Commit Graph

6 Commits

Author SHA1 Message Date
dekun fe346571b1 目标平仓门控改为 USDT 口径:env 可配权利金倍数与净盈亏阈值,币本位默认×1.05
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-25 09:01:06 +08:00
dekun a7bec5e121 修复币本位期权残档判定:内在价值按币报价(S-K)/S,避免与美元点差混比误杀有效买一
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-20 16:21:54 +08:00
dekun 72c84bb993 实现OKX单笔期权币本位与USDT桥复利(中控只读,不改Gate)
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-20 12:10:29 +08:00
dekun 4b4dca9e3c Fix strategy-logic P0s from audit: monitor false-flat, fill-confirmed open/close, mode gates.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-30 09:56:18 +08:00
dekun f0d5b47f50 Fix options add-on premium to sum all open legs for the contract.
Display, close gate, alerts, and full-close accounting no longer use only the latest fill row.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-16 11:11:32 +08:00
dekun 1909eea654 Use bid1-only option closes with hard-disabled market exits.
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>
2026-07-15 21:49:06 +08:00