Support LIVE exchange funds and perp margin mode.

Hide sim equity when LIVE is selected; OKX funds bar uses exchange balances; add cross/isolated for perp only (options stay cash).

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

backend/app/api/funds.py

@@ -115,9 +115,13 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
                 trading_usdt = bal.get("trading_usdt")
                 funding_usdc = bal.get("funding_usdc")
                 trading_usdc = bal.get("trading_usdc")
-                parts = [funding_usdt, trading_usdt, funding_usdc, trading_usdc]
+                r = float(rate) if rate and rate > 0 else 1.0
-                vals = [float(x) for x in parts if x is not None]
+                total = round(
-                total = round(sum(vals), 2) if vals else None
+                    (funding_usdt or 0.0)
+                    + (trading_usdt or 0.0)
+                    + ((funding_usdc or 0.0) + (trading_usdc or 0.0)) * r,
+                    2,
+                )
             except Exception as e:
                 return {
                     "ok": False,
@@ -128,11 +132,13 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
             finally:
                 client.close()
         else:
-            # 非 OKX LIVE：回退本地账本
+            # 非 OKX LIVE：暂无统一资金接口，不回退模拟账本（避免实盘显示假资金）
-            led = Ledger(db).snapshot()
+            return {
-            trading_usdt = float(led["equity"])
+                "ok": False,
-            total = trading_usdt
+                "mode": mode,
-
+                "exchange": exchange,
+                "detail": f"{exchange} 实盘资金摘要暂未接入，请用 OKX 或交易所 App 查看",
+            }
     return {
         "ok": True,
         "mode": mode,

backend/app/api/settings.py

@@ -37,6 +37,7 @@ KEYS = (
     "skip_weekends",
     "initial_equity",
     "leverage",
+    "perp_margin_mode",
     "min_option_hours",
     "min_option_leverage",
     "atm_open_offset_enabled",
@@ -61,6 +62,7 @@ class StrategySettingsBody(BaseModel):
     skip_weekends: bool | None = None
     initial_equity: float | None = Field(default=None, ge=1000, le=10_000_000)
     leverage: float | None = Field(default=None, ge=1, le=125)
+    perp_margin_mode: str | None = Field(default=None, pattern="^(cross|isolated)$")
     min_option_hours: float | None = Field(default=None, ge=1, le=720)
     min_option_leverage: float | None = Field(default=None, ge=1, le=10000)
     atm_open_offset_enabled: bool | None = None
@@ -117,6 +119,20 @@ def _read_settings() -> dict:
             db.get_setting("initial_equity", str(s.initial_equity)) or s.initial_equity
         ),
         "leverage": float(db.get_setting("leverage", str(s.leverage)) or s.leverage),
+        "perp_margin_mode": (
+            mm
+            if (
+                mm := str(
+                    db.get_setting("perp_margin_mode", s.perp_margin_mode)
+                    or s.perp_margin_mode
+                    or "cross"
+                )
+                .strip()
+                .lower()
+            )
+            in ("cross", "isolated")
+            else "cross"
+        ),
         "min_option_hours": float(
             db.get_setting("min_option_hours", str(s.min_option_hours))
             or s.min_option_hours

backend/app/config.py

@@ -68,6 +68,8 @@ class Settings(BaseSettings):
     live_order_interval_sec: float = 1.0  # LIVE 私有下单/查单最小间隔（秒）
     skip_weekends: bool = True  # 上海时区周六日禁止新开仓（已有仓仍可平）
     leverage: float = 3.0  # 永续杠杆
+    # 永续保证金模式：cross=全仓（默认）| isolated=逐仓；期权仍固定 cash（OKX 逐仓/现金）
+    perp_margin_mode: str = "cross"
     min_option_hours: float = 12.0  # 期权最小剩余小时
     min_option_leverage: float = 100.0  # 现价/卖一权利金 下限
     atm_open_offset_enabled: bool = False  # 开仓 ATM 偏差限制开关（默认关）

backend/app/live/executor.py

@@ -37,6 +37,16 @@ class OkxLiveExecutor(Matcher):
             self._trade = OkxTradeClient()
         return self._trade
 
