Reject OO strikes more than 1% from amplitude high/low.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-07 17:50:12 +08:00
parent 6d63c52ae0
commit 0daac05ef5
9 changed files with 124 additions and 19 deletions
+9
View File
@@ -71,6 +71,7 @@ KEYS = (
"oo_min_leverage",
"oo_reward_ratio",
"oo_budget_cushion",
"oo_strike_max_dev_pct",
)
@@ -126,6 +127,7 @@ class StrategySettingsBody(BaseModel):
oo_min_leverage: float | None = Field(default=None, ge=1, le=10000)
oo_reward_ratio: float | None = Field(default=None, ge=0.5, le=20)
oo_budget_cushion: float | None = Field(default=None, ge=0.5, le=1.0)
oo_strike_max_dev_pct: float | None = Field(default=None, ge=0.1, le=10)
def _as_bool(raw: str | None, default: bool) -> bool:
@@ -379,6 +381,12 @@ def _read_settings() -> dict:
db.get_setting("oo_budget_cushion", str(s.oo_budget_cushion))
or s.oo_budget_cushion
),
"oo_strike_max_dev_pct": float(
db.get_setting(
"oo_strike_max_dev_pct", str(s.oo_strike_max_dev_pct)
)
or s.oo_strike_max_dev_pct
),
"risk_sizing_preview": _risk_preview_safe(),
"exchange": rt.exchange,
"perp_inst_id": rt.perp_inst_id,
@@ -472,6 +480,7 @@ async def put_strategy_settings(
"oo_min_leverage",
"oo_reward_ratio",
"oo_budget_cushion",
"oo_strike_max_dev_pct",
)
hit = [k for k in locked_keys if k in data]
if hit: