dekun/eth_hedge_sim
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12 Commits

Author SHA1 Message Date
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 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 0ee1d8be5d Add fixed-direction switch for perp/option open side. 
When enabled, lock perp long→buy Put or short→buy Call with ITM/ATM only; off keeps ATM/ask rules.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 19:18:12 +08:00
dekun 38ffbf728b Pin market watch to held option strike while a position is open. 
Stop falling back to ATM quotes for unrealized/close PnL after ATM drifts or restart.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-26 18:37:20 +08:00
dekun 21ca5cbfe0 Survive Binance eapi 418/429 with cooldown, soft start, and no ticker raise. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:49:14 +08:00
dekun 867deba1bb Throttle Binance eapi REST to avoid 429 on Plan snapshot polls. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:44:41 +08:00
dekun 79c074ec6c Prefer open direction from ATM vs spot (below=Call/short, above=Put/long). 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:39:23 +08:00
dekun 89ea3336c8 Fix Binance options WS endpoint and connected flag. 
Use fstream /public/stream with lowercase bookTicker streams; keep market connected if futures WS is up.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:18:01 +08:00
dekun 586469482e Fix Binance boot using OKX symbols after restart. 
Startup ignored DB exchange choice and kept OKX ATM ids under a Binance health label, so option bid/ask stayed empty.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:13:19 +08:00
dekun d701d30c04 Fix Binance option top-of-book via depth limit and ticker fallback. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:08:33 +08:00
dekun 78fd046fb6 Add Binance SIM market adapter and exchange switch in settings. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:02:36 +08:00
dekun e19bb452f9 Split exchange and strategy modules for future Binance support. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 08:43:09 +08:00