Gate option closes behind 2x recycle sustained for 2 minutes.

Require bid-side recoverable premium at least 2x cost continuously before target auto-close or depth close can fire. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-15 21:13:43 +08:00
parent c025c06fac
commit c2a0cea3f4
7 changed files with 387 additions and 38 deletions
@@ -374,7 +374,7 @@

  /** 买盘深度:价格/流动性;仅展示平仓所需档位(买一不够才出买二…). */
  function fmtCloseLevels(preview, tickSz) {
-    if (preview && (preview.auto_close_blocked || preview.bid_invalid)) {
+    if (preview && preview.bid_invalid) {
      return "暂无有效买盘";
    }
    const levels = ((preview && preview.levels) || []).slice(0, 5);
@@ -392,6 +392,18 @@
    }).join(" · ");
  }

+  function closeGateHint(preview) {
+    if (!preview) return "";
+    if (preview.bid_invalid) {
+      return preview.bid_invalid_reason || "当前买一无效,禁止按买盘自动平仓";
+    }
+    const gate = preview.close_gate || {};
+    if (preview.close_gate_blocked || gate.ready === false) {
+      return preview.close_gate_msg || gate.msg || "可回收需≥2×权利金并持续2分钟后才可平仓";
+    }
+    return "";
+  }
+
  function netPnlFromPos(p) {
    const preview = (p && p.close_preview) || {};
    if (preview.estimated_pnl != null && !Number.isNaN(Number(preview.estimated_pnl))) {
@@ -888,18 +900,19 @@
      '<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
      '<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
      '<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
-      (closePreview.auto_close_blocked || closePreview.bid_invalid || net == null ? "—" : fmt(net, 2)) + "</span></div>" +
+      (closePreview.bid_invalid || net == null ? "—" : fmt(net, 2)) + "</span></div>" +
      '<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
-      (closePreview.auto_close_blocked || closePreview.bid_invalid || roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
+      (closePreview.bid_invalid || roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
      '<div class="pos-cell opt-pos-cell--depth"><span class="pos-label">买盘深度</span><span class="pos-value opt-bid-plain">' + fmtCloseLevels(closePreview, tickSz) + "</span></div>" +
      '<div class="pos-cell opt-pos-cell--close"><span class="pos-label">按买盘回收</span><span class="pos-value">' +
-      (closePreview.auto_close_blocked || closePreview.bid_invalid
-        ? '<span class="muted">禁用以残档自动平</span>'
+      (closePreview.bid_invalid
+        ? '<span class="muted">暂无有效买盘</span>'
        : fmtClosePreview(closePreview, p.premium_paid)) + "</span></div>" +
      "</div>" +
-      (closePreview.auto_close_blocked || closePreview.bid_invalid
-        ? '<div class="muted opt-bid-invalid-hint">' + (closePreview.bid_invalid_reason || "当前买一无效,禁止按买盘自动平仓") + "</div>"
-        : "") +
+      (function () {
+        const hint = closeGateHint(closePreview);
+        return hint ? '<div class="muted opt-bid-invalid-hint">' + hint + "</div>" : "";
+      })() +
      renderTargetDelegateRow(p)
    );
  }
@@ -1193,10 +1206,18 @@
      return;
    }
    const preview = q.close_preview || {};
-    if (preview.auto_close_blocked || preview.bid_invalid) {
+    if (preview.bid_invalid) {
      alert(preview.bid_invalid_reason || "当前买一为无效残档,禁止按买盘自动平仓。请到 OKX App 自行挂限价/市价。");
      return;
    }
+    if (preview.close_gate_blocked || (preview.close_gate && preview.close_gate.ready === false)) {
+      alert(
+        preview.close_gate_msg ||
+          (preview.close_gate && preview.close_gate.msg) ||
+          "可回收需≥2×权利金,并持续满2分钟后才可平仓"
+      );
+      return;
+    }
    if (!preview.covered_sheets || preview.covered_sheets <= 0) {
      alert("暂无可用买盘深度,请稍后在 OKX App 平仓或等盘口恢复");
      return;
@@ -52,7 +52,7 @@

