dekun/eth_hedge_sim
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b09d1b088626cfefefd9b19b6e7121084ca9c83d
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74 Commits

Author SHA1 Message Date
dekun b09d1b0886 Show semi risk-based open size from ask and unit ratio. 
Semi sizing uses market ask with semi units; Plan panel previews option/perp qty under the form.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:27:19 +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 bf3441537e Fix target-exit mismatch: correct close reason and executable PnL gate. 
Locked premium exits no longer label as fixed_usdt; mark/book optimism no longer triggers close into a realized loss.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 22:05:34 +08:00
dekun a88d708ea3 Add amplitude filter as first open gate for 永期 hedge. 
Reuse OO amplitude settings (default off); Plan shows index/HL when filtering.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 21:41:51 +08:00
dekun b377956367 Fix false USDC-short error while waiting for a qualified option. 
Use risk-sizing preview ask/qty (same as auto-convert) instead of monitor book ask.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 19:28:58 +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 43a2a9634d Keep OO amplitude refreshed while holding a position. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:30:51 +08:00
dekun e7115e396a Fix SyntaxError in open_capacity that crashed the API. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:14:07 +08:00
dekun 24a860ad3f Split OO budget per leg and size Call/Put independently. 
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
dekun 24943adf13 Fix option-option exit preview to use budget times reward ratio. 
Plan no longer shows perp exit_unit*k as the OO target.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:41:51 +08:00
dekun eaf94448a2 Treat option-option amplitude as a maximum cap. 
Reject opens when range exceeds the setting; update UI and docs labels.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:35:39 +08:00
dekun 0659611d82 Show OTM option quotes in option-option mode. 
Align session to amplitude Call/Put pair and replace perp/ATM market panels.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:30:29 +08:00
dekun 8d3c181246 Hide perp signal direction in option-option mode. 
Plan panel shows Call+Put structure and OO selection/exit labels instead.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:18:40 +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 04e5c11027 Count expiry settlements as martingale losses. 
Even small-profit expiry closes count toward consecutive loss days; only non-expiry profitable days break the streak.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 15:08:44 +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 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 469e7a258a Harden residual mid-close: IOC partial fills, exchange reconcile, atomic book. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 14:41:00 +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 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 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 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 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 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 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 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