修复 Gate 全仓持仓保证金误读为浮盈亏：全仓用 value/杠杆+平仓费估算，API margin 若等于 unrealised_pnl 则弃用

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

crypto_monitor_gate/app.py

@@ -3761,46 +3761,99 @@ def _coerce_float(*values):
     return None
 
 
+def _gate_is_cross_margin(position, info):
+    mode = str(position.get("marginMode") or info.get("pos_margin_mode") or "").lower()
+    if "cross" in mode:
+        return True
+    lev = _coerce_float(info.get("leverage"), position.get("leverage"))
+    return lev is not None and lev == 0
+
+
+def _gate_effective_leverage(position, info, order_leverage=None):
+    lev = _coerce_float(position.get("leverage"), info.get("leverage"))
+    if lev is not None and lev > 0:
+        return lev
+    cross_lev = _coerce_float(info.get("cross_leverage_limit"))
+    if cross_lev is not None and cross_lev > 0:
+        return cross_lev
+    if order_leverage is not None:
+        try:
+            ol = float(order_leverage)
+            if ol > 0:
+                return ol
+        except (TypeError, ValueError):
+            pass
+    return None
+
+
+def _gate_estimated_initial_margin(notional, leverage):
+    """Gate App 口径:仓位价值/杠杆 + 预估平仓 taker 费(0.075%)."""
+    if notional is None or notional <= 0 or leverage is None or leverage <= 0:
+        return None
+    return notional / float(leverage) + notional * 0.00075
+
+
+def _gate_margin_matches_unrealized(margin, unrealized):
+    if margin is None or unrealized is None:
+        return False
+    return abs(float(margin) - float(unrealized)) <= max(0.02, abs(float(unrealized)) * 0.05)
+
+
+def _gate_resolve_initial_margin(position, info, *, notional, unrealized, order_leverage=None):
+    """全仓下 API margin 偶发等于 unrealised_pnl;优先 value/杠杆,逐仓仍信 API."""
+    api_margin = _coerce_float(
+        info.get("initial_margin"),
+        position.get("initialMargin"),
+        position.get("collateral"),
+        position.get("margin"),
+        info.get("margin"),
+        info.get("iso_margin"),
+        info.get("position_margin"),
+        info.get("initialMargin"),
+    )
+    eff_lev = _gate_effective_leverage(position, info, order_leverage)
+    estimated = _gate_estimated_initial_margin(notional, eff_lev) if eff_lev else None
+    if _gate_is_cross_margin(position, info):
+        if estimated and estimated > 0:
+            if (
+                api_margin is None
+                or api_margin <= 0
+                or _gate_margin_matches_unrealized(api_margin, unrealized)
+                or api_margin < estimated * 0.6
+            ):
+                return estimated
+        if api_margin is not None and api_margin > 0 and not _gate_margin_matches_unrealized(
+            api_margin, unrealized
+        ):
+            return api_margin
+        return estimated
+    if api_margin is not None and api_margin > 0:
+        return api_margin
+    return estimated
+
+
 def parse_ccxt_position_metrics(position, order_leverage=None):
     """
     从 ccxt 统一持仓结构解析保证金/名义/未实现盈亏(Gate 等所字段略有差异,做多键兜底).
-    与 App「仓位保证金」对齐时优先用 initialMargin;缺失时再尝试 info 内字段.
+    全仓优先 value/cross_leverage_limit(+平仓费);API margin 若≈unrealised_pnl 则弃用.
     """
     if not position:
         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"))
-    if initial is None or initial <= 0:
-        initial = _coerce_float(
-            info.get("margin"),
-            info.get("cross_margin"),
-            info.get("iso_margin"),
-            info.get("initial_margin"),
-            info.get("position_margin"),
-            info.get("initialMargin"),
-        )
     notional = _coerce_float(p.get("notional"), p.get("notionalValue"))
     if notional is None or notional <= 0:
         notional = _coerce_float(info.get("value"))
     if notional is not None:
         notional = abs(notional)
-    # 全仓且 API margin 为 0 时:用名义/杠杆粗算展示(与交易所「约占用」接近)
-    if (initial is None or initial <= 0) and notional and notional > 0 and order_leverage:
-        try:
-            lev = float(order_leverage)
-            if lev > 0:
-                approx = notional / lev
-                if approx > 0:
-                    initial = approx
-        except (TypeError, ValueError):
-            pass
     unrealized = _coerce_float(
         p.get("unrealizedPnl"),
         info.get("unrealised_pnl"),
         info.get("unrealized_pnl"),
     )
+    initial = _gate_resolve_initial_margin(
+        p, info, notional=notional, unrealized=unrealized, order_leverage=order_leverage
+    )
     mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("mark_price"), info.get("markPrice"))
     out = {}
     if initial is not None and initial > 0:

