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Add Maker Points strategy support in StandX. Introduce new configuration for Maker Points, including point bands and order management logic. Implement MakerPointsEngine for handling order placement and tracking. Update CLI and UI components to integrate Maker Points functionality, enhancing user experience and strategy options.

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discountry
2026-01-06 16:01:10 +08:00
parent 9a093459bc
commit 7aafc3b69d
11 changed files with 2032 additions and 12 deletions
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src/config.ts
+35
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@@ -110,6 +110,41 @@ export const makerConfig: MakerConfig = {
priceTick: parseNumber(process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
};
export interface MakerPointsConfig {
symbol: string;
perOrderAmount: number;
closeThreshold: number;
stopLossUsd: number;
refreshIntervalMs: number;
maxLogEntries: number;
maxCloseSlippagePct: number;
priceTick: number;
qtyStep: number;
enableBand0To10: boolean;
enableBand10To30: boolean;
enableBand30To100: boolean;
minRepriceBps: number;
}
export const makerPointsConfig: MakerPointsConfig = {
symbol: resolveSymbolFromEnv("standx"),
perOrderAmount: parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001)),
closeThreshold: parseNumber(process.env.MAKER_POINTS_CLOSE_THRESHOLD, 0),
stopLossUsd: parseNumber(process.env.MAKER_POINTS_STOP_LOSS_USD, 0),
refreshIntervalMs: parseNumber(process.env.MAKER_POINTS_REFRESH_INTERVAL_MS, 500),
maxLogEntries: parseNumber(process.env.MAKER_POINTS_MAX_LOG_ENTRIES, 200),
maxCloseSlippagePct: parseNumber(
process.env.MAKER_POINTS_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
0.05
),
priceTick: parseNumber(process.env.MAKER_POINTS_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
qtyStep: parseNumber(process.env.MAKER_POINTS_QTY_STEP ?? process.env.QTY_STEP, 0.001),
enableBand0To10: parseBoolean(process.env.MAKER_POINTS_BAND_0_10, true),
enableBand10To30: parseBoolean(process.env.MAKER_POINTS_BAND_10_30, true),
enableBand30To100: parseBoolean(process.env.MAKER_POINTS_BAND_30_100, true),
minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
};
export interface BasisArbConfig {
futuresSymbol: string;
spotSymbol: string;