Use exchange fees, UPL, funding for LIVE PnL; USDC 1:1 to USDT.

Option open P&L stays local (option net); exit target ignores estimated close fees.

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

backend/app/live/binance_trade.py

@@ -163,16 +163,18 @@ class BinanceTradeClient:
             data = q
         if not avg or avg <= 0:
             raise RuntimeError(f"币安永续无成交均价: {data}")
-        # 手续费：优先 cumCommission；否则用名义×费率估
+        from .money import abs_fee_usdt
+
         fee = abs(safe_float(data.get("cumCommission")) or 0.0)
-        if fee <= 0:
-            fee = float(avg) * float(sz or 0) * float(self.settings.fee_rate)
+        fee_asset = str(data.get("commissionAsset") or "USDT")
+        if fee <= 0 and ord_id:
+            fee, fee_asset = self.sum_perp_trade_fees(symbol, ord_id)
         return LiveFill(
             inst_id=symbol,
             side=str(data.get("side") or "").lower(),
             avg_px=float(avg),
             sz=float(sz or 0),
-            fee=float(fee),
+            fee=abs_fee_usdt(fee, fee_asset),
             ord_id=ord_id,
             raw=data if isinstance(data, dict) else {},
         )
@@ -223,15 +225,156 @@ class BinanceTradeClient:
                     raise RuntimeError(f"币安期权订单失败 status={st} {q}")
         if not avg or avg <= 0:
             raise RuntimeError(f"币安期权无成交均价: {data}")
+        from .money import abs_fee_usdt
+
         fee = abs(safe_float(data.get("fee")) or 0.0)
-        if fee <= 0:
-            fee = float(avg) * float(sz or 0) * float(self.settings.fee_rate)
+        fee_asset = "USDT"
+        if fee <= 0 and ord_id:
+            fee, fee_asset = self.sum_option_trade_fees(symbol, ord_id)
         return LiveFill(
             inst_id=symbol,
             side=str(data.get("side") or "").lower(),
             avg_px=float(avg),
             sz=float(sz or 0),
-            fee=float(fee),
+            fee=abs_fee_usdt(fee, fee_asset),
             ord_id=ord_id,
             raw=data if isinstance(data, dict) else {},
         )
+
+    def sum_perp_trade_fees(self, symbol: str, order_id: str) -> tuple[float, str]:
+        try:
+            rows = self._signed(
+                self._fapi,
+                "GET",
+                "/fapi/v1/userTrades",
+                {"symbol": symbol, "orderId": order_id},
+            )
+        except Exception as e:
+            logger.warning("binance perp userTrades fee failed: %s", e)
+            return 0.0, "USDT"
+        if not isinstance(rows, list):
+            rows = [rows] if isinstance(rows, dict) else []
+        total = 0.0
+        asset = "USDT"
+        for row in rows:
+            total += abs(safe_float(row.get("commission")) or 0.0)
+            if row.get("commissionAsset"):
+                asset = str(row.get("commissionAsset"))
+        return total, asset
+
+    def sum_option_trade_fees(self, symbol: str, order_id: str) -> tuple[float, str]:
+        try:
+            rows = self._signed(
+                self._eapi,
+                "GET",
+                "/eapi/v1/userTrades",
+                {"symbol": symbol, "orderId": order_id},
+            )
+        except Exception as e:
+            logger.warning("binance option userTrades fee failed: %s", e)
+            return 0.0, "USDT"
+        if not isinstance(rows, list):
+            rows = [rows] if isinstance(rows, dict) else []
+        total = 0.0
+        asset = "USDT"
+        for row in rows:
+            total += abs(safe_float(row.get("commission")) or safe_float(row.get("fee")) or 0.0)
+            if row.get("commissionAsset") or row.get("feeAsset"):
+                asset = str(row.get("commissionAsset") or row.get("feeAsset"))
+        return total, asset
+
+    def get_perp_upl_usdt(self, symbol: str, *, position_side: str | None = None) -> float | None:
+        from .money import to_usdt
+
+        try:
+            rows = self._signed(
+                self._fapi, "GET", "/fapi/v2/positionRisk", {"symbol": symbol}
+            )
+        except Exception as e:
+            logger.warning("binance positionRisk failed: %s", e)
+            return None
+        if isinstance(rows, dict):
+            rows = [rows]
+        want = (position_side or "").strip().upper()
+        for row in rows:
+            amt = safe_float(row.get("positionAmt")) or 0.0
+            if abs(amt) < 1e-12:
+                continue
+            ps = str(row.get("positionSide") or "").upper()
+            if want and ps and ps not in ("BOTH",) and ps != want:
+                continue
+            upl = safe_float(row.get("unRealizedProfit"))
+            if upl is None:
+                continue
+            return to_usdt(float(upl), "USDT")
+        return 0.0
+
+    def get_funding_usdt(
+        self, symbol: str, *, begin_ms: int, end_ms: int | None = None
+    ) -> float:
+        from .money import to_usdt
+
+        end = int(end_ms or int(time.time() * 1000))
+        try:
+            rows = self._signed(
+                self._fapi,
+                "GET",
+                "/fapi/v1/income",
+                {
+                    "symbol": symbol,
+                    "incomeType": "FUNDING_FEE",
+                    "startTime": int(begin_ms),
+                    "endTime": end,
+                    "limit": 1000,
+                },
+            )
+        except Exception as e:
+            logger.warning("binance funding income failed: %s", e)
+            return 0.0
+        if isinstance(rows, dict):
+            rows = [rows]
+        total = 0.0
+        for row in rows:
+            raw = safe_float(row.get("income"))
+            if raw is None:
+                continue
+            asset = str(row.get("asset") or "USDT")
+            total += to_usdt(float(raw), asset)
+        return total
+
+    def get_closed_perp_pnl_usdt(
+        self, symbol: str, *, begin_ms: int, end_ms: int | None = None
+    ) -> float | None:
+        """用 REALIZED_PNL income 近似已实现（含部分平仓）；资金费另计。"""
+        from .money import to_usdt
+
+        end = int(end_ms or int(time.time() * 1000))
+        try:
+            rows = self._signed(
+                self._fapi,
+                "GET",
+                "/fapi/v1/income",
+                {
+                    "symbol": symbol,
+                    "incomeType": "REALIZED_PNL",
+                    "startTime": int(begin_ms),
+                    "endTime": end,
+                    "limit": 1000,
+                },
+            )
+        except Exception as e:
+            logger.warning("binance realized income failed: %s", e)
+            return None
+        if isinstance(rows, dict):
+            rows = [rows]
+        if not rows:
+            return None
+        total = 0.0
+        for row in rows:
+            raw = safe_float(row.get("income"))
+            if raw is None:
+                continue
+            asset = str(row.get("asset") or "USDT")
+            total += to_usdt(float(raw), asset)
+        return total
+