tests/test_gate_position_metrics.py

@@ -0,0 +1,82 @@
+"""Gate 持仓指标:全仓保证金不得误用 unrealised_pnl."""
+from __future__ import annotations
+
+import unittest
+
+
+class TestGatePositionMetrics(unittest.TestCase):
+    def test_cross_margin_not_equal_unrealised_pnl(self):
+        from crypto_monitor_gate.app import parse_ccxt_position_metrics
+
+        pos = {
+            "side": "long",
+            "contracts": 400,
+            "collateral": 21.19,
+            "initialMargin": None,
+            "notional": 3098.54,
+            "unrealizedPnl": 21.19,
+            "markPrice": 77463.5,
+            "leverage": 0,
+            "marginMode": "cross",
+            "symbol": "BTC/USDT:USDT",
+            "info": {
+                "value": "3098.54",
+                "leverage": "0",
+                "cross_leverage_limit": "20",
+                "margin": "21.19",
+                "unrealised_pnl": "21.19",
+                "mark_price": "77463.5",
+            },
+        }
+        out = parse_ccxt_position_metrics(pos, order_leverage=20)
+        self.assertIsNotNone(out)
+        self.assertAlmostEqual(out["unrealized_pnl"], 21.19)
+        self.assertGreater(out["initial_margin"], 150)
+        self.assertLess(out["initial_margin"], 160)
+        pct = out["unrealized_pnl"] / out["initial_margin"] * 100
+        self.assertGreater(pct, 12)
+        self.assertLess(pct, 16)
+
+    def test_cross_margin_trusts_api_when_sane(self):
+        from crypto_monitor_gate.app import parse_ccxt_position_metrics
+
+        pos = {
+            "side": "long",
+            "contracts": 1,
+            "collateral": 157.03,
+            "notional": 3098.54,
+            "unrealizedPnl": 21.19,
+            "leverage": 0,
+            "marginMode": "cross",
+            "info": {
+                "value": "3098.54",
+                "leverage": "0",
+                "cross_leverage_limit": "20",
+                "margin": "157.03",
+                "unrealised_pnl": "21.19",
+            },
+        }
+        out = parse_ccxt_position_metrics(pos, order_leverage=20)
+        self.assertIsNotNone(out)
+        self.assertAlmostEqual(out["initial_margin"], 157.03)
+
+    def test_isolated_uses_api_margin(self):
+        from crypto_monitor_gate.app import parse_ccxt_position_metrics
+
+        pos = {
+            "side": "long",
+            "contracts": 10,
+            "collateral": 88.5,
+            "notional": 885.0,
+            "unrealizedPnl": 3.2,
+            "leverage": 10,
+            "marginMode": "isolated",
+            "info": {"value": "885", "leverage": "10", "margin": "88.5", "unrealised_pnl": "3.2"},
+        }
+        out = parse_ccxt_position_metrics(pos, order_leverage=10)
+        self.assertIsNotNone(out)
+        self.assertAlmostEqual(out["initial_margin"], 88.5)
+
+
+if __name__ == "__main__":
+    unittest.main()