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/sim/liquidity.py

@@ -1,4 +1,4 @@
-"""期权买一流动性：张数 × ctMult 是否覆盖名义 ETH。"""
+"""期权买一流动性：深度覆盖 + 买一相对标记偏差。"""
 
 from __future__ import annotations
 
@@ -17,3 +17,32 @@ def bid_covers_eth(*, bid_sz_contracts: float | None, ct_mult: float, need_eth:
     if bid_sz_contracts is None or bid_sz_contracts <= 0:
         return False
     return eth_from_contracts(bid_sz_contracts, ct_mult) + 1e-12 >= float(need_eth)
+
+
+def bid_mark_deviation_pct(bid: float | None, mark: float | None) -> float | None:
+    """|bid-mark|/mark * 100；无法计算返回 None。"""
+    if bid is None or mark is None or mark <= 0 or bid < 0:
+        return None
+    return abs(float(bid) - float(mark)) / float(mark) * 100.0
+
+
+def bid_mark_ok(
+    *,
+    bid: float | None,
+    mark: float | None,
+    max_dev_pct: float,
+) -> tuple[bool, str]:
+    """
+    买一相对标记偏差是否可接受。
+    max_dev_pct: 百分数，如 30 表示 30%。
+    """
+    if bid is None:
+        return False, "期权买一不可用"
+    if mark is None or mark <= 0:
+        return False, "期权标记价不可用，等待"
+    dev = bid_mark_deviation_pct(bid, mark)
+    if dev is None:
+        return False, "无法计算买一/标记偏差"
+    if dev > float(max_dev_pct) + 1e-9:
+        return False, f"买一相对标记偏差 {dev:.1f}% > {max_dev_pct:.0f}%，等待"
+    return True, ""