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crypto_monitor_okx/app.py

@@ -127,6 +127,9 @@ BTC_LEVERAGE = int(os.getenv("BTC_LEVERAGE", "10"))
 ALT_LEVERAGE = int(os.getenv("ALT_LEVERAGE", "5"))
 # 交易日滚动与「可开仓」整点：按应用本地时区 wall clock（默认北京时间 UTC+8）
 TRADING_DAY_RESET_HOUR = int(os.getenv("TRADING_DAY_RESET_HOUR", "8"))
+TRADING_DAY_RESET_OPEN_GUARD_ENABLED = os.getenv(
+    "TRADING_DAY_RESET_OPEN_GUARD_ENABLED", "true"
+).lower() in ("1", "true", "yes", "on")
 APP_TIMEZONE = os.getenv("APP_TIMEZONE", "Asia/Shanghai")
 
 
@@ -146,6 +149,7 @@ OKX_API_SECRET = os.getenv("OKX_API_SECRET", "")
 OKX_API_PASSPHRASE = os.getenv("OKX_API_PASSPHRASE", "")
 OKX_TD_MODE = os.getenv("OKX_TD_MODE", "cross")
 OKX_POS_MODE = os.getenv("OKX_POS_MODE", "hedge")
+EXCHANGE_DISPLAY_NAME = (os.getenv("EXCHANGE_DISPLAY_NAME") or "OKX").strip() or "OKX"
 BALANCE_REFRESH_SECONDS = int(os.getenv("BALANCE_REFRESH_SECONDS", "60"))
 PRICE_REFRESH_SECONDS = int(os.getenv("PRICE_REFRESH_SECONDS", "5"))
 KEY_ALERT_MAX_TIMES = int(os.getenv("KEY_ALERT_MAX_TIMES", "3"))
@@ -183,7 +187,16 @@ KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({"关键阻力位", "关键支撑位"})
 KEY_AUTO_MIN_PLANNED_RR = float(os.getenv("KEY_AUTO_MIN_PLANNED_RR", "1.5"))
 KEY_STOP_OUTSIDE_BREAKOUT_PCT = float(os.getenv("KEY_STOP_OUTSIDE_BREAKOUT_PCT", "0.5"))
 KEY_TREND_STOP_OUTSIDE_PCT = float(os.getenv("KEY_TREND_STOP_OUTSIDE_PCT", "1"))
-KEY_DAILY_VOLUME_RANK_MAX = int(os.getenv("KEY_DAILY_VOLUME_RANK_MAX", "30"))
+KEY_DAILY_VOLUME_RANK_MAX = max(1, int(os.getenv("KEY_DAILY_VOLUME_RANK_MAX", "30")))
+
+MANUAL_MIN_PLANNED_RR = float(os.getenv("MANUAL_MIN_PLANNED_RR", "1.4"))
+MAX_ACTIVE_POSITIONS = max(1, int(os.getenv("MAX_ACTIVE_POSITIONS", "1")))
+KEY_VOLUME_MA_BARS = max(1, int(os.getenv("KEY_VOLUME_MA_BARS", "20")))
+KEY_VOLUME_RATIO_MIN = float(os.getenv("KEY_VOLUME_RATIO_MIN", "1.3"))
+KEY_BREAKOUT_AMP_MIN_PCT = float(os.getenv("KEY_BREAKOUT_AMP_MIN_PCT", "0.03"))
+KEY_BREAKOUT_AMP_MAX_PCT = float(os.getenv("KEY_BREAKOUT_AMP_MAX_PCT", "0.5"))
+KEY_CONFIRM_BREAKOUT_BAR = int(os.getenv("KEY_CONFIRM_BREAKOUT_BAR", "-2"))
+KEY_CONFIRM_BAR = int(os.getenv("KEY_CONFIRM_BAR", "-1"))
 KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT = os.getenv("KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT", "true").lower() in (
     "1",
     "true",
@@ -1753,6 +1766,18 @@ def format_price_for_symbol(symbol, value):
     return text.rstrip("0").rstrip(".") if "." in text else text
 
 
+FUNDS_DECIMALS = 2
+
+
+def format_funds_u(value):
+    if value in (None, ""):
+        return "-"
+    try:
+        return f"{float(value):.{FUNDS_DECIMALS}f}"
+    except (TypeError, ValueError):
+        return str(value)
+
+
 def format_hold_minutes(minutes):
     if not minutes:
         return "0分钟"
@@ -2194,13 +2219,19 @@ def auto_transfer_once_per_day():
         )
 
