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>

frontend/src/api/client.ts

@@ -165,6 +165,7 @@ export type StrategySettings = {
   leverage: number;
   min_option_hours: number;
   min_option_leverage: number;
+  close_bid_mark_max_pct: number;
   perp_qty_eth: number;
   option_qty_eth: number;
   ledger: { equity: number; available: number };

frontend/src/pages/Settings.tsx

@@ -26,6 +26,7 @@ export default function SettingsPage() {
   const [leverage, setLeverage] = useState(3);
   const [minHours, setMinHours] = useState(12);
   const [minOptLev, setMinOptLev] = useState(100);
+  const [closeDevPct, setCloseDevPct] = useState(30);
   const [perpQty, setPerpQty] = useState(1);
   const [optQty, setOptQty] = useState(2);
   const [stratOk, setStratOk] = useState("");
@@ -39,6 +40,7 @@ export default function SettingsPage() {
         setLeverage(s.leverage ?? 3);
         setMinHours(s.min_option_hours ?? 12);
         setMinOptLev(s.min_option_leverage ?? 100);
+        setCloseDevPct(s.close_bid_mark_max_pct ?? 30);
         setPerpQty(s.perp_qty_eth ?? 1);
         setOptQty(s.option_qty_eth ?? 2);
       })
@@ -90,6 +92,7 @@ export default function SettingsPage() {
           leverage,
           min_option_hours: minHours,
           min_option_leverage: minOptLev,
+          close_bid_mark_max_pct: closeDevPct,
           perp_qty_eth: perpQty,
           option_qty_eth: optQty,
         }),
@@ -179,6 +182,18 @@ export default function SettingsPage() {
                 onChange={(e) => setExitPct(Number(e.target.value))}
               />
             </div>
+            <div className="field">
+              <label htmlFor="closeDev">平仓买一/标记最大偏差（%）</label>
+              <input
+                id="closeDev"
+                className="mono"
+                type="number"
+                step="1"
+                min="1"
+                value={closeDevPct}
+                onChange={(e) => setCloseDevPct(Number(e.target.value))}
+              />
+            </div>
             <div className="field">
               <label htmlFor="perp">永续 ETH 数量</label>
               <input