  /** 买盘深度:价格/流动性;仅展示平仓所需档位(买一不够才出买二…). */
  function fmtCloseLevels(preview, tickSz) {
-    if (preview && (preview.auto_close_blocked || preview.bid_invalid)) {
+    if (preview && preview.bid_invalid) {
      return "暂无有效买盘";
    }
    const levels = ((preview && preview.levels) || []).slice(0, 5);
@@ -64,6 +64,18 @@
    }).join(" · ");
  }

+  function closeGateHint(preview) {
+    if (!preview) return "";
+    if (preview.bid_invalid) {
+      return preview.bid_invalid_reason || "当前买一无效,禁止按买盘自动平仓";
+    }
+    const gate = preview.close_gate || {};
+    if (preview.close_gate_blocked || gate.ready === false) {
+      return preview.close_gate_msg || gate.msg || "可回收需≥2×权利金并持续2分钟后才可平仓";
+    }
+    return "";
+  }
+
  function netPnlFromPos(p) {
    const preview = (p && p.close_preview) || {};
    if (preview.estimated_pnl != null && !Number.isNaN(Number(preview.estimated_pnl))) {
@@ -150,18 +162,19 @@
      '<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
      '<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
      '<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
-      (closePreview.auto_close_blocked || closePreview.bid_invalid || net == null ? "—" : fmt(net, 2)) + "</span></div>" +
+      (closePreview.bid_invalid || net == null ? "—" : fmt(net, 2)) + "</span></div>" +
      '<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
-      (closePreview.auto_close_blocked || closePreview.bid_invalid || roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
+      (closePreview.bid_invalid || roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
      '<div class="pos-cell opt-pos-cell--depth"><span class="pos-label">买盘深度</span><span class="pos-value opt-bid-plain">' + fmtCloseLevels(closePreview, tickSz) + "</span></div>" +
      '<div class="pos-cell opt-pos-cell--close"><span class="pos-label">按买盘回收</span><span class="pos-value">' +
-      (closePreview.auto_close_blocked || closePreview.bid_invalid
-        ? '<span class="muted">禁用以残档自动平</span>'
+      (closePreview.bid_invalid
+        ? '<span class="muted">暂无有效买盘</span>'
        : fmtClosePreview(closePreview, p.premium_paid, hub)) + "</span></div>" +
      "</div>" +
-      (closePreview.auto_close_blocked || closePreview.bid_invalid
-        ? '<div class="muted opt-bid-invalid-hint">' + (closePreview.bid_invalid_reason || "当前买一无效,禁止按买盘自动平仓") + "</div>"
-        : "") +
+      (function () {
+        const hint = closeGateHint(closePreview);
+        return hint ? '<div class="muted opt-bid-invalid-hint">' + hint + "</div>" : "";
+      })() +
      (p.target_index != null
        ? (function () {
            const eth = p.eth_amount != null ? Number(p.eth_amount)
@@ -0,0 +1,159 @@
+"""期权按买盘平仓门控:可回收需 ≥ N×权利金,并持续持有一段时间后才允许平仓."""
+from __future__ import annotations
+
+import os
+import threading
+import time
+from typing import Any
+
+
+def _env_float(key: str, default: float) -> float:
+    try:
+        return float(os.getenv(key, str(default)))
+    except (TypeError, ValueError):
+        return default
+
+
+# 可回收 ≥ 权利金 × 倍数,且该状态持续满 hold_seconds 才允许按买盘平仓
+CLOSE_RECYCLE_MIN_MULT = _env_float("OKX_OPTIONS_CLOSE_RECYCLE_MULT", 2.0)
+CLOSE_RECYCLE_HOLD_SECONDS = _env_float("OKX_OPTIONS_CLOSE_HOLD_SECONDS", 120.0)
+
+_lock = threading.Lock()
+# inst_id -> {"ok_since": float|None, "recycle": float, "premium": float, "updated": float}
+_gates: dict[str, dict[str, Any]] = {}
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def clear_close_gate(inst_id: str | None = None) -> None:
+    with _lock:
+        if inst_id:
+            _gates.pop(str(inst_id).strip(), None)
+        else:
+            _gates.clear()
+
+
+def update_close_gate(
+    inst_id: str,
+    *,
+    recycle_usdc: float | None,
+    premium_paid: float | None,
