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.
2026-09-11 01:08:07 +00:00 · 2026-02-07 23:58:01 +08:00
parent 858b2f304b
commit 61e6e4cdde
8 changed files with 138 additions and 5 deletions
@@ -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");
+  });
+});