update maker points

This commit is contained in:
discountry
2026-02-08 09:37:39 +08:00
parent 3f67b99291
commit bee7bdd8fe
5 changed files with 9 additions and 9 deletions
+2 -2
View File
@@ -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;
/** Binance 深度监控窗口(bps),默认 5 */
/** Binance 深度监控窗口(bps),默认 3 */
binanceDepthWindowBps?: number;
/** Binance 深度失衡比例阈值,默认 8 */
binanceDepthImbalanceRatio?: number;
@@ -258,7 +258,7 @@ 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),
binanceDepthWindowBps: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS, 5),
binanceDepthWindowBps: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS, 3),
binanceDepthImbalanceRatio: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO, 8),
filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 10),
};
+1 -1
View File
@@ -211,7 +211,7 @@ export class MakerPointsEngine {
: 8,
depthWindowBps: Number.isFinite(this.config.binanceDepthWindowBps)
? Math.max(1, Number(this.config.binanceDepthWindowBps))
: 5,
: 3,
speedMs: 100,
logger: (context, error) => {
this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`);