Enhance Binance depth health monitoring and defense mode logic (#21)

- Updated translations for Binance depth status messages to include depth window information.
- Modified `MakerPointsEngine` to incorporate health checks for the Binance depth tracker, including handling of unhealthy states.
- Improved defense mode activation logic to respond to Binance depth health status, ensuring appropriate logging and notifications.
- Added integration tests for defense mode behavior based on Binance depth health, validating transitions into and out of defense mode.
- Refactored `BinanceDepthTracker` to support health checks and improved connection management.

tests/binance-depth-health-integration.test.ts

@@ -0,0 +1,172 @@
+import { afterEach, describe, expect, it, vi } from "vitest";
+import type { ExchangeAdapter } from "../src/exchanges/adapter";
+import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
+import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
+
+const ORIGINAL_FETCH = globalThis.fetch;
+
+class StubAdapter implements ExchangeAdapter {
+  id = "standx";
+
+  supportsTrailingStops(): boolean {
+    return false;
+  }
+
+  watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
+  watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
+  watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
+  watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
+  watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
+
+  async createOrder(): Promise<AsterOrder> {
+    throw new Error("not implemented");
+  }
+
+  async cancelOrder(): Promise<void> {}
+  async cancelOrders(): Promise<void> {}
+  async cancelAllOrders(): Promise<void> {}
+
+  async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
+    return {
+      canTrade: true,
+      canDeposit: true,
+      canWithdraw: true,
+      updateTime: Date.now(),
+      totalWalletBalance: "0",
+      totalUnrealizedProfit: "0",
+      positions: [],
+      assets: [],
+      marketType: "perp",
+    };
+  }
+}
+
+afterEach(() => {
+  globalThis.fetch = ORIGINAL_FETCH;
+  vi.restoreAllMocks();
+  vi.useRealTimers();
+});
+
+describe("MakerPointsEngine Binance depth health defense", () => {
+  it("enters defense mode when Binance depth tracker is unhealthy", () => {
+    vi.useFakeTimers();
+    globalThis.fetch = vi.fn(async () => {
+      throw new Error("network blocked in test");
+    }) as any;
+
+    const engine = new MakerPointsEngine(
+      {
+        symbol: "BTC-USD",
+        perOrderAmount: 0.01,
+        closeThreshold: 0,
+        stopLossUsd: 1,
+        refreshIntervalMs: 500,
+        maxLogEntries: 20,
+        maxCloseSlippagePct: 0.05,
+        priceTick: 0.1,
+        qtyStep: 0.001,
+        enableBand0To10: true,
+        enableBand10To30: false,
+        enableBand30To100: false,
+        band0To10Amount: 0.01,
+        band10To30Amount: 0.01,
+        band30To100Amount: 0.01,
+        minRepriceBps: 3,
+        enableBinanceDepthCancel: true,
+        filterMinDepth: 0,
+      },
+      new StubAdapter()
+    );
+
+    const now = Date.now();
+    (engine as any).lastStandxDepthTime = now;
+    (engine as any).lastStandxAccountTime = now;
+    (engine as any).lastBinanceDepthTime = now;
+
+    (engine as any).binanceDepth = {
+      getHealth: () => ({
+        started: true,
+        connected: true,
+        orderBookReady: false,
+        restHealthy: false,
+        healthy: false,
+        reason: "orderbook_not_ready",
+        lastEventAt: now,
+        lastSnapshotAt: 0,
+        lastRestSyncAt: 0,
+        localLastUpdateId: 0,
+      }),
+      stop: () => {},
+    };
+
+    (engine as any).checkDataStaleAndDefense();
+    expect((engine as any).defenseMode).toBe(true);
+
+    const logs = ((engine as any).tradeLog.all() as Array<{ detail: string }>).map((entry) => entry.detail);
+    expect(logs.some((detail) => detail.includes("Binance簿记异常(orderbook_not_ready)"))).toBe(true);
+
+    engine.stop();
+  });
+
+  it("exits defense mode after Binance depth health recovers", () => {
+    vi.useFakeTimers();
+    globalThis.fetch = vi.fn(async () => {
+      throw new Error("network blocked in test");
+    }) as any;
+
+    const engine = new MakerPointsEngine(
+      {
+        symbol: "BTC-USD",
+        perOrderAmount: 0.01,
+        closeThreshold: 0,
+        stopLossUsd: 1,
+        refreshIntervalMs: 500,
+        maxLogEntries: 20,
+        maxCloseSlippagePct: 0.05,
+        priceTick: 0.1,
+        qtyStep: 0.001,
+        enableBand0To10: true,
+        enableBand10To30: false,
+        enableBand30To100: false,
+        band0To10Amount: 0.01,
+        band10To30Amount: 0.01,
+        band30To100Amount: 0.01,
+        minRepriceBps: 3,
+        enableBinanceDepthCancel: true,
+        filterMinDepth: 0,
+      },
+      new StubAdapter()
+    );
+
+    const now = Date.now();
+    (engine as any).lastStandxDepthTime = now;
+    (engine as any).lastStandxAccountTime = now;
+    (engine as any).lastBinanceDepthTime = now;
+
+    let unhealthy = true;
+    (engine as any).binanceDepth = {
+      getHealth: () => ({
+        started: true,
+        connected: true,
+        orderBookReady: !unhealthy,
+        restHealthy: !unhealthy,
+        healthy: !unhealthy,
+        reason: unhealthy ? "orderbook_not_ready" : null,
+        lastEventAt: now,
+        lastSnapshotAt: now,
+        lastRestSyncAt: now,
+        localLastUpdateId: unhealthy ? 0 : 100,
+      }),
+      stop: () => {},
+    };
+
+    (engine as any).checkDataStaleAndDefense();
+    expect((engine as any).defenseMode).toBe(true);
+
+    unhealthy = false;
+    (engine as any).checkDataStaleAndDefense();
+    expect((engine as any).defenseMode).toBe(false);
+
+    engine.stop();
+  });
+});

tests/maker-points-defense-rest.test.ts

@@ -94,6 +94,8 @@ describe("MakerPointsEngine defense-mode REST polling", () => {
     (engine as any).enterDefenseMode({
       standxDepthStale: true,
       binanceStale: false,
+      binanceUnhealthy: false,
+      binanceHealthReason: null,
       standxAccountStale: false,
       accountInvalid: false,
       standxRestUnhealthy: false,
@@ -146,6 +148,8 @@ describe("MakerPointsEngine defense-mode REST polling", () => {
     (engine as any).enterDefenseMode({
       standxDepthStale: true,
       binanceStale: false,
+      binanceUnhealthy: false,
+      binanceHealthReason: null,
       standxAccountStale: false,
       accountInvalid: false,
       standxRestUnhealthy: false,