feat: 持仓同步优化 + Binance 平仓/减仓安全增强

## 核心功能
1. **持仓自动同步与插入**
   - 修复策略状态查询条件 (active -> running)
   - 移除阻塞空持仓同步的早期返回逻辑
   - 自动检测交易所存在但本地不存在的持仓并插入数据库
   - 修复 INSERT 语句列匹配 (移除 created_at，添加 user_id)

2. **Binance 平仓/减仓优化**
   - 订单执行前强制同步持仓 (Pre-execution Sync)
   - Close/Reduce 订单自动数量修正：防止超额平仓
   - 当请求平仓数量 > 实际持仓时，自动调整为实际持有量
   - 当数据库无持仓记录时，强制设置 amount=0 阻止错误订单

3. **日志增强**
   - 每10秒输出实际持仓详情 (symbol, size, entry_price)
   - 常规同步日志降级为 debug，保留关键操作为 info
   - 同步失败日志升级为 ERROR 并附带 traceback

backend_api_python/app/services/pending_order_worker.py

@@ -67,6 +67,7 @@ class PendingOrderWorker:
         self._position_sync_enabled = os.getenv("POSITION_SYNC_ENABLED", "true").lower() == "true"
         self._position_sync_interval_sec = float(os.getenv("POSITION_SYNC_INTERVAL_SEC", "10"))
         self._last_position_sync_ts = 0.0
+        logger.info(f"PendingOrderWorker: sync_enabled={self._position_sync_enabled}, interval={self._position_sync_interval_sec}s")
 
     def start(self) -> bool:
         with self._lock:
@@ -95,7 +96,9 @@ class PendingOrderWorker:
             time.sleep(self.poll_interval_sec)
 
     def _tick(self) -> None:
+        # logger.info(f"[PendingOrderWorker] _tick start. last_sync={self._last_position_sync_ts}")
         orders = self._fetch_pending_orders(limit=self.batch_size)
+        # logger.info(f"[PendingOrderWorker] orders fetched: {len(orders)}")
         if not orders:
             self._maybe_sync_positions()
             return
@@ -124,13 +127,14 @@ class PendingOrderWorker:
             return
         if now - float(self._last_position_sync_ts or 0.0) < float(self._position_sync_interval_sec):
             return
+        logger.debug(f"[PendingOrderWorker] Triggering sync... (now={now}, last={self._last_position_sync_ts})")
         self._last_position_sync_ts = now
         try:
             self._sync_positions_best_effort()
         except Exception as e:
-            logger.info(f"position sync skipped/failed: {e}")
+            logger.debug(f"position sync skipped/failed: {e}")
 
-    def _sync_positions_best_effort(self) -> None:
+    def _sync_positions_best_effort(self, target_strategy_id: Optional[int] = None) -> None:
         """
         Best-effort reconciliation:
         - If exchange position is flat, delete local row from qd_strategy_positions.
@@ -138,15 +142,23 @@ class PendingOrderWorker:
 
         This prevents "ghost positions" when positions are closed externally on the exchange.
         """
-        # 1) Load local positions
+        # 1) Load local positions (filtered if target_strategy_id provided)
+        logger.debug(f"[PositionSync] Entering _sync_positions_best_effort for target={target_strategy_id}")
         with get_db_connection() as db:
             cur = db.cursor()
-            cur.execute("SELECT id, strategy_id, symbol, side, size, entry_price FROM qd_strategy_positions ORDER BY updated_at DESC")
+            if target_strategy_id:
+                cur.execute(
+                    "SELECT id, strategy_id, symbol, side, size, entry_price FROM qd_strategy_positions WHERE strategy_id = %s ORDER BY updated_at DESC", 
+                    (int(target_strategy_id),)
+                )
+            else:
+                cur.execute("SELECT id, strategy_id, symbol, side, size, entry_price FROM qd_strategy_positions ORDER BY updated_at DESC")
             rows = cur.fetchall() or []
             cur.close()
 
-        if not rows:
+        # [Defect Fix] Removed early return to allow syncing active strategies even if local DB is empty.
-            return
+        # if not rows and not target_strategy_id:
+        #    return
 
         # Group by strategy_id for efficient exchange queries.
         sid_to_rows: Dict[int, List[Dict[str, Any]]] = {}
@@ -156,11 +168,44 @@ class PendingOrderWorker:
                 continue
             sid_to_rows.setdefault(sid, []).append(r)
         
