fix: Gate hub close sync and trade record open stop-loss snapshot

Sync order monitors from Gate position history after hub flat close. Store and display initial_stop_loss in trade records instead of post-amend exchange stops.

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

crypto_monitor_binance/app.py

@@ -1993,13 +1993,12 @@ def get_effective_trade_field(row, reviewed_key, base_key, default=None):
 
 def to_effective_trade_dict(row):
     item = row_to_dict(row)
-    base_stop = item.get("initial_stop_loss") if item.get("initial_stop_loss") not in (None, "") else item.get("stop_loss")
+    from order_monitor_display_lib import snapshot_stop_loss
+
+    open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
+    item["display_open_stop_loss"] = open_stop
     item["effective_opened_at"] = get_effective_trade_field(row, "reviewed_opened_at", "opened_at", item.get("opened_at"))
     item["effective_closed_at"] = get_effective_trade_field(row, "reviewed_closed_at", "closed_at", item.get("closed_at"))
-    open_stop = item.get("initial_stop_loss")
-    if open_stop in (None, ""):
-        open_stop = base_stop
-    item["display_open_stop_loss"] = open_stop
     item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", open_stop)
     item["effective_take_profit"] = get_effective_trade_field(row, "reviewed_take_profit", "take_profit", item.get("take_profit"))
     item["effective_result"] = get_effective_trade_field(row, "reviewed_result", "result", item.get("result"))
@@ -2542,7 +2541,9 @@ def insert_trade_record(
     open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
     close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
     kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
-    snap_sl = initial_stop_loss if initial_stop_loss not in (None, "") else stop_loss
+    from order_monitor_display_lib import snapshot_stop_loss
+
+    snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
     er = (
         (entry_reason or "").strip()
         or entry_reason_from_key_signal(kst)

crypto_monitor_gate/app.py

@@ -1953,13 +1953,12 @@ def get_effective_trade_field(row, reviewed_key, base_key, default=None):
 
 def to_effective_trade_dict(row):
     item = row_to_dict(row)
-    base_stop = item.get("initial_stop_loss") if item.get("initial_stop_loss") not in (None, "") else item.get("stop_loss")
+    from order_monitor_display_lib import snapshot_stop_loss
+
+    open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
+    item["display_open_stop_loss"] = open_stop
     item["effective_opened_at"] = get_effective_trade_field(row, "reviewed_opened_at", "opened_at", item.get("opened_at"))
     item["effective_closed_at"] = get_effective_trade_field(row, "reviewed_closed_at", "closed_at", item.get("closed_at"))
-    open_stop = item.get("initial_stop_loss")
-    if open_stop in (None, ""):
-        open_stop = base_stop
-    item["display_open_stop_loss"] = open_stop
     item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", open_stop)
     item["effective_take_profit"] = get_effective_trade_field(row, "reviewed_take_profit", "take_profit", item.get("take_profit"))
     item["effective_result"] = get_effective_trade_field(row, "reviewed_result", "result", item.get("result"))
@@ -2259,7 +2258,9 @@ def insert_trade_record(
     open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
     close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
     kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
-    snap_sl = initial_stop_loss if initial_stop_loss not in (None, "") else stop_loss
+    from order_monitor_display_lib import snapshot_stop_loss
+
+    snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
     er = (
         (entry_reason or "").strip()
         or entry_reason_from_key_signal(kst)
@@ -3710,8 +3711,31 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
         if hit is None and since_ms:
             trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=100)
             hit = pick_from_trades(trades)
+        if hit is not None:
             return hit
     except Exception:
+        pass
+    try:
+        from gate_position_history_lib import pick_gate_position_close
+
+        pos = pick_gate_position_close(
+            fetch_gate_positions_close_history(),
+            exchange_symbol,
+            direction,
+            opened_at_ms=since_ms,
+        )
+        if pos:
+            return {
+                "price": None,
+                "timestamp": pos["close_ms"],
+                "side": close_side,
+                "_from_position_history": True,
+                "_realized_pnl": pos.get("pnl"),
+                "_sync_key": pos.get("sync_key"),
+                "_open_ms": pos.get("open_ms"),
+            }
+    except Exception:
+        pass
     return None
 
