Add OKX trading-account USDC auto-swap and lock exit target while in position.

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

backend/app/strategy/engine.py

@@ -129,8 +129,26 @@ class StrategyEngine:
         risk_exit_unit = self.ledger.get_setting_float("risk_exit_unit", 15.0)
         risk_last_k = self.ledger.get_setting_float("risk_last_k", 0.0)
         risk_preview: dict[str, Any] | None = None
-        # 以损定仓：监控页展示「下一次开仓」实时估算，避免仍显示上次手填/过期名义
-        if sizing_mode == "risk_based":
+        pos_status = str(upl.get("status") or "flat")
+        trade_locked = pos_status in (
+            "open",
+            "half_open",
+            "option_closed_perp_pending",
+            "opening",
+        )
+        locked_exit = None
+        try:
+            from .exits import read_locked_exit_target
+
+            locked_exit = read_locked_exit_target(upl)
+        except Exception:
+            locked_exit = None
+        if trade_locked and locked_exit is not None:
+            # 持仓中：出场目标锁定，不再用盘口重算覆盖
+            net_target = float(locked_exit)
+            exit_amt = float(locked_exit)
+        # 以损定仓：仅空仓时用实时估算覆盖展示；持仓中保持开仓锁定名义/k/目标
+        if sizing_mode == "risk_based" and not trade_locked:
             try:
                 from .risk_sizing import preview_risk_sizing
 
@@ -154,6 +172,16 @@ class StrategyEngine:
             except Exception:
                 logger.exception("risk sizing preview for state() failed")
                 risk_preview = {"ok": False, "detail": "以损定仓预览失败"}
+        elif sizing_mode == "risk_based" and trade_locked:
+            risk_preview = {
+                "ok": True,
+                "locked": True,
+                "detail": "持仓中已锁定本组成交目标与名义，平仓后再自动计算",
+                "net_profit_target": net_target,
+                "k": risk_last_k if risk_last_k > 0 else None,
+                "perp_qty_eth": perp_qty,
+                "option_qty_eth": opt_qty,
+            }
         rest_until = row["rest_until_ms"]
         rest_left = 0
         if rest_until:
@@ -199,6 +227,7 @@ class StrategyEngine:
             "risk_exit_unit": risk_exit_unit,
             "risk_last_k": risk_last_k if risk_last_k > 0 else None,
             "risk_sizing_preview": risk_preview,
+            "risk_sizing_locked": bool(trade_locked and sizing_mode == "risk_based"),
             "min_option_hours": min_hours,
             "min_option_leverage": min_opt_lev,
             "atm_open_offset_enabled": atm_off_on,
@@ -687,6 +716,18 @@ class StrategyEngine:
 
         if st_pos == "open":
             upl = self.matcher.unrealized()
+            from .exits import lock_trade_exit_target, read_locked_exit_target
+
+            locked_exit = read_locked_exit_target(upl)
+            if locked_exit is None and upl.get("group_id"):
+                try:
+                    locked_exit = lock_trade_exit_target(
+                        self.db,
+                        group_id=str(upl["group_id"]),
+                        initial_premium=float(upl.get("initial_premium") or 0),
+                    )
+                except Exception:
+                    logger.exception("backfill exit lock failed")
             expired = check_expiry_close(expiry_ms=self._position_expiry_ms(upl))
             decision = check_exits(
                 net_pnl=float(upl.get("net_pnl") or 0),
@@ -694,6 +735,7 @@ class StrategyEngine:
                 net_profit_target=net_target,
                 premium_exit_multiple=prem_mult,
                 initial_premium=float(upl.get("initial_premium") or 0),
+                locked_exit_target=locked_exit,
             )
             pending_close = st["phase"] in ("liquidity_wait", "closing")
             if expired.should_close or decision.should_close or pending_close:
@@ -800,6 +842,14 @@ class StrategyEngine:
             self._set_state(phase="idle", last_error="以损定仓计算异常，暂不开仓")
             return
 
+        # OKX：交易账户 USDC 不够开期权时，市价 USDT→USDC（目标=所需×2）；够则跳过
+        try:
+            from .auto_usdc import ensure_okx_trading_usdc
+
+            ensure_okx_trading_usdc(self.db)
+        except Exception:
+            logger.exception("auto USDC top-up failed")
+
         try:
             cap = assess_open_capacity(self.db)
             if cap.get("perp_can_open") is False or cap.get("option_can_open") is False: