refactor: 将共用代码迁入 lib/ 模块化目录

统一 strategy、key_monitor、trade、hub 等共用库到 lib/ 子包，并补充 lib-structure 文档，便于四所与中控维护。

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

lib/exchange/__init__.py

@@ -0,0 +1 @@
+"""Shared library package."""

lib/exchange/gate_position_history_lib.py

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+"""Gate 平仓历史匹配（fetch_positions_history），供 reconcile / 中控全平同步共用。"""
+
+from __future__ import annotations
+
+
+def unified_symbol_for_match(symbol_str: str) -> str:
+    x = (symbol_str or "").strip().upper()
+    if ":" in x:
+        x = x.split(":")[0]
+    return x
+
+
+def pick_gate_position_close(
+    hist: list[dict],
+    symbol: str,
+    direction: str,
+    *,
+    opened_at_ms: int | None = None,
+    closed_at_ms: int | None = None,
+    used_keys: set[str] | None = None,
+    max_close_delta_ms: int = 25 * 60 * 1000,
+) -> dict | None:
+    """
+    从 Gate 平仓历史列表中选取与 symbol/direction/开仓时间最匹配的一条。
+    返回 normalize 后的 dict（含 close_ms、pnl、sync_key 等），无匹配则 None。
+    """
+    if not hist:
+        return None
+    sym_u = unified_symbol_for_match(symbol)
+    dir_l = (direction or "long").strip().lower()
+    if dir_l not in ("long", "short"):
+        return None
+    used = used_keys or set()
+    ref_ms = closed_at_ms or opened_at_ms
+    best = None
+    best_d = None
+    for h in hist:
+        if not isinstance(h, dict):
+            continue
+        sk = h.get("sync_key")
+        if not sk or sk in used:
+            continue
+        if h.get("symbol_u") != sym_u:
+            continue
+        if (h.get("side") or "").strip().lower() != dir_l:
+            continue
+        cm = h.get("close_ms")
+        if cm is None:
+            continue
+        if opened_at_ms is not None:
+            if cm < opened_at_ms - 15 * 60 * 1000:
+                continue
+            if cm > opened_at_ms + 15 * 86400 * 1000:
+                continue
+        if ref_ms is not None:
+            d = abs(int(cm) - int(ref_ms))
+        else:
+            d = 0
+        if best_d is None or d < best_d:
+            best_d = d
+            best = h
+    if best is None or best_d is None:
+        return None
+    if ref_ms is not None and best_d > max_close_delta_ms:
+        return None
+    return best

lib/exchange/gate_transfer_lib.py

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+"""Gate.io 资金划转（crypto_monitor_gate / crypto_monitor_gate_bot 共用）。"""
+from __future__ import annotations
+
+from typing import Any, Callable, Optional
+
+INVALID_KEY_HINT = (
+    "。常见原因：① GATE_API_SECRET 错误或 .env 里多了空格/换行；② IP 白名单未包含当前服务器出口 IP；"
+    "③ Gate「交易账户」类 API Key 若不支持钱包接口则无法走账户内划转 POST /wallet/transfers（需在官网确认该 Key 类型是否开放划转）；"
+    "④ Key 已重置或权限变更。你已勾选现货/统一账户仍报错时，优先核对 Secret 与白名单。"
+)
+
+
+def execute_transfer_usdt(
+    exchange,
+    amount: float,
+    from_account: str,
+    to_account: str,
+    *,
+    transfer_ccy: str = "USDT",
+    ensure_live_ready: Callable[[], tuple[bool, str]],
+    ensure_markets_loaded: Optional[Callable[[], None]] = None,
+) -> tuple[bool, str, Any]:
+    if amount <= 0:
+        return False, "划转金额必须大于0", None
+    ok_live, reason = ensure_live_ready()
+    if not ok_live:
+        return False, reason, None
+    if ensure_markets_loaded:
+        try:
+            ensure_markets_loaded()
+        except Exception:
+            pass
+    try:
+        resp = exchange.transfer(transfer_ccy, float(amount), from_account, to_account)
+        return True, "划转成功", resp
+    except Exception as e:
+        msg = str(e)
+        if "INVALID_KEY" in msg or "Invalid key" in msg:
+            msg += INVALID_KEY_HINT
+        return False, msg, None
+
+
+def count_auto_transfer_blockers(conn, *, count_order_monitors: Callable[[Any], int]) -> int:
+    """自动划转持仓守卫：order_monitors active + 趋势回调已开仓计划。"""
+    n = int(count_order_monitors(conn) or 0)
+    if n > 0:
+        return n
+    try:
+        row = conn.execute(
+            "SELECT COUNT(*) FROM trend_pullback_plans "
+            "WHERE status='active' AND COALESCE(first_order_done, 0) != 0"
+        ).fetchone()
+        return int(row[0] or 0) if row else 0
+    except Exception:
+        return n