 
@@ -3819,7 +3843,7 @@ def calc_weighted_exit_price(trades):
     return weighted_sum / total_amount
 
 
-def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
+def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_manual=False):
     """
     交易所已无仓、本地仍为 active 时，推断平仓类型/时间/盈亏。
     返回 (result, pnl_amount, closed_at_str, miss_reason)。
@@ -3844,6 +3868,12 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
         ts = trade.get("timestamp")
         if ts:
             closed_at_str = ms_to_app_local_str(int(ts))
+        if trade.get("_from_position_history"):
+            pnl_hist = trade.get("_realized_pnl")
+            if pnl_hist is not None:
+                note = "中控平仓后按 Gate 平仓历史同步盈亏" if prefer_manual else "按 Gate 平仓历史同步盈亏"
+                res = "手动平仓" if prefer_manual else "外部平仓"
+                return (res, float(pnl_hist), closed_at_str, note)
 
     if exit_px is None or exit_px <= 0:
         p = get_price(sym)
@@ -3866,6 +3896,13 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
 
     result = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_px)
     pnl = calc_pnl(direction, trigger_price, exit_px, margin_capital, leverage)
+    if prefer_manual:
+        return (
+            "手动平仓",
+            pnl,
+            closed_at_str,
+            "中控平仓后按交易所成交记录同步",
+        )
     if result:
         return (
             result,
@@ -3881,6 +3918,91 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
     )
 
 
+def reconcile_hub_external_close(conn, symbol, direction):
+    """中控市价全平后：立即同步匹配 order_monitor，并读 Gate 平仓历史。"""
+    if not exchange_private_api_configured():
+        return {"ok": False, "msg": "未配置 GATE_API_KEY / GATE_API_SECRET", "synced": 0}
+    from gate_position_history_lib import unified_symbol_for_match
+
+    sym_u = unified_symbol_for_match(symbol)
+    dir_l = (direction or "").strip().lower()
+    if dir_l not in ("long", "short"):
+        return {"ok": False, "msg": "side 须为 long 或 short", "synced": 0}
+    synced = 0
+    rows = conn.execute(
+        "SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
+    ).fetchall()
+    for r in rows:
+        if unified_symbol_for_match(r["symbol"]) != sym_u:
+            continue
+        if (r["direction"] or "").strip().lower() != dir_l:
+            continue
+        oid = int(r["id"])
+        if r["status"] == "error":
+            opened_at_chk = get_opened_at_value(r)
+            existing = conn.execute(
+                "SELECT id FROM trade_records WHERE symbol=? AND opened_at=? AND monitor_type=? LIMIT 1",
+                (r["symbol"], opened_at_chk, order_row_monitor_type(r)),
+            ).fetchone()
+            if existing:
+                conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (oid,))
+                synced += 1
+                continue
+        exchange_symbol = resolve_monitor_exchange_symbol(r)
+        live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
+        if live_contracts is None:
+            continue
+        if live_contracts > 0:
+            time.sleep(0.6)
+            live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
+        if live_contracts is None or live_contracts > 0:
+            continue
+        global _RECONCILE_FLAT_STREAK
+        _RECONCILE_FLAT_STREAK.pop(oid, None)
+        cancel_gate_swap_trigger_orders(exchange_symbol)
+        opened_at = get_opened_at_value(r)
+        opened_at_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at)
+        result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(
+            r, opened_at, opened_at_ms=opened_at_ms, prefer_manual=True
+        )
+        closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
+        hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
+        session_date = r["session_date"] or get_trading_day(closed_at_dt)
+        update_session_capital(conn, session_date, pnl_amount)
+        insert_trade_record(
+            conn,
+            symbol=r["symbol"],
+            monitor_type=trade_record_monitor_type(conn, r),
+            trend_plan_id=trend_plan_id_from_monitor_row(r),
+            key_signal_type=order_row_key_signal_type(r),
+            direction=r["direction"],
+            trigger_price=r["trigger_price"],
+            stop_loss=r["stop_loss"],
+            initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"],
+            take_profit=r["take_profit"],
+            margin_capital=margin_capital_for_trade_record(r),
+            leverage=r["leverage"],
+            pnl_amount=pnl_amount,
+            hold_seconds=hold_seconds,
+            trade_style=r["trade_style"],
+            risk_amount=r["risk_amount"],
+            planned_rr=calc_rr_ratio(r["direction"], r["trigger_price"], r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]),
+            actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
+            result=result,
+            miss_reason=handoff_trade_miss_reason(miss_reason, r),
+            opened_at=opened_at,
+            closed_at=closed_at,
+        )
+        conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],))
+        clear_key_sizing_snapshot_if_flat(conn, r["session_date"] or get_trading_day())
+        synced += 1
+    try:
+        sync_trade_records_from_exchange(conn, force=True)
+    except Exception:
+        pass
+    return {"ok": True, "synced": synced}
+
+
 def reconcile_external_closes(conn, days=None):
     global _RECONCILE_FLAT_STREAK
     if not exchange_private_api_configured():
@@ -8482,6 +8604,7 @@ try:
         views={"add_order": add_order, "add_key": add_key},
         ohlcv_fn=_hub_fetch_ohlcv,
         volume_rank_fn=_hub_fetch_volume_rank,
+        reconcile_hub_flat_fn=reconcile_hub_external_close,
     )
 except Exception as _hub_err:
     print(f"[hub_bridge] gate: {_hub_err}")

