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。

This commit is contained in:
discountry
2025-09-24 04:33:08 +08:00
parent 6f05ee0da3
commit 7eddc3b88c
9 changed files with 272 additions and 199 deletions
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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;
}