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>
Position委托 row keeps the field empty for new entry and displays target value plus estimated PnL after arming.
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>
Expose avg_win and avg_loss from stats API and update chart labels and values to match the average-based P/L ratio.
Co-authored-by: Cursor <cursoragent@cursor.com>
Filter OKX positions-history to type 2/3/6, format premium and bid recovery to 2 decimals, and allow locally hiding rows via delete button.
Co-authored-by: Cursor <cursoragent@cursor.com>
Format prices by tickSz, move bid depth/recovery to card end with plain styling, and load option history from OKX positions-history instead of local DB.
Co-authored-by: Cursor <cursoragent@cursor.com>
Show average hold duration for wins and losses, open positions, and CSS ring/bar visualizations in the stats tab.
Co-authored-by: Cursor <cursoragent@cursor.com>
Default to in-the-money view with at-the-money contracts included; update expiry counts and empty states for the active filter.
Co-authored-by: Cursor <cursoragent@cursor.com>
Use stale-while-revalidate for positions API and UI, throttle sync calls, and avoid overwriting displayed PnL with null on transient failures.
Co-authored-by: Cursor <cursoragent@cursor.com>
Deep ITM contracts often have no ask on the book; show mark-based estimates with a tilde and restore breakeven calculations.
Co-authored-by: Cursor <cursoragent@cursor.com>
Display notional-over-premium leverage at current index and at the user target price for quick sizing comparison.
Co-authored-by: Cursor <cursoragent@cursor.com>
Let users enter a target index in the order panel for estimated expiry P&L, and remove the redundant buy button from the options chain row.
Co-authored-by: Cursor <cursoragent@cursor.com>
Display OKX askSz and bidSz beside top-of-book prices in the chain table and order panel using price/sheets format.
Co-authored-by: Cursor <cursoragent@cursor.com>
Show estimated expiry balance and distance from index in the chain list and order panel using ask price before opening a position.
Co-authored-by: Cursor <cursoragent@cursor.com>
Expose bePx-based expiry balance and mark-to-close breakeven on positions so monitor and dashboard can show both labels per contract.
Co-authored-by: Cursor <cursoragent@cursor.com>
dekun