Fix instance dashboard order PnL columns showing empty dashes.

Compute float_pnl and tp_profit from mark/entry/contracts using each exchange contract size during dashboard enrich.

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

crypto_monitor_binance/app.py

@@ -9604,7 +9604,9 @@ register_trade_records_api(
 def _dashboard_enrich_orders(items):
     from lib.instance.instance_dashboard_lib import enrich_order_items_with_marks
 
-    return enrich_order_items_with_marks(items, get_price=get_price)
+    return enrich_order_items_with_marks(
+        items, get_price=get_price, get_contract_size=get_contract_size
+    )
 
 
 from lib.instance.instance_dashboard_register import register_instance_dashboard_routes

crypto_monitor_gate/app.py

@@ -9446,7 +9446,9 @@ register_trade_records_api(
 def _dashboard_enrich_orders(items):
     from lib.instance.instance_dashboard_lib import enrich_order_items_with_marks
 
-    return enrich_order_items_with_marks(items, get_price=get_price)
+    return enrich_order_items_with_marks(
+        items, get_price=get_price, get_contract_size=get_contract_size
+    )
 
 
 from lib.instance.instance_dashboard_register import register_instance_dashboard_routes

crypto_monitor_okx/app.py

@@ -9181,7 +9181,9 @@ def _dashboard_fetch_options_positions():
 def _dashboard_enrich_orders(items):
     from lib.instance.instance_dashboard_lib import enrich_order_items_with_marks
 
-    return enrich_order_items_with_marks(items, get_price=get_price)
+    return enrich_order_items_with_marks(
+        items, get_price=get_price, get_contract_size=get_contract_size
+    )
 
 
 from lib.hedge_plan.okx_trade_mode_lib import hedge_module_enabled

lib/instance/instance_dashboard_lib.py

@@ -358,21 +358,66 @@ def collect_options_items(
     return out
 
 
+def _resolve_contract_size(
+    sym: str,
+    *,
+    get_contract_size: Optional[Callable[[str], Any]] = None,
+) -> float:
+    if not callable(get_contract_size) or not sym:
+        return 1.0
+    try:
+        cs = float(get_contract_size(sym) or 1.0)
+        return cs if cs > 0 else 1.0
+    except Exception:
+        return 1.0
+
+
+def _fill_order_pnl_fields(row: dict[str, Any], *, mark: Optional[float], contract_size: float) -> None:
+    """按线性 U 本位补看板「盈利金额 / 浮盈」."""
+    direction = str(row.get("direction") or "long").lower()
+    entry = _safe_float(row.get("entry"))
+    contracts = _safe_float(row.get("contracts"))
+    tp = _safe_float(row.get("take_profit"))
+    if entry is None or contracts is None or contracts <= 0:
+        return
+    cs = float(contract_size) if contract_size and contract_size > 0 else 1.0
+    if mark is not None:
+        try:
+            from lib.hub.hub_position_metrics import estimate_linear_swap_upnl_usdt
+
+            upnl = estimate_linear_swap_upnl_usdt(direction, entry, mark, contracts, cs)
+            if upnl is not None:
+                row["float_pnl"] = upnl
+        except Exception:
+            pass
+    if tp is not None and tp > 0:
+        try:
+            from lib.strategy.strategy_trend_lib import calc_tp_profit_usdt
+
+            profit = calc_tp_profit_usdt(direction, entry, tp, contracts, cs)
+            if profit is not None:
+                row["tp_profit"] = round(float(profit), 2)
+        except Exception:
+            pass
+
+
 def enrich_order_items_with_marks(
     items: list[dict[str, Any]],
     *,
     get_price: Optional[Callable[[str], Any]] = None,
+    get_contract_size: Optional[Callable[[str], Any]] = None,
 ) -> list[dict[str, Any]]:
-    """后台聚合时补标记价(不打全量 fetch_positions;浮盈仍由实盘页口径负责)."""
+    """后台聚合时补标记价,并按张数×合约面值估算盈利金额/浮盈."""
-    if not items or not callable(get_price):
+    if not items:
+        return items
+    if not callable(get_price) and not callable(get_contract_size):
         return items
     out: list[dict[str, Any]] = []
     for it in items:
         row = dict(it)
         sym = str(row.get("price_symbol") or row.get("symbol") or "").strip()
-        if not sym:
+        mark = _safe_float(row.get("mark_price"))
-            out.append(row)
+        if callable(get_price) and sym:
-            continue
             try:
                 px = get_price(sym)
             except Exception:
@@ -386,6 +431,8 @@ def enrich_order_items_with_marks(
                 mark = _safe_float(px)
             if mark is not None:
                 row["mark_price"] = mark
+        cs = _resolve_contract_size(sym, get_contract_size=get_contract_size)
+        _fill_order_pnl_fields(row, mark=mark, contract_size=cs)
         out.append(row)
     return out
 

tests/test_instance_dashboard_lib.py

@@ -167,6 +167,40 @@ class TestInstanceDashboardLib(unittest.TestCase):
         self.assertIn("对冲#2", opt["target_monitor"])
         conn.close()
 
+    def test_enrich_order_items_fills_float_pnl_and_tp_profit(self):
+        from lib.instance.instance_dashboard_lib import enrich_order_items_with_marks
+
+        items = [
+            {
+                "id": 1,
+                "symbol": "BTC/USDT:USDT",
+                "price_symbol": "BTC/USDT:USDT",
+                "direction": "long",
+                "entry": 64693.6,
+                "contracts": 132,
+                "take_profit": 66000.0,
+                "mark_price": None,
+                "tp_profit": None,
+                "float_pnl": None,
+            }
+        ]
+
+        def get_price(sym):
+            return 64809.5
+
+        def get_cs(sym):
+            return 0.0001
+
+        out = enrich_order_items_with_marks(
+            items, get_price=get_price, get_contract_size=get_cs
+        )
+        self.assertEqual(len(out), 1)
+        self.assertEqual(out[0]["mark_price"], 64809.5)
+        # (64809.5 - 64693.6) * 132 * 0.0001 ≈ 1.53
+        self.assertAlmostEqual(out[0]["float_pnl"], 1.53, places=2)
+        self.assertIsNotNone(out[0]["tp_profit"])
+        self.assertGreater(out[0]["tp_profit"], 0)
+
 
 if __name__ == "__main__":
     unittest.main()