chore: 移除 Maker 策略中的价格追逐阈值配置,简化订单计划逻辑

This commit is contained in:
discountry
2025-10-03 01:13:06 +08:00
parent 56bcaddb22
commit 9124c06315
6 changed files with 4 additions and 11 deletions
-2
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@@ -46,7 +46,6 @@ export interface MakerConfig {
symbol: string;
tradeAmount: number;
lossLimit: number;
priceChaseThreshold: number;
bidOffset: number;
askOffset: number;
refreshIntervalMs: number;
@@ -59,7 +58,6 @@ export const makerConfig: MakerConfig = {
symbol: process.env.TRADE_SYMBOL ?? "BTCUSDT",
tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
lossLimit: parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03)),
priceChaseThreshold: parseNumber(process.env.MAKER_PRICE_CHASE, 0.3),
bidOffset: parseNumber(process.env.MAKER_BID_OFFSET, 0),
askOffset: parseNumber(process.env.MAKER_ASK_OFFSET, 0),
refreshIntervalMs: parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 1500),
+2 -3
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@@ -9,8 +9,7 @@ export interface OrderTarget {
export function makeOrderPlan(
openOrders: AsterOrder[],
targets: OrderTarget[],
tolerance: number
targets: OrderTarget[]
): { toCancel: AsterOrder[]; toPlace: OrderTarget[] } {
const unmatched = new Set(targets.map((_, idx) => idx));
const toCancel: AsterOrder[] = [];
@@ -27,7 +26,7 @@ export function makeOrderPlan(
unmatched.has(index) &&
target.side === order.side &&
target.reduceOnly === reduceOnly &&
Math.abs(price - target.price) <= tolerance
price === target.price
);
});
if (matchedIndex >= 0) {
+1 -2
View File
@@ -327,9 +327,8 @@ export class MakerEngine {
}
private async syncOrders(targets: DesiredOrder[]): Promise<void> {
const tolerance = this.config.priceChaseThreshold;
const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets, tolerance);
const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets);
for (const order of toCancel) {
if (this.pendingCancelOrders.has(String(order.orderId))) continue;
+1 -2
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@@ -428,9 +428,8 @@ export class OffsetMakerEngine {
}
private async syncOrders(targets: DesiredOrder[]): Promise<void> {
const tolerance = this.config.priceChaseThreshold;
const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets, tolerance);
const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets);
for (const order of toCancel) {
if (this.pendingCancelOrders.has(String(order.orderId))) continue;