fix: P0第二轮修复 — JWT安全/DB密码/SL紧急平仓reduceOnly/TP1状态守卫/超时精度/跨策略去重 + 硬编码消除

P0-1: JWT_SECRET生产环境强制配置，测试环境保留默认
P0-2: DB密码生产环境强制从env读，测试环境保留fallback
P0-3: SL三次失败→查真实持仓→reduceOnly平仓→校验结果→写event
P0-4: TP1后SL重挂失败则不推进tp1_hit状态，continue等下轮重试
P0-5: 超时自动平仓用SYMBOL_QTY_PRECISION格式化+校验结果
P0-6: 同币种去重改为不区分策略(币安单向模式共享净仓位)
P1-1: 手续费窗口entry_ts-200→+200(避免纳入开仓前成交)
额外: 模拟盘*200和实盘*2硬编码→从配置动态读取

backend/auth.py

@@ -12,7 +12,11 @@ from pydantic import BaseModel, EmailStr
 
 from db import get_sync_conn
 
-JWT_SECRET = os.getenv("JWT_SECRET", "arb-engine-jwt-secret-v2-2026")
+_TRADE_ENV = os.getenv("TRADE_ENV", "testnet")
+_jwt_default = "arb-engine-jwt-secret-v2-2026" if _TRADE_ENV == "testnet" else None
+JWT_SECRET = os.getenv("JWT_SECRET") or _jwt_default
+if not JWT_SECRET or len(JWT_SECRET) < 32:
+    raise RuntimeError("JWT_SECRET 未配置或长度不足(>=32)，生产环境必须设置环境变量")
 ACCESS_TOKEN_HOURS = 24
 REFRESH_TOKEN_DAYS = 7
 

backend/live_executor.py

@@ -41,12 +41,17 @@ BINANCE_ENDPOINTS = {
 BASE_URL = BINANCE_ENDPOINTS[TRADE_ENV]
 
 # 数据库
+_DB_PASSWORD = os.getenv("DB_PASSWORD", "arb_engine_2026" if TRADE_ENV == "testnet" else "")
+if not _DB_PASSWORD:
+    print("FATAL: DB_PASSWORD 未设置（生产环境必须配置）", file=sys.stderr)
+    sys.exit(1)
+
 DB_CONFIG = {
     "host": os.getenv("DB_HOST", "10.106.0.3"),
     "port": int(os.getenv("DB_PORT", "5432")),
     "dbname": os.getenv("DB_NAME", "arb_engine"),
     "user": os.getenv("DB_USER", "arb"),
-    "password": os.getenv("DB_PASSWORD", "arb_engine_2026"),
+    "password": _DB_PASSWORD,
 }
 
 # 策略
@@ -354,10 +359,11 @@ async def execute_entry(session: aiohttp.ClientSession, signal: dict, db_conn):
         logger.warning(f"[{symbol}] ❌ 已达最大持仓数 {MAX_POSITIONS}")
         return None
 
-    # 3. 检查是否已有同币种同方向持仓
-    cur.execute("SELECT id FROM live_trades WHERE symbol=%s AND strategy=%s AND status='active'", (symbol, strategy))
-    if cur.fetchone():
-        logger.info(f"[{symbol}] ⏭ 已有活跃持仓，跳过")
+    # 3. 检查是否已有同币种持仓（不区分策略，币安单向模式下同币共享净仓位）
+    cur.execute("SELECT id, strategy FROM live_trades WHERE symbol=%s AND status IN ('active', 'tp1_hit')", (symbol,))
+    existing = cur.fetchone()
+    if existing:
+        logger.info(f"[{symbol}] ⏭ 已有活跃持仓(id={existing[0]}, strategy={existing[1]})，跳过")
         return None
 
