dekun/eth_hedge_sim
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3520fc0214f7b9efbc5bd77f5b3cccab4cc1b8ae
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82 Commits

Author SHA1 Message Date
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 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 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 7d21bc26c7 Realign market pair when hedge mode switches. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:31:26 +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 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 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 62c91d4bd0 Close residual options when premium recovers above configurable threshold. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 14:19:21 +08:00
dekun 60b3743e8d Add initial funds to fleet stats and color total PnL. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 12:51:47 +08:00
dekun cd46d7748c Move fleet stats to nav page; backfill funds and loss metrics from curve/status. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 12:43:17 +08:00
dekun 0c12d76212 Show margin and premium in control positions; align exchange price digits. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 12:32:25 +08:00
dekun 8745d8e6d1 Add fleet stats table with funds, fees, loss streak, and totals. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 12:25:30 +08:00
dekun ead3545df8 Show WeCom machine name after brand title on shell and login. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 11:43:02 +08:00
dekun 079dc83132 Show strategy stats in control monitor detail modal. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 09:49:27 +08:00
dekun 0e3b9e53ac Enrich WeCom open/close notifies with Chinese qty, margin, and PnL. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 08:58:49 +08:00
dekun 9c515644a3 Add risk leverage basis option: actual ask vs selection leverage. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-01 17:01:18 +08:00
dekun f1da2778ef Add one-expiry-per-day open rhythm gate (default on). 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-01 16:39:32 +08:00
dekun dffcc4eeb9 Show option bid as price/size and option leverage on plan and trades. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-31 16:01:34 +08:00
dekun dffcd77837 Add trade move points; label option UPL price as bid not mark. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-31 15:44:52 +08:00
dekun 8ceb521049 Add WeCom machine name for multi-node push labels. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 17:28:32 +08:00
dekun c05478015d Read risk_loss_pct exit base and option lev from strategy settings. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 15:03:26 +08:00
dekun 67f22626e9 Show risk params box on control cards and modal. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 14:58:30 +08:00
dekun a317822f7a Improve control monitor cards: green when running, detail modal with positions. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 11:07:54 +08:00
dekun 08fe06d074 Fix control unauthorized: map strategy 401 to 502 and keep fleet headers on redirect. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 10:57:06 +08:00
dekun da5eb4c18c Add Fleet control plane and split manage.sh deploy menu. 
Strategy nodes gain fleet token APIs; control/ app for local ops; manage.sh offers strategy vs control one-click deploy.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 10:46:40 +08:00
dekun 200702d066 Harden strategy SoT: fail-closed funds gate, shared open pipeline, LIVE switch guards. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 01:06:32 +08:00
dekun a9939bbbdd Route manual USDT/USDC convert through trading account (not funding). 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 00:23:16 +08:00
dekun 0837982714 Add OKX trading-account USDC auto-swap and lock exit target while in position. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 00:16:47 +08:00
dekun a47a9b6377 Polish risk sizing: 2dp money preview, editable ratio/exit, plan badge. 
Exit unit and perp/option units scale with k; plan page shows 以损定仓.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 23:48:34 +08:00
dekun 3a4c8d639c Add risk-based position sizing (以损定仓) with per-open k resize. 
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
dekun ec87cf2104 Fix LIVE open/close double-book and security audit findings. 
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
dekun c6e8f6fe1e Support LIVE exchange funds and perp margin mode. 
Hide sim equity when LIVE is selected; OKX funds bar uses exchange balances; add cross/isolated for perp only (options stay cash).

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 19:57:09 +08:00