Hedge start: re-quote ask and resize OO sheets; add HEDGE_PLAN_BUDGET_BUFFER.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-20 10:09:32 +08:00
parent a43cb35d9a
commit 5b346a5760
8 changed files with 382 additions and 14 deletions
+1
View File
@@ -94,6 +94,7 @@ HOT_RELOAD_EXACT = frozenset({
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
"HEDGE_PLAN_OO_BIAS_SPLIT_BY",
"HEDGE_PLAN_OO_BIAS_RATIO",
"HEDGE_PLAN_BUDGET_BUFFER",
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
"MAX_ACTIVE_HEDGE_PLANS",
+6
View File
@@ -165,6 +165,11 @@ _HEDGE_PLAN_SECTION: dict[str, Any] = {
"期期做多做空主腿占比",
"默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
),
(
"HEDGE_PLAN_BUDGET_BUFFER",
"对冲预算缓冲比例",
"默认 0.95;仅对冲计划(期期可用预算=交易户×本比例);与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立",
),
(
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
"对冲与期权互斥门控",
@@ -199,6 +204,7 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED": "true",
"HEDGE_PLAN_OO_BIAS_SPLIT_BY": "budget",
"HEDGE_PLAN_OO_BIAS_RATIO": "0.7",
"HEDGE_PLAN_BUDGET_BUFFER": "0.95",
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE": "true",
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL": "true",
}