Enhance MakerPoints functionality and configuration

- Updated `filterMinDepth` in `config.ts` from 1 to 50 to improve depth filtering logic.
- Added new translation entries for band depth display in `i18n/index.ts`.
- Introduced `bandDepths` to `MakerPointsSnapshot` in `maker-points-engine.ts` to track depth across different bands.
- Enhanced `BinanceDepthTracker` to support dynamic depth levels and speed settings.
- Updated `MakerPointsApp` to display band depth information, improving user interface clarity.

src/config.ts

@@ -199,7 +199,7 @@ export interface MakerPointsConfig {
   minRepriceBps: number;
   /** 是否根据 Binance 盘口深度失衡自动取消单边挂单，默认 true */
   enableBinanceDepthCancel: boolean;
-  /** 各档位最小深度阈值 (BTC)，盘口到目标价之间的挂单量低于此值则跳过该档位，默认 1 */
+  /** 各档位最小深度阈值 (BTC)，盘口到目标价之间的挂单量低于此值则跳过该档位，默认 50 */
   filterMinDepth: number;
 }
 
@@ -226,7 +226,7 @@ export const makerPointsConfig: MakerPointsConfig = {
   band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount),
   minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
   enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true),
-  filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 1),
+  filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 50),
 };
 
 export interface BasisArbConfig {

src/i18n/index.ts

@@ -202,6 +202,10 @@ const translations: Record<string, TranslationEntry> = {
     zh: "Binance 深度: 买10 {buy} ｜ 卖10 {sell} ｜ 状态: {status}",
     en: "Binance depth: bid10 {buy} | ask10 {sell} | Status: {status}",
   },
+  "makerPoints.bandDepthLine": {
+    zh: "StandX 档位 {band}bps 深度: 买 {buy} ｜ 卖 {sell}",
+    en: "StandX band {band}bps depth: buy {buy} | sell {sell}",
+  },
   "makerPoints.mode.closeOnly": { zh: "平仓", en: "Close only" },
   "makerPoints.mode.normal": { zh: "正常", en: "Normal" },
   "makerPoints.feed.binance": { zh: "Binance", en: "Binance" },

src/strategy/common/binance-depth.ts

@@ -65,6 +65,7 @@ export class BinanceDepthTracker {
       baseUrl?: string;
       levels?: number;
       ratio?: number;
+      speedMs?: number;
       logger?: (context: string, error: unknown) => void;
     }
   ) {}
@@ -229,7 +230,9 @@ export class BinanceDepthTracker {
 
   private buildUrl(): string {
     const base = this.options?.baseUrl ?? DEFAULT_BASE_URL;
-    const stream = `${this.symbol.toLowerCase()}@depth10@100ms`;
+    const levels = this.options?.levels ?? 10;
+    const speed = this.options?.speedMs ?? 100;
+    const stream = `${this.symbol.toLowerCase()}@depth${levels}@${speed}ms`;
     return `${base}/${stream}`;
   }
 

src/strategy/maker-points-engine.ts

@@ -71,6 +71,13 @@ export interface MakerPointsSnapshot {
     binance: boolean;
   };
   binanceDepth: BinanceDepthSnapshot | null;
+  bandDepths: Array<{
+    band: "0-10" | "10-30" | "30-100";
+    bps: number;
+    buyDepth: number | null;
+    sellDepth: number | null;
+    enabled: boolean;
+  }>;
   quoteStatus: {
     closeOnly: boolean;
     skipBuy: boolean;
@@ -184,8 +191,9 @@ export class MakerPointsEngine {
     this.qtyStep = Math.max(1e-9, this.config.qtyStep);
     this.binanceDepth = new BinanceDepthTracker(resolveBinanceSymbol(this.config.symbol), {
       baseUrl: process.env.BINANCE_WS_URL,
-      levels: 10,
-      ratio: 3,
+      levels: 20,
+      ratio: 5,
+      speedMs: 500,
       logger: (context, error) => {
         this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`);
       },
@@ -1190,6 +1198,7 @@ export class MakerPointsEngine {
     const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
     const spread = topBid != null && topAsk != null ? topAsk - topBid : null;
     const pnl = computePositionPnl(position, topBid, topAsk);
+    const bandDepths = this.computeBandDepths(topBid, topAsk);
 
     return {
       ready: this.isReady(),
@@ -1208,6 +1217,7 @@ export class MakerPointsEngine {
       lastUpdated: Date.now(),
       feedStatus: { ...this.feedStatus },
       binanceDepth: this.binanceDepth.getSnapshot(),
+      bandDepths,
       quoteStatus: {
         closeOnly: this.lastCloseOnly,
         skipBuy: this.lastSkipBuy,
@@ -1216,6 +1226,26 @@ export class MakerPointsEngine {
     };
   }
 
+  private computeBandDepths(topBid: number | null, topAsk: number | null): MakerPointsSnapshot["bandDepths"] {
+    const bands: MakerPointsSnapshot["bandDepths"] = [
+      { band: "0-10", bps: 9, buyDepth: null, sellDepth: null, enabled: this.config.enableBand0To10 },
+      { band: "10-30", bps: 29, buyDepth: null, sellDepth: null, enabled: this.config.enableBand10To30 },
+      { band: "30-100", bps: 99, buyDepth: null, sellDepth: null, enabled: this.config.enableBand30To100 },
+    ];
+
+    if (!this.depthSnapshot || topBid == null || topAsk == null) {
+      return bands;
+    }
+
+    return bands.map((band) => {
+      const buyPrice = topBid * (1 - band.bps / 10000);
+      const sellPrice = topAsk * (1 + band.bps / 10000);
+      const buyDepth = getDepthBetweenPrices(this.depthSnapshot, "BUY", buyPrice);
+      const sellDepth = getDepthBetweenPrices(this.depthSnapshot, "SELL", sellPrice);
+      return { ...band, buyDepth, sellDepth };
+    });
+  }
+
   private getReferencePrice(): number | null {
     return getMidOrLast(this.depthSnapshot, this.tickerSnapshot);
   }

src/ui/MakerPointsApp.tsx

@@ -135,6 +135,7 @@ export function MakerPointsApp({ onExit }: MakerPointsAppProps) {
         ? t("offset.imbalance.sell")
         : t("offset.imbalance.balanced");
   const quoteMode = snapshot.quoteStatus.closeOnly ? t("makerPoints.mode.closeOnly") : t("makerPoints.mode.normal");
+  const formatDepth = (value: number | null) => (value == null ? "-" : formatNumber(value, 4));
 
   return (
     <Box flexDirection="column" paddingX={1}>
@@ -164,6 +165,15 @@ export function MakerPointsApp({ onExit }: MakerPointsAppProps) {
             status: imbalanceLabel,
           })}
         </Text>
+        {snapshot.bandDepths.map((band) => (
+          <Text key={band.band} color={band.enabled ? undefined : "gray"}>
+            {t("makerPoints.bandDepthLine", {
+              band: band.band,
+              buy: formatDepth(band.buyDepth),
+              sell: formatDepth(band.sellDepth),
+            })}
+          </Text>
+        ))}
         <Text>
           {t("maker.dataStatus")}
           {feedEntries.map((entry, index) => (