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/okx_trade.py

@@ -169,14 +169,20 @@ class OkxTradeClient:
                 state = str(last.get("state") or "")
                 avg = safe_float(last.get("avgPx"))
                 if state in ("filled", "partially_filled") and avg and avg > 0:
-                    fee = abs(safe_float(last.get("fee")) or 0.0)
                     sz = safe_float(last.get("accFillSz")) or safe_float(last.get("sz")) or 0.0
+                    fee = abs(safe_float(last.get("fee")) or 0.0)
+                    fee_ccy = str(last.get("feeCcy") or "USDT")
+                    # 订单上 fee 常为空，再查成交明细
+                    if fee <= 0 and ord_id:
+                        fee, fee_ccy = self.sum_fill_fees(inst_id, ord_id)
+                    from .money import abs_fee_usdt
+
                     return LiveFill(
                         inst_id=inst_id,
                         side=str(last.get("side") or ""),
                         avg_px=float(avg),
                         sz=float(sz),
-                        fee=float(fee),
+                        fee=abs_fee_usdt(fee, fee_ccy),
                         ord_id=ord_id,
                         raw=last,
                     )
@@ -184,3 +190,112 @@ class OkxTradeClient:
                     raise RuntimeError(f"OKX 订单失败 state={state} {last}")
             time.sleep(0.25)
         raise RuntimeError(f"OKX 订单未成交 ordId={ord_id} last={last}")
+
+    def sum_fill_fees(self, inst_id: str, ord_id: str) -> tuple[float, str]:
+        """成交明细手续费合计（原币种金额, 币种）。"""
+        path = f"/api/v5/trade/fills?instId={inst_id}&ordId={ord_id}"
+        try:
+            rows = self._request("GET", path)
+        except Exception as e:
+            logger.warning("okx fills fee query failed: %s", e)
+            return 0.0, "USDT"
+        total = 0.0
+        ccy = "USDT"
+        for row in rows:
+            f = abs(safe_float(row.get("fee")) or 0.0)
+            total += f
+            if row.get("feeCcy"):
+                ccy = str(row.get("feeCcy"))
+        return total, ccy
+
+    def get_perp_upl_usdt(self, inst_id: str, *, pos_side: str | None = None) -> float | None:
+        """当前永续未实现盈亏（USDT，1:1）。"""
+        from .money import to_usdt
+
+        try:
+            rows = self._request(
+                "GET", f"/api/v5/account/positions?instId={inst_id}"
+            )
+        except Exception as e:
+            logger.warning("okx positions failed: %s", e)
+            return None
+        want = (pos_side or "").strip().lower()
+        for row in rows:
+            ps = str(row.get("posSide") or "").lower()
+            pos = safe_float(row.get("pos")) or 0.0
+            if abs(pos) < 1e-12:
+                continue
+            if want and want not in ("net", "") and ps and ps != want and ps != "net":
+                continue
+            upl = safe_float(row.get("upl"))
+            if upl is None:
+                continue
+            ccy = str(row.get("ccy") or row.get("settleCcy") or "USDT")
+            return to_usdt(float(upl), ccy)
+        return 0.0
+
+    def get_funding_usdt(
+        self, inst_id: str, *, begin_ms: int, end_ms: int | None = None
+    ) -> float:
+        """资金费合计（已计入账户的 signed 金额，USDT 1:1）。付费为负。"""
+        from .money import to_usdt
+
+        end = int(end_ms or int(time.time() * 1000))
+        # type=8 funding fee
+        path = (
+            f"/api/v5/account/bills?instType=SWAP&instId={inst_id}"
+            f"&type=8&begin={int(begin_ms)}&end={end}"
+        )
+        total = 0.0
+        try:
+            rows = self._request("GET", path)
+        except Exception as e:
+            logger.warning("okx funding bills failed: %s", e)
+            return 0.0
+        for row in rows:
+            # balChg / pnl 视接口；资金费常用 pnl 或 balChg
+            raw = safe_float(row.get("pnl"))
+            if raw is None:
+                raw = safe_float(row.get("balChg"))
+            if raw is None:
+                continue
+            ccy = str(row.get("ccy") or "USDT")
+            total += to_usdt(float(raw), ccy)
+        return total
+
+    def get_closed_perp_pnl_usdt(
+        self, inst_id: str, *, begin_ms: int, end_ms: int | None = None
+    ) -> float | None:
+        """平仓后从历史仓位取已实现盈亏（不含手续费；含部分仓位盈亏）。"""
+        from .money import to_usdt
+
+        end = int(end_ms or int(time.time() * 1000))
+        path = (
+            f"/api/v5/account/positions-history?instType=SWAP&instId={inst_id}"
+            f"&before={end}&after={int(begin_ms)}"
+        )
+        try:
+            # positions-history 用 GET query；部分环境用 before/after 语义相反，失败则返回 None
+            rows = self._request(
+                "GET",
+                f"/api/v5/account/positions-history?instType=SWAP&instId={inst_id}",
+            )
+        except Exception as e:
+            logger.warning("okx positions-history failed: %s", e)
+            return None
+        total = 0.0
+        hit = False
+        for row in rows:
+            u_time = int(safe_float(row.get("uTime")) or safe_float(row.get("cTime")) or 0)
+            if u_time and (u_time < int(begin_ms) - 60_000 or u_time > end + 60_000):
+                continue
+            rpnl = safe_float(row.get("realizedPnl"))
+            if rpnl is None:
+                rpnl = safe_float(row.get("pnl"))
+            if rpnl is None:
+                continue
+            hit = True
+            ccy = str(row.get("ccy") or "USDT")
+            total += to_usdt(float(rpnl), ccy)
+        return total if hit else None
+