refactor(core): give order functions a parameter object

placeOrder took 13 positional arguments; the other five order functions took
9-13. The leading six — adapter, symbol, openOrders, locks, timers, pendings —
were the same values at all 36 call sites, and every engine spelled them out
again for each order it placed.

Introduce Parameter Object: OrderContext holds what is fixed for an engine's
lifetime (exposed once via a lazily-built this.orderContext), and each function
takes a named request. A wrong argument order is now a compile error rather than
a silently misrouted order.

The type change surfaced dead weight: placeOrder's opts.priceTick was never read
by its body, yet five engines passed it. Removed.

Also finishes the PrecisionSyncer migration — grid-engine was the ninth copy and
was missed last round, so it still carried the uncleared retry timer.

Extract Function: normalizeQuantity replaces the round-down-but-never-to-zero
block that appeared in all five order functions.

250 pass; tsc and oxlint clean.

src/core/order-coordinator.ts

@@ -22,6 +22,69 @@ type OrderGuardOptions = {
   maxPct?: number;
 };
 
+/**
+ * Everything about *where* an order goes, fixed for an engine's lifetime.
+ * These six values always travelled together as the leading positional
+ * parameters of every order function; bundling them keeps call sites readable
+ * and makes an argument-order mistake impossible.
+ */
+export interface OrderContext {
+  adapter: ExchangeAdapter;
+  symbol: string;
+  locks: OrderLockMap;
+  timers: OrderTimerMap;
+  pendings: OrderPendingMap;
+  log: LogHandler;
+}
+
+interface OrderRequestBase {
+  /** Live orders, used to cancel same-type duplicates before placing. */
+  openOrders: Order[];
+  side: "BUY" | "SELL";
+  /** Rejects the order when its price strays too far from the mark price. */
+  guard?: OrderGuardOptions;
+  qtyStep?: number;
+}
+
+export interface LimitOrderRequest extends OrderRequestBase {
+  /** String to preserve the exact tick the caller computed. */
+  price: string;
+  amount: number;
+  reduceOnly?: boolean;
+  skipDedupe?: boolean;
+  slPrice?: number;
+  tpPrice?: number;
+  clientOrderId?: string;
+}
+
+export interface MarketOrderRequest extends OrderRequestBase {
+  amount: number;
+  reduceOnly?: boolean;
+}
+
+export interface StopLossOrderRequest extends OrderRequestBase {
+  stopPrice: number;
+  quantity: number;
+  /** Latest traded price; the stop is rejected when it is already through it. */
+  lastPrice: number | null;
+  priceTick?: number;
+}
+
+export interface TrailingStopOrderRequest extends OrderRequestBase {
+  activationPrice: number;
+  quantity: number;
+  callbackRate: number;
+  priceTick?: number;
+}
+
+export interface MarketCloseRequest extends OrderRequestBase {
+  quantity: number;
+}
+
+/** Step assumed when the caller does not know the venue's own. */
+const DEFAULT_QTY_STEP = 0.001;
+const DEFAULT_PRICE_TICK = 0.1;
+
 function enforceMarkPriceGuard(
   side: "BUY" | "SELL",
   toCheckPrice: number | null | undefined,
@@ -48,6 +111,13 @@ function enforceMarkPriceGuard(
   return true;
 }
 
+/** Rounds down to the venue's step, but never to zero — a sub-step size is kept as-is. */
+function normalizeQuantity(amount: number, qtyStep: number): number {
+  const raw = Math.abs(amount);
+  const rounded = roundQtyDownToStep(raw, qtyStep);
+  return rounded > 0 ? rounded : raw;
+}
+
 export function isOperating(locks: OrderLockMap, type: string): boolean {
   return Boolean(locks[type]);
 }
@@ -86,16 +156,12 @@ export function unlockOperating(
 }
 
 export async function deduplicateOrders(
-  adapter: ExchangeAdapter,
-  symbol: string,
+  ctx: OrderContext,
   openOrders: Order[],
-  locks: OrderLockMap,
-  timers: OrderTimerMap,
-  pendings: OrderPendingMap,
   type: string,
-  side: string,
-  log: LogHandler
+  side: string
 ): Promise<void> {
+  const { adapter, symbol, locks, timers, pendings, log } = ctx;
   // Treat STOP orders on some exchanges (e.g., Lighter) as LIMIT with stopPrice populated.
   const sameTypeOrders = openOrders.filter((o) => {
     const normalizedType = String(o.type).toUpperCase();
@@ -128,63 +194,42 @@ export async function deduplicateOrders(
   }
 }
 
-type PlaceOrderOptions = {
-  priceTick: number;
-  qtyStep: number;
-  skipDedupe?: boolean;
-  slPrice?: number;
-  tpPrice?: number;
-  clientOrderId?: string;
-};
-
 export async function placeOrder(
-  adapter: ExchangeAdapter,
-  symbol: string,
-  openOrders: Order[],
-  locks: OrderLockMap,
-  timers: OrderTimerMap,
-  pendings: OrderPendingMap,
-  side: "BUY" | "SELL",
-  price: string, // 改为字符串价格
-  amount: number,
-  log: LogHandler,
-  reduceOnly = false,
-  guard?: OrderGuardOptions,
-  opts?: PlaceOrderOptions
+  ctx: OrderContext,
+  request: LimitOrderRequest
 ): Promise<Order | undefined> {
+  const { locks, timers, pendings, log } = ctx;
+  const { side, openOrders, guard, reduceOnly = false } = request;
   const type = "LIMIT";
   if (isOperating(locks, type)) return;
-  const priceNum = Number(price);
+  const priceNum = Number(request.price);
   if (!enforceMarkPriceGuard(side, priceNum, guard, log, "限价单")) return;
-  const qtyStep = opts?.qtyStep ?? 0.001;
-  const rawQuantity = Math.abs(amount);
-  const roundedQuantity = roundQtyDownToStep(rawQuantity, qtyStep);
-  const quantity = roundedQuantity > 0 ? roundedQuantity : rawQuantity;
+  const quantity = normalizeQuantity(request.amount, request.qtyStep ?? DEFAULT_QTY_STEP);
   if (quantity <= 0) {
     log("error", "限价单数量无效，跳过下单");
     return;
   }
-  if (!opts?.skipDedupe) {
-    await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
+  if (!request.skipDedupe) {
+    await deduplicateOrders(ctx, openOrders, type, side);
   }
   lockOperating(locks, timers, pendings, type, log);
   try {
     const closePosition = reduceOnly ? true : undefined;
     const order = await routeLimitOrder({
-      adapter,
-      symbol,
+      adapter: ctx.adapter,
+      symbol: ctx.symbol,
       side,
       quantity,
       price: priceNum,
       timeInForce: reduceOnly ? "GTC" : "GTX",
       reduceOnly: reduceOnly ? true : undefined,
       closePosition,
-      slPrice: opts?.slPrice,
-      tpPrice: opts?.tpPrice,
-      clientOrderId: opts?.clientOrderId,
+      slPrice: request.slPrice,
+      tpPrice: request.tpPrice,
+      clientOrderId: request.clientOrderId,
     });
     pendings[type] = String(order.orderId);
-    log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${opts?.slPrice ? ` sl=${opts.slPrice}` : ""}`);
+    log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${request.slPrice ? ` sl=${request.slPrice}` : ""}`);
     return order;
   } catch (err) {
     unlockOperating(locks, timers, pendings, type);
@@ -197,37 +242,26 @@ export async function placeOrder(
 }
 
