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/executor.py

@@ -19,6 +19,7 @@ from .reconcile import (
     claim_open_slot,
     exchange_option_abs_size,
     perp_close_contracts_okx,
+    perp_open_contracts_okx,
     recover_stuck_opening,
     release_open_slot_if_opening,
     stamp_opening_intent,
@@ -189,13 +190,7 @@ class OkxLiveExecutor(Matcher):
         mgn = self._perp_margin_mode()
         try:
             ct_val = client.get_ct_val(perp_inst, inst_type="SWAP")
-            perp_sz = perp_close_contracts_okx(
-                client,
-                perp_inst=perp_inst,
-                perp_side=perp_side,
-                perp_qty_eth=perp_qty,
-                ct_val=ct_val,
-            )
+            perp_sz = perp_open_contracts_okx(perp_qty_eth=perp_qty, ct_val=ct_val)
             if perp_side == "long":
                 side, pos_side = "buy", "long"
             else:
@@ -216,18 +211,18 @@ class OkxLiveExecutor(Matcher):
             )
         except Exception as e:
             logger.exception("live open perp failed (likely margin); rollback option")
-            # 永续可能已成交：先查仓，有仓则不得回滚期权
+            # 永续可能已成交：先查仓；查失败或有仓均不得回滚期权
             try:
                 live_perp = client.get_perp_pos_sz(
                     perp_inst, pos_side=("long" if perp_side == "long" else "short")
                 )
             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}"
                     ),
                 )
@@ -419,13 +414,19 @@ class OkxLiveExecutor(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 half_open option {group_id}",
-            allow_negative=True,
+        # 幂等：崩溃重入时勿二次扣权利金
+        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 half_open option {group_id}",
+                allow_negative=True,
+            )
         now = int(time.time() * 1000)
         with self.db._lock:
             existing = self.db._conn.execute(
@@ -629,6 +630,19 @@ class OkxLiveExecutor(Matcher):
         pf_px = entry_index if entry_index > 0 else of_px
         initial_premium = of_px * opt_qty
         mgn = self._perp_margin_mode()
+        # 幂等补记权利金（崩溃在成交后、账本前时）
+        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 recover promote open_option {group_id}",
+                allow_negative=True,
+            )
         now = int(time.time() * 1000)
         with self.db._lock:
             existing = self.db._conn.execute(
@@ -857,6 +871,11 @@ class OkxLiveExecutor(Matcher):
                 ct_val=ct_val,
                 allow_db_fallback=not pending_perp_only,
             )
+            if perp_sz 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_sz <= 0:
                 # 永续已在交易所平掉：用入场价近似 finalize（净盈亏由对账校正）
                 pf_px = float(pos.get("perp_entry_px") or 0) or 0.0
@@ -1152,6 +1171,11 @@ class OkxLiveExecutor(Matcher):
                 perp_qty_eth=perp_qty,
                 ct_val=ct_val,
             )
+            if perp_sz is None or perp_sz <= 0:
+                return CloseResult(
+                    ok=False,
+                    detail="弃期权平永续失败: 无法取得有效永续仓位数量",
+                )
             if perp_side == "long":
                 side, pos_side = "sell", "long"
             else: