Commit Graph

21 Commits

Author SHA1 Message Date
dekun 16efa44ffb Hide manual trade by default, block open while running, auto-refresh auth token.
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
dekun 0cf3756b09 Harden LIVE opens with slot claim and exchange reconcile.
Prevent duplicate opens by atomically claiming an opening slot, verifying exchange perp is flat before live orders, setting leverage from ledger, and preferring exchange position size when closing perps.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-26 22:39:27 +08:00
dekun f48ea5bbcc Audit fixes: LIVE symbols/fills/expiry/pending, security harden, add 更新说明.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-26 22:28:03 +08:00
dekun ca66c494e7 Use exchange fees, UPL, funding for LIVE PnL; USDC 1:1 to USDT.
Option open P&L stays local (option net); exit target ignores estimated close fees.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-26 21:49:20 +08:00
dekun dbc86a1ce6 Add Binance live trading, anti-stuck open/close recovery, and configurable rate limits.
OKX/Binance LIVE share half_open and option_closed_perp_pending repair paths; private REST throttles default to 1s and are tunable in settings.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-26 21:35:10 +08:00
dekun e666230d0b Add SIM/LIVE switch with API keys saved to .env and OKX live executor.
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
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 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 fff285c1f9 Add ATM open-offset toggle default off.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 12:42:20 +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 ee0ec57f89 Gate opens when ATM-spot offset exceeds configurable max (default 3).
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 12:32:36 +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 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 b50c134f5b Add weekend open skip, expiry force-close, and Chinese trade labels.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 10:28:33 +08:00
dekun cce26e87b5 Add dual exit modes: fixed USDT or premium multiple.
Net PnL (after estimated close fees) drives auto close; Plan/Settings expose the choice.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 09:17:50 +08:00
dekun 9fd2a842af Add option close liquidity gate with 30% bid/mark cap.
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
dekun 3957a83761 Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 08:38:03 +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
dekun e51f357b48 Initial eth_hedge_sim: P0 market, auth UI, one-click deploy.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-24 16:33:25 +08:00