+    def _perp_margin_mode(self) -> str:
+        """永续全仓/逐仓；期权始终 cash，不受此设置影响。"""
+        s = get_settings()
+        raw = str(
+            self.ledger.get_setting_str("perp_margin_mode", s.perp_margin_mode)
+            or s.perp_margin_mode
+            or "cross"
+        ).strip().lower()
+        return "isolated" if raw == "isolated" else "cross"
+
     def _guard_live(self) -> str | None:
         ok, reason = live_ready()
         if not ok:
@@ -145,9 +155,10 @@ class OkxLiveExecutor(Matcher):
             else:
                 side, pos_side = "sell", "short"
             leverage = self.ledger.get_setting_float("leverage", s.leverage)
+            mgn = self._perp_margin_mode()
             try:
                 client.set_leverage(
-                    perp_inst, leverage, mgn_mode="cross", pos_side=pos_side
+                    perp_inst, leverage, mgn_mode=mgn, pos_side=pos_side
                 )
             except Exception as e_lev:
                 logger.warning("okx set_leverage failed: %s", e_lev)
@@ -155,7 +166,7 @@ class OkxLiveExecutor(Matcher):
                 inst_id=perp_inst,
                 side=side,
                 sz=str(perp_sz),
-                td_mode="cross",
+                td_mode=mgn,
                 pos_side=pos_side,
             )
         except Exception as e:
@@ -642,7 +653,7 @@ class OkxLiveExecutor(Matcher):
                 inst_id=perp_inst,
                 side=side,
                 sz=str(perp_sz),
-                td_mode="cross",
+                td_mode=self._perp_margin_mode(),
                 pos_side=pos_side,
                 reduce_only=True,
             )
@@ -927,7 +938,7 @@ class OkxLiveExecutor(Matcher):
                 inst_id=perp_inst,
                 side=side,
                 sz=str(perp_sz),
-                td_mode="cross",
+                td_mode=self._perp_margin_mode(),
                 pos_side=pos_side,
                 reduce_only=True,
             )

backend/app/models/db.py

@@ -228,6 +228,7 @@ class Database:
                 "skip_weekends": str(s.skip_weekends),
                 "max_rounds": str(s.max_rounds),
                 "leverage": str(s.leverage),
+                "perp_margin_mode": str(s.perp_margin_mode),
                 "min_option_hours": str(s.min_option_hours),
                 "min_option_leverage": str(s.min_option_leverage),
                 "atm_open_offset_enabled": str(s.atm_open_offset_enabled),

backend/app/strategy/engine.py

@@ -83,6 +83,13 @@ class StrategyEngine:
         rest_sec = self.ledger.get_setting_int("rest_seconds", s.rest_seconds)
         skip_weekends = self.ledger.get_setting_bool("skip_weekends", s.skip_weekends)
         leverage = self.ledger.get_setting_float("leverage", s.leverage)
+        perp_mm = str(
+            self.ledger.get_setting_str("perp_margin_mode", s.perp_margin_mode)
+            or s.perp_margin_mode
+            or "cross"
+        ).strip().lower()
+        if perp_mm not in ("cross", "isolated"):
+            perp_mm = "cross"
         min_hours = self.ledger.get_setting_float("min_option_hours", s.min_option_hours)
         min_opt_lev = self.ledger.get_setting_float(
             "min_option_leverage", s.min_option_leverage
@@ -140,6 +147,7 @@ class StrategyEngine:
             "premium_exit_multiple": prem_mult,
             "exit_target_usdt": exit_amt,
             "leverage": leverage,
+            "perp_margin_mode": perp_mm,
             "perp_qty_eth": perp_qty,
             "option_qty_eth": opt_qty,
             "min_option_hours": min_hours,

docs/OKX实盘策略说明.md

@@ -32,10 +32,12 @@ ATM **期权买方** + **反向永续**；净利达标兑现，未达标拖到
 
 | 项 | 建议 |
 |----|------|
-| 永续 | 全仓 `cross`；双向持仓（hedge）与软件 `posSide` 对齐 |
+| 永续 | 设置页可选 **全仓 `cross`（默认）/ 逐仓 `isolated`**；双向持仓（hedge）与软件 `posSide` 对齐 |
-| 期权 | **买卖模式 / cash**（买方付权利金）；尽量 **逐仓/独立**，便于远虚残留不挡下一组 |
+| 期权 | 固定 **cash**（买方付权利金），**不受**永续保证金模式选项影响 |
 | API | Key + Secret + **Passphrase**；IP 白名单；交易权限最小化 |
 
