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
3a4c8d639c
Add risk-based position sizing (以损定仓) with per-open k resize.
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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
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
0ee1d8be5d
Add fixed-direction switch for perp/option open side.
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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
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
56a4007130
Add WeCom markdown alerts and keep target exits while strategy is paused.
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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
9d3b36826c
Include LIVE close-fee estimate in target PnL; rest after manual and emergency close.
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Align docs so LIVE exit matches SIM fee buffer; manual full close now enters rest_seconds like auto/emergency.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 22:58:10 +08:00
86d3c94f32
Rebrand to 比特骆驼自动化对冲系统; clear login autofill and sim subtitle.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 22:02:09 +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
c2113b1a57
Add live trading strategy doc with 1+2 ETH standard size and scale factor k.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 20:53:21 +08:00
5369b4b04f
Document plan-page watch rules: pin held strike, residual list, new ATM when flat.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 19:37:20 +08:00
4994aaab16
Implement dual target-close paths and residual option expiry.
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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
21b8f587a2
Clarify expiry settles at intrinsic in strategy docs.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 16:09:47 +08:00
e3671d9798
Settle expiry options at intrinsic value like live exchange.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 16:08:44 +08:00
a58d97938c
Floor option close at intrinsic to fix expiry garbage quotes.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 16:07:20 +08:00
f25c79fd76
Close option before perp so the hedge stays while exiting the thin leg.
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EOF
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 13:03:51 +08:00
32e8de85cc
Show option top-of-book size and open option before perp.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:57:16 +08:00
fff285c1f9
Add ATM open-offset toggle default off.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:42:20 +08:00
79c074ec6c
Prefer open direction from ATM vs spot (below=Call/short, above=Put/long).
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:39:23 +08:00
ee0ec57f89
Gate opens when ATM-spot offset exceeds configurable max (default 3).
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:32:36 +08:00
78fd046fb6
Add Binance SIM market adapter and exchange switch in settings.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:02:36 +08:00
5dcec0fde0
Add configurable SIM equity (default 10k) and strategy docs.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 11:43:51 +08:00
dekun