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 -3
View File
@@ -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) {