fix: align unrealized PnL across four exchange instances via hub_position_metrics

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

strategy_trend_register.py

@@ -460,17 +460,22 @@ def enrich_trend_plan(cfg: dict, row) -> dict:
             and d.get("avg_entry_price") is not None
         ):
             try:
+                from hub_position_metrics import estimate_linear_swap_upnl_usdt
+
                 entry = float(d["avg_entry_price"])
                 mark = float(met["mark_price"])
-                margin = float(d.get("plan_margin_capital") or 0)
-                leverage = int(d.get("leverage") or 1)
-                calc_pnl = getattr(m, "calc_pnl", None)
-                if callable(calc_pnl) and entry > 0 and margin > 0:
-                    d["floating_pnl"] = float(
-                        calc_pnl(direction, entry, mark, margin, leverage)
-                    )
-                else:
-                    d["floating_pnl"] = None
+                qty = None
+                cs = 1.0
+                get_qty = getattr(m, "get_live_position_contracts", None)
+                get_cs = getattr(m, "get_contract_size", None)
+                if callable(get_qty):
+                    qty = get_qty(ex_sym, direction)
+                if callable(get_cs):
+                    cs = float(get_cs(ex_sym))
+                upnl = estimate_linear_swap_upnl_usdt(
+                    direction, entry, mark, qty, cs
+                )
+                d["floating_pnl"] = float(upnl) if upnl is not None else None
             except (TypeError, ValueError):
                 d["floating_pnl"] = None
         else: