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Update imbalance ratio in MakerPointsEngine and binance-depth.ts for improved trading strategy

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- 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.
This commit is contained in:
discountry
2026-02-07 23:35:22 +08:00
parent 6998afebb1
commit 858b2f304b
2 changed files with 2 additions and 2 deletions
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src/strategy/common/binance-depth.ts
+1 -1
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@@ -19,7 +19,7 @@ const RECONNECT_DELAY_MAX_MS = 60_000;
const DEFAULT_REFRESH_SYNC_INTERVAL_MS = 30_000; const DEFAULT_REFRESH_SYNC_INTERVAL_MS = 30_000;
const DEFAULT_DEPTH_WINDOW_BPS = 9; const DEFAULT_DEPTH_WINDOW_BPS = 9;
const DEFAULT_IMBALANCE_RATIO = 8; const DEFAULT_IMBALANCE_RATIO = 2;
const MAX_BUFFER_SIZE = 5000; const MAX_BUFFER_SIZE = 5000;
const SYNC_SNAPSHOT_MAX_RETRIES = 5; const SYNC_SNAPSHOT_MAX_RETRIES = 5;
const REST_FAILURE_DEFENSE_THRESHOLD = 1; const REST_FAILURE_DEFENSE_THRESHOLD = 1;
src/strategy/maker-points-engine.ts
+1 -1
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@@ -206,7 +206,7 @@ export class MakerPointsEngine {
baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL, baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL,
restBaseUrl: process.env.BINANCE_REST_URL, restBaseUrl: process.env.BINANCE_REST_URL,
levels: 20, levels: 20,
ratio: 8, ratio: 2,
depthWindowBps: 9, depthWindowBps: 9,
speedMs: 100, speedMs: 100,
logger: (context, error) => { logger: (context, error) => {