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