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。

This commit is contained in:
discountry
2025-09-24 03:49:37 +08:00
parent 9c45458507
commit dc6f9ee72e
6 changed files with 161 additions and 16 deletions
+7
View File
@@ -9,6 +9,7 @@ export interface TradingConfig {
pollIntervalMs: number;
maxLogEntries: number;
klineInterval: string;
maxCloseSlippagePct: number;
}
function parseNumber(value: string | undefined, fallback: number): number {
@@ -28,6 +29,7 @@ export const tradingConfig: TradingConfig = {
pollIntervalMs: parseNumber(process.env.POLL_INTERVAL_MS, 500),
maxLogEntries: parseNumber(process.env.MAX_LOG_ENTRIES, 200),
klineInterval: process.env.KLINE_INTERVAL ?? "1m",
maxCloseSlippagePct: parseNumber(process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05),
};
export interface MakerConfig {
@@ -39,6 +41,7 @@ export interface MakerConfig {
askOffset: number;
refreshIntervalMs: number;
maxLogEntries: number;
maxCloseSlippagePct: number;
}
export const makerConfig: MakerConfig = {
@@ -50,4 +53,8 @@ export const makerConfig: MakerConfig = {
askOffset: parseNumber(process.env.MAKER_ASK_OFFSET, 0),
refreshIntervalMs: parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 1500),
maxLogEntries: parseNumber(process.env.MAKER_MAX_LOG_ENTRIES, 200),
maxCloseSlippagePct: parseNumber(
process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
0.05
),
};