Add Liquidity Maker strategy and related configurations

- Introduced a new `LiquidityMakerConfig` interface and corresponding configuration settings in `config.ts`.
- Updated CLI argument handling to include the new "liquidity-maker" strategy option.
- Implemented the `LiquidityMakerEngine` class to manage the liquidity making strategy, including order handling and risk management.
- Added a new `LiquidityMakerApp` component for user interaction and display of strategy status.
- Enhanced internationalization support with translations for the liquidity maker strategy.
- Updated the main application to integrate the new liquidity maker strategy into the existing framework.

src/cli/args.ts

@@ -1,4 +1,4 @@
-export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid";
+export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
 
 export interface CliOptions {
   strategy?: StrategyId;
@@ -13,6 +13,7 @@ const STRATEGY_VALUES = new Set<StrategyId>([
   "maker",
   "maker-points",
   "offset-maker",
+  "liquidity-maker",
   "basis",
   "grid",
 ]);
@@ -72,6 +73,8 @@ function assignStrategy(options: CliOptions, raw: string): void {
     options.strategy = "offset-maker";
   } else if (normalized === "makerpoints" || normalized === "maker-points" || normalized === "maker_points") {
     options.strategy = "maker-points";
+  } else if (normalized === "liquidity" || normalized === "liquiditymaker" || normalized === "liquidity-maker" || normalized === "liquidity_maker") {
+    options.strategy = "liquidity-maker";
   }
 }
 
@@ -95,10 +98,11 @@ function assignExchange(options: CliOptions, raw: string): void {
 
 export function printCliHelp(): void {
   // eslint-disable-next-line no-console
-  console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
+  console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|liquidity-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
     `Options:\n` +
     `  --strategy, -s    Automatically start the specified strategy without the interactive menu.\n` +
     `                    Aliases: offset, offset-maker for the offset maker engine.\n` +
+    `                    Aliases: liquidity, liquidity-maker for the liquidity maker engine.\n` +
     `  --exchange, -e    Choose exchange. Overrides EXCHANGE/TRADE_EXCHANGE environment variables.\n` +
     `  --silent, -q      Reduce console output. When used with --strategy, runs in silent daemon mode.\n` +
     `  --help, -h        Show this help message.\n`);

src/cli/strategy-runner.ts

@@ -1,9 +1,10 @@
-import { basisConfig, gridConfig, isBasisStrategyEnabled, makerConfig, makerPointsConfig, tradingConfig } from "../config";
+import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig, makerConfig, makerPointsConfig, tradingConfig } from "../config";
 import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
 import type { ExchangeAdapter } from "../exchanges/adapter";
 import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
 import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
 import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine";
+import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
 import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
 import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
 import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
@@ -24,6 +25,7 @@ export const STRATEGY_LABELS: Record<StrategyId, string> = {
   maker: "Maker",
   "maker-points": "Maker Points",
   "offset-maker": "Offset Maker",
+  "liquidity-maker": "Liquidity Maker",
   basis: "Basis Arbitrage",
   grid: "Grid",
 };
@@ -106,6 +108,19 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
       offUpdate: (emitter) => engine.off("update", emitter),
     });
   },
+  "liquidity-maker": async (opts) => {
+    const config = liquidityMakerConfig;
+    const adapter = createAdapterOrThrow(config.symbol);
+    const engine = new LiquidityMakerEngine(config, adapter);
+    await runEngine({
+      engine,
+      strategy: "liquidity-maker",
+      silent: opts.silent,
+      getSnapshot: () => engine.getSnapshot(),
+      onUpdate: (emitter) => engine.on("update", emitter),
+      offUpdate: (emitter) => engine.off("update", emitter),
+    });
+  },
   basis: async (opts) => {
     if (!isBasisStrategyEnabled()) {
       throw new Error("Basis arbitrage strategy is disabled. Set ENABLE_BASIS_STRATEGY=true to enable it.");
@@ -156,6 +171,7 @@ async function runEngine<
     | MakerEngineSnapshot
     | MakerPointsSnapshot
     | OffsetMakerEngineSnapshot
+    | LiquidityMakerEngineSnapshot
     | BasisArbSnapshot
     | GridEngineSnapshot
 >(

src/config.ts

@@ -294,6 +294,39 @@ export const gridConfig: GridConfig = {
 
 gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.orderSize, gridConfig.gridLevels);
 
