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Add Binance depth monitoring configuration to MakerPoints

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- 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.
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discountry
2026-02-07 23:58:01 +08:00
parent 858b2f304b
commit 61e6e4cdde
8 changed files with 138 additions and 5 deletions
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.env.example
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@@ -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