fix(sync-close): reject pre-open fills when backfilling trade records

False external-close sync could match historical closing trades before opened_at, producing stop-loss results with closed_at earlier than opened_at. Only use fills at or after open time.

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

crypto_monitor_binance/app.py

@@ -4088,7 +4088,7 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
     since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str)
     close_side = "sell" if direction == "long" else "buy"
 
-    def pick_from_trades(trades):
+    def pick_from_trades(trades, min_ts=None):
         if not trades:
             return None
         candidates = []
@@ -4105,6 +4105,12 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
             ts = t.get("timestamp")
             if ts is None:
                 continue
+            try:
+                ts_i = int(ts)
+            except (TypeError, ValueError):
+                continue
+            if min_ts and ts_i < int(min_ts):
+                continue
             candidates.append(t)
         if not candidates:
             return None
@@ -4112,11 +4118,7 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
 
     try:
         trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=100)
-        hit = pick_from_trades(trades)
+        return pick_from_trades(trades, since_ms)
-        if hit is None and since_ms:
-            trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=100)
-            hit = pick_from_trades(trades)
-        return hit
     except Exception:
         return None
 
@@ -4139,11 +4141,6 @@ def fetch_closing_fills_for_record(exchange_symbol, direction, opened_at_str, cl
         trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=200)
     except Exception:
         trades = []
-    if not trades and since_ms:
-        try:
-            trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=200)
-        except Exception:
-            trades = []
     for t in trades or []:
         if (t.get("side") or "").lower() != close_side:
             continue
@@ -4227,6 +4224,9 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
     take_profit = row["take_profit"]
     exchange_symbol = row["exchange_symbol"] or normalize_exchange_symbol(sym)
 
+    open_ms = _to_ms_with_fallback(
+        row["opened_at_ms"] if "opened_at_ms" in row.keys() else None, opened_at_str
+    )
     closed_at_str = app_now_str()
     closed_at_ms = None
     closing_trades = fetch_closing_fills_for_record(
@@ -4245,12 +4245,19 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
     if closing_trades:
         last_ts = closing_trades[-1].get("timestamp")
         if last_ts:
-            closed_at_str = ms_to_app_local_str(int(last_ts))
+            try:
-            closed_at_ms = int(last_ts)
+                last_ts_i = int(last_ts)
+            except (TypeError, ValueError):
+                last_ts_i = None
+            if last_ts_i is not None and open_ms and last_ts_i < int(open_ms):
+                closing_trades = []
+                exit_px = None
+                closed_at_str = app_now_str()
+                closed_at_ms = None
+            elif last_ts_i is not None:
+                closed_at_str = ms_to_app_local_str(last_ts_i)
+                closed_at_ms = last_ts_i
 
-    open_ms = _to_ms_with_fallback(
-        row["opened_at_ms"] if "opened_at_ms" in row.keys() else None, opened_at_str
-    )
     close_ms = _to_ms_with_fallback(closed_at_ms, closed_at_str)
     pnl, exit_px2, _, _, _ = resolve_trade_pnl_amount(
         row,

crypto_monitor_okx/app.py

@@ -3206,7 +3206,7 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
     since_ms = _to_ms_with_fallback(opened_at_ms, opened_at_str)
     close_side = "sell" if direction == "long" else "buy"
 
-    def pick_from_trades(trades):
+    def pick_from_trades(trades, min_ts=None):
         if not trades:
             return None
         candidates = []
@@ -3223,6 +3223,12 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
             ts = t.get("timestamp")
             if ts is None:
                 continue
+            try:
+                ts_i = int(ts)
+            except (TypeError, ValueError):
+                continue
+            if min_ts and ts_i < int(min_ts):
+                continue
             candidates.append(t)
         if not candidates:
             return None
@@ -3230,11 +3236,7 @@ def fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_
 
     try:
         trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=100)
-        hit = pick_from_trades(trades)
+        return pick_from_trades(trades, since_ms)
-        if hit is None and since_ms:
-            trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=100)
-            hit = pick_from_trades(trades)
-        return hit
     except Exception:
         return None
 
@@ -3259,11 +3261,6 @@ def fetch_closing_fills_for_record(exchange_symbol, direction, opened_at_str, cl
         trades = exchange.fetch_my_trades(exchange_symbol, since=since_ms, limit=200)
     except Exception:
         trades = []
-    if not trades and since_ms:
-        try:
-            trades = exchange.fetch_my_trades(exchange_symbol, since=None, limit=200)
-        except Exception:
-            trades = []
     for t in trades or []:
         if (t.get("side") or "").lower() != close_side:
             continue
@@ -3357,6 +3354,9 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
     leverage = row["leverage"] or infer_leverage(sym)
     exchange_symbol = row["exchange_symbol"] or normalize_okx_symbol(sym)
 
+    open_ms = _to_ms_with_fallback(
+        row["opened_at_ms"] if "opened_at_ms" in row.keys() else None, opened_at_str
+    )
     trade = fetch_latest_closing_fill(exchange_symbol, direction, opened_at_str, opened_at_ms=opened_at_ms)
     exit_px = None
     closed_at_str = app_now_str()
@@ -3367,7 +3367,14 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None):
             exit_px = None
         ts = trade.get("timestamp")
         if ts:
-            closed_at_str = ms_to_app_local_str(int(ts))
+            try:
+                ts_i = int(ts)
+            except (TypeError, ValueError):
+                ts_i = None
+            if ts_i is not None and open_ms and ts_i < int(open_ms):
+                exit_px = None
+            elif ts_i is not None:
+                closed_at_str = ms_to_app_local_str(ts_i)
 
     if exit_px is None or exit_px <= 0:
         p = get_price(sym)