38ffbf728b
Pin market watch to held option strike while a position is open.
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Stop falling back to ATM quotes for unrealized/close PnL after ATM drifts or restart.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 18:37:20 +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
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
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
b50c134f5b
Add weekend open skip, expiry force-close, and Chinese trade labels.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 10:28:33 +08:00
cce26e87b5
Add dual exit modes: fixed USDT or premium multiple.
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Net PnL (after estimated close fees) drives auto close; Plan/Settings expose the choice.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 09:17:50 +08:00
9fd2a842af
Add option close liquidity gate with 30% bid/mark cap.
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Block new opens while flat legs wait; emergency close bypasses the check.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 09:05:04 +08:00
3957a83761
Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 08:38:03 +08:00
51b8bb8f8a
Implement P1 local matcher/ledger and P2 strategy engine.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-24 17:03:46 +08:00
dekun