Options: default nearest expiry and env ask-liquidity chain filter.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-20 08:37:39 +08:00
parent 7eb098def6
commit ed1ec6f14a
7 changed files with 96 additions and 15 deletions
+1
View File
@@ -85,6 +85,7 @@ HOT_RELOAD_EXACT = frozenset({
"HEDGE_PLAN_ENABLED",
"HEDGE_PLAN_SHOW_PERP_OPTIONS",
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS",
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
"HEDGE_PLAN_LIVE_ORDER",
"HEDGE_PLAN_OPEN_ORDER",
"HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS",
+6
View File
@@ -126,6 +126,11 @@ _OPTIONS_SECTION: dict[str, Any] = {
("OKX_OPTIONS_TRADE_BUDGET_USDC", "单笔预算(USDC)", ""),
("OKX_OPTIONS_BUDGET_BUFFER", "预算缓冲比例", "如 0.95"),
("OKX_OPTIONS_DEFAULT_UNDERLY", "默认标的", "如 ETH"),
(
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED",
"链上仅显示有卖一",
"默认 true;开启后隐藏无卖一深度或深度不足1张的合约(含标记价估算行)",
),
],
}
@@ -186,6 +191,7 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"RISK_MOOD_ISSUES_DAILY_FREEZE": "true",
"HEDGE_PLAN_SHOW_PERP_OPTIONS": "true",
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "true",
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED": "true",
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED": "true",
"HEDGE_PLAN_OO_BIAS_SPLIT_BY": "budget",
"HEDGE_PLAN_OO_BIAS_RATIO": "0.7",