dekun 8518a207a7 Show expiry settlement as index vs strike intrinsic. ...

Persist settle_index_px and surface formula in trade detail so expiry closes are not mistaken for book fills.

Co-authored-by: Cursor <cursoragent@cursor.com>

2026-07-29 16:15:22 +08:00

..

__init__.py

Implement P1 local matcher/ledger and P2 strategy engine.

2026-07-24 17:03:46 +08:00

ledger.py

Add Binance live trading, anti-stuck open/close recovery, and configurable rate limits.

2026-07-26 21:35:10 +08:00

liquidity.py

Add option close liquidity gate with 30% bid/mark cap.

2026-07-25 09:05:04 +08:00

matcher.py

Show expiry settlement as index vs strike intrinsic.

2026-07-29 16:15:22 +08:00

pnl.py

Implement dual target-close paths and residual option expiry.

2026-07-26 18:32:05 +08:00

pricing.py

Implement dual target-close paths and residual option expiry.

2026-07-26 18:32:05 +08:00