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Update minimum depth threshold and imbalance ratio for improved trading performance

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- 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.
This commit is contained in:
discountry
2026-02-07 22:46:48 +08:00
parent a851257149
commit 6f85e609f8
3 changed files with 4 additions and 4 deletions
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src/config.ts
+2 -2
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@@ -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 {