From 3f67b9929162bd7efa3a797d8b9eba4a80498076 Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Sun, 8 Feb 2026 00:08:38 +0800
Subject: [PATCH] Add immediate reprice logic to MakerPointsEngine

- Enhanced the MakerPointsEngine by introducing a new method `shouldTriggerImmediateReprice` to trigger an immediate tick when the market depth deviates beyond a specified minimum reprice basis points threshold.
- Updated the existing depth protection logic to include this new reprice condition.
- Added a comprehensive test suite to validate the immediate reprice functionality and its integration with the MakerPoints engine.
---
 src/strategy/maker-points-engine.ts          |  20 +++-
 tests/maker-points-immediate-reprice.test.ts | 116 +++++++++++++++++++
 2 files changed, 135 insertions(+), 1 deletion(-)
 create mode 100644 tests/maker-points-immediate-reprice.test.ts

diff --git a/src/strategy/maker-points-engine.ts b/src/strategy/maker-points-engine.ts
index 87164b2..7084ba2 100644
--- a/src/strategy/maker-points-engine.ts
+++ b/src/strategy/maker-points-engine.ts
@@ -346,7 +346,7 @@ export class MakerPointsEngine {
         this.lastStandxDepthTime = Date.now();
         this.feedStatus.depth = true;
         this.emitUpdate();
-        if (this.shouldTriggerImmediateDepthProtection(depth)) {
+        if (this.shouldTriggerImmediateDepthProtection(depth) || this.shouldTriggerImmediateReprice(depth)) {
           this.forceTickRequested = true;
           void this.tick();
         }
@@ -914,6 +914,24 @@ export class MakerPointsEngine {
     return false;
   }
 
+  /**
+   * 当盘口相对上次报价偏移超过 minRepriceBps 时，立即触发一次主循环，优先撤销旧报价。
+   */
+  private shouldTriggerImmediateReprice(depth: AsterDepth | null): boolean {
+    if (!depth) return false;
+    if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
+
+    const hasActiveEntryOrders = this.openOrders.some(
+      (order) => order.symbol === this.config.symbol && !order.reduceOnly && isOrderActiveStatus(order.status)
+    );
+    if (!hasActiveEntryOrders) return false;
+
+    const { topBid, topAsk } = getTopPrices(depth);
+    if (topBid == null || topAsk == null) return false;
+
+    return this.shouldReprice(topBid, topAsk);
+  }
+
   private buildCloseOnlyOrders(
     position: PositionSnapshot,
     bid1: number,
diff --git a/tests/maker-points-immediate-reprice.test.ts b/tests/maker-points-immediate-reprice.test.ts
new file mode 100644
index 0000000..0f050f4
--- /dev/null
+++ b/tests/maker-points-immediate-reprice.test.ts
@@ -0,0 +1,116 @@
+import { afterEach, describe, expect, it, vi } from "vitest";
+import type { ExchangeAdapter } from "../src/exchanges/adapter";
+import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
+import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
+
+class StubAdapter implements ExchangeAdapter {
+  id = "standx";
+
+  private depthListeners: Array<(depth: AsterDepth) => void> = [];
+
+  supportsTrailingStops(): boolean {
+    return false;
+  }
+
+  watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
+  watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
+  watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
+  watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
+
+  watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
+    this.depthListeners.push(cb);
+  }
+
+  emitDepth(depth: AsterDepth): void {
+    for (const listener of this.depthListeners) {
+      listener(depth);
+    }
+  }
+
+  async createOrder(): Promise<AsterOrder> {
+    throw new Error("not implemented");
+  }
+
+  async cancelOrder(): Promise<void> {}
+  async cancelOrders(): Promise<void> {}
+  async cancelAllOrders(): Promise<void> {}
+
+  async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
+    return null;
+  }
+}
+
+afterEach(() => {
+  vi.restoreAllMocks();
+  vi.useRealTimers();
+});
+
+describe("MakerPointsEngine immediate reprice", () => {
+  it("triggers an immediate tick when min reprice bps threshold is reached", () => {
+    vi.useFakeTimers();
+    const adapter = new StubAdapter();
+
+    const engine = new MakerPointsEngine(
+      {
+        symbol: "BTC-USD",
+        perOrderAmount: 0.01,
+        closeThreshold: 0,
+        stopLossUsd: 1,
+        refreshIntervalMs: 10_000,
+        maxLogEntries: 20,
+        maxCloseSlippagePct: 0.05,
+        priceTick: 0.1,
+        qtyStep: 0.001,
+        enableBand0To10: true,
+        enableBand10To30: false,
+        enableBand30To100: false,
+        band0To10Amount: 0.01,
+        band10To30Amount: 0.01,
+        band30To100Amount: 0.01,
+        minRepriceBps: 3,
+        enableBinanceDepthCancel: false,
+        filterMinDepth: 0,
+      },
+      adapter
+    );
+
+    (engine as any).feedStatus = { account: true, depth: true, ticker: true, orders: true, binance: true };
+    (engine as any).initialOrderSnapshotReady = true;
+    (engine as any).defenseMode = false;
+    (engine as any).reconnectResetPending = false;
+    (engine as any).stopLossProcessing = false;
+    (engine as any).lastQuoteBid1 = 100;
+    (engine as any).lastQuoteAsk1 = 101;
+    (engine as any).openOrders = [
+      {
+        orderId: 1,
+        clientOrderId: "entry-order",
+        symbol: "BTC-USD",
+        side: "BUY",
+        type: "LIMIT",
+        status: "NEW",
+        price: "99.0",
+        origQty: "0.01",
+        executedQty: "0",
+        stopPrice: "0",
+        time: Date.now(),
+        updateTime: Date.now(),
+        reduceOnly: false,
+        closePosition: false,
+      },
+    ];
+
+    const tickSpy = vi.spyOn(engine as any, "tick").mockResolvedValue(undefined);
+
+    adapter.emitDepth({
+      lastUpdateId: 1,
+      bids: [["99.9", "1"]],
+      asks: [["100.9", "1"]],
+      eventTime: Date.now(),
+      symbol: "BTC-USD",
+    });
+
+    expect(tickSpy).toHaveBeenCalledTimes(1);
+    engine.stop();
+  });
+});