crypto_monitor_gate_bot/app.py

@@ -1967,10 +1967,13 @@ def get_effective_trade_field(row, reviewed_key, base_key, default=None):
 
 def to_effective_trade_dict(row):
     item = row_to_dict(row)
-    base_stop = item.get("initial_stop_loss") if item.get("initial_stop_loss") not in (None, "") else item.get("stop_loss")
+    from order_monitor_display_lib import snapshot_stop_loss
+
+    open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
+    item["display_open_stop_loss"] = open_stop
     item["effective_opened_at"] = get_effective_trade_field(row, "reviewed_opened_at", "opened_at", item.get("opened_at"))
     item["effective_closed_at"] = get_effective_trade_field(row, "reviewed_closed_at", "closed_at", item.get("closed_at"))
-    item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", base_stop)
+    item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", open_stop)
     item["effective_take_profit"] = get_effective_trade_field(row, "reviewed_take_profit", "take_profit", item.get("take_profit"))
     item["effective_result"] = get_effective_trade_field(row, "reviewed_result", "result", item.get("result"))
     item["effective_miss_reason"] = get_effective_trade_field(row, "reviewed_miss_reason", "miss_reason", item.get("miss_reason"))
@@ -2283,10 +2286,13 @@ def insert_trade_record(
     open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
     close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
     er = (entry_reason or "").strip() or None
+    from order_monitor_display_lib import snapshot_stop_loss
+
+    snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
     conn.execute(
         "INSERT INTO trade_records (symbol,monitor_type,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,pnl_amount,hold_seconds,trade_style,risk_amount,planned_rr,actual_rr,hold_minutes,opened_at,opened_at_ms,closed_at,closed_at_ms,result,miss_reason,exchange_trade_id,entry_reason,trend_plan_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
         (
-            symbol, monitor_type, direction, trigger_price, stop_loss, initial_stop_loss, take_profit,
+            symbol, monitor_type, direction, trigger_price, snap_sl, snap_sl, take_profit,
             margin_capital, leverage, pnl_amount, hold_seconds,
             trade_style, risk_amount, planned_rr, actual_rr, hold_minutes,
             open_ts, open_ts_ms, close_ts, close_ts_ms, result, miss_reason, exchange_trade_id, er,
@@ -4064,8 +4070,31 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
         if hit is None and since_ms:
             trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=100)
             hit = pick_from_trades(trades)
+        if hit is not None:
             return hit
     except Exception:
+        pass
+    try:
+        from gate_position_history_lib import pick_gate_position_close
+
+        pos = pick_gate_position_close(
+            fetch_gate_positions_close_history(),
+            exchange_symbol,
+            direction,
+            opened_at_ms=since_ms,
+        )
+        if pos:
+            return {
+                "price": None,
+                "timestamp": pos["close_ms"],
+                "side": close_side,
+                "_from_position_history": True,
+                "_realized_pnl": pos.get("pnl"),
+                "_sync_key": pos.get("sync_key"),
+                "_open_ms": pos.get("open_ms"),
+            }
+    except Exception:
+        pass
     return None
 
