Fix roll position display: live contracts, TP profit, and 2-decimal qty precision.

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

crypto_monitor_binance/app.py

@@ -1981,6 +1981,8 @@ def _position_matches_wanted_contract(wanted_unified_sym, position_dict):
 
 def _position_row_effective_contracts(p):
     """持仓数量：优先 ccxt contracts，否则用交易所原始 positionAmt/size/pos（避免统一层为 0 时被误判空仓）。"""
+    from lib.hub.hub_position_metrics import normalize_contracts_qty
+
     if not p:
         return 0.0
     info = p.get("info") or {}
@@ -1990,7 +1992,7 @@ def _position_row_effective_contracts(p):
         try:
             x = abs(float(val))
             if x > 0:
-                return x
+                return normalize_contracts_qty(x)
         except (TypeError, ValueError):
             continue
     return 0.0
@@ -7688,6 +7690,13 @@ def api_price_snapshot():
             except Exception:
                 exchange_tpsl = {"sl": None, "tp": None}
         payload["exchange_tpsl"] = exchange_tpsl
+        avg_entry = None
+        if ex_metrics and ex_metrics.get("entry_price") is not None:
+            avg_entry = ex_metrics["entry_price"]
+        elif prow:
+            from lib.hub.hub_position_metrics import parse_position_entry_price
+
+            avg_entry = parse_position_entry_price(prow)
         apply_order_price_display_fields(
             payload,
             direction=r["direction"],
@@ -7705,6 +7714,7 @@ def api_price_snapshot():
             contracts=abs(_position_row_effective_contracts(prow)) if prow else None,
             contract_size=float(get_contract_size(r["symbol"])) if r["symbol"] else 1.0,
             mark_price=ex_metrics.get("mark_price") if ex_metrics else price,
+            avg_entry_price=avg_entry,
             funds_decimals=FUNDS_DECIMALS,
         )
         apply_time_close_to_payload(payload, r)

crypto_monitor_gate/app.py

@@ -1941,6 +1941,8 @@ def _position_matches_wanted_contract(wanted_unified_sym, position_dict):
 
 def _position_row_effective_contracts(p):
     """张数：优先 ccxt contracts，否则用 Gate 原始 size/pos（避免统一层为 0 时被误判空仓）。"""
+    from lib.hub.hub_position_metrics import normalize_contracts_qty
+
     if not p:
         return 0.0
     info = p.get("info") or {}
@@ -1950,7 +1952,7 @@ def _position_row_effective_contracts(p):
         try:
             x = abs(float(val))
             if x > 0:
-                return x
+                return normalize_contracts_qty(x)
         except (TypeError, ValueError):
             continue
     return 0.0
@@ -7551,6 +7553,13 @@ def api_price_snapshot():
             except Exception:
                 exchange_tpsl = {"sl": None, "tp": None}
         payload["exchange_tpsl"] = exchange_tpsl
+        avg_entry = None
+        if ex_metrics and ex_metrics.get("entry_price") is not None:
+            avg_entry = ex_metrics["entry_price"]
+        elif prow:
+            from lib.hub.hub_position_metrics import parse_position_entry_price
+
+            avg_entry = parse_position_entry_price(prow)
         apply_order_price_display_fields(
             payload,
             direction=r["direction"],
@@ -7568,6 +7577,7 @@ def api_price_snapshot():
             contracts=abs(_position_row_effective_contracts(prow)) if prow else None,
             contract_size=float(get_contract_size(r["symbol"])) if r["symbol"] else 1.0,
             mark_price=ex_metrics.get("mark_price") if ex_metrics else price,
+            avg_entry_price=avg_entry,
             funds_decimals=FUNDS_DECIMALS,
         )
         apply_time_close_to_payload(payload, r)

crypto_monitor_okx/app.py

@@ -2876,6 +2876,8 @@ def exchange_private_api_configured():
 