+        # If targeted sync but no local rows found, we assume user might have opened position externally 
+        # but DB is empty. However, without knowing *which* symbol to check, we can't easily auto-discover 
+        # unless we fetch ALL positions from exchange for that strategy.
+        # But `load_strategy_configs(sid)` gives us the exchange keys. 
+        # So if target_strategy_id is set but `sid_to_rows` is empty, we SHOULD explicitly add it to `sid_to_rows`
+        # so logic below enters and calls `client.get_positions()`.
+        if target_strategy_id and target_strategy_id not in sid_to_rows:
+             sid_to_rows[target_strategy_id] = []
+
+        # [Log Fix] Load all ACTIVE LIVE strategies to ensure we sync/log them even if local DB is empty.
+        # Otherwise, if we have no local positions, we would silently skip the exchange check.
+        try:
+            with get_db_connection() as db:
+                cur = db.cursor()
+                # Fetch all strategies configured for LIVE execution
+                cur.execute("SELECT id FROM qd_strategies_trading WHERE status = 'running' AND execution_mode = 'live'")
+                active_rows = cur.fetchall() or []
+                cur.close()
+            
+            logger.debug(f"[PositionSync] Found {len(active_rows)} active live strategies in DB.")
+            for _ar in active_rows:
+                _sid = int(_ar.get("id") or 0)
+                if _sid > 0 and _sid not in sid_to_rows:
+                    if target_strategy_id and target_strategy_id != _sid:
+                        continue
+                    sid_to_rows[_sid] = []
+        except Exception as e:
+            logger.error(f"Failed to load active strategies for sync: {e}", exc_info=True)
+
         # 2) Reconcile per strategy
         for sid, plist in sid_to_rows.items():
+            if target_strategy_id and sid != target_strategy_id:
+                continue
             try:
                 sc = load_strategy_configs(int(sid))
-                if (sc.get("execution_mode") or "").strip().lower() != "live":
+                exec_mode = (sc.get("execution_mode") or "").strip().lower()
+                if exec_mode != "live":
+                    logger.debug(f"[PositionSync] Strategy {sid} skipped: execution_mode='{exec_mode}' (needs 'live')")
                     continue
                 exchange_config = resolve_exchange_config(sc.get("exchange_config") or {})
                 safe_cfg = safe_exchange_config_for_log(exchange_config)
@@ -169,20 +214,36 @@ class PendingOrderWorker:
                 if market_type in ("futures", "future", "perp", "perpetual"):
                     market_type = "swap"
 
+                # Lazy import MT5 here to allow elif chain later
+                global MT5Client
+                if MT5Client is None:
+                    try:
+                        from app.services.mt5_trading import MT5Client as _MT5Client
+                        MT5Client = _MT5Client
+                    except ImportError:
+                        pass
+
                 client = create_client(exchange_config, market_type=market_type)
                 
                 # Build an "exchange snapshot" per symbol+side
                 exch_size: Dict[str, Dict[str, float]] = {}  # {symbol: {long: size, short: size}}
+                exch_entry_price: Dict[str, Dict[str, float]] = {} # {symbol: {long: px, short: px}}
 
                 if isinstance(client, BinanceFuturesClient) and market_type == "swap":
                     all_pos = client.get_positions() or []
+                    # Handle dict response if needed (wrapper)
+                    if isinstance(all_pos, dict) and "raw" in all_pos:
+                         all_pos = all_pos["raw"]
+                    
                     if isinstance(all_pos, list):
                         for p in all_pos:
                             sym = str(p.get("symbol") or "").strip().upper()
                             try:
                                 amt = float(p.get("positionAmt") or 0.0)
+                                ep = float(p.get("entryPrice") or 0.0)
                             except Exception:
                                 amt = 0.0
+                                ep = 0.0
                             if not sym or abs(amt) <= 0:
                                 continue
                             # Map to our symbol format: BTCUSDT -> BTC/USDT (best-effort)
@@ -191,6 +252,7 @@ class PendingOrderWorker:
                                 hb_sym = f"{hb_sym[:-4]}/USDT"
                             side = "long" if amt > 0 else "short"
                             exch_size.setdefault(hb_sym, {"long": 0.0, "short": 0.0})[side] = abs(float(amt))
+                            exch_entry_price.setdefault(hb_sym, {"long": 0.0, "short": 0.0})[side] = abs(float(ep))
 
                 elif isinstance(client, OkxClient) and market_type == "swap":
                     resp = client.get_positions()
@@ -351,15 +413,7 @@ class PendingOrderWorker:
                             except Exception:
                                 continue
 
