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Refactor MakerPoints configuration and depth handling
- Renamed `band0To10MinDepth` to `filterMinDepth` in `config.ts` for clarity. - Updated `MakerPointsEngine` to utilize the new `filterMinDepth` for depth checks across all bands. - Introduced a method to track depth status changes, enhancing order placement logic based on market depth. - Improved logging for depth-related order skips to provide clearer insights into trading decisions.
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+3
-3
@@ -199,8 +199,8 @@ export interface MakerPointsConfig {
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minRepriceBps: number;
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/** 是否根据 Binance 盘口深度失衡自动取消单边挂单,默认 true */
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enableBinanceDepthCancel: boolean;
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/** 0-10 bps 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 */
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band0To10MinDepth: number;
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/** 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 */
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filterMinDepth: number;
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}
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const defaultMakerPointsAmount = parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001));
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@@ -226,7 +226,7 @@ export const makerPointsConfig: MakerPointsConfig = {
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band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount),
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minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
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enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true),
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band0To10MinDepth: parseNumber(process.env.MAKER_POINTS_BAND_0_10_MIN_DEPTH, 1),
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filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 1),
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};
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export interface BasisArbConfig {
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