Close residual options when premium recovers above configurable threshold.
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -82,6 +82,9 @@ class Settings(BaseSettings):
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fixed_direction_enabled: bool = False
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fixed_perp_side: str = "long" # long|short;long→买Put,short→买Call
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close_bid_mark_max_pct: float = 30.0 # 平仓:买一相对标记最大偏差%
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# 残留期权中途平:当前买一权利金 ≥ 初始权利金 × 该% 才尝试卖出
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residual_min_premium_pct: float = 20.0
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residual_close_check_sec: int = 300 # 残留巡检间隔(秒)
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perp_qty_eth: float = 1.0
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option_qty_eth: float = 2.0
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db_path: str = "" # empty -> backend/data/hedge.db
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