feat: enhance precision synchronization in trading strategies and improve order quantity normalization logic

src/core/order-coordinator.ts

@@ -384,7 +384,13 @@ export async function marketClose(
   const qtyStep = opts?.qtyStep;
   const rawQuantity = Math.abs(quantity);
   const normalizedQtyRaw = qtyStep != null ? roundQtyDownToStep(rawQuantity, qtyStep) : rawQuantity;
-  const normalizedQty = normalizedQtyRaw > 0 ? normalizedQtyRaw : rawQuantity;
+  let normalizedQty = normalizedQtyRaw > 0 ? normalizedQtyRaw : rawQuantity;
+  if (qtyStep != null) {
+    const epsilon = Math.max(qtyStep * 1e-4, 1e-10);
+    if (Math.abs(rawQuantity - normalizedQty) <= epsilon) {
+      normalizedQty = rawQuantity;
+    }
+  }
   if (normalizedQty <= 0) {
     log("error", "市价平仓数量无效，跳过下单");
     return;

src/exchanges/adapter.ts

@@ -27,6 +27,14 @@ export interface KlineListener {
   (klines: AsterKline[]): void;
 }
 
+export interface ExchangePrecision {
+  priceTick: number;
+  qtyStep: number;
+  priceDecimals?: number;
+  sizeDecimals?: number;
+  marketId?: number;
+}
+
 export interface ExchangeAdapter {
   readonly id: string;
   supportsTrailingStops(): boolean;
@@ -39,4 +47,5 @@ export interface ExchangeAdapter {
   cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void>;
   cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
   cancelAllOrders(params: { symbol: string }): Promise<void>;
+  getPrecision?(): Promise<ExchangePrecision | null>;
 }

src/exchanges/lighter/adapter.ts

@@ -2,6 +2,7 @@ import type {
   AccountListener,
   DepthListener,
   ExchangeAdapter,
+  ExchangePrecision,
   KlineListener,
   OrderListener,
   TickerListener,
@@ -124,6 +125,22 @@ export class LighterExchangeAdapter implements ExchangeAdapter {
     await this.gateway.cancelAllOrders();
   }
 
+  async getPrecision(): Promise<ExchangePrecision | null> {
+    try {
+      const precision = await this.gateway.getPrecision();
+      return {
+        priceTick: precision.priceTick,
+        qtyStep: precision.qtyStep,
+        priceDecimals: precision.priceDecimals,
+        sizeDecimals: precision.sizeDecimals,
+        marketId: precision.marketId ?? undefined,
+      };
+    } catch (error) {
+      this.logError("precision", error);
+      return null;
+    }
+  }
+
   private ensureInitialized(context?: string): Promise<void> {
     if (!this.initPromise) {
       this.initContexts.clear();

src/exchanges/lighter/gateway.ts

@@ -116,6 +116,8 @@ interface Pollers {
 const KLINE_DEFAULT_COUNT = 120;
 const DEFAULT_TICKER_POLL_MS = 3000;
 const DEFAULT_KLINE_POLL_MS = 15000;
+const WS_HEARTBEAT_INTERVAL_MS = 5_000;
+const WS_STALE_TIMEOUT_MS = 20_000;
 
 const RESOLUTION_MS: Record<string, number> = {
   "1m": 60_000,
@@ -172,6 +174,8 @@ export class LighterGateway {
   private reconnectTimer: ReturnType<typeof setTimeout> | null = null;
   private readonly wsUrl: string;
   private connectPromise: Promise<void> | null = null;
+  private heartbeatTimer: ReturnType<typeof setInterval> | null = null;
+  private lastMessageAt = 0;
 
   private accountDetails: LighterAccountDetails | null = null;
   private positions: LighterPosition[] = [];
@@ -438,25 +442,56 @@ export class LighterGateway {
     await new Promise<void>((resolve, reject) => {
       const ws = new WebSocket(this.wsUrl);
       this.ws = ws;
+      let settled = false;
       const cleanup = () => {
         ws.removeAllListeners();
+        this.stopHeartbeat();
+        if (this.ws === ws) {
+          this.ws = null;
+        }
+      };
+      const fail = (error: unknown) => {
+        if (settled) return;
+        settled = true;
+        reject(error instanceof Error ? error : new Error(String(error)));
       };
       ws.on("open", async () => {
         try {
+          this.lastMessageAt = Date.now();
+          this.startHeartbeat();
           await this.subscribeChannels();
+          settled = true;
           resolve();
         } catch (error) {
-          reject(error);
+          cleanup();
+          fail(error);
+          return;
         }
       });
-      ws.on("message", (data) => this.handleMessage(data));
+      ws.on("message", (data) => {
+        this.lastMessageAt = Date.now();
+        this.handleMessage(data);
+      });
+      ws.on("pong", () => {
+        this.lastMessageAt = Date.now();
+      });
       ws.on("close", (code, reason) => {
         cleanup();
+        const normalizedReason = typeof reason === "string" && reason.length ? reason : undefined;
+        if (!settled) {
+          fail(new Error(`WebSocket closed before ready (code=${code}${normalizedReason ? `, reason=${normalizedReason}` : ""})`));
+          return;
+        }
         this.scheduleReconnect();
       });
       ws.on("error", (error) => {
-        cleanup();
         this.logger("ws:error", error);
+        cleanup();
+        if (!settled) {
+          fail(error);
+          return;
+        }
+        this.scheduleReconnect();
       });
     });
   }
@@ -506,6 +541,38 @@ export class LighterGateway {
     }, 2000);
   }
 
+  private startHeartbeat(): void {
+    if (this.heartbeatTimer) return;
+    this.heartbeatTimer = setInterval(() => {
+      const ws = this.ws;
+      if (!ws || ws.readyState !== WebSocket.OPEN) return;
+      const now = Date.now();
+      if (now - this.lastMessageAt > WS_STALE_TIMEOUT_MS) {
+        try {
+          ws.terminate();
+        } catch (error) {
+          this.logger("ws:terminate", error);
+        } finally {
+          this.stopHeartbeat();
+          this.scheduleReconnect();
+        }
+        return;
+      }
+      try {
+        ws.ping();
+      } catch (error) {
+        this.logger("ws:ping", error);
+      }
+    }, WS_HEARTBEAT_INTERVAL_MS);
+  }
+
+  private stopHeartbeat(): void {
+    if (this.heartbeatTimer) {
+      clearInterval(this.heartbeatTimer);
+      this.heartbeatTimer = null;
+    }
+  }
+
   private handleMessage(data: WebSocket.RawData): void {
     try {
       const text = typeof data === "string" ? data : data.toString("utf8");
@@ -785,6 +852,28 @@ export class LighterGateway {
     this.tickerEvent.emit(ticker);
   }
 
+  async getPrecision(): Promise<{
+    priceTick: number;
+    qtyStep: number;
+    priceDecimals: number;
+    sizeDecimals: number;
+    marketId: number | null;
+  }> {
+    await this.loadMetadata();
+    if (this.priceDecimals == null || this.sizeDecimals == null) {
+      throw new Error("Lighter market metadata not initialized");
+    }
+    const priceTick = decimalsToStep(this.priceDecimals);
+    const qtyStep = decimalsToStep(this.sizeDecimals);
+    return {
+      priceTick,
+      qtyStep,
+      priceDecimals: this.priceDecimals,
+      sizeDecimals: this.sizeDecimals,
+      marketId: this.marketId ?? null,
+    };
+  }
+
   private mapCreateOrderParams(params: CreateOrderParams): Omit<CreateOrderSignParams, "nonce"> & {
     baseAmountScaledString: string;
     priceScaledString: string;
@@ -953,3 +1042,11 @@ function mapTimeInForce(timeInForce: string | undefined, type: OrderType): numbe
       return LIGHTER_TIME_IN_FORCE.GOOD_TILL_TIME;
   }
 }
+
+function decimalsToStep(decimals: number): number {
+  if (!Number.isFinite(decimals) || decimals <= 0) {
+    return 1;
+  }
+  const step = Number(`1e-${decimals}`);
+  return Number.isFinite(step) ? step : Math.pow(10, -decimals);
+}

