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.

src/exchanges/standx/gateway.ts

@@ -48,7 +48,20 @@ const DEFAULT_WS_URL = "wss://perps.standx.com/ws-stream/v1";
 const DEFAULT_KLINE_LIMIT = 200;
 const KLINE_REFRESH_MS = 30_000;
 const FUNDING_REFRESH_MS = 60_000;
-const WS_RECONNECT_DELAY = 2000;
+
+// ========== WebSocket 连接管理常量 ==========
+// 基础重连延迟（毫秒）
+const WS_RECONNECT_DELAY_BASE = 2000;
+// 最大重连延迟（毫秒）- 指数退避上限
+const WS_RECONNECT_DELAY_MAX = 30_000;
+// 心跳超时（毫秒）- StandX 服务器 5 分钟无 pong 会断连，我们设置 2 分钟作为安全阈值
+const WS_HEARTBEAT_TIMEOUT = 120_000;
+// 心跳检查间隔（毫秒）- 每 30 秒检查一次是否收到消息
+const WS_HEARTBEAT_CHECK_INTERVAL = 30_000;
+// 数据过时阈值（毫秒）- 超过此时间未收到行情/仓位数据，启动 REST 主动拉取
+const WS_DATA_STALE_THRESHOLD = 3000;
+// REST 轮询间隔（毫秒）- WS 断连或数据过时时的 REST 拉取间隔
+const REST_POLL_INTERVAL = 2000;
 
 const SUPPORTED_QUOTES = ["USD", "USDT", "USDC", "DUSD"];
 
@@ -100,7 +113,7 @@ class StandxRequestSigner {
     const requestId = crypto.randomUUID();
     const timestamp = Date.now();
     const signMessage = `${version},${requestId},${timestamp},${payload}`;
-    const signatureBytes = await sign(Buffer.from(signMessage, "utf-8"), this.privateKey);
+    const signatureBytes = sign(Buffer.from(signMessage, "utf-8"), this.privateKey);
     return {
       "x-request-sign-version": version,
       "x-request-id": requestId,
@@ -416,6 +429,26 @@ export class StandxGateway {
   private marketReconnectTimer: ReturnType<typeof setTimeout> | null = null;
   private readonly subscriptions = new Set<string>();
 
+  // ========== 心跳与连接管理 ==========
+  // 上次收到消息的时间戳
+  private lastMessageTime = 0;
+  // 心跳检查定时器
+  private heartbeatTimer: ReturnType<typeof setInterval> | null = null;
+  // 重连次数（用于指数退避）
+  private reconnectAttempts = 0;
+
+  // ========== 数据过时检测与 REST 备用 ==========
+  // 上次收到行情数据（price/depth）的时间戳
+  private lastMarketDataTime = 0;
+  // 上次收到账户数据（position/balance）的时间戳
+  private lastAccountDataTime = 0;
+  // 数据过时检查定时器
+  private dataStaleCheckTimer: ReturnType<typeof setInterval> | null = null;
+  // REST 轮询定时器（WS 断连时启用）
+  private restPollTimer: ReturnType<typeof setInterval> | null = null;
+  // REST 轮询是否激活
+  private restPollActive = false;
+
   private readonly klineTimers = new Map<string, PollTimer>();
   private readonly fundingTimers = new Map<string, PollTimer>();
 
@@ -852,7 +885,18 @@ export class StandxGateway {
     const handleOpen = () => {
       this.marketWsReady = true;
       this.marketWsAuthed = false;
+      // 重置重连计数和时间戳
+      this.reconnectAttempts = 0;
+      this.lastMessageTime = Date.now();
+      this.lastMarketDataTime = Date.now();
+      this.lastAccountDataTime = Date.now();
       this.logDebug("ws open");
+      // 启动心跳监控
+      this.startHeartbeatMonitor();
+      // 启动数据过时检测
+      this.startDataStaleCheck();
+      // 停止 REST 轮询（WS 恢复后不再需要）
+      this.stopRestPoll();
       this.sendAuthIfNeeded();
     };
     const handleClose = () => {
@@ -861,6 +905,9 @@ export class StandxGateway {
       this.marketWsAuthed = false;
       this.marketWsAuthRequested = false;
       this.marketWs = null;
+      // 停止心跳监控和数据过时检测
+      this.stopHeartbeatMonitor();
+      this.stopDataStaleCheck();
       this.logDebug("ws close");
       // 触发断连事件，启动断连保护
       if (wasReady) {
@@ -899,15 +946,23 @@ export class StandxGateway {
 
