feat: 更新订单处理逻辑，将价格类型改为字符串以避免精度问题，并添加价格格式化函数

src/core/lib/order-plan.ts

@@ -2,7 +2,7 @@ import type { AsterOrder } from "../../exchanges/types";
 
 export interface OrderTarget {
   side: "BUY" | "SELL";
-  price: number;
+  price: string; // 改为字符串避免精度问题
   amount: number;
   reduceOnly: boolean;
 }
@@ -15,18 +15,14 @@ export function makeOrderPlan(
   const toCancel: AsterOrder[] = [];
 
   for (const order of openOrders) {
-    const price = Number(order.price);
+    const orderPrice = String(order.price);
-    if (!Number.isFinite(price)) {
-      toCancel.push(order);
-      continue;
-    }
     const reduceOnly = order.reduceOnly === true;
     const matchedIndex = targets.findIndex((target, index) => {
       return (
         unmatched.has(index) &&
         target.side === order.side &&
         target.reduceOnly === reduceOnly &&
-        price === target.price
+        orderPrice === target.price // 直接使用字符串比较
       );
     });
     if (matchedIndex >= 0) {

src/core/order-coordinator.ts

@@ -1,6 +1,6 @@
 import type { ExchangeAdapter } from "../exchanges/adapter";
 import type { AsterOrder, CreateOrderParams } from "../exchanges/types";
-import { roundDownToTick, roundQtyDownToStep } from "../utils/math";
+import { roundDownToTick, roundQtyDownToStep, formatPriceToString } from "../utils/math";
 import { isUnknownOrderError } from "../utils/errors";
 import { isOrderPriceAllowedByMark } from "../utils/strategy";
 
@@ -122,7 +122,7 @@ export async function placeOrder(
   timers: OrderTimerMap,
   pendings: OrderPendingMap,
   side: "BUY" | "SELL",
-  price: number,
+  price: string, // 改为字符串价格
   amount: number,
   log: LogHandler,
   reduceOnly = false,
@@ -131,7 +131,8 @@ export async function placeOrder(
 ): Promise<AsterOrder | undefined> {
   const type = "LIMIT";
   if (isOperating(locks, type)) return;
-  if (!enforceMarkPriceGuard(side, price, guard, log, "限价单")) return;
+  const priceNum = Number(price);
+  if (!enforceMarkPriceGuard(side, priceNum, guard, log, "限价单")) return;
   const priceTick = opts?.priceTick ?? 0.1;
   const qtyStep = opts?.qtyStep ?? 0.001;
   const params: CreateOrderParams = {
@@ -139,7 +140,7 @@ export async function placeOrder(
     side,
     type,
     quantity: roundQtyDownToStep(amount, qtyStep),
-    price: roundDownToTick(price, priceTick),
+    price: priceNum, // 直接使用字符串转换的数字，不再格式化
     timeInForce: "GTX",
   };
   if (reduceOnly) params.reduceOnly = "true";

src/exchanges/grvt/gateway.ts

@@ -41,7 +41,7 @@ import type {
 
 const DEFAULT_ACCOUNT_POLL_INTERVAL_MS = 5000;
 const DEFAULT_ORDERS_POLL_INTERVAL_MS = 2500;
-const DEFAULT_DEPTH_POLL_INTERVAL_MS = 750;
+const DEFAULT_DEPTH_POLL_INTERVAL_MS = 400;
 const DEFAULT_TICKER_POLL_INTERVAL_MS = 1000;
 const DEFAULT_KLINE_POLL_INTERVAL_MS = 15000;
 

src/strategy/maker-engine.ts

@@ -7,7 +7,7 @@ import type {
   AsterOrder,
   AsterTicker,
 } from "../exchanges/types";
-import { roundDownToTick } from "../utils/math";
+import { formatPriceToString } from "../utils/math";
 import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
 import { isUnknownOrderError, isRateLimitError } from "../utils/errors";
 import { getPosition } from "../utils/strategy";
@@ -30,7 +30,7 @@ import { SessionVolumeTracker } from "./common/session-volume";
 
 interface DesiredOrder {
   side: "BUY" | "SELL";
-  price: number;
+  price: string; // 改为字符串价格
   amount: number;
   reduceOnly: boolean;
 }
@@ -244,10 +244,12 @@ export class MakerEngine {
         return;
       }
 