+实盘顶部资金条（总资金 / 资金账户 / 交易账户）直接读 OKX；SIM 才显示本地模拟资金。
+
 ---
 
 ## 3. 标准仓与缩放

docs/更新说明.md

@@ -5,6 +5,16 @@
 
 ---
 
+## 2026-07-29 — 实盘资金读交易所；永续全仓/逐仓
+
+### 变更
+
+1. 选择 LIVE 时立即隐藏「模拟资金」（跟表单模式，不必等保存后的 runtime）。  
+2. LIVE 资金条总资金/资金账户/交易账户读 OKX；总资金按 USDT 等值（USDC×汇率）；划转/兑换后立即刷新顶栏。  
+3. 策略仓位增加「永续保证金模式」：全仓（默认）/ 逐仓；仅永续；OKX 期权仍固定 cash。
+
+---
+
 ## 2026-07-29 — 顶栏名称/导航去背景
 
 ### 变更

docs/策略说明.md

@@ -37,7 +37,7 @@
 
 **平仓顺序**：同样先平期权（买一薄）→ 再瞬时平永续。平期权期间永续对冲先留着；永续盘口失败则回滚期权入账。
 
-永续杠杆默认 **3×**（可配）。同时最多 **1 组**仓，禁止叠仓开下一组。
+永续杠杆默认 **3×**（可配）。永续保证金模式默认 **全仓**（可改逐仓）；期权保证金模式固定买方现金/逐仓意图。同时最多 **1 组**仓，禁止叠仓开下一组。
 
 ### 2.1 开仓方向
 
@@ -331,6 +331,7 @@
 | `perp_qty_eth` | 1 | 仓位 |
 | `option_qty_eth` | 2 | 仓位 |
 | `leverage` | 3 | 永续 |
+| `perp_margin_mode` | cross | 永续全仓/逐仓（期权不受影响） |
 | `fee_rate` | 0.0005 | 成本 |
 | `exit_mode` | fixed_usdt | 出场 |
 | `net_profit_target` | 15 | 出场 |

frontend/src/api/client.ts

@@ -228,6 +228,7 @@ export type PlanState = {
   premium_exit_multiple: number;
   exit_target_usdt: number;
   leverage: number;
+  perp_margin_mode?: "cross" | "isolated";
   perp_qty_eth?: number;
   option_qty_eth?: number;
   min_option_hours: number;
@@ -311,6 +312,7 @@ export type StrategySettings = {
   skip_weekends?: boolean;
   initial_equity?: number;
   leverage?: number;
+  perp_margin_mode?: "cross" | "isolated";
   min_option_hours?: number;
   min_option_leverage?: number;
   atm_open_offset_enabled?: boolean;

frontend/src/components/FundsBar.tsx

@@ -4,6 +4,7 @@ import { apiFetch } from "../api/client";
 export type FundsSummary = {
   ok: boolean;
   exchange: string;
+  mode?: string;
   trading_day: string;
   total_trades: number;
   win_rate: number;
@@ -53,22 +54,42 @@ function DualCcy({
 
 export default function FundsBar() {
   const [s, setS] = useState<FundsSummary | null>(null);
+  const [err, setErr] = useState("");
 
   const load = useCallback(() => {
     apiFetch<FundsSummary>("/api/funds/summary")
-      .then(setS)
+      .then((r) => {
-      .catch(() => {
+        setS(r);
-        /* 顶栏静默失败，避免刷屏 */
+        setErr(r.ok ? "" : r.detail || "资金摘要不可用");
+      })
+      .catch((e) => {
+        setErr(e instanceof Error ? e.message : String(e));
       });
   }, []);
 
   useEffect(() => {
     load();
     const t = window.setInterval(load, 5000);
-    return () => window.clearInterval(t);
+    const onRefresh = () => load();
+    window.addEventListener("funds-refresh", onRefresh);
+    return () => {
+      window.clearInterval(t);
+      window.removeEventListener("funds-refresh", onRefresh);
+    };
   }, [load]);
 
-  if (!s?.ok) return null;
+  if (!s?.ok) {
+    if (!err) return null;
+    return (
+      <div className="funds-bar-shell">
+        <div className="funds-bar-inner">
+          <div className="funds-bar funds-bar--err" aria-label="资金摘要异常">
+            <span className="meta">{err}</span>
+          </div>
+        </div>
+      </div>
+    );
+  }
 