     # 4. 设置杠杆和逐仓
@@ -419,9 +425,28 @@ async def execute_entry(session: aiohttp.ClientSession, signal: dict, db_conn):
             if sl_status == 200:
                 break
         if sl_status != 200:
-            logger.error(f"[{symbol}] ❌ SL 3次全部失败，紧急市价平仓! data={sl_data}")
-            await place_market_order(session, symbol, close_side, qty)
-            _log_event(db_conn, "critical", "trade", f"SL挂单3次失败，已紧急平仓", symbol, {"sl_data": str(sl_data)})
+            logger.error(f"[{symbol}] ❌ SL 3次全部失败，紧急reduceOnly平仓! data={sl_data}")
+            # 查真实持仓量，用reduceOnly市价平仓（避免反向开仓）
+            emergency_pos = await get_position(session, symbol)
+            if emergency_pos:
+                emergency_amt = abs(float(emergency_pos.get("positionAmt", 0)))
+                emergency_prec = SYMBOL_PRECISION.get(symbol, {"qty": 3})
+                emergency_qty_str = f"{emergency_amt:.{emergency_prec['qty']}f}"
+                close_data, close_status = await binance_request(session, "POST", "/fapi/v1/order", {
+                    "symbol": symbol, "side": close_side, "type": "MARKET",
+                    "quantity": emergency_qty_str, "reduceOnly": "true",
+                })
+                if close_status != 200:
+                    logger.error(f"[{symbol}] ❌ 紧急平仓也失败! close_data={close_data}")
+                    _log_event(db_conn, "critical", "trade",
+                               f"SL失败后紧急平仓也失败，需人工介入", symbol,
+                               {"sl_data": str(sl_data), "close_data": str(close_data)})
+                else:
+                    logger.info(f"[{symbol}] ✅ 紧急reduceOnly平仓成功 qty={emergency_qty_str}")
+                    _log_event(db_conn, "critical", "trade", f"SL挂单3次失败，已紧急reduceOnly平仓", symbol, {"sl_data": str(sl_data)})
+            else:
+                logger.warning(f"[{symbol}] SL失败但币安已无持仓，无需平仓")
+                _log_event(db_conn, "critical", "trade", f"SL挂单3次失败，但币安无持仓", symbol, {"sl_data": str(sl_data)})
             return None
     t_after_sl = time.time() * 1000
     protection_gap_ms = int(t_after_sl - t_fill)

backend/main.py

@@ -683,8 +683,9 @@ async def paper_summary(
     total = len(closed)
     wins = len([r for r in closed if r["pnl_r"] > 0])
     total_pnl = sum(r["pnl_r"] for r in closed)
-    total_pnl_usdt = total_pnl * 200  # 1R = $200
-    balance = 10000 + total_pnl_usdt
+    paper_1r_usd = paper_config["initial_balance"] * paper_config["risk_per_trade"]
+    total_pnl_usdt = total_pnl * paper_1r_usd
+    balance = paper_config["initial_balance"] + total_pnl_usdt
     win_rate = (wins / total * 100) if total > 0 else 0
     gross_profit = sum(r["pnl_r"] for r in closed if r["pnl_r"] > 0)
     gross_loss = abs(sum(r["pnl_r"] for r in closed if r["pnl_r"] <= 0))
@@ -760,7 +761,8 @@ async def paper_positions(
             else:
                 d["unrealized_pnl_r"] = round((entry - current_price) / rd, 2)
             # 浮动盈亏(USDT) — 假设1R = risk_per_trade
-            d["unrealized_pnl_usdt"] = round(d["unrealized_pnl_r"] * 200, 2)  # 2% of 10000
+            paper_1r = paper_config["initial_balance"] * paper_config["risk_per_trade"]
+            d["unrealized_pnl_usdt"] = round(d["unrealized_pnl_r"] * paper_1r, 2)
         else:
             d["unrealized_pnl_r"] = 0
             d["unrealized_pnl_usdt"] = 0
@@ -1278,7 +1280,7 @@ async def live_positions(
                 d["unrealized_pnl_r"] = round((current_price - entry) / rd, 4)
             else:
                 d["unrealized_pnl_r"] = round((entry - current_price) / rd, 4)
-            d["unrealized_pnl_usdt"] = round(d["unrealized_pnl_r"] * 2, 2)
+            d["unrealized_pnl_usdt"] = round(d["unrealized_pnl_r"] * (await _get_risk_usd()), 2)
         else:
             d["unrealized_pnl_r"] = 0
             d["unrealized_pnl_usdt"] = 0

backend/position_sync.py

@@ -34,12 +34,17 @@ BINANCE_ENDPOINTS = {
 }
 BASE_URL = BINANCE_ENDPOINTS[TRADE_ENV]
 
+_DB_PASSWORD = os.getenv("DB_PASSWORD", "arb_engine_2026" if TRADE_ENV == "testnet" else "")
+if not _DB_PASSWORD:
+    print("FATAL: DB_PASSWORD 未设置（生产环境必须配置）", file=sys.stderr)
+    sys.exit(1)
+
 DB_CONFIG = {
     "host": os.getenv("DB_HOST", "10.106.0.3"),
     "port": int(os.getenv("DB_PORT", "5432")),
     "dbname": os.getenv("DB_NAME", "arb_engine"),
     "user": os.getenv("DB_USER", "arb"),
-    "password": os.getenv("DB_PASSWORD", "arb_engine_2026"),
+    "password": _DB_PASSWORD,
 }
 
