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

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

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