Stop auto-closing the print tab on afterprint (short checklist pages were especially fragile), load print HTML via fetch into a blank window, and use CSS checkboxes instead of Unicode ballot boxes.
Co-authored-by: Cursor <cursoragent@cursor.com>
API enriches entry/SL/TP with price_to_precision display strings; OKX formatter now uses the same path as Gate/Binance.
Co-authored-by: Cursor <cursoragent@cursor.com>
Expose KEY_AUTO_ORDER_ENABLED and KEY_AUTO_MIN_PLANNED_RR under 交易执行 so the frontend matches the settings readout.
Co-authored-by: Cursor <cursoragent@cursor.com>
Defer exchange chart generation to a background thread and save via XHR so fill-from-trade no longer blocks on full page reload.
Co-authored-by: Cursor <cursoragent@cursor.com>
Monitor board only needs positions, balances, and targets; drop the OKX positions-history pull each poll, and surface timeout errors via msg.
Co-authored-by: Cursor <cursoragent@cursor.com>
Background poll builds a memory snapshot; the page reads snapshot and refreshes on SSE instead of hitting heavy exchange APIs on each load.
Co-authored-by: Cursor <cursoragent@cursor.com>
Unify hub/instance TP profit, calc_pnl, and push/accounting to net of 0.05% per side; leave exchange floating PnL unchanged.
Co-authored-by: Cursor <cursoragent@cursor.com>
Match hedge/roll/trend/order/key monitors for source badges, show option target monitors in green, and refresh the dashboard with the board 5s cycle.
Co-authored-by: Cursor <cursoragent@cursor.com>
Parse alternate reasoning fields, retry with a larger max_tokens budget, cap review images, and fall back to text-only when vision returns empty.
Co-authored-by: Cursor <cursoragent@cursor.com>
Always SSR records summary on embed shell (including settings/risk/env), and refresh total/win-rate/PL ratio via account_snapshot so soft-nav cannot leave the strip blank.
Co-authored-by: Cursor <cursoragent@cursor.com>
Show 进行中 in green for active hedges; options columns include source/target/expiry; merge live mark/contracts/pnl from price snapshot.
Co-authored-by: Cursor <cursoragent@cursor.com>
Read-only overview of live orders, key monitors, and strategy; show options/hedge only when present. Toggle via system settings nav prefs.
Co-authored-by: Cursor <cursoragent@cursor.com>
Paginate trade records, journals, and AI history at 5 per page with soft in-card flips; hide the journal form until 填入复盘.
Co-authored-by: Cursor <cursoragent@cursor.com>
Hide deleted rows by history key and contract/close fingerprint so local options_trades imports no longer resurrect them.
Co-authored-by: Cursor <cursoragent@cursor.com>
Drop exchange sync for the review page, auto-import closed local options and hedge plans, and match contract-style multi-timeframe upload styling with smaller fonts.
Co-authored-by: Cursor <cursoragent@cursor.com>
Add source-type tabs, open an inline journal form from list rows, and match contract-style 5m/15m/1h/4h screenshot slots.
Co-authored-by: Cursor <cursoragent@cursor.com>
Import closed OKX option history and closed hedge plans into one list for journaling, images, and stats without mixing contract reviews.
Co-authored-by: Cursor <cursoragent@cursor.com>
Block mark-as-ask opens, show reference mark when no depth, cap sheets to ask size; leave close paths unchanged. Document in docs/更新文档.md.
Co-authored-by: Cursor <cursoragent@cursor.com>
Expose period delta from equity curve start and surface it in the toolbar and summary cards with green/red cues.
Co-authored-by: Cursor <cursoragent@cursor.com>
Skip full card redraw while the monitor target field is focused, and format mark/avg without relying on dusty server strings.
Co-authored-by: Cursor <cursoragent@cursor.com>
Header float PnL now uses bid recycle minus premium like position cards. Stats adds realized/open/total net PnL.
Co-authored-by: Cursor <cursoragent@cursor.com>
Manual close checks liquidity only; target auto still requires 2x recycle hold once, then reuses the shared bid1 executor. Add /options/guide doc and update hedge-plan refs.
Co-authored-by: Cursor <cursoragent@cursor.com>
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>
Reject target and depth closes when bid is a residual tick, and show invalid-bid UI instead of recycling at junk prices.
Co-authored-by: Cursor <cursoragent@cursor.com>
Rename floating P/L to net P/L, align ROI, and display bid depth as price/liquidity for only the levels needed to close.
Co-authored-by: Cursor <cursoragent@cursor.com>
Commit monitor status before notify, and use a closing state so unfilled limits retry silently instead of re-alerting.
Co-authored-by: Cursor <cursoragent@cursor.com>
Position and order forms can arm a target; right-side and hub panels show active monitors; expiry remains the stop with no separate SL.
Co-authored-by: Cursor <cursoragent@cursor.com>
Apply force-close defaults only when keys are missing so system-settings toggles survive pull_and_restart.
Co-authored-by: Cursor <cursoragent@cursor.com>
Replace single S* with up/down targets across UI, preview, persist, monitor, and alerts so ranging breakouts can close the winner either way.
Co-authored-by: Cursor <cursoragent@cursor.com>
History shows contract names with clickable fill details; stats split perp vs options plans for win rate, profit factor, max win/loss, and drawdown.
Co-authored-by: Cursor <cursoragent@cursor.com>
Wire idempotent notify on open/close/partial fail, settle OO at expiry, and close orphaned TP option legs without rewriting plan totals.
Co-authored-by: Cursor <cursoragent@cursor.com>
Swap-all targets funding account but ccxt free was often empty; fall back to trading USDT for unified accounts and show balances in errors.
Co-authored-by: Cursor <cursoragent@cursor.com>
dekun