 dekun
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e3671d9798
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Settle expiry options at intrinsic value like live exchange.
Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-07-26 16:08:44 +08:00 |
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dekun
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a58d97938c
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Floor option close at intrinsic to fix expiry garbage quotes.
Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-07-26 16:07:20 +08:00 |
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dekun
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79c074ec6c
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Prefer open direction from ATM vs spot (below=Call/short, above=Put/long).
Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-07-25 12:39:23 +08:00 |
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dekun
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b50c134f5b
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Add weekend open skip, expiry force-close, and Chinese trade labels.
Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-07-25 10:28:33 +08:00 |
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dekun
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cce26e87b5
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Add dual exit modes: fixed USDT or premium multiple.
Net PnL (after estimated close fees) drives auto close; Plan/Settings expose the choice.
Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-07-25 09:17:50 +08:00 |
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dekun
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9fd2a842af
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Add option close liquidity gate with 30% bid/mark cap.
Block new opens while flat legs wait; emergency close bypasses the check.
Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-07-25 09:05:04 +08:00 |
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dekun
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3957a83761
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Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin.
Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-07-25 08:38:03 +08:00 |
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dekun
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51b8bb8f8a
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Implement P1 local matcher/ledger and P2 strategy engine.
Co-authored-by: Cursor <cursoragent@cursor.com>
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2026-07-24 17:03:46 +08:00 |
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