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Make options target close gate configurable via env.

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Support premium multiplier (coin default 1.05) or net-PnL USDT threshold with index conversion.

Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
2026-08-25 09:00:39 +08:00
parent 0cb2167770
commit 37f787e6a9
8 changed files with 211 additions and 29 deletions
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.env.example
+7
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@@ -150,6 +150,13 @@ OKX_OPTIONS_TD_MODE=isolated
OKX_OPTIONS_ALLOW_MARKET_CLOSE=false
# 对冲买期权等成交超时(秒);超时撤未成交部分,未完全成交则开仓失败
OKX_OPTIONS_OPEN_FILL_TIMEOUT_SEC=12
# 目标平仓门控(目标位触发后按买一平仓前需满足)
OKX_OPTIONS_CLOSE_GATE_MODE=premium
# premium:可回收≥权利金×倍数;net_pnl:净盈亏(买一可回收−权利金)折USDT≥下限
OKX_OPTIONS_CLOSE_RECYCLE_MULT=2
OKX_OPTIONS_CLOSE_RECYCLE_MULT_COIN=1.05
OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT=0
OKX_OPTIONS_CLOSE_HOLD_SECONDS=120
# =============================================================================
# 对冲计划(仅 OKX;由 OKX_TRADE_MODE 控制是否启用;详见 docs/对冲计划开发方案.md)