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Close residual options when premium recovers above configurable threshold.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-02 14:19:21 +08:00
parent 60b3743e8d
commit 62c91d4bd0
12 changed files with 603 additions and 11 deletions
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backend/app/api/settings.py
+18
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@@ -46,6 +46,8 @@ KEYS = (
"fixed_direction_enabled",
"fixed_perp_side",
"close_bid_mark_max_pct",
"residual_min_premium_pct",
"residual_close_check_sec",
"perp_qty_eth",
"option_qty_eth",
"show_manual_trade_buttons",
@@ -82,6 +84,8 @@ class StrategySettingsBody(BaseModel):
fixed_direction_enabled: bool | None = None
fixed_perp_side: str | None = Field(default=None, pattern="^(long|short)$")
close_bid_mark_max_pct: float | None = Field(default=None, ge=1, le=100)
residual_min_premium_pct: float | None = Field(default=None, ge=1, le=100)
residual_close_check_sec: int | None = Field(default=None, ge=30, le=86400)
perp_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
option_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
show_manual_trade_buttons: bool | None = None
@@ -213,6 +217,20 @@ def _read_settings() -> dict:
db.get_setting("close_bid_mark_max_pct", str(s.close_bid_mark_max_pct))
or s.close_bid_mark_max_pct
),
"residual_min_premium_pct": float(
db.get_setting(
"residual_min_premium_pct", str(s.residual_min_premium_pct)
)
or s.residual_min_premium_pct
),
"residual_close_check_sec": int(
float(
db.get_setting(
"residual_close_check_sec", str(s.residual_close_check_sec)
)
or s.residual_close_check_sec
)
),
"perp_qty_eth": float(
db.get_setting("perp_qty_eth", str(s.perp_qty_eth)) or s.perp_qty_eth
),