fix: P0审阅修复 + P1/P2增强

P0-1: SL挂单失败→重试2次→3次失败紧急市价平仓+写event
P0-2: TP1检测改用DB qty字段(新增)比对仓位减少，不再用orderId
P0-3: emergency-close/block-new/resume/config PUT加admin权限验证
P0-5: risk_guard全平qty按币种精度格式化(BTC:3/ETH:3/XRP:0/SOL:2)

P1-3: NOTIFY收到后立即处理跳过sleep，减少信号延迟
P2-1: 三个进程加DB连接断线重连(ensure_db_conn)

DB: live_trades新增qty字段

backend/live_executor.py

@@ -411,16 +411,24 @@ async def execute_entry(session: aiohttp.ClientSession, signal: dict, db_conn):
     half_qty = round(qty / 2, prec["qty"])
     other_half = round(qty - half_qty, prec["qty"])
 
-    # SL - 全仓
+    # SL - 全仓（失败重试2次，3次都失败则紧急平仓）
     t_before_sl = time.time() * 1000
     sl_data, sl_status = await place_stop_order(session, symbol, close_side, sl_price, qty, "STOP_MARKET")
+    if sl_status != 200:
+        for retry in range(2):
+            logger.warning(f"[{symbol}] SL挂单重试 {retry+1}/2...")
+            await asyncio.sleep(0.3)
+            sl_data, sl_status = await place_stop_order(session, symbol, close_side, sl_price, qty, "STOP_MARKET")
+            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)})
+            return None
     t_after_sl = time.time() * 1000
     protection_gap_ms = int(t_after_sl - t_fill)
 
-    if sl_status != 200:
-        logger.error(f"[{symbol}] ⚠️ SL挂单失败! 裸奔中! data={sl_data}")
-        # TODO: 自动补挂逻辑
-
     # TP1 - 半仓
     tp1_type = "TAKE_PROFIT_MARKET"
     await place_stop_order(session, symbol, close_side, tp1_price, half_qty, tp1_type)
@@ -437,13 +445,15 @@ async def execute_entry(session: aiohttp.ClientSession, signal: dict, db_conn):
             sl_price, tp1_price, tp2_price, score, tier, status,
             risk_distance, atr_at_entry, score_factors, signal_id,
             binance_order_id, fill_price, slippage_bps,
-            protection_gap_ms, signal_to_order_ms, order_to_fill_ms
+            protection_gap_ms, signal_to_order_ms, order_to_fill_ms,
+            qty
         ) VALUES (
             %s, %s, %s, %s, %s,
             %s, %s, %s, %s, %s, 'active',
             %s, %s, %s, %s,
             %s, %s, %s,
-            %s, %s, %s
+            %s, %s, %s,
+            %s
         ) RETURNING id
     """, (
         symbol, strategy, direction, fill_price, int(t_fill),
@@ -451,6 +461,7 @@ async def execute_entry(session: aiohttp.ClientSession, signal: dict, db_conn):
         risk_distance, atr, json.dumps(factors) if factors else None, signal_id,
         order_id, fill_price, round(slippage_bps, 2),
         protection_gap_ms, signal_to_order_ms, order_to_fill_ms,
+        qty,
     ))
     trade_id = cur.fetchone()[0]
     db_conn.commit()
@@ -608,14 +619,30 @@ async def main():
     # 工作DB连接
     work_conn = psycopg2.connect(**DB_CONFIG)
 
+    def ensure_db_conn(conn):
+        try:
+            conn.cursor().execute("SELECT 1")
+            return conn
+        except Exception:
+            logger.warning("⚠️ DB连接断开，重连中...")
+            try:
+                conn.close()
+            except Exception:
+                pass
+            return psycopg2.connect(**DB_CONFIG)
+
     async with aiohttp.ClientSession() as http_session:
         while True:
             try:
-                # 检查PG NOTIFY（非阻塞，超时1秒）
+                # 检查PG NOTIFY（非阻塞）
+                got_notify = False
                 if listen_conn.poll() == psycopg2.extensions.POLL_OK:
                     while listen_conn.notifies:
                         notify = listen_conn.notifies.pop(0)
                         logger.info(f"📡 收到NOTIFY: {notify.payload}")
+                        got_notify = True
+
+                work_conn = ensure_db_conn(work_conn)
 
                 # 获取待处理信号（NOTIFY + 轮询双保险）
                 signals = fetch_pending_signals(work_conn)
@@ -632,7 +659,8 @@ async def main():
                     if trade_id:
                         logger.info(f"[{sig['symbol']}] ✅ trade_id={trade_id} 开仓成功")
 
-                await asyncio.sleep(1)  # 1秒轮询作为fallback
+                if not got_notify:
+                    await asyncio.sleep(1)  # 无NOTIFY时才sleep，有NOTIFY立即处理下一轮
 
             except KeyboardInterrupt:
                 logger.info("🛑 收到退出信号")

backend/main.py

@@ -1471,9 +1471,16 @@ async def live_risk_status(user: dict = Depends(get_current_user)):
         return {"status": "unknown", "error": "risk_guard_state.json not found"}
 
