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/executor.py

@@ -36,6 +36,41 @@ class OkxLiveExecutor(Matcher):
             return reason
         return None
 
+    def unrealized(self) -> dict:
+        base = super().unrealized()
+        if not base.get("has_position"):
+            return base
+        from .live_pnl import enrich_live_unrealized
+
+        s = get_settings()
+        gid = base.get("group_id")
+        open_at = None
+        if gid:
+            g = self.db.fetchone(
+                "SELECT open_at_ms, perp_inst_id FROM groups WHERE group_id=?",
+                (gid,),
+            )
+            if g:
+                open_at = int(g["open_at_ms"] or 0) or None
+                perp_inst = str(g["perp_inst_id"] or s.perp_inst_id)
+            else:
+                perp_inst = s.perp_inst_id
+        else:
+            perp_inst = s.perp_inst_id
+        try:
+            client = self._client()
+        except Exception:
+            return base
+        return enrich_live_unrealized(
+            base=base,
+            db=self.db,
+            client=client,
+            exchange="okx",
+            perp_inst_id=perp_inst,
+            perp_side=str(base.get("perp_side") or ""),
+            open_at_ms=open_at,
+        )
+
     def open_group(
         self,
         *,
@@ -761,10 +796,32 @@ class OkxLiveExecutor(Matcher):
             )
             self.db._conn.commit()
 
+        from .live_pnl import reconcile_closed_group_pnl
+
+        g2 = self.db.fetchone(
+            "SELECT open_at_ms, perp_inst_id FROM groups WHERE group_id=?",
+            (group_id,),
+        )
+        net = reconcile_closed_group_pnl(
+            db=self.db,
+            client=self._client(),
+            exchange="okx",
+            group_id=group_id,
+            perp_inst_id=str((g2["perp_inst_id"] if g2 else None) or s.perp_inst_id),
+            open_at_ms=int(g2["open_at_ms"]) if g2 and g2["open_at_ms"] else None,
+            local_net=float(net) if net is not None else None,
+        )
+
         return CloseResult(
             ok=True,
             detail="closed_live",
-            data={"group_id": group_id, "reason": reason, "net_pnl": net, "exec_mode": "LIVE"},
+            data={
+                "group_id": group_id,
+                "reason": reason,
+                "net_pnl": net,
+                "exec_mode": "LIVE",
+                "pnl_source": "live_exchange",
+            },
         )
 
     def close_perp_abandon_option(