fix: 交易安全审计修复 — 补偿平仓、中控同步、滚仓/趋势防护

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

lib/hub/hub_reconcile_flat_lib.py

@@ -0,0 +1,95 @@
+"""Hub 中控市价全平后立即同步 order_monitors（三所共用）。"""
+from __future__ import annotations
+
+import time
+from typing import Any, Callable
+
+
+def reconcile_hub_external_close_impl(
+    conn,
+    symbol: str,
+    direction: str,
+    *,
+    exchange_configured: Callable[[], bool],
+    not_configured_msg: str,
+    symbols_match: Callable[[str, str], bool],
+    get_opened_at_value: Callable[[Any], str],
+    resolve_monitor_exchange_symbol: Callable[[Any], str],
+    get_live_position_contracts: Callable[[str, str], float | None],
+    cancel_conditional_orders: Callable[[str], None],
+    resolve_synced_flat_close: Callable[..., tuple],
+    finalize_stopped_monitor: Callable[..., None],
+    sync_trade_records: Callable[..., None] | None = None,
+    reconcile_flat_streak: dict | None = None,
+    to_ms_with_fallback: Callable[..., int | None] | None = None,
+    prefer_manual_resolve: bool = False,
+    order_row_monitor_type: Callable[[Any], str] | None = None,
+) -> dict[str, Any]:
+    if not exchange_configured():
+        return {"ok": False, "msg": not_configured_msg, "synced": 0}
+    sym_req = (symbol or "").strip()
+    dir_l = (direction or "").strip().lower()
+    if dir_l not in ("long", "short"):
+        return {"ok": False, "msg": "side 须为 long 或 short", "synced": 0}
+    synced = 0
+    streak = reconcile_flat_streak if reconcile_flat_streak is not None else {}
+    rows = conn.execute(
+        "SELECT * FROM order_monitors WHERE status IN ('active', 'error')"
+    ).fetchall()
+    for r in rows:
+        if not symbols_match(str(r["symbol"] or ""), sym_req):
+            continue
+        if (r["direction"] or "").strip().lower() != dir_l:
+            continue
+        oid = int(r["id"])
+        if r["status"] == "error":
+            opened_at_chk = get_opened_at_value(r)
+            mtype = order_row_monitor_type(r) if order_row_monitor_type else r["monitor_type"]
+            existing = conn.execute(
+                "SELECT id FROM trade_records WHERE symbol=? AND opened_at=? AND monitor_type=? LIMIT 1",
+                (r["symbol"], opened_at_chk, mtype),
+            ).fetchone()
+            if existing:
+                conn.execute("UPDATE order_monitors SET status='stopped' WHERE id=?", (oid,))
+                synced += 1
+                continue
+        exchange_symbol = resolve_monitor_exchange_symbol(r)
+        live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
+        if live_contracts is None:
+            continue
+        if live_contracts > 0:
+            time.sleep(0.6)
+            live_contracts = get_live_position_contracts(exchange_symbol, r["direction"])
+        if live_contracts is None or live_contracts > 0:
+            continue
+        streak.pop(oid, None)
+        cancel_conditional_orders(exchange_symbol)
+        opened_at = get_opened_at_value(r)
+        opened_at_ms = None
+        if to_ms_with_fallback is not None:
+            keys = r.keys() if hasattr(r, "keys") else ()
+            opened_at_ms = to_ms_with_fallback(
+                r["opened_at_ms"] if "opened_at_ms" in keys else None,
+                opened_at,
+            )
+        resolve_kw = {"opened_at_ms": opened_at_ms}
+        if prefer_manual_resolve:
+            resolve_kw["prefer_manual"] = True
+        result, pnl_amount, closed_at, miss_reason = resolve_synced_flat_close(
+            r, opened_at, **resolve_kw
+        )
+        finalize_stopped_monitor(
+            conn,
+            r,
+            result=result,
+            pnl_amount=pnl_amount,
+            closed_at=closed_at,
+            miss_reason=miss_reason,
+        )
+        synced += 1
+    if sync_trade_records is not None:
+        try:
+            sync_trade_records(conn, force=True)
+        except Exception:
+            pass
+    return {"ok": True, "synced": synced}