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Enhance MakerPoints configuration and logic

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- Added new configuration options for band-specific order amounts in `config.ts`.
- Implemented conditional logic in `MakerPointsEngine` to utilize the new band amounts based on the Binance depth cancel setting.
- Refactored order amount handling to improve clarity and maintainability.
This commit is contained in:
discountry
2026-01-18 01:49:36 +08:00
parent a34d06f9b4
commit 9629c22496
2 changed files with 26 additions and 5 deletions
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src/config.ts
+15 -1
View File
@@ -187,12 +187,22 @@ export interface MakerPointsConfig {
enableBand0To10: boolean;
enableBand10To30: boolean;
enableBand30To100: boolean;
/** 0-10 bps 档位挂单数量，未配置时使用 perOrderAmount */
band0To10Amount: number;
/** 10-30 bps 档位挂单数量，未配置时使用 perOrderAmount */
band10To30Amount: number;
/** 30-100 bps 档位挂单数量，未配置时使用 perOrderAmount */
band30To100Amount: number;
minRepriceBps: number;
/** 是否根据 Binance 盘口深度失衡自动取消单边挂单，默认 true */
enableBinanceDepthCancel: boolean;
}
const defaultMakerPointsAmount = parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001));
export const makerPointsConfig: MakerPointsConfig = {
symbol: resolveSymbolFromEnv("standx"),
perOrderAmount: parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001)),
perOrderAmount: defaultMakerPointsAmount,
closeThreshold: parseNumber(process.env.MAKER_POINTS_CLOSE_THRESHOLD, 0),
stopLossUsd: parseNumber(process.env.MAKER_POINTS_STOP_LOSS_USD, 0),
refreshIntervalMs: parseNumber(process.env.MAKER_POINTS_REFRESH_INTERVAL_MS, 500),
@@ -206,7 +216,11 @@ export const makerPointsConfig: MakerPointsConfig = {
enableBand0To10: parseBoolean(process.env.MAKER_POINTS_BAND_0_10, true),
enableBand10To30: parseBoolean(process.env.MAKER_POINTS_BAND_10_30, true),
enableBand30To100: parseBoolean(process.env.MAKER_POINTS_BAND_30_100, true),
band0To10Amount: parseNumber(process.env.MAKER_POINTS_BAND_0_10_AMOUNT, defaultMakerPointsAmount),
band10To30Amount: parseNumber(process.env.MAKER_POINTS_BAND_10_30_AMOUNT, defaultMakerPointsAmount),
band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount),
minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true),
};
export interface BasisArbConfig {
src/strategy/maker-points-engine.ts
+11 -4
View File
@@ -467,8 +467,8 @@ export class MakerPointsEngine {
const binanceSnapshot = this.binanceDepth.getSnapshot();
const rawSkipBuy = Boolean(binanceSnapshot?.skipBuySide);
const rawSkipSell = Boolean(binanceSnapshot?.skipSellSide);
const rawSkipBuy = this.config.enableBinanceDepthCancel && Boolean(binanceSnapshot?.skipBuySide);
const rawSkipSell = this.config.enableBinanceDepthCancel && Boolean(binanceSnapshot?.skipSellSide);
const skipBuy = closeOnly ? false : rawSkipBuy;
const skipSell = closeOnly ? false : rawSkipSell;
const prevSkipBuy = this.lastSkipBuy;
@@ -542,8 +542,6 @@ export class MakerPointsEngine {
skipSell: boolean;
}): DesiredOrder[] {
const { bid1, ask1, skipBuy, skipSell } = params;
const amount = Number(this.config.perOrderAmount);
if (!Number.isFinite(amount) || amount <= 0) return [];
const targets = buildBpsTargets({
band0To10: this.config.enableBand0To10,
@@ -556,7 +554,16 @@ export class MakerPointsEngine {
const priceDecimals = this.getPriceDecimals();
const desired: DesiredOrder[] = [];
const getAmountForBps = (bps: number): number => {
if (bps <= 10) return Number(this.config.band0To10Amount);
if (bps <= 30) return Number(this.config.band10To30Amount);
return Number(this.config.band30To100Amount);
};
for (const bps of targets) {
const amount = getAmountForBps(bps);
if (!Number.isFinite(amount) || amount <= 0) continue;
if (!skipBuy) {
const price = bid1 * (1 - bps / 10000);
if (Number.isFinite(price) && price > 0) {