Sell residual options at latest bid via IOC limit, not market.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-02 14:25:03 +08:00
parent 62c91d4bd0
commit 640ecc9530
7 changed files with 89 additions and 13 deletions
@@ -1037,7 +1037,7 @@ class Matcher:
            notional=of.notional,
            slip=of.slip,
            now_ms=now_ms,
-            note="residual mid-close by premium recovery",
+            note=f"residual mid-close at bid px={close_bid}",
        )

    def try_close_pending_residuals(self) -> list[dict[str, Any]]: