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。

.env.example

@@ -1,16 +1,33 @@
-# Aster API credentials (必填)
+# Aster API credentials
-ASTER_API_KEY=your_api_key
+ASTER_API_KEY=
-ASTER_API_SECRET=your_api_secret
+ASTER_API_SECRET=
 
-# 通用策略配置
+# Core trading symbol and sizing
-TRADE_SYMBOL=BTCUSDT
+TRADE_SYMBOL=BTCUSDT                    # Trading pair symbol
-TRADE_AMOUNT=0.001
+TRADE_AMOUNT=0.001                      # Base order quantity (base asset, e.g. BTC)
-LOSS_LIMIT=0.03
-TRAILING_PROFIT=0.2
-TRAILING_CALLBACK_RATE=0.2
 
-# 做市策略可选参数
+# Risk management (USD amounts unless noted)
-MAKER_PRICE_CHASE=0.5
+LOSS_LIMIT=0.03                         # Max loss per trade in USDT before forced close
-MAKER_BID_OFFSET=0
+TRAILING_PROFIT=0.2                     # Trailing stop activation profit (USDT)
-MAKER_ASK_OFFSET=0
+TRAILING_CALLBACK_RATE=0.2              # Trailing callback percent (e.g. 0.2 => 0.2%)
-MAKER_REFRESH_INTERVAL_MS=1500
+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)

README.md

@@ -53,7 +53,9 @@
    - `TRADE_SYMBOL`：策略运行的交易对（默认 `BTCUSDT`），需与 API 权限范围一致。
    - `TRADE_AMOUNT`：单次下单数量（合约张数折算后单位为标的货币，例如 BTC）。
    - `LOSS_LIMIT`：单笔允许的最大亏损（USDT），触发即强制平仓。
-   - `TRAILING_PROFIT` / `TRAILING_CALLBACK_RATE`：趋势策略的动态止盈触发值与回撤百分比。
+   - `TRAILING_PROFIT` / `TRAILING_CALLBACK_RATE`：趋势策略的动态止盈触发值（单位 USDT）与回撤百分比（百分数，如 0.2 表示 0.2%）。
+   - `PROFIT_LOCK_TRIGGER_USD` / `PROFIT_LOCK_OFFSET_USD`：达到一定浮盈后，将基础止损上调（做多）或下调（做空）到开仓价的偏移量（单位 USDT）。
+   - `PRICE_TICK` / `QTY_STEP`：交易对的最小价格变动单位与最小下单数量步长（例如 BTCUSDT 分别为 0.1 与 0.001）。
    - `MAKER_*` 参数：做市策略追价阈值、报价偏移、刷新频率等，可按流动性需求调节。
 6. **运行机器人**
    ```bash
@@ -89,8 +91,24 @@ ASTER_API_SECRET=your_secret
 TRADE_SYMBOL=BTCUSDT        # optional, defaults to BTCUSDT
 TRADE_AMOUNT=0.001          # position size used by both strategies
 LOSS_LIMIT=0.03             # per-trade USD loss cap
+TRAILING_PROFIT=0.2         # trailing activation profit in USDT
+TRAILING_CALLBACK_RATE=0.2  # trailing callback in percent, e.g. 0.2 => 0.2%
+PROFIT_LOCK_TRIGGER_USD=0.1 # profit threshold to start moving base stop (USDT)
+PROFIT_LOCK_OFFSET_USD=0.05 # base stop offset from entry after trigger (USDT)
+PRICE_TICK=0.1              # price tick size; set per symbol
+QTY_STEP=0.001              # quantity step size; set per symbol
+```
+Additional maker-specific knobs (`MAKER_*`) live in `src/config.ts` and may be overridden via env vars:
+```bash
+# Maker-specific (units in USDT unless noted)
+MAKER_LOSS_LIMIT=0.03             # override maker risk stop; defaults to LOSS_LIMIT
+MAKER_PRICE_CHASE=0.3             # chase threshold
+MAKER_BID_OFFSET=0                # bid offset from top bid (USDT)
+MAKER_ASK_OFFSET=0                # ask offset from top ask (USDT)
+MAKER_REFRESH_INTERVAL_MS=1500    # maker refresh cadence (ms)
+MAKER_MAX_CLOSE_SLIPPAGE_PCT=0.05 # allowed deviation vs mark when closing
+MAKER_PRICE_TICK=0.1              # maker tick size; defaults to PRICE_TICK
 ```
-Additional maker-specific knobs (`MAKER_*`) live in `src/config.ts` and may be overridden via env vars.
 
 ## Running the CLI
 ```bash

