Recover stuck opening and harden LIVE open/close reconcile.

Stamp open intent, recover opening from exchange option/perp state, skip resell/reopen when already flat, and persist Binance margin mode. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-29 20:32:45 +08:00
parent 44fd0371b9
commit e2a19a1614
8 changed files with 893 additions and 104 deletions
@@ -1,4 +1,4 @@
-"""LIVE 开仓对账：占槽、交易所持仓核对、平永续数量解析。"""
+"""LIVE 开仓对账：占槽、交易所持仓核对、平永续数量解析、stuck opening 恢复。"""

 from __future__ import annotations

@@ -7,12 +7,13 @@ from typing import Any

 from ..config import get_settings
 from ..exchange.runtime import load_runtime_settings
-from ..sim.matcher import BLOCKING_STATUSES
+from ..sim.matcher import BLOCKING_STATUSES, CloseResult
 from .symbols import resolve_perp_inst_id

 logger = logging.getLogger(__name__)

 _PERP_EPS = 1e-8
+_OPT_EPS = 1e-8


 def claim_open_slot(db) -> tuple[bool, str]:
@@ -33,11 +34,59 @@ def claim_open_slot(db) -> tuple[bool, str]:
    return True, "ok"


+def stamp_opening_intent(
+    db,
+    *,
+    group_id: str,
+    option_inst_id: str,
+    option_side: str,
+    perp_side: str,
+    option_qty_eth: float,
+    option_qty_contracts: float,
+    entry_index_px: float | None = None,
+    option_entry_px: float | None = None,
+) -> None:
+    """开仓意图落库：崩溃后仍可按 option_inst_id 恢复，禁止「opening 无元数据」。"""
+    with db._lock:
+        self_row = db._conn.execute(
+            "SELECT status FROM positions WHERE id=1"
+        ).fetchone()
+        st = str(self_row["status"] or "") if self_row else ""
+        if st != "opening":
+            return
+        db._conn.execute(
+            """UPDATE positions SET
+                group_id=?, option_inst_id=?, option_side=?, perp_side=?,
+                option_qty_eth=?, option_qty_contracts=?,
+                entry_index_px=COALESCE(?, entry_index_px),
+                option_entry_px=COALESCE(?, option_entry_px),
+                status='opening'
+               WHERE id=1 AND status='opening'""",
+            (
+                group_id,
+                option_inst_id,
+                option_side,
+                perp_side,
+                float(option_qty_eth),
+                float(option_qty_contracts),
+                entry_index_px,
+                option_entry_px,
+            ),
+        )
+        db._conn.commit()
+
+
 def release_open_slot_if_opening(db) -> None:
    """开仓失败且未落 half_open/open 时，释放 opening 占槽。"""
    with db._lock:
        db._conn.execute(
-            "UPDATE positions SET status='flat' WHERE id=1 AND status='opening'"
+            """UPDATE positions SET
+                status='flat', group_id=NULL, option_inst_id=NULL,
+                option_side=NULL, perp_side=NULL,
+                option_qty_eth=0, option_qty_contracts=0,
+                option_entry_px=NULL, perp_qty_eth=0, perp_entry_px=NULL,
+                entry_index_px=NULL, initial_premium=0
+               WHERE id=1 AND status='opening'"""
        )
        db._conn.commit()

@@ -51,7 +100,7 @@ def exchange_perp_abs_size(
    """查询交易所永续绝对持仓：OKX 张数，Binance ETH。"""
    ex = (exchange or "").strip().lower()
    try:
-        if ex == "binance":
+        if ex in ("binance", "bn"):
            ps = "LONG" if perp_side == "long" else "SHORT"
            return client.get_perp_pos_sz(perp_inst_id, position_side=ps)
        ps = "long" if perp_side == "long" else "short"
@@ -61,8 +110,26 @@ def exchange_perp_abs_size(
        return None


+def exchange_option_abs_size(
+    client: Any, option_inst_id: str
+) -> float | None:
+    try:
+        return client.get_option_pos_sz(option_inst_id)
+    except Exception as e:
+        logger.warning("exchange_option_abs_size failed: %s", e)
+        return None
+
+
+def exchange_any_option_abs(client: Any) -> float | None:
+    try:
+        return client.any_option_pos_abs()
+    except Exception as e:
+        logger.warning("exchange_any_option_abs failed: %s", e)
+        return None
+
+
 def assert_safe_to_open_live(executor) -> tuple[bool, str]:
-    """LIVE 开仓前：本地无 blocking 仓，且交易所无残留永续（flat/opening 时）。"""
+    """LIVE 开仓前：本地无 blocking 仓，且交易所无残留永续/期权（flat/opening 时）。"""
    if get_settings().is_sim:
        return True, "ok"