+    now: float | None = None,
+    min_mult: float | None = None,
+    hold_seconds: float | None = None,
+) -> dict[str, Any]:
+    """
+    根据当前买盘可回收金额刷新门控.
+    条件不满足时重置计时;满足时从首次满足起累计持续时间.
+    """
+    inst = (inst_id or "").strip()
+    if not inst:
+        return {
+            "ok": False,
+            "ready": False,
+            "recycle_ok": False,
+            "msg": "缺少合约",
+        }
+    ts = float(now if now is not None else time.time())
+    mult = float(min_mult if min_mult is not None else CLOSE_RECYCLE_MIN_MULT)
+    hold = float(hold_seconds if hold_seconds is not None else CLOSE_RECYCLE_HOLD_SECONDS)
+    if mult <= 0:
+        mult = 2.0
+    if hold < 0:
+        hold = 0.0
+
+    prem = _safe_float(premium_paid)
+    recv = _safe_float(recycle_usdc)
+    need = round(prem * mult, 4) if prem is not None and prem > 0 else None
+    recycle_ok = bool(
+        prem is not None and prem > 0 and recv is not None and need is not None and recv + 1e-12 >= need
+    )
+
+    with _lock:
+        prev = _gates.get(inst) or {}
+        ok_since = prev.get("ok_since")
+        if recycle_ok:
+            if ok_since is None:
+                ok_since = ts
+        else:
+            ok_since = None
+        held = (ts - float(ok_since)) if ok_since is not None else 0.0
+        ready = bool(recycle_ok and held + 1e-9 >= hold)
+        state = {
+            "ok_since": ok_since,
+            "recycle": recv,
+            "premium": prem,
+            "need": need,
+            "updated": ts,
+            "min_mult": mult,
+            "hold_seconds": hold,
+        }
+        _gates[inst] = state
+
+    remain = max(0.0, hold - held) if recycle_ok and not ready else None
+    if prem is None or prem <= 0:
+        msg = "缺少权利金,无法校验平仓门控"
+    elif recv is None:
+        msg = "暂无有效买盘可回收金额"
+    elif not recycle_ok:
+        msg = f"可回收 {recv:.4f} USDC < 权利金×{mult:g}({need:.4f}),暂不可平仓"
+    elif not ready:
+        msg = (
+            f"可回收已达×{mult:g}({recv:.4f}/{need:.4f}),"
+            f"需再持续 {remain:.0f}s(已 {held:.0f}/{hold:.0f}s)"
+        )
+    else:
+        msg = f"可回收已达×{mult:g}且持续≥{hold:.0f}s,允许按买盘平仓"
+
+    return {
+        "ok": True,
+        "ready": ready,
+        "recycle_ok": recycle_ok,
+        "recycle_usdc": recv,
+        "premium_paid": prem,
+        "need_recycle_usdc": need,
+        "min_mult": mult,
+        "hold_seconds": hold,
+        "held_seconds": round(held, 1) if recycle_ok else 0.0,
+        "remain_seconds": round(remain, 1) if remain is not None else None,
+        "ok_since": ok_since,
+        "msg": msg,
+        "auto_close_blocked": not ready,
+        "close_gate_blocked": not ready,
+    }
+
+
+def check_close_gate(
+    inst_id: str,
+    *,
+    recycle_usdc: float | None = None,
+    premium_paid: float | None = None,
+    refresh: bool = True,
+) -> dict[str, Any]:
+    """检查是否允许平仓;默认先用最新回收/权利金刷新."""
+    inst = (inst_id or "").strip()
+    if refresh:
+        if recycle_usdc is None or premium_paid is None:
+            with _lock:
+                prev = _gates.get(inst) or {}
+            if recycle_usdc is None:
+                recycle_usdc = prev.get("recycle")
+            if premium_paid is None:
+                premium_paid = prev.get("premium")
+        return update_close_gate(inst, recycle_usdc=recycle_usdc, premium_paid=premium_paid)
+    with _lock:
+        prev = _gates.get(inst)
+    if not prev:
+        return update_close_gate(inst, recycle_usdc=recycle_usdc, premium_paid=premium_paid)
+    return update_close_gate(
+        inst,
+        recycle_usdc=recycle_usdc if recycle_usdc is not None else prev.get("recycle"),
+        premium_paid=premium_paid if premium_paid is not None else prev.get("premium"),
+    )
@@ -5,6 +5,7 @@ from typing import Any

