Show expiry settlement as index vs strike intrinsic.

Persist settle_index_px and surface formula in trade detail so expiry closes are not mistaken for book fills.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-29 16:15:22 +08:00
parent 3df64aeb2d
commit 8518a207a7
6 changed files with 130 additions and 7 deletions
+3 -1
View File
@@ -42,7 +42,8 @@ CREATE TABLE IF NOT EXISTS groups (
slip_cost REAL DEFAULT 0,
note TEXT,
exec_mode TEXT,
funding_usdt REAL
funding_usdt REAL,
settle_index_px REAL
);
CREATE TABLE IF NOT EXISTS fills (
@@ -152,6 +153,7 @@ class Database:
for table, col, decl in (
("groups", "exec_mode", "TEXT"),
("groups", "funding_usdt", "REAL"),
("groups", "settle_index_px", "REAL"),
("fills", "exec_mode", "TEXT"),
("fills", "fee_ccy", "TEXT"),
):