新增 OffsetMakerEngine 和 OffsetMakerApp，支持根据盘口深度自动偏移挂单并在极端不平衡时撤退；更新 MakerEngine，优化撤单逻辑以清理已成交的挂单。

2026-09-10 08:48:07 +00:00 · 2025-09-24 02:41:01 +08:00
parent c79662bb7c
commit fa3c912d63
4 changed files with 757 additions and 1 deletions
@@ -2,9 +2,10 @@ import React, { useState } from "react";
 import { Box, Text, useInput } from "ink";
 import { TrendApp } from "./TrendApp";
 import { MakerApp } from "./MakerApp";
+import { OffsetMakerApp } from "./OffsetMakerApp";

 interface StrategyOption {
-  id: "trend" | "maker";
+  id: "trend" | "maker" | "offset-maker";
  label: string;
  description: string;
  component: React.ComponentType<{ onExit: () => void }>;
@@ -23,6 +24,12 @@ const STRATEGIES: StrategyOption[] = [
    description: "双边挂单提供流动性，自动追价与风控止损",
    component: MakerApp,
  },
+  {
+    id: "offset-maker",
+    label: "偏移做市策略",
+    description: "根据盘口深度自动偏移挂单并在极端不平衡时撤退",
+    component: OffsetMakerApp,
+  },
 ];

 const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
@@ -0,0 +1,195 @@
+import React, { useEffect, useRef, useState } from "react";
+import { Box, Text, useInput } from "ink";
+import { makerConfig } from "../config";
+import { AsterExchangeAdapter } from "../exchanges/aster-adapter";
+import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../core/offset-maker-engine";
+import { DataTable, type TableColumn } from "./components/DataTable";
+import { formatNumber } from "../utils/format";
+
+interface OffsetMakerAppProps {
+  onExit: () => void;
+}
+
+const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
+
+export function OffsetMakerApp({ onExit }: OffsetMakerAppProps) {
+  const [snapshot, setSnapshot] = useState<OffsetMakerEngineSnapshot | null>(null);
+  const [error, setError] = useState<Error | null>(null);
+  const engineRef = useRef<OffsetMakerEngine | null>(null);
+
+  useInput(
+    (input, key) => {
+      if (key.escape) {
+        engineRef.current?.stop();
+        onExit();
+      }
+    },
+    { isActive: inputSupported }
+  );
+
+  useEffect(() => {
+    const apiKey = process.env.ASTER_API_KEY;
+    const apiSecret = process.env.ASTER_API_SECRET;
+    if (!apiKey || !apiSecret) {
+      setError(new Error("缺少 ASTER_API_KEY 或 ASTER_API_SECRET 环境变量"));
+      return;
+    }
+    try {
+      const adapter = new AsterExchangeAdapter({
+        apiKey,
+        apiSecret,
+        symbol: makerConfig.symbol,
+      });
+      const engine = new OffsetMakerEngine(makerConfig, adapter);
+      engineRef.current = engine;
+      setSnapshot(engine.getSnapshot());
+      const handler = (next: OffsetMakerEngineSnapshot) => {
+        setSnapshot({ ...next, tradeLog: [...next.tradeLog] });
+      };
+      engine.on("update", handler);
+      engine.start();
+      return () => {
+        engine.off("update", handler);
+        engine.stop();
+      };
+    } catch (err) {
+      console.error(err);
+      setError(err instanceof Error ? err : new Error(String(err)));
+    }
+  }, []);
+
+  if (error) {
+    return (
+      <Box flexDirection="column" padding={1}>
+        <Text color="red">启动失败: {error.message}</Text>
+        <Text color="gray">请检查环境变量和网络连通性。</Text>
+      </Box>
+    );
+  }
+
+  if (!snapshot) {
+    return (
+      <Box padding={1}>
+        <Text>正在初始化偏移做市策略…</Text>
+      </Box>
+    );
+  }
+
+  const topBid = snapshot.topBid;
+  const topAsk = snapshot.topAsk;
+  const spreadDisplay = snapshot.spread != null ? `${snapshot.spread.toFixed(4)} USDT` : "-";
+  const hasPosition = Math.abs(snapshot.position.positionAmt) > 1e-5;
+  const sortedOrders = [...snapshot.openOrders].sort((a, b) =>
+    (Number(b.updateTime ?? 0) - Number(a.updateTime ?? 0)) || Number(b.orderId) - Number(a.orderId)
+  );
+  const openOrderRows = sortedOrders.slice(0, 8).map((order) => ({
+    id: order.orderId,
+    side: order.side,
+    price: order.price,
+    qty: order.origQty,
+    filled: order.executedQty,
+    reduceOnly: order.reduceOnly ? "yes" : "no",
+    status: order.status,
+  }));
+  const openOrderColumns: TableColumn[] = [
+    { key: "id", header: "ID", align: "right", minWidth: 6 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "qty", header: "Qty", align: "right", minWidth: 8 },
+    { key: "filled", header: "Filled", align: "right", minWidth: 8 },
+    { key: "reduceOnly", header: "RO", minWidth: 4 },
+    { key: "status", header: "Status", minWidth: 10 },
+  ];
+
+  const desiredRows = snapshot.desiredOrders.map((order, index) => ({
+    index: index + 1,
+    side: order.side,
+    price: order.price,
+    amount: order.amount,
+    reduceOnly: order.reduceOnly ? "yes" : "no",
+  }));
+  const desiredColumns: TableColumn[] = [
+    { key: "index", header: "#", align: "right", minWidth: 2 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "amount", header: "Qty", align: "right", minWidth: 8 },
+    { key: "reduceOnly", header: "RO", minWidth: 4 },
+  ];
+
+  const lastLogs = snapshot.tradeLog.slice(-5);
+  const imbalanceLabel = snapshot.depthImbalance === "balanced"
+    ? "均衡"
+    : snapshot.depthImbalance === "buy_dominant"
+    ? "买盘占优"
+    : "卖盘占优";
+
+  return (
+    <Box flexDirection="column" paddingX={1}>
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="cyanBright">Offset Maker Strategy Dashboard</Text>
+        <Text>
+          交易对: {snapshot.symbol} ｜ 买一价: {formatNumber(topBid, 2)} ｜ 卖一价: {formatNumber(topAsk, 2)} ｜ 点差: {spreadDisplay}
+        </Text>
+        <Text>
+          买10档累计: {formatNumber(snapshot.buyDepthSum10, 4)} ｜ 卖10档累计: {formatNumber(snapshot.sellDepthSum10, 4)} ｜ 状态: {imbalanceLabel}
+        </Text>
+        <Text color="gray">
+          当前挂单策略: BUY {snapshot.skipBuySide ? "暂停" : "启用"} ｜ SELL {snapshot.skipSellSide ? "暂停" : "启用"} ｜ 按 Esc 返回策略选择
+        </Text>
+        <Text color="gray">状态: {snapshot.ready ? "实时运行" : "等待市场数据"}</Text>
+      </Box>
+
+      <Box flexDirection="row" marginBottom={1}>
+        <Box flexDirection="column" marginRight={4}>
+          <Text color="greenBright">持仓</Text>
+          {hasPosition ? (
+            <>
+              <Text>
+                方向: {snapshot.position.positionAmt > 0 ? "多" : "空"} ｜ 数量: {formatNumber(Math.abs(snapshot.position.positionAmt), 4)} ｜ 开仓价: {formatNumber(snapshot.position.entryPrice, 2)}
+              </Text>
+              <Text>
+                浮动盈亏: {formatNumber(snapshot.pnl, 4)} USDT ｜ 账户未实现盈亏: {formatNumber(snapshot.accountUnrealized, 4)} USDT
+              </Text>
+            </>
+          ) : (
+            <Text color="gray">当前无持仓</Text>
+          )}
+        </Box>
+        <Box flexDirection="column">
+          <Text color="greenBright">目标挂单</Text>
+          {desiredRows.length > 0 ? (
+            <DataTable columns={desiredColumns} rows={desiredRows} />
+          ) : (
+            <Text color="gray">暂无目标挂单</Text>
+          )}
+          <Text>
+            累计成交量: {formatNumber(snapshot.sessionVolume, 2)} USDT
+          </Text>
+        </Box>
+      </Box>
+
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="yellow">当前挂单</Text>
+        {openOrderRows.length > 0 ? (
+          <DataTable columns={openOrderColumns} rows={openOrderRows} />
+        ) : (
+          <Text color="gray">暂无挂单</Text>
+        )}
+      </Box>
+
+      <Box flexDirection="column">
+        <Text color="yellow">最近事件</Text>
+        {lastLogs.length > 0 ? (
+          lastLogs.map((item, index) => (
+            <Text key={`${item.time}-${index}`}>
+              [{item.time}] [{item.type}] {item.detail}
+            </Text>
+          ))
+        ) : (
+          <Text color="gray">暂无日志</Text>
+        )}
+      </Box>
+    </Box>
+  );
+}
+