-                # Check for MT5 client (forex)
+                elif MT5Client is not None and isinstance(client, MT5Client):
-                global MT5Client
-                if MT5Client is None:
-                    try:
-                        from app.services.mt5_trading import MT5Client as _MT5Client
-                        MT5Client = _MT5Client
-                    except ImportError:
-                        pass
-                if MT5Client is not None and isinstance(client, MT5Client):
                     # MT5 forex positions
                     positions = client.get_positions()
                     if isinstance(positions, list):
@@ -383,6 +437,22 @@ class PendingOrderWorker:
                     logger.debug(f"position sync: skip unsupported market/client: sid={sid}, cfg={safe_cfg}, market_type={market_type}, client={type(client)}")
                     continue
 
+                # [DEBUG] Log all normalized exchange keys for inspection
+                logger.debug(f"[PositionSync] Strategy {sid} Exchange Keys: {list(exch_size.keys())}")
+
+                # [Log Optimization] Always log current positions every sync cycle (10s)
+                pos_summary_parts = []
+                for _sym, _sides in exch_size.items():
+                    for _side_key, _qty in _sides.items():
+                        if _qty > 0:
+                            _ep = exch_entry_price.get(_sym, {}).get(_side_key, 0.0)
+                            pos_summary_parts.append(f"{_sym} {_side_key} size={_qty} entry={_ep}")
+
+                if pos_summary_parts:
+                    logger.info(f"[PositionSync] Strategy {sid} ({safe_cfg.get('exchange_id', 'unknown')}) positions: {'; '.join(pos_summary_parts)}")
+                else:
+                    logger.info(f"[PositionSync] Strategy {sid} ({safe_cfg.get('exchange_id', 'unknown')}) has NO positions on exchange.")
+
                 # 3) Apply reconciliation to local rows.
                 to_delete_ids: List[int] = []
                 to_update: List[Dict[str, Any]] = []
@@ -402,15 +472,51 @@ class PendingOrderWorker:
                     exch = exch_size.get(sym) or {}
                     exch_qty = float(exch.get(side) or 0.0)
 
+                    # Lookup entry price
+                    exch_ep_map = exch_entry_price.get(sym) or {}
+                    exch_price = float(exch_ep_map.get(side) or 0.0)
+
+                    try:
+                        local_price = float(r.get("entry_price") or 0.0)
+                    except Exception:
+                        local_price = 0.0
+                    logger.debug(f"[PositionSync] Check ID={rid} {sym} {side}: local_sz={local_size} px={local_price}, exch_sz={exch_qty} px={exch_price}")
+
                     if exch_qty <= eps:
                         # Exchange is flat -> delete local position (self-heal).
                         to_delete_ids.append(rid)
                     else:
-                        # Update local size if it diverged materially (best-effort).
+                        # Update local size if it diverged materially (best-effort), OR if entry_price changed significantly (>0.5% diff)
-                        if local_size <= 0 or abs(exch_qty - local_size) / max(1.0, local_size) > 0.01:
+                        # or if local_price is 0 (first sync)
-                            to_update.append({"id": rid, "size": exch_qty})
+                        price_diff_ratio = 0.0
+                        if local_price > 0:
+                            price_diff_ratio = abs(exch_price - local_price) / local_price
+                        else:
+                            price_diff_ratio = 1.0 if exch_price > 0 else 0.0
 
-                if not to_delete_ids and not to_update:
+                        if (local_size <= 0 or abs(exch_qty - local_size) / max(1.0, local_size) > 0.01) or (price_diff_ratio > 0.005):
+                            logger.info(f"[PositionSync] -> Flagged for UPDATE: {sym} (local_sz={local_size}->{exch_qty}, px={local_price}->{exch_price})")
+                            to_update.append({"id": rid, "size": exch_qty, "entry_price": exch_price})
+
+                # [New Feature] Detect positions that exist on exchange but not in local DB, and insert them.
+                to_insert: List[Dict[str, Any]] = []
+                local_symbols_sides = {(str(r.get("symbol") or "").strip(), str(r.get("side") or "").strip().lower()) for r in plist}
+                
+                for _sym, _sides_map in exch_size.items():
+                    for _side, _qty in _sides_map.items():
+                        if _qty > 1e-12 and (_sym, _side) not in local_symbols_sides:
+                            # Exchange has this position but local DB does not
+                            _ep = exch_entry_price.get(_sym, {}).get(_side, 0.0)
+                            to_insert.append({
+                                "strategy_id": sid,
+                                "symbol": _sym,
+                                "side": _side,
+                                "size": _qty,
+                                "entry_price": _ep
+                            })
+                            logger.info(f"[PositionSync] -> Flagged for INSERT: {_sym} {_side} size={_qty} entry={_ep}")
+
+                if not to_delete_ids and not to_update and not to_insert:
                     continue
 
                 with get_db_connection() as db:
@@ -418,14 +524,27 @@ class PendingOrderWorker:
                     for rid in to_delete_ids:
                         cur.execute("DELETE FROM qd_strategy_positions WHERE id = %s", (int(rid),))
                     for u in to_update:
-                        cur.execute("UPDATE qd_strategy_positions SET size = %s, updated_at = NOW() WHERE id = %s", (float(u["size"]), int(u["id"])))
+                        cur.execute(
+                            "UPDATE qd_strategy_positions SET size = %s, entry_price = %s, updated_at = NOW() WHERE id = %s", 
+                            (float(u["size"]), float(u["entry_price"]), int(u["id"]))
+                        )
+                    for ins in to_insert:
+                        cur.execute(
+                            """INSERT INTO qd_strategy_positions (user_id, strategy_id, symbol, side, size, entry_price, updated_at)
+                               VALUES (%s, %s, %s, %s, %s, %s, NOW())""",
+                            (1, int(ins["strategy_id"]), str(ins["symbol"]), str(ins["side"]), float(ins["size"]), float(ins["entry_price"]))
+                        )
                     db.commit()
                     cur.close()
 
                 if to_delete_ids:
-                    logger.info(f"position sync: removed {len(to_delete_ids)} ghost positions for strategy_id={sid}")
+                    logger.debug(f"position sync: removed {len(to_delete_ids)} ghost positions for strategy_id={sid}")
+                if to_update:
+                    logger.debug(f"position sync: updated {len(to_update)} positions for strategy_id={sid}")
+                if to_insert:
+                    logger.debug(f"position sync: inserted {len(to_insert)} new positions for strategy_id={sid}")
             except Exception as e:
-                logger.info(f"position sync: strategy_id={sid} failed: {e}")
+                logger.error(f"position sync: strategy_id={sid} failed: {e}", exc_info=True)
 
     def _fetch_pending_orders(self, limit: int = 50) -> List[Dict[str, Any]]:
         try:
@@ -876,6 +995,50 @@ class PendingOrderWorker:
         if leverage <= 0:
             leverage = 1.0
 
+        # [FEATURE] Sync positions before execution to ensure size is checking against reality
+        # The user requested to sync before EVERY live order to prevent mismatch.
+        try:
+            logger.info(f"[Sync] Triggering pre-execution sync for strategy {strategy_id} before order {order_id}")
+            self._sync_positions_best_effort(target_strategy_id=strategy_id)
+        except Exception as e:
+            logger.warning(f"Pre-execution sync failed: {e}")
+
+        # [FEATURE] Auto-correct amount for Close/Reduce signals if we hold less than requested
+        if reduce_only:
+            try:
+                with get_db_connection() as db:
+                    cur = db.cursor()
+                    # We need to find the specific position. 
+                    # Symbol stored in DB is normalized (e.g. BTC/USDT). 
+                    # The payload 'symbol' might be 'BTCUSDT' or 'BTC/USDT'.
+                    # We try to match what stored in DB.
+                    # Best effort: try exact match, then normalized.
+                    qry_sym = str(symbol or "").strip().upper()
+                    # Mapping logic similar to _sync:
+                    if qry_sym.endswith("USDT") and "/" not in qry_sym:
+                        qry_sym = f"{qry_sym[:-4]}/USDT"
+                    
+                    cur.execute(
+                        "SELECT size FROM qd_strategy_positions WHERE strategy_id = %s AND symbol = %s AND side = %s",
+                        (strategy_id, qry_sym, pos_side)
+                    )
+                    row = cur.fetchone()
+                    cur.close()
+                    
+                    if row:
+                        held_size = float(row["size"] or 0.0)
+                        if amount > held_size:
+                            logger.warning(f"[RiskControl] Adjusting Close amount from {amount} to {held_size} (Held) for {symbol}")
+                            amount = held_size
+                    else:
+                        # No position found in DB?
+                        # If reduce_only, and no position, maybe it's 0.
+                        logger.warning(f"[RiskControl] Close signal for {symbol} but NO position found in DB. Setting amount=0.")
+                        amount = 0.0
+            except Exception as e:
+                 logger.error(f"[RiskControl] Failed to check DB position logic: {e}")
+
+
         # Collect raw exchange interactions / intermediate states for debugging & persistence.
         phases: Dict[str, Any] = {}