fix: align unrealized PnL across four exchange instances via hub_position_metrics

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

crypto_monitor_binance/app.py

@@ -3764,6 +3764,17 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
                 out["mark_price"] = round(mark, 8)
         except Exception:
             out["mark_price"] = round(mark, 8)
+    if out:
+        sym = (p.get("symbol") or "").strip()
+        try:
+            cs = float(get_contract_size(sym)) if sym else 1.0
+        except Exception:
+            cs = 1.0
+        from hub_position_metrics import enrich_ccxt_position_metrics_out
+
+        enrich_ccxt_position_metrics_out(
+            p, out, contract_size=cs, funds_decimals=FUNDS_DECIMALS
+        )
     return out or None
 
 

crypto_monitor_gate/app.py

@@ -3538,6 +3538,15 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
         out["unrealized_pnl"] = round(unrealized, 2)
     if mark is not None and mark > 0:
         out["mark_price"] = round(mark, 8)
+    if out:
+        sym = (p.get("symbol") or "").strip()
+        try:
+            cs = float(get_contract_size(sym)) if sym else 1.0
+        except Exception:
+            cs = 1.0
+        from hub_position_metrics import enrich_ccxt_position_metrics_out
+
+        enrich_ccxt_position_metrics_out(p, out, contract_size=cs, funds_decimals=2)
     return out or None
 
 

crypto_monitor_gate_bot/app.py

@@ -3611,6 +3611,15 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
         out["unrealized_pnl"] = round(unrealized, 6)
     if mark is not None and mark > 0:
         out["mark_price"] = round(mark, 8)
+    if out:
+        sym = (p.get("symbol") or "").strip()
+        try:
+            cs = float(get_contract_size(sym)) if sym else 1.0
+        except Exception:
+            cs = 1.0
+        from hub_position_metrics import enrich_ccxt_position_metrics_out
+
+        enrich_ccxt_position_metrics_out(p, out, contract_size=cs, funds_decimals=2)
     return out or None
 
 

crypto_monitor_okx/app.py

@@ -2781,6 +2781,17 @@ def parse_ccxt_position_metrics(position, order_leverage=None):
         out["unrealized_pnl"] = round(unrealized, FUNDS_DECIMALS)
     if mark is not None and mark > 0:
         out["mark_price"] = round(mark, 8)
+    if out:
+        sym = (p.get("symbol") or "").strip()
+        try:
+            cs = float(get_contract_size(sym)) if sym else 1.0
+        except Exception:
+            cs = 1.0
+        from hub_position_metrics import enrich_ccxt_position_metrics_out
+
+        enrich_ccxt_position_metrics_out(
+            p, out, contract_size=cs, funds_decimals=FUNDS_DECIMALS
+        )
     return out or None
 
 

hub_position_metrics.py

@@ -119,14 +119,25 @@ def resolve_position_display_upnl(
     return exchange_upnl
 
