6 Commits

Author SHA1 Message Date
dekun 021b0d0a22 Align emergency option close to OKX: use bid only, never mark.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-30 17:15:38 +08:00
dekun 4994aaab16 Implement dual target-close paths and residual option expiry.
Document and enforce: A full dual-leg close, B perp-only when deep OTM with residual archive that does not block next open, and expiry settlement when target is missed.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-26 18:32:05 +08:00
dekun e3671d9798 Settle expiry options at intrinsic value like live exchange.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-26 16:08:44 +08:00
dekun a58d97938c Floor option close at intrinsic to fix expiry garbage quotes.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-26 16:07:20 +08:00
dekun 8ea05e7064 Fix PriceResult slots serialization that broke open-group response.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-24 17:09:38 +08:00
dekun 51b8bb8f8a Implement P1 local matcher/ledger and P2 strategy engine.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-24 17:03:46 +08:00