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feat: 更新网格引擎,添加订单版本控制与冷却机制以优化新订单下单逻辑
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@@ -141,7 +141,11 @@ export class GridEngine {
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private stopReason: string | null = null;
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private lastUpdated: number | null = null;
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private accountVersion = 0;
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private ordersVersion = 0;
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private awaitingByLevel = new Map<number, { accountVerAtStart: number; absAtStart: number; ts: number }>();
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private lastPlacementOrdersVersion = -1;
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private lastLimitAttemptAt = 0;
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static readonly LIMIT_COOLDOWN_MS = 3000;
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constructor(private readonly config: GridConfig, private readonly exchange: ExchangeAdapter, options: EngineOptions = {}) {
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this.tradeLog = createTradeLog(this.config.maxLogEntries);
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@@ -251,6 +255,7 @@ export class GridEngine {
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? orders.filter((order) => order.symbol === this.config.symbol)
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: [];
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this.synchronizeLocks(orders);
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this.ordersVersion += 1;
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if (!this.feedArrived.orders) {
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this.feedArrived.orders = true;
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log("info", "订单快照已同步");
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@@ -846,6 +851,22 @@ export class GridEngine {
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const MAX_NEW_ORDERS_PER_TICK = 1;
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for (const d of desired) {
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if (newOrdersPlaced >= MAX_NEW_ORDERS_PER_TICK) break;
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// Gate: avoid overlapping with coordinator pending LIMIT
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if (this.pendings["LIMIT"]) {
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this.log("info", "存在未完成的 LIMIT 操作,本轮不再下新单");
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break;
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}
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// Gate: require a new orders snapshot since last placement to proceed
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if (this.lastPlacementOrdersVersion === this.ordersVersion) {
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this.log("info", "等待订单快照更新后再下单");
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break;
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}
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// Gate: cooldown between LIMIT attempts to avoid thrashing
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const nowTs2 = this.now();
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if (nowTs2 - this.lastLimitAttemptAt < GridEngine.LIMIT_COOLDOWN_MS) {
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this.log("info", "冷却期内,暂不下新 LIMIT 单");
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break;
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}
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// If a LIMIT operation is already pending (coordinator lock), skip issuing more this tick
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if (this.pendings["LIMIT"]) {
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this.log("info", "存在未完成的 LIMIT 操作,本轮不再下新单");
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@@ -895,6 +916,8 @@ export class GridEngine {
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{ priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
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);
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if (placed) {
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this.lastPlacementOrdersVersion = this.ordersVersion;
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this.lastLimitAttemptAt = this.now();
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newOrdersPlaced += 1;
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plannedKeyCounts.set(key, (plannedKeyCounts.get(key) ?? 0) + 1);
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activeKeyCounts.set(key, (activeKeyCounts.get(key) ?? 0) + 1);
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