nautilus_data/option_chains/constants.rs
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15
16//! Module-level constants for option chain rebalancing behavior.
17
18/// Hysteresis band for ATM rebalancing (0.0..=1.0).
19/// Price must cross this fraction of the gap to the next strike before ATM shifts.
20/// E.g., 0.6 means price must move 60% past the midpoint between two strikes.
21pub const DEFAULT_REBALANCE_HYSTERESIS: f64 = 0.6;
22
23/// Minimum time between rebalances in nanoseconds (5 seconds).
24pub const DEFAULT_REBALANCE_COOLDOWN_NS: u64 = 5_000_000_000;