 export async function placeMarketOrder(
-  adapter: ExchangeAdapter,
-  symbol: string,
-  openOrders: Order[],
-  locks: OrderLockMap,
-  timers: OrderTimerMap,
-  pendings: OrderPendingMap,
-  side: "BUY" | "SELL",
-  amount: number,
-  log: LogHandler,
-  reduceOnly = false,
-  guard?: OrderGuardOptions,
-  opts?: { qtyStep: number }
+  ctx: OrderContext,
+  request: MarketOrderRequest
 ): Promise<Order | undefined> {
+  const { locks, timers, pendings, log } = ctx;
+  const { side, openOrders, guard, reduceOnly = false } = request;
   const type = "MARKET";
   if (isOperating(locks, type)) return;
   if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) return;
-  const qtyStep = opts?.qtyStep ?? 0.001;
-  const rawQuantity = Math.abs(amount);
-  const roundedQuantity = roundQtyDownToStep(rawQuantity, qtyStep);
-  const quantity = roundedQuantity > 0 ? roundedQuantity : rawQuantity;
+  const quantity = normalizeQuantity(request.amount, request.qtyStep ?? DEFAULT_QTY_STEP);
   if (quantity <= 0) {
     log("error", "市价单数量无效，跳过下单");
     return;
   }
-  await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
+  await deduplicateOrders(ctx, openOrders, type, side);
   lockOperating(locks, timers, pendings, type, log);
   try {
     const closePosition = reduceOnly ? true : undefined;
     const order = await routeMarketOrder({
-      adapter,
-      symbol,
+      adapter: ctx.adapter,
+      symbol: ctx.symbol,
       side,
       quantity,
       reduceOnly: reduceOnly ? true : undefined,
@@ -247,20 +281,11 @@ export async function placeMarketOrder(
 }
 
 export async function placeStopLossOrder(
-  adapter: ExchangeAdapter,
-  symbol: string,
-  openOrders: Order[],
-  locks: OrderLockMap,
-  timers: OrderTimerMap,
-  pendings: OrderPendingMap,
-  side: "BUY" | "SELL",
-  stopPrice: number,
-  quantity: number,
-  lastPrice: number | null,
-  log: LogHandler,
-  guard?: OrderGuardOptions,
-  opts?: { priceTick: number; qtyStep: number }
+  ctx: OrderContext,
+  request: StopLossOrderRequest
 ): Promise<Order | undefined> {
+  const { locks, timers, pendings, log } = ctx;
+  const { side, openOrders, guard, stopPrice, lastPrice } = request;
   const type = "STOP_MARKET";
   if (isOperating(locks, type)) return;
   if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return;
@@ -274,24 +299,20 @@ export async function placeStopLossOrder(
       return;
     }
   }
-  const priceTick = opts?.priceTick ?? 0.1;
-  const qtyStep = opts?.qtyStep ?? 0.001;
-  const normalizedStop = roundDownToTick(stopPrice, priceTick);
-  const rawQuantity = Math.abs(quantity);
-  const roundedQuantity = roundQtyDownToStep(rawQuantity, qtyStep);
-  const normalizedQty = roundedQuantity > 0 ? roundedQuantity : rawQuantity;
+  const normalizedStop = roundDownToTick(stopPrice, request.priceTick ?? DEFAULT_PRICE_TICK);
+  const normalizedQty = normalizeQuantity(request.quantity, request.qtyStep ?? DEFAULT_QTY_STEP);
   if (normalizedQty <= 0) {
     log("error", "止损单数量无效，跳过下单");
     return;
   }
 
   // Avoid forcing price for STOP_MARKET globally; keep this exchange-specific in gateways
-  await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
+  await deduplicateOrders(ctx, openOrders, type, side);
   lockOperating(locks, timers, pendings, type, log);
   try {
     const order = await routeStopOrder({
-      adapter,
-      symbol,
+      adapter: ctx.adapter,
+      symbol: ctx.symbol,
       side,
       quantity: normalizedQty,
       stopPrice: normalizedStop,
@@ -314,20 +335,11 @@ export async function placeStopLossOrder(
 }
 
 export async function placeTrailingStopOrder(
-  adapter: ExchangeAdapter,
-  symbol: string,
-  openOrders: Order[],
-  locks: OrderLockMap,
-  timers: OrderTimerMap,
-  pendings: OrderPendingMap,
-  side: "BUY" | "SELL",
-  activationPrice: number,
-  quantity: number,
-  callbackRate: number,
-  log: LogHandler,
-  guard?: OrderGuardOptions,
-  opts?: { priceTick: number; qtyStep: number }
+  ctx: OrderContext,
+  request: TrailingStopOrderRequest
 ): Promise<Order | undefined> {
+  const { adapter, locks, timers, pendings, log } = ctx;
+  const { side, openOrders, guard, activationPrice, callbackRate } = request;
   const type = "TRAILING_STOP_MARKET";
   if (isOperating(locks, type)) return;
   if (!adapter.supportsTrailingStops()) {
@@ -335,22 +347,18 @@ export async function placeTrailingStopOrder(
     return;
   }
   if (!enforceMarkPriceGuard(side, activationPrice, guard, log, "动态止盈单")) return;
-  const priceTick = opts?.priceTick ?? 0.1;
-  const qtyStep = opts?.qtyStep ?? 0.001;
-  const normalizedActivation = roundDownToTick(activationPrice, priceTick);
-  const rawQuantity = Math.abs(quantity);
-  const roundedQuantity = roundQtyDownToStep(rawQuantity, qtyStep);
-  const normalizedQty = roundedQuantity > 0 ? roundedQuantity : rawQuantity;
+  const normalizedActivation = roundDownToTick(activationPrice, request.priceTick ?? DEFAULT_PRICE_TICK);
+  const normalizedQty = normalizeQuantity(request.quantity, request.qtyStep ?? DEFAULT_QTY_STEP);
   if (normalizedQty <= 0) {
     log("error", "动态止盈单数量无效，跳过下单");
     return;
   }
-  await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
+  await deduplicateOrders(ctx, openOrders, type, side);
   lockOperating(locks, timers, pendings, type, log);
   try {
     const order = await routeTrailingStopOrder({
       adapter,
-      symbol,
+      symbol: ctx.symbol,
       side,
       quantity: normalizedQty,
       activationPrice: normalizedActivation,
@@ -374,28 +382,18 @@ export async function placeTrailingStopOrder(
   }
 }
 
-export async function marketClose(
-  adapter: ExchangeAdapter,
-  symbol: string,
-  openOrders: Order[],
-  locks: OrderLockMap,
-  timers: OrderTimerMap,
-  pendings: OrderPendingMap,
-  side: "BUY" | "SELL",
-  quantity: number,
-  log: LogHandler,
-  guard?: OrderGuardOptions,
-  opts?: { qtyStep: number }
-): Promise<void> {
+export async function marketClose(ctx: OrderContext, request: MarketCloseRequest): Promise<void> {
+  const { locks, timers, pendings, log } = ctx;
+  const { side, openOrders, guard, qtyStep } = request;
   const type = "MARKET";
   if (isOperating(locks, type)) return;
   if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价平仓")) return;
 
