Fix ghost finalize on unknown perp size and open rollback hazards.

Distinguish exchange query None from flat zero; keep opening when size unknown; idempotent half_open cash; scan options while opening; continue manage after recover.

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

backend/app/live/binance_executor.py

@@ -197,11 +197,11 @@ class BinanceLiveExecutor(Matcher):
                 )
             except Exception:
                 live_perp = None
-            if live_perp is not None and live_perp > 1e-8:
+            if live_perp is None or live_perp > 1e-8:
                 return OpenResult(
                     ok=False,
                     detail=(
-                        f"永续可能已成交但未确认成交明细(保留 opening): {e}; "
+                        f"永续开仓未确认(保留 opening，禁止回滚期权): {e}; "
                         f"ex_perp={live_perp}"
                     ),
                 )
@@ -397,13 +397,18 @@ class BinanceLiveExecutor(Matcher):
         """期权已成交、永续未开且回滚失败 → 落 half_open，禁止新开，待 repair。"""
         perp_inst = resolve_perp_inst_id(self.db, group_id=group_id)
         initial_premium = of_px * opt_qty
-        self.ledger.apply_cash(
-            -(of_px * opt_qty + of_fee),
-            kind="open_option",
-            group_id=group_id,
-            note=f"LIVE-BN half_open option {group_id}",
-            allow_negative=True,
+        prior_cash = self.db.fetchone(
+            "SELECT id FROM ledger_entries WHERE group_id=? AND kind='open_option' LIMIT 1",
+            (group_id,),
         )
+        if prior_cash is None:
+            self.ledger.apply_cash(
+                -(of_px * opt_qty + of_fee),
+                kind="open_option",
+                group_id=group_id,
+                note=f"LIVE-BN half_open option {group_id}",
+                allow_negative=True,
+            )
         now = int(time.time() * 1000)
         with self.db._lock:
             existing = self.db._conn.execute(
@@ -598,6 +603,18 @@ class BinanceLiveExecutor(Matcher):
         pf_px = entry_index if entry_index > 0 else of_px
         initial_premium = of_px * opt_qty
         mgn = self._perp_margin_mode()
+        prior_cash = self.db.fetchone(
+            "SELECT id FROM ledger_entries WHERE group_id=? AND kind='open_option' LIMIT 1",
+            (group_id,),
+        )
+        if prior_cash is None and of_px > 0 and opt_qty > 0:
+            self.ledger.apply_cash(
+                -(of_px * opt_qty),
+                kind="open_option",
+                group_id=group_id,
+                note=f"LIVE-BN recover promote open_option {group_id}",
+                allow_negative=True,
+            )
         now = int(time.time() * 1000)
         with self.db._lock:
             existing = self.db._conn.execute(
@@ -822,6 +839,11 @@ class BinanceLiveExecutor(Matcher):
                 perp_qty_eth=perp_qty,
                 allow_db_fallback=not pending_perp_only,
             )
+            if perp_qty_close is None:
+                return CloseResult(
+                    ok=False,
+                    detail="期权已平，永续待平(无法核对交易所仓位，禁止空仓 finalize)",
+                )
             if perp_qty_close <= 0:
                 pf_px = float(pos.get("perp_entry_px") or 0) or 0.0
                 pf_fee = 0.0
@@ -1135,6 +1157,11 @@ class BinanceLiveExecutor(Matcher):
                 perp_side=perp_side,
                 perp_qty_eth=perp_qty,
             )
+            if perp_qty_close is None or perp_qty_close <= 0:
+                return CloseResult(
+                    ok=False,
+                    detail="币安平永续失败: 无法取得有效永续仓位数量",
+                )
             perp_live = client.place_perp_market(
                 symbol=perp_inst,
                 side=side,