f1e3d5527a
Fix semi open stalls: one-leg asks, OTM realign, clearer pick errors.
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Monitor no longer shows ATM Put bias while semi-auto is authorized for Call.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-08 14:43:00 +08:00
b09d1b0886
Show semi risk-based open size from ask and unit ratio.
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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
457838ef64
Extend semi-auto with ITM/ATM/OTM, offset, and 1:4 sizing.
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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
4585dba3c3
Add 永期半自动: human arm, machine open/close, then stop.
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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
bf3441537e
Fix target-exit mismatch: correct close reason and executable PnL gate.
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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
a88d708ea3
Add amplitude filter as first open gate for 永期 hedge.
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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
ab612df818
Move settings hints into rules; add OO amplitude filter toggle default off.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-07 17:58:50 +08:00
0daac05ef5
Reject OO strikes more than 1% from amplitude high/low.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-07 17:50:12 +08:00
24a860ad3f
Split OO budget per leg and size Call/Put independently.
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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
24943adf13
Fix option-option exit preview to use budget times reward ratio.
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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
eaf94448a2
Treat option-option amplitude as a maximum cap.
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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
42e56d940c
Add delete for closed trade records.
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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
ec244c63c6
Add option-option hedge mode with SIM/LIVE parity.
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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
04e5c11027
Count expiry settlements as martingale losses.
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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
930e6c26c5
Clear trade history when resetting sim equity.
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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
0f552eb50e
Add martingale mode for risk-based percent sizing.
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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
09abb8d35b
Show residual bid as price/size and recovery percent from bid premium.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-03 07:43:27 +08:00
a10ecf7409
Gate one-open-per-expiry by historical expiry_ymd across days.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-03 07:35:44 +08:00
5c334a4d89
Use all-time closed groups for funds bar trade stats.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 17:07:47 +08:00
d97f7d20e5
Fix funds bar day stats: align trades, win rate, and PL ratio.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 17:05:11 +08:00
a7aee8f425
Add control residual options table with liquidity-only manual close.
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Fleet status exposes enriched residuals; manual close skips the premium recovery gate while auto mid-close remains unchanged.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 15:13:29 +08:00
469e7a258a
Harden residual mid-close: IOC partial fills, exchange reconcile, atomic book.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 14:41:00 +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
8745d8e6d1
Add fleet stats table with funds, fees, loss streak, and totals.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 12:25:30 +08:00
9427d9c429
Skip used/residual expiries so ATM monitors the next day.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 10:31:07 +08:00
0e3b9e53ac
Enrich WeCom open/close notifies with Chinese qty, margin, and PnL.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-02 08:58:49 +08:00
9c515644a3
Add risk leverage basis option: actual ask vs selection leverage.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-01 17:01:18 +08:00
f1da2778ef
Add one-expiry-per-day open rhythm gate (default on).
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-01 16:39:32 +08:00
22c42a19a0
Count exit fees in live/SIM net PnL as entry fee x2.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-08-01 09:27:41 +08:00
021b0d0a22
Align emergency option close to OKX: use bid only, never mark.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-30 17:15:38 +08:00
da5eb4c18c
Add Fleet control plane and split manage.sh deploy menu.
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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
200702d066
Harden strategy SoT: fail-closed funds gate, shared open pipeline, LIVE switch guards.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-30 01:06:32 +08:00
4c537e7520
Reset auto USDC cooldown in unit tests for stable assertions.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-30 00:34:36 +08:00
0837982714
Add OKX trading-account USDC auto-swap and lock exit target while in position.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-30 00:16:47 +08:00
a47a9b6377
Polish risk sizing: 2dp money preview, editable ratio/exit, plan badge.
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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
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
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
55109e82d3
Hide SIM label in WeCom; count completed rounds from closed groups.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-29 18:15:09 +08:00
70a294c948
Restore hold_timing open-position unit test.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-27 15:42:10 +08:00
3d7c453bd1
Fix trades API 500 by supporting sqlite Row in hold timing.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-27 15:41:27 +08:00
14c6ba51a8
Show trade open/close times and hold period by target exit.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-27 15:37:37 +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
2b348854fe
Add DB+.env auto backup with download and upload restore in Settings.
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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
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
16efa44ffb
Hide manual trade by default, block open while running, auto-refresh auth token.
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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
0cf3756b09
Harden LIVE opens with slot claim and exchange reconcile.
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Prevent duplicate opens by atomically claiming an opening slot, verifying exchange perp is flat before live orders, setting leverage from ledger, and preferring exchange position size when closing perps.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 22:39:27 +08:00
f48ea5bbcc
Audit fixes: LIVE symbols/fills/expiry/pending, security harden, add 更新说明.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 22:28:03 +08:00
ca66c494e7
Use exchange fees, UPL, funding for LIVE PnL; USDC 1:1 to USDT.
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Option open P&L stays local (option net); exit target ignores estimated close fees.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-26 21:49:20 +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
dekun