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

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

backend/app/strategy/engine.py

@@ -477,19 +477,53 @@ class StrategyEngine:
                         )
                     except Exception:
                         pass
+            elif st == "closing":
+                close_oo = getattr(
+                    self.matcher, "close_winning_oo_leave_residual", None
+                )
+                if callable(close_oo):
+                    r = close_oo(reason="emergency_closing")
+                else:
+                    r = self.matcher.close_group(
+                        reason="emergency", bypass_liquidity=True
+                    )
+                ok = r.ok
+                detail = r.detail
+                close_data = r.data
+                if r.ok:
+                    self.enter_rest_after_close()
             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)
-                if not r.ok and st == "open":
-                    # B：砸不出期权时强制只平永续（不要求远虚）
-                    abandon = getattr(self.matcher, "close_perp_abandon_option", None)
-                    if callable(abandon):
-                        try:
-                            r2 = abandon(reason="emergency_perp", require_deep_otm=False)
-                        except TypeError:
-                            r2 = abandon(reason="emergency_perp")
-                        if r2.ok:
-                            r = r2
+                is_oo = (
+                    str(pos.get("hedge_mode") or "") == "option_option"
+                    or bool(pos.get("option2_inst_id"))
+                )
+                if is_oo and st == "open":
+                    close_full = getattr(self.matcher, "close_oo_full", None)
+                    if callable(close_full):
+                        r = close_full(reason="emergency", bypass_liquidity=True)
+                    else:
+                        r = self.matcher.close_group(
+                            reason="emergency", bypass_liquidity=True
+                        )
+                else:
+                    # A：双腿（或续平永续）
+                    r = self.matcher.close_group(
+                        reason="emergency", bypass_liquidity=True
+                    )
+                    if not r.ok and st == "open" and not is_oo:
+                        # B：砸不出期权时强制只平永续（不要求远虚）
+                        abandon = getattr(
+                            self.matcher, "close_perp_abandon_option", None
+                        )
+                        if callable(abandon):
+                            try:
+                                r2 = abandon(
+                                    reason="emergency_perp", require_deep_otm=False
+                                )
+                            except TypeError:
+                                r2 = abandon(reason="emergency_perp")
+                            if r2.ok:
+                                r = r2
                 ok = r.ok
                 detail = r.detail
                 close_data = r.data
@@ -948,6 +982,24 @@ class StrategyEngine:
             )
             return
 
+        if st_pos == "closing":
+            allowed, left = self._retry_allowed("closing")
+            if not allowed:
+                self._set_state(
+                    phase="closing",
+                    last_error=f"closing 收尾退避中，{left:.0f}s 后再试",
+                )
+                return
+            close_oo = getattr(self.matcher, "close_winning_oo_leave_residual", None)
+            if callable(close_oo):
+                r = await asyncio.to_thread(close_oo, reason="closing_retry")
+                self._note_retry_result("closing", ok=r.ok, detail=r.detail)
+                if r.ok:
+                    self.enter_rest_after_close()
+                else:
+                    self._set_state(phase="closing", last_error=r.detail)
+            return
+
         if st_pos == "open":
             upl = self.matcher.unrealized()
             from .exits import lock_trade_exit_target, read_locked_exit_target
@@ -1001,8 +1053,24 @@ class StrategyEngine:
                 # 复用 ExitDecision 形态
                 from .exits import ExitDecision
 
+                should_semi = bool(semi_d.should_close)
+                if should_semi:
+                    # 出场前要求持仓期权有买一，避免无对手盘硬平
+                    opt_id = str(upl.get("option_inst_id") or "")
+                    oq = None
+                    try:
+                        oq = self.matcher._quote_held_option(opt_id)
+                    except Exception:
+                        oq = None
+                    if oq is None or oq.bid is None or float(oq.bid) <= 0:
+                        should_semi = False
+                        self._set_state(
+                            phase="liquidity_wait",
+                            last_error="半自动已达标但期权无买一，等待流动性",
+                        )
+                        return
                 decision = ExitDecision(
-                    bool(semi_d.should_close),
+                    should_semi,
                     str(semi_d.reason or ""),
                     float(semi_d.net_target or 0),
                 )

backend/app/strategy/open_capacity.py

@@ -70,8 +70,15 @@ def _live_balances() -> dict[str, float | None]:
 
         ex = str(load_runtime_settings().exchange or "").strip().lower()
         if ex in ("binance", "bn"):
-            # 币安资金接口尚未接入；返回 None 使可开判定为「未知」而非误用 OKX
-            logger.debug("open_capacity: binance live balance not wired; treating as unknown")
+            from ..live.binance_trade import BinanceTradeClient
+
+            client = BinanceTradeClient()
+            try:
+                bal = client.fetch_balances()
+                out["trading_usdt"] = _f(bal.get("trading_usdt"))
+                out["trading_usdc"] = _f(bal.get("trading_usdc"))
+            finally:
+                client.close()
         else:
             from ..live.okx_funds import OkxFundsClient