calesthio/OptionsCanvas

What's fixed

Stale state on rapid symbol switching. Slow API responses from the previous symbol could land after the new symbol's responses and overwrite the chart, contract list, or option preview with the wrong ticker's data — the kind of bug that makes traders open a trade against an instrument they're not looking at.

Now every symbol-scoped fetch (bars, contracts, config, quotes) is cancelled with AbortController the instant you switch, with a correlation-ID guard as a belt-and-suspenders check for anything that slips past the abort. Same pattern TanStack Query and other modern trading frontends use.

Strike-increment detection for mixed-grid chains. MSTR (and similar names) have $1 strikes deep ITM/OTM and $2.50 strikes near ATM. The old algorithm picked the smallest common increment in a ±$20 window, returning $1 — so orders snapped to $161 (which doesn't exist) instead of $160 or $162.50.

New algorithm: take the 9-strike window centered on ATM, compute adjacent diffs, pick the mode. Verified increments after the fix: SPY=$1, PLTR=$1, MRVL=$2.5, AMZN=$2.5, MSTR=$2.5, MU=$5.

Strike-increment cache split. Verified (chain-derived) values cache for 1 hour; heuristic fallbacks cache for only 60 seconds — so a transient API blip on the first lookup can't poison the long-TTL cache with a wrong value for the rest of the hour.

Why this matters

Resilient state handling and correct strike math aren't "nice to have" on a real-money trading platform — they're the difference between executing the trade you intended and executing one you didn't.