 
+def _coerce_signed(*values: Any) -> float | None:
+    """解析可正可负的数值（未实现盈亏等）。"""
+    for v in values:
+        if v is None or v == "":
+            continue
+        f = _finite_or_none(v)
+        if f is not None:
+            return f
+    return None
+
+
 def parse_position_unrealized_pnl(p: dict[str, Any]) -> float | None:
-    """四所 ccxt 持仓统一解析未实现盈亏（Gate 常在 info.unrealised_pnl）。"""
+    """四所 ccxt 持仓统一解析未实现盈亏（Gate/OKX/Binance 字段名不一致）。"""
     if not isinstance(p, dict):
         return None
     info = p.get("info") or {}
     if not isinstance(info, dict):
         info = {}
-    for key in (
+    return _coerce_signed(
         p.get("unrealizedPnl"),
         p.get("unrealisedPnl"),
         p.get("unrealized_pnl"),
@@ -135,11 +146,46 @@ def parse_position_unrealized_pnl(p: dict[str, Any]) -> float | None:
         info.get("unrealized_pnl"),
         info.get("unrealisedPnl"),
         info.get("unrealizedPnl"),
-    ):
+        info.get("upl"),
-        px = _finite_or_none(key)
+        info.get("uplLast"),
-        if px is not None:
+    )
-            return px
+
-    return None
+
+def enrich_ccxt_position_metrics_out(
+    position: dict[str, Any],
+    out: dict[str, Any],
+    *,
+    contract_size: float = 1.0,
+    funds_decimals: int = 2,
+) -> dict[str, Any]:
+    """
+    四所 parse_ccxt_position_metrics 产出后统一：
+    - 标记价用 hub 兜底
+    - 未实现盈亏 = resolve(交易所值, entry/mark/张数/contractSize 推算)
+    """
+    if not isinstance(position, dict) or not isinstance(out, dict):
+        return out
+    mark = _finite_or_none(out.get("mark_price"))
+    if mark is None or mark <= 0:
+        mp = parse_position_mark_price(position)
+        if mp is not None and mp > 0:
+            out["mark_price"] = round(mp, 8)
+            mark = mp
+    exchange_upnl = parse_position_unrealized_pnl(position)
+    if exchange_upnl is None:
+        exchange_upnl = _coerce_signed(out.get("unrealized_pnl"))
+    c = position_contracts(position)
+    if abs(c) < 1e-12:
+        return out
+    side = position_side_from_ccxt(position, c)
+    entry = parse_position_entry_price(position)
+    cs = contract_size if contract_size and contract_size > 0 else 1.0
+    upnl = resolve_position_display_upnl(
+        side, entry, mark, abs(c), cs, exchange_upnl
+    )
+    if upnl is not None:
+        out["unrealized_pnl"] = round(upnl, funds_decimals)
+    return out
 
 
 def parse_position_mark_price(p: dict[str, Any]) -> float | None:

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)
+                qty = None
-                leverage = int(d.get("leverage") or 1)
+                cs = 1.0
-                calc_pnl = getattr(m, "calc_pnl", None)
+                get_qty = getattr(m, "get_live_position_contracts", None)
-                if callable(calc_pnl) and entry > 0 and margin > 0:
+                get_cs = getattr(m, "get_contract_size", None)
-                    d["floating_pnl"] = float(
+                if callable(get_qty):
-                        calc_pnl(direction, entry, mark, margin, leverage)
+                    qty = get_qty(ex_sym, direction)
-                    )
+                if callable(get_cs):
-                else:
+                    cs = float(get_cs(ex_sym))
-                    d["floating_pnl"] = None
+                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:

tests/test_hub_agent_mark_price.py

@@ -12,6 +12,7 @@ from agent import _position_mark_price, _ticker_mark_price  # noqa: E402
 
 sys.path.insert(0, str(ROOT))
 from hub_position_metrics import (  # noqa: E402
+    enrich_ccxt_position_metrics_out,
     estimate_linear_swap_upnl_usdt,
     parse_position_unrealized_pnl,
     resolve_position_display_upnl,
@@ -52,6 +53,24 @@ class TestHubAgentMarkPrice(unittest.TestCase):
         )
         self.assertAlmostEqual(pnl, 6.81)
 
+    def test_okx_upl_signed(self):
+        pnl = parse_position_unrealized_pnl(
+            {"info": {"upl": "-2.15"}, "unrealizedPnl": None}
+        )
+        self.assertAlmostEqual(pnl, -2.15)
+
+    def test_enrich_aligns_short_gate_metrics(self):
+        pos = {
+            "side": "short",
+            "contracts": 11,
+            "entryPrice": 73.187,
+            "markPrice": 66.038,
+            "info": {"unrealised_pnl": "7.86"},
+        }
+        out = {"unrealized_pnl": 7.86, "mark_price": 66.038}
+        enrich_ccxt_position_metrics_out(pos, out, contract_size=1.0, funds_decimals=2)
+        self.assertGreater(out["unrealized_pnl"], 70.0)
+
     def test_estimate_short_hype_contract_size(self):
         upnl = estimate_linear_swap_upnl_usdt(
             "short", 73.187, 66.038, 11, 0.1