Commit Graph
90 Commits
Author SHA1 Message Date
discountry ed855f6859 Refine data staleness checks in MakerPointsEngine
- Updated the logic to only consider depth data for staleness checks, excluding account data from the criteria.
- Removed unnecessary account staleness checks from defense mode activation, streamlining the data validation process.
- Enhanced comments for clarity on the rationale behind the changes.
2026-01-21 16:30:51 +08:00
discountry e144c1822f Implement data staleness defense mode in MakerPointsEngine
- Introduced a defense mode that activates when data from StandX or Binance is stale for over 5 seconds.
- Added methods to check data freshness, enter and exit defense mode, and cancel all orders during defense mode.
- Enhanced logging to provide insights into data staleness and defense mode transitions.
- Updated connection state management for clarity and consistency.
2026-01-21 16:24:17 +08:00
discountry 69271d33ca Refactor MakerPointsEngine and BinanceDepthTracker for improved connection management
- Renamed connection state variable in MakerPointsEngine for clarity.
- Added connection state change listeners in BinanceDepthTracker to handle connection status updates.
- Implemented heartbeat monitoring and connection duration checks in BinanceDepthTracker to enhance WebSocket reliability.
- Introduced data staleness checks and improved error handling for WebSocket connections.
- Enhanced logging for connection events to provide better insights into connection status changes.
2026-01-21 16:03:34 +08:00
discountry 3b935b7979 Refactor MakerPoints configuration and depth handling
- Renamed `band0To10MinDepth` to `filterMinDepth` in `config.ts` for clarity.
- Updated `MakerPointsEngine` to utilize the new `filterMinDepth` for depth checks across all bands.
- Introduced a method to track depth status changes, enhancing order placement logic based on market depth.
- Improved logging for depth-related order skips to provide clearer insights into trading decisions.
2026-01-21 11:26:21 +08:00
discountry 00388f9166 add filter 2026-01-21 11:11:58 +08:00
discountry a32efa2ba0 Refine target price calculation in LiquidityMakerEngine
- Updated target price logic to consider entry price when no recent fills are available, enhancing order placement accuracy.
- Adjusted conditions to ensure target prices are set appropriately based on market conditions and entry prices, preventing potential losses.
- Improved comments for clarity on the logic behind target price adjustments.
2026-01-20 01:28:24 +08:00
discountry 76704b6bdd Enhance entry price logic in Maker and Liquidity Maker strategies
- Added `entryDepthLevel` configuration option to `MakerConfig` and `LiquidityMakerConfig` for specifying order entry levels.
- Implemented `getPricesAtLevel` utility function to retrieve bid and ask prices at specified depth levels.
- Updated `MakerEngine`, `LiquidityMakerEngine`, and `OffsetMakerEngine` to utilize the new entry level logic for determining opening prices based on market depth.
- Improved price handling to ensure more accurate order placements in varying market conditions.
2026-01-20 01:03:38 +08:00
discountry 168d8cbb08 Add Claude instructions and enhance stop-loss logic
- Introduced a new `CLAUDE.md` file with instructions for using Bun as the package manager.
- Adjusted stop-loss cooldown and check intervals in `MakerPointsEngine` for improved responsiveness.
- Implemented a new method to compute real-time PnL using live depth data, enhancing stop-loss decision-making.
- Added retry logic for stop-loss execution to ensure positions are closed effectively, with detailed logging for failures.
2026-01-20 00:51:15 +08:00
discountry 9629c22496 Enhance MakerPoints configuration and logic
- Added new configuration options for band-specific order amounts in `config.ts`.
- Implemented conditional logic in `MakerPointsEngine` to utilize the new band amounts based on the Binance depth cancel setting.
- Refactored order amount handling to improve clarity and maintainability.
2026-01-18 01:49:36 +08:00
discountry a34d06f9b4 fix slprice 2026-01-16 23:05:30 +08:00
discountry 12e8e3e064 Update API token creation date in documentation and configuration
- Revised the `.env.example` and `maker-points-guide.md` to reflect the updated token creation date from 2025-01-15 to 2026-01-15.
- Enhanced the `order-coordinator.ts`, `order-schema.ts`, and `types.ts` files to support stop-loss and take-profit price parameters in order intents.
- Updated the `StandxGateway` and `order.ts` to handle new stop-loss and take-profit parameters in order creation.
- Improved the `MakerPointsEngine` to calculate stop-loss prices based on order type, enhancing order management capabilities.
2026-01-16 11:29:26 +08:00
discountry aa24995d28 Enhance WebSocket and API documentation; implement connection protection features
- Added a note in the HTTP API documentation regarding the non-guaranteed sequence of price levels in order book responses.
