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更新交易引擎,添加最大平仓滑点百分比配置以优化价格操控保护逻辑,确保在市价平仓时价格与标记价格的偏差在允许范围内。
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@@ -9,6 +9,7 @@ export interface TradingConfig {
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pollIntervalMs: number;
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maxLogEntries: number;
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klineInterval: string;
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maxCloseSlippagePct: number;
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}
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function parseNumber(value: string | undefined, fallback: number): number {
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@@ -28,6 +29,7 @@ export const tradingConfig: TradingConfig = {
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pollIntervalMs: parseNumber(process.env.POLL_INTERVAL_MS, 500),
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maxLogEntries: parseNumber(process.env.MAX_LOG_ENTRIES, 200),
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klineInterval: process.env.KLINE_INTERVAL ?? "1m",
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maxCloseSlippagePct: parseNumber(process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05),
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};
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export interface MakerConfig {
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@@ -39,6 +41,7 @@ export interface MakerConfig {
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askOffset: number;
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refreshIntervalMs: number;
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maxLogEntries: number;
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maxCloseSlippagePct: number;
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}
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export const makerConfig: MakerConfig = {
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@@ -50,4 +53,8 @@ export const makerConfig: MakerConfig = {
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askOffset: parseNumber(process.env.MAKER_ASK_OFFSET, 0),
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refreshIntervalMs: parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 1500),
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maxLogEntries: parseNumber(process.env.MAKER_MAX_LOG_ENTRIES, 200),
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maxCloseSlippagePct: parseNumber(
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process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
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0.05
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),
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};
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