lib/exchange/okx_orders_lib.py

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+"""
+OKX 挂单聚合：普通委托 + 算法单（conditional / oco / trigger）。
+交易所 App「止盈止损」页多为 orders-algo-pending，仅 fetch_open_orders 默认拿不到。
+"""
+from __future__ import annotations
+
+from typing import Any
+
+
+def _order_dedupe_key(order: dict) -> str:
+    info = order.get("info") or {}
+    if not isinstance(info, dict):
+        info = {}
+    return str(order.get("id") or info.get("algoId") or info.get("ordId") or "")
+
+
+def _okx_algo_cancel_id(order_id: str) -> str:
+    oid = str(order_id or "")
+    if ":" in oid:
+        return oid.split(":", 1)[0]
+    return oid
+
+
+def _okx_order_needs_stop_cancel_param(order: dict) -> bool:
+    """OKX 条件/算法单撤单须 params.stop=True，否则 cancel_order 走普通单接口会静默失败。"""
+    if not isinstance(order, dict):
+        return False
+    info = order.get("info") or {}
+    if not isinstance(info, dict):
+        info = {}
+    if order.get("stopLossPrice") is not None or order.get("takeProfitPrice") is not None:
+        return True
+    if info.get("algoId") or info.get("slTriggerPx") or info.get("tpTriggerPx"):
+        return True
+    typ = str(order.get("type") or info.get("ordType") or "").lower()
+    for token in ("conditional", "oco", "trigger", "move_order_stop", "iceberg"):
+        if token in typ:
+            return True
+    return False
+
+
+def fetch_okx_all_open_orders(ex, exchange_symbol: str) -> list[dict]:
+    """合并 OKX 普通挂单与算法挂单（去重）。"""
+    if not exchange_symbol:
+        return []
+    ex.load_markets()
+    sym = exchange_symbol
+    try:
+        sym = ex.market(exchange_symbol)["symbol"]
+    except Exception:
+        pass
+    seen: set[str] = set()
+    out: list[dict] = []
+
+    def add_batch(batch: list | None) -> None:
+        for o in batch or []:
+            if not isinstance(o, dict):
+                continue
+            k = _order_dedupe_key(o)
+            if not k or k in seen:
+                continue
+            seen.add(k)
+            out.append(o)
+
+    try:
+        add_batch(ex.fetch_open_orders(sym))
+    except Exception:
+        pass
+    for params in (
+        {"ordType": "conditional"},
+        {"ordType": "oco"},
+        {"trigger": True},
+    ):
+        try:
+            add_batch(ex.fetch_open_orders(sym, params=dict(params)))
+        except Exception:
+            pass
+    return out
+
+
+def cancel_okx_all_open_orders(ex, exchange_symbol: str) -> int:
+    """
+    撤销某合约全部挂单（普通 + 条件/算法）。
+    OKX 止盈止损在 orders-algo-pending，必须用 stop=True 才能撤掉。
+    """
+    if not exchange_symbol:
+        return 0
+    ex.load_markets()
+    sym = exchange_symbol
+    try:
+        sym = ex.market(exchange_symbol)["symbol"]
+    except Exception:
+        pass
+    n = 0
+    for o in fetch_okx_all_open_orders(ex, sym):
+        oid = _order_dedupe_key(o)
+        if not oid:
+            continue
+        cancel_id = _okx_algo_cancel_id(oid)
+        params = {"stop": True} if _okx_order_needs_stop_cancel_param(o) else None
+        try:
+            ex.cancel_order(cancel_id, sym, params)
+            n += 1
+            continue
+        except Exception:
+            pass
+        try:
+            ex.cancel_order(oid, sym, params)
+            n += 1
+        except Exception:
+            pass
+    try:
+        ex.cancel_all_orders(sym)
+    except Exception:
+        pass
+    return n