+export interface LiquidityMakerConfig {
+  symbol: string;
+  tradeAmount: number;
+  lossLimit: number;
+  bidOffset: number;
+  askOffset: number;
+  refreshIntervalMs: number;
+  maxLogEntries: number;
+  maxCloseSlippagePct: number;
+  priceTick: number;
+  /** 平仓挂单距成交价的档位数，默认1档 */
+  closeTickOffset: number;
+  /** 偏移判断阈值倍数，当一侧深度超出另一侧此倍数时取消薄端订单，默认2 */
+  depthImbalanceRatio: number;
+}
+
+export const liquidityMakerConfig: LiquidityMakerConfig = {
+  symbol: resolveSymbolFromEnv(),
+  tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
+  lossLimit: parseNumber(process.env.LIQUIDITY_MAKER_LOSS_LIMIT, parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03))),
+  bidOffset: parseNumber(process.env.LIQUIDITY_MAKER_BID_OFFSET, parseNumber(process.env.MAKER_BID_OFFSET, 0)),
+  askOffset: parseNumber(process.env.LIQUIDITY_MAKER_ASK_OFFSET, parseNumber(process.env.MAKER_ASK_OFFSET, 0)),
+  refreshIntervalMs: parseNumber(process.env.LIQUIDITY_MAKER_REFRESH_INTERVAL_MS, parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 500)),
+  maxLogEntries: parseNumber(process.env.LIQUIDITY_MAKER_MAX_LOG_ENTRIES, parseNumber(process.env.MAKER_MAX_LOG_ENTRIES, 200)),
+  maxCloseSlippagePct: parseNumber(
+    process.env.LIQUIDITY_MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
+    0.05
+  ),
+  priceTick: parseNumber(process.env.LIQUIDITY_MAKER_PRICE_TICK ?? process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
+  closeTickOffset: Math.max(1, Math.floor(parseNumber(process.env.LIQUIDITY_MAKER_CLOSE_TICK_OFFSET, 1))),
+  depthImbalanceRatio: Math.max(1.1, parseNumber(process.env.LIQUIDITY_MAKER_DEPTH_IMBALANCE_RATIO, 2)),
+};
+
 export function isBasisStrategyEnabled(): boolean {
   const raw = process.env.ENABLE_BASIS_STRATEGY;
   if (!raw) return false;

src/i18n/index.ts

@@ -55,6 +55,15 @@ const translations: Record<string, TranslationEntry> = {
     zh: "监控期货与现货盘口差价，辅助发现套利机会",
     en: "Monitors futures/spot spread to surface arbitrage windows.",
   },
+  "app.strategy.liquidityMaker.label": { zh: "流动性做市商", en: "Liquidity Maker" },
+  "app.strategy.liquidityMaker.desc": {
+    zh: "成交后在更优价位挂单平仓，更敏感的深度偏移判断",
+    en: "Places close orders at better prices after fills, with sensitive depth imbalance detection.",
+  },
+  "liquidityMaker.title": { zh: "流动性做市商 (Liquidity Maker)", en: "Liquidity Maker" },
+  "liquidityMaker.initializing": { zh: "流动性做市商初始化中...", en: "Initializing Liquidity Maker..." },
+  "liquidityMaker.lastFill": { zh: "最近成交: {info}", en: "Last fill: {info}" },
+  "liquidityMaker.noFill": { zh: "无", en: "None" },
   "app.integrity.warning": {
     zh: "警告: 版权校验失败，当前版本可能被篡改。",
     en: "Warning: Copyright integrity check failed; build may be tampered.",

src/ui/App.tsx

@@ -5,6 +5,7 @@ import { GuardianApp } from "./GuardianApp";
 import { MakerApp } from "./MakerApp";
 import { MakerPointsApp } from "./MakerPointsApp";
 import { OffsetMakerApp } from "./OffsetMakerApp";
+import { LiquidityMakerApp } from "./LiquidityMakerApp";
 import { GridApp } from "./GridApp";
 import { BasisApp } from "./BasisApp";
 import { isBasisStrategyEnabled } from "../config";
@@ -13,7 +14,7 @@ import { resolveExchangeId } from "../exchanges/create-adapter";
 import { t } from "../i18n";
 
 interface StrategyOption {
-  id: "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid";
+  id: "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
   label: string;
   description: string;
   component: React.ComponentType<{ onExit: () => void }>;
@@ -50,6 +51,12 @@ const BASE_STRATEGIES: StrategyOption[] = [
     description: t("app.strategy.offset.desc"),
     component: OffsetMakerApp,
   },
+  {
+    id: "liquidity-maker",
+    label: t("app.strategy.liquidityMaker.label"),
+    description: t("app.strategy.liquidityMaker.desc"),
+    component: LiquidityMakerApp,
+  },
 ];
 
