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

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();