Fix OKX abandon residual double-book and fill/residual ledger holes.

After dual-close leaves option pending, continue close_group instead of false residual; reject partial fills on wait timeout; LIVE residual settle allow_negative.

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

backend/app/live/binance_executor.py

@@ -115,7 +115,8 @@ class BinanceLiveExecutor(Matcher):
         except Exception as e:
             logger.exception("binance live open option failed")
             msg = str(e)
-            if "orderId=" in msg or "orderId" in msg.lower():
+            # 仅当错误带明确 orderId= 时保留 opening（避免校验文案误卡槽）
+            if "orderId=" in msg:
                 return OpenResult(
                     ok=False,
                     detail=f"币安开期权未确认成交(保留 opening 防重复开，请核对交易所): {e}",

backend/app/live/executor.py

@@ -924,6 +924,11 @@ class OkxLiveExecutor(Matcher):
         if dual.ok:
             return dual
 
+        # close_group 可能已卖掉期权并落 option_closed_perp_pending；勿再记 residual，只续平永续
+        pos_after = self.current_position()
+        if str(pos_after.get("status") or "") == "option_closed_perp_pending":
+            return self.close_group(reason=reason, bypass_liquidity=True)
+
         if require_deep_otm and not self.option_is_deep_otm():
             return CloseResult(
                 ok=False,

backend/app/live/okx_trade.py

@@ -191,15 +191,13 @@ class OkxTradeClient:
                 if state in ("canceled", "failed"):
                     raise RuntimeError(f"OKX 订单失败 state={state} {last}")
             time.sleep(0.3)
-        # 超时兜底：已 filled 或已有成交量+均价则回填，避免「有仓无账」
+        # 超时兜底：仅接受完全成交；部分成交不得当全成记账（会错张数/对冲）
         state = str(last.get("state") or "")
         avg = safe_float(last.get("avgPx"))
-        acc = safe_float(last.get("accFillSz")) or 0.0
-        if state == "filled" or (acc > 0 and avg and avg > 0):
+        if state == "filled" and avg and avg > 0:
             logger.warning(
-                "OKX fill wait timeout but using last fill data ordId=%s state=%s",
+                "OKX fill wait timeout but order filled ordId=%s",
                 ord_id,
-                state,
             )
             return self._fill_from_order_row(inst_id, ord_id, last)
         raise RuntimeError(f"OKX 订单未完全成交 ordId={ord_id} last={last}")

backend/app/sim/matcher.py

@@ -854,11 +854,15 @@ class Matcher:
         opt_qty = float(row["option_qty_eth"])
         opt_pnl = (of.fill_px - opt_entry) * opt_qty
         opt_cash = of.notional - of.fee
+        from ..config import get_settings
+
         self.ledger.apply_cash(
             opt_cash,
             kind="close_option",
             group_id=group_id,
             note=f"residual option expiry settle{' force' if force else ''}",
+            # LIVE 本地账本仅镜像；拒记会导致 residual 永久 pending
+            allow_negative=not get_settings().is_sim,
         )
 
         with self.db._lock:

backend/app/strategy/engine.py

@@ -241,6 +241,24 @@ class StrategyEngine:
                 close_data = r.data
                 if r.ok:
                     self.enter_rest_after_close()
+            elif st == "opening":
+                # 开仓未确认：不自动清槽（可能期权已成交）；紧急全平仅告警，防重复开
+                ok = False
+                detail = (
+                    "stuck opening：请核对交易所期权/永续后人工处理"
+                    "（已占槽防重复开，紧急全平不会自动释放）"
+                )
+                close_data = {"status": "opening"}
+                try:
+                    from ..notify import wecom
+
+                    wecom.notify_fault(
+                        title="紧急全平遇到 stuck opening",
+                        detail=detail,
+                        dedupe_key="emergency:opening",
+                    )
+                except Exception:
+                    pass
             elif st in ("open", "option_closed_perp_pending"):
                 # A：双腿（或续平永续）
                 r = self.matcher.close_group(reason="emergency", bypass_liquidity=True)