dekun/eth_hedge_sim
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Split OO budget per leg and size Call/Put independently.

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Each half of the risk budget buys its own qty from ask; equal qty no longer forced.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-07 17:08:05 +08:00
parent 24943adf13
commit 24a860ad3f
11 changed files with 210 additions and 110 deletions
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backend/app/strategy/engine.py
+7 -1
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@@ -116,6 +116,7 @@ class StrategyEngine:
fixed_perp = "long"
perp_qty = self.ledger.get_setting_float("perp_qty_eth", s.perp_qty_eth)
opt_qty = self.ledger.get_setting_float("option_qty_eth", s.option_qty_eth)
oo_put_qty = self.ledger.get_setting_float("oo_put_qty_eth", opt_qty)
sizing_mode = (
sm
if (
@@ -161,8 +162,12 @@ class StrategyEngine:
if risk_preview.get("ok"):
if risk_preview.get("perp_qty_eth") is not None:
perp_qty = float(risk_preview["perp_qty_eth"])
if risk_preview.get("option_qty_eth") is not None:
if risk_preview.get("call_qty_eth") is not None:
opt_qty = float(risk_preview["call_qty_eth"])
elif risk_preview.get("option_qty_eth") is not None:
opt_qty = float(risk_preview["option_qty_eth"])
if risk_preview.get("put_qty_eth") is not None:
oo_put_qty = float(risk_preview["put_qty_eth"])
if risk_preview.get("net_profit_target") is not None:
net_target = float(risk_preview["net_profit_target"])
exit_amt = net_target
@@ -243,6 +248,7 @@ class StrategyEngine:
"perp_margin_mode": perp_mm,
"perp_qty_eth": perp_qty,
"option_qty_eth": opt_qty,
"oo_put_qty_eth": oo_put_qty,
"sizing_mode": sizing_mode,
"risk_based": sizing_mode == "risk_based",
"hedge_mode": (