-  const qtyStep = opts?.qtyStep;
-  const rawQuantity = Math.abs(quantity);
-  const normalizedQtyRaw = qtyStep != null ? roundQtyDownToStep(rawQuantity, qtyStep) : rawQuantity;
-  let normalizedQty = normalizedQtyRaw > 0 ? normalizedQtyRaw : rawQuantity;
+  const rawQuantity = Math.abs(request.quantity);
+  let normalizedQty = qtyStep != null ? normalizeQuantity(rawQuantity, qtyStep) : rawQuantity;
   if (qtyStep != null) {
+    // A step-rounded close that is within rounding noise of the real position
+    // would leave dust behind; close the exact amount instead.
     const epsilon = Math.max(qtyStep * 1e-4, 1e-10);
     if (Math.abs(rawQuantity - normalizedQty) <= epsilon) {
       normalizedQty = rawQuantity;
@@ -406,12 +404,12 @@ export async function marketClose(
     return;
   }
 
-  await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
+  await deduplicateOrders(ctx, openOrders, type, side);
   lockOperating(locks, timers, pendings, type, log);
   try {
     const order = await routeCloseOrder({
-      adapter,
-      symbol,
+      adapter: ctx.adapter,
+      symbol: ctx.symbol,
       side,
       quantity: normalizedQty,
       reduceOnly: true,

src/strategy/grid-engine.ts

@@ -10,11 +10,13 @@ import {
   placeOrder,
   placeStopLossOrder,
   unlockOperating,
+  type OrderContext,
   type OrderLockMap,
   type OrderPendingMap,
   type OrderTimerMap,
 } from "../core/order-coordinator";
 import { StrategyEventEmitter } from "./common/event-emitter";
+import { createPrecisionSyncer, type PrecisionSyncer } from "./common/precision-syncer";
 import { safeSubscribe, type LogHandler } from "./common/subscriptions";
 import { clearGridState, loadGridState, saveGridState } from "./common/grid-storage";
 import {
@@ -170,7 +172,7 @@ export class GridEngine {
   private savePending = false;
   private uncoveredQty = 0;
   private desiredOrders: DesiredGridOrder[] = [];
-  private precisionSync: Promise<void> | null = null;
+  private readonly precision: PrecisionSyncer;
 
   constructor(
     private readonly config: GridConfig,
@@ -187,11 +189,25 @@ export class GridEngine {
       this.stopReason = "配置无效，已暂停网格";
       this.log("error", this.stopReason);
     }
-    this.syncPrecision();
+    this.precision = createPrecisionSyncer(this.exchange, this.config, this.config.qtyStep, this.log);
+    this.precision.start();
     this.bootstrap();
     this.setupConnectionProtection();
   }
 
+  /** Bundles the fixed order-routing state; rebuilt lazily on first use. */
+  private get orderContext(): OrderContext {
+    return (this.orderContextCache ??= {
+      adapter: this.exchange,
+      symbol: this.config.symbol,
+      locks: this.locks,
+      timers: this.timers,
+      pendings: this.pendings,
+      log: (type, detail) => this.tradeLog.push(type, detail),
+    });
+  }
+  private orderContextCache: OrderContext | null = null;
+
   start(): void {
     if (this.timer || !this.running) {
       if (!this.timer && !this.running) {
@@ -209,6 +225,7 @@ export class GridEngine {
       clearInterval(this.timer);
       this.timer = null;
     }
+    this.precision.stop();
   }
 
   on(event: GridEvent, listener: GridListener): void {
@@ -277,37 +294,6 @@ export class GridEngine {
   // Precision sync
   // -----------------------------------------------------------------------
 
-  private syncPrecision(): void {
-    if (this.precisionSync) return;
-    const getPrecision = this.exchange.getPrecision?.bind(this.exchange);
-    if (!getPrecision) return;
-    this.precisionSync = getPrecision()
-      .then((precision) => {
-        if (!precision) return;
-        let updated = false;
-        if (Number.isFinite(precision.priceTick) && precision.priceTick > 0) {
-          if (Math.abs(precision.priceTick - this.config.priceTick) > 1e-12) {
-            this.config.priceTick = precision.priceTick;
-            updated = true;
-          }
-        }
-        if (Number.isFinite(precision.qtyStep) && precision.qtyStep > 0) {
-          if (Math.abs(precision.qtyStep - this.config.qtyStep) > 1e-12) {
-            this.config.qtyStep = precision.qtyStep;
-            updated = true;
-          }
-        }
-        if (updated) {
-          this.log("info", `已同步交易精度: priceTick=${precision.priceTick} qtyStep=${precision.qtyStep}`);
-        }
-      })
-      .catch((error) => {
-        this.log("error", `同步精度失败: ${extractMessage(error)}`);
-        this.precisionSync = null;
-        setTimeout(() => this.syncPrecision(), 2000);
-      });
-  }
-
   // -----------------------------------------------------------------------
   // Feed subscriptions / connection events
   // -----------------------------------------------------------------------
@@ -744,26 +730,16 @@ export class GridEngine {
     const ordersVersionBeforePlace = this.ordersVersion;
     try {
       this.lastLimitAttemptAt = now;
-      placed = await placeOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pendings,
-        action.side,
-        action.price,
-        action.qty,
-        this.log,
-        isEntry ? false : this.config.useReduceOnlyForExit,
-        undefined,
-        {
-          priceTick: this.config.priceTick,
-          qtyStep: this.config.qtyStep,
-          skipDedupe: true,
-          clientOrderId,
-        }
-      );
+      placed = await placeOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: action.side,
+        price: action.price,
+        amount: action.qty,
+        reduceOnly: isEntry ? false : this.config.useReduceOnlyForExit,
+        qtyStep: this.config.qtyStep,
+        skipDedupe: true,
+        clientOrderId,
+      });
     } catch (error) {
       this.log("error", `挂单失败 (${action.side} @ ${action.price}): ${extractMessage(error)}`);
     }
@@ -829,23 +805,17 @@ export class GridEngine {
       }
     }
     try {
-      await marketClose(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pendings,
-        side,
-        qty,
-        this.log,
-        {
+      await marketClose(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        quantity: qty,
+        guard: {
           markPrice: mark,
           expectedPrice: Number.isFinite(closeSidePrice) ? closeSidePrice : null,
           maxPct: limitPct > 0 ? limitPct : undefined,
         },
-        { qtyStep: this.config.qtyStep }
-      );
+        qtyStep: this.config.qtyStep
+      });
       this.log("close", `市价平仓 ${side} ${qty} (${reason})`);
       return true;
     } catch (error) {
@@ -971,21 +941,16 @@ export class GridEngine {
 
     const lastPrice = Number(this.tickerSnapshot?.lastPrice);
     try {
-      const placed = await placeStopLossOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pendings,
-        desired.side,
-        desired.stopPrice,
-        Math.abs(this.position.positionAmt),
-        Number.isFinite(lastPrice) ? lastPrice : price,
-        this.log,
-        undefined,
-        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-      );
+      const placed = await placeStopLossOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: desired.side,
+        stopPrice: desired.stopPrice,
+        quantity: Math.abs(this.position.positionAmt),
+        lastPrice: Number.isFinite(lastPrice) ? lastPrice : price,
+        guard: undefined,
+        priceTick: this.config.priceTick,
+        qtyStep: this.config.qtyStep
+      });
       if (placed?.orderId != null) {
         state.exchangeStop = {
           orderId: String(placed.orderId),

src/strategy/guardian-engine.ts

@@ -15,7 +15,7 @@ import {
   placeTrailingStopOrder,
   unlockOperating,
 } from "../core/order-coordinator";
-import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
+import type { OrderContext, OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
 import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
 import { extractMessage, isUnknownOrderError } from "../utils/errors";
 import { formatPriceToString } from "../utils/math";
@@ -76,6 +76,19 @@ export class GuardianEngine {
     this.bootstrap();
   }
 
+  /** Bundles the fixed order-routing state; rebuilt lazily on first use. */
+  private get orderContext(): OrderContext {
+    return (this.orderContextCache ??= {
+      adapter: this.exchange,
+      symbol: this.config.symbol,
+      locks: this.locks,
+      timers: this.timers,
+      pendings: this.pending,
+      log: (type, detail) => this.tradeLog.push(type, detail),
+    });
+  }
+  private orderContextCache: OrderContext | null = null;
+
   start(): void {
     if (this.timer) return;
     this.timer = setInterval(() => {
@@ -390,24 +403,19 @@ export class GuardianEngine {
       if (quantity <= minQty) {
         return;
       }
-      await placeStopLossOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        stopPrice,
-        quantity,
-        lastPrice,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await placeStopLossOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        stopPrice: stopPrice,
+        quantity: quantity,
+        lastPrice: lastPrice,
+        guard: {
           markPrice: position.markPrice,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-      );
+        priceTick: this.config.priceTick,
+        qtyStep: this.config.qtyStep
+      });
       this.lastStopAttempt.side = side;
       this.lastStopAttempt.price = stopPrice;
       this.lastStopAttempt.at = now;
@@ -449,24 +457,19 @@ export class GuardianEngine {
       if (quantity <= minQty) {
         return;
       }
-      const order = await placeStopLossOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        nextStopPrice,
-        quantity,
-        lastPrice,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      const order = await placeStopLossOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        stopPrice: nextStopPrice,
+        quantity: quantity,
+        lastPrice: lastPrice,
+        guard: {
           markPrice: position.markPrice,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-      );
+        priceTick: this.config.priceTick,
+        qtyStep: this.config.qtyStep
+      });
       if (order) {
         this.tradeLog.push(
           "stop",
@@ -484,24 +487,19 @@ export class GuardianEngine {
         if (quantity <= minQty) {
           return;
         }
-        const restored = await placeStopLossOrder(
-          this.exchange,
-          this.config.symbol,
-          this.openOrders,
-          this.locks,
-          this.timers,
-          this.pending,
-          side,
-          Number.isFinite(existingStopPrice) ? existingStopPrice : nextStopPrice,
-          quantity,
-          lastPrice,
-          (type, detail) => this.tradeLog.push(type, detail),
-          {
+        const restored = await placeStopLossOrder(this.orderContext, {
+          openOrders: this.openOrders,
+          side: side,
+          stopPrice: Number.isFinite(existingStopPrice) ? existingStopPrice : nextStopPrice,
+          quantity: quantity,
+          lastPrice: lastPrice,
+          guard: {
             markPrice: position.markPrice,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-        );
+          priceTick: this.config.priceTick,
+          qtyStep: this.config.qtyStep
+        });
         if (restored && Number.isFinite(existingStopPrice)) {
           this.tradeLog.push(
             "order",
@@ -525,24 +523,19 @@ export class GuardianEngine {
       return;
     }
     try {
-      await placeTrailingStopOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        activationPrice,
-        quantity,
-        this.config.trailingCallbackRate,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await placeTrailingStopOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        activationPrice: activationPrice,
+        quantity: quantity,
+        callbackRate: this.config.trailingCallbackRate,
+        guard: {
           markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-      );
+        priceTick: this.config.priceTick,
+        qtyStep: this.config.qtyStep
+      });
     } catch (err) {
       this.tradeLog.push("error", t("log.guardian.trailingFail", { error: String(err) }));
     }

src/strategy/liquidity-maker-engine.ts

@@ -21,7 +21,7 @@ import {
   placeOrder,
   unlockOperating,
 } from "../core/order-coordinator";
-import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
+import type { OrderContext, OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
 import type { MakerEngineSnapshot } from "./maker-engine";
 import { makeOrderPlan } from "../core/lib/order-plan";
 import { safeCancelOrder } from "../core/lib/orders";
@@ -151,6 +151,19 @@ export class LiquidityMakerEngine {
     this.bootstrap();
   }
 
+  /** Bundles the fixed order-routing state; rebuilt lazily on first use. */
+  private get orderContext(): OrderContext {
+    return (this.orderContextCache ??= {
+      adapter: this.exchange,
+      symbol: this.config.symbol,
+      locks: this.locks,
+      timers: this.timers,
+      pendings: this.pending,
+      log: (type, detail) => this.tradeLog.push(type, detail),
+    });
+  }
+  private orderContextCache: OrderContext | null = null;
+
   start(): void {
     if (this.timer) return;
     this.timer = setInterval(() => {
@@ -698,17 +711,11 @@ export class LiquidityMakerEngine {
     const closeBidPrice = topBid != null ? formatPriceToString(topBid, priceDecimals) : null;
     const closeAskPrice = topAsk != null ? formatPriceToString(topAsk, priceDecimals) : null;
     try {
-      await marketClose(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        absPosition,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await marketClose(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        quantity: absPosition,
+        guard: {
           markPrice: position.markPrice,
           expectedPrice:
             side === "SELL"
@@ -716,8 +723,8 @@ export class LiquidityMakerEngine {
               : (closeBidPrice != null ? Number(closeBidPrice) : null),
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { qtyStep: this.precision.qtyStep }
-      );
+        qtyStep: this.precision.qtyStep
+      });
     } catch (error) {
       if (isUnknownOrderError(error)) {
         this.tradeLog.push("order", "限频强制平仓时订单已不存在");
@@ -886,27 +893,18 @@ export class LiquidityMakerEngine {
       }
       try {
         const reduceOnlyFlag = this.marketType === "spot" ? false : target.reduceOnly;
-        await placeOrder(
-          this.exchange,
-          this.config.symbol,
-          this.openOrders,
-          this.locks,
-          this.timers,
-          this.pending,
-          target.side,
-          target.price, // 已经是字符串价格
-          target.amount,
-          (type, detail) => this.tradeLog.push(type, detail),
-          reduceOnlyFlag,
-          {
+        await placeOrder(this.orderContext, {
+          openOrders: this.openOrders,
+          side: target.side,
+          price: target.price,
+          amount: target.amount,
+          reduceOnly: reduceOnlyFlag,
+          guard: {
             markPrice: this.getPositionSnapshot().markPrice,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          {
-            priceTick: this.precision.priceTick,
-            qtyStep: this.precision.qtyStep,
-          }
-        );
+          qtyStep: this.precision.qtyStep
+        });
         // Record last placed entry order timing and price
         if (!target.reduceOnly) {
           this.lastEntryOrderBySide[target.side] = { price: target.price, ts: Date.now() };
@@ -955,23 +953,17 @@ export class LiquidityMakerEngine {
         // 尽力撤销所有未完成挂单，避免锁定基础资产导致余额不足
         await this.exchange.cancelAllOrders({ symbol: this.config.symbol }).catch(() => {});
         await this.flushOrders();
-        await marketClose(
-          this.exchange,
-          this.config.symbol,
-          this.openOrders,
-          this.locks,
-          this.timers,
-          this.pending,
-          "SELL",
-          absPosition,
-          (type, detail) => this.tradeLog.push(type, detail),
-          {
+        await marketClose(this.orderContext, {
+          openOrders: this.openOrders,
+          side: "SELL",
+          quantity: absPosition,
+          guard: {
             markPrice: position.markPrice,
             expectedPrice: bidPrice || null,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          { qtyStep: this.precision.qtyStep }
-        );
+          qtyStep: this.precision.qtyStep
+        });
       } catch (error) {
         if (isRateLimitError(error)) throw error;
         if (isUnknownOrderError(error)) {
@@ -1005,23 +997,17 @@ export class LiquidityMakerEngine {
       );
       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),
-          {
+        await marketClose(this.orderContext, {
+          openOrders: this.openOrders,
+          side: position.positionAmt > 0 ? "SELL" : "BUY",
+          quantity: absPosition,
+          guard: {
             markPrice: position.markPrice,
             expectedPrice: Number(position.positionAmt > 0 ? bidPrice : askPrice) || null,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          { qtyStep: this.precision.qtyStep }
-        );
+          qtyStep: this.precision.qtyStep
+        });
       } catch (error) {
         if (isUnknownOrderError(error)) {
           this.tradeLog.push("order", "止损平仓时订单已不存在");
@@ -1253,17 +1239,11 @@ export class LiquidityMakerEngine {
     if (absQty < EPS) return false;
     const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
     try {
-      await marketClose(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        target.side,
-        absQty,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await marketClose(this.orderContext, {
+        openOrders: this.openOrders,
+        side: target.side,
+        quantity: absQty,
+        guard: {
           markPrice: position.markPrice,
           expectedPrice:
             target.side === "SELL"
@@ -1271,8 +1251,8 @@ export class LiquidityMakerEngine {
               : (topAsk != null ? Number(topAsk) : null),
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { qtyStep: this.precision.qtyStep }
-      );
+        qtyStep: this.precision.qtyStep
+      });
       this.tradeLog.push("order", `小额仓位使用市价平仓 ${target.side} 数量 ${absQty.toFixed(6)}`);
       return true;
     } catch (closeError) {

