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:
@@ -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"),
|
||||
):
|
||||
|
||||
Reference in New Issue
Block a user