 
@@ -4173,7 +4202,7 @@ def calc_weighted_exit_price(trades):
     return weighted_sum / total_amount
 
 
-def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
+def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_manual=False):
     """
     交易所已无仓、本地仍为 active 时，推断平仓类型/时间/盈亏。
     返回 (result, pnl_amount, closed_at_str, miss_reason)。
@@ -4198,6 +4227,12 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
         ts = trade.get("timestamp")
         if ts:
             closed_at_str = ms_to_app_local_str(int(ts))
+        if trade.get("_from_position_history"):
+            pnl_hist = trade.get("_realized_pnl")
+            if pnl_hist is not None:
+                note = "中控平仓后按 Gate 平仓历史同步盈亏" if prefer_manual else "按 Gate 平仓历史同步盈亏"
+                res = "手动平仓" if prefer_manual else "外部平仓"
+                return (res, float(pnl_hist), closed_at_str, note)
 
     if exit_px is None or exit_px <= 0:
         p = get_price(sym)
@@ -4220,6 +4255,13 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
 
     result = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_px)
     pnl = calc_pnl(direction, trigger_price, exit_px, margin_capital, leverage)
+    if prefer_manual:
+        return (
+            "手动平仓",
+            pnl,
+            closed_at_str,
+            "中控平仓后按交易所成交记录同步",
+        )
     if result:
         return (
             result,
@@ -4235,6 +4277,87 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
     )
 
 
+def reconcile_hub_external_close(conn, symbol, direction):
+    """中控市价全平后：立即同步匹配 order_monitor，并读 Gate 平仓历史。"""
+    if not exchange_private_api_configured():
+        return {"ok": False, "msg": "未配置 GATE_API_KEY / GATE_API_SECRET", "synced": 0}
+    from gate_position_history_lib import unified_symbol_for_match
+
+    sym_u = unified_symbol_for_match(symbol)
+    dir_l = (direction or "").strip().lower()
+    if dir_l not in ("long", "short"):
+        return {"ok": False, "msg": "side 须为 long 或 short", "synced": 0}
+    synced = 0
+    rows = conn.execute(
+        "SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
+    ).fetchall()
+    for r in rows:
+        if unified_symbol_for_match(r["symbol"]) != sym_u:
+            continue
+        if (r["direction"] or "").strip().lower() != dir_l:
+            continue
+        oid = int(r["id"])
+        if r["status"] == "error":
+            opened_at_chk = get_opened_at_value(r)
+            existing = conn.execute(
+                "SELECT id FROM trade_records WHERE symbol=? AND opened_at=? AND monitor_type='下单监控' LIMIT 1",
+                (r["symbol"], opened_at_chk),
+            ).fetchone()
+            if existing:
+                conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (oid,))
+                synced += 1
+                continue
+        exchange_symbol = r["exchange_symbol"] or normalize_exchange_symbol(r["symbol"])
+        live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
+        if live_contracts is None:
+            continue
+        if live_contracts > 0:
+            time.sleep(0.6)
+            live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
+        if live_contracts is None or live_contracts > 0:
+            continue
+        cancel_gate_swap_trigger_orders(exchange_symbol)
+        opened_at = get_opened_at_value(r)
+        opened_at_ms = _to_ms_with_fallback(r["opened_at_ms"] if "opened_at_ms" in r.keys() else None, opened_at)
+        result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(
+            r, opened_at, opened_at_ms=opened_at_ms, prefer_manual=True
+        )
+        closed_at_dt = parse_dt_for_trading_day(closed_at) or app_now()
+        hold_seconds = calc_hold_seconds(opened_at, closed_at_dt)
+        session_date = r["session_date"] or get_trading_day(closed_at_dt)
+        update_session_capital(conn, session_date, pnl_amount)
+        insert_trade_record(
+            conn,
+            symbol=r["symbol"],
+            monitor_type=trade_record_monitor_type(conn, r),
+            trend_plan_id=trend_plan_id_from_monitor_row(r),
+            direction=r["direction"],
+            trigger_price=r["trigger_price"],
+            stop_loss=r["stop_loss"],
+            initial_stop_loss=r["initial_stop_loss"] or r["stop_loss"],
+            take_profit=r["take_profit"],
+            margin_capital=r["margin_capital"],
+            leverage=r["leverage"],
+            pnl_amount=pnl_amount,
+            hold_seconds=hold_seconds,
+            trade_style=r["trade_style"],
+            risk_amount=r["risk_amount"],
+            planned_rr=calc_rr_ratio(r["direction"], r["trigger_price"], r["initial_stop_loss"] or r["stop_loss"], r["take_profit"]),
+            actual_rr=calc_actual_rr(pnl_amount, r["risk_amount"]),
+            result=result,
+            miss_reason=handoff_trade_miss_reason(miss_reason, r),
+            opened_at=opened_at,
+            closed_at=closed_at,
+        )
+        conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (r["id"],))
+        synced += 1
+    try:
+        sync_trend_trade_records_from_exchange(conn)
+    except Exception:
+        pass
+    return {"ok": True, "synced": synced}
+
+
 def reconcile_external_closes(conn, days=None):
     synced_count = 0
     cutoff_ms = None
@@ -7979,6 +8102,7 @@ try:
         },
         ohlcv_fn=_hub_fetch_ohlcv,
         volume_rank_fn=_hub_fetch_volume_rank,
+        reconcile_hub_flat_fn=reconcile_hub_external_close,
     )
     from strategy_trend_register import build_trend_config, patch_trend_hub_enrich
 

