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
@@ -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 };