Fix target-exit mismatch: correct close reason and executable PnL gate.

Locked premium exits no longer label as fixed_usdt; mark/book optimism no longer triggers close into a realized loss.

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

backend/app/live/live_pnl.py

@@ -73,20 +73,28 @@ def enrich_live_unrealized(
 
     option_upl = float(base.get("option_upl") or 0.0)  # 期权净盈亏（本地）
     option2_upl = float(base.get("option2_upl") or 0.0)  # 期期 Put 腿
-    # 盯盘/达标：离场费 ≈ 入场费 → 合计扣 已付×2
-    est_close = float(fees_paid)
-    # 期期无永续：perp_upl 一般为 0；仍加 option2
-    net_pnl = perp_upl + option_upl + option2_upl - fees_paid * 2.0 + funding
+    # 盯盘/达标：离场费已在 base.net_pnl（盘口可成交价）计入；这里只叠加资金费。
+    # 勿用交易所永续标记 UPL 覆盖净利，否则会虚高触发达标、成交后变亏。
+    book_net = base.get("net_pnl")
+    if book_net is not None:
+        net_pnl = float(book_net) + funding
+    else:
+        fees_est = float(fees_paid) * 2.0
+        net_pnl = perp_upl + option_upl + option2_upl - fees_est + funding
 
     out = dict(base)
-    out["perp_upl"] = perp_upl
+    out["perp_upl"] = float(base.get("perp_upl") or perp_upl)
+    out["perp_upl_exchange"] = perp_upl
     out["option_upl"] = option_upl
     out["option2_upl"] = option2_upl
     out["fees_paid"] = fees_paid
     out["funding_usdt"] = funding
-    out["est_close_fees"] = est_close
+    out["est_close_fees"] = float(base.get("est_close_fees") or fees_paid)
     out["net_pnl"] = net_pnl
-    out["pnl_source"] = "live_exchange"
+    out["net_pnl_exchange"] = (
+        perp_upl + option_upl + option2_upl - float(fees_paid) * 2.0 + funding
+    )
+    out["pnl_source"] = "live_book_plus_funding"
     return out