Casey Judice 137193d21a Match positions by contract quantity, filling exact strikes before basis
The paired view now recognizes cross-venue hedges economically (by what each
leg pays) instead of only matching curated pairs.json rows, and fills by
contract count: exact-strike (matched) pairs fill first, so a leg's excess
spills into the nearest basis pair only after every matched pairing is
exhausted. Partially consumed legs are pro-rated; size/cost/value/pnl conserve
exactly. Frontend shows matched / basis+ / basis- badges, strike band, and a
plain-English coverage note per row.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-30 11:27:29 -04:00
2026-05-30 15:24:16 +00:00
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