a10ecf7409
Gate one-open-per-expiry by historical expiry_ymd across days.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-03 07:35:44 +08:00
0e3b9e53ac
Enrich WeCom open/close notifies with Chinese qty, margin, and PnL.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 08:58:49 +08:00
f1da2778ef
Add one-expiry-per-day open rhythm gate (default on).
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-01 16:39:32 +08:00
200702d066
Harden strategy SoT: fail-closed funds gate, shared open pipeline, LIVE switch guards.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-30 01:06:32 +08:00
0837982714
Add OKX trading-account USDC auto-swap and lock exit target while in position.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-30 00:16:47 +08:00
3a4c8d639c
Add risk-based position sizing (以损定仓) with per-open k resize.
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Manual vs risk modes are exclusive; each open floors k to 1 decimal so estimated premium+fees stay within the loss budget.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-29 23:32:42 +08:00
ec87cf2104
Fix LIVE open/close double-book and security audit findings.
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Prevent expiry dual-close from re-booking option cash, abandon ledger rejection, margin-mode mismatch, and manual close races; harden fill wait and refuse default AUTH_SECRET on LIVE.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-29 20:11:29 +08:00
56a4007130
Add WeCom markdown alerts and keep target exits while strategy is paused.
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Notify open/close/start/pause/fault with SIM vs LIVE venue labels; configure webhook in Settings.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 23:19:39 +08:00
9d3b36826c
Include LIVE close-fee estimate in target PnL; rest after manual and emergency close.
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Align docs so LIVE exit matches SIM fee buffer; manual full close now enters rest_seconds like auto/emergency.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 22:58:10 +08:00
16efa44ffb
Hide manual trade by default, block open while running, auto-refresh auth token.
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Also fix flat-side reconcile to check both long and short residuals; document in 更新说明.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 22:43:38 +08:00
e666230d0b
Add SIM/LIVE switch with API keys saved to .env and OKX live executor.
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Enable settings UI for mode/keys, gate strategy start when LIVE is not ready, and stop PM2 from forcing MODE=SIM.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 21:08:39 +08:00
fff285c1f9
Add ATM open-offset toggle default off.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:42:20 +08:00
ee0ec57f89
Gate opens when ATM-spot offset exceeds configurable max (default 3).
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:32:36 +08:00
b50c134f5b
Add weekend open skip, expiry force-close, and Chinese trade labels.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 10:28:33 +08:00
9fd2a842af
Add option close liquidity gate with 30% bid/mark cap.
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Block new opens while flat legs wait; emergency close bypasses the check.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 09:05:04 +08:00
e19bb452f9
Split exchange and strategy modules for future Binance support.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 08:43:09 +08:00
3957a83761
Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 08:38:03 +08:00
7db4c9c8a3
Realign ATM to current mark before open; skip while in position.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 07:52:37 +08:00
51b8bb8f8a
Implement P1 local matcher/ledger and P2 strategy engine.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-24 17:03:46 +08:00
dekun