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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.
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@@ -19,7 +19,7 @@ const RECONNECT_DELAY_MAX_MS = 60_000;
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const DEFAULT_REFRESH_SYNC_INTERVAL_MS = 30_000;
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const DEFAULT_DEPTH_WINDOW_BPS = 9;
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const DEFAULT_IMBALANCE_RATIO = 8;
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const DEFAULT_IMBALANCE_RATIO = 2;
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const MAX_BUFFER_SIZE = 5000;
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const SYNC_SNAPSHOT_MAX_RETRIES = 5;
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const REST_FAILURE_DEFENSE_THRESHOLD = 1;
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@@ -206,7 +206,7 @@ export class MakerPointsEngine {
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baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL,
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restBaseUrl: process.env.BINANCE_REST_URL,
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levels: 20,
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ratio: 8,
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ratio: 2,
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depthWindowBps: 9,
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speedMs: 100,
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logger: (context, error) => {
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