 def _position_row_effective_contracts(p):
     """张数：OKX 以 info.pos 为准，再兜底 ccxt contracts 等（与 Binance/Gate 多字段一致）。"""
+    from lib.hub.hub_position_metrics import normalize_contracts_qty
+
     if not p:
         return 0.0
     info = p.get("info", {}) or {}
@@ -2885,7 +2887,7 @@ def _position_row_effective_contracts(p):
         try:
             x = abs(float(val))
             if x > 0:
-                return x
+                return normalize_contracts_qty(x)
         except (TypeError, ValueError):
             continue
     return 0.0
@@ -7248,6 +7250,13 @@ def api_price_snapshot():
             except Exception:
                 exchange_tpsl = {"sl": None, "tp": None}
         payload["exchange_tpsl"] = exchange_tpsl
+        avg_entry = None
+        if ex_metrics and ex_metrics.get("entry_price") is not None:
+            avg_entry = ex_metrics["entry_price"]
+        elif prow:
+            from lib.hub.hub_position_metrics import parse_position_entry_price
+
+            avg_entry = parse_position_entry_price(prow)
         apply_order_price_display_fields(
             payload,
             direction=r["direction"],
@@ -7265,6 +7274,7 @@ def api_price_snapshot():
             contracts=abs(_position_row_effective_contracts(prow)) if prow else None,
             contract_size=float(get_contract_size(r["symbol"])) if r["symbol"] else 1.0,
             mark_price=ex_metrics.get("mark_price") if ex_metrics else price,
+            avg_entry_price=avg_entry,
             funds_decimals=FUNDS_DECIMALS,
         )
         apply_time_close_to_payload(payload, r)

lib/common/static/instance_theme.css

@@ -1635,6 +1635,15 @@ html[data-theme="light"] #strategy-roll-panel .roll-section-title {
   font-weight: 600;
 }
 
+.pos-tp-profit {
+  color: #4cd97f;
+  font-weight: 600;
+}
+
+html[data-theme="light"] .pos-tp-profit {
+  color: #1a8f4a !important;
+}
+
 html[data-theme="light"] #strategy-roll-panel .roll-active-groups-table .roll-tp-profit,
 html[data-theme="light"] #strategy-roll-panel .roll-active-groups-table .roll-status-active {
   color: #1a8f4a !important;

lib/hub/hub_position_metrics.py

@@ -23,6 +23,24 @@ def _coerce_float(*values: Any) -> float | None:
     return None
 
 
+CONTRACTS_QTY_DECIMALS = 2
+
+
+def normalize_contracts_qty(qty: Any, *, decimals: int = CONTRACTS_QTY_DECIMALS) -> float:
+    """张数统一精度（OKX 等线性永续默认两位小数）。"""
+    try:
+        q = float(qty)
+    except (TypeError, ValueError):
+        return 0.0
+    if not math.isfinite(q):
+        return 0.0
+    return round(abs(q), decimals)
+
+
+def contracts_qty_is_open(qty: Any, *, decimals: int = CONTRACTS_QTY_DECIMALS) -> bool:
+    return normalize_contracts_qty(qty, decimals=decimals) > 0
+
+
 def position_contracts(p: dict[str, Any]) -> float:
     info = p.get("info") or {}
     if not isinstance(info, dict):
@@ -33,7 +51,7 @@ def position_contracts(p: dict[str, Any]) -> float:
             try:
                 v = float(info[k])
                 if v != 0:
-                    return abs(v)
+                    return normalize_contracts_qty(v)
             except (TypeError, ValueError):
                 pass
     raw = p.get("contracts")
@@ -41,7 +59,7 @@ def position_contracts(p: dict[str, Any]) -> float:
         try:
             v = float(raw)
             if v != 0:
-                return abs(v)
+                return normalize_contracts_qty(v)
         except (TypeError, ValueError):
             pass
     return 0.0

lib/instance/templates/embed_boot_scripts.html

@@ -788,6 +788,8 @@ function submitTpslEntrust(){
             if(data.exchange_tpsl) paintExchangeTpslRow(orderId, data.exchange_tpsl);
             paintPlanTpslDisplay(orderId, data);
             paintLatestRiskDisplay(orderId, data);
+            paintContractsDisplay(orderId, data);
+            paintTpProfitDisplay(orderId, data);
             const rrEl = document.getElementById(`order-rr-${orderId}`);
             if(rrEl){
                 const rr = data.display_rr_ratio != null && data.display_rr_ratio !== "" ? data.display_rr_ratio : data.planned_rr;
@@ -881,7 +883,20 @@ function paintContractsDisplay(orderId, snap){
     if(!el || !snap) return;
     const v = snap.contracts != null && snap.contracts !== "" ? snap.contracts : snap.order_amount;
     const n = v != null && v !== "" ? Number(v) : NaN;
-    el.innerText = Number.isFinite(n) ? String(parseFloat(n.toFixed(4))) : "—";
+    el.innerText = Number.isFinite(n) ? n.toFixed(2) : "—";
+}
+function paintTpProfitDisplay(orderId, snap){
+    const el = document.getElementById(`order-tp-profit-${orderId}`);
+    if(!el) return;
+    const v = snap && snap.reward_at_tp_usdt;
+    const n = v != null && v !== "" ? Number(v) : NaN;
+    if(Number.isFinite(n)){
+        el.innerText = `${n.toFixed(2)}U`;
+        el.classList.add("pos-tp-profit");
+    } else {
+        el.innerText = "—";
+        el.classList.remove("pos-tp-profit");
+    }
 }
 
 function paintPriceTrend(el, key, value){
@@ -983,6 +998,7 @@ function refreshPriceSnapshot(){
             }
             paintLatestRiskDisplay(o.id, o);
             paintContractsDisplay(o.id, o);
+            paintTpProfitDisplay(o.id, o);
             paintBreakevenBadge(o.id, o.sl_breakeven_secured);
             if(o.exchange_tpsl) paintExchangeTpslRow(o.id, o.exchange_tpsl);
             paintPlanTpslDisplay(o.id, o);
@@ -1317,6 +1333,9 @@ function refreshPriceSnapshotConditional(){
         if(tradePage){
             (data.order_prices || []).forEach(o=>{
                 paintOrderMarkAndPnl(o.id, o);
+                paintLatestRiskDisplay(o.id, o);
+                paintContractsDisplay(o.id, o);
+                paintTpProfitDisplay(o.id, o);
                 const exM = document.getElementById(`order-ex-margin-${o.id}`);
                 if(exM){
                     const mv = o.exchange_initial_margin;

lib/instance/templates/embed_page_fragment.html

@@ -139,7 +139,11 @@
                         </div>
                         <div class="pos-cell">
                             <span class="pos-label">张数</span>
-                            <span class="pos-value" id="order-contracts-{{ o.id }}">{% if o.order_amount is not none %}{{ '%g'|format(o.order_amount) }}{% else %}—{% endif %}</span>
+                            <span class="pos-value" id="order-contracts-{{ o.id }}">{% if o.order_amount is not none %}{{ '%.2f'|format(o.order_amount) }}{% else %}—{% endif %}</span>
+                        </div>
+                        <div class="pos-cell">
+                            <span class="pos-label">盈利金额</span>
+                            <span class="pos-value pos-tp-profit" id="order-tp-profit-{{ o.id }}">—</span>
                         </div>
                         <div class="pos-cell">
                             <span class="pos-label">标记价</span>