crypto_monitor_gate_bot/templates/index.html

@@ -568,14 +568,14 @@
             </div>
             <div class="table-wrap">
             <table>
-                <tr><th>品种</th><th>类型</th><th>方向</th><th>成交</th><th>止损</th><th>止盈</th><th>基数</th><th>杠杆</th><th>持仓分钟</th><th>开仓(展示)</th><th>平仓(展示)</th><th>盈亏U(展示)</th><th>结果</th><th>操作</th></tr>
+                <tr><th>品种</th><th>类型</th><th>方向</th><th>成交</th><th>止损(开仓)</th><th>止盈</th><th>基数</th><th>杠杆</th><th>持仓分钟</th><th>开仓(展示)</th><th>平仓(展示)</th><th>盈亏U(展示)</th><th>结果</th><th>操作</th></tr>
                 {% for r in record %}
                 <tr id="trade-row-{{ r.id }}">
                     <td>{{ r.symbol }}</td>
                     <td>{{ r.monitor_type }}</td>
                     <td><span class="badge {{ 'direction-long' if r.direction == 'long' else 'direction-short' }}">{{ '做多' if r.direction == 'long' else '做空' }}</span></td>
                     <td>{{ price_fmt(r.symbol, r.trigger_price) }}</td>
-                    {% set stop_show = r.effective_stop_loss or r.initial_stop_loss or r.stop_loss %}
+                    {% set stop_show = r.display_open_stop_loss or r.initial_stop_loss or r.stop_loss %}
                     {% set tp_show = r.effective_take_profit or r.take_profit %}
                     <td>{{ price_fmt(r.symbol, stop_show) }}</td>
                     <td>{{ price_fmt(r.symbol, tp_show) }}</td>

crypto_monitor_okx/app.py

@@ -1901,13 +1901,12 @@ def get_effective_trade_field(row, reviewed_key, base_key, default=None):
 