src/config.ts

@@ -10,6 +10,8 @@ export interface TradingConfig {
   maxLogEntries: number;
   klineInterval: string;
   maxCloseSlippagePct: number;
+  priceTick: number; // price tick size, e.g. 0.1 for BTCUSDT
+  qtyStep: number;   // quantity step size, e.g. 0.001 BTC
 }
 
 function parseNumber(value: string | undefined, fallback: number): number {
@@ -30,6 +32,8 @@ export const tradingConfig: TradingConfig = {
   maxLogEntries: parseNumber(process.env.MAX_LOG_ENTRIES, 200),
   klineInterval: process.env.KLINE_INTERVAL ?? "1m",
   maxCloseSlippagePct: parseNumber(process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05),
+  priceTick: parseNumber(process.env.PRICE_TICK, 0.1),
+  qtyStep: parseNumber(process.env.QTY_STEP, 0.001),
 };
 
 export interface MakerConfig {
@@ -42,6 +46,7 @@ export interface MakerConfig {
   refreshIntervalMs: number;
   maxLogEntries: number;
   maxCloseSlippagePct: number;
+  priceTick: number;
 }
 
 export const makerConfig: MakerConfig = {
@@ -57,4 +62,5 @@ export const makerConfig: MakerConfig = {
     process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
     0.05
   ),
+  priceTick: parseNumber(process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
 };

src/core/maker-engine.ts

@@ -6,7 +6,7 @@ import type {
   AsterOrder,
   AsterTicker,
 } from "../exchanges/types";
-import { toPrice1Decimal } from "../utils/math";
+import { roundDownToTick } from "../utils/math";
 import { createTradeLog, type TradeLogEntry } from "../state/trade-log";
 import { isUnknownOrderError } from "../utils/errors";
 import { getPosition, type PositionSnapshot } from "../utils/strategy";
@@ -232,8 +232,8 @@ export class MakerEngine {
         return;
       }
 
-      const bidPrice = toPrice1Decimal(topBid - this.config.bidOffset);
+      const bidPrice = roundDownToTick(topBid - this.config.bidOffset, this.config.priceTick);
-      const askPrice = toPrice1Decimal(topAsk + this.config.askOffset);
+      const askPrice = roundDownToTick(topAsk + this.config.askOffset, this.config.priceTick);
       const position = getPosition(this.accountSnapshot, this.config.symbol);
       const absPosition = Math.abs(position.positionAmt);
       const desired: DesiredOrder[] = [];

src/core/offset-maker-engine.ts

@@ -6,7 +6,7 @@ import type {
   AsterOrder,
   AsterTicker,
 } from "../exchanges/types";
-import { toPrice1Decimal } from "../utils/math";
+import { roundDownToTick } from "../utils/math";
 import { createTradeLog } from "../state/trade-log";
 import { isUnknownOrderError } from "../utils/errors";
 import { getPosition, type PositionSnapshot } from "../utils/strategy";
@@ -245,8 +245,8 @@ export class OffsetMakerEngine {
         return;
       }
 
-      const bidPrice = toPrice1Decimal(topBid! - this.config.bidOffset);
+      const bidPrice = roundDownToTick(topBid! - this.config.bidOffset, this.config.priceTick);
-      const askPrice = toPrice1Decimal(topAsk! + this.config.askOffset);
+      const askPrice = roundDownToTick(topAsk! + this.config.askOffset, this.config.priceTick);
       const absPosition = Math.abs(position.positionAmt);
       const desired: DesiredOrder[] = [];
 

src/core/order-coordinator.ts

@@ -1,6 +1,6 @@
 import type { ExchangeAdapter } from "../exchanges/adapter";
 import type { AsterOrder, CreateOrderParams } from "../exchanges/types";
-import { toPrice1Decimal, toQty3Decimal } from "../utils/math";
+import { roundDownToTick, roundQtyDownToStep } from "../utils/math";
 import { isUnknownOrderError } from "../utils/errors";
 import { isOrderPriceAllowedByMark } from "../utils/strategy";
 
