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>

lib/options/options_register.py

@@ -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)