From 858b2f304be0da1690ccf75eed4990269bb657ab Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Sat, 7 Feb 2026 23:35:22 +0800
Subject: [PATCH] Update imbalance ratio in MakerPointsEngine and
 binance-depth.ts for improved trading strategy

- Adjusted the `ratio` in `MakerPointsEngine` from 8 to 2 to better align with current market conditions.
- Updated `DEFAULT_IMBALANCE_RATIO` in `binance-depth.ts` from 8 to 2 to maintain consistency across the trading strategy.
---
 src/strategy/common/binance-depth.ts | 2 +-
 src/strategy/maker-points-engine.ts  | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/src/strategy/common/binance-depth.ts b/src/strategy/common/binance-depth.ts
index 3a866d7..2017b90 100644
--- a/src/strategy/common/binance-depth.ts
+++ b/src/strategy/common/binance-depth.ts
@@ -19,7 +19,7 @@ const RECONNECT_DELAY_MAX_MS = 60_000;
 
 const DEFAULT_REFRESH_SYNC_INTERVAL_MS = 30_000;
 const DEFAULT_DEPTH_WINDOW_BPS = 9;
-const DEFAULT_IMBALANCE_RATIO = 8;
+const DEFAULT_IMBALANCE_RATIO = 2;
 const MAX_BUFFER_SIZE = 5000;
 const SYNC_SNAPSHOT_MAX_RETRIES = 5;
 const REST_FAILURE_DEFENSE_THRESHOLD = 1;
diff --git a/src/strategy/maker-points-engine.ts b/src/strategy/maker-points-engine.ts
index 3251c80..a828430 100644
--- a/src/strategy/maker-points-engine.ts
+++ b/src/strategy/maker-points-engine.ts
@@ -206,7 +206,7 @@ export class MakerPointsEngine {
       baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL,
       restBaseUrl: process.env.BINANCE_REST_URL,
       levels: 20,
-      ratio: 8,
+      ratio: 2,
       depthWindowBps: 9,
       speedMs: 100,
       logger: (context, error) => {