-      const closeBidPrice = roundDownToTick(topBid, this.config.priceTick);
+      // 直接使用orderbook价格，格式化为字符串避免精度问题
-      const closeAskPrice = roundDownToTick(topAsk, this.config.priceTick);
+      const priceDecimals = Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)));
-      const bidPrice = roundDownToTick(topBid - this.config.bidOffset, this.config.priceTick);
+      const closeBidPrice = formatPriceToString(topBid, priceDecimals);
-      const askPrice = roundDownToTick(topAsk + this.config.askOffset, this.config.priceTick);
+      const closeAskPrice = formatPriceToString(topAsk, priceDecimals);
+      const bidPrice = formatPriceToString(topBid - this.config.bidOffset, priceDecimals);
+      const askPrice = formatPriceToString(topAsk + this.config.askOffset, priceDecimals);
       const position = getPosition(this.accountSnapshot, this.config.symbol);
       const absPosition = Math.abs(position.positionAmt);
       const desired: DesiredOrder[] = [];
@@ -268,7 +270,7 @@ export class MakerEngine {
       this.desiredOrders = desired;
       this.sessionVolume.update(position, this.getReferencePrice());
       await this.syncOrders(desired);
-      await this.checkRisk(position, closeBidPrice, closeAskPrice);
+      await this.checkRisk(position, Number(closeBidPrice), Number(closeAskPrice));
       this.emitUpdate();
     } catch (error) {
       if (isRateLimitError(error)) {
@@ -291,9 +293,10 @@ export class MakerEngine {
     if (Math.abs(position.positionAmt) < EPS) return;
     const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
     if (topBid == null || topAsk == null) return;
-    const closeBidPrice = roundDownToTick(topBid, this.config.priceTick);
+    const priceDecimals = Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)));
-    const closeAskPrice = roundDownToTick(topAsk, this.config.priceTick);
+    const closeBidPrice = formatPriceToString(topBid, priceDecimals);
-    await this.checkRisk(position, closeBidPrice, closeAskPrice);
+    const closeAskPrice = formatPriceToString(topAsk, priceDecimals);
+    await this.checkRisk(position, Number(closeBidPrice), Number(closeAskPrice));
     await this.flushOrders();
   }
 
@@ -368,13 +371,17 @@ export class MakerEngine {
           this.timers,
           this.pending,
           target.side,
-          target.price,
+          target.price, // 已经是字符串价格
           target.amount,
           (type, detail) => this.tradeLog.push(type, detail),
           target.reduceOnly,
           {
             markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
             maxPct: this.config.maxCloseSlippagePct,
+          },
+          {
+            priceTick: this.config.priceTick,
+            qtyStep: 0.001, // 默认数量步长
           }
         );
       } catch (error) {

src/strategy/offset-maker-engine.ts

@@ -7,7 +7,7 @@ import type {
   AsterOrder,
   AsterTicker,
 } from "../exchanges/types";
-import { roundDownToTick } from "../utils/math";
+import { formatPriceToString } from "../utils/math";
 import { createTradeLog } from "../logging/trade-log";
 import { isUnknownOrderError, isRateLimitError } from "../utils/errors";
 import { getPosition } from "../utils/strategy";
@@ -32,7 +32,7 @@ import { SessionVolumeTracker } from "./common/session-volume";
 
 interface DesiredOrder {
   side: "BUY" | "SELL";
-  price: number;
+  price: string; // 改为字符串价格
   amount: number;
   reduceOnly: boolean;
 }
@@ -236,6 +236,7 @@ export class OffsetMakerEngine {
         return;
       }
 
+      // 确保使用最新的深度数据
       const depth = this.depthSnapshot!;
       const { topBid, topAsk } = getTopPrices(depth);
       if (topBid == null || topAsk == null) {
@@ -257,10 +258,18 @@ export class OffsetMakerEngine {
         return;
       }
 
-      const closeBidPrice = roundDownToTick(topBid!, this.config.priceTick);
+      // 在计算挂单价格前，重新获取最新的深度数据以确保价格同步
-      const closeAskPrice = roundDownToTick(topAsk!, this.config.priceTick);
+      const latestDepth = this.depthSnapshot!;
-      const bidPrice = roundDownToTick(topBid! - this.config.bidOffset, this.config.priceTick);
+      const { topBid: latestBid, topAsk: latestAsk } = getTopPrices(latestDepth);
-      const askPrice = roundDownToTick(topAsk! + this.config.askOffset, this.config.priceTick);
+      const finalBid = latestBid ?? topBid!;
+      const finalAsk = latestAsk ?? topAsk!;
+
+      // 直接使用orderbook价格，格式化为字符串避免精度问题
+      const priceDecimals = Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)));
+      const closeBidPrice = formatPriceToString(finalBid, priceDecimals);
+      const closeAskPrice = formatPriceToString(finalAsk, priceDecimals);
+      const bidPrice = formatPriceToString(finalBid - this.config.bidOffset, priceDecimals);
+      const askPrice = formatPriceToString(finalAsk + this.config.askOffset, priceDecimals);
       const absPosition = Math.abs(position.positionAmt);
       const desired: DesiredOrder[] = [];
       const canEnter = !this.rateLimit.shouldBlockEntries();
@@ -282,7 +291,7 @@ export class OffsetMakerEngine {
       this.desiredOrders = desired;
       this.sessionVolume.update(position, this.getReferencePrice());
       await this.syncOrders(desired);
-      await this.checkRisk(position, closeBidPrice, closeAskPrice);
+      await this.checkRisk(position, Number(closeBidPrice), Number(closeAskPrice));
       this.emitUpdate();
     } catch (error) {
       if (isRateLimitError(error)) {
@@ -307,8 +316,9 @@ export class OffsetMakerEngine {
     const absPosition = Math.abs(position.positionAmt);
     const side: "BUY" | "SELL" = position.positionAmt > 0 ? "SELL" : "BUY";
     const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
-    const closeBidPrice = topBid != null ? roundDownToTick(topBid, this.config.priceTick) : null;
+    const priceDecimals = Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)));
-    const closeAskPrice = topAsk != null ? roundDownToTick(topAsk, this.config.priceTick) : null;
+    const closeBidPrice = topBid != null ? formatPriceToString(topBid, priceDecimals) : null;
+    const closeAskPrice = topAsk != null ? formatPriceToString(topAsk, priceDecimals) : null;
     try {
       await marketClose(
         this.exchange,
@@ -471,13 +481,17 @@ export class OffsetMakerEngine {
           this.timers,
           this.pending,
           target.side,
-          target.price,
+          target.price, // 已经是字符串价格
           target.amount,
           (type, detail) => this.tradeLog.push(type, detail),
           target.reduceOnly,
           {
             markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice,
             maxPct: this.config.maxCloseSlippagePct,
+          },
+          {
+            priceTick: this.config.priceTick,
+            qtyStep: 0.001, // 默认数量步长
           }
         );
       } catch (error) {

src/strategy/trend-engine.ts

@@ -27,7 +27,7 @@ import {
 } from "../core/order-coordinator";
 import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
 import { extractMessage, isUnknownOrderError } from "../utils/errors";
-import { roundDownToTick } from "../utils/math";
+import { formatPriceToString } from "../utils/math";
 import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
 import { decryptCopyright } from "../utils/copyright";
 import { isRateLimitError } from "../utils/errors";
@@ -557,7 +557,7 @@ export class TrendEngine {
           const rawTarget = direction === "long"
             ? position.entryPrice + steps * stepPx
             : position.entryPrice - steps * stepPx;
-          let targetStop = roundDownToTick(rawTarget, this.config.priceTick);
+          let targetStop = Number(formatPriceToString(rawTarget, Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick)))));
 
           // 不允许下一次移动超过动态止盈订单的激活价
           if (Number.isFinite(trailingActivate)) {
@@ -639,13 +639,13 @@ export class TrendEngine {
     }
 
     if (!currentStop) {
-      await this.tryPlaceStopLoss(stopSide, roundDownToTick(stopPrice, this.config.priceTick), price);
+      await this.tryPlaceStopLoss(stopSide, Number(formatPriceToString(stopPrice, Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick))))), price);
     }
 
     if (!currentTrailing && this.exchange.supportsTrailingStops()) {
       await this.tryPlaceTrailingStop(
         stopSide,
-        roundDownToTick(activationPrice, this.config.priceTick),
+        Number(formatPriceToString(activationPrice, Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick))))),
         Math.abs(position.positionAmt)
       );
     }
@@ -815,7 +815,7 @@ export class TrendEngine {
         { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
       );
       if (order) {
-        this.tradeLog.push("stop", `移动止损到 ${roundDownToTick(nextStopPrice, this.config.priceTick)}`);
+        this.tradeLog.push("stop", `移动止损到 ${formatPriceToString(nextStopPrice, Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick))))}`);
       }
     } catch (err) {
       this.tradeLog.push("error", `移动止损失败: ${String(err)}`);
@@ -846,7 +846,7 @@ export class TrendEngine {
             { priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
           );
           if (restored) {
-            this.tradeLog.push("order", `恢复原止损 @ ${roundDownToTick(existingStopPrice, this.config.priceTick)}`);
+            this.tradeLog.push("order", `恢复原止损 @ ${formatPriceToString(existingStopPrice, Math.max(0, Math.floor(Math.log10(1 / this.config.priceTick))))}`);
           }
         }
       } catch (recoverErr) {

src/utils/math.ts

@@ -21,3 +21,14 @@ export function decimalsOf(step: number): number {
 export function isNearlyZero(value: number, epsilon = 1e-5): boolean {
   return Math.abs(value) < epsilon;
 }
+
+/**
+ * 将价格格式化为指定小数位数的字符串
+ * @param price 原始价格
+ * @param decimals 小数位数
+ * @returns 格式化后的价格字符串
+ */
+export function formatPriceToString(price: number, decimals: number): string {
+  if (!Number.isFinite(price)) return "0";
+  return price.toFixed(decimals);
+}