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>

backend/app/api/settings.py

@@ -20,6 +20,7 @@ KEYS = (
     "leverage",
     "min_option_hours",
     "min_option_leverage",
+    "close_bid_mark_max_pct",
     "perp_qty_eth",
     "option_qty_eth",
 )
@@ -33,6 +34,7 @@ class StrategySettingsBody(BaseModel):
     leverage: float | None = Field(default=None, ge=1, le=125)
     min_option_hours: float | None = Field(default=None, ge=1, le=720)
     min_option_leverage: float | None = Field(default=None, ge=1, le=10000)
+    close_bid_mark_max_pct: float | None = Field(default=None, ge=1, le=100)
     perp_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
     option_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
 
@@ -60,6 +62,10 @@ def _read_settings() -> dict:
             db.get_setting("min_option_leverage", str(s.min_option_leverage))
             or s.min_option_leverage
         ),
+        "close_bid_mark_max_pct": float(
+            db.get_setting("close_bid_mark_max_pct", str(s.close_bid_mark_max_pct))
+            or s.close_bid_mark_max_pct
+        ),
         "perp_qty_eth": float(
             db.get_setting("perp_qty_eth", str(s.perp_qty_eth)) or s.perp_qty_eth
         ),