Add Binance live trading, anti-stuck open/close recovery, and configurable rate limits.

OKX/Binance LIVE share half_open and option_closed_perp_pending repair paths; private REST throttles default to 1s and are tunable in settings.

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

backend/app/strategy/engine.py

@@ -12,6 +12,7 @@ from .session import get_session
 from ..models.db import get_db
 from ..sim.ledger import Ledger
 from ..live import get_executor
+from ..live.rate_limit import LiveRetryGate, is_rate_limit_error
 from ..env_store import live_ready
 from .clock import can_open_new, window_key
 from .exits import check_expiry_close, check_exits, resolve_exit_target
@@ -27,11 +28,39 @@ class StrategyEngine:
         self.matcher = get_executor(self.db)
         self._task: asyncio.Task[None] | None = None
         self._lock = asyncio.Lock()
+        self._retry_gate = LiveRetryGate()
+        self._extra_sleep_sec = 0.0
 
     def refresh_executor(self) -> None:
         """MODE 变更后刷新执行器。"""
         self.matcher = get_executor(self.db)
 
+    def _gate_key(self, kind: str) -> str:
+        pos = self.matcher.current_position()
+        gid = str(pos.get("group_id") or "none")
+        return f"{kind}:{gid}"
+
+    def _note_retry_result(self, kind: str, *, ok: bool, detail: str = "") -> None:
+        key = self._gate_key(kind)
+        if ok:
+            self._retry_gate.success(key)
+            return
+        rl = is_rate_limit_error(detail)
+        delay = self._retry_gate.fail(key, rate_limited=rl)
+        if rl:
+            self._extra_sleep_sec = max(self._extra_sleep_sec, min(delay, 60.0))
+        logger.warning(
+            "live retry backoff kind=%s fails=%s delay=%.1fs rate_limited=%s detail=%s",
+            kind,
+            self._retry_gate.fails(key),
+            delay,
+            rl,
+            (detail or "")[:160],
+        )
+
+    def _retry_allowed(self, kind: str) -> tuple[bool, float]:
+        return self._retry_gate.allow(self._gate_key(kind))
+
     def state(self) -> dict[str, Any]:
         row = self.db.fetchone("SELECT * FROM strategy_state WHERE id=1")
         assert row is not None
@@ -139,13 +168,38 @@ class StrategyEngine:
             detail = "flat"
             ok = True
             pos = self.matcher.current_position()
-            if pos.get("status") == "open":
-                r = self.matcher.close_group(reason="emergency", bypass_liquidity=True)
+            st = str(pos.get("status") or "flat")
+
+            if st == "half_open":
+                repair = getattr(self.matcher, "repair_half_open", None)
+                if callable(repair):
+                    r = repair()
+                else:
+                    r = self.matcher.close_group(reason="emergency", bypass_liquidity=True)
                 ok = r.ok
                 detail = r.detail
                 close_data = r.data
                 if r.ok:
                     self._after_close()
+            elif st in ("open", "option_closed_perp_pending"):
+                # A：双腿（或续平永续）
+                r = self.matcher.close_group(reason="emergency", bypass_liquidity=True)
+                if not r.ok and st == "open":
+                    # B：砸不出期权时强制只平永续（不要求远虚）
+                    abandon = getattr(self.matcher, "close_perp_abandon_option", None)
+                    if callable(abandon):
+                        try:
+                            r2 = abandon(reason="emergency_perp", require_deep_otm=False)
+                        except TypeError:
+                            r2 = abandon(reason="emergency_perp")
+                        if r2.ok:
+                            r = r2
+                ok = r.ok
+                detail = r.detail
+                close_data = r.data
+                if r.ok:
+                    self._after_close()
+
             residuals = self.matcher.settle_all_residuals_now()
             return {
                 "close": {
@@ -201,23 +255,44 @@ class StrategyEngine:
         bypass_liquidity: bool,
         pending_close: bool,
         abandon_if_deep_otm: bool = False,
+        retry_kind: str | None = None,
     ) -> None:
+        kind = retry_kind or (
+            "perp_pending"
+            if reason == "perp_pending_retry"
+            else ("liquidity" if pending_close or not bypass_liquidity else "close")
+        )
+        allowed, left = self._retry_allowed(kind)
+        if not allowed:
+            self._set_state(
+                phase="liquidity_wait" if kind == "liquidity" else "closing",
+                last_error=f"限流/失败退避中，{left:.0f}s 后再试 ({kind})",
+            )
+            return
+
         if not pending_close:
             self._set_state(phase="closing", last_error=None)
 
