$BTW I found a critical issue: often, quant robots mark orders as hedging trades, clearly calculating to reduce positions gradually on both sides, but the result always ends up with increasing holdings. Once the price reaches a point where longs and shorts are balanced, it's the liquidation point. Hedging has never experienced an unexpected event; it's always the case that the long and short price ranges are almost identical, with no positions left, or just sideways trading to cut funding fees.