Audit fixes: LIVE symbols/fills/expiry/pending, security harden, add 更新说明.

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

backend/app/live/live_pnl.py

@@ -72,15 +72,32 @@ def enrich_live_unrealized(
         logger.warning("live unrealized exchange overlay failed: %s", e)
 
     option_upl = float(base.get("option_upl") or 0.0)  # 期权净盈亏（本地）
+    # 保守预估平仓费：按现有名义×费率×2 腿，避免「刚达标、扣费后不够」
+    try:
+        from ..config import get_settings
+
+        fr = float(get_settings().fee_rate or 0.0005)
+    except Exception:
+        fr = 0.0005
+    notional_est = abs(float(base.get("perp_notional") or 0.0)) + abs(
+        float(base.get("option_notional") or 0.0)
+    )
+    if notional_est <= 0:
+        # 兜底：用标记价粗算
+        notional_est = abs(float(base.get("spot") or 0.0)) * (
+            abs(float(base.get("perp_qty_eth") or 0.0))
+            + abs(float(base.get("option_qty_eth") or 0.0))
+        )
+    est_close = max(0.0, notional_est * fr * 2.0)
     # 资金费 signed：付出为负，直接加总
-    net_pnl = perp_upl + option_upl - fees_paid + funding
+    net_pnl = perp_upl + option_upl - fees_paid + funding - est_close
 
     out = dict(base)
     out["perp_upl"] = perp_upl
     out["option_upl"] = option_upl
     out["fees_paid"] = fees_paid
     out["funding_usdt"] = funding
-    out["est_close_fees"] = 0.0  # LIVE 不估平仓费
+    out["est_close_fees"] = est_close
     out["net_pnl"] = net_pnl
     out["pnl_source"] = "live_exchange"
     return out