 CHECK_INTERVAL = 30  # 对账间隔(秒)
@@ -368,20 +373,28 @@ async def check_tp1_triggers(session, conn):
                 else:
                     new_sl = lp["entry_price"] * 0.9995
 
-                # 挂新SL（半仓）
+                # 挂新SL（半仓）— 失败则不推进状态
                 prec = SYMBOL_PRECISION.get(symbol, {"qty": 3, "price": 2})
-                ok, _ = await rehang_sl(session, symbol, lp["direction"], new_sl, bp["amount"])
+                ok, sl_resp = await rehang_sl(session, symbol, lp["direction"], new_sl, bp["amount"])
+                if not ok:
+                    logger.error(f"[{symbol}] ❌ TP1后重挂SL失败: {sl_resp}，不推进tp1_hit状态")
+                    _log_event(conn, "critical", "trade",
+                               "TP1后重挂SL失败，仓位可能裸奔，需人工确认", symbol,
+                               {"trade_id": lp["id"], "sl_resp": str(sl_resp)})
+                    continue
 
                 # 重新挂TP2（半仓）
                 tp2_price = lp["tp2_price"]
                 qty_str = f"{abs(bp['amount']):.{prec['qty']}f}"
                 price_str = f"{tp2_price:.{prec['price']}f}"
-                await binance_request(session, "POST", "/fapi/v1/order", {
+                tp2_data, tp2_status = await binance_request(session, "POST", "/fapi/v1/order", {
                     "symbol": symbol, "side": close_side, "type": "TAKE_PROFIT_MARKET",
                     "stopPrice": price_str, "quantity": qty_str, "reduceOnly": "true",
                 })
+                if tp2_status != 200:
+                    logger.error(f"[{symbol}] ❌ TP2重挂失败: {tp2_data}，SL已挂但TP2缺失")
 
-                # 更新DB
+                # SL成功才更新DB
                 cur.execute("""
                     UPDATE live_trades SET tp1_hit=TRUE, sl_price=%s, status='tp1_hit'
                     WHERE id=%s
@@ -436,7 +449,7 @@ async def check_closed_positions(session, conn):
                 # 汇总手续费（开仓后200ms起算，避免含其他策略成交）
                 for t in trades_data:
                     t_time = int(t.get("time", 0))
-                    if t_time >= entry_ts - 200:
+                    if t_time >= entry_ts + 200:  # 开仓后200ms起算，避免纳入开仓前成交
                         actual_fee_usdt += abs(float(t.get("commission", 0)))
 
             # 计算pnl — gross(不含费)

backend/risk_guard.py

@@ -39,12 +39,17 @@ BINANCE_ENDPOINTS = {
 }
 BASE_URL = BINANCE_ENDPOINTS[TRADE_ENV]
 
+_DB_PASSWORD = os.getenv("DB_PASSWORD", "arb_engine_2026" if TRADE_ENV == "testnet" else "")
+if not _DB_PASSWORD:
+    print("FATAL: DB_PASSWORD 未设置（生产环境必须配置）", file=sys.stderr)
+    sys.exit(1)
+
 DB_CONFIG = {
     "host": os.getenv("DB_HOST", "10.106.0.3"),
     "port": int(os.getenv("DB_PORT", "5432")),
     "dbname": os.getenv("DB_NAME", "arb_engine"),
     "user": os.getenv("DB_USER", "arb"),
-    "password": os.getenv("DB_PASSWORD", "arb_engine_2026"),
+    "password": _DB_PASSWORD,
 }
 
 # 风控参数
@@ -279,11 +284,16 @@ async def check_hold_timeout(session, conn):
                     for p in pos_data:
                         amt = abs(float(p.get("positionAmt", 0)))
                         if amt > 0 and p["symbol"] == symbol:
-                            await binance_request(session, "POST", "/fapi/v1/order", {
+                            qty_prec = SYMBOL_QTY_PRECISION.get(symbol, 3)
+                            qty_str = f"{amt:.{qty_prec}f}"
+                            close_data, close_status = await binance_request(session, "POST", "/fapi/v1/order", {
                                 "symbol": symbol, "side": close_side, "type": "MARKET",
-                                "quantity": str(amt), "reduceOnly": "true",
+                                "quantity": qty_str, "reduceOnly": "true",
                             })
-                            logger.info(f"[{symbol}] 🔴 自动平仓完成 qty={amt}")
+                            if close_status != 200:
+                                logger.error(f"[{symbol}] ❌ 超时自动平仓失败: {close_data}")
+                            else:
+                                logger.info(f"[{symbol}] 🔴 超时自动平仓完成 qty={qty_str}")
                 del risk_state.timeout_queue[trade_id]
 
         elif hold_min >= HOLD_TIMEOUT_RED_MIN: