger_price,
-        stop_loss=stop_loss,
-        leverage=leverage,
-    )
     if from_risk is not None:
         return from_risk
 
@@ -187,10 +190,16 @@ def repair_stored_margin_capital(
     risk_amount: Any = None,
     initial_stop_loss: Any = None,
 ) -> Optional[float]:
-    """展示/列表:修复已入库的异常基数;禁止把币数量换算成虚高保证金."""
+    """展示/列表:修复已入库的异常基数.
+
+    返回值语义:
+    - 正数:应用该保证金
+    - None:若原值像币数量,调用方应清空显示;否则保留原值(见 apply_repaired_margin_capital)
+    """
     del symbol  # 预留按币种阈值
     m = _pos_float(margin_capital)
-    sl = stop_loss if stop_loss not in (None, "") else initial_stop_loss
+    # 与写入路径一致:优先开仓止损,避免保本后距离变小导致反推虚高
+    sl = initial_stop_loss if initial_stop_loss not in (None, "") else stop_loss
     from_risk = margin_from_risk_amount(
         risk_amount,
         trigger_price=trigger_price,
@@ -207,7 +216,38 @@ def repair_stored_margin_capital(
         return from_risk
 
     if from_risk is not None and m > from_risk * 2.5:
-        # 已入库虚高(如曾用币×价÷杠杆「纠偏」成 384)
         return from_risk
 
     return round(m, 2)
+
+
+def apply_repaired_margin_capital(
+    item: dict[str, Any],
+    *,
+    trigger_price: Any = None,
+    leverage: Any = None,
+    stop_loss: Any = None,
+    initial_stop_loss: Any = None,
+    risk_amount: Any = None,
+    symbol: Any = None,
+) -> None:
+    """就地更新 item['margin_capital'];币数量无法修复时清空为 None."""
+    if not isinstance(item, dict):
+        return
+    raw = item.get("margin_capital")
+    fixed = repair_stored_margin_capital(
+        raw,
+        trigger_price=trigger_price,
+        leverage=leverage,
+        symbol=symbol,
+        stop_loss=stop_loss,
+        initial_stop_loss=initial_stop_loss,
+        risk_amount=risk_amount,
+    )
+    if fixed is not None:
+        item["margin_capital"] = fixed
+        return
+    if looks_like_coin_amount_as_margin(
+        raw, trigger_price=trigger_price, leverage=leverage
+    ):
+        item["margin_capital"] = None

tests/test_trade_margin_record_lib.py

@@ -4,6 +4,7 @@ from __future__ import annotations
 import unittest
 
 from lib.trade.trade_margin_record_lib import (
+    apply_repaired_margin_capital,
     coin_amount_to_margin_usdt,
     looks_like_coin_amount_as_margin,
     margin_from_risk_amount,
@@ -34,7 +35,6 @@ class TestTradeMarginRecord(unittest.TestCase):
         )
 
     def test_coin_to_margin(self):
-        # 仅作数学兜底函数;展示层不得优先用它虚增高额
         self.assertAlmostEqual(
             coin_amount_to_margin_usdt(0.12, trigger_price=64054.1, leverage=20),
             384.32,
@@ -42,7 +42,6 @@ class TestTradeMarginRecord(unittest.TestCase):
         )
 
     def test_margin_from_risk(self):
-        # risk = 110 * 20 * 445.9 / 64054.1 ≈ 15.32
         risk = 110.0 * 20.0 * 445.9 / 64054.1
         out = margin_from_risk_amount(
             risk, trigger_price=64054.1, stop_loss=64500.0, leverage=20
@@ -68,6 +67,18 @@ class TestTradeMarginRecord(unittest.TestCase):
         )
         self.assertEqual(out, 117.71)
 
+    def test_resolve_rejects_inflated_plan_via_risk(self):
+        risk = 110.0 * 20.0 * 445.9 / 64054.1
+        out = resolve_trade_record_margin_usdt(
+            exchange_margin_usdt=None,
+            plan_margin_capital=384.32,
+            leverage=20,
+            trigger_price=64054.1,
+            stop_loss=64500.0,
+            risk_amount=risk,
+        )
+        self.assertAlmostEqual(out, 110.0, places=1)
+
     def test_resolve_uses_risk_when_no_plan(self):
         risk = 110.0 * 20.0 * 445.9 / 64054.1
         out = resolve_trade_record_margin_usdt(
@@ -89,6 +100,19 @@ class TestTradeMarginRecord(unittest.TestCase):
         )
         self.assertIsNone(out)
 
+    def test_repair_prefers_initial_stop_loss(self):
+        # 当前止损已移近(保本),若误用会把反推基数抬高;应使用开仓止损
+        risk = 110.0 * 20.0 * 445.9 / 64054.1
+        out = repair_stored_margin_capital(
+            384.32,
+            trigger_price=64054.1,
+            leverage=20,
+            stop_loss=64080.0,
+            initial_stop_loss=64500.0,
+            risk_amount=risk,
+        )
+        self.assertAlmostEqual(out, 110.0, places=1)
+
     def test_repair_stored_uses_risk_not_coin_times_price(self):
         risk = 110.0 * 20.0 * 445.9 / 64054.1
         self.assertAlmostEqual(
@@ -102,7 +126,6 @@ class TestTradeMarginRecord(unittest.TestCase):
             110.0,
             places=1,
         )
-        # 曾被错误「纠偏」成 384 的入库值,用风险金额压回
         self.assertAlmostEqual(
             repair_stored_margin_capital(
                 384.32,
@@ -120,13 +143,21 @@ class TestTradeMarginRecord(unittest.TestCase):
             ),
             108.97,
         )
-        # 无风险金额时:绝不把 0.12 换成 384
         self.assertIsNone(
             repair_stored_margin_capital(
                 0.12, trigger_price=64054.1, leverage=20
             )
         )
 
+    def test_apply_clears_coin_like_when_unrepairable(self):
+        item = {"margin_capital": 0.12, "trigger_price": 64054.1, "leverage": 20}
+        apply_repaired_margin_capital(
+            item,
+            trigger_price=64054.1,
+            leverage=20,
+        )
+        self.assertIsNone(item["margin_capital"])
+
     def test_sanitize_rejects_oversized_collateral(self):
         out = sanitize_exchange_initial_margin(
             384.32, notional=2200.0, order_leverage=20, coin_amount=0.034