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

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 12:39:23 +08:00
parent ee0ec57f89
commit 79c074ec6c
6 changed files with 110 additions and 25 deletions
@@ -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