src/strategy/maker-engine.ts

@@ -20,7 +20,7 @@ import {
   placeOrder,
   unlockOperating,
 } from "../core/order-coordinator";
-import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
+import type { OrderContext, OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
 import { makeOrderPlan } from "../core/lib/order-plan";
 import { safeCancelOrder } from "../core/lib/orders";
 import { RateLimitController } from "../core/lib/rate-limit";
@@ -127,6 +127,19 @@ export class MakerEngine {
     this.bootstrap();
   }
 
+  /** Bundles the fixed order-routing state; rebuilt lazily on first use. */
+  private get orderContext(): OrderContext {
+    return (this.orderContextCache ??= {
+      adapter: this.exchange,
+      symbol: this.config.symbol,
+      locks: this.locks,
+      timers: this.timers,
+      pendings: this.pending,
+      log: (type, detail) => this.tradeLog.push(type, detail),
+    });
+  }
+  private orderContextCache: OrderContext | null = null;
+
   start(): void {
     if (this.timer) return;
     this.timer = setInterval(() => {
@@ -439,27 +452,18 @@ export class MakerEngine {
       if (!target) continue;
       if (target.amount < EPS) continue;
       try {
-        await placeOrder(
-          this.exchange,
-          this.config.symbol,
-          this.openOrders,
-          this.locks,
-          this.timers,
-          this.pending,
-          target.side,
-          target.price, // 已经是字符串价格
-          target.amount,
-          (type, detail) => this.tradeLog.push(type, detail),
-          target.reduceOnly,
-          {
+        await placeOrder(this.orderContext, {
+          openOrders: this.openOrders,
+          side: target.side,
+          price: target.price,
+          amount: target.amount,
+          reduceOnly: target.reduceOnly,
+          guard: {
             markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          {
-            priceTick: this.precision.priceTick,
-            qtyStep: this.precision.qtyStep,
-          }
-        );
+          qtyStep: this.precision.qtyStep
+        });
       } catch (error) {
         if (isInsufficientBalanceError(error)) {
           this.registerInsufficientBalance(error);
@@ -507,23 +511,17 @@ export class MakerEngine {
       );
       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),
-          {
+        await marketClose(this.orderContext, {
+          openOrders: this.openOrders,
+          side: position.positionAmt > 0 ? "SELL" : "BUY",
+          quantity: absPosition,
+          guard: {
             markPrice: position.markPrice,
             expectedPrice: Number(closeSidePrice) || null,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          { qtyStep: this.precision.qtyStep }
-        );
+          qtyStep: this.precision.qtyStep
+        });
       } catch (error) {
         if (isUnknownOrderError(error)) {
           this.tradeLog.push("order", t("log.maker.stopOrderMissing"));

src/strategy/maker-points-engine.ts

@@ -19,7 +19,7 @@ import {
   placeOrder,
   unlockOperating,
 } from "../core/order-coordinator";
-import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
+import type { OrderContext, OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
 import { makeOrderPlan } from "../core/lib/order-plan";
 import { safeCancelOrder } from "../core/lib/orders";
 import { RateLimitController } from "../core/lib/rate-limit";
@@ -244,6 +244,19 @@ export class MakerPointsEngine {
     this.bootstrap();
   }
 
+  /** Bundles the fixed order-routing state; rebuilt lazily on first use. */
+  private get orderContext(): OrderContext {
+    return (this.orderContextCache ??= {
+      adapter: this.exchange,
+      symbol: this.config.symbol,
+      locks: this.locks,
+      timers: this.timers,
+      pendings: this.pending,
+      log: (type, detail) => this.tradeLog.push(type, detail),
+    });
+  }
+  private orderContextCache: OrderContext | null = null;
+
   start(): void {
     if (this.timer) return;
     // 初始化数据时间戳
@@ -1046,26 +1059,17 @@ export class MakerPointsEngine {
           : target.side === "BUY"
             ? priceNum - 1
             : priceNum + 1;
-        await placeOrder(
-          this.exchange,
-          this.config.symbol,
-          this.openOrders,
-          this.locks,
-          this.timers,
-          this.pending,
-          target.side,
-          target.price,
-          target.amount,
-          (type, detail) => this.tradeLog.push(type, detail),
-          target.reduceOnly,
-          undefined,
-          {
-            priceTick: this.precision.priceTick,
-            qtyStep: this.precision.qtyStep,
-            skipDedupe: true,
-            slPrice,
-          }
-        );
+        await placeOrder(this.orderContext, {
+          openOrders: this.openOrders,
+          side: target.side,
+          price: target.price,
+          amount: target.amount,
+          reduceOnly: target.reduceOnly,
+          guard: undefined,
+          qtyStep: this.precision.qtyStep,
+          skipDedupe: true,
+          slPrice
+        });
       } catch (error) {
         if (isInsufficientBalanceError(error)) {
           this.registerInsufficientBalance(error);
@@ -1231,19 +1235,13 @@ export class MakerPointsEngine {
           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.precision.qtyStep }
-          );
+          await marketClose(this.orderContext, {
+            openOrders: this.openOrders,
+            side: side,
+            quantity: currentAbsPosition,
+            guard: undefined,
+            qtyStep: this.precision.qtyStep
+          });
 