   private scheduleReconnect(): void {
     if (this.marketReconnectTimer) return;
-    this.logDebug("scheduling reconnect in 2s");
+    // 指数退避：delay = min(base * 2^attempts, max)
+    const delay = Math.min(
+      WS_RECONNECT_DELAY_BASE * Math.pow(2, this.reconnectAttempts),
+      WS_RECONNECT_DELAY_MAX
+    );
+    this.reconnectAttempts += 1;
+    this.logDebug(`scheduling reconnect in ${delay}ms (attempt ${this.reconnectAttempts})`);
     this.marketReconnectTimer = setTimeout(() => {
       this.marketReconnectTimer = null;
       this.logDebug("attempting reconnect");
       this.connectMarketWs();
-    }, WS_RECONNECT_DELAY);
+    }, delay);
   }
 
   private handleMarketMessage(event: { data: any }): void {
+    // 更新最后收到消息的时间（心跳监控）
+    this.lastMessageTime = Date.now();
     this.logRawPayload(event.data);
     const payloads = parseJsonPayloads(event.data);
     if (payloads.length === 0) return;
@@ -938,9 +993,11 @@ export class StandxGateway {
       return;
     }
     if (channel === "depth_book") {
+      // 更新行情数据时间戳
+      this.lastMarketDataTime = Date.now();
       const data = message.data as StandxDepthBook | undefined;
       const rawSymbol = data?.symbol ?? message?.symbol;
-      if (!rawSymbol) return;
+      if (!rawSymbol || !data) return;
       const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid");
       const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask");
       const decrossed = decrossDepthBook(bids, asks);
@@ -969,13 +1026,15 @@ export class StandxGateway {
         lastUpdateId: Number(message.seq ?? Date.now()),
         bids: finalBids,
         asks: finalAsks,
-        eventTime: toTimestamp(data.time),
+        eventTime: Date.now(),
         symbol: rawSymbol,
       };
       this.emitDepth(rawSymbol, depth);
       return;
     }
     if (channel === "price") {
+      // 更新行情数据时间戳
+      this.lastMarketDataTime = Date.now();
       const data = message.data as StandxPrice | undefined;
       if (!data?.symbol) return;
       const ticker = this.mapTicker(data);
@@ -983,6 +1042,8 @@ export class StandxGateway {
       return;
     }
     if (channel === "order") {
+      // 更新账户数据时间戳
+      this.lastAccountDataTime = Date.now();
       const payload = message.data as StandxOrder | StandxOrder[] | undefined;
       if (!payload) return;
       const items = Array.isArray(payload) ? payload : [payload];
@@ -994,6 +1055,8 @@ export class StandxGateway {
       return;
     }
     if (channel === "position") {
+      // 更新账户数据时间戳
+      this.lastAccountDataTime = Date.now();
       const payload = message.data as StandxPosition | StandxPosition[] | undefined;
       if (!payload) return;
       const items = Array.isArray(payload) ? payload : [payload];
@@ -1006,6 +1069,8 @@ export class StandxGateway {
       return;
     }
     if (channel === "balance") {
+      // 更新账户数据时间戳
+      this.lastAccountDataTime = Date.now();
       const payload = message.data as StandxBalance | StandxBalance[] | undefined;
       if (!payload) return;
       const items = Array.isArray(payload) ? payload : [payload];
@@ -1048,6 +1113,7 @@ export class StandxGateway {
     if (!this.marketWsAuthed) return;
     for (const entry of this.subscriptions) {
       const [channel, symbol] = entry.split(":");
+      if (!channel) continue;
       this.sendSubscribe({ channel, ...(symbol ? { symbol } : {}) });
     }
   }
@@ -1057,6 +1123,194 @@ export class StandxGateway {
     this.marketWs?.send(JSON.stringify({ subscribe: stream }));
   }
 