src/strategy/grid-engine.ts

@@ -80,7 +80,7 @@ export class GridEngine {
   private readonly locks: OrderLockMap = {};
   private readonly timers: OrderTimerMap = {};
   private readonly pendings: OrderPendingMap = {};
-  private readonly priceDecimals: number;
+  private priceDecimals: number;
   private readonly now: () => number;
   private readonly configValid: boolean;
   private readonly gridLevels: number[];
@@ -134,6 +134,7 @@ export class GridEngine {
   };
 
   private readonly log: LogHandler;
+  private precisionSync: Promise<void> | null = null;
 
   private timer: ReturnType<typeof setInterval> | null = null;
   private processing = false;
@@ -155,6 +156,7 @@ export class GridEngine {
     this.configValid = this.validateConfig();
     this.gridLevels = this.computeGridLevels();
     this.buildLevelMeta();
+    this.syncPrecision();
     this.running = this.configValid;
     if (!this.configValid) {
       this.stopReason = "配置无效，已暂停网格";
@@ -200,6 +202,52 @@ export class GridEngine {
     return this.buildSnapshot();
   }
 
+  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;
+            this.priceDecimals = decimalsOf(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}`
+          );
+          this.rebuildGridAfterPrecisionUpdate();
+        }
+      })
+      .catch((error) => {
+        this.log("error", `同步精度失败: ${extractMessage(error)}`);
+        this.precisionSync = null;
+        setTimeout(() => this.syncPrecision(), 2000);
+      });
+  }
+
+  private rebuildGridAfterPrecisionUpdate(): void {
+    if (!this.configValid) return;
+    const reference = this.getReferencePrice();
+    const newLevels = this.computeGridLevels();
+    this.gridLevels.length = 0;
+    this.gridLevels.push(...newLevels);
+    this.buildLevelMeta(reference);
+    this.emitUpdate();
+  }
+
   private validateConfig(): boolean {
     if (this.config.lowerPrice <= 0 || this.config.upperPrice <= 0) {
       return false;

src/strategy/maker-engine.ts

@@ -77,6 +77,9 @@ export class MakerEngine {
   private readonly tradeLog: ReturnType<typeof createTradeLog>;
   private readonly events = new StrategyEventEmitter<MakerEvent, MakerEngineSnapshot>();
   private readonly sessionVolume = new SessionVolumeTracker();
+  private priceTick: number = 0.1;
+  private qtyStep: number = 0.001;
+  private precisionSync: Promise<void> | null = null;
 
   private timer: ReturnType<typeof setInterval> | null = null;
   private processing = false;
@@ -114,6 +117,9 @@ export class MakerEngine {
     this.rateLimit = new RateLimitController(this.config.refreshIntervalMs, (type, detail) =>
       this.tradeLog.push(type, detail)
     );
+    this.priceTick = Math.max(1e-9, this.config.priceTick);
+    this.qtyStep = Math.max(1e-9, this.qtyStep);
+    this.syncPrecision();
     this.bootstrap();
   }
 
@@ -290,7 +296,7 @@ export class MakerEngine {
       }
 
       // 直接使用orderbook价格，格式化为字符串避免精度问题
-      const priceDecimals = Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)));
+      const priceDecimals = this.getPriceDecimals();
       const closeBidPrice = formatPriceToString(topBid, priceDecimals);
       const closeAskPrice = formatPriceToString(topAsk, priceDecimals);
       const bidPrice = formatPriceToString(topBid - this.config.bidOffset, priceDecimals);
@@ -340,7 +346,7 @@ export class MakerEngine {
     if (Math.abs(position.positionAmt) < EPS) return;
     const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
     if (topBid == null || topAsk == null) return;
-    const priceDecimals = Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)));
+    const priceDecimals = this.getPriceDecimals();
     const closeBidPrice = formatPriceToString(topBid, priceDecimals);
     const closeAskPrice = formatPriceToString(topAsk, priceDecimals);
     await this.checkRisk(position, Number(closeBidPrice), Number(closeAskPrice));
@@ -431,8 +437,8 @@ export class MakerEngine {
             maxPct: this.config.maxCloseSlippagePct,
           },
           {
-            priceTick: this.config.priceTick,
-            qtyStep: 0.001, // 默认数量步长
+            priceTick: this.priceTick,
+            qtyStep: this.qtyStep,
           }
         );
       } catch (error) {
@@ -527,6 +533,48 @@ export class MakerEngine {
     }
   }
 
