feat: add maxPositionSize to grid configuration and implement position size guard in GridEngine for enhanced order management

src/config.ts

@@ -126,6 +126,7 @@ export interface GridConfig {
   spacingPct: number;
   stopLossBufferPct: number;
   maxLogEntries: number;
+  maxPositionSize: number;
 }
 
 const resolveBasisSymbol = (envKeys: string[], fallback: string): string => {
@@ -153,18 +154,28 @@ export const basisConfig: BasisArbConfig = {
   arbAmount: parseNumber(process.env.ARB_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0)),
 };
 
+const resolveGridMaxPosition = (tradeAmount: number): number => {
+  const fallback = Math.max(tradeAmount * 10, tradeAmount);
+  const raw = process.env.GRID_MAX_POSITION_SIZE ?? process.env.GRID_MAX_POSITION ?? process.env.GRID_POSITION_CAP;
+  const parsed = parseNumber(raw, fallback);
+  return parsed > 0 ? parsed : fallback;
+};
+
 export const gridConfig: GridConfig = {
   symbol: resolveSymbolFromEnv(),
   tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
   refreshIntervalMs: parseNumber(process.env.GRID_REFRESH_INTERVAL_MS, 800),
   priceTick: parseNumber(process.env.GRID_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
   qtyStep: parseNumber(process.env.GRID_QTY_STEP ?? process.env.QTY_STEP, 0.001),
-  levelsPerSide: Math.max(5, Math.floor(parseNumber(process.env.GRID_LEVELS_PER_SIDE, 36))),
+  levelsPerSide: Math.max(5, Math.floor(parseNumber(process.env.GRID_LEVELS_PER_SIDE, 15))),
   spacingPct: Math.max(0.0001, parseNumber(process.env.GRID_SPACING_PCT, 0.00025)),
   stopLossBufferPct: Math.max(0.001, parseNumber(process.env.GRID_STOP_BUFFER_PCT, 0.003)),
   maxLogEntries: parseNumber(process.env.GRID_MAX_LOG_ENTRIES, 200),
+  maxPositionSize: 0, // placeholder updated below
 };
 
+gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.tradeAmount);
+
 export function isBasisStrategyEnabled(): boolean {
   const raw = process.env.ENABLE_BASIS_STRATEGY;
   if (!raw) return false;

src/strategy/grid-engine.ts

@@ -381,6 +381,7 @@ export class GridEngine {
   private buildDesiredOrders(): DesiredGridOrder[] {
     if (!this.gridReady || this.gridSpacing == null) return [];
     const desired: DesiredGridOrder[] = [];
+    const absPos = Math.abs(this.position.positionAmt);
     for (const level of this.levels) {
       if (level.blockedUntil && this.now() < level.blockedUntil) {
         continue;
@@ -406,6 +407,20 @@ export class GridEngine {
         });
       }
     }
+    // Apply max position guard: if net仓位已达上限，跳过会增大仓位的开仓单
+    if (this.config.maxPositionSize > 0) {
+      return desired.filter((order) => {
+        if (order.intent !== "ENTRY") return true;
+        // opening in same direction as current position increases abs position
+        if (this.position.positionAmt >= 0 && order.side === "BUY") {
+          return absPos + order.amount <= this.config.maxPositionSize + EPSILON;
+        }
+        if (this.position.positionAmt <= 0 && order.side === "SELL") {
+          return absPos + order.amount <= this.config.maxPositionSize + EPSILON;
+        }
+        return true;
+      });
+    }
     return desired;
   }
 

src/ui/GridApp.tsx

@@ -139,7 +139,7 @@ export function GridApp({ onExit }: GridAppProps) {
         <Box flexDirection="column" marginRight={4}>
           <Text color="greenBright">网格配置</Text>
           <Text>
-            单笔数量: {formatNumber(gridConfig.tradeAmount, 6)} ｜ 每侧格子数: {gridConfig.levelsPerSide}
+            单笔数量: {formatNumber(gridConfig.tradeAmount, 6)} ｜ 每侧格子数: {gridConfig.levelsPerSide} ｜ 最大仓位: {formatNumber(gridConfig.maxPositionSize, 6)}
           </Text>
           <Text>
             网格步长: {(gridConfig.spacingPct * 100).toFixed(3)}% ｜ 止损缓冲: {(gridConfig.stopLossBufferPct * 100).toFixed(3)}%