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>
This commit is contained in:
dekun
2026-07-25 09:05:04 +08:00
parent 8c14759e78
commit 9fd2a842af
11 changed files with 136 additions and 28 deletions
+1
View File
@@ -155,6 +155,7 @@ class Database:
"leverage": str(s.leverage),
"min_option_hours": str(s.min_option_hours),
"min_option_leverage": str(s.min_option_leverage),
"close_bid_mark_max_pct": str(s.close_bid_mark_max_pct),
"perp_qty_eth": str(s.perp_qty_eth),
"option_qty_eth": str(s.option_qty_eth),
}