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