dekun/eth_hedge_sim
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f1e3d5527ae02429771659eb086e8dfd4ae00bce
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122 Commits

Author SHA1 Message Date
dekun f1e3d5527a Fix semi open stalls: one-leg asks, OTM realign, clearer pick errors. 
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
dekun 4db1e0c470 Estimate semi forward PnL from strike intrinsic on move points. 
Replace misleading exit-unit label with option/perp point-move preview vs selected K.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:35:10 +08:00
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 ebd88718a7 Filter semi ladder to 2 OTM/ITM or 1 ATM by moneyness selection. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-08 14:18:03 +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 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 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 0ac03cc726 Align OO Call/Put position cards with per-leg mark, size, leverage. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 17:25:03 +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 cd88fa5d83 Hide perp-option settings when option-option hedge is selected. 
Show OO selection and reward-ratio fields in their tabs instead.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 16:21:36 +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 15fe2f72dc Remove scrollbars from plan position cards. 
Let position cards size to content instead of clipping with overflow-y auto.

Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-07 15:12:02 +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 82f0c1c27c Equalize strategy and position panel heights without clipping. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 03:54:02 +08:00
dekun 3312a8fb50 Show residual option qty with two decimal places. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 03:47:49 +08:00
dekun 24f4dea798 Prevent plan position cards from clipping when windowed. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 03:43:25 +08:00
dekun 68d02b9c17 Move strategy residual table below market panels. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-06 03:37:52 +08:00
dekun 52948c0a54 Fix strategy plan text overflow in metrics and position cards. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-04 13:49:22 +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 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 921e96321f Align strategy UI prices with exchange tick sizes. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 12:34:42 +08:00
dekun bc3041dcf2 ATM panel: show ask/bid by position state and live option leverage. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 11:51:38 +08:00
dekun ead3545df8 Show WeCom machine name after brand title on shell and login. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 11:43:02 +08:00
dekun 05520f82bd Show option premium in trade detail and widen the modal. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 10:25:33 +08:00
dekun 63225f64de Show option contract ID and expiry date in trade detail. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-08-02 09:54:07 +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 dffcc4eeb9 Show option bid as price/size and option leverage on plan and trades. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-31 16:01:34 +08:00
dekun dffcd77837 Add trade move points; label option UPL price as bid not mark. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-31 15:44:52 +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 2b7c504134 Use half-width colon for risk ratio 1:2 on Plan page. 
Co-authored-by: Cursor <cursoragent@cursor.com>
 2026-07-30 15:20:48 +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