dekun/eth_hedge_sim
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143 Commits

Author SHA1 Message Date
dekun fc74b8e913 Align funds bar and win-rate with OO expiry intrinsic repair; wire Binance balances. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-11 17:18:16 +08:00
dekun 3520fc0214 Fix OO expiry Put PnL: overlay wrong near-zero settlement fills with intrinsic. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-11 17:02:44 +08:00
dekun 77d2effb6d Backfill OO expiry settle display via public ETHUSDT and intrinsic overlay. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-11 16:58:02 +08:00
dekun 3264dd4381 Fix OO expiry settle index: persist spot and never invent strike from OTM fill. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-11 16:44:56 +08:00
dekun 4a5d19e30f Fix OO trade records: include Put PnL and show dual-leg detail clearly. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-11 09:34:35 +08:00
dekun 3491681c28 Mirror option expiry settlements from exchange bills; debit OO LIVE open premiums. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 16:02:16 +08:00
dekun 8d67f3fc6c Fix LIVE SoT P0/P1: closing state machine, OO exchange fills, BN balances. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 15:54:45 +08:00
dekun 99e58910d3 Treat exchange as LIVE SoT: expiry closes perp only, no invented option settles. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 15:44:15 +08:00
dekun 626c9c1323 Fix semi strike-target test not tripping net lock early. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 15:00:02 +08:00
dekun 4f56eff40c Anchor semi exit to strike +/- move points; side-by-side semi cards. 
Forward target is K+/-N not spot+/-N; UI shows option target and perp net lock.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:59:48 +08:00
dekun 6f983ed2ab Try all OTM strikes in offset when nearest fails leverage. 
Closest Call@1920 at 152x no longer blocks 1930/1940 that already clear 200x.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:52:26 +08:00
dekun 5ea54db43b Let semi-auto reopen nearest expiry; ignore one-expiry-per-day. 
Far quarterly skips were masking usable near OTM quotes like 260810.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:48:07 +08:00
dekun f1e3d5527a Fix semi open stalls: one-leg asks, OTM realign, clearer pick errors. 
Monitor no longer shows ATM Put bias while semi-auto is authorized for Call.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:43:00 +08:00
dekun b09d1b0886 Show semi risk-based open size from ask and unit ratio. 
Semi sizing uses market ask with semi units; Plan panel previews option/perp qty under the form.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:27:19 +08:00
dekun 7db8b724ac Drive semi quote ladder by min remaining hours input. 
Picks nearest expiry with hours >= threshold and refreshes the list as the field changes.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:20:28 +08:00
dekun 58c12aa160 Fix semi moneyness reset and show Call/Put ladder by view. 
Use dirty ref so refresh cannot overwrite unsaved params; ladder fetches books for the selected side.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:13:37 +08:00
dekun d98bf46549 Restructure Plan UI for semi-auto tabs and T-quote ladder. 
Hide amplitude card when filter off; compact semi form with rules; monitor tab keeps positions and market.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:01:12 +08:00
dekun 457838ef64 Extend semi-auto with ITM/ATM/OTM, offset, and 1:4 sizing. 
Moneyness and perp:option units are plan-only; OTM enforces leverage >=180.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 11:42:57 +08:00
dekun 4585dba3c3 Add 永期半自动: human arm, machine open/close, then stop. 
Settings toggle, Plan panel, Fleet monitor, exit locks and armed TOCTOU gates; docs and dual audits.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 11:20:11 +08:00
dekun bf3441537e Fix target-exit mismatch: correct close reason and executable PnL gate. 
Locked premium exits no longer label as fixed_usdt; mark/book optimism no longer triggers close into a realized loss.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 22:05:34 +08:00
dekun a88d708ea3 Add amplitude filter as first open gate for 永期 hedge. 
Reuse OO amplitude settings (default off); Plan shows index/HL when filtering.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 21:41:51 +08:00
dekun b377956367 Fix false USDC-short error while waiting for a qualified option. 
Use risk-sizing preview ask/qty (same as auto-convert) instead of monitor book ask.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 19:28:58 +08:00
dekun 06f612aa52 Allow risk-based 永期 exits via premium multiple as well as base×k. 