 from lib.options.options_db import init_options_tables
 from lib.options.options_history_lib import enrich_position_row_display
+from lib.options.options_close_gate_lib import clear_close_gate, update_close_gate
 from lib.options.options_pricing_lib import estimate_close_by_bids, intrinsic_px_per_unit


@@ -40,7 +41,7 @@ def attach_close_preview(
        _safe_float(row.get("strike") or row.get("stk")),
        _safe_float(row.get("idx_px") or row.get("idxPx")),
    )
-    row["close_preview"] = estimate_close_by_bids(
+    preview = estimate_close_by_bids(
        row["bid_depth"],
        target_sheets,
        ct_mult=ct_mult,
@@ -48,9 +49,31 @@ def attach_close_preview(
        mark_px=mark_px,
        intrinsic_px=intrinsic,
    )
+    # 残档时不累计 2×权利金门控;有效回收时刷新持续计时
+    if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
+        gate = update_close_gate(inst_id, recycle_usdc=None, premium_paid=paid)
+        preview["close_gate"] = gate
+        preview["close_gate_blocked"] = True
+        preview["close_gate_msg"] = preview.get("bid_invalid_reason") or gate.get("msg")
+    else:
+        gate = update_close_gate(
+            inst_id,
+            recycle_usdc=_safe_float(preview.get("total_received")),
+            premium_paid=paid,
+        )
+        preview["close_gate"] = gate
+        preview["close_gate_blocked"] = not gate.get("ready")
+        preview["close_gate_msg"] = gate.get("msg")
+        if not gate.get("ready"):
+            preview["auto_close_blocked"] = True
+    row["close_preview"] = preview
    return row


+def forget_close_gate_for_inst(inst_id: str) -> None:
+    clear_close_gate(inst_id)
+
+
 def build_display_option_positions(
    cfg: dict[str, Any],
    ex: Any,
@@ -11,6 +11,7 @@ from jinja2 import ChoiceLoader, FileSystemLoader

 from lib.options.options_db import init_options_tables
 from lib.options.options_monitor_lib import options_monitor_loop
+from lib.options.options_close_gate_lib import clear_close_gate, update_close_gate
 from lib.options.options_pricing_lib import (
    calc_order_size,
    close_ref_prices,
@@ -731,6 +732,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
            usable0, stub_only0, stub_reason0 = filter_bids_for_close(
                book0.get("bids") or [], mark_px=mark_px, intrinsic_px=intrinsic_px
            )
+            paid = _open_premium_paid(cfg, inst_id)
            if stub_only0 or not usable0:
                bid_chk = None
                if book0.get("bids"):
@@ -738,6 +740,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                bid_chk = bid_chk or _safe_float(bid)
                stub, stub_reason = is_stub_bid_px(bid_chk, mark_px=mark_px, intrinsic_px=intrinsic_px)
                if stub or stub_only0:
+                    update_close_gate(inst_id, recycle_usdc=None, premium_paid=paid)
                    return jsonify(
                        {
                            "ok": False,
@@ -746,6 +749,39 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                            "auto_close_blocked": True,
                        }
                    )
+            preview_gate = estimate_close_by_bids(
+                book0.get("bids") or [],
+                close_sheets,
+                ct_mult=ct_mult,
+                premium_paid=paid,
+                mark_px=mark_px,
+                intrinsic_px=intrinsic_px,
+            )
+            if preview_gate.get("bid_invalid"):
+                update_close_gate(inst_id, recycle_usdc=None, premium_paid=paid)
+                return jsonify(
+                    {
+                        "ok": False,
+                        "msg": preview_gate.get("bid_invalid_reason") or "暂无有效买盘,禁止按买盘自动平仓",
+                        "stopped_reason": "stub_bid",
+                        "auto_close_blocked": True,
+                    }
+                )
+            gate = update_close_gate(
+                inst_id,
+                recycle_usdc=_safe_float(preview_gate.get("total_received")),
+                premium_paid=paid,
+            )
+            if not gate.get("ready"):
+                return jsonify(
+                    {
+                        "ok": False,
+                        "msg": gate.get("msg") or "平仓门控未就绪(需可回收≥2×权利金并持续2分钟)",
+                        "stopped_reason": "close_gate",
+                        "auto_close_blocked": True,
+                        "close_gate": gate,
+                    }
+                )
            remaining = close_sheets
            submitted_sheets = 0
            filled_or_reduced_sheets = 0
@@ -826,6 +862,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
            bid = (total_received / (submitted_sheets * ct_mult)) if submitted_sheets > 0 and ct_mult > 0 else 0
            prem_recv = round(total_received, 4)
            fully_submitted = submitted_sheets >= close_sheets and stopped_reason is None
+            clear_close_gate(inst_id)
            conn = cfg["get_db"]()
            try:
                init_options_tables(conn)
@@ -6,6 +6,7 @@ import time
 from typing import Any, Callable

