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
@@ -48,6 +48,7 @@ class Settings(BaseSettings):
    leverage: float = 3.0  # 永续杠杆
    min_option_hours: float = 12.0  # 期权最小剩余小时
    min_option_leverage: float = 100.0  # 现价/卖一权利金 下限
+    close_bid_mark_max_pct: float = 30.0  # 平仓：买一相对标记最大偏差%
    perp_qty_eth: float = 1.0
    option_qty_eth: float = 2.0
    option_ct_mult_default: float = 0.01