- Updated WebSocket documentation to include a connection duration limit and a note on local sorting requirements for price levels.
- Introduced connection event handling in the ExchangeAdapter interface, allowing for disconnection and reconnection events.
- Implemented connection protection logic in the StandxExchangeAdapter and MakerPointsEngine to manage order states during connection disruptions.
- Enhanced the StandxGateway with methods for querying open orders and forcefully canceling all orders, improving reliability during network issues.
2026-01-16 10:49:16 +08:00
discountry 792351ab8a Add Liquidity Maker strategy and related configurations
- Introduced a new `LiquidityMakerConfig` interface and corresponding configuration settings in `config.ts`.
- Updated CLI argument handling to include the new "liquidity-maker" strategy option.
- Implemented the `LiquidityMakerEngine` class to manage the liquidity making strategy, including order handling and risk management.
- Added a new `LiquidityMakerApp` component for user interaction and display of strategy status.
- Enhanced internationalization support with translations for the liquidity maker strategy.
- Updated the main application to integrate the new liquidity maker strategy into the existing framework.
2026-01-14 00:56:29 +08:00
discountry 4915dc574e Implement precision error handling in MakerPointsEngine
- Added a new `isPrecisionError` function to identify precision-related errors in the error utility module.
- Updated the MakerPointsEngine to handle precision errors by logging warnings and synchronizing precision when such errors occur during order processing and stop-loss execution.
- Enhanced the `syncPrecision` method to allow forced synchronization, improving the handling of precision-related issues.
2026-01-13 20:23:18 +08:00
discountry 445e634aa1 Refactor Telegram notification handling and remove unused functions
- Removed deprecated functions for masking sensitive data and previewing text, streamlining the Telegram notification process.
- Simplified logging by eliminating unnecessary console outputs related to notification configuration and sending.
- Updated the `TelegramNotifier` class to enhance clarity and maintainability, focusing on essential notification functionality.
2026-01-12 12:39:37 +08:00
discountry 4bb1fee995 Refactor Telegram notification handling in MakerPointsEngine
- Introduced a dedicated `notify` method to streamline notification sending and improve logging for Telegram notifications.
- Added a new environment variable check for enabling debug logging of Telegram notifications.
- Enhanced logging to include detailed information about notification attempts, including masked sensitive data for security.
- Updated various notification calls to utilize the new `notify` method, ensuring consistent logging and functionality.
2026-01-12 12:23:24 +08:00
discountry 598f2a0eb6 Add token expiry and Telegram notification features
- Introduced `STANDX_TOKEN_EXPIRY` configuration to manage token expiration, including handling logic for active, expired, and silent states.
- Implemented Telegram notifications for key events such as order filled, position opened/closed, stop loss triggered, and token expiration.
- Updated Maker Points engine to integrate token expiry checks and notification sending, enhancing user awareness of trading conditions.
- Enhanced documentation to include details on configuring token expiry and Telegram notifications for improved user guidance.
2026-01-10 12:44:52 +08:00
discountry 33b5407245 Refactor Maker Points logic by removing dislocation calculations and related UI elements. Update MakerPointsEngine to utilize new price fetching methods and streamline order synchronization. Adjust translations and tests accordingly to reflect these changes. 2026-01-06 16:18:54 +08:00
discountry 7aafc3b69d Add Maker Points strategy support in StandX. Introduce new configuration for Maker Points, including point bands and order management logic. Implement MakerPointsEngine for handling order placement and tracking. Update CLI and UI components to integrate Maker Points functionality, enhancing user experience and strategy options. 2026-01-06 16:01:10 +08:00