         # 目标平仓 B：远虚 → 只平永续，期权归档
         if abandon_if_deep_otm and reason != "expiry" and self.matcher.option_is_deep_otm():
-            r = await asyncio.to_thread(
-                self.matcher.close_perp_abandon_option,
-                reason="target_perp_only",
-            )
+            abandon = self.matcher.close_perp_abandon_option
+            try:
+                r = await asyncio.to_thread(
+                    abandon,
+                    reason="target_perp_only",
+                    require_deep_otm=True,
+                )
+            except TypeError:
+                r = await asyncio.to_thread(abandon, reason="target_perp_only")
             if r.ok:
+                self._note_retry_result(kind, ok=True)
                 self._after_close()
                 self._set_state(
                     last_error=None,
                     phase="resting",
                 )
             else:
+                self._note_retry_result(kind, ok=False, detail=r.detail)
                 self._set_state(phase="closing", last_error=r.detail)
             return
 
@@ -227,6 +302,7 @@ class StrategyEngine:
             bypass_liquidity=bypass_liquidity,
         )
         if r.ok:
+            self._note_retry_result(kind, ok=True)
             self._after_close()
         elif r.liquidity_wait and not bypass_liquidity:
             # 等待期间若已变成远虚，下一 tick 走归档
@@ -236,10 +312,13 @@ class StrategyEngine:
                     reason="target_perp_only",
                 )
                 if r2.ok:
+                    self._note_retry_result(kind, ok=True)
                     self._after_close()
                     return
+            self._note_retry_result("liquidity", ok=False, detail=r.detail)
             self._set_state(phase="liquidity_wait", last_error=r.detail)
         else:
+            self._note_retry_result(kind, ok=False, detail=r.detail)
             self._set_state(phase="closing", last_error=r.detail)
 
     async def _settle_residuals(self) -> None:
@@ -249,7 +328,7 @@ class StrategyEngine:
         """若持仓已到期则强制全平。返回是否触发到期平仓。"""
         await self._settle_residuals()
         pos = self.matcher.current_position()
-        if pos.get("status") != "open":
+        if pos.get("status") not in ("open", "option_closed_perp_pending"):
             return False
         upl = self.matcher.unrealized()
         expired = check_expiry_close(expiry_ms=self._position_expiry_ms(upl))
@@ -263,6 +342,7 @@ class StrategyEngine:
             bypass_liquidity=True,
             pending_close=pending,
             abandon_if_deep_otm=False,
+            retry_kind="expiry",
         )
         return True
 
@@ -288,15 +368,16 @@ class StrategyEngine:
                 raise
             except Exception as e:
                 err = str(e)
-                # 限流时勿刷屏；拉长休眠给 eapi 冷却
-                if "418" in err or "429" in err or "cooldown" in err.lower():
+                if is_rate_limit_error(err):
                     logger.warning("strategy tick rate-limited: %s", err[:200])
-                    self._set_state(last_error="币安期权接口限流，稍后自动重试")
-                    await asyncio.sleep(15)
+                    self._set_state(last_error="交易/行情接口限流，稍后自动重试")
+                    await asyncio.sleep(20)
                     continue
                 logger.exception("strategy tick failed")
                 self._set_state(last_error=err)
-            await asyncio.sleep(1)
+            sleep_for = 1.0 + max(0.0, self._extra_sleep_sec)
+            self._extra_sleep_sec = 0.0
+            await asyncio.sleep(min(sleep_for, 60.0))
 
