Gate opens when ATM-spot offset exceeds configurable max (default 3).

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

backend/app/api/settings.py

@@ -31,6 +31,7 @@ KEYS = (
     "leverage",
     "min_option_hours",
     "min_option_leverage",
+    "max_atm_open_offset",
     "close_bid_mark_max_pct",
     "perp_qty_eth",
     "option_qty_eth",
@@ -49,6 +50,7 @@ class StrategySettingsBody(BaseModel):
     leverage: float | None = Field(default=None, ge=1, le=125)
     min_option_hours: float | None = Field(default=None, ge=1, le=720)
     min_option_leverage: float | None = Field(default=None, ge=1, le=10000)
+    max_atm_open_offset: float | None = Field(default=None, ge=0, le=100)
     close_bid_mark_max_pct: float | None = Field(default=None, ge=1, le=100)
     perp_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
     option_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
@@ -100,6 +102,10 @@ def _read_settings() -> dict:
             db.get_setting("min_option_leverage", str(s.min_option_leverage))
             or s.min_option_leverage
         ),
+        "max_atm_open_offset": float(
+            db.get_setting("max_atm_open_offset", str(s.max_atm_open_offset))
+            or s.max_atm_open_offset
+        ),
         "close_bid_mark_max_pct": float(
             db.get_setting("close_bid_mark_max_pct", str(s.close_bid_mark_max_pct))
             or s.close_bid_mark_max_pct

backend/app/api/sim.py

@@ -52,7 +52,7 @@ async def sim_open_group(
     if pick is None:
         raise HTTPException(
             status_code=409,
-            detail="无合格期权：请检查剩余时长(≥设置小时)与杠杆(现价/卖一)",
+            detail="无合格期权：请检查剩余时长、ATM距现价(≤开仓偏差上限)与杠杆(现价/卖一)",
         )
 
     force = (body.force_option_side if body else None) or None