Add option close liquidity gate with 30% bid/mark cap.

Block new opens while flat legs wait; emergency close bypasses the check. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 09:05:04 +08:00
parent 8c14759e78
commit 9fd2a842af
11 changed files with 136 additions and 28 deletions
@@ -36,6 +36,7 @@ LEVERAGE=3
 MIN_OPTION_HOURS=12
 MIN_OPTION_LEVERAGE=100
 EXIT_MOVE_PCT=2
+CLOSE_BID_MARK_MAX_PCT=30
 REST_SECONDS=300
 PERP_QTY_ETH=1
 OPTION_QTY_ETH=2