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

This commit is contained in:
discountry
2025-10-07 03:48:12 +08:00
parent 5878a3dc0b
commit 88292c9c49
6 changed files with 268 additions and 9 deletions
+8
View File
@@ -133,6 +133,7 @@ export interface GridConfig {
restartTriggerPct: number;
autoRestart: boolean;
gridMode: "geometric";
maxCloseSlippagePct: number;
}
const resolveBasisSymbol = (envKeys: string[], fallback: string): string => {
@@ -191,6 +192,13 @@ export const gridConfig: GridConfig = {
restartTriggerPct: Math.max(0, parseNumber(process.env.GRID_RESTART_TRIGGER_PCT, 0.01)),
autoRestart: parseBoolean(process.env.GRID_AUTO_RESTART_ENABLED ?? process.env.GRID_ENABLE_AUTO_RESTART, true),
gridMode: "geometric",
maxCloseSlippagePct: Math.max(
0,
parseNumber(
process.env.GRID_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
0.05
)
),
};
gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.orderSize, gridConfig.gridLevels);