+  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.priceTick) > 1e-12) {
+            this.priceTick = precision.priceTick;
+            this.config.priceTick = precision.priceTick;
+            updated = true;
+          }
+        }
+        if (Number.isFinite(precision.qtyStep) && precision.qtyStep > 0) {
+          if (Math.abs(precision.qtyStep - this.qtyStep) > 1e-12) {
+            this.qtyStep = precision.qtyStep;
+            updated = true;
+          }
+        }
+        if (updated) {
+          this.tradeLog.push(
+            "info",
+            `已同步交易精度: priceTick=${precision.priceTick} qtyStep=${precision.qtyStep}`
+          );
+        }
+      })
+      .catch((error) => {
+        this.tradeLog.push("error", `同步精度失败: ${extractMessage(error)}`);
+        this.precisionSync = null;
+        setTimeout(() => this.syncPrecision(), 2000);
+      });
+  }
+
+  private getPriceDecimals(): number {
+    const tick = Math.max(1e-9, this.priceTick);
+    const raw = Math.log10(1 / tick);
+    if (!Number.isFinite(raw)) return 0;
+    return Math.max(0, Math.floor(raw + 1e-9));
+  }
+
   private emitUpdate(): void {
     try {
       const snapshot = this.buildSnapshot();

src/strategy/offset-maker-engine.ts

@@ -64,6 +64,9 @@ export class OffsetMakerEngine {
   private readonly tradeLog: ReturnType<typeof createTradeLog>;
   private readonly events = new StrategyEventEmitter<MakerEvent, OffsetMakerEngineSnapshot>();
   private readonly sessionVolume = new SessionVolumeTracker();
+  private priceTick: number = 0.1;
+  private qtyStep: number = 0.001;
+  private precisionSync: Promise<void> | null = null;
 
   private timer: ReturnType<typeof setInterval> | null = null;
   private processing = false;
@@ -93,6 +96,9 @@ export class OffsetMakerEngine {
     this.rateLimit = new RateLimitController(this.config.refreshIntervalMs, (type, detail) =>
       this.tradeLog.push(type, detail)
     );
+    this.priceTick = Math.max(1e-9, this.config.priceTick);
+    this.qtyStep = Math.max(1e-9, this.qtyStep);
+    this.syncPrecision();
     // Debounce window defaults to 3x refresh interval, min 1s
     this.repriceDwellMs = Math.max(1000, this.config.refreshIntervalMs * 3);
     this.bootstrap();
@@ -275,7 +281,7 @@ export class OffsetMakerEngine {
       const finalAsk = latestAsk ?? topAsk!;
 
       // 直接使用orderbook价格，格式化为字符串避免精度问题
-      const priceDecimals = Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)));
+      const priceDecimals = this.getPriceDecimals();
       const closeBidPrice = formatPriceToString(finalBid, priceDecimals);
       const closeAskPrice = formatPriceToString(finalAsk, priceDecimals);
       const bidPrice = formatPriceToString(finalBid - this.config.bidOffset, priceDecimals);
@@ -326,7 +332,7 @@ export class OffsetMakerEngine {
     const absPosition = Math.abs(position.positionAmt);
     const side: "BUY" | "SELL" = position.positionAmt > 0 ? "SELL" : "BUY";
     const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
-    const priceDecimals = Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)));
+    const priceDecimals = this.getPriceDecimals();
     const closeBidPrice = topBid != null ? formatPriceToString(topBid, priceDecimals) : null;
     const closeAskPrice = topAsk != null ? formatPriceToString(topAsk, priceDecimals) : null;
     try {
@@ -464,7 +470,7 @@ export class OffsetMakerEngine {
       const newPrice = Number(t.price);
       const oldPrice = Number(existing.price);
       if (!Number.isFinite(newPrice) || !Number.isFinite(oldPrice)) continue;
-      const ticksDiff = Math.abs(newPrice - oldPrice) / this.config.priceTick;
+      const ticksDiff = Math.abs(newPrice - oldPrice) / this.priceTick;
       const recentPlaced = this.lastEntryOrderBySide[t.side]?.ts ?? 0;
       const withinDwell = Date.now() - recentPlaced < this.repriceDwellMs;
       if (ticksDiff < this.minRepriceTicks || withinDwell) {
@@ -529,8 +535,8 @@ export class OffsetMakerEngine {
             maxPct: this.config.maxCloseSlippagePct,
           },
           {
-            priceTick: this.config.priceTick,
-            qtyStep: 0.001, // 默认数量步长
+            priceTick: this.priceTick,
+            qtyStep: this.qtyStep,
           }
         );
         // Record last placed entry order timing and price
@@ -620,6 +626,48 @@ export class OffsetMakerEngine {
     }
   }
 
