Harden residual mid-close: IOC partial fills, exchange reconcile, atomic book.

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

backend/app/live/okx_trade.py

@@ -185,7 +185,7 @@ class OkxTradeClient:
         if not rows:
             raise RuntimeError("OKX IOC 下单无返回")
         ord_id = str(rows[0].get("ordId") or "")
-        return self._wait_fill(inst_id, ord_id)
+        return self._wait_fill(inst_id, ord_id, allow_partial=True)
 
     def _fill_from_order_row(self, inst_id: str, ord_id: str, row: dict[str, Any]) -> LiveFill:
         avg = safe_float(row.get("avgPx")) or 0.0
@@ -206,7 +206,14 @@ class OkxTradeClient:
             raw=row,
         )
 
-    def _wait_fill(self, inst_id: str, ord_id: str, *, tries: int = 40) -> LiveFill:
+    def _wait_fill(
+        self,
+        inst_id: str,
+        ord_id: str,
+        *,
+        tries: int = 40,
+        allow_partial: bool = False,
+    ) -> LiveFill:
         path = f"/api/v5/trade/order?instId={inst_id}&ordId={ord_id}"
         last: dict[str, Any] = {}
         for _ in range(tries):
@@ -215,21 +222,38 @@ class OkxTradeClient:
                 last = rows[0]
                 state = str(last.get("state") or "")
                 avg = safe_float(last.get("avgPx"))
+                acc = safe_float(last.get("accFillSz")) or 0.0
                 # 仅完全成交；部分成交继续等，避免账本张数与交易所不一致
                 if state == "filled" and avg and avg > 0:
                     return self._fill_from_order_row(inst_id, ord_id, last)
                 if state in ("canceled", "failed"):
+                    # IOC：未成交部分取消；若已有成交量则按部分成交入账
+                    if (
+                        allow_partial
+                        and acc > 1e-12
+                        and avg
+                        and avg > 0
+                    ):
+                        return self._fill_from_order_row(inst_id, ord_id, last)
                     raise RuntimeError(f"OKX 订单失败 state={state} {last}")
             time.sleep(0.3)
         # 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" and avg and avg > 0:
             logger.warning(
                 "OKX fill wait timeout but order filled ordId=%s",
                 ord_id,
             )
             return self._fill_from_order_row(inst_id, ord_id, last)
+        if allow_partial and acc > 1e-12 and avg and avg > 0:
+            logger.warning(
+                "OKX IOC partial fill on timeout ordId=%s acc=%s",
+                ord_id,
+                acc,
+            )
+            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}")
 
     def sum_fill_fees(self, inst_id: str, ord_id: str) -> tuple[float, str]: