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chore: 移除 Maker 策略中的价格追逐阈值配置,简化订单计划逻辑
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@@ -46,7 +46,6 @@ export interface MakerConfig {
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symbol: string;
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tradeAmount: number;
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lossLimit: number;
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priceChaseThreshold: number;
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bidOffset: number;
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askOffset: number;
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refreshIntervalMs: number;
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@@ -59,7 +58,6 @@ export const makerConfig: MakerConfig = {
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symbol: process.env.TRADE_SYMBOL ?? "BTCUSDT",
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tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
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lossLimit: parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03)),
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priceChaseThreshold: parseNumber(process.env.MAKER_PRICE_CHASE, 0.3),
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bidOffset: parseNumber(process.env.MAKER_BID_OFFSET, 0),
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askOffset: parseNumber(process.env.MAKER_ASK_OFFSET, 0),
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refreshIntervalMs: parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 1500),
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@@ -9,8 +9,7 @@ export interface OrderTarget {
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export function makeOrderPlan(
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openOrders: AsterOrder[],
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targets: OrderTarget[],
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tolerance: number
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targets: OrderTarget[]
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): { toCancel: AsterOrder[]; toPlace: OrderTarget[] } {
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const unmatched = new Set(targets.map((_, idx) => idx));
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const toCancel: AsterOrder[] = [];
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@@ -27,7 +26,7 @@ export function makeOrderPlan(
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unmatched.has(index) &&
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target.side === order.side &&
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target.reduceOnly === reduceOnly &&
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Math.abs(price - target.price) <= tolerance
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price === target.price
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);
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});
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if (matchedIndex >= 0) {
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@@ -327,9 +327,8 @@ export class MakerEngine {
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}
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private async syncOrders(targets: DesiredOrder[]): Promise<void> {
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const tolerance = this.config.priceChaseThreshold;
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const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
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const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets, tolerance);
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const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets);
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for (const order of toCancel) {
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if (this.pendingCancelOrders.has(String(order.orderId))) continue;
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@@ -428,9 +428,8 @@ export class OffsetMakerEngine {
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}
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private async syncOrders(targets: DesiredOrder[]): Promise<void> {
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const tolerance = this.config.priceChaseThreshold;
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const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
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const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets, tolerance);
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const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets);
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for (const order of toCancel) {
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if (this.pendingCancelOrders.has(String(order.orderId))) continue;
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