@@ -76,7 +143,6 @@ def assert_safe_to_open_live(executor) -> tuple[bool, str]:
        return False, "无法核对交易所持仓"

    perp_inst = resolve_perp_inst_id(executor.db)
-    # flat/opening：两侧都查，避免只查默认 long 漏掉 short 残留
    if st in ("flat", "", "opening"):
        sides = ("long", "short")
    else:
@@ -93,6 +159,27 @@ def assert_safe_to_open_live(executor) -> tuple[bool, str]:
            False,
            "交易所有永续仓但本地无持仓，禁止新开，请人工核对",
        )
+
+    # 期权：有具体合约则查该合约；flat 时查账户任意期权残留
+    opt_inst = str(pos.get("option_inst_id") or "")
+    if opt_inst:
+        opt_sz = exchange_option_abs_size(client, opt_inst)
+        if opt_sz is None:
+            return False, "无法核对交易所期权持仓"
+        if opt_sz > _OPT_EPS and st in ("flat", "", "opening"):
+            return (
+                False,
+                f"交易所有期权仓({opt_inst})但本地未确认持仓，禁止新开，请人工核对",
+            )
+    elif st in ("flat", ""):
+        any_opt = exchange_any_option_abs(client)
+        if any_opt is None:
+            return False, "无法核对交易所期权持仓"
+        if any_opt > _OPT_EPS:
+            return (
+                False,
+                "交易所有期权残留仓但本地无持仓，禁止新开，请人工核对",
+            )
    return True, "ok"


@@ -102,9 +189,16 @@ def log_exchange_db_mismatch(executor) -> None:
        return
    ok, msg = assert_safe_to_open_live(executor)
    if ok:
-        logger.info("LIVE startup reconcile: exchange/DB perp OK")
+        logger.info("LIVE startup reconcile: exchange/DB OK")
    else:
        logger.warning("LIVE startup reconcile mismatch: %s", msg)
+    # 启动时尝试恢复 stuck opening
+    try:
+        r = recover_stuck_opening(executor)
+        if r is not None:
+            logger.info("LIVE startup recover_opening: ok=%s detail=%s", r.ok, r.detail)
+    except Exception:
+        logger.exception("LIVE startup recover_opening failed")


 def perp_close_contracts_okx(
@@ -114,12 +208,21 @@ def perp_close_contracts_okx(
    perp_side: str,
    perp_qty_eth: float,
    ct_val: float,
+    allow_db_fallback: bool = True,
 ) -> int:
-    """平永续张数：优先交易所持仓，否则 DB qty/ct_val。"""
+    """平永续张数：优先交易所持仓。
+
+    allow_db_fallback=False 且交易所已空仓时返回 0（勿用 DB 数量再下单，防反向开仓）。
+    """
    ps = "long" if perp_side == "long" else "short"
    ex_sz = client.get_perp_pos_sz(perp_inst, pos_side=ps)
    if ex_sz is not None and ex_sz > _PERP_EPS:
        return max(1, int(round(ex_sz)))
+    if ex_sz is not None and ex_sz <= _PERP_EPS:
+        if not allow_db_fallback:
+            return 0
+    if not allow_db_fallback:
+        return 0
    return max(1, int(round(perp_qty_eth / ct_val)))


@@ -129,15 +232,131 @@ def perp_close_qty_eth_binance(
    perp_inst: str,
    perp_side: str,
    perp_qty_eth: float,
+    allow_db_fallback: bool = True,
 ) -> float:
-    """平永续 ETH 数量：优先交易所持仓，否则 DB qty。"""
+    """平永续 ETH 数量：优先交易所持仓。交易所空且不允许 fallback → 0。"""
    ps = "LONG" if perp_side == "long" else "SHORT"
    ex_sz = client.get_perp_pos_sz(perp_inst, position_side=ps)
    if ex_sz is not None and ex_sz > _PERP_EPS:
        return float(ex_sz)
+    if ex_sz is not None and ex_sz <= _PERP_EPS:
+        if not allow_db_fallback:
+            return 0.0
+    if not allow_db_fallback:
+        return 0.0
    return float(perp_qty_eth)


