dekun/eth_hedge_sim
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640ecc95301ec9ad6041ac75a2c55eaec41f0afa
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93 Commits

Author SHA1 Message Date
dekun 640ecc9530 Sell residual options at latest bid via IOC limit, not market. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 14:25:03 +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 9427d9c429 Skip used/residual expiries so ATM monitors the next day. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 10:31:07 +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 22c42a19a0 Count exit fees in live/SIM net PnL as entry fee x2. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-01 09:27:41 +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 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 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 4c537e7520 Reset auto USDC cooldown in unit tests for stable assertions. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 00:34:36 +08:00
dekun cc0f0ffd0d Run OKX auto USDC convert before option pick when trading USDC is short. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 00:28:11 +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 5eb169a636 Show live risk-sizing estimate on plan page instead of stale manual qty. 
When 以损定仓 is on, state() overlays next-open k/qty/exit from market preview.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 23:52:43 +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 101cb3c045 Fix ghost finalize on unknown perp size and open rollback hazards. 
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
dekun e2a19a1614 Recover stuck opening and harden LIVE open/close reconcile. 
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
dekun 44fd0371b9 Fix OKX abandon residual double-book and fill/residual ledger holes. 
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
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
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 55109e82d3 Hide SIM label in WeCom; count completed rounds from closed groups. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 18:15:09 +08:00
dekun 71b5fcae79 Show strategy rules in fold; larger nav; notify only when cannot open. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 18:12:26 +08:00
dekun a5945f0837 Notify funds short once; check trading only; drop duplicate plan title. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 18:07:59 +08:00
dekun 81e51236c0 Align funds to OKX funding/trading only; fold rules; match settings width. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 17:59:28 +08:00
dekun 80c561bdce Show open-capacity labels, enlarge funds, move rules; WeCom on short funds. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 17:53:43 +08:00
dekun f49365b4d4 Constrain funds bar width and fold strategy rules. 
Match page max-width on ultrawide and move the plan subtitle into a collapsible rules section under the funds strip.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 17:37:34 +08:00
dekun 5c3bd4b654 Add OKX-style funds bar with USDT/USDC convert and transfer. 
SIM uses multi-wallet balances; LIVE hits OKX asset/account APIs and spot USDC-USDT swap. Funds strip hides sim labeling.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 17:06:13 +08:00
dekun 1c75db4a19 Split fee stats by leg and hide LIVE slip. 
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
dekun 8518a207a7 Show expiry settlement as index vs strike intrinsic. 
Persist settle_index_px and surface formula in trade detail so expiry closes are not mistaken for book fills.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 16:15:22 +08:00
dekun 3df64aeb2d Show open time and hold duration on position cards. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 15:41:56 +08:00
dekun 70a294c948 Restore hold_timing open-position unit test. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-27 15:42:10 +08:00
dekun 3d7c453bd1 Fix trades API 500 by supporting sqlite Row in hold timing. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-27 15:41:27 +08:00
dekun 14c6ba51a8 Show trade open/close times and hold period by target exit. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-27 15:37:37 +08:00
dekun 56a4007130 Add WeCom markdown alerts and keep target exits while strategy is paused. 
Notify open/close/start/pause/fault with SIM vs LIVE venue labels; configure webhook in Settings.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-26 23:19:39 +08:00