@@ -126,17 +126,20 @@ export async function placeOrder(
   amount: number,
   log: LogHandler,
   reduceOnly = false,
-  guard?: OrderGuardOptions
+  guard?: OrderGuardOptions,
+  opts?: { priceTick: number; qtyStep: number }
 ): Promise<AsterOrder | undefined> {
   const type = "LIMIT";
   if (isOperating(locks, type)) return;
   if (!enforceMarkPriceGuard(side, price, guard, log, "限价单")) return;
+  const priceTick = opts?.priceTick ?? 0.1;
+  const qtyStep = opts?.qtyStep ?? 0.001;
   const params: CreateOrderParams = {
     symbol,
     side,
     type,
-    quantity: toQty3Decimal(amount),
+    quantity: roundQtyDownToStep(amount, qtyStep),
-    price: toPrice1Decimal(price),
+    price: roundDownToTick(price, priceTick),
     timeInForce: "GTX",
   };
   if (reduceOnly) params.reduceOnly = "true";
@@ -168,16 +171,18 @@ export async function placeMarketOrder(
   amount: number,
   log: LogHandler,
   reduceOnly = false,
-  guard?: OrderGuardOptions
+  guard?: OrderGuardOptions,
+  opts?: { qtyStep: number }
 ): Promise<AsterOrder | undefined> {
   const type = "MARKET";
   if (isOperating(locks, type)) return;
   if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) return;
+  const qtyStep = opts?.qtyStep ?? 0.001;
   const params: CreateOrderParams = {
     symbol,
     side,
     type,
-    quantity: toQty3Decimal(amount),
+    quantity: roundQtyDownToStep(amount, qtyStep),
   };
   if (reduceOnly) params.reduceOnly = "true";
   await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
@@ -209,7 +214,8 @@ export async function placeStopLossOrder(
   quantity: number,
   lastPrice: number | null,
   log: LogHandler,
-  guard?: OrderGuardOptions
+  guard?: OrderGuardOptions,
+  opts?: { priceTick: number; qtyStep: number }
 ): Promise<AsterOrder | undefined> {
   const type = "STOP_MARKET";
   if (isOperating(locks, type)) return;
@@ -224,14 +230,16 @@ export async function placeStopLossOrder(
       return;
     }
   }
+  const priceTick = opts?.priceTick ?? 0.1;
+  const qtyStep = opts?.qtyStep ?? 0.001;
   const params: CreateOrderParams = {
     symbol,
     side,
     type,
-    stopPrice: toPrice1Decimal(stopPrice),
+    stopPrice: roundDownToTick(stopPrice, priceTick),
     closePosition: "true",
     timeInForce: "GTC",
-    quantity: toQty3Decimal(quantity),
+    quantity: roundQtyDownToStep(quantity, qtyStep),
   };
   await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
   lockOperating(locks, timers, pendings, type, log);
@@ -262,18 +270,21 @@ export async function placeTrailingStopOrder(
   quantity: number,
   callbackRate: number,
   log: LogHandler,
-  guard?: OrderGuardOptions
+  guard?: OrderGuardOptions,
+  opts?: { priceTick: number; qtyStep: number }
 ): Promise<AsterOrder | undefined> {
   const type = "TRAILING_STOP_MARKET";
   if (isOperating(locks, type)) return;
   if (!enforceMarkPriceGuard(side, activationPrice, guard, log, "动态止盈单")) return;
+  const priceTick = opts?.priceTick ?? 0.1;
+  const qtyStep = opts?.qtyStep ?? 0.001;
   const params: CreateOrderParams = {
     symbol,
     side,
     type,
-    quantity: toQty3Decimal(quantity),
+    quantity: roundQtyDownToStep(quantity, qtyStep),
     reduceOnly: "true",
-    activationPrice: toPrice1Decimal(activationPrice),
+    activationPrice: roundDownToTick(activationPrice, priceTick),
     callbackRate,
     timeInForce: "GTC",
   };
@@ -307,16 +318,18 @@ export async function marketClose(
   side: "BUY" | "SELL",
   quantity: number,
   log: LogHandler,
-  guard?: OrderGuardOptions
+  guard?: OrderGuardOptions,
+  opts?: { qtyStep: number }
 ): Promise<void> {
   const type = "MARKET";
   if (isOperating(locks, type)) return;
   if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价平仓")) return;
+  const qtyStep = opts?.qtyStep ?? 0.001;
   const params: CreateOrderParams = {
     symbol,
     side,
     type,
-    quantity: toQty3Decimal(quantity),
+    quantity: roundQtyDownToStep(quantity, qtyStep),
     reduceOnly: "true",
   };
   await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);

src/core/trend-engine.ts

@@ -25,7 +25,7 @@ import {
 } from "./order-coordinator";
 import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "./order-coordinator";
 import { isUnknownOrderError } from "../utils/errors";
-import { toPrice1Decimal } from "../utils/math";
+import { roundDownToTick } from "../utils/math";
 import { createTradeLog, type TradeLogEntry } from "../state/trade-log";
 
