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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
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@@ -30,8 +30,9 @@
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GRID_DIRECTION=both
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GRID_STOP_LOSS_PCT=0.02
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GRID_RESTART_TRIGGER_PCT=0.02
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GRID_AUTO_RESTART_ENABLED=true
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```
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GRID_AUTO_RESTART_ENABLED=true
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GRID_MAX_CLOSE_SLIPPAGE_PCT=0.05
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```
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- `GRID_ORDER_SIZE` 与 `GRID_MAX_POSITION_SIZE` 需遵循「最大仓位 ÷ 单笔数量 ≥ 网格数」的原则,这样策略才能补齐全部挂单。本例 50 ÷ 5 = 10,但网格数为 20,意味着策略只会在离现价最近的上下各 10 个位置挂单,与仓位上限保持一致。
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@@ -69,7 +70,8 @@ bun start
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调参建议:
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1. **缩短区间**:想拉高单格盈利,可缩小上下边界并减少网格数。
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2. **更精细挂单**:适当提高 `GRID_LEVELS` 并降低 `GRID_ORDER_SIZE`,但同时记得调大 `GRID_MAX_POSITION_SIZE`。
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3. **只做单边**:若只想高抛低吸不反手,可设 `GRID_DIRECTION=long`,卖单会变成 `reduceOnly`。
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3. **调节平仓容忍度**:`GRID_MAX_CLOSE_SLIPPAGE_PCT` 控制平仓单相对标记价的最大偏移,确保 reduce-only 订单不会被交易所拒绝。
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4. **只做单边**:若只想高抛低吸不反手,可设 `GRID_DIRECTION=long`,卖单会变成 `reduceOnly`。
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## 中断恢复行为
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