+  // ========== 心跳监控 ==========
+  /**
+   * 启动心跳监控
+   * 定期检查是否收到消息，如果超时则主动触发重连
+   */
+  private startHeartbeatMonitor(): void {
+    this.stopHeartbeatMonitor();
+    this.heartbeatTimer = setInterval(() => {
+      const now = Date.now();
+      const elapsed = now - this.lastMessageTime;
+      if (elapsed > WS_HEARTBEAT_TIMEOUT) {
+        this.logDebug(`heartbeat timeout (${elapsed}ms since last message), forcing reconnect`);
+        this.forceReconnect("heartbeat_timeout");
+      }
+    }, WS_HEARTBEAT_CHECK_INTERVAL);
+  }
+
+  /**
+   * 停止心跳监控
+   */
+  private stopHeartbeatMonitor(): void {
+    if (this.heartbeatTimer) {
+      clearInterval(this.heartbeatTimer);
+      this.heartbeatTimer = null;
+    }
+  }
+
+  // ========== 数据过时检测与 REST 备用拉取 ==========
+  /**
+   * 启动数据过时检测
+   * 即使 WS 连接正常，如果超过 3 秒未收到行情/账户数据，也主动通过 REST 拉取
+   */
+  private startDataStaleCheck(): void {
+    this.stopDataStaleCheck();
+    this.dataStaleCheckTimer = setInterval(() => {
+      const now = Date.now();
+      const marketStale = now - this.lastMarketDataTime > WS_DATA_STALE_THRESHOLD;
+      const accountStale = now - this.lastAccountDataTime > WS_DATA_STALE_THRESHOLD;
+
+      if (marketStale || accountStale) {
+        this.logDebug("data stale detected", {
+          marketStaleMs: now - this.lastMarketDataTime,
+          accountStaleMs: now - this.lastAccountDataTime,
+          marketStale,
+          accountStale,
+        });
+        // 主动通过 REST 拉取数据
+        this.fetchStaleData(marketStale, accountStale);
+      }
+    }, 1000); // 每秒检查一次
+  }
+
+  /**
+   * 停止数据过时检测
+   */
+  private stopDataStaleCheck(): void {
+    if (this.dataStaleCheckTimer) {
+      clearInterval(this.dataStaleCheckTimer);
+      this.dataStaleCheckTimer = null;
+    }
+  }
+
+  /**
+   * 主动拉取过时的数据
+   */
+  private fetchStaleData(marketStale: boolean, accountStale: boolean): void {
+    // 获取当前订阅的 symbols
+    const symbols = new Set<string>();
+    for (const key of this.subscriptions) {
+      const [, symbol] = key.split(":");
+      if (symbol) symbols.add(symbol);
+    }
+
+    if (marketStale) {
+      for (const symbol of symbols) {
+        void this.fetchTickerSnapshot(symbol).catch((e) => this.logger("staleTickerFetch", e));
+        void this.fetchDepthSnapshot(symbol).catch((e) => this.logger("staleDepthFetch", e));
+      }
+      // 更新时间戳避免重复拉取
+      this.lastMarketDataTime = Date.now();
+    }
+
+    if (accountStale) {
+      void this.refreshAccountSnapshot().catch((e) => this.logger("staleAccountFetch", e));
+      for (const symbol of symbols) {
+        void this.refreshOpenOrders(symbol).catch((e) => this.logger("staleOrdersFetch", e));
+      }
+      // 更新时间戳避免重复拉取
+      this.lastAccountDataTime = Date.now();
+    }
+  }
+
+  /**
+   * 启动 REST 轮询（WS 断连时使用）
+   * 持续通过 REST API 拉取行情和账户数据，确保止损等逻辑能正常工作
+   */
+  private startRestPoll(): void {
+    if (this.restPollActive) return;
+    this.restPollActive = true;
+    this.logDebug("REST poll started (WS disconnected)");
+
+    const poll = async () => {
+      if (!this.restPollActive) return;
+
+      // 获取当前订阅的 symbols
+      const symbols = new Set<string>();
+      for (const key of this.subscriptions) {
+        const [, symbol] = key.split(":");
+        if (symbol) symbols.add(symbol);
+      }
+
+      // 拉取行情数据
+      for (const symbol of symbols) {
+        try {
+          await this.fetchTickerSnapshot(symbol);
+          this.lastMarketDataTime = Date.now();
+        } catch (e) {
+          this.logger("restPollTicker", e);
+        }
+        try {
+          await this.fetchDepthSnapshot(symbol);
+        } catch (e) {
+          this.logger("restPollDepth", e);
+        }
+      }
+
+      // 拉取账户数据
+      try {
+        await this.refreshAccountSnapshot();
+        this.lastAccountDataTime = Date.now();
+      } catch (e) {
+        this.logger("restPollAccount", e);
+      }
+
+      // 继续下一次轮询
+      if (this.restPollActive) {
+        this.restPollTimer = setTimeout(() => void poll(), REST_POLL_INTERVAL);
+      }
+    };
+
+    void poll();
+  }
+
+  /**
+   * 停止 REST 轮询
+   */
+  private stopRestPoll(): void {
+    if (!this.restPollActive) return;
+    this.restPollActive = false;
+    if (this.restPollTimer) {
+      clearTimeout(this.restPollTimer);
+      this.restPollTimer = null;
+    }
+    this.logDebug("REST poll stopped (WS restored)");
+  }
+
+  /**
+   * 强制重连（用于心跳超时）
+   * 与普通断连不同，这里不增加重连计数（因为是主动行为）
+   */
+  private forceReconnect(reason: string): void {
+    this.logDebug(`force reconnect: ${reason}`);
+    // 停止监控
+    this.stopHeartbeatMonitor();
+    this.stopDataStaleCheck();
+    // 关闭现有连接
+    if (this.marketWs) {
+      try {
+        this.marketWs.close();
+      } catch {
+        // ignore close errors
+      }
+      this.marketWs = null;
+    }
+    // 重置状态
+    const wasReady = this.marketWsReady;
+    this.marketWsReady = false;
+    this.marketWsAuthed = false;
+    this.marketWsAuthRequested = false;
+    // 触发断连事件
+    if (wasReady) {
+      this.onDisconnect();
+    }
+    // 立即重连（不使用指数退避，因为是主动行为）
+    this.reconnectAttempts = 0;
+    this.scheduleReconnect();
+  }
+
   private logDebug(context: string, detail?: unknown): void {
     if (!this.debugWs) return;
     if (detail === undefined) {
@@ -1509,6 +1763,9 @@ export class StandxGateway {
     if (this.lastKnownOpenOrders.length > 0 && this.disconnectedSymbol) {
       this.startDisconnectCancelRetry(this.disconnectedSymbol);
     }
+
+    // 启动 REST 轮询，确保断连期间仍能获取行情和账户数据（用于止损等逻辑）
+    this.startRestPoll();
   }
 
