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update maker points
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+2
-2
@@ -227,7 +227,7 @@ export interface MakerPointsConfig {
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minRepriceBps: number;
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/** 是否根据 Binance 盘口深度失衡自动取消单边挂单,默认 true */
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enableBinanceDepthCancel: boolean;
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/** Binance 深度监控窗口(bps),默认 5 */
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/** Binance 深度监控窗口(bps),默认 3 */
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binanceDepthWindowBps?: number;
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/** Binance 深度失衡比例阈值,默认 8 */
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binanceDepthImbalanceRatio?: number;
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@@ -258,7 +258,7 @@ export const makerPointsConfig: MakerPointsConfig = {
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band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount),
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minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
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enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true),
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binanceDepthWindowBps: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS, 5),
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binanceDepthWindowBps: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS, 3),
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binanceDepthImbalanceRatio: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO, 8),
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filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 10),
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};
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@@ -211,7 +211,7 @@ export class MakerPointsEngine {
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: 8,
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depthWindowBps: Number.isFinite(this.config.binanceDepthWindowBps)
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? Math.max(1, Number(this.config.binanceDepthWindowBps))
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: 5,
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: 3,
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speedMs: 100,
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logger: (context, error) => {
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this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`);
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