Sell residual options at latest bid via IOC limit, not market.

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

backend/app/live/executor.py

@@ -1193,7 +1193,7 @@ class OkxLiveExecutor(Matcher):
         )
 
     def try_close_one_residual(self, row: dict) -> dict | None:
-        """LIVE：权利金达标后交易所市价卖出归档期权。"""
+        """LIVE：权利金达标后按最新买一 IOC 限价卖出归档期权（不扫市价）。"""
         err = self._guard_live()
         if err:
             logger.warning("residual premium close blocked: %s", err)
@@ -1218,18 +1218,27 @@ class OkxLiveExecutor(Matcher):
                 "residual premium close skip %s: bad contracts", row.get("group_id")
             )
             return None
+        # 下单前再刷一次买一，按最新盘口挂 IOC
+        oq2 = self._quote_held_option(option_inst_id)
+        bid_px = float(oq2.bid) if oq2 is not None and oq2.bid is not None else float(close_bid)
+        if bid_px <= 0:
+            logger.debug(
+                "residual premium close skip %s: bid vanished", row.get("group_id")
+            )
+            return None
         client = self._client()
         try:
-            opt_live = client.place_market(
+            opt_live = client.place_ioc(
                 inst_id=option_inst_id,
                 side="sell",
                 sz=str(max(1, int(round(opt_contracts)))),
+                px=bid_px,
                 td_mode="cash",
                 reduce_only=True,
             )
         except Exception as e:
             logger.warning(
-                "residual premium close exchange sell failed %s: %s",
+                "residual premium close bid-ioc sell failed %s: %s",
                 row.get("group_id"),
                 e,
             )
@@ -1252,7 +1261,7 @@ class OkxLiveExecutor(Matcher):
             notional=of_notional,
             slip=0.0,
             now_ms=now_ms,
-            note="LIVE residual mid-close by premium recovery",
+            note=f"LIVE residual mid-close at bid IOC px={bid_px}",
             exec_mode="LIVE",
         )