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.
This commit is contained in:
discountry
2026-02-07 23:58:01 +08:00
parent 858b2f304b
commit 61e6e4cdde
8 changed files with 138 additions and 5 deletions
+6
View File
@@ -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),
};