Implement P1 local matcher/ledger and P2 strategy engine.

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

backend/app/strategy/signal.py

@@ -0,0 +1,34 @@
+from __future__ import annotations
+
+from dataclasses import dataclass
+
+
+@dataclass(slots=True)
+class Signal:
+    bias: str  # call_ask_gt_put | put_ask_gt_call
+    option_side: str  # call | put
+    perp_side: str  # long | short
+    call_ask: float
+    put_ask: float
+
+
+def decide(call_ask: float | None, put_ask: float | None) -> Signal | None:
+    if call_ask is None or put_ask is None:
+        return None
+    if call_ask > put_ask:
+        return Signal(
+            bias="call_ask_gt_put",
+            option_side="call",
+            perp_side="short",
+            call_ask=float(call_ask),
+            put_ask=float(put_ask),
+        )
+    if put_ask > call_ask:
+        return Signal(
+            bias="put_ask_gt_call",
+            option_side="put",
+            perp_side="long",
+            call_ask=float(call_ask),
+            put_ask=float(put_ask),
+        )
+    return None