lib/instance/templates/index.html

@@ -211,7 +211,11 @@
                         </div>
                         <div class="pos-cell">
                             <span class="pos-label">张数</span>
-                            <span class="pos-value" id="order-contracts-{{ o.id }}">{% if o.order_amount is not none %}{{ '%g'|format(o.order_amount) }}{% else %}—{% endif %}</span>
+                            <span class="pos-value" id="order-contracts-{{ o.id }}">{% if o.order_amount is not none %}{{ '%.2f'|format(o.order_amount) }}{% else %}—{% endif %}</span>
+                        </div>
+                        <div class="pos-cell">
+                            <span class="pos-label">盈利金额</span>
+                            <span class="pos-value pos-tp-profit" id="order-tp-profit-{{ o.id }}">—</span>
                         </div>
                         <div class="pos-cell">
                             <span class="pos-label">标记价</span>
@@ -1304,6 +1308,8 @@ function submitTpslEntrust(){
             if(data.exchange_tpsl) paintExchangeTpslRow(orderId, data.exchange_tpsl);
             paintPlanTpslDisplay(orderId, data);
             paintLatestRiskDisplay(orderId, data);
+            paintContractsDisplay(orderId, data);
+            paintTpProfitDisplay(orderId, data);
             const rrEl = document.getElementById(`order-rr-${orderId}`);
             if(rrEl){
                 const rr = data.display_rr_ratio != null && data.display_rr_ratio !== "" ? data.display_rr_ratio : data.planned_rr;
@@ -1393,7 +1399,20 @@ function paintContractsDisplay(orderId, snap){
     if(!el || !snap) return;
     const v = snap.contracts != null && snap.contracts !== "" ? snap.contracts : snap.order_amount;
     const n = v != null && v !== "" ? Number(v) : NaN;
-    el.innerText = Number.isFinite(n) ? String(parseFloat(n.toFixed(4))) : "—";
+    el.innerText = Number.isFinite(n) ? n.toFixed(2) : "—";
+}
+function paintTpProfitDisplay(orderId, snap){
+    const el = document.getElementById(`order-tp-profit-${orderId}`);
+    if(!el) return;
+    const v = snap && snap.reward_at_tp_usdt;
+    const n = v != null && v !== "" ? Number(v) : NaN;
+    if(Number.isFinite(n)){
+        el.innerText = `${n.toFixed(2)}U`;
+        el.classList.add("pos-tp-profit");
+    } else {
+        el.innerText = "—";
+        el.classList.remove("pos-tp-profit");
+    }
 }
 
 function paintPriceTrend(el, key, value){
@@ -1526,6 +1545,7 @@ function refreshPriceSnapshot(){
             }
             paintLatestRiskDisplay(o.id, o);
             paintContractsDisplay(o.id, o);
+            paintTpProfitDisplay(o.id, o);
             paintBreakevenBadge(o.id, o.sl_breakeven_secured);
             if(o.exchange_tpsl) paintExchangeTpslRow(o.id, o.exchange_tpsl);
             paintPlanTpslDisplay(o.id, o);
@@ -1916,6 +1936,9 @@ function refreshPriceSnapshotConditional(){
                 }
                 const rrEl = document.getElementById(`order-rr-${o.id}`);
                 if(rrEl) rrEl.innerText = formatRrRatio(o.rr_ratio);
+                paintLatestRiskDisplay(o.id, o);
+                paintContractsDisplay(o.id, o);
+                paintTpProfitDisplay(o.id, o);
                 paintBreakevenBadge(o.id, o.sl_breakeven_secured);
                 paintExchangeTpslRow(o.id, o.exchange_tpsl || {});
                 paintPlanTpslDisplay(o.id, o);

lib/strategy/strategy_config.py

@@ -55,6 +55,8 @@ def build_strategy_config(
         return float(row["current_capital"])
 
     def get_position(ex_sym, direction):
+        from lib.hub.hub_position_metrics import normalize_contracts_qty
+
         qty = m.get_live_position_contracts(ex_sym, direction)
         entry = None
         try:
@@ -77,7 +79,7 @@ def build_strategy_config(
                     break
         except Exception:
             pass
-        return {"contracts": float(qty or 0), "entry_price": entry}
+        return {"contracts": normalize_contracts_qty(qty or 0), "entry_price": entry}
 
     def amount_to_precision(ex_sym, amount):
         try:

lib/strategy/strategy_register.py

@@ -492,9 +492,23 @@ def _roll_execute(cfg: dict, data: dict) -> tuple[bool, str]:
                 "UPDATE roll_groups SET leg_count=?, current_stop_loss=?, updated_at=? WHERE id=?",
                 (legs_done + 1, new_sl, cfg["app_now_str"](), rg["id"]),
             )
+            live_qty = float(mon.get("order_amount") or 0) + float(amount)
+            try:
+                from lib.hub.hub_position_metrics import contracts_qty_is_open, normalize_contracts_qty
+
+                pos2 = cfg["get_position"](ex_sym, direction) or {}
+                q2 = normalize_contracts_qty(pos2.get("contracts") or 0)
+                if contracts_qty_is_open(q2):
+                    live_qty = q2
+                else:
+                    live_qty = normalize_contracts_qty(live_qty)
+            except Exception:
+                from lib.hub.hub_position_metrics import normalize_contracts_qty
+
+                live_qty = normalize_contracts_qty(live_qty)
             conn.execute(
-                "UPDATE order_monitors SET stop_loss=? WHERE id=?",
-                (new_sl, mon["id"]),
+                "UPDATE order_monitors SET stop_loss=?, order_amount=? WHERE id=?",
+                (new_sl, live_qty, mon["id"]),
             )
             conn.commit()
             _maybe_notify_roll_started(cfg, rg, mon, symbol, direction, tp0, new_sl, roll_is_new=roll_is_new)