           // 等待一小段时间让账户数据更新
           await this.sleep(STOP_LOSS_RETRY_INTERVAL_MS);

src/strategy/offset-maker-engine.ts

@@ -22,7 +22,7 @@ import {
   placeOrder,
   unlockOperating,
 } from "../core/order-coordinator";
-import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
+import type { OrderContext, OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
 import type { MakerEngineSnapshot } from "./maker-engine";
 import { makeOrderPlan } from "../core/lib/order-plan";
 import { safeCancelOrder } from "../core/lib/orders";
@@ -141,6 +141,19 @@ export class OffsetMakerEngine {
     this.bootstrap();
   }
 
+  /** Bundles the fixed order-routing state; rebuilt lazily on first use. */
+  private get orderContext(): OrderContext {
+    return (this.orderContextCache ??= {
+      adapter: this.exchange,
+      symbol: this.config.symbol,
+      locks: this.locks,
+      timers: this.timers,
+      pendings: this.pending,
+      log: (type, detail) => this.tradeLog.push(type, detail),
+    });
+  }
+  private orderContextCache: OrderContext | null = null;
+
   start(): void {
     if (this.timer) return;
     this.timer = setInterval(() => {
@@ -551,17 +564,11 @@ export class OffsetMakerEngine {
     const closeBidPrice = topBid != null ? formatPriceToString(topBid, priceDecimals) : null;
     const closeAskPrice = topAsk != null ? formatPriceToString(topAsk, priceDecimals) : null;
     try {
-      await marketClose(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        absPosition,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await marketClose(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        quantity: absPosition,
+        guard: {
           markPrice: position.markPrice,
           expectedPrice:
             side === "SELL"
@@ -569,8 +576,8 @@ export class OffsetMakerEngine {
               : (closeBidPrice != null ? Number(closeBidPrice) : null),
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { qtyStep: this.precision.qtyStep }
-      );
+        qtyStep: this.precision.qtyStep
+      });
     } catch (error) {
       if (isUnknownOrderError(error)) {
         this.tradeLog.push("order", "限频强制平仓时订单已不存在");
@@ -644,23 +651,17 @@ export class OffsetMakerEngine {
     );
     try {
       await this.flushOrders();
-      await marketClose(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        absPosition,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await marketClose(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        quantity: absPosition,
+        guard: {
           markPrice: position.markPrice,
           expectedPrice: Number(closeSidePrice) || null,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { qtyStep: this.precision.qtyStep }
-      );
+        qtyStep: this.precision.qtyStep
+      });
     } catch (error) {
       if (isUnknownOrderError(error)) {
         this.tradeLog.push("order", "深度不平衡平仓时订单已不存在");
@@ -747,27 +748,18 @@ export class OffsetMakerEngine {
       }
       try {
         const reduceOnlyFlag = this.marketType === "spot" ? false : target.reduceOnly;
-        await placeOrder(
-          this.exchange,
-          this.config.symbol,
-          this.openOrders,
-          this.locks,
-          this.timers,
-          this.pending,
-          target.side,
-          target.price, // 已经是字符串价格
-          target.amount,
-          (type, detail) => this.tradeLog.push(type, detail),
-          reduceOnlyFlag,
-          {
+        await placeOrder(this.orderContext, {
+          openOrders: this.openOrders,
+          side: target.side,
+          price: target.price,
+          amount: target.amount,
+          reduceOnly: reduceOnlyFlag,
+          guard: {
             markPrice: this.getPositionSnapshot().markPrice,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          {
-            priceTick: this.precision.priceTick,
-            qtyStep: this.precision.qtyStep,
-          }
-        );
+          qtyStep: this.precision.qtyStep
+        });
         // Record last placed entry order timing and price
         if (!target.reduceOnly) {
           this.lastEntryOrderBySide[target.side] = { price: target.price, ts: Date.now() };
@@ -816,23 +808,17 @@ export class OffsetMakerEngine {
         // 尽力撤销所有未完成挂单，避免锁定基础资产导致余额不足
         await this.exchange.cancelAllOrders({ symbol: this.config.symbol }).catch(() => {});
         await this.flushOrders();
-        await marketClose(
-          this.exchange,
-          this.config.symbol,
-          this.openOrders,
-          this.locks,
-          this.timers,
-          this.pending,
-          "SELL",
-          absPosition,
-          (type, detail) => this.tradeLog.push(type, detail),
-          {
+        await marketClose(this.orderContext, {
+          openOrders: this.openOrders,
+          side: "SELL",
+          quantity: absPosition,
+          guard: {
             markPrice: position.markPrice,
             expectedPrice: bidPrice || null,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          { qtyStep: this.precision.qtyStep }
-        );
+          qtyStep: this.precision.qtyStep
+        });
       } catch (error) {
         if (isRateLimitError(error)) throw error;
         if (isUnknownOrderError(error)) {
@@ -866,23 +852,17 @@ export class OffsetMakerEngine {
       );
       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),
-          {
+        await marketClose(this.orderContext, {
+          openOrders: this.openOrders,
+          side: position.positionAmt > 0 ? "SELL" : "BUY",
+          quantity: absPosition,
+          guard: {
             markPrice: position.markPrice,
             expectedPrice: Number(position.positionAmt > 0 ? bidPrice : askPrice) || null,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          { qtyStep: this.precision.qtyStep }
-        );
+          qtyStep: this.precision.qtyStep
+        });
       } catch (error) {
         if (isUnknownOrderError(error)) {
           this.tradeLog.push("order", "止损平仓时订单已不存在");
@@ -1123,17 +1103,11 @@ export class OffsetMakerEngine {
     if (absQty < EPS) return false;
     const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
     try {
-      await marketClose(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        target.side,
-        absQty,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await marketClose(this.orderContext, {
+        openOrders: this.openOrders,
+        side: target.side,
+        quantity: absQty,
+        guard: {
           markPrice: position.markPrice,
           expectedPrice:
             target.side === "SELL"
@@ -1141,8 +1115,8 @@ export class OffsetMakerEngine {
               : (topAsk != null ? Number(topAsk) : null),
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { qtyStep: this.precision.qtyStep }
-      );
+        qtyStep: this.precision.qtyStep
+      });
       this.tradeLog.push("order", `小额仓位使用市价平仓 ${target.side} 数量 ${absQty.toFixed(6)}`);
       return true;
     } catch (closeError) {

src/strategy/swing-engine.ts

@@ -2,7 +2,7 @@ import type { ExchangeAdapter } from "../exchanges/adapter";
 import type { AccountSnapshot, Depth, Order, Ticker } from "../exchanges/types";
 import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
 import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator";
-import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
+import type { OrderContext, OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
 import { extractMessage, isRateLimitError, isUnknownOrderError } from "../utils/errors";
 import { getPosition, type PositionSnapshot } from "../utils/strategy";
 import { computePositionPnl } from "../utils/pnl";
@@ -136,6 +136,19 @@ export class SwingEngine {
     this.bootstrap();
   }
 
