Fix LIVE open/close double-book and security audit findings.

Prevent expiry dual-close from re-booking option cash, abandon ledger rejection, margin-mode mismatch, and manual close races; harden fill wait and refuse default AUTH_SECRET on LIVE.

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

backend/app/api/settings.py

@@ -233,6 +233,17 @@ async def put_strategy_settings(
                 )
             equity_to_apply = new_eq
 
+    if "perp_margin_mode" in data:
+        new_mm = str(data["perp_margin_mode"]).strip().lower()
+        old_mm = str(
+            db.get_setting("perp_margin_mode", s.perp_margin_mode) or s.perp_margin_mode
+        ).strip().lower()
+        if new_mm != old_mm and Matcher(db).has_open_position():
+            raise HTTPException(
+                status_code=409,
+                detail="有未平仓，无法切换永续保证金模式；请先平仓后再改",
+            )
+
     for k, v in data.items():
         if k in KEYS:
             db.set_setting(k, str(v))

backend/app/api/sim.py

@@ -103,16 +103,20 @@ async def sim_open_group(
         db.fetchall("SELECT group_id FROM groups WHERE group_id LIKE ?", (f"G-{wkey}-%",))
     )
     gid = next_group_id(count)
-    r = ex.open_group(
-        group_id=gid,
-        bias=bias,
-        option_side=option_side,
-        perp_side=perp_side,
-        option_inst_id=option_inst,
-        entry_index_px=float(pick.underlying_px),
-        strike=pick.pair.strike,
-        expiry_ymd=pick.pair.expiry_ymd,
-    )
+    engine = get_engine()
+    async with engine._lock:
+        if ex.has_open_position():
+            raise HTTPException(status_code=409, detail="有未平仓，禁止开下一组")
+        r = ex.open_group(
+            group_id=gid,
+            bias=bias,
+            option_side=option_side,
+            perp_side=perp_side,
+            option_inst_id=option_inst,
+            entry_index_px=float(pick.underlying_px),
+            strike=pick.pair.strike,
+            expiry_ymd=pick.pair.expiry_ymd,
+        )
     if not r.ok:
         raise HTTPException(status_code=400, detail=r.detail)
     try:
@@ -151,22 +155,25 @@ async def sim_close_group(_user: Annotated[str, Depends(require_user)]) -> dict:
         )
     from ..strategy import get_engine
 
-    r = get_executor().close_group(reason="manual")
-    if not r.ok and not r.liquidity_wait:
-        raise HTTPException(status_code=400, detail=r.detail)
-    if r.ok:
-        # 与自动/紧急全平一致：成功全平后进入组间休息
-        get_engine().enter_rest_after_close()
-        try:
-            from ..notify import wecom
+    engine = get_engine()
+    # 与策略引擎共用锁，避免与自动平仓/开仓竞态
+    async with engine._lock:
+        r = get_executor().close_group(reason="manual")
+        if not r.ok and not r.liquidity_wait:
+            raise HTTPException(status_code=400, detail=r.detail)
+        if r.ok:
+            # 与自动/紧急全平一致：成功全平后进入组间休息
+            engine.enter_rest_after_close()
+            try:
+                from ..notify import wecom
 
-            wecom.notify_close(
-                reason="manual",
-                detail=r.detail,
-                data=r.data or {},
-            )
-        except Exception:
-            pass
+                wecom.notify_close(
+                    reason="manual",
+                    detail=r.detail,
+                    data=r.data or {},
+                )
+            except Exception:
+                pass
     return {
         "ok": r.ok,
         "liquidity_wait": r.liquidity_wait,