更新 MakerEngine、OffsetMakerEngine 和 TrendEngine，重构订单同步逻辑，优化撤单和止损判断，新增订单计划生成和安全撤单功能，提升代码可读性和维护性。

src/utils/depth.ts

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+import type { AsterDepth } from "../exchanges/types";
+
+export type DepthImbalance = "balanced" | "buy_dominant" | "sell_dominant";
+
+export function computeDepthStats(
+  depth: AsterDepth,
+  levels = 10,
+  ratio = 3
+): {
+  buySum: number;
+  sellSum: number;
+  skipBuySide: boolean;
+  skipSellSide: boolean;
+  imbalance: DepthImbalance;
+} {
+  const topBids = (depth.bids ?? []).slice(0, levels);
+  const topAsks = (depth.asks ?? []).slice(0, levels);
+
+  const buySum = topBids.reduce((total, level) => {
+    const qty = Number(level?.[1]);
+    return Number.isFinite(qty) ? total + qty : total;
+  }, 0);
+
+  const sellSum = topAsks.reduce((total, level) => {
+    const qty = Number(level?.[1]);
+    return Number.isFinite(qty) ? total + qty : total;
+  }, 0);
+
+  const skipSellSide = sellSum === 0 || sellSum * ratio < buySum;
+  const skipBuySide = buySum === 0 || buySum * ratio < sellSum;
+
+  let imbalance: DepthImbalance = "balanced";
+  if (buySum > sellSum * ratio) {
+    imbalance = "buy_dominant";
+  } else if (sellSum > buySum * ratio) {
+    imbalance = "sell_dominant";
+  }
+
+  return { buySum, sellSum, skipBuySide, skipSellSide, imbalance };
+}
+
+

src/utils/pnl.ts

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+import type { PositionSnapshot } from "./strategy";
+
+export function computePositionPnl(
+  position: PositionSnapshot,
+  bestBid?: number | null,
+  bestAsk?: number | null
+): number {
+  const priceForPnl = position.positionAmt > 0 ? bestBid : bestAsk;
+  if (!Number.isFinite(priceForPnl as number)) return 0;
+  const absAmt = Math.abs(position.positionAmt);
+  return position.positionAmt > 0
+    ? ((priceForPnl as number) - position.entryPrice) * absAmt
+    : (position.entryPrice - (priceForPnl as number)) * absAmt;
+}
+
+

src/utils/price.ts

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+import type { AsterDepth, AsterTicker } from "../exchanges/types";
+
+export function getTopPrices(depth?: AsterDepth | null): { topBid: number | null; topAsk: number | null } {
+  const bid = Number(depth?.bids?.[0]?.[0]);
+  const ask = Number(depth?.asks?.[0]?.[0]);
+  return {
+    topBid: Number.isFinite(bid) ? bid : null,
+    topAsk: Number.isFinite(ask) ? ask : null,
+  };
+}
+
+export function getMidOrLast(depth?: AsterDepth | null, ticker?: AsterTicker | null): number | null {
+  const { topBid, topAsk } = getTopPrices(depth);
+  if (topBid != null && topAsk != null) return (topBid + topAsk) / 2;
+  const last = Number(ticker?.lastPrice);
+  return Number.isFinite(last) ? last : null;
+}
+
+

src/utils/risk.ts

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+import type { PositionSnapshot } from "./strategy";
+
+export function shouldStopLoss(
+  position: PositionSnapshot,
+  bestBid: number,
+  bestAsk: number,
+  lossLimit: number
+): boolean {
+  const absPosition = Math.abs(position.positionAmt);
+  if (absPosition < 1e-5) return false;
+
+  const pnl = position.positionAmt > 0
+    ? (bestBid - position.entryPrice) * absPosition
+    : (position.entryPrice - bestAsk) * absPosition;
+
+  const unrealized = Number.isFinite(position.unrealizedProfit)
+    ? (position.unrealizedProfit as number)
+    : null;
+
+  const derivedLoss = pnl < -lossLimit;
+  const snapshotLoss = Boolean(unrealized != null && unrealized < -lossLimit && pnl <= 0);
+
+  return derivedLoss || snapshotLoss;
+}
+
+