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Swap 永期 layout to left option select / right order; default opt:perp ratio 2.

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Call pairs with perp short and Put with perp long; sizing shows coin notional so 1 BTC option hedges 0.5 BTC perp.

Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
2026-10-14 12:54:09 +08:00
parent 4c48c95562
commit 73a1d5f709
6 changed files with 263 additions and 162 deletions
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lib/hedge_plan/hedge_plan_option_primary_lib.py
+1 -1
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@@ -12,7 +12,7 @@ DEFAULT_PERP_LEVERAGE = 100
DEFAULT_OPT_LEVERAGE_ITM_ATM = 100.0
DEFAULT_OPT_LEVERAGE_OTM = 200.0
DEFAULT_RATIO_ITM_ATM = 2.0
DEFAULT_RATIO_OTM = 4.0
DEFAULT_RATIO_OTM = 2.0
OTM_LEV_FLOOR = 180.0