lib/strategy/strategy_roll_monitor_lib.py

@@ -205,6 +205,8 @@ def _close_roll_group(conn, cfg: dict, group: dict, *, reason: str = "下单监
 
 
 def _reconcile_roll_groups(conn, cfg: dict) -> None:
+    from lib.hub.hub_position_metrics import contracts_qty_is_open, normalize_contracts_qty
+
     rows = conn.execute(
         """SELECT g.*, m.status AS monitor_status
            FROM roll_groups g
@@ -217,9 +219,24 @@ def _reconcile_roll_groups(conn, cfg: dict) -> None:
         direction = (g.get("direction") or "long").strip().lower()
         ex_sym = g.get("exchange_symbol") or cfg["normalize_exchange_symbol"](symbol)
         mon_ok = (row["monitor_status"] or "").strip().lower() == "active"
-        pos = cfg["get_position"](ex_sym, direction)
-        qty = float(pos.get("contracts") or 0)
-        if not mon_ok or qty <= 0:
+        if not mon_ok:
+            _close_roll_group(conn, cfg, g, reason="下单监控已结案")
+            continue
+        pos = None
+        try:
+            pos = cfg["get_position"](ex_sym, direction)
+        except Exception:
+            pos = None
+        if pos is None:
+            continue
+        qty = normalize_contracts_qty(pos.get("contracts") or 0)
+        if not contracts_qty_is_open(qty):
+            try:
+                pos2 = cfg["get_position"](ex_sym, direction) or {}
+                qty = normalize_contracts_qty(pos2.get("contracts") or 0)
+            except Exception:
+                continue
+        if not contracts_qty_is_open(qty):
             _close_roll_group(conn, cfg, g)
 
 
@@ -342,6 +359,8 @@ def _execute_pending_roll_leg(
     direction: str,
     mark: float,
 ) -> None:
+    from lib.hub.hub_position_metrics import contracts_qty_is_open, normalize_contracts_qty
+
     leg_id = int(leg["id"])
     gid = int(group["roll_group_id"]) if "roll_group_id" in leg else int(group["id"])
     mon_id = group.get("order_monitor_id")
@@ -354,9 +373,9 @@ def _execute_pending_roll_leg(
         return
 
     pos = cfg["get_position"](ex_sym, direction) or {}
-    qty = float(pos.get("contracts") or 0)
+    qty = normalize_contracts_qty(pos.get("contracts") or 0)
     entry = float(pos.get("entry_price") or mon.get("trigger_price") or 0)
-    if qty <= 0 or entry <= 0:
+    if not contracts_qty_is_open(qty) or entry <= 0:
         _invalidate_roll_leg(conn, cfg, group, leg, mark, reason="无持仓")
         return
 
@@ -431,17 +450,17 @@ def _execute_pending_roll_leg(
         "UPDATE roll_groups SET leg_count=?, current_stop_loss=?, updated_at=? WHERE id=?",
         (filled + 1, sl, _now(cfg), gid),
     )
-    live_qty = qty + float(amount)
+    live_qty = normalize_contracts_qty(qty + float(amount))
     try:
         pos2 = cfg["get_position"](ex_sym, direction) or {}
-        q2 = float(pos2.get("contracts") or 0)
-        if q2 > 0:
+        q2 = normalize_contracts_qty(pos2.get("contracts") or 0)
+        if contracts_qty_is_open(q2):
             live_qty = q2
     except Exception:
         pass
     conn.execute(
         "UPDATE order_monitors SET stop_loss=?, order_amount=? WHERE id=? AND status='active'",
-        (sl, float(live_qty), mon["id"]),
+        (sl, live_qty, mon["id"]),
     )
 
     notify = cfg.get("send_wechat")

