Wallets._update_live drops cross-margin positions: collateral==0 filter runs before the initialMargin fallback

Describe your environment

• Operating system: macOS 15.2 (arm64)
• Python Version: 3.12.3
• CCXT version: 4.5.82
• Freqtrade Version: 2026.8

Describe the problem

In Wallets._update_live, open positions are discarded when ccxt reports collateral == 0.0 — but the very next lines already know how to substitute that value with initialMargin. The filter runs before the fallback:

# freqtrade/wallets.py
204:  if position["side"] is None or position["collateral"] == 0.0:
205:      continue
...
208:  collateral = safe_value_fallback(position, "initialMargin", "collateral", 0.0)

On Binance USDⓈ-M cross margin, liquidationPrice is frequently None. ccxt derives collateral from liquidationPrice, so it returns 0.0 for those positions — while initialMargin is present and correct.

The result is that genuinely open positions are silently dropped from Wallets._positions.

Observed data

Captured via exchange.fetch_positions() — the same call _update_live makes — against a live Binance USDⓈ-M cross-margin account:

(Pair names replaced with placeholders. All numeric values are the real captured data, unmodified.)

Both positions are open and carry real margin. Both are skipped at line 204. A third position in the same account, which did have a liquidationPrice, reported a non-zero collateral and was kept — so the behaviour is per-position, not per-account.

Impact

1. Wallets._positions is incomplete in live cross-margin. Consumers such as get_collateral(), _check_exit_amount() and the /balance RPC see only the subset of positions for which ccxt happened to derive a collateral value.

2. Wallet.total for the stake currency is wrong on exchanges with balance_includes_unrealized_pnl: True (Binance futures). _strip_unrealized_pnl sums unrealized PnL over the already filtered dict:

238:  upnl = sum(pos.unrealized_pnl for pos in positions.values())
241:  wallets[...] = stake_wallet._replace(total=stake_wallet.total - upnl)

Positions dropped at line 204 contribute no unrealized_pnl, so only part of the account's unrealized PnL is stripped. In the account above both open positions were skipped, so 100% of the account's unrealized PnL was excluded from the correction — total was left uncorrected by -75.99 USDT at the moment of capture, and get_total() reported that much more equity than the account actually had.

Suggested fix

Apply the initialMargin fallback before the emptiness test, so that a position is only skipped when it genuinely has no margin:

for position in positions:
    symbol = position["symbol"]
    collateral = safe_value_fallback(position, "initialMargin", "collateral", 0.0)
    if position["side"] is None or collateral == 0.0:
        continue
    ...

This keeps the existing intent ("skip positions that are not open") while no longer relying on a field that Binance does not always allow ccxt to derive.

Steps to reproduce

1. Hold an open position on Binance USDⓈ-M in cross margin mode for which the exchange returns no per-position liquidation price.
2. Call exchange.fetch_positions() and inspect collateral vs initialMargin.
3. Observe that Wallets._positions omits the position.