Add option-option hedge mode with SIM/LIVE parity.

Mutual hedge_mode, amplitude OTM selection, 1:1 risk sizing, win-leg/full close, dual audits and docs.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/api/settings.py

@@ -64,6 +64,13 @@ KEYS = (
     "martingale_enabled",
     "martingale_start_after_loss_days",
     "martingale_max_doubles",
+    "hedge_mode",
+    "oo_amplitude_pct",
+    "oo_amplitude_hours",
+    "oo_min_option_hours",
+    "oo_min_leverage",
+    "oo_reward_ratio",
+    "oo_budget_cushion",
 )
 
 
@@ -110,6 +117,15 @@ class StrategySettingsBody(BaseModel):
     martingale_enabled: bool | None = None
     martingale_start_after_loss_days: int | None = Field(default=None, ge=1, le=30)
     martingale_max_doubles: int | None = Field(default=None, ge=1, le=10)
+    hedge_mode: str | None = Field(
+        default=None, pattern="^(perp_option|option_option)$"
+    )
+    oo_amplitude_pct: float | None = Field(default=None, ge=0.1, le=50)
+    oo_amplitude_hours: float | None = Field(default=None, ge=1, le=168)
+    oo_min_option_hours: float | None = Field(default=None, ge=1, le=720)
+    oo_min_leverage: float | None = Field(default=None, ge=1, le=10000)
+    oo_reward_ratio: float | None = Field(default=None, ge=0.5, le=20)
+    oo_budget_cushion: float | None = Field(default=None, ge=0.5, le=1.0)
 
 
 def _as_bool(raw: str | None, default: bool) -> bool:
@@ -327,6 +343,42 @@ def _read_settings() -> dict:
                 or s.martingale_max_doubles
             )
         ),
+        "hedge_mode": (
+            hm
+            if (
+                hm := str(
+                    db.get_setting("hedge_mode", s.hedge_mode) or s.hedge_mode
+                )
+                .strip()
+                .lower()
+            )
+            in ("perp_option", "option_option")
+            else "perp_option"
+        ),
+        "oo_amplitude_pct": float(
+            db.get_setting("oo_amplitude_pct", str(s.oo_amplitude_pct))
+            or s.oo_amplitude_pct
+        ),
+        "oo_amplitude_hours": float(
+            db.get_setting("oo_amplitude_hours", str(s.oo_amplitude_hours))
+            or s.oo_amplitude_hours
+        ),
+        "oo_min_option_hours": float(
+            db.get_setting("oo_min_option_hours", str(s.oo_min_option_hours))
+            or s.oo_min_option_hours
+        ),
+        "oo_min_leverage": float(
+            db.get_setting("oo_min_leverage", str(s.oo_min_leverage))
+            or s.oo_min_leverage
+        ),
+        "oo_reward_ratio": float(
+            db.get_setting("oo_reward_ratio", str(s.oo_reward_ratio))
+            or s.oo_reward_ratio
+        ),
+        "oo_budget_cushion": float(
+            db.get_setting("oo_budget_cushion", str(s.oo_budget_cushion))
+            or s.oo_budget_cushion
+        ),
         "risk_sizing_preview": _risk_preview_safe(),
         "exchange": rt.exchange,
         "perp_inst_id": rt.perp_inst_id,
@@ -410,6 +462,13 @@ async def put_strategy_settings(
             "martingale_enabled",
             "martingale_start_after_loss_days",
             "martingale_max_doubles",
+            "hedge_mode",
+            "oo_amplitude_pct",
+            "oo_amplitude_hours",
+            "oo_min_option_hours",
+            "oo_min_leverage",
+            "oo_reward_ratio",
+            "oo_budget_cushion",
         )
         hit = [k for k in locked_keys if k in data]
         if hit:
@@ -419,6 +478,23 @@ async def put_strategy_settings(
             )
 
     # 以损定仓 ↔ 手动仓位互斥；开启以损定仓时强制 fixed_usdt，并忽略手填名义/出场
+    hedge_mode = str(
+        data.get(
+            "hedge_mode",
+            db.get_setting("hedge_mode", s.hedge_mode) or s.hedge_mode,
+        )
+    ).strip().lower()
+    if hedge_mode not in ("perp_option", "option_option"):
+        hedge_mode = "perp_option"
+    data["hedge_mode"] = hedge_mode
+    if hedge_mode == "option_option":
+        # 期期：强制以损定仓 + 亏损幅度%
+        data["sizing_mode"] = "risk_based"
+        data["risk_loss_mode"] = "percent"
+        data["exit_mode"] = "fixed_usdt"
+        data.pop("perp_qty_eth", None)
+        data["fixed_direction_enabled"] = False
+
     sizing_mode = str(
         data.get(
             "sizing_mode",