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

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

backend/app/strategy/open_capacity.py

@@ -98,11 +98,18 @@ def _sim_balances(db: Database) -> dict[str, float]:
     }
 
 
-def assess_open_capacity(db: Database | None = None) -> dict[str, Any]:
+def assess_open_capacity(
+    db: Database | None = None,
+    *,
+    option_ask: float | None = None,
+    option_qty_eth: float | None = None,
+    perp_qty_eth: float | None = None,
+) -> dict[str, Any]:
     """
     返回永续/期权是否有足够交易账户资金开新仓。
     - 永续：交易账户 USDT >= 名义/杠杆
     - 期权：交易账户 USDC >= 卖一×名义×(1+费率)
+    可选覆盖 ask/名义（选约后应用选中腿卖一，避免与 max(call,put) 打架）。
     """
     global _notified_while_short
     db = db or get_db()
@@ -111,11 +118,20 @@ def assess_open_capacity(db: Database | None = None) -> dict[str, Any]:
     lev = float(ledger.get_setting_float("leverage", s.leverage) or 3)
     if lev <= 0:
         lev = 3.0
-    perp_qty = float(ledger.get_setting_float("perp_qty_eth", s.perp_qty_eth) or 1)
-    opt_qty = float(ledger.get_setting_float("option_qty_eth", s.option_qty_eth) or 2)
+    perp_qty = float(
+        perp_qty_eth
+        if perp_qty_eth is not None
+        else (ledger.get_setting_float("perp_qty_eth", s.perp_qty_eth) or 1)
+    )
+    opt_qty = float(
+        option_qty_eth
+        if option_qty_eth is not None
+        else (ledger.get_setting_float("option_qty_eth", s.option_qty_eth) or 2)
+    )
     fee_rate = float(ledger.get_setting_float("fee_rate", s.fee_rate) or 0.0005)
 
-    idx, ask = _index_and_option_ask()
+    idx, ask_book = _index_and_option_ask()
+    ask = float(option_ask) if option_ask is not None and float(option_ask) > 0 else ask_book
     margin_need = (float(idx) * perp_qty / lev) if idx and idx > 0 else None
     premium_need = (
         float(ask) * opt_qty * (1.0 + fee_rate) if ask is not None and ask > 0 else None
@@ -183,6 +199,25 @@ def assess_open_capacity(db: Database | None = None) -> dict[str, Any]:
     }
 
 
+def funds_gate_blocks(cap: dict[str, Any] | None) -> tuple[bool, str]:
+    """
+    Fail-closed：仅当永续与期权均为 True 才放行。
+    None（未知，如币安未接余额）或 False → 拦截。
+    """
+    if not cap:
+        return True, "资金可开判定结果为空，拒绝开仓"
+    if cap.get("perp_can_open") is not True or cap.get("option_can_open") is not True:
+        detail = (
+            f"{cap.get('perp_label')} · {cap.get('option_label')}；"
+            f"永续需≈{cap.get('perp_need_usdt')}U/有{cap.get('perp_have_usdt')}U，"
+            f"期权需≈{cap.get('option_need_usdc')}U/有{cap.get('option_have_usdc')}U"
+        )
+        if cap.get("perp_can_open") is None or cap.get("option_can_open") is None:
+            detail += "（余额/盘口未知，fail-closed 拒绝开仓）"
+        return True, f"资金不足或状态未知，暂不可开新仓：{detail}"
+    return False, ""
+
+
 def maybe_notify_funds_short(cap: dict[str, Any] | None = None) -> None:
     """仅在「不能开」时推送一次；能开绝不通知。"""
     global _notified_while_short