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/tests/test_p1_p2_rules.py

@@ -1,6 +1,7 @@
 from datetime import datetime
 from zoneinfo import ZoneInfo
 
+from app.sim.liquidity import bid_mark_ok
 from app.sim.pricing import option_fill, perp_fill
 from app.strategy.clock import can_open_new, window_key
 from app.strategy.exits import check_exits
@@ -61,3 +62,14 @@ def test_window_always_open() -> None:
     n2 = datetime(2026, 7, 24, 10, 0, tzinfo=_SH)
     assert can_open_new(n2) is True
     assert window_key(n2) == "20260724"
+
+
+def test_bid_mark_deviation_30pct() -> None:
+    # |7-10|/10 = 30% → 允许（≤30%）
+    ok, _ = bid_mark_ok(bid=7.0, mark=10.0, max_dev_pct=30)
+    assert ok is True
+    ok2, _ = bid_mark_ok(bid=6.9, mark=10.0, max_dev_pct=30)
+    assert ok2 is False
+    ok3, why = bid_mark_ok(bid=None, mark=10.0, max_dev_pct=30)
+    assert ok3 is False
+    assert "买一" in why