feat: 修改委托后展示最新风险，四所持仓卡增加张数

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

lib/trade/order_monitor_display_lib.py

@@ -175,6 +175,66 @@ def resolve_live_tpsl_prices(
     return disp_sl, disp_tp, ex_sl, ex_tp
 
 
+def calc_risk_fraction(direction: str, entry_price: Any, stop_loss: Any) -> Optional[float]:
+    """|入场-止损|/入场；盈利侧止损返回 0。"""
+    entry = _positive_float(entry_price)
+    sl = _positive_float(stop_loss)
+    if entry is None or sl is None:
+        return None
+    d = (direction or "long").strip().lower()
+    if d == "short":
+        risk = sl - entry
+    else:
+        risk = entry - sl
+    if risk <= 0:
+        return 0.0
+    return risk / entry
+
+
+def calc_latest_risk_amount(
+    direction: str,
+    entry_price: Any,
+    stop_loss: Any,
+    *,
+    margin_capital: Any = None,
+    leverage: Any = None,
+    exchange_notional: Any = None,
+    contracts: Any = None,
+    contract_size: Any = None,
+    mark_price: Any = None,
+    funds_decimals: int = 2,
+) -> Optional[float]:
+    """按当前止损与持仓名义价值估算最新风险（U）。"""
+    rf = calc_risk_fraction(direction, entry_price, stop_loss)
+    if rf is None:
+        return None
+    if rf <= 0:
+        return 0.0
+    notional = _positive_float(exchange_notional)
+    if notional is None:
+        try:
+            mc = float(margin_capital or 0)
+            lev = float(leverage or 0)
+            if mc > 0 and lev > 0:
+                notional = mc * lev
+        except (TypeError, ValueError):
+            pass
+    if notional is None:
+        try:
+            c = abs(float(contracts or 0))
+            cs = float(contract_size or 1)
+            if cs <= 0:
+                cs = 1.0
+            px = _positive_float(mark_price) or _positive_float(entry_price)
+            if c > 0 and px is not None:
+                notional = c * cs * px
+        except (TypeError, ValueError):
+            pass
+    if notional is None or notional <= 0:
+        return None
+    return round(notional * rf, funds_decimals)
+
+
 def order_monitor_tpsl_needs_sync(
     plan_sl: Any,
     plan_tp: Any,
@@ -210,8 +270,17 @@ def apply_order_price_display_fields(
     exchange_tpsl: Any = None,
     format_price_fn: Optional[Callable[[Any, Any], str]] = None,
     symbol: Any = None,
+    margin_capital: Any = None,
+    leverage: Any = None,
+    exchange_notional: Any = None,
+    contracts: Any = None,
+    contract_size: Any = None,
+    mark_price: Any = None,
+    funds_decimals: int = 2,
 ) -> dict[str, Any]:
     disp_sl, disp_tp, _, _ = resolve_live_tpsl_prices(stop_loss, take_profit, exchange_tpsl)
+    payload["stop_loss_raw"] = _positive_float(stop_loss)
+    payload["take_profit_raw"] = _positive_float(take_profit)
     payload["rr_ratio"] = snapshot_rr(
         calc_rr_ratio_fn,
         direction,
@@ -231,6 +300,25 @@ def apply_order_price_display_fields(
         )
     else:
         payload["display_rr_ratio"] = None
+    if contracts is not None:
+        try:
+            c = abs(float(contracts))
+            if c > 0:
+                payload["contracts"] = c
+        except (TypeError, ValueError):
+            pass
+    payload["latest_risk_amount"] = calc_latest_risk_amount(
+        direction,
+        entry_price,
+        disp_sl if disp_sl is not None else stop_loss,
+        margin_capital=margin_capital,
+        leverage=leverage,
+        exchange_notional=exchange_notional,
+        contracts=payload.get("contracts") if payload.get("contracts") is not None else contracts,
+        contract_size=contract_size,
+        mark_price=mark_price,
+        funds_decimals=funds_decimals,
+    )
     if format_price_fn is not None and symbol is not None:
         payload["stop_loss_display"] = (
             format_price_fn(symbol, disp_sl) if disp_sl is not None else "—"
@@ -239,3 +327,67 @@ def apply_order_price_display_fields(
             format_price_fn(symbol, disp_tp) if disp_tp is not None else "—"
         )
     return payload
+
+
+def enrich_active_monitor_tpsl_json(
+    row: Any,
+    stop_loss: Any,
+    take_profit: Any,
+    exchange_tpsl: Any,
+    *,
+    position_row: Any = None,
+    exchange_notional: Any = None,
+    contracts: Any = None,
+    contract_size: float = 1.0,
+    mark_price: Any = None,
+    calc_rr_ratio_fn: Callable[..., Optional[float]],
+    format_price_fn: Optional[Callable[[Any, Any], str]] = None,
+    symbol: Any = None,
+    funds_decimals: int = 2,
+) -> dict[str, Any]:
+    """place_tpsl 响应：展示用 TP/SL、最新风险、当前盈亏比。"""
+    def _row_val(key: str, default=None):
+        try:
+            if hasattr(row, "keys") and key in row.keys():
+                return row[key]
+        except Exception:
+            pass
+        if isinstance(row, dict):
+            return row.get(key, default)
+        return default
+
+    direction = _row_val("direction") or "long"
+    entry = _row_val("trigger_price")
+    init_sl = _row_val("initial_stop_loss")
+    margin = _row_val("margin_capital")
+    leverage = _row_val("leverage")
+    if position_row is not None:
+        from lib.hub.hub_position_metrics import position_contracts
+
+        live_c = position_contracts(position_row)
+        if abs(live_c) >= 1e-12:
+            contracts = abs(live_c)
+    payload: dict[str, Any] = {
+        "stop_loss": stop_loss,
+        "take_profit": take_profit,
+    }
+    apply_order_price_display_fields(
+        payload,
+        direction=direction,
+        entry_price=entry,
+        initial_stop_loss=init_sl,
+        stop_loss=stop_loss,
+        take_profit=take_profit,
+        calc_rr_ratio_fn=calc_rr_ratio_fn,
+        exchange_tpsl=exchange_tpsl,
+        format_price_fn=format_price_fn,
+        symbol=symbol or _row_val("symbol"),
+        margin_capital=margin,
+        leverage=leverage,
+        exchange_notional=exchange_notional,
+        contracts=contracts,
+        contract_size=contract_size,
+        mark_price=mark_price,
+        funds_decimals=funds_decimals,
+    )
+    return payload