Add one-expiry-per-day open rhythm gate (default on).

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-01 16:39:32 +08:00
parent 22c42a19a0
commit f1da2778ef
11 changed files with 166 additions and 2 deletions
@@ -67,6 +67,8 @@ class Settings(BaseSettings):
    rest_seconds: int = 300
    live_order_interval_sec: float = 1.0  # LIVE 私有下单/查单最小间隔（秒）
    skip_weekends: bool = True  # 上海时区周六日禁止新开仓（已有仓仍可平）
+    # 同到期日一天只开一次：当日已开过某 expiry_ymd 后，平仓也不可再开同到期，只能开更远到期
+    one_expiry_per_day: bool = True
    leverage: float = 3.0  # 永续杠杆
    # 永续保证金模式：cross=全仓（默认）| isolated=逐仓；期权仍固定 cash（OKX 逐仓/现金）
    perp_margin_mode: str = "cross"