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
@@ -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>