Update minimum depth threshold and imbalance ratio for improved trading performance

- Changed `filterMinDepth` in `MakerPointsConfig` from 5 to 10 to enhance trading strategy.
- Adjusted `ratio` in `MakerPointsEngine` and `DEFAULT_IMBALANCE_RATIO` in `binance-depth.ts` from 9 to 8 for better alignment with market conditions.

src/config.ts

@@ -227,7 +227,7 @@ 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;
-  /** 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 5 */
+  /** 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;
 }
 
@@ -254,7 +254,7 @@ 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),
-  filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 5),
+  filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 10),
 };
 
 export interface BasisArbConfig {

src/strategy/common/binance-depth.ts

@@ -19,7 +19,7 @@ const RECONNECT_DELAY_MAX_MS = 60_000;
 
 const DEFAULT_REFRESH_SYNC_INTERVAL_MS = 30_000;
 const DEFAULT_DEPTH_WINDOW_BPS = 9;
-const DEFAULT_IMBALANCE_RATIO = 9;
+const DEFAULT_IMBALANCE_RATIO = 8;
 const MAX_BUFFER_SIZE = 5000;
 const SYNC_SNAPSHOT_MAX_RETRIES = 5;
 const REST_FAILURE_DEFENSE_THRESHOLD = 1;

src/strategy/maker-points-engine.ts

@@ -205,7 +205,7 @@ export class MakerPointsEngine {
       baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL,
       restBaseUrl: process.env.BINANCE_REST_URL,
       levels: 20,
-      ratio: 9,
+      ratio: 8,
       depthWindowBps: 9,
       speedMs: 100,
       logger: (context, error) => {