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/okx_trade.py

@@ -157,7 +157,26 @@ class OkxTradeClient:
         fill = self._wait_fill(inst_id, ord_id)
         return fill
 
-    def _wait_fill(self, inst_id: str, ord_id: str, *, tries: int = 20) -> LiveFill:
+    def _fill_from_order_row(self, inst_id: str, ord_id: str, row: dict[str, Any]) -> LiveFill:
+        avg = safe_float(row.get("avgPx")) or 0.0
+        sz = safe_float(row.get("accFillSz")) or safe_float(row.get("sz")) or 0.0
+        fee = abs(safe_float(row.get("fee")) or 0.0)
+        fee_ccy = str(row.get("feeCcy") or "USDT")
+        if fee <= 0 and ord_id:
+            fee, fee_ccy = self.sum_fill_fees(inst_id, ord_id)
+        from .money import abs_fee_usdt
+
+        return LiveFill(
+            inst_id=inst_id,
+            side=str(row.get("side") or ""),
+            avg_px=float(avg),
+            sz=float(sz),
+            fee=abs_fee_usdt(fee, fee_ccy),
+            ord_id=ord_id,
+            raw=row,
+        )
+
+    def _wait_fill(self, inst_id: str, ord_id: str, *, tries: int = 40) -> LiveFill:
         path = f"/api/v5/trade/order?instId={inst_id}&ordId={ord_id}"
         last: dict[str, Any] = {}
         for _ in range(tries):
@@ -168,25 +187,21 @@ class OkxTradeClient:
                 avg = safe_float(last.get("avgPx"))
                 # 仅完全成交；部分成交继续等，避免账本张数与交易所不一致
                 if state == "filled" and avg and avg > 0:
-                    sz = safe_float(last.get("accFillSz")) or safe_float(last.get("sz")) or 0.0
-                    fee = abs(safe_float(last.get("fee")) or 0.0)
-                    fee_ccy = str(last.get("feeCcy") or "USDT")
-                    if fee <= 0 and ord_id:
-                        fee, fee_ccy = self.sum_fill_fees(inst_id, ord_id)
-                    from .money import abs_fee_usdt
-
-                    return LiveFill(
-                        inst_id=inst_id,
-                        side=str(last.get("side") or ""),
-                        avg_px=float(avg),
-                        sz=float(sz),
-                        fee=abs_fee_usdt(fee, fee_ccy),
-                        ord_id=ord_id,
-                        raw=last,
-                    )
+                    return self._fill_from_order_row(inst_id, ord_id, last)
                 if state in ("canceled", "failed"):
                     raise RuntimeError(f"OKX 订单失败 state={state} {last}")
             time.sleep(0.3)
+        # 超时兜底：已 filled 或已有成交量+均价则回填，避免「有仓无账」
+        state = str(last.get("state") or "")
+        avg = safe_float(last.get("avgPx"))
+        acc = safe_float(last.get("accFillSz")) or 0.0
+        if state == "filled" or (acc > 0 and avg and avg > 0):
+            logger.warning(
+                "OKX fill wait timeout but using last fill data ordId=%s state=%s",
+                ord_id,
+                state,
+            )
+            return self._fill_from_order_row(inst_id, ord_id, last)
         raise RuntimeError(f"OKX 订单未完全成交 ordId={ord_id} last={last}")
 
     def sum_fill_fees(self, inst_id: str, ord_id: str) -> tuple[float, str]:
@@ -305,24 +320,29 @@ class OkxTradeClient:
         from .money import to_usdt
 
         end = int(end_ms or int(time.time() * 1000))
+        begin = int(begin_ms)
+        # OKX：after=更早时间戳边界，before=更晚；再本地按 uTime 过滤兜底
         path = (
             f"/api/v5/account/positions-history?instType=SWAP&instId={inst_id}"
-            f"&before={end}&after={int(begin_ms)}"
+            f"&after={begin}&before={end}"
         )
         try:
-            # positions-history 用 GET query；部分环境用 before/after 语义相反，失败则返回 None
-            rows = self._request(
-                "GET",
-                f"/api/v5/account/positions-history?instType=SWAP&instId={inst_id}",
-            )
+            rows = self._request("GET", path)
         except Exception as e:
             logger.warning("okx positions-history failed: %s", e)
-            return None
+            try:
+                rows = self._request(
+                    "GET",
+                    f"/api/v5/account/positions-history?instType=SWAP&instId={inst_id}",
+                )
+            except Exception as e2:
+                logger.warning("okx positions-history fallback failed: %s", e2)
+                return None
         total = 0.0
         hit = False
         for row in rows:
             u_time = int(safe_float(row.get("uTime")) or safe_float(row.get("cTime")) or 0)
-            if u_time and (u_time < int(begin_ms) - 60_000 or u_time > end + 60_000):
+            if u_time and (u_time < begin - 60_000 or u_time > end + 60_000):
                 continue
             rpnl = safe_float(row.get("realizedPnl"))
             if rpnl is None: