Prefer open direction from ATM vs spot (below=Call/short, above=Put/long).

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

backend/app/strategy/session.py

@@ -187,7 +187,12 @@ class StrategySession:
             put_bids, put_asks, _ = self.ex.fetch_book(pair.put_inst_id, depth=5)
             call_ask = call_asks[0].px if call_asks else None
             put_ask = put_asks[0].px if put_asks else None
-            sig = decide(call_ask, put_ask)
+            sig = decide(
+                call_ask,
+                put_ask,
+                strike=pair.strike,
+                mark_px=underlying,
+            )
             if sig is None:
                 continue
             opt_ask = sig.call_ask if sig.option_side == "call" else sig.put_ask

backend/app/strategy/signal.py

@@ -5,30 +5,64 @@ from dataclasses import dataclass
 
 @dataclass(slots=True)
 class Signal:
-    bias: str  # call_ask_gt_put | put_ask_gt_call
+    bias: str  # strike_below_spot | strike_above_spot | 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:
+def decide(
+    call_ask: float | None,
+    put_ask: float | None,
+    *,
+    strike: float | None = None,
+    mark_px: float | None = None,
+) -> Signal | None:
+    """
+    开仓方向：
+    - 行权价 < 标的 → 买 Call + 永续空（ATM 偏下）
+    - 行权价 > 标的 → 买 Put + 永续多（ATM 偏上）
+    - 行权价 ≈ 标的 → 回退 Call/Put 卖一比价
+    """
     if call_ask is None or put_ask is None:
         return None
-    if call_ask > put_ask:
+    ca = float(call_ask)
+    pa = float(put_ask)
+
+    if strike is not None and mark_px is not None and float(mark_px) > 0:
+        diff = float(strike) - float(mark_px)
+        if diff < -1e-9:
+            return Signal(
+                bias="strike_below_spot",
+                option_side="call",
+                perp_side="short",
+                call_ask=ca,
+                put_ask=pa,
+            )
+        if diff > 1e-9:
+            return Signal(
+                bias="strike_above_spot",
+                option_side="put",
+                perp_side="long",
+                call_ask=ca,
+                put_ask=pa,
+            )
+
+    if ca > pa:
         return Signal(
             bias="call_ask_gt_put",
             option_side="call",
             perp_side="short",
-            call_ask=float(call_ask),
-            put_ask=float(put_ask),
+            call_ask=ca,
+            put_ask=pa,
         )
-    if put_ask > call_ask:
+    if pa > ca:
         return Signal(
             bias="put_ask_gt_call",
             option_side="put",
             perp_side="long",
-            call_ask=float(call_ask),
-            put_ask=float(put_ask),
+            call_ask=ca,
+            put_ask=pa,
         )
     return None