 const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);

src/ui/LiquidityMakerApp.tsx

@@ -0,0 +1,220 @@
+import React, { useEffect, useMemo, useRef, useState } from "react";
+import { Box, Text, useInput } from "ink";
+import { liquidityMakerConfig } from "../config";
+import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
+import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
+import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
+import { DataTable, type TableColumn } from "./components/DataTable";
+import { formatNumber } from "../utils/format";
+import { t } from "../i18n";
+
+interface LiquidityMakerAppProps {
+  onExit: () => void;
+}
+
+const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
+
+export function LiquidityMakerApp({ onExit }: LiquidityMakerAppProps) {
+  const [snapshot, setSnapshot] = useState<LiquidityMakerEngineSnapshot | null>(null);
+  const [error, setError] = useState<Error | null>(null);
+  const engineRef = useRef<LiquidityMakerEngine | null>(null);
+  const exchangeId = useMemo(() => resolveExchangeId(), []);
+  const exchangeName = useMemo(() => getExchangeDisplayName(exchangeId), [exchangeId]);
+
+  useInput(
+    (input, key) => {
+      if (key.escape) {
+        engineRef.current?.stop();
+        onExit();
+      }
+    },
+    { isActive: inputSupported }
+  );
+
+  useEffect(() => {
+    try {
+      const adapter = buildAdapterFromEnv({ exchangeId, symbol: liquidityMakerConfig.symbol });
+      const engine = new LiquidityMakerEngine(liquidityMakerConfig, adapter);
+      engineRef.current = engine;
+      setSnapshot(engine.getSnapshot());
+      const handler = (next: LiquidityMakerEngineSnapshot) => {
+        setSnapshot({ ...next, tradeLog: [...next.tradeLog] });
+      };
+      engine.on("update", handler);
+      engine.start();
+      return () => {
+        engine.off("update", handler);
+        engine.stop();
+      };
+    } catch (err) {
+      console.error(err);
+      setError(err instanceof Error ? err : new Error(String(err)));
+    }
+  }, [exchangeId]);
+
+  if (error) {
+    return (
+      <Box flexDirection="column" padding={1}>
+        <Text color="red">{t("common.startFailed", { message: error.message })}</Text>
+        <Text color="gray">{t("common.checkEnv")}</Text>
+      </Box>
+    );
+  }
+
+  if (!snapshot) {
+    return (
+      <Box padding={1}>
+        <Text>{t("liquidityMaker.initializing")}</Text>
+      </Box>
+    );
+  }
+
+  const topBid = snapshot.topBid;
+  const topAsk = snapshot.topAsk;
+  const priceDigits = snapshot.priceDecimals ?? 2;
+  const spreadDigits = Math.max(priceDigits + 1, 4);
+  const spreadDisplay =
+    snapshot.spread != null ? `${formatNumber(snapshot.spread, spreadDigits)} USDT` : "-";
+  const hasPosition = Math.abs(snapshot.position.positionAmt) > 1e-5;
+  const sortedOrders = [...snapshot.openOrders].sort((a, b) =>
+    (Number(b.updateTime ?? 0) - Number(a.updateTime ?? 0)) || Number(b.orderId) - Number(a.orderId)
+  );
+  const openOrderRows = sortedOrders.slice(0, 8).map((order) => ({
+    id: order.orderId,
+    side: order.side,
+    price: order.price,
+    qty: order.origQty,
+    filled: order.executedQty,
+    reduceOnly: order.reduceOnly ? "yes" : "no",
+    status: order.status,
+  }));
+  const openOrderColumns: TableColumn[] = [
+    { key: "id", header: "ID", align: "right", minWidth: 6 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "qty", header: "Qty", align: "right", minWidth: 8 },
+    { key: "filled", header: "Filled", align: "right", minWidth: 8 },
+    { key: "reduceOnly", header: "RO", minWidth: 4 },
+    { key: "status", header: "Status", minWidth: 10 },
+  ];
+
+  const desiredRows = snapshot.desiredOrders.map((order, index) => ({
+    index: index + 1,
+    side: order.side,
+    price: order.price,
+    amount: order.amount,
+    reduceOnly: order.reduceOnly ? "yes" : "no",
+  }));
+  const desiredColumns: TableColumn[] = [
+    { key: "index", header: "#", align: "right", minWidth: 2 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "amount", header: "Qty", align: "right", minWidth: 8 },
+    { key: "reduceOnly", header: "RO", minWidth: 4 },
+  ];
+
+  const lastLogs = snapshot.tradeLog.slice(-5);
+  const imbalanceLabel =
+    snapshot.depthImbalance === "balanced"
+      ? t("offset.imbalance.balanced")
+      : snapshot.depthImbalance === "buy_dominant"
+        ? t("offset.imbalance.buy")
+        : t("offset.imbalance.sell");
+  const readyStatus = snapshot.ready ? t("status.live") : t("status.waitingData");
+
+  // 显示最近成交信息
+  const lastFillInfo = snapshot.lastFill
+    ? `${snapshot.lastFill.side} ${formatNumber(snapshot.lastFill.amount, 6)} @ ${formatNumber(snapshot.lastFill.price, priceDigits)}`
+    : t("liquidityMaker.noFill");
+
+  return (
+    <Box flexDirection="column" paddingX={1}>
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="cyanBright">{t("liquidityMaker.title")}</Text>
+        <Text>
+          {t("offset.headerLine", {
+            exchange: exchangeName,
+            symbol: snapshot.symbol,
+            bid: formatNumber(topBid, priceDigits),
+            ask: formatNumber(topAsk, priceDigits),
+            spread: spreadDisplay,
+          })}
+        </Text>
+        <Text>
+          {t("offset.depthLine", {
+            buy: formatNumber(snapshot.buyDepthSum10, 4),
+            sell: formatNumber(snapshot.sellDepthSum10, 4),
+            status: imbalanceLabel,
+          })}
+        </Text>
+        <Text color="gray">
+          {t("offset.strategyStatus", {
+            buyStatus: snapshot.skipBuySide ? t("common.disabled") : t("common.enabled"),
+            sellStatus: snapshot.skipSellSide ? t("common.disabled") : t("common.enabled"),
+          })}
+        </Text>
+        <Text color="gray">{t("liquidityMaker.lastFill", { info: lastFillInfo })}</Text>
+        <Text color="gray">{t("trend.statusLine", { status: readyStatus })}</Text>
+      </Box>
+
+      <Box flexDirection="row" marginBottom={1}>
+        <Box flexDirection="column" marginRight={4}>
+          <Text color="greenBright">{t("common.section.position")}</Text>
+          {hasPosition ? (
+            <>
+              <Text>
+                {t("maker.positionLine", {
+                  direction:
+                    snapshot.position.positionAmt > 0 ? t("common.direction.long") : t("common.direction.short"),
+                  qty: formatNumber(Math.abs(snapshot.position.positionAmt), 4),
+                  entry: formatNumber(snapshot.position.entryPrice, priceDigits),
+                })}
+              </Text>
+              <Text>
+                {t("maker.pnlLine", {
+                  pnl: formatNumber(snapshot.pnl, 4),
+                  accountPnl: formatNumber(snapshot.accountUnrealized, 4),
+                })}
+              </Text>
+            </>
+          ) : (
+            <Text color="gray">{t("common.noPosition")}</Text>
+          )}
+        </Box>
+        <Box flexDirection="column">
+          <Text color="greenBright">{t("maker.targetOrders")}</Text>
+          {desiredRows.length > 0 ? (
+            <DataTable columns={desiredColumns} rows={desiredRows} />
+          ) : (
+            <Text color="gray">{t("maker.noTargetOrders")}</Text>
+          )}
+          <Text>
+            {t("trend.volumeLine", { volume: formatNumber(snapshot.sessionVolume, 2) })}
+          </Text>
+        </Box>
+      </Box>
+
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="yellow">{t("common.section.orders")}</Text>
+        {openOrderRows.length > 0 ? (
+          <DataTable columns={openOrderColumns} rows={openOrderRows} />
+        ) : (
+          <Text color="gray">{t("common.noOrders")}</Text>
+        )}
+      </Box>
+
+      <Box flexDirection="column">
+        <Text color="yellow">{t("common.section.recent")}</Text>
+        {lastLogs.length > 0 ? (
+          lastLogs.map((item, index) => (
+            <Text key={`${item.time}-${index}`}>
+              [{item.time}] [{item.type}] {item.detail}
+            </Text>
+          ))
+        ) : (
+          <Text color="gray">{t("common.noLogs")}</Text>
+        )}
+      </Box>
+    </Box>
+  );
+}