更新 .env.example 和 README.md，添加新的交易配置项（如 PROFIT_LOCK_TRIGGER_USD、PRICE_TICK 和 QTY_STEP），并在代码中实现相应的逻辑以支持这些配置，提升交易策略的灵活性和可配置性。

2026-09-09 08:18:07 +00:00 · 2025-09-24 20:07:21 +08:00
parent e087191fad
commit bbf8ecfead
8 changed files with 209 additions and 59 deletions
@@ -1,16 +1,33 @@
-# Aster API credentials (必填)
-ASTER_API_KEY=your_api_key
-ASTER_API_SECRET=your_api_secret
+# Aster API credentials
+ASTER_API_KEY=
+ASTER_API_SECRET=

-# 通用策略配置
-TRADE_SYMBOL=BTCUSDT
-TRADE_AMOUNT=0.001
-LOSS_LIMIT=0.03
-TRAILING_PROFIT=0.2
-TRAILING_CALLBACK_RATE=0.2
+# Core trading symbol and sizing
+TRADE_SYMBOL=BTCUSDT                    # Trading pair symbol
+TRADE_AMOUNT=0.001                      # Base order quantity (base asset, e.g. BTC)

-# 做市策略可选参数
-MAKER_PRICE_CHASE=0.5
-MAKER_BID_OFFSET=0
-MAKER_ASK_OFFSET=0
-MAKER_REFRESH_INTERVAL_MS=1500
+# Risk management (USD amounts unless noted)
+LOSS_LIMIT=0.03                         # Max loss per trade in USDT before forced close
+TRAILING_PROFIT=0.2                     # Trailing stop activation profit (USDT)
+TRAILING_CALLBACK_RATE=0.2              # Trailing callback percent (e.g. 0.2 => 0.2%)
+PROFIT_LOCK_TRIGGER_USD=0.1             # Start moving base stop once unrealized PnL > this (USDT)
+PROFIT_LOCK_OFFSET_USD=0.05             # Base stop offset from entry after trigger (USDT)
+
+# Precision (per-symbol exchange filters)
+PRICE_TICK=0.1                          # Price tick size (e.g. BTCUSDT uses 0.1)
+QTY_STEP=0.001                          # Quantity step size (e.g. BTC min step 0.001)
+
+# Engine cadence and UI
+POLL_INTERVAL_MS=500                    # Trend engine poll interval (ms)
+MAX_LOG_ENTRIES=200                     # Max log entries shown in dashboard
+KLINE_INTERVAL=1m                       # Kline interval (e.g., 1m/3m/5m)
+MAX_CLOSE_SLIPPAGE_PCT=0.05             # Max allowed deviation vs mark when closing (0.05 => 5%)
+
+# Maker-only settings
+MAKER_LOSS_LIMIT=0.03                   # Maker loss cap (USDT). Defaults to LOSS_LIMIT if unset
+MAKER_PRICE_CHASE=0.3                   # Price chase threshold (USDT)
+MAKER_BID_OFFSET=0                      # Bid quote offset from top bid (USDT)
+MAKER_ASK_OFFSET=0                      # Ask quote offset from top ask (USDT)
+MAKER_REFRESH_INTERVAL_MS=1500          # Maker refresh cadence (ms)
+MAKER_MAX_CLOSE_SLIPPAGE_PCT=0.05       # Maker close slippage guard (fallbacks to MAX_CLOSE_SLIPPAGE_PCT)
+MAKER_PRICE_TICK=0.1                    # Maker price tick size (defaults to PRICE_TICK)