+  /** Bundles the fixed order-routing state; rebuilt lazily on first use. */
+  private get orderContext(): OrderContext {
+    return (this.orderContextCache ??= {
+      adapter: this.exchange,
+      symbol: this.config.symbol,
+      locks: this.locks,
+      timers: this.timers,
+      pendings: this.pending,
+      log: (type, detail) => this.tradeLog.push(type, detail),
+    });
+  }
+  private orderContextCache: OrderContext | null = null;
+
   start(): void {
     if (this.timer) return;
     this.timer = setInterval(() => {
@@ -348,24 +361,18 @@ export class SwingEngine {
       if (Math.abs(position.positionAmt) > EPS) {
         return;
       }
-      await placeMarketOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        this.config.tradeAmount,
-        (type, detail) => this.tradeLog.push(type, detail),
-        false,
-        {
+      await placeMarketOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        amount: this.config.tradeAmount,
+        reduceOnly: false,
+        guard: {
           markPrice: position.markPrice,
           expectedPrice: Number(this.tickerSnapshot?.lastPrice) || null,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { qtyStep: this.config.qtyStep }
-      );
+        qtyStep: this.config.qtyStep
+      });
       this.tradeLog.push("open", `${reason}: ${side} (market)`);
     } catch (err) {
       this.tradeLog.push("error", `Open failed: ${extractMessage(err)}`);
@@ -380,23 +387,17 @@ export class SwingEngine {
         side === "SELL"
           ? Number(this.depthSnapshot?.bids?.[0]?.[0])
           : Number(this.depthSnapshot?.asks?.[0]?.[0]);
-      await marketClose(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        Math.abs(position.positionAmt),
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await marketClose(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        quantity: Math.abs(position.positionAmt),
+        guard: {
           markPrice: position.markPrice,
           expectedPrice: Number.isFinite(expected) ? expected : Number(this.tickerSnapshot?.lastPrice) || null,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { qtyStep: this.config.qtyStep }
-      );
+        qtyStep: this.config.qtyStep
+      });
       this.tradeLog.push("close", `${reason}: ${side} (market close)`);
     } catch (err) {
       if (isUnknownOrderError(err)) {
@@ -459,24 +460,19 @@ export class SwingEngine {
 
     try {
       const qty = Math.abs(position.positionAmt);
-      await placeStopLossOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        stopSide,
-        stopPrice,
-        qty,
-        lastPrice,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await placeStopLossOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: stopSide,
+        stopPrice: stopPrice,
+        quantity: qty,
+        lastPrice: lastPrice,
+        guard: {
           markPrice: position.markPrice,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-      );
+        priceTick: this.config.priceTick,
+        qtyStep: this.config.qtyStep
+      });
       this.lastStopAttempt = { side: stopSide, price: stopPrice, at: Date.now() };
     } catch (err) {
       this.lastStopAttempt = { side: stopSide, price: stopPrice, at: Date.now() };

src/strategy/trend-engine.ts

@@ -25,7 +25,7 @@ import {
   placeTrailingStopOrder,
   unlockOperating,
 } from "../core/order-coordinator";
-import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
+import type { OrderContext, OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
 import { extractMessage, isUnknownOrderError } from "../utils/errors";
 import { formatPriceToString } from "../utils/math";
 import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
@@ -139,6 +139,19 @@ export class TrendEngine {
     this.bootstrap();
   }
 
+  /** Bundles the fixed order-routing state; rebuilt lazily on first use. */
+  private get orderContext(): OrderContext {
+    return (this.orderContextCache ??= {
+      adapter: this.exchange,
+      symbol: this.config.symbol,
+      locks: this.locks,
+      timers: this.timers,
+      pendings: this.pending,
+      log: (type, detail) => this.tradeLog.push(type, detail),
+    });
+  }
+  private orderContextCache: OrderContext | null = null;
+
   start(): void {
     if (this.timer) return;
     this.timer = setInterval(() => {
@@ -490,24 +503,18 @@ export class TrendEngine {
 
   private async submitMarketOrder(side: "BUY" | "SELL", price: number, reason: string): Promise<void> {
     try {
-      await placeMarketOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        this.config.tradeAmount,
-        (type, detail) => this.tradeLog.push(type, detail),
-        false,
-        {
+      await placeMarketOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        amount: this.config.tradeAmount,
+        reduceOnly: false,
+        guard: {
           markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
           expectedPrice: Number(this.tickerSnapshot?.lastPrice) || null,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { qtyStep: this.config.qtyStep }
-      );
+        qtyStep: this.config.qtyStep
+      });
       this.tradeLog.push("open", `${reason}: ${side} @ ${price}`);
       this.lastOpenPlan = { side, price };
     } catch (err) {
@@ -748,17 +755,11 @@ export class TrendEngine {
             return { closed: false, pnl };
           }
         }
-        await marketClose(
-          this.exchange,
-          this.config.symbol,
-          this.openOrders,
-          this.locks,
-          this.timers,
-          this.pending,
-          direction === "long" ? "SELL" : "BUY",
-          Math.abs(position.positionAmt),
-          (type, detail) => this.tradeLog.push(type, detail),
-          {
+        await marketClose(this.orderContext, {
+          openOrders: this.openOrders,
+          side: direction === "long" ? "SELL" : "BUY",
+          quantity: Math.abs(position.positionAmt),
+          guard: {
             markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
             expectedPrice: Number(
               direction === "long"
@@ -767,8 +768,8 @@ export class TrendEngine {
             ) || null,
             maxPct: this.config.maxCloseSlippagePct,
           },
-          { qtyStep: this.config.qtyStep }
-        );
+          qtyStep: this.config.qtyStep
+        });
         result.closed = true;
         this.tradeLog.push("close", t("log.trend.stopClose", { side: direction === "long" ? "SELL" : "BUY" }));
         // 记录止损时间以便短期内抑制再次入场
@@ -811,24 +812,19 @@ export class TrendEngine {
       if (quantity <= minQty) {
         return;
       }
-      await placeStopLossOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        stopPrice,
-        quantity,
-        lastPrice,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await placeStopLossOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        stopPrice: stopPrice,
+        quantity: quantity,
+        lastPrice: lastPrice,
+        guard: {
           markPrice: position.markPrice,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-      );
+        priceTick: this.config.priceTick,
+        qtyStep: this.config.qtyStep
+      });
       this.lastStopAttempt = { side, price: stopPrice, at: Date.now() };
     } catch (err) {
       this.tradeLog.push("error", t("log.trend.placeStopFail", { error: String(err) }));
@@ -871,24 +867,19 @@ export class TrendEngine {
       if (quantity <= minQty) {
         return;
       }
-      const order = await placeStopLossOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        nextStopPrice,
-        quantity,
-        lastPrice,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      const order = await placeStopLossOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        stopPrice: nextStopPrice,
+        quantity: quantity,
+        lastPrice: lastPrice,
+        guard: {
           markPrice: position.markPrice,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-      );
+        priceTick: this.config.priceTick,
+        qtyStep: this.config.qtyStep
+      });
       if (order) {
         this.tradeLog.push(
           "stop",
@@ -914,24 +905,19 @@ export class TrendEngine {
           (side === "SELL" && existingStopPrice >= lastPrice) ||
           (side === "BUY" && existingStopPrice <= lastPrice);
         if (!restoreInvalid) {
-          const restored = await placeStopLossOrder(
-            this.exchange,
-            this.config.symbol,
-            this.openOrders,
-            this.locks,
-            this.timers,
-            this.pending,
-            side,
-            existingStopPrice,
-            quantity,
-            lastPrice,
-            (t, d) => this.tradeLog.push(t, d),
-            {
+          const restored = await placeStopLossOrder(this.orderContext, {
+            openOrders: this.openOrders,
+            side: side,
+            stopPrice: existingStopPrice,
+            quantity: quantity,
+            lastPrice: lastPrice,
+            guard: {
               markPrice: position.markPrice,
               maxPct: this.config.maxCloseSlippagePct,
             },
-            { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-          );
+            priceTick: this.config.priceTick,
+            qtyStep: this.config.qtyStep
+          });
           if (restored) {
             this.tradeLog.push(
               "order",
@@ -959,24 +945,19 @@ export class TrendEngine {
       return;
     }
     try {
-      await placeTrailingStopOrder(
-        this.exchange,
-        this.config.symbol,
-        this.openOrders,
-        this.locks,
-        this.timers,
-        this.pending,
-        side,
-        activationPrice,
-        quantity,
-        this.config.trailingCallbackRate,
-        (type, detail) => this.tradeLog.push(type, detail),
-        {
+      await placeTrailingStopOrder(this.orderContext, {
+        openOrders: this.openOrders,
+        side: side,
+        activationPrice: activationPrice,
+        quantity: quantity,
+        callbackRate: this.config.trailingCallbackRate,
+        guard: {
           markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
           maxPct: this.config.maxCloseSlippagePct,
         },
-        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
-      );
+        priceTick: this.config.priceTick,
+        qtyStep: this.config.qtyStep
+      });
     } catch (err) {
       this.tradeLog.push("error", t("log.trend.trailingFail", { error: String(err) }));
     }

