Implement dual target-close paths and residual option expiry.

Document and enforce: A full dual-leg close, B perp-only when deep OTM with residual archive that does not block next open, and expiry settlement when target is missed.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/models/db.py

@@ -97,6 +97,28 @@ CREATE TABLE IF NOT EXISTS strategy_state (
   last_error TEXT,
   updated_at_ms INTEGER NOT NULL
 );
+
+CREATE TABLE IF NOT EXISTS residual_options (
+  id INTEGER PRIMARY KEY AUTOINCREMENT,
+  group_id TEXT NOT NULL UNIQUE,
+  option_inst_id TEXT NOT NULL,
+  option_side TEXT NOT NULL,
+  option_qty_eth REAL NOT NULL,
+  option_qty_contracts REAL,
+  option_entry_px REAL NOT NULL,
+  strike REAL,
+  expiry_ymd TEXT,
+  expiry_ms INTEGER,
+  entry_index_px REAL,
+  initial_premium REAL DEFAULT 0,
+  status TEXT NOT NULL DEFAULT 'pending',
+  created_at_ms INTEGER NOT NULL,
+  settled_at_ms INTEGER,
+  settle_px REAL,
+  settle_pnl REAL,
+  note TEXT,
+  FOREIGN KEY(group_id) REFERENCES groups(group_id)
+);
 """