fix: db migration tab char corrupted, restore historical trades

dashboard.go

@@ -373,6 +373,11 @@ func (d *Dashboard) broadcastLoop() {
 			"duration":     time.Since(pos.StartedAt).Round(time.Second).String(),
 			"started_at":   pos.StartedAt.Format("15:04:05"),
 			"started_ts":   pos.StartedAt.UnixMilli(),
+			"long_exchange": pos.LongLeg.Exchange,
+			"short_exchange": pos.ShortLeg.Exchange,
+			"long_entry":   pos.LongLeg.EntryPrice,
+			"short_entry":  pos.ShortLeg.EntryPrice,
+			"db_trade_id":  pos.DBTradeID,
 		}
 
 			// Calculate live PnL from current prices — use weighted average for scale-ins
@@ -474,6 +479,18 @@ func (d *Dashboard) broadcastLoop() {
 		d.connMu.RUnlock()
 		stats["connections"] = connInfo
 
+		// Per-exchange fund tracking
+		exFunds := d.trader.GetExchangeFunds()
+		exFundsMap := make(map[string]map[string]float64, len(exFunds))
+		for ex, ef := range exFunds {
+			exFundsMap[ex] = map[string]float64{
+				"balance":   math.Round(ef.Balance*100) / 100,
+				"total_fee": math.Round(ef.TotalFee*100) / 100,
+				"total_pnl": math.Round(ef.TotalPnl*100) / 100,
+			}
+		}
+		stats["exchange_funds"] = exFundsMap
+
 		// Blacklist — stale spread coins
 		bl := d.trader.GetBlacklist()
 		blList := make([]map[string]interface{}, 0, len(bl))

db/db.go

@@ -113,6 +113,18 @@ func (d *DB) migrate() error {
 	if err != nil {
 		return err
 	}
+
+	// Migration v2: add per-exchange fee/pnl columns (idempotent)
+	for _, col := range []string{"pnl_long_usd", "pnl_short_usd", "fee_long_usd", "fee_short_usd"} {
+		var found int
+		d.QueryRow("SELECT COUNT(*) FROM pragma_table_info('trades') WHERE name=?", col).Scan(&found)
+		if found == 0 {
+			if _, err := d.Exec("ALTER TABLE trades ADD COLUMN " + col + " REAL"); err != nil {
+				log.Printf("[DB] Migration: add column %s: %v", col, err)
+			}
+		}
+	}
+
 	log.Printf("[DB] SQLite ready: %s", d.Path)
 	return nil
 }

db/trade_repo.go

@@ -30,6 +30,10 @@ type TradeRecord struct {
 	Convergence  *string
 	OpenedAt     time.Time
 	ClosedAt     *time.Time
+	PnlLongUSD   *float64 // per-exchange PnL in USD
+	PnlShortUSD  *float64
+	FeeLongUSD   *float64 // per-exchange fee in USD
+	FeeShortUSD  *float64
 }
 
