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/live/binance_executor.py

@@ -114,6 +114,12 @@ class BinanceLiveExecutor(Matcher):
             )
         except Exception as e:
             logger.exception("binance live open option failed")
+            msg = str(e)
+            if "orderId=" in msg or "orderId" in msg.lower():
+                return OpenResult(
+                    ok=False,
+                    detail=f"币安开期权未确认成交(保留 opening 防重复开，请核对交易所): {e}",
+                )
             release_open_slot_if_opening(self.db)
             return OpenResult(ok=False, detail=f"币安开期权失败: {e}")
 
@@ -634,6 +640,8 @@ class BinanceLiveExecutor(Matcher):
                 detail=f"期权已平，永续待平(option_closed_perp_pending): {e}",
             )
 
+        # 期权已在 _mark_option_closed_perp_pending 入账/写 fill（含到期本地结算），
+        # 此处 pending_perp_only 必为 True；勿再按 is_expiry 二次入账。
         return self._finalize_dual_close(
             pos=pos,
             group_id=group_id,
@@ -647,14 +655,8 @@ class BinanceLiveExecutor(Matcher):
             pf_px=pf_px,
             pf_fee=pf_fee,
             reason=reason,
-            option_fill_already_written=(
-                st == "option_closed_perp_pending"
-                or (pending_perp_only and not is_expiry)
-            ),
-            skip_option_cash=(
-                st == "option_closed_perp_pending"
-                or (pending_perp_only and not is_expiry)
-            ),
+            option_fill_already_written=bool(pending_perp_only),
+            skip_option_cash=bool(pending_perp_only),
         )
 
     def _mark_option_closed_perp_pending(
@@ -950,6 +952,7 @@ class BinanceLiveExecutor(Matcher):
             kind="close_perp",
             group_id=group_id,
             note=f"LIVE-BN close perp abandon option {reason}",
+            allow_negative=True,
         )
 
         strike = self._group_strike(group_id, option_inst_id)