 def to_effective_trade_dict(row):
     item = row_to_dict(row)
-    base_stop = item.get("initial_stop_loss") if item.get("initial_stop_loss") not in (None, "") else item.get("stop_loss")
+    from order_monitor_display_lib import snapshot_stop_loss
+
+    open_stop = snapshot_stop_loss(item.get("initial_stop_loss"), item.get("stop_loss"))
+    item["display_open_stop_loss"] = open_stop
     item["effective_opened_at"] = get_effective_trade_field(row, "reviewed_opened_at", "opened_at", item.get("opened_at"))
     item["effective_closed_at"] = get_effective_trade_field(row, "reviewed_closed_at", "closed_at", item.get("closed_at"))
-    open_stop = item.get("initial_stop_loss")
-    if open_stop in (None, ""):
-        open_stop = base_stop
-    item["display_open_stop_loss"] = open_stop
     item["effective_stop_loss"] = get_effective_trade_field(row, "reviewed_stop_loss", "stop_loss", open_stop)
     item["effective_take_profit"] = get_effective_trade_field(row, "reviewed_take_profit", "take_profit", item.get("take_profit"))
     item["effective_result"] = get_effective_trade_field(row, "reviewed_result", "result", item.get("result"))
@@ -2154,7 +2153,9 @@ def insert_trade_record(
     open_ts_ms = _to_ms_with_fallback(opened_at_ms, open_ts)
     close_ts_ms = _to_ms_with_fallback(closed_at_ms, close_ts)
     kst = key_signal_type_for_trade_record(key_signal_type, KEY_MONITOR_AUTO_TYPES)
-    snap_sl = initial_stop_loss if initial_stop_loss not in (None, "") else stop_loss
+    from order_monitor_display_lib import snapshot_stop_loss
+
+    snap_sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
     er = (
         (entry_reason or "").strip()
         or entry_reason_from_key_signal(kst)

gate_position_history_lib.py

@@ -0,0 +1,66 @@
+"""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

hub_bridge.py

@@ -207,6 +207,7 @@ def install_on_app(
     ohlcv_fn=None,
     account_fn=None,
     volume_rank_fn=None,
+    reconcile_hub_flat_fn=None,
 ):
     app.config["HUB_CTX"] = {
         "exchange": exchange,
@@ -219,6 +220,7 @@ def install_on_app(
         "views": views,
         "ohlcv_fn": ohlcv_fn,
         "volume_rank_fn": volume_rank_fn,
+        "reconcile_hub_flat_fn": reconcile_hub_flat_fn,
     }
     install_hub_embed_headers(app)
     configure_hub_embed_session(app)
@@ -607,6 +609,40 @@ def register_hub_routes(app):
             return jsonify({"ok": False, "msg": "该实例无趋势回调"}), 400
         return jsonify(_invoke_view_get("stop_trend_pullback", f"/stop_trend_pullback/{pid}"))
 
+    @app.route("/api/hub/order/sync-flat", methods=["POST"])
+    @_hub_auth_required
+    def api_hub_order_sync_flat():
+        """中控市价全平后：同步 order_monitors 并读 Gate 平仓历史写交易记录。"""
+        fn = _ctx().get("reconcile_hub_flat_fn")
+        if not callable(fn):
+            return jsonify({"ok": False, "msg": "该实例未配置 order sync-flat"}), 400
+        body = request.get_json(silent=True) or {}
+        symbol = (body.get("symbol") or request.form.get("symbol") or "").strip()
+        side = (
+            body.get("side")
+            or body.get("direction")
+            or request.form.get("side")
+            or ""
+        ).strip().lower()
+        if not symbol:
+            return jsonify({"ok": False, "msg": "symbol 不能为空"}), 400
+        if side not in ("long", "short"):
+            return jsonify({"ok": False, "msg": "side 须为 long 或 short"}), 400
+        get_db = _ctx().get("get_db")
+        if not callable(get_db):
+            return jsonify({"ok": False, "msg": "HUB_CTX 缺少 get_db"}), 500
+        conn = get_db()
+        try:
+            out = fn(conn, symbol, side)
+            if not isinstance(out, dict):
+                out = {"ok": True, "synced": int(out or 0)}
+            conn.commit()
+            return jsonify(out)
+        except Exception as e:
+            return jsonify({"ok": False, "msg": str(e)}), 500
+        finally:
+            conn.close()
+
     @app.route("/api/hub/trend/sync-flat", methods=["POST"])
     @_hub_auth_required
     def api_hub_trend_sync_flat():

