修复突破计算，执行器下单问题

gate_order_executor/app/gate_futures_live.py

@@ -256,6 +256,46 @@ def _tp_sl_triggers(side: str, tp_price: str, sl_price: str) -> tuple[dict[str,
     return tp_tr, sl_tr
 
 
+def _order_filled_abs(order: dict[str, Any]) -> float:
+    """市价单已成交张数（绝对值）：|size| - |left|。"""
+    total = abs(_float(order.get("size")))
+    left = abs(_float(order.get("left")))
+    filled = total - left
+    if filled > 1e-12:
+        return filled
+    # 部分 Gate 响应在 finished 时 left 为空，用 finish_as / status 兜底
+    if str(order.get("status") or "") == "finished" and total > 1e-12 and left <= 1e-12:
+        return total
+    return 0.0
+
+
+def _market_fill_accepted(
+    order: dict[str, Any],
+    *,
+    net_size: float,
+    order_size_min: float,
+) -> tuple[bool, float, str]:
+    """
+    判定市价是否已有有效成交（含 IOC 部分成交）。
+    返回 (accepted, filled_abs, note)。
+    """
+    filled = _order_filled_abs(order)
+    net_abs = abs(net_size)
+    effective = max(filled, net_abs)
+    min_sz = max(float(order_size_min), 1e-12)
+    if effective + 1e-12 < min_sz:
+        return False, effective, "below_order_size_min"
+    st = str(order.get("status") or "")
+    finish = str(order.get("finish_as") or "")
+    if effective >= min_sz:
+        if st == "finished" or net_abs >= min_sz:
+            note = "partial_fill" if filled > 1e-12 and abs(_float(order.get("left"))) > 1e-12 else "filled"
+            if finish and finish not in {"filled", "ioc", ""} and net_abs < min_sz:
+                return False, effective, f"finish_as={finish}"
+            return True, effective, note
+    return False, effective, "no_fill"
+
+
 async def execute_signal_live(settings: Settings, sig: TradeSignal) -> dict:
     """
     市价开仓 + 计划委托止盈/止损（reduce_only 市价 IOC）。
@@ -329,13 +369,21 @@ async def execute_signal_live(settings: Settings, sig: TradeSignal) -> dict:
         if not isinstance(order, dict):
             return {"status": "error", "reason": "order_response_invalid"}
 
-        st = str(order.get("status") or "")
-        finish = str(order.get("finish_as") or "")
-        left_abs = abs(_float(order.get("left")))
-        if st != "finished" or left_abs > 1e-12:
-            return {"status": "error", "reason": "market_not_filled", "order": order}
-        if finish and finish not in {"filled", "ioc"}:
-            return {"status": "error", "reason": "market_not_filled", "order": order}
+        net_size = await fetch_net_position_size(client, contract)
+        fill_ok, filled_abs, fill_note = _market_fill_accepted(
+            order,
+            net_size=net_size,
+            order_size_min=order_size_min,
+        )
+        if not fill_ok:
+            return {
+                "status": "error",
+                "reason": "market_not_filled",
+                "detail": fill_note,
+                "order": order,
+                "net_position_size": net_size,
+                "filled_abs": filled_abs,
+            }
 
         tp_s = _format_trigger_price(float(sig.take_profit), price_tick)
         sl_s = _format_trigger_price(float(sig.stop_loss), price_tick)
@@ -368,6 +416,9 @@ async def execute_signal_live(settings: Settings, sig: TradeSignal) -> dict:
             "signal_id": sig.signal_id,
             "market_order": order,
             "sized_contracts": open_size,
+            "filled_contracts": filled_abs,
+            "fill_note": fill_note,
+            "net_position_size": net_size,
             "risk_budget_usdt": round(risk_usdt, 6),
             "reference_entry": entry,
             "trigger_price_tick": str(price_tick) if price_tick is not None else None,
@@ -420,6 +471,9 @@ async def execute_signal_live(settings: Settings, sig: TradeSignal) -> dict:
             "take_profit_order": tp_resp,
             "stop_loss_order": sl_resp,
             "sized_contracts": open_size,
+            "filled_contracts": filled_abs,
+            "fill_note": fill_note,
+            "net_position_size": net_size,
             "risk_budget_usdt": round(risk_usdt, 6),
             "reference_entry": entry,
             "trigger_price_tick": str(price_tick) if price_tick is not None else None,

gate_order_executor/app/gate_operations.py

@@ -57,9 +57,12 @@ async def list_futures_positions(
             if abs(_float_field(row.get("size"))) <= 1e-12:
                 continue
             out.append(_slim_futures_position(row))
-            if len(out) >= cap:
-                break
-        return out, None
+        out.sort(
+            key=lambda r: abs(_float_field(r.get("size")))
+            * max(_float_field(r.get("mark_price"), _float_field(r.get("entry_price"), 1.0)), 1e-9),
+            reverse=True,
+        )
+        return out[:cap], None
     except Exception as exc:  # noqa: BLE001
         return None, str(exc)
 

gate_order_executor/tests/test_market_fill.py

@@ -0,0 +1,21 @@
+from __future__ import annotations
+
+import unittest
+
+from app.gate_futures_live import _market_fill_accepted, _order_filled_abs
+
+
+class TestMarketFill(unittest.TestCase):
+    def test_partial_ioc_fill_by_net_position(self):
+        order = {"status": "finished", "finish_as": "ioc", "size": "-1", "left": "-0.6"}
+        ok, filled, note = _market_fill_accepted(order, net_size=-0.4, order_size_min=0.1)
+        self.assertTrue(ok)
+        self.assertAlmostEqual(filled, 0.4, places=6)
+
+    def test_order_filled_abs(self):
+        self.assertAlmostEqual(_order_filled_abs({"size": "0.4", "left": "0"}), 0.4, places=6)
+        self.assertAlmostEqual(_order_filled_abs({"size": "-1", "left": "-0.6"}), 0.4, places=6)
+
+
+if __name__ == "__main__":
+    unittest.main()