From 168d8cbb08adf456484e14a17951e29e2b8729b6 Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Tue, 20 Jan 2026 00:51:15 +0800
Subject: [PATCH] Add Claude instructions and enhance stop-loss logic

- Introduced a new `CLAUDE.md` file with instructions for using Bun as the package manager.
- Adjusted stop-loss cooldown and check intervals in `MakerPointsEngine` for improved responsiveness.
- Implemented a new method to compute real-time PnL using live depth data, enhancing stop-loss decision-making.
- Added retry logic for stop-loss execution to ensure positions are closed effectively, with detailed logging for failures.
---
 CLAUDE.md                           |  12 +++
 src/strategy/maker-points-engine.ts | 136 ++++++++++++++++++++++------
 2 files changed, 118 insertions(+), 30 deletions(-)
 create mode 100644 CLAUDE.md

diff --git a/CLAUDE.md b/CLAUDE.md
new file mode 100644
index 0000000..60653ae
--- /dev/null
+++ b/CLAUDE.md
@@ -0,0 +1,12 @@
+# RitMEX Bot - Claude Instructions
+
+## Package Manager
+
+**必须使用 Bun** - 这个项目使用 Bun 作为包管理器和运行时。所有能用 bun 执行的命令都必须使用 bun：
+
+- 安装依赖: `bun install`
+- 运行脚本: `bun run <script>`
+- 执行测试: `bun test`
+- 类型检查: `bun run typecheck`
+
+**不要使用 npm、yarn 或 npx**
diff --git a/src/strategy/maker-points-engine.ts b/src/strategy/maker-points-engine.ts
index 18e1b2a..7569c85 100644
--- a/src/strategy/maker-points-engine.ts
+++ b/src/strategy/maker-points-engine.ts
@@ -83,7 +83,9 @@ type MakerPointsListener = (snapshot: MakerPointsSnapshot) => void;
 
 const EPS = 1e-5;
 const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
-const STOP_LOSS_COOLDOWN_MS = 10_000;
+const STOP_LOSS_COOLDOWN_MS = 5_000;
+const STOP_LOSS_CHECK_INTERVAL_MS = 250; // 止损检查最大间隔
+const STOP_LOSS_RETRY_INTERVAL_MS = 500; // 止损失败后重试间隔
 
 export class MakerPointsEngine {
   private accountSnapshot: AsterAccountSnapshot | null = null;
@@ -187,7 +189,7 @@ export class MakerPointsEngine {
     if (!this.stopLossTimer) {
       this.stopLossTimer = setInterval(() => {
         void this.checkStopLoss();
-      }, Math.max(500, this.config.refreshIntervalMs));
+      }, Math.min(STOP_LOSS_CHECK_INTERVAL_MS, this.config.refreshIntervalMs));
     }
     this.binanceDepth.start();
   }
@@ -821,62 +823,132 @@ export class MakerPointsEngine {
     return false;
   }
 
+  /**
+   * 使用实时深度数据计算仓位的未实现盈亏
+   * 优先使用实时数据，回退到账户快照数据
+   */
+  private computeRealtimePnl(position: PositionSnapshot): number | null {
+    const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
+    // 使用实时深度计算 PnL
+    if (topBid != null && topAsk != null) {
+      return computePositionPnl(position, topBid, topAsk);
+    }
+    // 回退到账户推送的数据
+    if (Number.isFinite(position.unrealizedProfit)) {
+      return position.unrealizedProfit;
+    }
+    return null;
+  }
+
   private async checkStopLoss(): Promise<void> {
     if (this.stopLossProcessing) return;
     const lossLimit = Number(this.config.stopLossUsd);
     if (!Number.isFinite(lossLimit) || lossLimit <= 0) return;
     if (!this.accountSnapshot) return;
+
     const position = getPosition(this.accountSnapshot, this.config.symbol);
     const absPosition = Math.abs(position.positionAmt);
     if (absPosition < EPS) return;
-    if (!Number.isFinite(position.unrealizedProfit)) return;
+
+    // 使用实时计算的 PnL
+    const realtimePnl = this.computeRealtimePnl(position);
+    if (realtimePnl == null) return;
 
     const now = Date.now();
     if (now < this.stopLossCooldownUntil) return;
-    if (position.unrealizedProfit > -lossLimit) return;
+    if (realtimePnl > -lossLimit) return;
 