 export interface TrendEngineSnapshot {
@@ -335,7 +335,8 @@ export class TrendEngine {
           markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
           expectedPrice: Number(this.tickerSnapshot?.lastPrice) || null,
           maxPct: this.config.maxCloseSlippagePct,
-        }
+        },
+        { qtyStep: this.config.qtyStep }
       );
       this.tradeLog.push("open", `${reason}: ${side} @ ${price}`);
       this.lastOpenPlan = { side, price };
@@ -387,32 +388,45 @@ export class TrendEngine {
     );
 
     const profitLockStopPrice = direction === "long"
-      ? toPrice1Decimal(
+      ? roundDownToTick(
-          position.entryPrice + this.config.profitLockOffsetUsd / Math.abs(position.positionAmt)
+          position.entryPrice + this.config.profitLockOffsetUsd / Math.abs(position.positionAmt),
+          this.config.priceTick
         )
-      : toPrice1Decimal(
+      : roundDownToTick(
-          position.entryPrice - this.config.profitLockOffsetUsd / Math.abs(position.positionAmt)
+          position.entryPrice - this.config.profitLockOffsetUsd / Math.abs(position.positionAmt),
+          this.config.priceTick
         );
 
     if (pnl > this.config.profitLockTriggerUsd || position.unrealizedProfit > this.config.profitLockTriggerUsd) {
-      if (!currentStop) {
+      const tick = Math.max(1e-9, this.config.priceTick);
-        await this.tryPlaceStopLoss(stopSide, profitLockStopPrice, price);
+      const profitLockValid =
-      } else {
+        (stopSide === "SELL" && profitLockStopPrice <= price - tick) ||
-        const existingPrice = Number(currentStop.stopPrice);
+        (stopSide === "BUY" && profitLockStopPrice >= price + tick);
-        if (Math.abs(existingPrice - profitLockStopPrice) > 0.01) {
+      if (profitLockValid) {
-          await this.tryReplaceStop(stopSide, currentStop, profitLockStopPrice, price);
+        if (!currentStop) {
+          await this.tryPlaceStopLoss(stopSide, profitLockStopPrice, price);
+        } else {
+          const existingRaw = Number(currentStop.stopPrice);
+          const existingPrice = Number.isFinite(existingRaw) ? existingRaw : NaN;
+          const improves =
+            !Number.isFinite(existingPrice) ||
+            (stopSide === "SELL" && profitLockStopPrice >= existingPrice + tick) ||
+            (stopSide === "BUY" && profitLockStopPrice <= existingPrice - tick);
+          if (improves) {
+            await this.tryReplaceStop(stopSide, currentStop, profitLockStopPrice, price);
+          }
         }
       }
     }
 
     if (!currentStop) {
-      await this.tryPlaceStopLoss(stopSide, toPrice1Decimal(stopPrice), price);
+      await this.tryPlaceStopLoss(stopSide, roundDownToTick(stopPrice, this.config.priceTick), price);
     }
 
