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>
This commit is contained in:
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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frontend/src/api/client.ts
+14
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@@ -304,6 +304,12 @@ export type PlanState = {
move_pct?: number;
initial_premium?: number;
premium_gap?: number;
hedge_mode?: string;
option2_inst_id?: string;
option2_upl?: number;
option2_entry_px?: number;
option2_qty_eth?: number;
strike2?: number | null;
};
residuals?: {
group_id: string;
@@ -341,6 +347,7 @@ export type PlanState = {
martingale_loss_days?: number;
risk_effective_loss_pct?: number;
risk_loss_pct?: number;
hedge_mode?: "perp_option" | "option_option";
sizing_mode?: "manual" | "risk_based";
risk_based?: boolean;
ledger: { equity: number; available: number; reserved: number };
@@ -388,6 +395,13 @@ export type StrategySettings = {
martingale_enabled?: boolean;
martingale_start_after_loss_days?: number;
martingale_max_doubles?: number;
hedge_mode?: "perp_option" | "option_option";
oo_amplitude_pct?: number;
oo_amplitude_hours?: number;
oo_min_option_hours?: number;
oo_min_leverage?: number;
oo_reward_ratio?: number;
oo_budget_cushion?: number;
exchange?: string;
};