     async def _tick_async(self) -> None:
         # 残留期权到期结算（与活跃组隔离，不挡开仓）
@@ -319,9 +400,42 @@ class StrategyEngine:
             "premium_exit_multiple", s.premium_exit_multiple
         )
         pos = self.matcher.current_position()
+        st_pos = str(pos.get("status") or "flat")
+
+        # 实盘半仓修复：禁止新开；失败指数退避，避免每秒砸期权
+        if st_pos == "half_open":
+            allowed, left = self._retry_allowed("half_open")
+            if not allowed:
+                self._set_state(
+                    phase="closing",
+                    last_error=f"half_open 修复退避中，{left:.0f}s 后再试",
+                )
+                return
+            repair = getattr(self.matcher, "repair_half_open", None)
+            if callable(repair):
+                r = await asyncio.to_thread(repair)
+                if r.ok:
+                    self._note_retry_result("half_open", ok=True)
+                    self._after_close()
+                    self._set_state(phase="resting", last_error=None)
+                else:
+                    self._note_retry_result("half_open", ok=False, detail=r.detail)
+                    self._set_state(phase="closing", last_error=r.detail)
+            return
+
+        # 期权已平、永续待平：只续平永续（带退避）
+        if st_pos == "option_closed_perp_pending":
+            await self._close_open_position(
+                reason="perp_pending_retry",
+                bypass_liquidity=True,
+                pending_close=True,
+                abandon_if_deep_otm=False,
+                retry_kind="perp_pending",
+            )
+            return
 
         # 有活跃持仓：只盯当前组平仓；残留期权不在此扫描
-        if pos.get("status") == "open":
+        if st_pos == "open":
             upl = self.matcher.unrealized()
             expired = check_expiry_close(expiry_ms=self._position_expiry_ms(upl))
             decision = check_exits(
@@ -337,16 +451,19 @@ class StrategyEngine:
                     reason = "expiry"
                     bypass = True
                     abandon = False
+                    rkind = "expiry"
                 else:
                     reason = decision.reason or "liquidity_retry"
                     bypass = False
                     # 目标达标（或流动性等待重试）时：远虚走只平永续
                     abandon = bool(decision.should_close or pending_close)
+                    rkind = "liquidity" if pending_close else "close"
                 await self._close_open_position(
                     reason=reason,
                     bypass_liquidity=bypass,
                     pending_close=pending_close,
                     abandon_if_deep_otm=abandon,
+                    retry_kind=rkind,
                 )
             else:
                 self._set_state(phase="open", last_error=None)

backend/app/strategy/session.py

@@ -30,9 +30,15 @@ _session: StrategySession | None = None
 def _has_open_position() -> bool:
     try:
         from ..models.db import get_db
+        from ..sim.matcher import BLOCKING_STATUSES
 
-        row = get_db().fetchone("SELECT status FROM positions WHERE id=1")
-        return bool(row and row["status"] == "open")
+        row = get_db().fetchone("SELECT status, group_id, option_inst_id FROM positions WHERE id=1")
+        if not row:
+            return False
+        st = str(row["status"] or "")
+        if st not in BLOCKING_STATUSES:
+            return False
+        return bool(row["group_id"] or row["option_inst_id"])
     except Exception:
         return False
 
@@ -45,7 +51,10 @@ def _held_option_inst_id() -> str | None:
         row = get_db().fetchone(
             "SELECT status, option_inst_id FROM positions WHERE id=1"
         )
-        if not row or row["status"] != "open":
+        if not row or row["status"] not in ("open", "half_open", "option_closed_perp_pending"):
+            return None
+        # 期权已平待平永续：不再钉期权盘口
+        if row["status"] == "option_closed_perp_pending":
             return None
         inst = str(row["option_inst_id"] or "").strip()
         return inst or None