 
+def trading_day_reset_allows_new_open(now):
+    if not TRADING_DAY_RESET_OPEN_GUARD_ENABLED:
+        return True
+    return now.hour >= TRADING_DAY_RESET_HOUR
+
+
 def precheck_risk(conn, symbol, direction):
     now = app_now()
-    if now.hour < TRADING_DAY_RESET_HOUR:
+    if not trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
-    active_count = conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0]
-    if active_count > 0:
-        return False, "一次只能持有一个仓位"
+    active_count = get_active_position_count(conn)
+    if active_count >= MAX_ACTIVE_POSITIONS:
+        return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
     if direction not in ("long", "short"):
         return False, "方向必须为 long 或 short"
     if symbol.upper().startswith("BTC") or symbol.upper().startswith("ETH"):
@@ -2393,6 +2424,210 @@ def _okx_place_tp_sl_orders(exchange_symbol, direction, amount, stop_loss, take_
     exchange.create_order(exchange_symbol, "market", close_side, amt, None, params)
 
 
+
+def exchange_private_api_configured():
+    return bool(OKX_API_KEY and OKX_API_SECRET and OKX_API_PASSPHRASE)
+
+
+def _position_row_effective_contracts(p):
+    info = p.get("info", {}) or {}
+    contracts = p.get("contracts")
+    if contracts is None:
+        raw_pos = info.get("pos")
+        try:
+            contracts = abs(float(raw_pos)) if raw_pos is not None else 0.0
+        except Exception:
+            contracts = 0.0
+    try:
+        return float(contracts)
+    except Exception:
+        return 0.0
+
+
+def _position_matches_wanted_contract(exchange_symbol, position):
+    if not position:
+        return False
+    sym = position.get("symbol")
+    return sym == exchange_symbol
+
+
+def _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=False):
+    if not rows:
+        return None
+    candidates = []
+    for p in rows:
+        if not _position_matches_wanted_contract(exchange_symbol, p):
+            continue
+        info = p.get("info", {}) or {}
+        side = (p.get("side") or info.get("posSide") or "").lower()
+        contracts = _position_row_effective_contracts(p)
+        if contracts <= 0:
+            continue
+        if (not relax_hedge) and OKX_POS_MODE == "hedge":
+            if side and side != (direction or "").lower():
+                continue
+        candidates.append((contracts, p))
+    if not candidates and (not relax_hedge) and OKX_POS_MODE == "hedge":
+        return _select_live_position_row(rows, exchange_symbol, direction, relax_hedge=True)
+    if not candidates:
+        return None
+    candidates.sort(key=lambda x: x[0], reverse=True)
+    return candidates[0][1]
+
+
+def parse_ccxt_position_metrics(position, order_leverage=None):
+    if not position:
+        return None
+    p = position
+    info = p.get("info", {}) or {}
+    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("imr"),
+            info.get("initial_margin"),
+        )
+    notional = _coerce_float(p.get("notional"), p.get("notionalValue"))
+    if notional is None or notional <= 0:
+        notional = _coerce_float(info.get("notionalUsd"), info.get("notional"))
+    if notional is not None:
+        notional = abs(notional)
+    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("upl"),
+        info.get("unrealized_pnl"),
+    )
+    mark = _coerce_float(p.get("markPrice"), p.get("mark_price"), info.get("markPx"))
+    out = {}
+    if initial is not None and initial > 0:
+        out["initial_margin"] = round(initial, FUNDS_DECIMALS)
+    if notional is not None and notional > 0:
+        out["notional"] = round(notional, FUNDS_DECIMALS)
+    if unrealized is not None:
+        out["unrealized_pnl"] = round(unrealized, FUNDS_DECIMALS)
+    if mark is not None and mark > 0:
+        out["mark_price"] = round(mark, 8)
+    return out or None
+
+
+def _resolve_tpsl_prices_for_manual(direction, live_price, sltp_mode, data):
+    sltp_mode = (sltp_mode or "price").strip().lower()
+    if sltp_mode == "pct":
+        sl_pct = float(data.get("sl_pct") or 0)
+        tp_pct = float(data.get("tp_pct") or 0)
+        if sl_pct <= 0 or tp_pct <= 0:
+            raise ValueError("百分比止盈止损须为正数")
+        sl_ratio = sl_pct / 100.0
+        tp_ratio = tp_pct / 100.0
+        entry = float(live_price)
+        if direction == "short":
+            stop_loss = entry * (1 + sl_ratio)
+            take_profit = entry * (1 - tp_ratio)
+        else:
+            stop_loss = entry * (1 - sl_ratio)
+            take_profit = entry * (1 + tp_ratio)
+    else:
+        stop_loss = float(data.get("sl") or data.get("stop_loss") or 0)
+        take_profit = float(data.get("tp") or data.get("take_profit") or data.get("tgt") or 0)
+        if stop_loss <= 0 or take_profit <= 0:
+            raise ValueError("止盈止损价格须大于 0")
+    return stop_loss, take_profit
+
+
+def _okx_tpsl_slot_from_order(order, exchange_symbol):
+    info = order.get("info") or {}
+    oid = order.get("id") or info.get("algoId") or info.get("ordId")
+    trig = _coerce_float(
+        info.get("slTriggerPx"),
+        info.get("tpTriggerPx"),
+        order.get("stopLossPrice"),
+        order.get("takeProfitPrice"),
+    )
+    if trig is None:
+        return None
+    return {
+        "order_id": str(oid) if oid is not None else None,
