Fix LIVE SoT P0/P1: closing state machine, OO exchange fills, BN balances.

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

backend/app/live/binance_trade.py

@@ -356,6 +356,65 @@ class BinanceTradeClient:
             return to_usdt(float(upl), "USDT")
         return 0.0
 
+    def fetch_balances(self) -> dict[str, float | None]:
+        """交易侧可用：USDT-M 钱包 USDT + 期权账户 USDT/USDC（尽力而为）。"""
+        out: dict[str, float | None] = {
+            "trading_usdt": None,
+            "trading_usdc": None,
+        }
+        try:
+            rows = self._signed(self._fapi, "GET", "/fapi/v2/balance")
+            if isinstance(rows, dict):
+                rows = [rows]
+            for row in rows or []:
+                if not isinstance(row, dict):
+                    continue
+                asset = str(row.get("asset") or "").upper()
+                avail = safe_float(row.get("availableBalance"))
+                if avail is None:
+                    avail = safe_float(row.get("balance"))
+                if asset == "USDT" and avail is not None:
+                    out["trading_usdt"] = float(avail)
+                elif asset == "USDC" and avail is not None:
+                    # 永续侧 USDC 少见；若有则记
+                    if out["trading_usdc"] is None:
+                        out["trading_usdc"] = float(avail)
+        except Exception as e:
+            logger.warning("binance fapi balance failed: %s", e)
+        try:
+            data = self._signed(self._eapi, "GET", "/eapi/v1/marginAccount")
+            asset_list = []
+            if isinstance(data, dict):
+                asset_list = data.get("asset") or data.get("assets") or []
+            if isinstance(asset_list, list):
+                for row in asset_list:
+                    if not isinstance(row, dict):
+                        continue
+                    asset = str(
+                        row.get("asset") or row.get("currency") or ""
+                    ).upper()
+                    avail = (
+                        safe_float(row.get("available"))
+                        or safe_float(row.get("marginBalance"))
+                        or safe_float(row.get("equity"))
+                    )
+                    if asset == "USDT" and avail is not None:
+                        # 期权保证金常用 USDT；与 fapi 取较大可用
+                        cur = out.get("trading_usdt")
+                        out["trading_usdt"] = (
+                            float(avail)
+                            if cur is None
+                            else max(float(cur), float(avail))
+                        )
+                    elif asset == "USDC" and avail is not None:
+                        out["trading_usdc"] = float(avail)
+        except Exception as e:
+            logger.warning("binance eapi marginAccount failed: %s", e)
+        # 币安期权常用 USDT 保证金：eapi 无独立 USDC 时，用 USDT 作为期权侧可用
+        if out.get("trading_usdt") is not None and out.get("trading_usdc") is None:
+            out["trading_usdc"] = float(out["trading_usdt"])
+        return out
+
     def get_perp_pos_sz(self, symbol: str, *, position_side: str | None = None) -> float | None:
         """当前永续绝对持仓（ETH）。"""
         try: