Lock hedge-plan option selection to ITM/ATM (perp) and ATM/OTM (OO).

Server validate on preview/start, UI filters and recommend templates, plus usability/security audit doc.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-05 21:50:35 +08:00
parent 09a763e47d
commit 3f6e67661b
9 changed files with 746 additions and 20 deletions
+15
View File
@@ -188,6 +188,21 @@ _HEDGE_PO_FIELDS: list[tuple[str, str, str]] = [
("HEDGE_PLAN_OPEN_ORDER", "永期开仓顺序", "options_first 或 perp_first"),
("HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS", "永期止损后强制平期权", "保护机制,建议保持 true"),
("HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS", "永期止盈后强制平期权", "默认 false,保险腿不平"),
(
"HEDGE_PLAN_ITM_MAX_DIST_USD",
"永期实值最大深度(U)",
"默认空=沿用 OKX_OPTIONS_ITM_MAX_DIST_USD(常 30);0=不限制",
),
(
"HEDGE_PLAN_MIN_OPTION_HOURS",
"对冲期权最低剩余小时",
"默认 8;测算/启动时若传 hours_to_expiry 则校验",
),
(
"HEDGE_PLAN_MIN_OPTION_LEVERAGE",
"对冲期权最低杠杆(S/ask)",
"默认 0=不启用;>0 时拒绝杠杆过低的保险腿",
),
]
_HEDGE_OO_FIELDS: list[tuple[str, str, str]] = [