+        "trigger_price": float(trig),
+        "trigger_display": format_price_for_symbol(
+            exchange_symbol.replace(":USDT", "").replace("/USDT:USDT", ""),
+            trig,
+        ),
+        "type": str(order.get("type") or info.get("ordType") or ""),
+    }
+
+
+def fetch_exchange_tpsl_slots(exchange_symbol, direction, plan_sl=None, plan_tp=None):
+    slots = {"sl": None, "tp": None}
+    if not exchange_symbol:
+        return slots
+    ok, _ = ensure_okx_live_ready()
+    if not ok:
+        return slots
+    try:
+        ensure_markets_loaded()
+        ambiguous = []
+        for order in exchange.fetch_open_orders(exchange_symbol) or []:
+            slot = _okx_tpsl_slot_from_order(order, exchange_symbol)
+            if not slot or not slot.get("order_id"):
+                continue
+            trig = slot.get("trigger_price")
+            if plan_sl is not None and plan_tp is not None:
+                try:
+                    role = "sl" if abs(trig - float(plan_sl)) <= abs(trig - float(plan_tp)) else "tp"
+                except Exception:
+                    role = None
+            elif plan_sl is not None:
+                role = "sl"
+            elif plan_tp is not None:
+                role = "tp"
+            else:
+                ambiguous.append(slot)
+                continue
+            if role in ("sl", "tp") and slots[role] is None:
+                slots[role] = slot
+        for slot in ambiguous:
+            trig = slot.get("trigger_price")
+            if trig is None:
+                continue
+            try:
+                plan_sl_f = float(plan_sl) if plan_sl is not None else None
+                plan_tp_f = float(plan_tp) if plan_tp is not None else None
+            except Exception:
+                plan_sl_f = plan_tp_f = None
+            if plan_sl_f is not None and plan_tp_f is not None:
+                role = "sl" if abs(trig - plan_sl_f) <= abs(trig - plan_tp_f) else "tp"
+            elif plan_sl_f is not None:
+                role = "sl"
+            elif plan_tp_f is not None:
+                role = "tp"
+            else:
+                continue
+            if slots[role] is None:
+                slots[role] = slot
+    except Exception:
+        pass
+    return slots
+
+
+def cancel_okx_tpsl_slot(exchange_symbol, slot):
+    if not slot or not exchange_symbol:
+        return
+    oid = slot.get("order_id")
+    if not oid:
+        return
+    ensure_markets_loaded()
+    exchange.cancel_order(str(oid), exchange_symbol)
+
+
 def replace_active_monitor_tpsl_on_exchange(order_row, stop_loss, take_profit):
     """先撤该合约挂单/条件单，再按新价重挂 TP/SL。"""
     ok, reason = ensure_okx_live_ready()
@@ -4146,8 +4381,8 @@ def render_main_page(page="trade"):
     session_row = ensure_session(conn, trading_day)
     local_current_capital = float(session_row["current_capital"])
     funding_capital, trading_capital = get_exchange_capitals()
-    total_capital = round(funding_capital, 4) if funding_capital is not None else TOTAL_CAPITAL
-    current_capital = round(trading_capital, 4) if trading_capital is not None else round(local_current_capital, 4)
+    funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None
+    current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)
     recommended_capital = get_recommended_capital(current_capital)
     key_list = conn.execute("SELECT * FROM key_monitors").fetchall()
     key_history = conn.execute(
@@ -4176,11 +4411,13 @@ def render_main_page(page="trade"):
     )
     rate = round(win/total*100,2) if total else 0
     active_count = len(order_list)
-    can_trade = now.hour >= TRADING_DAY_RESET_HOUR and active_count == 0
+    can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS
     key_gate_rule_text = (
-        f"周期 {KLINE_TIMEFRAME}｜量能/突破/二确门控见箱体与收敛规则｜"
+        f"周期 {KLINE_TIMEFRAME}｜确认K：突破棒偏移 {KEY_CONFIRM_BREAKOUT_BAR}、确认棒偏移 {KEY_CONFIRM_BAR}｜"
+        f"量能：突破量 > 前{KEY_VOLUME_MA_BARS}均量×{KEY_VOLUME_RATIO_MIN}｜"
         f"自动开仓盈亏比 > {KEY_AUTO_MIN_PLANNED_RR}:1｜日成交量排名前 {KEY_DAILY_VOLUME_RANK_MAX}｜"
-        f"斐波：添加后立即挂限价 @ E，失效按标记价触达 H/L（未成交撤单）"
+        f"箱体/收敛可选 SL/TP 方案（标准 / 箱体1R·止盈1.5H / 趋势单+自填止盈）｜移动保本默认关｜"
+        f"斐波：限价 @ E（SL/TP 为 H/L），可选移动保本｜趋势止损外侧 {KEY_TREND_STOP_OUTSIDE_PCT}%"
     )
     strategy_extra = {}
     if page in ("strategy", "strategy_trend", "strategy_roll"):
@@ -4206,7 +4443,6 @@ def render_main_page(page="trade"):
         miss_count=miss_count,
         rate=rate,
         trading_day=trading_day,
-        total_capital=total_capital,
         daily_start_capital=DAILY_START_CAPITAL,
         current_capital=current_capital,
         recommended_capital=recommended_capital,
@@ -4242,7 +4478,13 @@ def render_main_page(page="trade"):
         entry_reason_options=list(ENTRY_REASON_OPTIONS),
         entry_reason_other_value=ENTRY_REASON_OTHER,
         key_gate_rule_text=key_gate_rule_text,
+        funds_fmt=format_funds_u,
+        exchange_display=EXCHANGE_DISPLAY_NAME,
+        max_active_positions=MAX_ACTIVE_POSITIONS,
+        manual_min_planned_rr=MANUAL_MIN_PLANNED_RR,
         key_auto_min_planned_rr=KEY_AUTO_MIN_PLANNED_RR,
+        kline_timeframe=KLINE_TIMEFRAME,
+        funding_usdt=funding_usdt,
         **strategy_extra,
     )
 
