From 9629c224964245c447ded5ddc8cb6b48496f46f0 Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Sun, 18 Jan 2026 01:49:36 +0800
Subject: [PATCH] Enhance MakerPoints configuration and logic

- 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.
---
 src/config.ts                       | 16 +++++++++++++++-
 src/strategy/maker-points-engine.ts | 15 +++++++++++----
 2 files changed, 26 insertions(+), 5 deletions(-)

diff --git a/src/config.ts b/src/config.ts
index 16db41b..ea799e1 100644
--- a/src/config.ts
+++ b/src/config.ts
@@ -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 {
diff --git a/src/strategy/maker-points-engine.ts b/src/strategy/maker-points-engine.ts
index 40073fc..18e1b2a 100644
--- a/src/strategy/maker-points-engine.ts
+++ b/src/strategy/maker-points-engine.ts
@@ -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) {