   /**

src/strategy/common/binance-depth.ts

@@ -8,6 +8,23 @@ const WebSocketCtor: typeof globalThis.WebSocket =
 
 const DEFAULT_BASE_URL = "wss://fstream.binance.com/ws";
 
+// ========== Binance WebSocket 连接管理常量 ==========
+// Binance 服务器每 3 分钟发送 ping，10 分钟无 pong 会断连
+// 我们设置 5 分钟作为心跳超时阈值（保守值）
+const HEARTBEAT_TIMEOUT_MS = 5 * 60 * 1000;
+// 心跳检查间隔（每 30 秒检查一次）
+const HEARTBEAT_CHECK_INTERVAL_MS = 30_000;
+// Binance 连接最长有效期 24 小时，我们设置 23 小时主动重连
+const MAX_CONNECTION_DURATION_MS = 23 * 60 * 60 * 1000;
+// 数据过时阈值（毫秒）- 超过此时间未收到数据，标记为不可用
+const DATA_STALE_THRESHOLD_MS = 5_000;
+// 基础重连延迟
+const RECONNECT_DELAY_BASE_MS = 3000;
+// 最大重连延迟
+const RECONNECT_DELAY_MAX_MS = 60_000;
+
+export type BinanceConnectionState = "connected" | "disconnected" | "stale";
+
 export interface BinanceDepthSnapshot {
   symbol: string;
   buySum: number;
@@ -18,13 +35,29 @@ export interface BinanceDepthSnapshot {
   updatedAt: number;
 }
 
