Start strategy arms a watching plan instead of opening immediately; list filters by leverage; type is a dropdown defaulting to OTM.
Co-authored-by: Cursor <cursoragent@cursor.com>
Add UI switch for Call+short/Put+long, premium x0.95 sizing, option-first open, and K+/-points exits with fee-aware net PnL.
Co-authored-by: Cursor <cursoragent@cursor.com>
Only add options USDC/USDG onto perpetual USDT totals, repair historical double-counted snapshots, and label the options line as USDC.
Co-authored-by: Cursor <cursoragent@cursor.com>
Stop treating total_received=0 as a real bid recycle, fall back to exchange upl for display totals, and keep row/summary aligned.
Co-authored-by: Cursor <cursoragent@cursor.com>
Prefer perpetual symbols and normalize before market.contractSize lookup so Gate BTC float matches ~0.4U not thousands.
Co-authored-by: Cursor <cursoragent@cursor.com>
Compute float_pnl and tp_profit from mark/entry/contracts using each exchange contract size during dashboard enrich.
Co-authored-by: Cursor <cursoragent@cursor.com>
Match exchange history by sheets and open time so an earlier close is not overwritten with the later trade's PnL.
Co-authored-by: Cursor <cursoragent@cursor.com>
Unify Gate/OKX/Binance: disable the open button with a side note during force-close, cooloff, and daily freeze, and enforce the same gate server-side.
Co-authored-by: Cursor <cursoragent@cursor.com>
Option legs were scored with linear swap math and then added again from the options snapshot, inflating 总浮盈亏 and 持有仓位.
Co-authored-by: Cursor <cursoragent@cursor.com>
Server validate on preview/start, UI filters and recommend templates, plus usability/security audit doc.
Co-authored-by: Cursor <cursoragent@cursor.com>
Env OKX_TRADE_MODE selects standalone options, perp hedge, or OO hedge; hide the other module UI and use group or position limits per mode.
Co-authored-by: Cursor <cursoragent@cursor.com>
Enforce concurrent option contract count on standalone and hedge buys; editable in env UI with hot reload (0 = unlimited).
Co-authored-by: Cursor <cursoragent@cursor.com>
Treat 2:4 as 2 perp + 4 option coins instead of normalizing to 1:2, and disable embed page caching so hub iframe picks up trade UI updates.
Co-authored-by: Cursor <cursoragent@cursor.com>
For each settlement day, also compute H-L over start minus one day through 16:00 (e.g. 25 16:00 to 27 16:00).
Co-authored-by: Cursor <cursoragent@cursor.com>
Amp-stats now prices premium from each day's open, and the form switches mutually between straddle and perpetual-options对照.
Co-authored-by: Cursor <cursoragent@cursor.com>
Long-straddle effective move uses TP on path hit (>=) else abs change; mark Sat/Sun on settlement days.
Co-authored-by: Cursor <cursoragent@cursor.com>
Read-only 1H index candles, point amplitude metrics, history save and CSV export; no order-path changes.
Co-authored-by: Cursor <cursoragent@cursor.com>
RISK_DAILY_LOSS_LIMIT (default 2, 0 disables) freezes new opens after N losing closes in the trading day.
Co-authored-by: Cursor <cursoragent@cursor.com>
Treat the filter as fuzzy q over underlying/inst/strategy (BTCUSDT->BTC) instead of exact strategy_tag, which always wiped pending rows.
Co-authored-by: Cursor <cursoragent@cursor.com>
dekun