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>
This commit is contained in:
dekun
2026-07-26 18:32:05 +08:00
parent 96e8e5cb70
commit 4994aaab16
14 changed files with 595 additions and 118 deletions
+8
View File
@@ -166,6 +166,14 @@ export type PlanState = {
initial_premium?: number;
premium_gap?: number;
};
residuals?: {
group_id: string;
option_inst_id: string;
option_side: string;
strike: number | null;
expiry_ymd: string | null;
status: string;
}[];
ledger: { equity: number; available: number; reserved: number };
};