Settings UI picks 基数 or 权利金×n; sizing preview and control monitor follow.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 18:13:11 +08:00
dekun ab612df818 Move settings hints into rules; add OO amplitude filter toggle default off. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:58:50 +08:00
dekun 0daac05ef5 Reject OO strikes more than 1% from amplitude high/low. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:50:12 +08:00
dekun 6d63c52ae0 Show OO amplitude, Call/Put size, and min leverage in control. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:43:42 +08:00
dekun bd7640e36a Show both Call and Put legs for OO positions in control. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:40:45 +08:00
dekun 9f7b1b24e6 Show 永期/期期 in control monitor mode column. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:32:49 +08:00
dekun 43a2a9634d Keep OO amplitude refreshed while holding a position. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:30:51 +08:00
dekun 0ac03cc726 Align OO Call/Put position cards with per-leg mark, size, leverage. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:25:03 +08:00
dekun e7115e396a Fix SyntaxError in open_capacity that crashed the API. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:14:07 +08:00
dekun 24a860ad3f Split OO budget per leg and size Call/Put independently. 
Each half of the risk budget buys its own qty from ask; equal qty no longer forced.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:08:05 +08:00
dekun 24943adf13 Fix option-option exit preview to use budget times reward ratio. 
Plan no longer shows perp exit_unit*k as the OO target.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:41:51 +08:00
dekun eaf94448a2 Treat option-option amplitude as a maximum cap. 
Reject opens when range exceeds the setting; update UI and docs labels.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:35:39 +08:00
dekun 7d21bc26c7 Realign market pair when hedge mode switches. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:31:26 +08:00
dekun 0659611d82 Show OTM option quotes in option-option mode. 
Align session to amplitude Call/Put pair and replace perp/ATM market panels.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:30:29 +08:00
dekun 8d3c181246 Hide perp signal direction in option-option mode. 
Plan panel shows Call+Put structure and OO selection/exit labels instead.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:18:40 +08:00
dekun 42e56d940c Add delete for closed trade records. 
Only closed groups can be removed from local history; equity is unchanged.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:06:36 +08:00
dekun ec244c63c6 Add option-option hedge mode with SIM/LIVE parity. 
Mutual hedge_mode, amplitude OTM selection, 1:1 risk sizing, win-leg/full close, dual audits and docs.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:01:16 +08:00
dekun 04e5c11027 Count expiry settlements as martingale losses. 
Even small-profit expiry closes count toward consecutive loss days; only non-expiry profitable days break the streak.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 15:08:44 +08:00
dekun 930e6c26c5 Clear trade history when resetting sim equity. 
Deleting groups/fills/residuals and resetting strategy counters keeps funds reset a clean slate.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 14:49:51 +08:00
dekun 0f552eb50e Add martingale mode for risk-based percent sizing. 
Enable in settings (default off): after N consecutive loss days, double the effective risk_loss_pct up to a configurable max; blocked when base pct > 3%.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 09:55:29 +08:00
dekun b09bcd8414 Show min option hours in control risk/open column. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-03 07:56:32 +08:00
dekun 1252f45aac Add strategy residual table with manual close at panel bottom. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-03 07:47:22 +08:00
dekun 09abb8d35b Show residual bid as price/size and recovery percent from bid premium. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-03 07:43:27 +08:00
dekun a10ecf7409 Gate one-open-per-expiry by historical expiry_ymd across days. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-03 07:35:44 +08:00
dekun 5c334a4d89 Use all-time closed groups for funds bar trade stats. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 17:07:47 +08:00
dekun d97f7d20e5 Fix funds bar day stats: align trades, win rate, and PL ratio. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 17:05:11 +08:00
dekun a7aee8f425 Add control residual options table with liquidity-only manual close. 
Fleet status exposes enriched residuals; manual close skips the premium recovery gate while auto mid-close remains unchanged.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 15:13:29 +08:00
dekun 469e7a258a Harden residual mid-close: IOC partial fills, exchange reconcile, atomic book. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 14:41:00 +08:00