Expand description
Module-level constants for option chain rebalancing behavior.
Constantsยง
- DEFAULT_
REBALANCE_ COOLDOWN_ NS - Minimum time between rebalances in nanoseconds (5 seconds).
- DEFAULT_
REBALANCE_ HYSTERESIS - Hysteresis band for ATM rebalancing (0.0..=1.0). Price must cross this fraction of the gap to the next strike before ATM shifts. E.g., 0.6 means price must move 60% past the midpoint between two strikes.