@@ -4253,6 +4495,12 @@ def index():
     return redirect("/trade")
 
 
+@app.route("/key_monitor")
+@login_required
+def key_monitor_page():
+    return render_main_page("key_monitor")
+
+
 @app.route("/trade")
 @login_required
 def trade_page():
@@ -4280,21 +4528,23 @@ def api_account_snapshot():
     session_row = ensure_session(conn, trading_day)
     local_current_capital = float(session_row["current_capital"])
     funding_capital, trading_capital = get_exchange_capitals(force=True)
-    total_capital = round(funding_capital, 4) if funding_capital is not None else TOTAL_CAPITAL
-    current_capital = round(trading_capital, 4) if trading_capital is not None else round(local_current_capital, 4)
+    funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None
+    current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)
     recommended_capital = get_recommended_capital(current_capital)
-    active_count = conn.execute("SELECT COUNT(*) FROM order_monitors WHERE status='active'").fetchone()[0]
+    active_count = get_active_position_count(conn)
     conn.close()
-    can_trade = now.hour >= TRADING_DAY_RESET_HOUR and active_count == 0
+    can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS
     available_trading_usdt = get_available_trading_usdt()
     return jsonify({
-        "total_capital": total_capital,
+        "funding_usdt": funding_usdt,
         "current_capital": current_capital,
-        "available_trading_usdt": round(available_trading_usdt, 4) if available_trading_usdt is not None else None,
+        "available_trading_usdt": round(available_trading_usdt, FUNDS_DECIMALS) if available_trading_usdt is not None else None,
         "recommended_capital": recommended_capital,
         "active_count": active_count,
+        "max_active_positions": MAX_ACTIVE_POSITIONS,
         "can_trade": can_trade,
-        "trading_day": trading_day
+        "manual_min_planned_rr": MANUAL_MIN_PLANNED_RR,
+        "trading_day": trading_day,
     })
 
 
@@ -4306,10 +4556,15 @@ def api_price_snapshot():
         "SELECT id,symbol,monitor_type,direction,upper,lower,fib_entry_price,fib_limit_order_id FROM key_monitors"
     ).fetchall()
     order_rows = conn.execute(
-        "SELECT id,symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status='active'"
+        "SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status='active'"
     ).fetchall()
     conn.close()
 
+    try:
+        ensure_markets_loaded()
+    except Exception:
+        pass
+
     symbol_set = set()
     for r in key_rows:
         symbol_set.add(r["symbol"])
@@ -4322,20 +4577,30 @@ def api_price_snapshot():
         if p is not None:
             prices[s] = float(p)
 
