feat: revalidate blackout recovery orders by price/session context (#328)

2026-03-01 09:33:28 +09:00
parent 89347ee525
commit 0ceb2dfdc9
3 changed files with 113 additions and 0 deletions
--- a/src/config.py
+++ b/src/config.py
@@ -78,6 +78,8 @@ class Settings(BaseSettings):
    ORDER_BLACKOUT_ENABLED: bool = True
    ORDER_BLACKOUT_WINDOWS_KST: str = "23:30-00:10"
    ORDER_BLACKOUT_QUEUE_MAX: int = Field(default=500, ge=10, le=5000)
+    BLACKOUT_RECOVERY_PRICE_REVALIDATION_ENABLED: bool = True
+    BLACKOUT_RECOVERY_MAX_PRICE_DRIFT_PCT: float = Field(default=5.0, ge=0.0, le=100.0)

    # Pre-Market Planner
    PRE_MARKET_MINUTES: int = Field(default=30, ge=10, le=120)