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

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-25 12:32:36 +08:00
parent a4bcc3ab0d
commit ee0ec57f89
12 changed files with 93 additions and 13 deletions
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backend/app/api/settings.py
+6
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@@ -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