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

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 12:32:36 +08:00
parent a4bcc3ab0d
commit ee0ec57f89
12 changed files with 93 additions and 13 deletions
@@ -61,6 +61,7 @@ class Settings(BaseSettings):
    leverage: float = 3.0  # 永续杠杆
    min_option_hours: float = 12.0  # 期权最小剩余小时
    min_option_leverage: float = 100.0  # 现价/卖一权利金 下限
+    max_atm_open_offset: float = 3.0  # 开仓：|ATM行权价−标的| 上限（点）
    close_bid_mark_max_pct: float = 30.0  # 平仓：买一相对标记最大偏差%
    perp_qty_eth: float = 1.0
    option_qty_eth: float = 2.0