Add fixed-direction switch for perp/option open side.

When enabled, lock perp long→buy Put or short→buy Call with ITM/ATM only; off keeps ATM/ask rules.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-29 19:18:12 +08:00
parent 55109e82d3
commit 0ee1d8be5d
16 changed files with 427 additions and 46 deletions
+3
View File
@@ -72,6 +72,9 @@ class Settings(BaseSettings):
min_option_leverage: float = 100.0 # 现价/卖一权利金 下限
atm_open_offset_enabled: bool = False # 开仓 ATM 偏差限制开关(默认关)
max_atm_open_offset: float = 3.0 # 开启后:|ATM行权价−标的| 上限(点)
# 固定方向:关=现有 ATM/比价规则;开=指定永续多/空,期权 Put/Call 且须实值或平值
fixed_direction_enabled: bool = False
fixed_perp_side: str = "long" # long|shortlong→买Putshort→买Call
close_bid_mark_max_pct: float = 30.0 # 平仓:买一相对标记最大偏差%
perp_qty_eth: float = 1.0
option_qty_eth: float = 2.0