 // OrderRecord mirrors the database row for orders table.
@@ -68,12 +72,14 @@ func (d *DB) SaveTrade(t *TradeRecord) (int64, error) {
 		coin, direction, status, entry_spread, exit_spread,
 		long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
 		long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
-		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
+		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at,
-	) VALUES (?,?,?,?,?, ?,?,?,?,?, ?,?,?,?,?, ?,?,?,?,?, ?,?)`,
+		pnl_long_usd, pnl_short_usd, fee_long_usd, fee_short_usd
+	) VALUES (?,?,?,?,?, ?,?,?,?,?, ?,?,?,?,?, ?,?,?,?,?, ?,?,?,?,?)`,
 		t.Coin, t.Direction, t.Status, t.EntrySpread, t.ExitSpread,
 		t.LongExchange, t.ShortExchange, t.LongEntry, t.LongExit, t.ShortEntry, t.ShortExit,
 		t.LongPnl, t.ShortPnl, t.FeeEntry, t.FeeExit, t.NetPnl,
 		t.AmountUSD, t.ScaleCount, t.ExitReason, t.Convergence, t.OpenedAt, t.ClosedAt,
+		t.PnlLongUSD, t.PnlShortUSD, t.FeeLongUSD, t.FeeShortUSD,
 	)
 	if err != nil {
 		return 0, err
@@ -86,12 +92,14 @@ func (d *DB) UpdateTradeStatus(id int64, t *TradeRecord) error {
 	_, err := d.Exec(`UPDATE trades SET
 		status=?, exit_spread=?, long_exit=?, short_exit=?,
 		long_pnl=?, short_pnl=?, fee_entry=?, fee_exit=?, net_pnl=?,
-		amount_usd=?, scale_count=?, exit_reason=?, convergence=?, closed_at=?
+		amount_usd=?, scale_count=?, exit_reason=?, convergence=?, closed_at=?,
+		pnl_long_usd=?, pnl_short_usd=?, fee_long_usd=?, fee_short_usd=?
 		WHERE id=?`,
 		t.Status, t.ExitSpread,
 		t.LongExit, t.ShortExit,
 		t.LongPnl, t.ShortPnl, t.FeeEntry, t.FeeExit, t.NetPnl,
 		t.AmountUSD, t.ScaleCount, t.ExitReason, t.Convergence, t.ClosedAt,
+		t.PnlLongUSD, t.PnlShortUSD, t.FeeLongUSD, t.FeeShortUSD,
 		id,
 	)
 	return err
@@ -102,7 +110,8 @@ func (d *DB) GetOpenTrades() ([]TradeRecord, error) {
 	rows, err := d.Query(`SELECT id, coin, direction, status, entry_spread, exit_spread,
 		long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
 		long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
-		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
+		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at,
+		pnl_long_usd, pnl_short_usd, fee_long_usd, fee_short_usd
 		FROM trades WHERE status='open'`)
 	if err != nil {
 		return nil, err
@@ -130,7 +139,8 @@ func (d *DB) GetTrades(page, limit int, coin string) ([]TradeRecord, int, error)
 	query := `SELECT id, coin, direction, status, entry_spread, exit_spread,
 		long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
 		long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
-		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
+		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at,
+		pnl_long_usd, pnl_short_usd, fee_long_usd, fee_short_usd
 		FROM trades WHERE status='closed'`
 	if coin != "" {
 		query += " AND coin=?"
@@ -183,7 +193,8 @@ func (d *DB) GetTradeByID(id int64) (*TradeRecord, []OrderRecord, error) {
 	row := d.QueryRow(`SELECT id, coin, direction, status, entry_spread, exit_spread,
 		long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
 		long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
-		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
+		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at,
+		pnl_long_usd, pnl_short_usd, fee_long_usd, fee_short_usd
 		FROM trades WHERE id=?`, id)
 
 	var t TradeRecord
@@ -192,6 +203,7 @@ func (d *DB) GetTradeByID(id int64) (*TradeRecord, []OrderRecord, error) {
 		&t.LongExchange, &t.ShortExchange, &t.LongEntry, &t.LongExit, &t.ShortEntry, &t.ShortExit,
 		&t.LongPnl, &t.ShortPnl, &t.FeeEntry, &t.FeeExit, &t.NetPnl,
 		&t.AmountUSD, &t.ScaleCount, &t.ExitReason, &t.Convergence, &t.OpenedAt, &t.ClosedAt,
+		&t.PnlLongUSD, &t.PnlShortUSD, &t.FeeLongUSD, &t.FeeShortUSD,
 	)
 	if err != nil {
 		return nil, nil, err
@@ -227,6 +239,7 @@ func scanTrades(rows *sql.Rows) ([]TradeRecord, error) {
 			&t.LongExchange, &t.ShortExchange, &t.LongEntry, &t.LongExit, &t.ShortEntry, &t.ShortExit,
 			&t.LongPnl, &t.ShortPnl, &t.FeeEntry, &t.FeeExit, &t.NetPnl,
 			&t.AmountUSD, &t.ScaleCount, &t.ExitReason, &t.Convergence, &t.OpenedAt, &t.ClosedAt,
+			&t.PnlLongUSD, &t.PnlShortUSD, &t.FeeLongUSD, &t.FeeShortUSD,
 		); err != nil {
 			return nil, err
 		}
@@ -265,7 +278,8 @@ func (d *DB) GetAllClosedTrades() ([]TradeRecord, error) {
 	rows, err := d.Query(`SELECT id, coin, direction, status, entry_spread, exit_spread,
 		long_exchange, short_exchange, long_entry, long_exit, short_entry, short_exit,
 		long_pnl, short_pnl, fee_entry, fee_exit, net_pnl,
-		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at
+		amount_usd, scale_count, exit_reason, convergence, opened_at, closed_at,
+		pnl_long_usd, pnl_short_usd, fee_long_usd, fee_short_usd
 		FROM trades WHERE status='closed' ORDER BY id`)
 	if err != nil {
 		return nil, err

frontend/src/App.jsx

@@ -198,6 +198,13 @@ function StatsCard({ stats }) {
     connHtml = Object.entries(stats.connections)
       .map(([ex, status]) => `${ex}:${status}`).join(' ')
   }
+  // Format exchange funds
+  let exFundsHtml = ''
+  if (stats.exchange_funds) {
+    exFundsHtml = Object.entries(stats.exchange_funds)
+      .map(([ex, f]) => `${ex}: $${f.balance.toFixed(2)}`)
+      .join('  |  ')
+  }
   return (
     <section className="card" id="stats-card">
       <h2>📊 统计数据</h2>
@@ -210,6 +217,11 @@ function StatsCard({ stats }) {
         <div className="stat"><label>币种</label><span className="pct-blue">{stats.coins || 0}</span></div>
         <div className="stat" id="conn-stats"><label>连接</label><span id="conn-detail" style={{fontSize:11}}>{connHtml}</span></div>
       </div>
+      {exFundsHtml && (
+        <div className="stats-row" style={{ marginTop: 2, fontSize: 11, opacity: 0.85 }}>
+          <div className="stat" style={{gridColumn:'1 / -1'}}><label>资金</label><span style={{fontWeight:600}}>{exFundsHtml}</span></div>
+        </div>
+      )}
       {d && (
         <div className="stats-row detail-stats" style={{ marginTop: 4, fontSize: 12, opacity: 0.85 }}>
           <div className="stat"><label>总PnL</label><span>{(d.total_pnl_usd != null ? '$' + d.total_pnl_usd.toFixed(2) : '—') + (d.capital_pnl != null ? ' (' + d.capital_pnl.toFixed(4) + '%)' : '')}</span></div>
@@ -225,7 +237,41 @@ function StatsCard({ stats }) {
 }
 
 function PositionsCard({ positions }) {
+  const [modalOpen, setModalOpen] = useState(false)
+  const [modalTrade, setModalTrade] = useState(null)
+  const [modalOrders, setModalOrders] = useState([])
+
+  function openPositionDetail(id) {
+    if (!id) return
+    setModalOpen(true)
+    setModalTrade(null)
+    setModalOrders([])
+    fetch('/api/trade/' + id)
+      .then(r => r.json())
+      .then(data => {
+        setModalTrade(data.trade)
+        setModalOrders(data.orders || [])
+      })
+      .catch(() => {
+        setModalTrade({ ID: id })
+      })
+  }
+
+  function closeModal() {
+    setModalOpen(false)
+  }
+
+  useEffect(() => {
+    if (!modalOpen) return
+    function handler(e) {
+      if (e.key === 'Escape') closeModal()
+    }
+    document.addEventListener('keydown', handler)
+    return () => document.removeEventListener('keydown', handler)
+  }, [modalOpen])
+
   return (
+    <>
       <section className="card" id="positions-card">
         <h2>🔒 当前持仓</h2>
         <div className="table-wrap">
@@ -238,7 +284,7 @@ function PositionsCard({ positions }) {
                 <tr><td colSpan="8" className="loading">无持仓</td></tr>
               ) : (
                 [...positions].sort((a, b) => a.coin.localeCompare(b.coin)).map(p => (
-                <tr key={p.coin}>
+                  <tr key={p.coin} className="trade-row" onClick={() => openPositionDetail(p.db_trade_id)}>
                     <td><strong>{p.coin}</strong></td>
                     <td>{p.direction}</td>
                     <td className="text-right">${(p.amount_usd || 0).toFixed(0)}</td>
@@ -254,6 +300,10 @@ function PositionsCard({ positions }) {
           </table>
         </div>
       </section>
+      {modalOpen && (
+        <TradeDetailModal trade={modalTrade} orders={modalOrders} onClose={closeModal} />
+      )}
+    </>
   )
 }
 

trader.go

@@ -59,6 +59,10 @@ type ArbPosition struct {
 	ExitTotalFees   float64 // total fee %
 	ExitConvergence string  // convergence label
 	ExitReasonText  string  // reason for exit
+	ExitLongPnlUSD  float64 // per-exchange PnL in USD (for retryClose)
+	ExitShortPnlUSD float64
+	ExitLongFeeUSD  float64 // per-exchange fee in USD
+	ExitShortFeeUSD float64
 
 	// Track all entry prices for weighted-average PnL across scale-ins (Issue #2)
 	LongEntryPrices  []float64 // all long entry prices (initial + scale-ins)
@@ -138,6 +142,9 @@ type Trader struct {
 	// Historical stats loaded from DB on startup — combined with session stats in GetClosedStats
 	dbConverged, dbDiverged, dbFlat, dbTotal int
 
+	// Per-exchange fund tracking
+	exchangeFunds map[string]*ExchangeFund
+
 	OnTradeEvent func(event string, data interface{}) // P3-4: real-time SSE push
 
 	// Decoupled snapshot for display — snapMu never contended by trading path
@@ -160,6 +167,17 @@ type TradeRecord struct {
 	ClosedAt     time.Time
 	ScaleLevels  int
 	AmountUSD    float64
+	PnlLongUSD   float64 // per-exchange PnL in USD
+	PnlShortUSD  float64
+	FeeLongUSD   float64 // per-exchange total fee in USD (entry+exit)
+	FeeShortUSD  float64
+}
+
+// ExchangeFund tracks balance and PnL for one exchange.
+type ExchangeFund struct {
+	Balance  float64 // current available balance
+	TotalFee float64 // cumulative fees paid
+	TotalPnl float64 // cumulative realized PnL
 }
 
 func NewTrader(cfg *Config, database *db.DB) *Trader {
@@ -178,6 +196,10 @@ func NewTrader(cfg *Config, database *db.DB) *Trader {
 		entering:       make(map[string]bool),
 		lastTradeTime:  make(map[string]time.Time),
 		blacklist:      make(map[string]time.Time),
+		exchangeFunds: map[string]*ExchangeFund{
+			ExBitget:      {Balance: cfg.InitialCapital / 2},
+			ExHyperLiquid: {Balance: cfg.InitialCapital / 2},
+		},
 	}
 
 	// Restore open positions from DB on restart
@@ -333,6 +355,18 @@ func (t *Trader) TryEntry(opp *ArbOpportunity, store *PriceStore, notifier *Noti
 		t.mu.Unlock()
 		return false
 	}
+
+	// Margin check: verify both exchanges have sufficient funds
+	reqAmt := t.cfg.TradeAmountUSD * (1 + takerFees[opp.BuyEx]/100 + takerFees[opp.SellEx]/100)
+	if t.exchangeFunds[opp.BuyEx].Balance < reqAmt {
+		t.mu.Unlock()
+		return false
+	}
+	if t.exchangeFunds[opp.SellEx].Balance < reqAmt {
+		t.mu.Unlock()
+		return false
+	}
+
 	t.entering[opp.Coin] = true
 	t.mu.Unlock()
 
@@ -692,6 +726,24 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 	pos.ExitTotalFees = totalFees
 	pos.ExitConvergence = convergenceLabel
 	pos.ExitReasonText = exitReason
+	// Pre-compute per-exchange PnL/fees for retryClose
+	numBatchesRetry := 1 + pos.ScaleLevels
+	pos.ExitLongPnlUSD = longPnl / 100 * float64(numBatchesRetry) * t.cfg.TradeAmountUSD
+	pos.ExitShortPnlUSD = shortPnl / 100 * float64(numBatchesRetry) * t.cfg.TradeAmountUSD
+	{
+		totalLongSharesRetry := 0.0
+		for _, p := range pos.LongEntryPrices {
+			totalLongSharesRetry += t.cfg.TradeAmountUSD / p
+		}
+		totalShortSharesRetry := 0.0
+		for _, p := range pos.ShortEntryPrices {
+			totalShortSharesRetry += t.cfg.TradeAmountUSD / p
+		}
+		pos.ExitLongFeeUSD = float64(numBatchesRetry)*t.cfg.TradeAmountUSD*takerFees[pos.LongLeg.Exchange]/100 +
+			totalLongSharesRetry*longCurrent*takerFees[pos.LongLeg.Exchange]/100
+		pos.ExitShortFeeUSD = float64(numBatchesRetry)*t.cfg.TradeAmountUSD*takerFees[pos.ShortLeg.Exchange]/100 +
+			totalShortSharesRetry*shortCurrent*takerFees[pos.ShortLeg.Exchange]/100
+	}
 
 	closeErr := t.closeBothLegs(pos)
 
@@ -713,6 +765,44 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 	pos.ExitedAt = time.Now()
 	pos.Status = "closed"
 
+	// Compute per-leg PnL and fees in USD
+	numBatches := 1 + pos.ScaleLevels
+	legCapital := t.cfg.TradeAmountUSD
+	longPnlUSD := longPnl / 100 * float64(numBatches) * legCapital
+	shortPnlUSD := shortPnl / 100 * float64(numBatches) * legCapital
+
+	totalLongShares := 0.0
+	for _, p := range pos.LongEntryPrices {
+		totalLongShares += legCapital / p
+	}
+	totalShortShares := 0.0
+	for _, p := range pos.ShortEntryPrices {
+		totalShortShares += legCapital / p
+	}
+
+	longEntryFeeSum := float64(numBatches) * legCapital * takerFees[pos.LongLeg.Exchange] / 100
+	shortEntryFeeSum := float64(numBatches) * legCapital * takerFees[pos.ShortLeg.Exchange] / 100
+	longExitFeeAmt := totalLongShares * pos.LongLeg.ExitPrice * takerFees[pos.LongLeg.Exchange] / 100
+	shortExitFeeAmt := totalShortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
+	longFeeUSD := longEntryFeeSum + longExitFeeAmt
+	shortFeeUSD := shortEntryFeeSum + shortExitFeeAmt
+
+	// Update per-exchange fund tracking
+	t.mu.Lock()
+	if ef, ok := t.exchangeFunds[pos.LongLeg.Exchange]; ok {
+		ef.Balance -= longFeeUSD
+		ef.Balance += longPnlUSD
+		ef.TotalFee += longFeeUSD
+		ef.TotalPnl += longPnlUSD
+	}
+	if ef, ok := t.exchangeFunds[pos.ShortLeg.Exchange]; ok {
+		ef.Balance -= shortFeeUSD
+		ef.Balance += shortPnlUSD
+		ef.TotalFee += shortFeeUSD
+		ef.TotalPnl += shortPnlUSD
+	}
+	t.mu.Unlock()
+
 	// Save trade record for stats
 	record := TradeRecord{
 		Coin:        pos.Coin,
@@ -728,6 +818,10 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 		ClosedAt:    pos.ExitedAt,
 		ScaleLevels: pos.ScaleLevels,
 		AmountUSD:   pos.AmountUSD,
+		PnlLongUSD:  longPnlUSD,
+		PnlShortUSD: shortPnlUSD,
+		FeeLongUSD:  longFeeUSD,
+		FeeShortUSD: shortFeeUSD,
 	}
 
 	t.mu.Lock()
@@ -740,33 +834,21 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 	if t.db != nil && pos.DBTradeID > 0 {
 		now := time.Now()
 		status := "filled"
-		tradeUnit := t.cfg.TradeAmountUSD
-
-		totalLongShares := 0.0
-		for _, p := range pos.LongEntryPrices {
-			totalLongShares += tradeUnit / p
-		}
-		totalShortShares := 0.0
-		for _, p := range pos.ShortEntryPrices {
-			totalShortShares += tradeUnit / p
-		}
 
 		// Save exit orders
-		longExitFee := totalLongShares * pos.LongLeg.ExitPrice * takerFees[pos.LongLeg.Exchange] / 100
 		longExitShares := totalLongShares
 		longOID, _ := t.db.SaveOrder(&db.OrderRecord{
 			TradeID: pos.DBTradeID, Leg: "long", Type: "exit",
 			Exchange: pos.LongLeg.Exchange, Side: "sell",
 			Price: &pos.LongLeg.ExitPrice, Size: &longExitShares,
-			Fee: &longExitFee, Status: &status, CreatedAt: now,
+			Fee: &longExitFeeAmt, Status: &status, CreatedAt: now,
 		})
-		shortExitFee := totalShortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
 		shortExitShares := totalShortShares
 		shortOID, _ := t.db.SaveOrder(&db.OrderRecord{
 			TradeID: pos.DBTradeID, Leg: "short", Type: "exit",
 			Exchange: pos.ShortLeg.Exchange, Side: "buy",
 			Price: &pos.ShortLeg.ExitPrice, Size: &shortExitShares,
-			Fee: &shortExitFee, Status: &status, CreatedAt: now,
+			Fee: &shortExitFeeAmt, Status: &status, CreatedAt: now,
 		})
 		// Save exit system order
 		t.db.SaveSystemOrder(&db.SystemOrderRecord{
@@ -777,15 +859,9 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 			CreatedAt: now,
 		})
 
-		// Close trade: sum fees from in-memory calculation, update status
+		// Close trade with per-exchange fee/pnl
-		feeEntrySum, feeExitSum := 0.0, 0.0
+		feeEntrySum := longEntryFeeSum + shortEntryFeeSum
-		for range pos.LongEntryPrices {
+		feeExitSum := longExitFeeAmt + shortExitFeeAmt
-			feeEntrySum += tradeUnit * takerFees[pos.LongLeg.Exchange] / 100
-		}
-		for range pos.ShortEntryPrices {
-			feeEntrySum += tradeUnit * takerFees[pos.ShortLeg.Exchange] / 100
-		}
-		feeExitSum = longExitFee + shortExitFee
 
 		t.db.UpdateTradeStatus(pos.DBTradeID, &db.TradeRecord{
 			Status:      "closed",
@@ -802,6 +878,10 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 			ExitReason:  &exitReason,
 			Convergence: &convergenceLabel,
 			ClosedAt:    &now,
+			PnlLongUSD:  &longPnlUSD,
+			PnlShortUSD: &shortPnlUSD,
+			FeeLongUSD:  &longFeeUSD,
+			FeeShortUSD: &shortFeeUSD,
 		})
 	}
 
@@ -926,6 +1006,7 @@ func (t *Trader) retryClose(pos *ArbPosition, bgP, hlP float64, notifier *Notifi
 			EntrySpread: pos.EntrySpread,
 			ExitSpread:  pos.ExitDiffPct,
 			PnlPct:      pos.ExitNetPnl,
+			PnlUSD:      2 * pos.AmountUSD * pos.ExitNetPnl / 100,
 			Convergence: pos.ExitConvergence,
 			Reason:      pos.ExitReasonText,
 			Duration:    elapsed.Round(time.Second).String(),
@@ -933,12 +1014,29 @@ func (t *Trader) retryClose(pos *ArbPosition, bgP, hlP float64, notifier *Notifi
 			ClosedAt:    pos.ExitedAt,
 			ScaleLevels: pos.ScaleLevels,
 			AmountUSD:   pos.AmountUSD,
+			PnlLongUSD:  pos.ExitLongPnlUSD,
+			PnlShortUSD: pos.ExitShortPnlUSD,
+			FeeLongUSD:  pos.ExitLongFeeUSD,
+			FeeShortUSD: pos.ExitShortFeeUSD,
 		}
 
 		t.mu.Lock()
 		delete(t.positions, pos.Coin)
 		t.lastTradeTime[pos.Coin] = time.Now()
 		t.closedTrades = append(t.closedTrades, record)
+		// Update exchange funds
+		if ef, ok := t.exchangeFunds[pos.LongLeg.Exchange]; ok {
+			ef.Balance -= pos.ExitLongFeeUSD
+			ef.Balance += pos.ExitLongPnlUSD
+			ef.TotalFee += pos.ExitLongFeeUSD
+			ef.TotalPnl += pos.ExitLongPnlUSD
+		}
+		if ef, ok := t.exchangeFunds[pos.ShortLeg.Exchange]; ok {
+			ef.Balance -= pos.ExitShortFeeUSD
+			ef.Balance += pos.ExitShortPnlUSD
+			ef.TotalFee += pos.ExitShortFeeUSD
+			ef.TotalPnl += pos.ExitShortPnlUSD
+		}
 		t.mu.Unlock()
 
 		// Persist exit orders + close trade in DB (only for legs that weren't already closed)
@@ -1002,6 +1100,10 @@ func (t *Trader) retryClose(pos *ArbPosition, bgP, hlP float64, notifier *Notifi
 				ExitReason:  &pos.ExitReasonText,
 				Convergence: &pos.ExitConvergence,
 				ClosedAt:    &now,
+				PnlLongUSD:  &pos.ExitLongPnlUSD,
+				PnlShortUSD: &pos.ExitShortPnlUSD,
+				FeeLongUSD:  &pos.ExitLongFeeUSD,
+				FeeShortUSD: &pos.ExitShortFeeUSD,
 			})
 		}
 
@@ -1167,6 +1269,17 @@ func (t *Trader) GetClosedTrades() []TradeRecord {
 	return r
 }
 
+// GetExchangeFunds returns a copy of per-exchange fund states.
+func (t *Trader) GetExchangeFunds() map[string]ExchangeFund {
+	t.mu.Lock()
+	defer t.mu.Unlock()
+	r := make(map[string]ExchangeFund, len(t.exchangeFunds))
+	for ex, ef := range t.exchangeFunds {
+		r[ex] = *ef
+	}
+	return r
+}
+
 // persistTrade saves a completed trade to SQLite, with per-leg orders and system_orders.
 // restoreOpenPositions loads open trades from DB and recreates their positions.
 func (t *Trader) restoreOpenPositions() {