3264dd4381
Fix OO expiry settle index: persist spot and never invent strike from OTM fill.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-11 16:44:56 +08:00
3491681c28
Mirror option expiry settlements from exchange bills; debit OO LIVE open premiums.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-08 16:02:16 +08:00
8d67f3fc6c
Fix LIVE SoT P0/P1: closing state machine, OO exchange fills, BN balances.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-08 15:54:45 +08:00
99e58910d3
Treat exchange as LIVE SoT: expiry closes perp only, no invented option settles.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-08 15:44:15 +08:00
24a860ad3f
Split OO budget per leg and size Call/Put independently.
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Each half of the risk budget buys its own qty from ask; equal qty no longer forced.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-07 17:08:05 +08:00
ec244c63c6
Add option-option hedge mode with SIM/LIVE parity.
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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
a7aee8f425
Add control residual options table with liquidity-only manual close.
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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
469e7a258a
Harden residual mid-close: IOC partial fills, exchange reconcile, atomic book.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 14:41:00 +08:00
640ecc9530
Sell residual options at latest bid via IOC limit, not market.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 14:25:03 +08:00
62c91d4bd0
Close residual options when premium recovers above configurable threshold.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 14:19:21 +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
dffcd77837
Add trade move points; label option UPL price as bid not mark.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-31 15:44:52 +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
101cb3c045
Fix ghost finalize on unknown perp size and open rollback hazards.
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Distinguish exchange query None from flat zero; keep opening when size unknown; idempotent half_open cash; scan options while opening; continue manage after recover.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-29 20:47:29 +08:00
e2a19a1614
Recover stuck opening and harden LIVE open/close reconcile.
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Stamp open intent, recover opening from exchange option/perp state, skip resell/reopen when already flat, and persist Binance margin mode.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-29 20:32:45 +08:00
44fd0371b9
Fix OKX abandon residual double-book and fill/residual ledger holes.
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After dual-close leaves option pending, continue close_group instead of false residual; reject partial fills on wait timeout; LIVE residual settle allow_negative.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-29 20:20:36 +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
c6e8f6fe1e
Support LIVE exchange funds and perp margin mode.
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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
1c75db4a19
Split fee stats by leg and hide LIVE slip.
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SIM shows perp/option fees and slip separately; LIVE keeps real exchange fees only with slip forced to zero.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-29 16:37:18 +08:00
14c6ba51a8
Show trade open/close times and hold period by target exit.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-27 15:37:37 +08:00
0cf3756b09
Harden LIVE opens with slot claim and exchange reconcile.
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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
f48ea5bbcc
Audit fixes: LIVE symbols/fills/expiry/pending, security harden, add 更新说明.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 22:28:03 +08:00
ca66c494e7
Use exchange fees, UPL, funding for LIVE PnL; USDC 1:1 to USDT.
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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
dbc86a1ce6
Add Binance live trading, anti-stuck open/close recovery, and configurable rate limits.
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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
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
dekun