lib/strategy/strategy_roll_ui_lib.py

@@ -63,13 +63,18 @@ def infer_initial_position(
         entry_live = float(entry_live)
     except (TypeError, ValueError):
         qty_live = entry_live = 0.0
+    from lib.hub.hub_position_metrics import normalize_contracts_qty
+
+    qty_live = normalize_contracts_qty(qty_live)
     legs = [
         lg
         for lg in filled_legs or []
         if isinstance(lg, dict) and leg_is_filled(lg) and leg_fill_price(lg) and float(lg.get("amount") or 0) > 0
     ]
-    add_sum = sum(float(lg.get("amount") or 0) for lg in legs)
-    leg_notional = sum(float(lg.get("amount") or 0) * float(leg_fill_price(lg) or 0) for lg in legs)
+    add_sum = sum(normalize_contracts_qty(lg.get("amount") or 0) for lg in legs)
+    leg_notional = sum(
+        normalize_contracts_qty(lg.get("amount") or 0) * float(leg_fill_price(lg) or 0) for lg in legs
+    )
     q0 = qty_live - add_sum
     if q0 > 1e-12 and entry_live > 0 and qty_live > 0:
         e0 = (entry_live * qty_live - leg_notional) / q0
@@ -131,8 +136,8 @@ def compute_roll_chain_metrics(
         return per_leg, group_out
     qty = float(q0)
     avg = float(e0)
-    group_out["initial_qty"] = round(qty, 4)
-    group_out["current_qty"] = round(qty, 4)
+    group_out["initial_qty"] = round(qty, 2)
+    group_out["current_qty"] = round(qty, 2)
     if tp > 0:
         group_out["avg_entry"] = avg
         group_out["reward_at_tp_usdt"] = reward_at_tp_usdt(
@@ -161,12 +166,12 @@ def compute_roll_chain_metrics(
         }
         group_out["avg_entry"] = round(avg, 10)
         group_out["reward_at_tp_usdt"] = round(reward, 4) if reward is not None else None
-        group_out["current_qty"] = round(qty, 4)
+        group_out["current_qty"] = round(qty, 2)
     if qty_live is not None:
         try:
             live_qty = float(qty_live)
             if live_qty > 0:
-                group_out["current_qty"] = round(live_qty, 4)
+                group_out["current_qty"] = round(live_qty, 2)
         except (TypeError, ValueError):
             pass
     return per_leg, group_out
@@ -208,7 +213,9 @@ def _resolve_roll_live(cfg: dict, group: dict, monitor: dict | None) -> tuple[Op
         return None, None, cs
     try:
         pos = get_pos(ex_sym or sym, direction) or {}
-        qty = float(pos.get("contracts") or 0)
+        from lib.hub.hub_position_metrics import normalize_contracts_qty
+
+        qty = normalize_contracts_qty(pos.get("contracts") or 0)
         entry = float(pos.get("entry_price") or 0)
         if qty > 0 and entry > 0:
             return qty, entry, cs

lib/strategy/templates/strategy_roll_panel.html

@@ -63,8 +63,8 @@
             <td>{{ g.symbol }}</td>
             <td>{{ g.direction }}</td>
             <td>{{ g.leg_count }}</td>
-            <td>{% if g.initial_qty is not none %}{{ '%.4g'|format(g.initial_qty) }}{% else %}—{% endif %}</td>
-            <td>{% if g.current_qty is not none %}{{ '%.4g'|format(g.current_qty) }}{% else %}—{% endif %}</td>
+            <td>{% if g.initial_qty is not none %}{{ '%.2f'|format(g.initial_qty) }}{% else %}—{% endif %}</td>
+            <td>{% if g.current_qty is not none %}{{ '%.2f'|format(g.current_qty) }}{% else %}—{% endif %}</td>
             <td>{% if price_fmt %}{{ price_fmt(g.symbol, g.initial_take_profit) }}{% else %}{{ g.initial_take_profit }}{% endif %}</td>
             <td>{% if price_fmt %}{{ price_fmt(g.symbol, g.current_stop_loss) }}{% else %}{{ g.current_stop_loss }}{% endif %}</td>
             <td>{% if g.avg_entry_display %}{{ g.avg_entry_display }}{% elif g.avg_entry is not none %}{{ g.avg_entry }}{% else %}—{% endif %}</td>

