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/tests/test_live_rate_limit.py

@@ -0,0 +1,59 @@
+"""实盘限流 / 退避单测。"""
+
+from __future__ import annotations
+
+import time
+
+from app.live.rate_limit import (
+    LiveRetryGate,
+    RateLimitError,
+    TradeThrottle,
+    get_throttle,
+    is_rate_limit_error,
+)
+
+
+def test_is_rate_limit_error() -> None:
+    assert is_rate_limit_error("HTTP 429 too many")
+    assert is_rate_limit_error("binance eapi cooldown 12s")
+    assert is_rate_limit_error(RateLimitError("x", retry_after=5))
+    assert not is_rate_limit_error("保证金不足")
+
+
+def test_trade_throttle_cooldown() -> None:
+    t = TradeThrottle("ut_throttle", min_interval_sec=0.01, cooldown_429_sec=0.3)
+    t.before_request()
+    t.mark_http(429)
+    try:
+        t.before_request()
+        assert False, "expected RateLimitError"
+    except RateLimitError as e:
+        assert e.retry_after > 0
+    time.sleep(0.35)
+    t.before_request()  # 冷却结束后可继续
+
+
+def test_get_throttle_singleton() -> None:
+    a = get_throttle("ut_shared_x", min_interval_sec=0.01)
+    b = get_throttle("ut_shared_x")
+    assert a is b
+
+
+def test_live_retry_gate_backoff() -> None:
+    g = LiveRetryGate(base_sec=0.05, max_sec=0.2, rate_limit_min_sec=0.1, trip_after=100)
+    assert g.allow("k")[0] is True
+    d1 = g.fail("k")
+    assert d1 >= 0.05
+    ok, left = g.allow("k")
+    assert ok is False
+    assert left > 0
+    time.sleep(d1 + 0.02)
+    assert g.allow("k")[0] is True
+    g.success("k")
+    assert g.fails("k") == 0
+
+
+def test_live_retry_gate_rate_limited_longer() -> None:
+    g = LiveRetryGate(base_sec=0.01, rate_limit_min_sec=0.2)
+    d = g.fail("rl", rate_limited=True)
+    assert d >= 0.2

backend/tests/test_live_recovery.py

@@ -0,0 +1,69 @@
+"""实盘防卡状态：half_open / option_closed_perp_pending。"""
+
+from __future__ import annotations
+
+from app.sim.ledger import Ledger
+from app.sim.matcher import BLOCKING_STATUSES, Matcher
+
+
+def test_blocking_statuses_include_repair_states() -> None:
+    assert "half_open" in BLOCKING_STATUSES
+    assert "option_closed_perp_pending" in BLOCKING_STATUSES
+    assert "open" in BLOCKING_STATUSES
+
+
+def test_has_open_position_blocks_half_open(tmp_path, monkeypatch) -> None:
+    monkeypatch.setenv("MODE", "SIM")
+    from app.models.db import Database
+
+    db = Database(tmp_path / "t.db")
+    m = Matcher(db)
+    assert m.has_open_position() is False
+
+    with db._lock:
+        db._conn.execute(
+            """UPDATE positions SET
+                group_id=?, option_inst_id=?, option_side=?, option_qty_eth=?,
+                option_qty_contracts=?, option_entry_px=?, status=?
+                WHERE id=1""",
+            ("G-test", "ETH-OPT", "call", 2.0, 200.0, 10.0, "half_open"),
+        )
+        db._conn.commit()
+
+    assert m.has_open_position() is True
+    assert m.position_status() == "half_open"
+
+    with db._lock:
+        db._conn.execute(
+            "UPDATE positions SET status='option_closed_perp_pending' WHERE id=1"
+        )
+        db._conn.commit()
+    assert m.has_open_position() is True
+
+    with db._lock:
+        db._conn.execute(
+            """UPDATE positions SET
+                group_id=NULL, option_inst_id=NULL, status='flat' WHERE id=1"""
+        )
+        db._conn.commit()
+    assert m.has_open_position() is False
+    db.close()
+
+
+def test_ledger_allow_negative(tmp_path) -> None:
+    from app.models.db import Database
+
+    db = Database(tmp_path / "l.db")
+    ledger = Ledger(db)
+    # 掏空
+    snap = ledger.snapshot()
+    ledger.apply_cash(-snap["available"], kind="drain", note="drain")
+    try:
+        ledger.apply_cash(-1.0, kind="fail", note="should fail")
+        assert False, "expected RuntimeError"
+    except RuntimeError:
+        pass
+    # LIVE 镜像允许透支
+    bal = ledger.apply_cash(-1.0, kind="live", note="ok", allow_negative=True)
+    assert bal < 0
+    db.close()

backend/tests/test_runtime_mode.py

@@ -49,22 +49,22 @@ def test_live_ready_okx_missing_keys(monkeypatch) -> None:
     assert "OKX" in reason
 
 
-def test_live_ready_binance_stub(monkeypatch) -> None:
+def test_live_ready_binance_ok(monkeypatch) -> None:
     import app.env_store as es
 
     class S:
         mode = "LIVE"
         is_sim = False
-        okx_api_key = "k"
-        okx_api_secret = "s"
-        okx_api_passphrase = "p"
+        okx_api_key = ""
+        okx_api_secret = ""
+        okx_api_passphrase = ""
         binance_api_key = "bk"
         binance_api_secret = "bs"
 
     monkeypatch.setattr(es, "get_settings", lambda: S())
     ok, reason = live_ready(exchange="binance")
-    assert ok is False
-    assert "尚未接入" in reason
+    assert ok is True
+    assert reason == "ok"
 
 
 def test_okx_keys_configured(monkeypatch) -> None: