Add option close liquidity gate with 30% bid/mark cap.

Block new opens while flat legs wait; emergency close bypasses the check.

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

backend/app/strategy/engine.py

@@ -88,7 +88,8 @@ class StrategyEngine:
 
     async def emergency_close(self) -> dict[str, Any]:
         async with self._lock:
-            r = self.matcher.close_group(reason="emergency")
+            # 紧急全平：绕过期权流动性/偏差校验
+            r = self.matcher.close_group(reason="emergency", bypass_liquidity=True)
             if r.ok:
                 self._after_close()
             return {
@@ -155,8 +156,8 @@ class StrategyEngine:
         exit_pct = self.ledger.get_setting_float("exit_move_pct", s.exit_move_pct)
         pos = self.matcher.current_position()
 
+        # 有未平仓：只盯平仓，绝不开下一组
         if pos.get("status") == "open":
-            self._set_state(phase="open", last_error=None)
             upl = self.matcher.unrealized()
             decision = check_exits(
                 perp_upl=float(upl["perp_upl"]),
@@ -164,17 +165,22 @@ class StrategyEngine:
                 move_pct=float(upl.get("move_pct") or 0),
                 exit_move_pct=exit_pct,
             )
-            if decision.should_close:
-                self._set_state(phase="closing")
+            pending_close = st["phase"] in ("liquidity_wait", "closing")
+            if decision.should_close or pending_close:
+                reason = decision.reason or "liquidity_retry"
+                if not pending_close:
+                    self._set_state(phase="closing", last_error=None)
                 r = await asyncio.to_thread(
-                    self.matcher.close_group, reason=decision.reason
+                    self.matcher.close_group, reason=reason, bypass_liquidity=False
                 )
                 if r.ok:
                     self._after_close()
                 elif r.liquidity_wait:
                     self._set_state(phase="liquidity_wait", last_error=r.detail)
                 else:
-                    self._set_state(last_error=r.detail)
+                    self._set_state(phase="closing", last_error=r.detail)
+            else:
+                self._set_state(phase="open", last_error=None)
             return
 
         if st["phase"] == "resting" and st["rest_until_ms"]:
@@ -190,6 +196,11 @@ class StrategyEngine:
         if st["phase"] in ("stopped", "outside_window"):
             self._set_state(phase="idle")
 
+        # 双保险：账本仍显示有仓则不开
+        if self.matcher.has_open_position():
+            self._set_state(phase="open", last_error="有未平仓，禁止开下一组")
+            return
+
         self._set_state(phase="wait_signal")
         pick = await get_session().pick_for_open_async()
         if pick is None: