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
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
fff285c1f9
Add ATM open-offset toggle default off.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:42:20 +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
ee0ec57f89
Gate opens when ATM-spot offset exceeds configurable max (default 3).
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:32:36 +08:00
586469482e
Fix Binance boot using OKX symbols after restart.
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Startup ignored DB exchange choice and kept OKX ATM ids under a Binance health label, so option bid/ask stayed empty.
Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:13:19 +08:00
78fd046fb6
Add Binance SIM market adapter and exchange switch in settings.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-25 12:02:36 +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
e51f357b48
Initial eth_hedge_sim: P0 market, auth UI, one-click deploy.
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Co-authored-by: Cursor <cursoragent@cursor.com >
2026-07-24 16:33:25 +08:00
dekun