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

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

frontend/src/api/client.ts

@@ -131,6 +131,7 @@ export type PlanState = {
   leverage: number;
   min_option_hours: number;
   min_option_leverage: number;
+  max_atm_open_offset?: number;
   can_open: boolean;
   last_error: string | null;
   position: {
@@ -179,6 +180,7 @@ export type StrategySettings = {
   leverage: number;
   min_option_hours: number;
   min_option_leverage: number;
+  max_atm_open_offset: number;
   close_bid_mark_max_pct: number;
   perp_qty_eth: number;
   option_qty_eth: number;

frontend/src/pages/Plan.tsx

@@ -197,7 +197,8 @@ export default function PlanPage() {
                 <span>选约条件</span>
                 <span className="mono">
                   剩余≥{fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
-                  {fmt(plan?.min_option_leverage, 0)}x
+                  {fmt(plan?.min_option_leverage, 0)}x · ATM偏差≤
+                  {fmt(plan?.max_atm_open_offset ?? 3, 0)}
                 </span>
               </div>
               <div className="kv">
@@ -415,9 +416,11 @@ export default function PlanPage() {
                       ? (snap.perp.bid + snap.perp.ask) / 2
                       : null);
                   if (strike == null || px == null) return "—";
-                  const d = strike - px;
-                  const sign = d > 0 ? "+" : "";
-                  return `${sign}${d.toFixed(0)}（最近可用行权价）`;
+                  const abs = Math.abs(strike - px);
+                  const sign = strike - px > 0 ? "+" : "";
+                  const lim = plan?.max_atm_open_offset ?? 3;
+                  const ok = abs <= lim + 1e-9;
+                  return `${sign}${(strike - px).toFixed(0)} · 开仓${ok ? "可" : "不可"}(|Δ|≤${lim})`;
                 })()}
               </span>
             </div>

frontend/src/pages/Settings.tsx

@@ -31,6 +31,7 @@ export default function SettingsPage() {
   const [leverage, setLeverage] = useState(3);
   const [minHours, setMinHours] = useState(12);
   const [minOptLev, setMinOptLev] = useState(100);
+  const [maxAtmOff, setMaxAtmOff] = useState(3);
   const [closeDevPct, setCloseDevPct] = useState(30);
   const [perpQty, setPerpQty] = useState(1);
   const [optQty, setOptQty] = useState(2);
@@ -50,6 +51,7 @@ export default function SettingsPage() {
         setLeverage(s.leverage ?? 3);
         setMinHours(s.min_option_hours ?? 12);
         setMinOptLev(s.min_option_leverage ?? 100);
+        setMaxAtmOff(s.max_atm_open_offset ?? 3);
         setCloseDevPct(s.close_bid_mark_max_pct ?? 30);
         setPerpQty(s.perp_qty_eth ?? 1);
         setOptQty(s.option_qty_eth ?? 2);
@@ -107,6 +109,7 @@ export default function SettingsPage() {
           leverage,
           min_option_hours: minHours,
           min_option_leverage: minOptLev,
+          max_atm_open_offset: maxAtmOff,
           close_bid_mark_max_pct: closeDevPct,
           perp_qty_eth: perpQty,
           option_qty_eth: optQty,
@@ -257,6 +260,21 @@ export default function SettingsPage() {
                     onChange={(e) => setMinOptLev(Number(e.target.value))}
                   />
                 </div>
+                <div className="field">
+                  <label htmlFor="atmoff">开仓 ATM 最大偏差（点）</label>
+                  <input
+                    id="atmoff"
+                    className="mono"
+                    type="number"
+                    step="0.5"
+                    min="0"
+                    value={maxAtmOff}
+                    onChange={(e) => setMaxAtmOff(Number(e.target.value))}
+                  />
+                  <p className="settings-hint">
+                    |ATM 行权价 − 标的价| 超过该值则不开仓。默认 3；币安行权价步进较粗时可能长时间无开仓机会。
+                  </p>
+                </div>
               </div>
             </section>