discountry 93c6409688 Integrate StandX exchange support by updating configuration files, adding environment variables, and enhancing documentation. Include new API endpoints and authentication details for StandX in README and dedicated documentation files. Update CLI and adapter logic to accommodate StandX functionalities. 2025-12-21 15:37:03 +08:00
discountry 6e5413ec1e Refactor order status handling in NadoGateway and MakerEngine. Introduce isOrderActiveStatus utility to streamline order filtering logic. Add tests for error handling and order status utilities. 2025-12-20 13:10:48 +08:00
discountry c69ea72860 Add Nado documentation and examples, including new API endpoints, FAQs, and guides for using the TypeScript SDK. Update .env.example with additional configuration options. 2025-12-19 01:38:09 +08:00
discountry 85e7f245c0 Implement internationalization support by adding translation functionality and updating UI components to use translated strings. Add language configuration in .env.example and integrate translations across various strategy and UI components. 2025-12-09 00:35:28 +08:00
discountry 819ce93a90 fix stoploss 2025-12-07 23:35:10 +08:00
discountry 7612e25dd1 add stoploss 2025-12-07 22:33:56 +08:00
discountry 9a418aba41 add trend skip 2025-12-07 22:15:34 +08:00
discountry 2cb6c4fef1 feat: add minBaseAmount and minQuoteAmount to ExchangePrecision and LighterGateway for improved trading logic 2025-12-07 21:52:35 +08:00
discountry 180f47b6e0 support lighter spot 2025-12-07 21:37:58 +08:00
discountry 5f79b134f2 refactor: restructure Lighter SDK by removing deprecated Go files and enhancing Python documentation with new examples and models 2025-12-07 19:14:56 +08:00
discountry f48371ccd8 feat: add priceDecimals to MakerEngine and OffsetMakerEngine for improved price formatting in MakerApp and OffsetMakerApp 2025-11-12 21:24:16 +08:00
discountry 01e5ab9997 feat: add price viability checks and ensure maker price adjustments in OffsetMakerEngine for improved order handling 2025-11-12 20:45:29 +08:00
discountry 28bc1d5210 feat: improve error handling in OffsetMakerEngine and enhance logging in LighterGateway for better debugging and robustness 2025-11-12 20:34:02 +08:00
discountry 870fe2b8d7 feat: enhance order error handling in OffsetMakerEngine and update LighterGateway order status types for improved robustness 2025-11-12 19:35:31 +08:00
discountry 1baee3a207 feat: add Guardian strategy to manage existing positions with stop loss and trailing stop functionality 2025-11-09 14:09:54 +08:00
discountry d0d1afa0ea feat: enhance quantity and price rounding functions for improved precision in trading calculations 2025-11-06 21:06:03 +08:00
discountry 5bba8169b5 feat: enhance precision synchronization in trading strategies and improve order quantity normalization logic 2025-10-27 18:42:44 +08:00
discountry aa3d5e8c6c feat: 更新网格引擎,添加跳过去重参数以优化新订单下单逻辑 2025-10-08 05:44:10 +08:00
discountry 96cf4ea47b feat: 更新网格引擎,优化新订单下单逻辑,合并快照更新与冷却期条件以提升下单效率 2025-10-08 04:59:21 +08:00
discountry 45061ed748 feat: 更新网格引擎,添加订单版本控制与冷却机制以优化新订单下单逻辑 2025-10-08 04:58:11 +08:00
discountry da3dacb549 feat: 更新网格引擎,添加时间戳以跟踪等待订单状态,优化新订单下单逻辑以避免重复下单 2025-10-08 04:56:04 +08:00
discountry 51e0ce2bea feat: 更新网格引擎,添加启动撤单未完成时的处理逻辑,优化撤单与新订单的交互 2025-10-08 04:48:24 +08:00
discountry 8c13d20cb7 feat: 更新网格引擎,添加平仓优先逻辑以确保在持有仓位时正确处理撤单与新订单 2025-10-08 04:44:48 +08:00
discountry 3d959ae579 feat: 更新网格引擎,修复订单处理逻辑中的布尔参数,确保正确的撤单处理 2025-10-08 04:38:22 +08:00
discountry 4240cc6901 feat: 更新网格引擎,添加启动撤单处理逻辑,优化初始平仓时的订单处理与抑制机制 2025-10-08 04:32:22 +08:00
discountry 8d0e9578c4 feat: 更新网格引擎,优化买卖订单处理逻辑,添加相同价格出口意图检查以避免意图冲突 2025-10-08 04:23:30 +08:00
discountry 95f07145a9 feat: 更新网格引擎,添加键级抑制机制以优化订单处理,支持处理已知与未知意图的订单 2025-10-08 04:19:23 +08:00
discountry e3411c6791 feat: 更新网格引擎,增强日志记录以优化订单处理逻辑,添加跳过条件的详细信息 2025-10-08 03:51:29 +08:00
discountry 640f1bfb4e feat: 更新网格引擎,增强入口数量限制逻辑,支持按买卖方向分别计算待处理订单数量 2025-10-08 03:43:47 +08:00
discountry f973fe433d feat: 更新网格引擎,添加等待分类机制以处理账户快照后的订单状态,优化入口数量限制与订单过滤逻辑 2025-10-08 03:38:21 +08:00
discountry 730a75df93 feat: 更新网格引擎,移除未使用的函数与临时阻塞逻辑,增强订单意图管理与出口数量限制以优化订单处理 2025-10-08 03:03:24 +08:00