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))