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

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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>
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dekun
2026-08-07 16:01:16 +08:00
parent 15fe2f72dc
commit ec244c63c6
22 changed files with 2640 additions and 83 deletions
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backend/app/models/db.py
+13
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@@ -169,7 +169,20 @@ class Database:
("groups", "settle_index_px", "REAL"),
("groups", "perp_margin_mode", "TEXT"),
("groups", "exit_target_usdt", "REAL"),
("groups", "hedge_mode", "TEXT"),
("groups", "option2_inst_id", "TEXT"),
("groups", "option2_side", "TEXT"),
("groups", "strike2", "REAL"),
("groups", "initial_premium2", "REAL"),
("positions", "exit_target_usdt", "REAL"),
("positions", "hedge_mode", "TEXT"),
("positions", "option2_inst_id", "TEXT"),
("positions", "option2_side", "TEXT"),
("positions", "option2_qty_eth", "REAL"),
("positions", "option2_qty_contracts", "REAL"),
("positions", "option2_entry_px", "REAL"),
("positions", "strike2", "REAL"),
("positions", "initial_premium2", "REAL"),
("fills", "exec_mode", "TEXT"),
("fills", "fee_ccy", "TEXT"),
):