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)