   return (
     <div className="funds-bar-shell">

frontend/src/pages/Settings.tsx

@@ -71,6 +71,9 @@ export default function SettingsPage() {
   const [orderInterval, setOrderInterval] = useState(1);
   const [skipWeekends, setSkipWeekends] = useState(true);
   const [leverage, setLeverage] = useState(3);
+  const [perpMarginMode, setPerpMarginMode] = useState<"cross" | "isolated">(
+    "cross",
+  );
   const [minHours, setMinHours] = useState(12);
   const [minOptLev, setMinOptLev] = useState(100);
   const [atmOffOn, setAtmOffOn] = useState(false);
@@ -157,6 +160,9 @@ export default function SettingsPage() {
         setOrderInterval(s.live_order_interval_sec ?? 1);
         setSkipWeekends(s.skip_weekends !== false);
         setLeverage(s.leverage ?? 3);
+        setPerpMarginMode(
+          s.perp_margin_mode === "isolated" ? "isolated" : "cross",
+        );
         setMinHours(s.min_option_hours ?? 12);
         setMinOptLev(s.min_option_leverage ?? 100);
         setAtmOffOn(s.atm_open_offset_enabled === true);
@@ -292,7 +298,7 @@ export default function SettingsPage() {
     e.preventDefault();
     setStratOk("");
     setErr("");
-    const isLive = (runtime?.mode ?? mode) === "LIVE";
+    const isLive = mode === "LIVE";
     try {
       const body: Record<string, unknown> = {
         fee_rate: fee,
@@ -303,6 +309,7 @@ export default function SettingsPage() {
         live_order_interval_sec: orderInterval,
         skip_weekends: skipWeekends,
         leverage,
+        perp_margin_mode: perpMarginMode,
         min_option_hours: minHours,
         min_option_leverage: minOptLev,
         atm_open_offset_enabled: atmOffOn,
@@ -375,6 +382,7 @@ export default function SettingsPage() {
             : `已切 LIVE，但未就绪：${r.live_ready_reason}`
           : "已切换 SIM，配置已写入 .env",
       );
+      window.dispatchEvent(new Event("funds-refresh"));
     } catch (ex) {
       setErr(ex instanceof Error ? ex.message : String(ex));
     } finally {
@@ -531,7 +539,7 @@ export default function SettingsPage() {
                       </option>
                     </select>
                   </div>
-                  {(runtime?.mode ?? mode) !== "LIVE" ? (
+                  {mode !== "LIVE" ? (
                     <div className="field">
                       <label htmlFor="equity">模拟资金（USDT）</label>
                       <input
@@ -559,6 +567,22 @@ export default function SettingsPage() {
                       onChange={(e) => setLeverage(Number(e.target.value))}
                     />
                   </div>
+                  <div className="field">
+                    <label htmlFor="perpMm">永续保证金模式</label>
+                    <select
+                      id="perpMm"
+                      className="mono"
+                      value={perpMarginMode}
+                      onChange={(e) =>
+                        setPerpMarginMode(
+                          e.target.value === "isolated" ? "isolated" : "cross",
+                        )
+                      }
+                    >
+                      <option value="cross">全仓（默认）</option>
+                      <option value="isolated">逐仓</option>
+                    </select>
+                  </div>
                   <div className="field">
                     <label htmlFor="perp">永续 ETH 数量</label>
                     <input
@@ -822,19 +846,23 @@ export default function SettingsPage() {
             >
               <ul className="settings-rules-list">
                 <li>
-                  {(runtime?.mode ?? mode) === "LIVE"
+                  {mode === "LIVE"
                     ? "当前 LIVE：仓位/选约/出场影响真下单；模拟资金已隐藏。"
                     : "当前 SIM：本地撮合；可改模拟资金与交易所行情源。"}
                 </li>
                 {stratSub === "position" ? (
                   <>
                     <li>交易所：有持仓时不可切换。切换后套用该所合约并重连行情。</li>
-                    {(runtime?.mode ?? mode) !== "LIVE" ? (
+                    {mode !== "LIVE" ? (
                       <li>
                         模拟资金：仅 SIM 显示。保存后重置权益（须无持仓）。默认
                         10000。
                       </li>
                     ) : null}
+                    <li>
+                      永续保证金模式：仅作用于永续（全仓/逐仓，默认全仓）。OKX
+                      期权始终为现金/逐仓（cash），不受此选项影响。
+                    </li>
                   </>
                 ) : null}
                 {stratSub === "select" ? (
@@ -1168,6 +1196,7 @@ export default function SettingsPage() {
                       }),
                     });
                     setFundsOk("兑换成功，顶部资金条将刷新");
+                    window.dispatchEvent(new Event("funds-refresh"));
                   } catch (e) {
                     setFundsErr(e instanceof Error ? e.message : String(e));
                   } finally {
@@ -1257,6 +1286,7 @@ export default function SettingsPage() {
                         }),
                       });
                       setFundsOk("划转成功，顶部资金条将刷新");
+                      window.dispatchEvent(new Event("funds-refresh"));
                     } catch (e) {
                       setFundsErr(e instanceof Error ? e.message : String(e));
                     } finally {