 from lib.options.options_db import init_options_tables
+from lib.options.options_close_gate_lib import update_close_gate
 from lib.options.options_pricing_lib import (
    close_ref_prices,
    estimate_close_by_bids,
@@ -333,28 +334,74 @@ def close_option_by_bid_depth(
        except Exception:
            pass

-    # 残档买盘:禁止自动按买盘平仓(并撤掉可能已挂的异常低价卖单)
+    # 残档买盘 / 回收未达 2×权利金持续门槛:禁止自动按买盘平仓
+    premium_paid = None
    try:
-        book0 = cfg["fetch_option_book_depth"](ex, inst_id, 5)
-        usable0, stub_only0, stub_reason0 = filter_bids_for_close(
-            book0.get("bids") or [], mark_px=mark_px, intrinsic_px=intrinsic_px
-        )
-        raw_bid0 = None
-        if book0.get("bids"):
-            raw_bid0 = _safe_float((book0.get("bids") or [{}])[0].get("px"))
-        if not usable0:
-            bid_chk = raw_bid0 or _safe_float(q.get("bid"))
-            stub, stub_reason = is_stub_bid_px(bid_chk, mark_px=mark_px, intrinsic_px=intrinsic_px)
-            if stub or stub_only0:
-                _cancel_sell_pending()
-                return {
-                    "ok": False,
-                    "msg": stub_reason0 or stub_reason or "暂无有效买盘,禁止自动平仓",
-                    "stopped_reason": "stub_bid",
-                    "auto_close_blocked": True,
-                }
+        conn_p = cfg["get_db"]()
+        try:
+            from lib.options.options_db import init_options_tables
+
+            init_options_tables(conn_p)
+            prow = conn_p.execute(
+                "SELECT premium_paid FROM options_trades WHERE inst_id = ? AND status = 'open' ORDER BY id DESC LIMIT 1",
+                (inst_id,),
+            ).fetchone()
+            if prow and prow["premium_paid"] is not None:
+                premium_paid = float(prow["premium_paid"])
+        finally:
+            conn_p.close()
    except Exception:
-        pass
+        premium_paid = _safe_float(pos.get("premium_paid"))
+
+    book0 = cfg["fetch_option_book_depth"](ex, inst_id, 5)
+    usable0, stub_only0, stub_reason0 = filter_bids_for_close(
+        book0.get("bids") or [], mark_px=mark_px, intrinsic_px=intrinsic_px
+    )
+    raw_bid0 = None
+    if book0.get("bids"):
+        raw_bid0 = _safe_float((book0.get("bids") or [{}])[0].get("px"))
+    if not usable0:
+        bid_chk = raw_bid0 or _safe_float(q.get("bid"))
+        stub, stub_reason = is_stub_bid_px(bid_chk, mark_px=mark_px, intrinsic_px=intrinsic_px)
+        if stub or stub_only0:
+            _cancel_sell_pending()
+            update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+            return {
+                "ok": False,
+                "msg": stub_reason0 or stub_reason or "暂无有效买盘,禁止自动平仓",
+                "stopped_reason": "stub_bid",
+                "auto_close_blocked": True,
+            }
+    preview0 = estimate_close_by_bids(
+        book0.get("bids") or [],
+        close_sheets,
+        ct_mult=ct_mult,
+        premium_paid=premium_paid,
+        mark_px=mark_px,
+        intrinsic_px=intrinsic_px,
+    )
+    if preview0.get("bid_invalid"):
+        _cancel_sell_pending()
+        update_close_gate(inst_id, recycle_usdc=None, premium_paid=premium_paid)
+        return {
+            "ok": False,
+            "msg": preview0.get("bid_invalid_reason") or "暂无有效买盘,禁止自动平仓",
+            "stopped_reason": "stub_bid",
+            "auto_close_blocked": True,
+        }
+    gate0 = update_close_gate(
+        inst_id,
+        recycle_usdc=_safe_float(preview0.get("total_received")),
+        premium_paid=premium_paid,
+    )
+    if not gate0.get("ready"):
+        return {
+            "ok": False,
+            "msg": gate0.get("msg") or "平仓门控未就绪",
+            "stopped_reason": "close_gate",
+            "auto_close_blocked": True,
+            "close_gate": gate0,
+        }

