Harden strategy SoT: fail-closed funds gate, shared open pipeline, LIVE switch guards.

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

backend/app/strategy/auto_usdc.py

@@ -1,7 +1,7 @@
-"""OKX 开仓前：交易账户 USDC 不足时市价 USDT→USDC（目标=期权所需×2）。
+"""OKX：交易账户 USDC 不足时市价 USDT→USDC（目标=期权所需×2）。
 
 仅 OKX SIM/LIVE。资金账户不参与；期权已可开则跳过。
-空仓等待开仓时也会按盘口刷新以损定仓名义后再检测，不依赖已选中合格期权。
+等待选约阶段只用预览名义检测（不落库）；落库定仓在 open_pipeline.size_and_gate。
 """
 
 from __future__ import annotations
@@ -17,11 +17,8 @@ from .open_capacity import assess_open_capacity, invalidate_live_balance_cache
 
 logger = logging.getLogger(__name__)
 
-# 目标持仓 = 期权开仓所需 USDC × 倍数
 _TARGET_MULTIPLE = 2.0
-# 过小不兑（避免粉尘单）
 _MIN_CONVERT_USDT = 1.0
-# 不足时重试间隔，避免每秒砸单
 _RETRY_COOLDOWN_SEC = 45.0
 _last_attempt_ts: float = 0.0
 
@@ -45,42 +42,40 @@ def _round_down(n: float, nd: int = 2) -> float:
     return math.floor(n * f + 1e-12) / f
 
 
-def refresh_risk_sizing_from_market(db: Database | None = None) -> dict[str, Any]:
-    """空仓时用当前指数/卖一刷新以损定仓名义，便于资金门与自动兑对齐展示。"""
+def preview_capacity_for_convert(db: Database | None = None) -> dict[str, Any]:
+    """
+    用盘口预览以损定仓名义评估资金门（不写 settings）。
+    手动仓位则直接 assess 当前账本名义。
+    """
     database = db or get_db()
-    out: dict[str, Any] = {"ok": True, "detail": "skip"}
     try:
-        from ..sim.ledger import Ledger
-        from .open_capacity import _index_and_option_ask
-        from .risk_sizing import apply_risk_sizing_to_ledger, is_risk_based
+        from .risk_sizing import preview_risk_sizing
 
-        if not is_risk_based(Ledger(database)):
-            out["detail"] = "manual_sizing"
-            return out
-        idx, ask = _index_and_option_ask()
-        if idx is None or ask is None or float(idx) <= 0 or float(ask) <= 0:
-            out["ok"] = False
-            out["detail"] = "暂无指数或期权卖一"
-            return out
-        r = apply_risk_sizing_to_ledger(
-            index_px=float(idx), option_ask=float(ask), db=database
-        )
-        out["ok"] = bool(r.ok)
-        out["detail"] = r.detail
-        out["k"] = r.k
-        out["option_qty_eth"] = r.option_qty_eth
-        return out
-    except Exception as e:
-        logger.exception("refresh risk sizing for auto_usdc failed")
-        return {"ok": False, "detail": str(e)}
+        prev = preview_risk_sizing(database)
+        if prev.get("risk_based") and prev.get("ok"):
+            return assess_open_capacity(
+                database,
+                option_ask=float(prev["option_ask"])
+                if prev.get("option_ask") is not None
+                else None,
+                option_qty_eth=float(prev["option_qty_eth"])
+                if prev.get("option_qty_eth") is not None
+                else None,
+                perp_qty_eth=float(prev["perp_qty_eth"])
+                if prev.get("perp_qty_eth") is not None
+                else None,
+            )
+    except Exception:
+        logger.exception("preview capacity for convert failed")
+    return assess_open_capacity(database)
 
 
 def prepare_okx_trading_usdc(db: Database | None = None) -> dict[str, Any]:
-    """选约前也可调用：先刷新名义，再按资金门自动兑 USDC。"""
+    """等待阶段：预览名义评估 + 兑换，不落库。"""
     database = db or get_db()
-    sized = refresh_risk_sizing_from_market(database)
-    top = ensure_okx_trading_usdc(database)
-    return {"sizing": sized, "convert": top}
+    cap = preview_capacity_for_convert(database)
+    conv = ensure_okx_trading_usdc(database, cap=cap, force=False)
+    return {"capacity": cap, "convert": conv}
 
 
 def ensure_okx_trading_usdc(
@@ -90,12 +85,13 @@ def ensure_okx_trading_usdc(
     force: bool = False,
 ) -> dict[str, Any]:
     """
-    开仓资金门前调用：
     - 非 OKX → 跳过
     - 期权可开（USDC≥需）→ 跳过
-    - 否则在**交易账户**市价 USDT→USDC，尽量补到 需×2（并预留永续保证金）
+    - 否则交易账户市价 USDT→USDC，尽量补到 需×2（预留永续保证金）
+    - force 不再绕过冷却（防砸单）；保留参数仅为兼容调用方
     """
     global _last_attempt_ts
+    _ = force  # 明确忽略：冷却始终生效
     db = db or get_db()
     out: dict[str, Any] = {
         "ok": True,
@@ -121,7 +117,6 @@ def ensure_okx_trading_usdc(
         out["detail"] = "期权所需为 0，跳过"
         return out
 
-    # 可开仓：不兑换（即使低于 2 倍目标）
     if have_f + 1e-9 >= need_f:
         out["detail"] = (
             f"交易账户 USDC 已够开仓（有 {have_f:.2f} ≥ 需 {need_f:.2f}），不兑换"
@@ -130,11 +125,7 @@ def ensure_okx_trading_usdc(
         return out
 
     now = time.time()
-    if (
-        not force
-        and _last_attempt_ts > 0
-        and now - _last_attempt_ts < _RETRY_COOLDOWN_SEC
-    ):
+    if _last_attempt_ts > 0 and now - _last_attempt_ts < _RETRY_COOLDOWN_SEC:
         left = _RETRY_COOLDOWN_SEC - (now - _last_attempt_ts)
         out["detail"] = f"USDC 不足，自动兑换冷却中（{left:.0f}s）"
         out["capacity"] = cap
@@ -153,12 +144,10 @@ def ensure_okx_trading_usdc(
     rate = float(usdc_usdt_mid_rate() or 1.0)
     if rate <= 0:
         rate = 1.0
-    # usdt_to_usdc：amount = 花费的 USDT（与 OkxFundsClient / SIM 一致）
     want_usdt = gap_usdc * rate
 
     perp_need = float(cap.get("perp_need_usdt") or 0)
     trading_usdt = float(cap.get("perp_have_usdt") or 0)
-    # 预留永续保证金，避免兑光导致永续不可开
     spendable = max(0.0, trading_usdt - max(0.0, perp_need))
     spend_usdt = _round_down(min(want_usdt, spendable), 2)