     this.stopLossProcessing = true;
-    this.stopLossCooldownUntil = now + STOP_LOSS_COOLDOWN_MS;
+    // 不在这里设置冷却期，只有成功平仓后才设置
     this.tradeLog.push(
       "stop",
-      `触发止损: 未实现亏损 ${position.unrealizedProfit.toFixed(4)} USDT`
+      `触发止损: 实时未实现亏损 ${realtimePnl.toFixed(4)} USDT`
     );
     this.notify({
       type: "stop_loss",
       level: "error",
       symbol: this.config.symbol,
       title: "止损触发",
-      message: `未实现亏损 ${position.unrealizedProfit.toFixed(4)} USDT，强制平仓`,
+      message: `实时未实现亏损 ${realtimePnl.toFixed(4)} USDT，强制平仓`,
       details: {
         side: position.positionAmt > 0 ? "LONG" : "SHORT",
         size: absPosition,
-        unrealizedPnl: position.unrealizedProfit,
+        unrealizedPnl: realtimePnl,
         lossLimit: -lossLimit,
       },
     });
+
+    // 循环重试止损，直到仓位为0
+    await this.executeStopLossWithRetry(position.positionAmt > 0 ? "SELL" : "BUY");
+  }
+
+  /**
+   * 执行止损平仓，失败后自动重试直到仓位为0
+   */
+  private async executeStopLossWithRetry(side: "BUY" | "SELL"): Promise<void> {
+    const maxRetries = 10;
+    let retryCount = 0;
+
     try {
-      await this.flushOrders();
-      await marketClose(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        position.positionAmt > 0 ? "SELL" : "BUY",
-        absPosition,
-        (type, detail) => this.tradeLog.push(type, detail),
-        undefined,
-        { qtyStep: this.qtyStep }
-      );
-    } catch (error) {
-      if (isUnknownOrderError(error)) {
-        this.tradeLog.push("order", "止损平仓时订单已不存在");
-      } else if (isPrecisionError(error)) {
-        this.tradeLog.push("warn", `止损平仓精度错误，重新同步: ${extractMessage(error)}`);
-        this.syncPrecision(true);
-      } else {
-        this.tradeLog.push("error", `止损平仓失败: ${extractMessage(error)}`);
+      while (retryCount < maxRetries) {
+        // 每次重试前重新检查仓位
+        const currentPosition = getPosition(this.accountSnapshot, this.config.symbol);
+        const currentAbsPosition = Math.abs(currentPosition.positionAmt);
+
+        // 仓位已清零，止损成功
+        if (currentAbsPosition < EPS) {
+          this.tradeLog.push("stop", "止损成功: 仓位已清零");
+          this.stopLossCooldownUntil = Date.now() + STOP_LOSS_COOLDOWN_MS;
+          break;
+        }
+
+        try {
+          // 强制解锁 MARKET 类型，确保不被之前的操作阻塞
+          unlockOperating(this.locks, this.timers, this.pending, "MARKET");
+
+          // 先取消所有挂单
+          await this.flushOrders();
+
+          // 执行市价平仓
+          await marketClose(
+            this.exchange,
+            this.config.symbol,
+            this.openOrders,
+            this.locks,
+            this.timers,
+            this.pending,
+            side,
+            currentAbsPosition,
+            (type, detail) => this.tradeLog.push(type, detail),
+            undefined,
+            { qtyStep: this.qtyStep }
+          );
+
+          // 等待一小段时间让账户数据更新
+          await this.sleep(STOP_LOSS_RETRY_INTERVAL_MS);
+
+        } catch (error) {
+          retryCount++;
+          if (isUnknownOrderError(error)) {
+            this.tradeLog.push("order", "止损平仓时订单已不存在，继续检查仓位");
+          } else if (isPrecisionError(error)) {
+            this.tradeLog.push("warn", `止损平仓精度错误，重新同步: ${extractMessage(error)}`);
+            this.syncPrecision(true);
+          } else {
+            this.tradeLog.push("error", `止损平仓失败 (重试 ${retryCount}/${maxRetries}): ${extractMessage(error)}`);
+          }
+
+          // 失败后等待一段时间再重试
+          if (retryCount < maxRetries) {
+            await this.sleep(STOP_LOSS_RETRY_INTERVAL_MS);
+          }
+        }
+      }
+
+      if (retryCount >= maxRetries) {
+        this.tradeLog.push("error", `止损重试已达上限 (${maxRetries} 次)，请手动检查仓位`);
+        // 达到重试上限后设置冷却期，避免持续重试
+        this.stopLossCooldownUntil = Date.now() + STOP_LOSS_COOLDOWN_MS;
       }
     } finally {
       this.stopLossProcessing = false;
@@ -884,6 +956,10 @@ export class MakerPointsEngine {
     }
   }
 
+  private sleep(ms: number): Promise<void> {
+    return new Promise((resolve) => setTimeout(resolve, ms));
+  }
+
   private async flushOrders(): Promise<void> {
     if (!this.openOrders.length) return;
     for (const order of this.openOrders) {