+def recover_stuck_opening(executor) -> CloseResult | None:
+    """恢复本地 status=opening：
+
+    - 交易所期权+永续皆空 → 清槽
+    - 仅期权 → half_open 并尝试 repair
+    - 期权+永续 → 提升为 open（用本地已 stamp 的数量/均价）
+    - 无元数据且交易所仍有仓 → 保持 opening，返回失败详情
+    """
+    if get_settings().is_sim:
+        return None
+    pos = executor.current_position()
+    st = str(pos.get("status") or "")
+    if st != "opening":
+        return None
+
+    client, ex_name = _executor_client_and_exchange(executor)
+    if client is None:
+        return CloseResult(ok=False, detail="recover_opening: 无交易客户端")
+
+    option_inst = str(pos.get("option_inst_id") or "")
+    perp_side = str(pos.get("perp_side") or "long")
+    group_id = str(pos.get("group_id") or "")
+    perp_inst = resolve_perp_inst_id(executor.db, group_id=group_id or None)
+
+    perp_total = 0.0
+    for side in ("long", "short"):
+        sz = exchange_perp_abs_size(client, ex_name or "", perp_inst, side)
+        if sz is None:
+            return CloseResult(ok=False, detail="recover_opening: 无法查永续")
+        perp_total += float(sz)
+
+    opt_sz = 0.0
+    if option_inst:
+        raw = exchange_option_abs_size(client, option_inst)
+        if raw is None:
+            return CloseResult(ok=False, detail="recover_opening: 无法查期权")
+        opt_sz = float(raw)
+    else:
+        any_opt = exchange_any_option_abs(client)
+        if any_opt is None:
+            return CloseResult(ok=False, detail="recover_opening: 无法查期权")
+        if any_opt > _OPT_EPS:
+            return CloseResult(
+                ok=False,
+                detail=(
+                    "recover_opening: opening 无 option_inst_id 但交易所有期权仓，"
+                    "禁止自动清槽，请人工核对"
+                ),
+            )
+        opt_sz = 0.0
+
+    # 两边皆空 → 清槽
+    if opt_sz <= _OPT_EPS and perp_total <= _PERP_EPS:
+        release_open_slot_if_opening(executor.db)
+        return CloseResult(ok=True, detail="recover_opening: 交易所空仓，已释放 opening")
+
+    # 无元数据但有仓 → 不自动处理
+    if not option_inst:
+        return CloseResult(
+            ok=False,
+            detail="recover_opening: 交易所有仓但本地 opening 缺 option_inst_id",
+        )
+
+    # 仅期权 → half_open + repair
+    if opt_sz > _OPT_EPS and perp_total <= _PERP_EPS:
+        persist = getattr(executor, "_persist_half_open", None)
+        if not callable(persist):
+            return CloseResult(ok=False, detail="recover_opening: 无 half_open 落库")
+        of_px = float(pos.get("option_entry_px") or 0) or 0.0
+        opt_qty = float(pos.get("option_qty_eth") or 0)
+        opt_contracts = float(pos.get("option_qty_contracts") or 0)
+        if opt_contracts <= 0 and hasattr(executor, "_ct_mult"):
+            from ..sim.liquidity import contracts_for_eth
+
+            ct = executor._ct_mult(option_inst)
+            opt_contracts = float(contracts_for_eth(opt_qty or opt_sz, ct)) if opt_qty else float(opt_sz)
+        if opt_qty <= 0 and hasattr(executor, "_ct_mult"):
+            from ..sim.liquidity import eth_from_contracts
+
+            opt_qty = eth_from_contracts(opt_contracts or opt_sz, executor._ct_mult(option_inst))
+        persist(
+            group_id=group_id or f"RCV-{option_inst[-12:]}",
+            bias="recover",
+            option_side=str(pos.get("option_side") or "call"),
+            perp_side=perp_side,
+            option_inst_id=option_inst,
+            entry_index_px=float(pos.get("entry_index_px") or 0) or 0.0,
+            strike=None,
+            expiry_ymd=None,
+            opt_qty=opt_qty,
+            opt_contracts=opt_contracts or opt_sz,
+            of_px=of_px,
+            of_fee=0.0,
+            detail="recover_opening option-only → half_open",
+        )
+        repair = getattr(executor, "repair_half_open", None)
+        if callable(repair):
+            return repair()
+        return CloseResult(ok=True, detail="recover_opening: 已落 half_open")
+
+    # 期权+永续 → 提升为 open
+    promote = getattr(executor, "_promote_opening_to_open", None)
+    if callable(promote):
+        return promote(pos=pos, perp_inst=perp_inst, opt_sz=opt_sz, perp_total=perp_total)
+    return CloseResult(
+        ok=False,
+        detail="recover_opening: 双边有仓但执行器无 promote，请人工核对",
+    )
+
+
 def _executor_client_and_exchange(executor) -> tuple[Any | None, str | None]:
    if get_settings().is_sim:
        return None, None