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

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

backend/app/sim/matcher.py

@@ -26,7 +26,13 @@ logger = logging.getLogger(__name__)
 
 # 禁止新开仓的本地仓位状态（实盘防卡）
 BLOCKING_STATUSES = frozenset(
-    {"open", "half_open", "option_closed_perp_pending", "opening"}
+    {
+        "open",
+        "half_open",
+        "option_closed_perp_pending",
+        "opening",
+        "closing",  # 期期盈利腿已卖、账本收尾中
+    }
 )
 
 
@@ -624,7 +630,14 @@ class Matcher:
         )
 
     def close_winning_oo_leave_residual(
-        self, *, reason: str = "target_oo_win", skip_market: bool = False
+        self,
+        *,
+        reason: str = "target_oo_win",
+        skip_market: bool = False,
+        live_fill_px: float | None = None,
+        live_fill_fee: float | None = None,
+        live_fill_contracts: float | None = None,
+        live_win_leg: str | None = None,
     ) -> CloseResult:
         """期期达标：平盈利腿，亏损腿进 residual。skip_market=True 时假定已在交易所卖掉盈利腿。"""
         pos = self.current_position()
@@ -649,6 +662,13 @@ class Matcher:
         upl = self.unrealized()
         call_upl = float(upl.get("option_upl") or 0)
         put_upl = float(upl.get("option2_upl") or 0)
+        # LIVE 收尾可指定 win_leg（崩溃恢复时 UPL 可能已不可用）
+        force_leg = (live_win_leg or "").strip()
+        if force_leg in ("option", "option2"):
+            if force_leg == "option":
+                call_upl, put_upl = 1.0, 0.0
+            else:
+                call_upl, put_upl = 0.0, 1.0
         # 盈利腿：UPL 更高且 > 0
         if call_upl >= put_upl and call_upl > 0:
             win_leg, lose_leg = "option", "option2"
@@ -681,16 +701,38 @@ class Matcher:
             return CloseResult(ok=False, detail="无明确盈利腿，暂不平")
 
         fee_rate = self._fee_rate()
-        if skip_market:
-            oq = self._quote_held_option(win_id)
-            fill_px = float(oq.bid) if oq and oq.bid else float(win_entry)
-            of = option_fill(
-                action="close",
-                bid=fill_px,
-                ask=fill_px,
-                qty_eth=win_qty,
-                fee_rate=fee_rate,
+        exec_mode = "SIM" if get_settings().is_sim else "LIVE"
+        from .pricing import PriceResult
+
+        if skip_market and live_fill_px is not None:
+            fill_px = float(live_fill_px)
+            fill_fee = float(live_fill_fee or 0)
+            if live_fill_contracts is not None and float(live_fill_contracts) > 0:
+                win_contracts = float(live_fill_contracts)
+                win_qty = eth_from_contracts(win_contracts, self._ct_mult(win_id))
+            of = PriceResult(
+                base_px=fill_px,
+                fill_px=fill_px,
+                fee=fill_fee,
+                slip=0.0,
+                notional=fill_px * win_qty,
             )
+        elif skip_market:
+            # LIVE 未传真实成交：禁止用盘口发明价，仅允许 0 价零现金镜像
+            if not get_settings().is_sim:
+                of = PriceResult(
+                    base_px=0.0, fill_px=0.0, fee=0.0, slip=0.0, notional=0.0
+                )
+            else:
+                oq = self._quote_held_option(win_id)
+                fill_px = float(oq.bid) if oq and oq.bid else float(win_entry)
+                of = option_fill(
+                    action="close",
+                    bid=fill_px,
+                    ask=fill_px,
+                    qty_eth=win_qty,
+                    fee_rate=fee_rate,
+                )
         else:
             oq = self._quote_held_option(win_id)
             if oq is None or oq.bid is None or float(oq.bid) <= 0:
@@ -715,21 +757,24 @@ class Matcher:
                 fee_rate=fee_rate,
             )
         cash = of.notional - of.fee
-        if get_settings().is_sim or not skip_market:
-            self.ledger.apply_cash(
-                cash, kind="close_option", group_id=group_id, note=f"oo win {win_leg}"
-            )
-        elif skip_market:
-            # LIVE：交易所已成交，仍记本地账本现金（与其它 LIVE 平仓一致）
+        apply_live_cash = bool(
+            get_settings().is_sim
+            or not skip_market
+            or (live_fill_px is not None and abs(float(live_fill_px)) + abs(float(live_fill_fee or 0)) > 1e-12)
+        )
+        if apply_live_cash:
             try:
                 self.ledger.apply_cash(
                     cash,
                     kind="close_option",
                     group_id=group_id,
-                    note=f"oo win live {win_leg}",
+                    note=f"oo win {win_leg}",
+                    allow_negative=not get_settings().is_sim,
                 )
             except Exception:
-                logger.exception("oo win live ledger cash failed")
+                if get_settings().is_sim:
+                    raise
+                logger.exception("oo win ledger cash failed")
 
         now = int(time.time() * 1000)
         expiry_ymd = None
@@ -764,7 +809,7 @@ class Matcher:
                     of.slip,
                     of.notional,
                     now,
-                    "SIM",
+                    exec_mode,
                 ),
             )
             self.db._conn.execute(
@@ -836,7 +881,8 @@ class Matcher:
     ) -> CloseResult:
         """期期全平两腿（到期/紧急）；无永续。"""
         pos = self.current_position()
-        if str(pos.get("status") or "") != "open" or not pos.get("group_id"):
+        st = str(pos.get("status") or "")
+        if st not in ("open", "closing") or not pos.get("group_id"):
             return CloseResult(ok=False, detail="无期期持仓可平")
         if not (
             str(pos.get("hedge_mode") or "") == "option_option"