feat: 添加最大平仓滑点配置，更新网格引擎状态持久化逻辑，优化订单管理和状态恢复功能

2026-09-09 08:18:07 +00:00 · 2025-10-07 03:48:12 +08:00
parent 5878a3dc0b
commit 88292c9c49
6 changed files with 268 additions and 9 deletions
@@ -49,6 +49,7 @@ GRID_DIRECTION=both                     # Order direction: both | long | short
 GRID_STOP_LOSS_PCT=0.01                 # Stop loss trigger percentage beyond bounds (0.01 => 1%)
 GRID_RESTART_TRIGGER_PCT=0.01           # Restart buffer percentage inside bounds
 GRID_AUTO_RESTART_ENABLED=true          # Automatically resume grid when price re-enters range
+GRID_MAX_CLOSE_SLIPPAGE_PCT=0.05        # Close-order slippage guard relative to mark price
 # GRID_PRICE_TICK=0.1                   # Optional override for grid price tick (falls back to PRICE_TICK)
 # GRID_QTY_STEP=0.001                   # Optional override for grid quantity step (falls back to QTY_STEP)