Add Binance depth monitoring configuration to MakerPoints

- Introduced new environment variables `MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS` and `MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO` to configure Binance depth monitoring.
- Updated `MakerPointsConfig` interface and implementation to include these new parameters.
- Enhanced translations to reflect dynamic depth window information in the UI.
- Added tests to validate the new configuration options and their integration into the MakerPoints engine.

.env.example

@@ -59,6 +59,10 @@ MAKER_REFRESH_INTERVAL_MS=500          # Maker refresh cadence (ms)
 MAKER_MAX_CLOSE_SLIPPAGE_PCT=0.05       # Maker close slippage guard (fallbacks to MAX_CLOSE_SLIPPAGE_PCT)
 MAKER_PRICE_TICK=0.1                    # Maker price tick size (defaults to PRICE_TICK)
 
+# Maker-points Binance depth imbalance monitor
+MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=5       # Binance depth monitor window around best bid/ask (bps)
+MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=8  # Imbalance threshold ratio (e.g. 8 => one side >= 8x)
+
 # Grid strategy defaults
 GRID_LOWER_PRICE=25000                  # Grid lower bound price (quote currency)
 GRID_UPPER_PRICE=35000                  # Grid upper bound price

docs/standx/maker-points-guide.md

@@ -132,6 +132,8 @@ MAKER_POINTS_ORDER_AMOUNT=0.01
 MAKER_POINTS_CLOSE_THRESHOLD=0.1
 MAKER_POINTS_STOP_LOSS_USD=0
 MAKER_POINTS_MIN_REPRICE_BPS=3
+MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=5
+MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=8
 
 # ===== 挂单档位开关 =====
 MAKER_POINTS_BAND_0_10=true
@@ -173,6 +175,8 @@ MAKER_POINTS_ORDER_AMOUNT=0.01
 MAKER_POINTS_CLOSE_THRESHOLD=0.1
 MAKER_POINTS_STOP_LOSS_USD=0
 MAKER_POINTS_MIN_REPRICE_BPS=3
+MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=5
+MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=8
 MAKER_POINTS_BAND_0_10=true
 MAKER_POINTS_BAND_10_30=true
 MAKER_POINTS_BAND_30_100=true
@@ -214,6 +218,8 @@ bun run pm2:start:maker-points
 | `MAKER_POINTS_ORDER_AMOUNT` | 每笔挂单数量 | 建议 `0.01` 起步 |
 | `MAKER_POINTS_CLOSE_THRESHOLD` | 持仓达到多少开始平仓 | 设为 `0` 表示不自动平仓 |
 | `MAKER_POINTS_STOP_LOSS_USD` | 亏损多少美元强制平仓 | 设为 `0` 表示关闭止损 |
+| `MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS` | Binance 失衡检测窗口（bps） | 默认 `5` |
+| `MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO` | Binance 失衡比例阈值 | 默认 `8` |
 | `MAKER_POINTS_BAND_*` | 三个挂单档位的开关 | 全部 `true` 即可 |
 | `STANDX_TOKEN_CREATE_DATE` | Token 创建日期 | 推荐配置，格式 YYYY-MM-DD |
 | `STANDX_TOKEN_VALIDITY_DAYS` | Token 有效期天数 | 推荐配置，与创建日期配合使用 |

src/config.ts

@@ -227,6 +227,10 @@ export interface MakerPointsConfig {
   minRepriceBps: number;
   /** 是否根据 Binance 盘口深度失衡自动取消单边挂单，默认 true */
   enableBinanceDepthCancel: boolean;
+  /** Binance 深度监控窗口（bps），默认 5 */
+  binanceDepthWindowBps?: number;
+  /** Binance 深度失衡比例阈值，默认 8 */
+  binanceDepthImbalanceRatio?: number;
   /** 各档位最小深度阈值 (BTC)，盘口到目标价之间的挂单量低于此值则跳过该档位，默认 10 */
   filterMinDepth: number;
 }
@@ -254,6 +258,8 @@ export const makerPointsConfig: MakerPointsConfig = {
   band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount),
   minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
   enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true),
+  binanceDepthWindowBps: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS, 5),
+  binanceDepthImbalanceRatio: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO, 8),
   filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 10),
 };
 

src/i18n/index.ts

@@ -248,8 +248,8 @@ const translations: Record<string, TranslationEntry> = {
     en: "Quote mode: {mode} | BUY {buy} | SELL {sell}",
   },
   "makerPoints.binanceLine": {
-    zh: "Binance 深度(±9bps): 买 {buy} ｜ 卖 {sell} ｜ 状态: {status}",
-    en: "Binance depth (±9bps): bid {buy} | ask {sell} | Status: {status}",
+    zh: "Binance 深度(±{windowBps}bps): 买 {buy} ｜ 卖 {sell} ｜ 状态: {status}",
+    en: "Binance depth (±{windowBps}bps): bid {buy} | ask {sell} | Status: {status}",
   },
   "makerPoints.bandDepthLine": {
     zh: "StandX 档位 {band}bps 深度: 买 {buy} ｜ 卖 {sell}",

src/strategy/maker-points-engine.ts

@@ -206,8 +206,12 @@ export class MakerPointsEngine {
       baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL,
       restBaseUrl: process.env.BINANCE_REST_URL,
       levels: 20,
-      ratio: 2,
-      depthWindowBps: 9,
+      ratio: Number.isFinite(this.config.binanceDepthImbalanceRatio)
+        ? Math.max(1.01, Number(this.config.binanceDepthImbalanceRatio))
+        : 8,
+      depthWindowBps: Number.isFinite(this.config.binanceDepthWindowBps)
+        ? Math.max(1, Number(this.config.binanceDepthWindowBps))
+        : 5,
       speedMs: 100,
       logger: (context, error) => {
         this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`);

src/ui/MakerPointsApp.tsx

@@ -162,6 +162,7 @@ export function MakerPointsApp({ onExit }: MakerPointsAppProps) {
           {t("makerPoints.binanceLine", {
             buy: formatNumber(snapshot.binanceDepth?.buySum ?? 0, 4),
             sell: formatNumber(snapshot.binanceDepth?.sellSum ?? 0, 4),
+            windowBps: snapshot.binanceDepth?.windowBps ?? 5,
             status: imbalanceLabel,
           })}
         </Text>

tests/config-inline-comments.test.ts

@@ -28,10 +28,14 @@ describe("config env parsing", () => {
     process.env.EXCHANGE = "standx";
     process.env.MAKER_POINTS_STOP_LOSS_USD = "1 # comment";
     process.env.MAKER_POINTS_CLOSE_THRESHOLD = "2 ; comment";
+    process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS = "6 # comment";
+    process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO = "9 ; comment";
 
     const { makerPointsConfig } = await loadConfig();
     expect(makerPointsConfig.stopLossUsd).toBe(1);
     expect(makerPointsConfig.closeThreshold).toBe(2);
+    expect(makerPointsConfig.binanceDepthWindowBps).toBe(6);
+    expect(makerPointsConfig.binanceDepthImbalanceRatio).toBe(9);
   });
 
   it("parses boolean maker-points env values with inline comments", async () => {
@@ -42,4 +46,3 @@ describe("config env parsing", () => {
     expect(makerPointsConfig.enableBand10To30).toBe(false);
   });
 });
-

tests/maker-points-binance-depth-config.test.ts

@@ -0,0 +1,109 @@
+import { describe, expect, it } from "vitest";
+import type { ExchangeAdapter } from "../src/exchanges/adapter";
+import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
+import { t } from "../src/i18n";
+import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
+
+class StubAdapter implements ExchangeAdapter {
+  id = "standx";
+
+  supportsTrailingStops(): boolean {
+    return false;
+  }
+
+  watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
+  watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
+  watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
+  watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
+  watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
+
+  async createOrder(): Promise<AsterOrder> {
+    throw new Error("not implemented");
+  }
+
+  async cancelOrder(): Promise<void> {}
+  async cancelOrders(): Promise<void> {}
+  async cancelAllOrders(): Promise<void> {}
+}
+
+describe("MakerPointsEngine Binance depth monitor config", () => {
+  it("uses default 5bps window and ratio 8", () => {
+    const engine = new MakerPointsEngine(
+      {
+        symbol: "BTC-USD",
+        perOrderAmount: 0.01,
+        closeThreshold: 0,
+        stopLossUsd: 1,
+        refreshIntervalMs: 500,
+        maxLogEntries: 20,
+        maxCloseSlippagePct: 0.05,
+        priceTick: 0.1,
+        qtyStep: 0.001,
+        enableBand0To10: true,
+        enableBand10To30: false,
+        enableBand30To100: false,
+        band0To10Amount: 0.01,
+        band10To30Amount: 0.01,
+        band30To100Amount: 0.01,
+        minRepriceBps: 3,
+        enableBinanceDepthCancel: true,
+        filterMinDepth: 0,
+      },
+      new StubAdapter()
+    );
+
+    const trackerOptions = ((engine as any).binanceDepth as { options?: { depthWindowBps?: number; ratio?: number } })
+      .options;
+
+    expect(trackerOptions?.depthWindowBps).toBe(5);
+    expect(trackerOptions?.ratio).toBe(8);
+
+    engine.stop();
+  });
+
+  it("uses configured window and ratio", () => {
+    const engine = new MakerPointsEngine(
+      {
+        symbol: "BTC-USD",
+        perOrderAmount: 0.01,
+        closeThreshold: 0,
+        stopLossUsd: 1,
+        refreshIntervalMs: 500,
+        maxLogEntries: 20,
+        maxCloseSlippagePct: 0.05,
+        priceTick: 0.1,
+        qtyStep: 0.001,
+        enableBand0To10: true,
+        enableBand10To30: false,
+        enableBand30To100: false,
+        band0To10Amount: 0.01,
+        band10To30Amount: 0.01,
+        band30To100Amount: 0.01,
+        minRepriceBps: 3,
+        enableBinanceDepthCancel: true,
+        binanceDepthWindowBps: 7,
+        binanceDepthImbalanceRatio: 11,
+        filterMinDepth: 0,
+      },
+      new StubAdapter()
+    );
+
+    const trackerOptions = ((engine as any).binanceDepth as { options?: { depthWindowBps?: number; ratio?: number } })
+      .options;
+
+    expect(trackerOptions?.depthWindowBps).toBe(7);
+    expect(trackerOptions?.ratio).toBe(11);
+
+    engine.stop();
+  });
+
+  it("renders binance depth line with dynamic window bps", () => {
+    const line = t(
+      "makerPoints.binanceLine",
+      { windowBps: 5, buy: "1.23", sell: "1.11", status: "Balanced" },
+      "en"
+    );
+
+    expect(line).toContain("±5bps");
+  });
+});