lib/trade/order_monitor_display_lib.py

@@ -276,6 +276,7 @@ def apply_order_price_display_fields(
     contracts: Any = None,
     contract_size: Any = None,
     mark_price: Any = None,
+    avg_entry_price: Any = None,
     funds_decimals: int = 2,
 ) -> dict[str, Any]:
     disp_sl, disp_tp, _, _ = resolve_live_tpsl_prices(stop_loss, take_profit, exchange_tpsl)
@@ -302,14 +303,17 @@ def apply_order_price_display_fields(
         payload["display_rr_ratio"] = None
     if contracts is not None:
         try:
-            c = abs(float(contracts))
+            from lib.hub.hub_position_metrics import normalize_contracts_qty
+
+            c = normalize_contracts_qty(contracts)
             if c > 0:
                 payload["contracts"] = c
         except (TypeError, ValueError):
             pass
+    risk_entry = _positive_float(avg_entry_price) or _positive_float(entry_price)
     payload["latest_risk_amount"] = calc_latest_risk_amount(
         direction,
-        entry_price,
+        risk_entry,
         disp_sl if disp_sl is not None else stop_loss,
         margin_capital=margin_capital,
         leverage=leverage,
@@ -319,6 +323,31 @@ def apply_order_price_display_fields(
         mark_price=mark_price,
         funds_decimals=funds_decimals,
     )
+    tp_for_reward = disp_tp if disp_tp is not None else _positive_float(take_profit)
+    qty_for_reward = payload.get("contracts")
+    if qty_for_reward is None and contracts is not None:
+        try:
+            qty_for_reward = abs(float(contracts))
+        except (TypeError, ValueError):
+            qty_for_reward = None
+    if risk_entry is not None and tp_for_reward is not None and qty_for_reward:
+        try:
+            from lib.strategy.strategy_roll_ui_lib import reward_at_tp_usdt
+
+            reward = reward_at_tp_usdt(
+                direction,
+                risk_entry,
+                tp_for_reward,
+                float(qty_for_reward),
+                contract_size=float(contract_size or 1.0),
+            )
+            payload["reward_at_tp_usdt"] = (
+                round(reward, funds_decimals) if reward is not None else None
+            )
+        except Exception:
+            payload["reward_at_tp_usdt"] = None
+    else:
+        payload["reward_at_tp_usdt"] = None
     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 "—"
@@ -362,11 +391,14 @@ def enrich_active_monitor_tpsl_json(
     margin = _row_val("margin_capital")
     leverage = _row_val("leverage")
     if position_row is not None:
-        from lib.hub.hub_position_metrics import position_contracts
+        from lib.hub.hub_position_metrics import parse_position_entry_price, position_contracts
 
         live_c = position_contracts(position_row)
         if abs(live_c) >= 1e-12:
             contracts = abs(live_c)
+        avg_entry = parse_position_entry_price(position_row)
+    else:
+        avg_entry = None
     payload: dict[str, Any] = {
         "stop_loss": stop_loss,
         "take_profit": take_profit,
@@ -388,6 +420,7 @@ def enrich_active_monitor_tpsl_json(
         contracts=contracts,
         contract_size=contract_size,
         mark_price=mark_price,
+        avg_entry_price=avg_entry,
         funds_decimals=funds_decimals,
     )
     return payload

tests/test_order_monitor_display_lib.py

@@ -100,6 +100,9 @@ def test_apply_order_price_display_fields_live_sl():
         margin_capital=100,
         leverage=10,
         exchange_notional=1000,
+        contracts=2.0,
+        contract_size=1.0,
+        avg_entry_price=1660.0,
     )
     assert payload["stop_loss"] == 1661
     assert payload["stop_loss_display"] == "1661.00"
@@ -107,6 +110,9 @@ def test_apply_order_price_display_fields_live_sl():
     assert payload["rr_ratio"] is not None
     assert payload["latest_risk_amount"] is not None
     assert payload["latest_risk_amount"] >= 0
+    assert payload["contracts"] == 2.0
+    assert payload["reward_at_tp_usdt"] is not None
+    assert payload["reward_at_tp_usdt"] > 0
 
 
 def test_calc_latest_risk_amount_long():