+export type BinanceConnectionListener = (state: BinanceConnectionState) => void;
+
 export class BinanceDepthTracker {
   private ws: WebSocket | null = null;
   private reconnectTimer: ReturnType<typeof setTimeout> | null = null;
-  private reconnectDelayMs = 3000;
+  private reconnectDelayMs = RECONNECT_DELAY_BASE_MS;
   private stopped = false;
   private snapshot: BinanceDepthSnapshot | null = null;
   private listeners = new Set<(snapshot: BinanceDepthSnapshot) => void>();
+  private connectionListeners = new Set<BinanceConnectionListener>();
+
+  // ========== 心跳与连接管理 ==========
+  // 上次收到消息的时间戳
+  private lastMessageTime = 0;
+  // 心跳检查定时器
+  private heartbeatTimer: ReturnType<typeof setInterval> | null = null;
+  // 连接建立时间（用于日志记录）
+  // eslint-disable-next-line @typescript-eslint/no-unused-vars
+  private connectionStartTime = 0;
+  // 24 小时重连定时器
+  private maxDurationTimer: ReturnType<typeof setTimeout> | null = null;
+  // 当前连接状态
+  private connectionState: BinanceConnectionState = "disconnected";
 
   constructor(
     private readonly symbol: string,
@@ -43,18 +76,7 @@ export class BinanceDepthTracker {
 
   stop(): void {
     this.stopped = true;
-    if (this.reconnectTimer) {
-      clearTimeout(this.reconnectTimer);
-      this.reconnectTimer = null;
-    }
-    if (this.ws) {
-      try {
-        this.ws.close();
-      } catch {
-        // Ignore close errors
-      }
-      this.ws = null;
-    }
+    this.cleanup();
   }
 
   onUpdate(handler: (snapshot: BinanceDepthSnapshot) => void): void {
@@ -65,37 +87,122 @@ export class BinanceDepthTracker {
     this.listeners.delete(handler);
   }
 
+  /**
+   * 监听连接状态变化
+   */
+  onConnectionChange(handler: BinanceConnectionListener): void {
+    this.connectionListeners.add(handler);
+  }
+
+  offConnectionChange(handler: BinanceConnectionListener): void {
+    this.connectionListeners.delete(handler);
+  }
+
   getSnapshot(): BinanceDepthSnapshot | null {
     return this.snapshot ? { ...this.snapshot } : null;
   }
 
+  /**
+   * 获取当前连接状态
+   */
+  getConnectionState(): BinanceConnectionState {
+    return this.connectionState;
+  }
+
+  /**
+   * 检查数据是否过时
+   */
+  isDataStale(): boolean {
+    if (!this.snapshot) return true;
+    return Date.now() - this.snapshot.updatedAt > DATA_STALE_THRESHOLD_MS;
+  }
+
+  private cleanup(): void {
+    // 停止心跳监控
+    if (this.heartbeatTimer) {
+      clearInterval(this.heartbeatTimer);
+      this.heartbeatTimer = null;
+    }
+    // 停止 24 小时重连定时器
+    if (this.maxDurationTimer) {
+      clearTimeout(this.maxDurationTimer);
+      this.maxDurationTimer = null;
+    }
+    // 停止重连定时器
+    if (this.reconnectTimer) {
+      clearTimeout(this.reconnectTimer);
+      this.reconnectTimer = null;
+    }
+    // 关闭 WebSocket
+    if (this.ws) {
+      try {
+        this.ws.close();
+      } catch {
+        // Ignore close errors
+      }
+      this.ws = null;
+    }
+  }
+
   private connect(): void {
     if (this.ws || this.stopped) return;
     const url = this.buildUrl();
     this.ws = new WebSocketCtor(url);
 
     const handleOpen = () => {
-      this.reconnectDelayMs = 3000;
+      this.reconnectDelayMs = RECONNECT_DELAY_BASE_MS;
+      this.connectionStartTime = Date.now();
+      this.lastMessageTime = Date.now();
+      this.updateConnectionState("connected");
+
+      // 启动心跳监控
+      this.startHeartbeatMonitor();
+      // 启动 24 小时自动重连定时器
+      this.startMaxDurationTimer();
+
+      this.options?.logger?.("binanceDepth", "WebSocket connected");
     };
 
