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>
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@@ -5,6 +5,7 @@ from typing import Any
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from lib.options.options_db import init_options_tables
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from lib.options.options_history_lib import enrich_position_row_display
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from lib.options.options_close_gate_lib import clear_close_gate, update_close_gate
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from lib.options.options_pricing_lib import estimate_close_by_bids, intrinsic_px_per_unit
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@@ -40,7 +41,7 @@ def attach_close_preview(
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_safe_float(row.get("strike") or row.get("stk")),
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_safe_float(row.get("idx_px") or row.get("idxPx")),
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)
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row["close_preview"] = estimate_close_by_bids(
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preview = estimate_close_by_bids(
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row["bid_depth"],
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target_sheets,
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ct_mult=ct_mult,
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@@ -48,9 +49,31 @@ def attach_close_preview(
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mark_px=mark_px,
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intrinsic_px=intrinsic,
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)
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# 残档时不累计 2×权利金门控;有效回收时刷新持续计时
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if preview.get("bid_invalid") or preview.get("auto_close_blocked"):
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gate = update_close_gate(inst_id, recycle_usdc=None, premium_paid=paid)
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preview["close_gate"] = gate
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preview["close_gate_blocked"] = True
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preview["close_gate_msg"] = preview.get("bid_invalid_reason") or gate.get("msg")
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else:
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gate = update_close_gate(
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inst_id,
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recycle_usdc=_safe_float(preview.get("total_received")),
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premium_paid=paid,
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)
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preview["close_gate"] = gate
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preview["close_gate_blocked"] = not gate.get("ready")
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preview["close_gate_msg"] = gate.get("msg")
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if not gate.get("ready"):
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preview["auto_close_blocked"] = True
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row["close_preview"] = preview
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return row
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def forget_close_gate_for_inst(inst_id: str) -> None:
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clear_close_gate(inst_id)
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def build_display_option_positions(
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cfg: dict[str, Any],
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ex: Any,
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