manual_trading_hub/hub.py

@@ -1802,8 +1802,20 @@ async def api_close_position(exchange_id: str, body: ClosePositionBody):
             "payload": payload,
             "ok": bool(isinstance(payload, dict) and payload.get("ok")),
         }
-        if out.get("ok") and "trend" in (ex.get("capabilities") or []):
+        if out.get("ok"):
+            ex_key = (ex.get("key") or "").strip().lower()
             async with httpx.AsyncClient() as flask_client:
+                if ex_key in ("gate", "gate_bot"):
+                    order_sync = await _fetch_flask_json(
+                        flask_client,
+                        ex,
+                        "/api/hub/order/sync-flat",
+                        method="POST",
+                        json_body={"symbol": sym, "side": side},
+                    )
+                    if isinstance(order_sync, dict):
+                        out["order_sync"] = order_sync
+                if "trend" in (ex.get("capabilities") or []):
                     sync_parsed = await _fetch_flask_json(
                         flask_client,
                         ex,

order_monitor_display_lib.py

@@ -13,13 +13,27 @@ def _positive_float(value: Any) -> Optional[float]:
 
 
 def snapshot_stop_loss(initial_stop_loss: Any, stop_loss: Any) -> Optional[float]:
-    """展示盈亏比时优先用开仓时止损快照。"""
+    """展示盈亏比 / 交易记录时优先用开仓时止损快照，不用后续改单后的止损。"""
     sl = _positive_float(initial_stop_loss)
     if sl is not None:
         return sl
     return _positive_float(stop_loss)
 
 
+def monitor_open_stop_loss(row: Any) -> Optional[float]:
+    """从 order_monitors 行取开仓止损快照。"""
+    try:
+        keys = row.keys() if hasattr(row, "keys") else ()
+    except Exception:
+        keys = ()
+    init = row["initial_stop_loss"] if "initial_stop_loss" in keys else None
+    cur = row["stop_loss"] if "stop_loss" in keys else None
+    if init is None and isinstance(row, dict):
+        init = row.get("initial_stop_loss")
+        cur = row.get("stop_loss")
+    return snapshot_stop_loss(init, cur)
+
+
 def snapshot_rr(
     calc_rr_ratio_fn: Callable[..., Optional[float]],
     direction: str,

tests/test_gate_position_history_lib.py

@@ -0,0 +1,26 @@
+from gate_position_history_lib import pick_gate_position_close, unified_symbol_for_match
+
+
+def test_unified_symbol_strips_settle_suffix():
+    assert unified_symbol_for_match("BTC/USDT:USDT") == "BTC/USDT"
+
+
+def test_pick_gate_position_close_matches_symbol_side_and_time():
+    hist = [
+        {
+            "symbol_u": "SOL/USDT",
+            "side": "short",
+            "close_ms": 1_700_000_000_000,
+            "open_ms": 1_699_999_000_000,
+            "pnl": -1.25,
+            "sync_key": "SOL_USDT|1|short",
+        }
+    ]
+    hit = pick_gate_position_close(
+        hist,
+        "SOL/USDT:USDT",
+        "short",
+        opened_at_ms=1_699_999_500_000,
+    )
+    assert hit is not None
+    assert hit["pnl"] == -1.25

tests/test_order_monitor_display_lib.py

@@ -1,6 +1,7 @@
 from order_monitor_display_lib import (
     apply_order_price_display_fields,
     is_sl_breakeven_secured,
+    monitor_open_stop_loss,
     order_monitor_tpsl_needs_sync,
     resolve_live_tpsl_prices,
     sl_breakeven_from_exchange_tpsl,
@@ -26,6 +27,11 @@ def test_snapshot_stop_loss_prefers_initial():
     assert snapshot_stop_loss(None, 2.6) == 2.6
 
 
+def test_monitor_open_stop_loss_prefers_initial_snapshot():
+    row = {"initial_stop_loss": 64000, "stop_loss": 63200}
+    assert monitor_open_stop_loss(row) == 64000
+
+
 def test_snapshot_rr_ignores_current_stop_after_manual_move():
     rr = snapshot_rr(_calc_rr, "long", 2.726, 2.45, 2.65, 3.3)
     assert rr is not None