     if (!currentTrailing) {
       await this.tryPlaceTrailingStop(
         stopSide,
-        toPrice1Decimal(activationPrice),
+        roundDownToTick(activationPrice, this.config.priceTick),
         Math.abs(position.positionAmt)
       );
     }
@@ -479,7 +493,8 @@ export class TrendEngine {
                 : this.depthSnapshot?.asks?.[0]?.[0]
             ) || null,
             maxPct: this.config.maxCloseSlippagePct,
-          }
+        },
+        { qtyStep: this.config.qtyStep }
         );
         this.tradeLog.push("close", `止损平仓: ${direction === "long" ? "SELL" : "BUY"}`);
       } catch (err) {
@@ -518,7 +533,8 @@ export class TrendEngine {
         {
           markPrice: position.markPrice,
           maxPct: this.config.maxCloseSlippagePct,
-        }
+        },
+        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
       );
     } catch (err) {
       this.tradeLog.push("error", `挂止损单失败: ${String(err)}`);
@@ -531,6 +547,15 @@ export class TrendEngine {
     nextStopPrice: number,
     lastPrice: number
   ): Promise<void> {
+    // 预校验：SELL 止损价必须低于当前价；BUY 止损价必须高于当前价
+    const invalidForSide =
+      (side === "SELL" && nextStopPrice >= lastPrice) ||
+      (side === "BUY" && nextStopPrice <= lastPrice);
+    if (invalidForSide) {
+      // 目标止损价与当前价冲突时跳过移动，避免反复撤单/重下导致的循环
+      return;
+    }
+    const existingStopPrice = Number(currentOrder.stopPrice);
     try {
       await this.exchange.cancelOrder({ symbol: this.config.symbol, orderId: currentOrder.orderId });
     } catch (err) {
@@ -542,8 +567,67 @@ export class TrendEngine {
         this.tradeLog.push("error", `取消原止损单失败: ${String(err)}`);
       }
     }
-    await this.tryPlaceStopLoss(side, nextStopPrice, lastPrice);
+    // 仅在成功创建新止损单后记录“移动止损”日志
-    this.tradeLog.push("stop", `移动止损到 ${nextStopPrice}`);
+    try {
+      const position = getPosition(this.accountSnapshot, this.config.symbol);
+      const quantity = Math.abs(position.positionAmt) || this.config.tradeAmount;
+      const order = await placeStopLossOrder(
+        this.exchange,
+        this.config.symbol,
+        this.openOrders,
+        this.locks,
+        this.timers,
+        this.pending,
+        side,
+        nextStopPrice,
+        quantity,
+        lastPrice,
+        (type, detail) => this.tradeLog.push(type, detail),
+        {
+          markPrice: position.markPrice,
+          maxPct: this.config.maxCloseSlippagePct,
+        },
+        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
+      );
+      if (order) {
+        this.tradeLog.push("stop", `移动止损到 ${roundDownToTick(nextStopPrice, this.config.priceTick)}`);
+      }
+    } catch (err) {
+      this.tradeLog.push("error", `移动止损失败: ${String(err)}`);
+      // 回滚策略：尝试用原价恢复止损，以避免出现短时间内无止损保护
+      try {
+        const position = getPosition(this.accountSnapshot, this.config.symbol);
+        const quantity = Math.abs(position.positionAmt) || this.config.tradeAmount;
+        const restoreInvalid =
+          (side === "SELL" && existingStopPrice >= lastPrice) ||
+          (side === "BUY" && existingStopPrice <= lastPrice);
+        if (!restoreInvalid) {
+          const restored = await placeStopLossOrder(
+            this.exchange,
+            this.config.symbol,
+            this.openOrders,
+            this.locks,
+            this.timers,
+            this.pending,
+            side,
+            existingStopPrice,
+            quantity,
+            lastPrice,
+            (t, d) => this.tradeLog.push(t, d),
+            {
+              markPrice: position.markPrice,
+              maxPct: this.config.maxCloseSlippagePct,
+            },
+            { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
+          );
+          if (restored) {
+            this.tradeLog.push("order", `恢复原止损 @ ${roundDownToTick(existingStopPrice, this.config.priceTick)}`);
+          }
+        }
+      } catch (recoverErr) {
+        this.tradeLog.push("error", `恢复原止损失败: ${String(recoverErr)}`);
+      }
+    }
   }
 
   private async tryPlaceTrailingStop(
@@ -567,7 +651,8 @@ export class TrendEngine {
         {
           markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
           maxPct: this.config.maxCloseSlippagePct,
-        }
+        },
+        { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
       );
     } catch (err) {
       this.tradeLog.push("error", `挂动态止盈失败: ${String(err)}`);

src/utils/math.ts

@@ -1,9 +1,20 @@
-export function toPrice1Decimal(price: number): number {
+export function roundDownToTick(value: number, tick: number): number {
-  return Math.floor(price * 10) / 10;
+  if (!Number.isFinite(value) || !Number.isFinite(tick) || tick <= 0) return value;
+  const scaled = Math.floor(value / tick) * tick;
+  // Avoid floating residuals
+  return Number(scaled.toFixed(Math.max(0, decimalsOf(tick))));
 }
 
-export function toQty3Decimal(qty: number): number {
+export function roundQtyDownToStep(value: number, step: number): number {
-  return Math.floor(qty * 1000) / 1000;
+  if (!Number.isFinite(value) || !Number.isFinite(step) || step <= 0) return value;
+  const scaled = Math.floor(value / step) * step;
+  return Number(scaled.toFixed(Math.max(0, decimalsOf(step))));
+}
+
+export function decimalsOf(step: number): number {
+  const s = step.toString();
+  if (!s.includes(".")) return 0;
+  return s.split(".")[1].length;
 }
 
 export function isNearlyZero(value: number, epsilon = 1e-5): boolean {