    # 已有未成交卖平单时先等成交,避免每轮撤单重挂反复推送/吃档
    try:
@@ -372,6 +419,9 @@ def close_option_by_bid_depth(
                return {"ok": False, "msg": "获取期权持仓失败"}
            pos = next((p for p in raw_positions if str(p.get("instId")) == inst_id), None)
            if not pos or _avail(pos) < 1:
+                from lib.options.options_close_gate_lib import clear_close_gate
+
+                clear_close_gate(inst_id)
                return {
                    "ok": True,
                    "already_flat": True,
@@ -564,6 +614,9 @@ def close_option_by_bid_depth(
    prem_recv = round(total_received, 4)
    fully_submitted = submitted_sheets >= close_sheets and stopped_reason is None
    close_ord_id = ",".join(ord_ids) if ord_ids else None
+    from lib.options.options_close_gate_lib import clear_close_gate
+
+    clear_close_gate(inst_id)

    conn = cfg["get_db"]()
    try:
@@ -0,0 +1,43 @@
+"""期权平仓门控:可回收≥2×权利金且持续持有."""
+from __future__ import annotations
+
+import unittest
+
+from lib.options.options_close_gate_lib import clear_close_gate, update_close_gate
+
+
+class OptionsCloseGateTests(unittest.TestCase):
+    def setUp(self):
+        clear_close_gate()
+
+    def tearDown(self):
+        clear_close_gate()
+
+    def test_below_2x_not_ready(self):
+        g = update_close_gate("ETH-X", recycle_usdc=15.0, premium_paid=10.0, now=1000.0)
+        self.assertFalse(g["recycle_ok"])
+        self.assertFalse(g["ready"])
+
+    def test_meets_2x_needs_hold(self):
+        g1 = update_close_gate("ETH-X", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
+        self.assertTrue(g1["recycle_ok"])
+        self.assertFalse(g1["ready"])
+        self.assertAlmostEqual(g1["remain_seconds"], 120.0)
+
+        g2 = update_close_gate("ETH-X", recycle_usdc=21.0, premium_paid=10.0, now=1120.0)
+        self.assertTrue(g2["ready"])
+        self.assertGreaterEqual(g2["held_seconds"], 120.0)
+
+    def test_break_resets_timer(self):
+        update_close_gate("ETH-X", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
+        update_close_gate("ETH-X", recycle_usdc=21.0, premium_paid=10.0, now=1100.0)
+        g_break = update_close_gate("ETH-X", recycle_usdc=12.0, premium_paid=10.0, now=1110.0)
+        self.assertFalse(g_break["recycle_ok"])
+        g_again = update_close_gate("ETH-X", recycle_usdc=22.0, premium_paid=10.0, now=1111.0)
+        self.assertTrue(g_again["recycle_ok"])
+        self.assertFalse(g_again["ready"])
+        self.assertAlmostEqual(g_again["held_seconds"], 0.0)
+
+
+if __name__ == "__main__":
+    unittest.main()