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Update minimum depth threshold in MakerPointsConfig from 50 to 5 for improved trading performance

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discountry
2026-02-07 22:19:39 +08:00
parent 9355ec5019
commit a851257149
1 changed files with 2 additions and 2 deletions
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src/config.ts
+2 -2
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@@ -227,7 +227,7 @@ export interface MakerPointsConfig {
minRepriceBps: 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 */ /** 是否根据 Binance 盘口深度失衡自动取消单边挂单，默认 true */
enableBinanceDepthCancel: boolean; 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; filterMinDepth: number;
} }
@@ -254,7 +254,7 @@ export const makerPointsConfig: MakerPointsConfig = {
band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount), band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount),
minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3), minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true), 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 { export interface BasisArbConfig {