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.

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>