dekun/eth_hedge_sim
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ec244c63c6fa6c4da4f741eb3b38cd46f4269fd2
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44 Commits

Author SHA1 Message Date
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 930e6c26c5 Clear trade history when resetting sim equity. 
Deleting groups/fills/residuals and resetting strategy counters keeps funds reset a clean slate.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 14:49:51 +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 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 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 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 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 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 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 f0b0b91f1b Show risk sizing as a dedicated Plan mode row (比例 / k / 预算). 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 23:59:29 +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 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 e1da830eac Improve desktop settings and trades list UX. 
Fold backup/WeCom help into rules; backup list one-per-line (5 visible); trades table with 10/page; hide funds bar on mobile.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-29 19:31:30 +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 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 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 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
dekun 2b348854fe Add DB+.env auto backup with download and upload restore in Settings. 
Backups land under /root/eth_hedge_backups; restore accepts zip body for new-server migration and restarts the process.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-26 23:05:58 +08:00
dekun 16efa44ffb Hide manual trade by default, block open while running, auto-refresh auth token. 
Also fix flat-side reconcile to check both long and short residuals; document in 更新说明.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-26 22:43:38 +08:00
dekun f48ea5bbcc Audit fixes: LIVE symbols/fills/expiry/pending, security harden, add 更新说明. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-26 22:28:03 +08:00
dekun aca9d80e64 Collapse field hints into a default-folded 规则说明 on strategy and runtime settings. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-26 21:52:49 +08:00
dekun b7e055e37b Add always-apply rule: deploy after edits; chat-only when user says 先聊. 
Also split strategy settings into subtabs and hide sim equity in LIVE.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-26 21:41:16 +08:00
dekun dbc86a1ce6 Add Binance live trading, anti-stuck open/close recovery, and configurable rate limits. 
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
dekun e666230d0b Add SIM/LIVE switch with API keys saved to .env and OKX live executor. 
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
dekun fff285c1f9 Add ATM open-offset toggle default off. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:42:20 +08:00
dekun ee0ec57f89 Gate opens when ATM-spot offset exceeds configurable max (default 3). 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:32:36 +08:00
dekun 78fd046fb6 Add Binance SIM market adapter and exchange switch in settings. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 12:02:36 +08:00
dekun 5dcec0fde0 Add configurable SIM equity (default 10k) and strategy docs. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 11:43:51 +08:00
dekun b50c134f5b Add weekend open skip, expiry force-close, and Chinese trade labels. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 10:28:33 +08:00
dekun 77ae6a44b9 Show option expiry countdown and widen settings for ultrawide/tablet. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 09:24:11 +08:00
dekun cce26e87b5 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>
 2026-07-25 09:17:50 +08:00
dekun 9fd2a842af 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>
 2026-07-25 09:05:04 +08:00
dekun 3957a83761 Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-25 08:38:03 +08:00
dekun 5125c6702b Fix running status color; add ETH qty settings with Chinese labels. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-24 17:24:27 +08:00
dekun b6d9877538 UI: centered nav title, settings tabs, running status, manual buttons. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-24 17:17:44 +08:00
dekun 51b8bb8f8a Implement P1 local matcher/ledger and P2 strategy engine. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-24 17:03:46 +08:00
dekun 0fca5f025e Remove API URL UI; add username/password change in settings. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-24 16:46:53 +08:00
dekun e24b4f297f Document dc.hyf2.cc reverse proxy for port 5155. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-24 16:41:31 +08:00
dekun e51f357b48 Initial eth_hedge_sim: P0 market, auth UI, one-click deploy. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-24 16:33:25 +08:00