From a851257149a96f1d18ca12bcb656d85c41401ae6 Mon Sep 17 00:00:00 2001 From: discountry Date: Sat, 7 Feb 2026 22:19:39 +0800 Subject: [PATCH] Update minimum depth threshold in MakerPointsConfig from 50 to 5 for improved trading performance --- src/config.ts | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/src/config.ts b/src/config.ts index 5b8a9b9..260077a 100644 --- a/src/config.ts +++ b/src/config.ts @@ -227,7 +227,7 @@ export interface MakerPointsConfig { 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; - /** 各档位最小深度阈值 (BTC)，盘口到目标价之间的挂单量低于此值则跳过该档位，默认 50 */ + /** 各档位最小深度阈值 (BTC)，盘口到目标价之间的挂单量低于此值则跳过该档位，默认 5 */ filterMinDepth: number; } @@ -254,7 +254,7 @@ export const makerPointsConfig: MakerPointsConfig = { 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), - filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 50), + filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 5), }; export interface BasisArbConfig {