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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/strategy/common/binance-depth.ts
+1 -1
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@@ -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;