+  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.priceTick) > 1e-12) {
+            this.priceTick = precision.priceTick;
+            this.config.priceTick = precision.priceTick;
+            updated = true;
+          }
+        }
+        if (Number.isFinite(precision.qtyStep) && precision.qtyStep > 0) {
+          if (Math.abs(precision.qtyStep - this.qtyStep) > 1e-12) {
+            this.qtyStep = precision.qtyStep;
+            updated = true;
+          }
+        }
+        if (updated) {
+          this.tradeLog.push(
+            "info",
+            `已同步交易精度: priceTick=${precision.priceTick} qtyStep=${precision.qtyStep}`
+          );
+        }
+      })
+      .catch((error) => {
+        this.tradeLog.push("error", `同步精度失败: ${String(error)}`);
+        this.precisionSync = null;
+        setTimeout(() => this.syncPrecision(), 2000);
+      });
+  }
+
+  private getPriceDecimals(): number {
+    const tick = Math.max(1e-9, this.priceTick);
+    const raw = Math.log10(1 / tick);
+    if (!Number.isFinite(raw)) return 0;
+    return Math.max(0, Math.floor(raw + 1e-9));
+  }
+
   private emitUpdate(): void {
     try {
       const snapshot = this.buildSnapshot();

src/strategy/trend-engine.ts

@@ -123,12 +123,14 @@ export class TrendEngine {
     .digest("hex");
 
   private readonly listeners = new Map<TrendEngineEvent, Set<TrendEngineListener>>();
+  private precisionSync: Promise<void> | null = null;
 
   constructor(private readonly config: TradingConfig, private readonly exchange: ExchangeAdapter) {
     this.tradeLog = createTradeLog(this.config.maxLogEntries);
     this.rateLimit = new RateLimitController(this.config.pollIntervalMs, (type, detail) =>
       this.tradeLog.push(type, detail)
     );
+    this.syncPrecision();
     this.bootstrap();
   }
 
@@ -929,6 +931,42 @@ export class TrendEngine {
     }
   }
 
+  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) {
+          const delta = Math.abs(precision.priceTick - this.config.priceTick);
+          if (delta > 1e-12) {
+            this.config.priceTick = precision.priceTick;
+            updated = true;
+          }
+        }
+        if (Number.isFinite(precision.qtyStep) && precision.qtyStep > 0) {
+          const delta = Math.abs(precision.qtyStep - this.config.qtyStep);
+          if (delta > 1e-12) {
+            this.config.qtyStep = precision.qtyStep;
+            updated = true;
+          }
+        }
+        if (updated) {
+          this.tradeLog.push(
+            "info",
+            `已同步交易精度: priceTick=${precision.priceTick} qtyStep=${precision.qtyStep}`
+          );
+        }
+      })
+      .catch((error) => {
+        this.tradeLog.push("error", `同步精度失败: ${extractMessage(error)}`);
+        this.precisionSync = null;
+        setTimeout(() => this.syncPrecision(), 2000);
+      });
+  }
+
   private emitUpdate(): void {
     try {
       const snapshot = this.buildSnapshot();