 
+def _require_admin(user: dict):
+    """检查管理员权限"""
+    if user.get("role") != "admin":
+        raise HTTPException(status_code=403, detail="仅管理员可执行此操作")
+
+
 @app.post("/api/live/emergency-close")
 async def live_emergency_close(user: dict = Depends(get_current_user)):
     """紧急全平（写标记文件，由risk_guard执行）"""
+    _require_admin(user)
     try:
         import json as _json
         with open("/tmp/risk_guard_emergency.json", "w") as f:
@@ -1486,6 +1493,7 @@ async def live_emergency_close(user: dict = Depends(get_current_user)):
 @app.post("/api/live/block-new")
 async def live_block_new(user: dict = Depends(get_current_user)):
     """禁止新开仓"""
+    _require_admin(user)
     try:
         import json as _json
         with open("/tmp/risk_guard_emergency.json", "w") as f:
@@ -1498,6 +1506,7 @@ async def live_block_new(user: dict = Depends(get_current_user)):
 @app.post("/api/live/resume")
 async def live_resume(user: dict = Depends(get_current_user)):
     """恢复交易"""
+    _require_admin(user)
     try:
         import json as _json
         with open("/tmp/risk_guard_emergency.json", "w") as f:
@@ -1904,6 +1913,7 @@ async def live_config_get(user: dict = Depends(get_current_user)):
 @app.put("/api/live/config")
 async def live_config_update(request: Request, user: dict = Depends(get_current_user)):
     """更新实盘配置"""
+    _require_admin(user)
     body = await request.json()
     updated = []
     for key, value in body.items():

backend/position_sync.py

@@ -158,7 +158,7 @@ def get_local_positions(conn):
     cur = conn.cursor()
     cur.execute("""
         SELECT id, symbol, strategy, direction, entry_price, sl_price, tp1_price, tp2_price,
-               tp1_hit, status, risk_distance, binance_order_id, entry_ts
+               tp1_hit, status, risk_distance, binance_order_id, entry_ts, qty
         FROM live_trades
         WHERE status IN ('active', 'tp1_hit')
         ORDER BY entry_ts DESC
@@ -170,7 +170,7 @@ def get_local_positions(conn):
             "entry_price": row[4], "sl_price": row[5], "tp1_price": row[6], "tp2_price": row[7],
             "tp1_hit": row[8], "status": row[9], "risk_distance": row[10],
             "binance_order_id": row[11], "entry_ts": row[12],
-            "binance_order_id": row[11],
+            "qty": row[13],
         })
     return positions
 
@@ -359,7 +359,8 @@ async def check_tp1_triggers(session, conn):
         if not tp1_found and lp["status"] == "active":
             # TP1可能已触发，验证仓位是否减半
             bp = (await get_binance_positions(session)).get(symbol)
-            if bp and abs(bp["amount"]) < abs(float(lp.get("binance_order_id", "0") or "0")):
+            entry_qty = lp.get("qty") or 0
+            if bp and entry_qty > 0 and abs(bp["amount"]) < entry_qty * 0.75:
                 # 确认TP1触发
                 logger.info(f"[{symbol}] ✅ TP1触发! 移SL到保本价")
 
@@ -595,6 +596,20 @@ def _log_event(conn, level, category, message, symbol=None, detail=None):
 
 # ============ 主循环 ============
 
+def ensure_db_conn(conn):
+    """检查DB连接，断线则重连"""
+    try:
+        conn.cursor().execute("SELECT 1")
+        return conn
+    except Exception:
+        logger.warning("⚠️ DB连接断开，重连中...")
+        try:
+            conn.close()
+        except Exception:
+            pass
+        return psycopg2.connect(**DB_CONFIG)
+
+
 async def main():
     logger.info("=" * 60)
     logger.info(f"🔄 Position Sync 启动 | 环境={TRADE_ENV} | 间隔={CHECK_INTERVAL}秒")
@@ -606,6 +621,7 @@ async def main():
     async with aiohttp.ClientSession() as session:
         while True:
             try:
+                conn = ensure_db_conn(conn)
                 # 1. 对账
                 result = await reconcile(session, conn)
 

backend/risk_guard.py

@@ -68,6 +68,9 @@ ACCOUNT_UPDATE_STALE_SEC = 20
 CHECK_INTERVAL = 5  # 风控检查间隔(秒)
 
 SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
+SYMBOL_QTY_PRECISION = {
+    "BTCUSDT": 3, "ETHUSDT": 3, "XRPUSDT": 0, "SOLUSDT": 2,
+}
 
 logging.basicConfig(
     level=logging.INFO,
@@ -336,11 +339,13 @@ async def trigger_circuit_break(session, conn, reason: str, action: str = "block
                     amt = float(p.get("positionAmt", 0))
                     if amt != 0:
                         close_side = "SELL" if amt > 0 else "BUY"
+                        qty_prec = SYMBOL_QTY_PRECISION.get(symbol, 3)
+                        qty_str = f"{abs(amt):.{qty_prec}f}"
                         await binance_request(session, "POST", "/fapi/v1/order", {
                             "symbol": symbol, "side": close_side, "type": "MARKET",
-                            "quantity": str(abs(amt)), "reduceOnly": "true",
+                            "quantity": qty_str, "reduceOnly": "true",
                         })
-                        logger.info(f"[{symbol}] 🔴 紧急平仓 {close_side} qty={abs(amt)}")
+                        logger.info(f"[{symbol}] 🔴 紧急平仓 {close_side} qty={qty_str}")
 
     # 记录历史
     risk_state.breaker_history.append({
@@ -458,6 +463,20 @@ async def check_emergency_commands(session, conn):
 
 # ============ 主循环 ============
 
+def ensure_db_conn(conn):
+    """检查DB连接，断线则重连"""
+    try:
+        conn.cursor().execute("SELECT 1")
+        return conn
+    except Exception:
+        logger.warning("⚠️ DB连接断开，重连中...")
+        try:
+            conn.close()
+        except Exception:
+            pass
+        return psycopg2.connect(**DB_CONFIG)
+
+
 async def main():
     logger.info("=" * 60)
     logger.info(f"🛡 Risk Guard 启动 | 环境={TRADE_ENV}")
@@ -474,6 +493,7 @@ async def main():
     async with aiohttp.ClientSession() as session:
         while True:
             try:
+                conn = ensure_db_conn(conn)
                 # 0. 检查自动恢复
                 check_auto_resume()