+    all_swap_positions = []
+    if exchange_private_api_configured():
+        try:
+            ensure_markets_loaded()
+            # 显式 USDT 本位；不传 symbols 拉全量，再在本地按合约对齐
+            all_swap_positions = exchange.fetch_positions(None, {"instType": OKX_POSITION_INST_TYPE}) or []
+        except Exception:
+            try:
+                all_swap_positions = exchange.fetch_positions() or []
+            except Exception:
+                all_swap_positions = []
+
     key_prices = []
     for r in key_rows:
-        price = prices.get(r["symbol"])
+        is_fib = is_fib_key_monitor_type(r["monitor_type"])
+        if is_fib:
+            price = get_symbol_mark_price(r["symbol"])
+        else:
+            price = prices.get(r["symbol"])
         if price is None:
             continue
         upper_diff, upper_pct = calc_price_diff_pct(price, r["upper"])
         lower_diff, lower_pct = calc_price_diff_pct(price, r["lower"])
-        is_fib = is_fib_key_monitor_type(r["monitor_type"])
         gate = None
-        if not is_fib:
-            try:
-                gate = _key_hard_checks(r["symbol"], (r["direction"] or "long").lower(), r["upper"], r["lower"], r["monitor_type"])
-            except Exception:
-                gate = None
         gate_summary = "-"
         gate_metrics = ""
         fib_gate_ok = True
@@ -4344,11 +4609,16 @@ def api_price_snapshot():
             inval = fib_invalidate_by_mark(direction, price, r["upper"], r["lower"])
             fib_gate_ok = not inval
             entry = _sqlite_row_val(r, "fib_entry_price")
-            entry_txt = format_price_for_symbol(r["symbol"], entry) if entry is not None else "-"
+            entry_txt = format_price_for_symbol(r["symbol"], entry) if entry else "-"
             gate_summary = f"斐波 挂E={entry_txt} {'标记价将失效' if inval else '等待成交'}"
             if _sqlite_row_val(r, "fib_limit_order_id"):
                 gate_metrics = f"限价单:{_sqlite_row_val(r, 'fib_limit_order_id')}"
-        elif gate:
+        else:
+            try:
+                gate = _key_hard_checks(r["symbol"], (r["direction"] or "long").lower(), r["upper"], r["lower"], r["monitor_type"])
+            except Exception:
+                gate = None
+        if gate:
             rank_seg = "ERR" if int(gate.get("rank_total") or 0) <= 0 else f"{gate.get('rank')}/{gate.get('rank_total')}"
             gate_summary = (
                 f"量:{'Y' if gate.get('vol_ok') else 'N'} "
@@ -4371,10 +4641,16 @@ def api_price_snapshot():
                     )
                 except Exception:
                     gate_metrics = ""
+        px_disp = format_price_for_symbol(r["symbol"], price)
+        try:
+            price_num = float(px_disp) if px_disp != "-" else float(price)
+        except Exception:
+            price_num = float(price)
         key_prices.append({
             "id": r["id"],
             "symbol": r["symbol"],
-            "price": round(price, 6),
+            "price": price_num,
+            "price_display": px_disp,
             "upper_diff": upper_diff,
             "upper_pct": upper_pct,
             "lower_diff": lower_diff,
@@ -4395,19 +4671,67 @@ def api_price_snapshot():
         pnl = calc_pnl(r["direction"], entry, price, margin, leverage) if entry > 0 else 0
         pnl_pct = round((pnl / margin * 100), 4) if margin > 0 else 0
         rr_ratio = calc_rr_ratio(r["direction"], entry, r["initial_stop_loss"] or r["stop_loss"], r["take_profit"])
-        order_prices.append({
+        ex_sym = resolve_monitor_exchange_symbol(r)
+        prow = _select_live_position_row(all_swap_positions, ex_sym, r["direction"])
+        lev_row = r["leverage"] if "leverage" in r.keys() else None
+        ex_metrics = parse_ccxt_position_metrics(prow, order_leverage=lev_row) if prow else None
+        payload = {
             "id": r["id"],
             "symbol": r["symbol"],
-            "price": round(price, 6),
-            "float_pnl": round(pnl, 6),
+            "float_pnl": round(pnl, 2),
             "float_pct": pnl_pct,
             "rr_ratio": rr_ratio,
-        })
+            "plan_margin": round(margin, 2) if margin else None,
+            "exchange_initial_margin": None,
+            "exchange_notional": None,
+            "exchange_mark_price": None,
+            "pnl_source": "plan",
+        }
+        if ex_metrics:
+            if ex_metrics.get("initial_margin") is not None:
+                payload["exchange_initial_margin"] = ex_metrics["initial_margin"]
+            if ex_metrics.get("notional") is not None:
+                payload["exchange_notional"] = ex_metrics["notional"]
+            if ex_metrics.get("mark_price") is not None:
+                payload["exchange_mark_price"] = ex_metrics["mark_price"]
+            if ex_metrics.get("unrealized_pnl") is not None:
+                payload["float_pnl"] = round(float(ex_metrics["unrealized_pnl"]), 2)
+                payload["pnl_source"] = "exchange"
+                denom = ex_metrics.get("initial_margin") or margin
+                payload["float_pct"] = (
+                    round((payload["float_pnl"] / float(denom)) * 100, 4) if denom and float(denom) > 0 else pnl_pct
+                )
+        px_for_fmt = float(price)
+        if ex_metrics and ex_metrics.get("mark_price") is not None:
+            try:
+                px_for_fmt = float(ex_metrics["mark_price"])
+            except (TypeError, ValueError):
+                pass
+        px_disp = format_price_for_symbol(r["symbol"], px_for_fmt)
+        try:
+            payload["price"] = float(px_disp) if px_disp != "-" else px_for_fmt
+        except Exception:
+            payload["price"] = px_for_fmt
+        payload["price_display"] = px_disp
+        if exchange_private_api_configured():
+            try:
+                payload["exchange_tpsl"] = fetch_exchange_tpsl_slots(
+                    ex_sym,
+                    r["direction"],
+                    plan_sl=r["stop_loss"],
+                    plan_tp=r["take_profit"],
+                )
+            except Exception:
+                payload["exchange_tpsl"] = {"sl": None, "tp": None}
+        else:
+            payload["exchange_tpsl"] = {"sl": None, "tp": None}
+        order_prices.append(payload)
 
     return jsonify({
         "updated_at": app_now_str(),
         "key_prices": key_prices,
-        "order_prices": order_prices
+        "order_prices": order_prices,
+        "positions_raw_count": len(all_swap_positions),
     })
 
 
@@ -4669,6 +4993,94 @@ def api_key_kline():
     })
 
 
+@app.route("/api/order/<int:order_id>/cancel_tpsl", methods=["POST"])
+@login_required
+def api_order_cancel_tpsl(order_id):
+    data = request.get_json(silent=True) or {}
+    role = (data.get("role") or "").strip().lower()
+    if role not in ("sl", "tp"):
+        return jsonify({"ok": False, "msg": "role 须为 sl 或 tp"}), 400
+    conn = get_db()
+    row = conn.execute(
+        "SELECT * FROM order_monitors WHERE id=? AND status='active'",
+        (order_id,),
+    ).fetchone()
+    conn.close()
+    if not row:
+        return jsonify({"ok": False, "msg": "持仓不存在或已结束"}), 404
+    ok, reason = ensure_okx_live_ready()
+    if not ok:
+        return jsonify({"ok": False, "msg": reason}), 400
+    ex_sym = resolve_monitor_exchange_symbol(row)
+    slots = fetch_exchange_tpsl_slots(ex_sym, row["direction"], plan_sl=row["stop_loss"], plan_tp=row["take_profit"])
+    slot = slots.get(role)
+    if not slot:
+        return jsonify({"ok": False, "msg": f"交易所未找到{'止损' if role == 'sl' else '止盈'}委托"}), 404
+    try:
+        cancel_okx_tpsl_slot(ex_sym, slot)
+        return jsonify({"ok": True, "msg": "已撤单", "exchange_tpsl": fetch_exchange_tpsl_slots(ex_sym, row["direction"], plan_sl=row["stop_loss"], plan_tp=row["take_profit"])})
+    except Exception as e:
+        return jsonify({"ok": False, "msg": friendly_exchange_error(e)}), 400
+
+
+@app.route("/api/order/<int:order_id>/place_tpsl", methods=["POST"])
+@login_required
+def api_order_place_tpsl(order_id):
+    data = request.get_json(silent=True) or {}
+    conn = get_db()
+    row = conn.execute(
+        "SELECT * FROM order_monitors WHERE id=? AND status='active'",
+        (order_id,),
+    ).fetchone()
+    if not row:
+        conn.close()
+        return jsonify({"ok": False, "msg": "持仓不存在或已结束"}), 404
+    symbol = row["symbol"]
+    direction = row["direction"]
+    live_price = get_price(symbol)
+    if live_price is None:
+        conn.close()
+        return jsonify({"ok": False, "msg": "获取交易所实时价格失败"}), 400
+    try:
+        sltp_mode = (data.get("sltp_mode") or "price").strip().lower()
+        stop_loss, take_profit = _resolve_tpsl_prices_for_manual(direction, live_price, sltp_mode, data)
+    except Exception as e:
+        conn.close()
+        return jsonify({"ok": False, "msg": str(e)}), 400
+    planned_rr = calc_rr_ratio(direction, live_price, stop_loss, take_profit)
+    if planned_rr is None or planned_rr < MANUAL_MIN_PLANNED_RR:
+        conn.close()
+        rr_txt = f"{planned_rr:.4f}" if planned_rr is not None else "无法计算"
+        return jsonify(
+            {
+                "ok": False,
+                "msg": f"计划盈亏比 {rr_txt}:1 低于最低要求 {MANUAL_MIN_PLANNED_RR}:1",
+            }
+        ), 400
+    try:
+        replace_active_monitor_tpsl_on_exchange(row, stop_loss, take_profit)
+    except Exception as e:
+        conn.close()
+        return jsonify({"ok": False, "msg": friendly_exchange_error(e)}), 400
+    conn.execute(
+        "UPDATE order_monitors SET stop_loss=?, take_profit=? WHERE id=?",
+        (stop_loss, take_profit, order_id),
+    )
+    conn.commit()
+    ex_sym = resolve_monitor_exchange_symbol(row)
+    slots = fetch_exchange_tpsl_slots(ex_sym, direction, plan_sl=stop_loss, plan_tp=take_profit)
+    conn.close()
+    return jsonify(
+        {
+            "ok": True,
+            "msg": "已先撤后挂止盈止损",
+            "stop_loss": stop_loss,
+            "take_profit": take_profit,
+            "planned_rr": planned_rr,
+            "exchange_tpsl": slots,
+        }
+    )
+
 @app.route("/add_key", methods=["POST"])
 @login_required
 def add_key():
@@ -4676,11 +5088,11 @@ def add_key():
     symbol = normalize_symbol_input(d.get("symbol"))
     if not symbol:
         flash("symbol 不能为空")
-        return redirect("/")
+        return redirect("/key_monitor")
     direction_sel = (d.get("direction") or "").strip().lower()
     if direction_sel not in ("long", "short"):
         flash("请选择做多或做空")
-        return redirect("/")
+        return redirect("/key_monitor")
     mt = (d.get("type") or "").strip()
     allowed_types = tuple(KEY_MONITOR_AUTO_TYPES) + tuple(KEY_MONITOR_ALERT_ONLY_TYPES) + tuple(FIB_KEY_MONITOR_TYPES)
     if mt not in allowed_types:
@@ -4695,9 +5107,13 @@ def add_key():
         return redirect("/")
     conn = get_db()
     if mt in KEY_MONITOR_AUTO_TYPES:
-        if get_active_position_count(conn) > 0:
+        occupied = get_active_position_count(conn)
+        if occupied >= MAX_ACTIVE_POSITIONS:
             conn.close()
-            flash("当前已有持仓：无法添加「箱体突破 / 收敛突破」（请先平仓或使用阻力/支撑/斐波类型）")
+            flash(
+                f"当前持仓已达上限（{occupied}/{MAX_ACTIVE_POSITIONS}）：无法添加「箱体突破 / 收敛突破」。"
+                "请先平仓或使用阻力/支撑/斐波类型"
+            )
             return redirect("/")
     ex_sym_key = normalize_okx_symbol(symbol)
     try:
@@ -4759,7 +5175,7 @@ def add_key():
     if mt in KEY_MONITOR_AUTO_TYPES:
         extra = f"｜方案：{sl_tp_mode_label(sl_tp_mode)}｜移动保本：{'开' if be_flag else '关'}"
     flash(f"添加成功（{symbol} 日成交量排名 {rank}/{total}）{extra}")
-    return redirect("/")
+    return redirect("/key_monitor")
 
 @app.route("/add_order", methods=["POST"])
 @login_required
@@ -4772,10 +5188,10 @@ def add_order():
     if not symbol:
         conn.close()
         flash("symbol 不能为空")
-        return redirect("/")
+        return redirect("/trade")
     ok, reason = precheck_risk(conn, symbol, direction)
     if not ok:
-        if "一次只能持有一个仓位" in reason:
+        if "已达最大持仓数" in reason or "一次只能持有一个仓位" in reason:
             try:
                 tp_raw = parse_positive_float(d.get("tp"))
                 sl_raw = parse_positive_float(d.get("sl"))
@@ -4798,12 +5214,12 @@ def add_order():
             conn.commit()
         conn.close()
         flash(f"风控拒绝下单：{reason}")
-        return redirect("/")
+        return redirect("/trade")
     ok_live, reason_live = ensure_okx_live_ready()
     if not ok_live:
         conn.close()
         flash(f"风控拒绝下单：{reason_live}")
-        return redirect("/")
+        return redirect("/trade")
     exchange_symbol = normalize_okx_symbol(symbol)
     default_leverage = get_synced_leverage(exchange_symbol, direction) or infer_leverage(symbol)
     try:
@@ -4812,11 +5228,11 @@ def add_order():
     except Exception:
         conn.close()
         flash("杠杆参数格式错误")
-        return redirect("/")
+        return redirect("/trade")
     if leverage <= 0:
         conn.close()
         flash("杠杆必须大于0")
-        return redirect("/")
+        return redirect("/trade")
 
     trading_day = get_trading_day(now)
     opens_today_before = conn.execute(
@@ -4834,7 +5250,7 @@ def add_order():
     if live_price is None:
         conn.close()
         flash("获取交易所实时价格失败，请稍后重试")
-        return redirect("/")
+        return redirect("/trade")
     sltp_mode = (d.get("sltp_mode") or "price").strip().lower()
     if sltp_mode not in ("price", "pct"):
         sltp_mode = "price"
@@ -4855,7 +5271,7 @@ def add_order():
         except Exception:
             conn.close()
             flash("百分比止盈止损参数错误，请填写正数百分比")
-            return redirect("/")
+            return redirect("/trade")
     else:
         try:
             stop_loss = float(d["sl"])
@@ -4863,16 +5279,22 @@ def add_order():
         except Exception:
             conn.close()
             flash("价格参数格式错误")
-            return redirect("/")
+            return redirect("/trade")
     if stop_loss <= 0 or take_profit <= 0:
         conn.close()
         flash("价格参数必须大于0")
-        return redirect("/")
+        return redirect("/trade")
+    planned_rr_manual = calc_rr_ratio(direction, live_price, stop_loss, take_profit)
+    if planned_rr_manual is None or planned_rr_manual < MANUAL_MIN_PLANNED_RR:
+        conn.close()
+        rr_txt = f"{planned_rr_manual:.4f}" if planned_rr_manual is not None else "无法计算"
+        flash(f"风控拒绝下单：计划盈亏比 {rr_txt}:1 低于最低要求 {MANUAL_MIN_PLANNED_RR}:1")
+        return redirect("/trade")
     risk_fraction = calc_risk_fraction(direction, live_price, stop_loss)
     if risk_fraction is None:
         conn.close()
         flash("止损方向不合法：请检查入场方向与止损价格关系")
-        return redirect("/")
+        return redirect("/trade")
     risk_percent = max(0.01, float(RISK_PERCENT))
     risk_amount = round(capital_base * risk_percent / 100.0, 4)
     notional_value = round(risk_amount / risk_fraction, 4)
@@ -4880,13 +5302,13 @@ def add_order():
     if capital_base and margin_capital > capital_base:
         conn.close()
         flash("以损定仓后保证金超过当前交易资金，请放宽止损或降低风险比例")
-        return redirect("/")
+        return redirect("/trade")
     if available_usdt is not None:
         max_margin = round(max(available_usdt * FULL_MARGIN_BUFFER_RATIO, 0), 4)
         if margin_capital > max_margin:
             conn.close()
             flash(f"保证金不足：交易账户可用约 {round(available_usdt,4)}U，当前最多建议 {max_margin}U")
-            return redirect("/")
+            return redirect("/trade")
     position_ratio = round(margin_capital / capital_base * 100, 2) if capital_base else 0
     try:
         amount, quote_price = prepare_order_amount(exchange_symbol, margin_capital, leverage, live_price)
@@ -4899,7 +5321,7 @@ def add_order():
     except Exception as e:
         conn.close()
         flash(friendly_okx_error(e, available_usdt=available_usdt))
-        return redirect("/")
+        return redirect("/trade")
 
     make_order_chart = d.get("order_chart", "").lower() in ("1", "true", "on", "yes")
     opened_at_bj = app_now_str()
@@ -5060,7 +5482,7 @@ def add_order():
         if advice:
             send_wechat_msg(f"【AI提醒】今日开仓次数已达 {opens_today_after}\n{advice[:800]}")
             flash(f"【AI提醒】今日开仓次数已达 {opens_today_after}：{advice[:300]}")
-    return redirect("/")
+    return redirect("/trade")
 
 @app.route("/delete_key_monitor/<int:kid>", methods=["POST"])
 @login_required
@@ -5920,10 +6342,11 @@ def _hub_meta_bundle():
         "key_gate_rule_text": (
             f"周期 {KLINE_TIMEFRAME}｜量能/突破/二确门控见箱体与收敛规则｜"
             f"自动开仓盈亏比 > {KEY_AUTO_MIN_PLANNED_RR}:1｜日成交量排名前 {KEY_DAILY_VOLUME_RANK_MAX}｜"
-            f"斐波：添加后立即挂限价 @ E，失效按标记价触达 H/L（未成交撤单）"
+            f"箱体/收敛可选 SL/TP 方案（标准 / 箱体1R·止盈1.5H / 趋势单+自填止盈）｜移动保本默认关｜"
+        f"斐波：限价 @ E（SL/TP 为 H/L），可选移动保本｜趋势止损外侧 {KEY_TREND_STOP_OUTSIDE_PCT}%"
         ),
-        "manual_min_planned_rr": float(os.getenv("MANUAL_MIN_PLANNED_RR", "1.4")),
-        "max_active_positions": max(1, int(os.getenv("MAX_ACTIVE_POSITIONS", "1"))),
+        "manual_min_planned_rr": MANUAL_MIN_PLANNED_RR,
+        "max_active_positions": MAX_ACTIVE_POSITIONS,
         "btc_leverage": BTC_LEVERAGE,
         "alt_leverage": ALT_LEVERAGE,
     }