tests/order-coordinator.test.ts

@@ -1,7 +1,12 @@
 import { describe, expect, it, vi, beforeEach, afterAll } from "vitest";
 import type { ExchangeAdapter } from "../src/exchanges/adapter";
 import type { Order } from "../src/exchanges/types";
-import type { OrderLockMap, OrderTimerMap, OrderPendingMap } from "../src/core/order-coordinator";
+import type {
+  OrderContext,
+  OrderLockMap,
+  OrderPendingMap,
+  OrderTimerMap,
+} from "../src/core/order-coordinator";
 import {
   deduplicateOrders,
   placeOrder,
@@ -60,130 +65,76 @@ describe("order-coordinator", () => {
     process.env.EXCHANGE = originalExchange;
   });
 
-  it("deduplicates orders by type and side", async () => {
+  /** One order context plus handles on the pieces the assertions poke at. */
+  function createContext() {
     const adapter = createMockExchange();
     const locks: OrderLockMap = {};
     const timers: OrderTimerMap = {};
     const pending: OrderPendingMap = {};
     const log = vi.fn();
+    const ctx: OrderContext = { adapter, symbol: "BTCUSDT", locks, timers, pendings: pending, log };
+    return { ctx, adapter, locks, timers, pending, log };
+  }
+
+  it("deduplicates orders by type and side", async () => {
+    const { ctx, adapter, log } = createContext();
     const openOrders: Order[] = [
       { ...baseOrder, orderId: 1 },
       { ...baseOrder, orderId: 2 },
     ];
-    await deduplicateOrders(adapter, "BTCUSDT", openOrders, locks, timers, pending, "LIMIT", "BUY", log);
+    await deduplicateOrders(ctx, openOrders, "LIMIT", "BUY");
     expect(adapter.cancelOrders).toHaveBeenCalledWith({ symbol: "BTCUSDT", orderIdList: [2] });
     expect(log).toHaveBeenCalledWith("order", expect.stringContaining("去重撤销重复"));
   });
 
   it("places limit orders and records pending id", async () => {
-    const adapter = createMockExchange();
-    const locks: OrderLockMap = {};
-    const timers: OrderTimerMap = {};
-    const pending: OrderPendingMap = {};
-    const log = vi.fn();
-    await placeOrder(
-      adapter,
-      "BTCUSDT",
-      [],
-      locks,
-      timers,
-      pending,
-      "BUY",
-      "100",
-      1,
-      log,
-      false
-    );
+    const { ctx, adapter, pending } = createContext();
+    await placeOrder(ctx, { openOrders: [], side: "BUY", price: "100", amount: 1, reduceOnly: false });
     expect(adapter.createOrder).toHaveBeenCalled();
     expect(pending.MARKET).toBeUndefined();
     expect(pending.LIMIT).toBe(String(baseOrder.orderId));
   });
 
   it("places market order and unlocks after completion", async () => {
-    const adapter = createMockExchange();
-    const locks: OrderLockMap = {};
-    const timers: OrderTimerMap = {};
-    const pending: OrderPendingMap = {};
-    const log = vi.fn();
-    await placeMarketOrder(
-      adapter,
-      "BTCUSDT",
-      [],
-      locks,
-      timers,
-      pending,
-      "SELL",
-      1,
-      log,
-      true
-    );
+    const { ctx, adapter, pending } = createContext();
+    await placeMarketOrder(ctx, { openOrders: [], side: "SELL", amount: 1, reduceOnly: true });
     expect(adapter.createOrder).toHaveBeenCalled();
     expect(pending.MARKET).toBe(String(baseOrder.orderId));
   });
 
   it("places stop loss order only when valid", async () => {
-    const adapter = createMockExchange();
-    const locks: OrderLockMap = {};
-    const timers: OrderTimerMap = {};
-    const pending: OrderPendingMap = {};
-    const log = vi.fn();
-    await placeStopLossOrder(
-      adapter,
-      "BTCUSDT",
-      [],
-      locks,
-      timers,
-      pending,
-      "SELL",
-      99,
-      1,
-      100,
-      log
-    );
+    const { ctx, adapter, log } = createContext();
+    await placeStopLossOrder(ctx, {
+      openOrders: [],
+      side: "SELL",
+      stopPrice: 99,
+      quantity: 1,
+      lastPrice: 100,
+    });
     expect(adapter.createOrder).toHaveBeenCalled();
     expect(log).toHaveBeenCalledWith("stop", expect.stringContaining("STOP_MARKET"));
   });
 
   it("places trailing stop order", async () => {
-    const adapter = createMockExchange();
-    const locks: OrderLockMap = {};
-    const timers: OrderTimerMap = {};
-    const pending: OrderPendingMap = {};
-    const log = vi.fn();
-    await placeTrailingStopOrder(
-      adapter,
-      "BTCUSDT",
-      [],
-      locks,
-      timers,
-      pending,
-      "SELL",
-      101,
-      1,
-      0.2,
-      log
-    );
+    const { ctx, adapter, log } = createContext();
+    await placeTrailingStopOrder(ctx, {
+      openOrders: [],
+      side: "SELL",
+      activationPrice: 101,
+      quantity: 1,
+      callbackRate: 0.2,
+    });
     expect(adapter.createOrder).toHaveBeenCalled();
     expect(log).toHaveBeenCalledWith("order", expect.stringContaining("挂动态止盈单"));
   });
 
   it("market close cancels open orders before placing close order", async () => {
-    const adapter = createMockExchange();
-    const locks: OrderLockMap = {};
-    const timers: OrderTimerMap = {};
-    const pending: OrderPendingMap = {};
-    const log = vi.fn();
-    await marketClose(
-      adapter,
-      "BTCUSDT",
-      [{ ...baseOrder, orderId: 2 }],
-      locks,
-      timers,
-      pending,
-      "SELL",
-      1,
-      log
-    );
+    const { ctx, adapter, log } = createContext();
+    await marketClose(ctx, {
+      openOrders: [{ ...baseOrder, orderId: 2 }],
+      side: "SELL",
+      quantity: 1,
+    });
     expect(adapter.createOrder).toHaveBeenCalled();
     expect(log).toHaveBeenCalledWith("close", expect.stringContaining("市价平仓"));
   });