     const handleClose = () => {
       this.ws = null;
+      this.stopHeartbeatMonitor();
+      this.stopMaxDurationTimer();
+      this.updateConnectionState("disconnected");
+
       if (!this.stopped) {
+        this.options?.logger?.("binanceDepth", "WebSocket closed, scheduling reconnect");
         this.scheduleReconnect();
       }
     };
 
     const handleError = (error: unknown) => {
       this.options?.logger?.("binanceDepth", error);
+      // 如果连接从未成功建立，需要清理并重连
+      if (this.ws && this.connectionState === "disconnected") {
+        this.ws = null;
+        this.scheduleReconnect();
+      }
     };
 
     const handleMessage = (event: { data: unknown }) => {
+      this.lastMessageTime = Date.now();
+      // 如果之前是 stale 状态，恢复为 connected
+      if (this.connectionState === "stale") {
+        this.updateConnectionState("connected");
+      }
       this.handlePayload(event.data);
     };
 
+    // 处理 Binance 服务器的 ping 帧
+    // 根据文档：必须尽快回复 pong，payload 为 ping 的 payload 副本
     const handlePing = (data: unknown) => {
+      this.lastMessageTime = Date.now();
       if (this.ws && "pong" in this.ws && typeof this.ws.pong === "function") {
-        this.ws.pong(data as any);
+        try {
+          this.ws.pong(data as any);
+        } catch (error) {
+          this.options?.logger?.("binanceDepth pong", error);
+        }
       }
     };
 
@@ -130,11 +237,101 @@ export class BinanceDepthTracker {
     if (this.reconnectTimer || this.stopped) return;
     this.reconnectTimer = setTimeout(() => {
       this.reconnectTimer = null;
-      this.reconnectDelayMs = Math.min(this.reconnectDelayMs * 2, 60_000);
+      this.reconnectDelayMs = Math.min(this.reconnectDelayMs * 2, RECONNECT_DELAY_MAX_MS);
       this.connect();
     }, this.reconnectDelayMs);
   }
 
+  /**
+   * 启动心跳监控
+   * 根据 Binance 文档：10 分钟无 pong 会断连
+   * 我们设置 5 分钟作为心跳超时阈值
+   */
+  private startHeartbeatMonitor(): void {
+    this.stopHeartbeatMonitor();
+    this.heartbeatTimer = setInterval(() => {
+      const now = Date.now();
+      const elapsed = now - this.lastMessageTime;
+
+      // 检查数据是否过时（5 秒无数据）
+      if (elapsed > DATA_STALE_THRESHOLD_MS && this.connectionState === "connected") {
+        this.updateConnectionState("stale");
+        this.options?.logger?.("binanceDepth", `Data stale: ${elapsed}ms since last message`);
+      }
+
+      // 检查心跳超时（5 分钟无消息）
+      if (elapsed > HEARTBEAT_TIMEOUT_MS) {
+        this.options?.logger?.("binanceDepth", `Heartbeat timeout: ${elapsed}ms, forcing reconnect`);
+        this.forceReconnect("heartbeat_timeout");
+      }
+    }, HEARTBEAT_CHECK_INTERVAL_MS);
+  }
+
+  private stopHeartbeatMonitor(): void {
+    if (this.heartbeatTimer) {
+      clearInterval(this.heartbeatTimer);
+      this.heartbeatTimer = null;
+    }
+  }
+
+  /**
+   * 启动 24 小时自动重连定时器
+   * 根据 Binance 文档：连接最长有效期 24 小时
+   * 我们设置 23 小时主动重连，避免被服务器断开
+   */
+  private startMaxDurationTimer(): void {
+    this.stopMaxDurationTimer();
+    this.maxDurationTimer = setTimeout(() => {
+      this.options?.logger?.("binanceDepth", "Max connection duration reached (23h), reconnecting");
+      this.forceReconnect("max_duration");
+    }, MAX_CONNECTION_DURATION_MS);
+  }
+
+  private stopMaxDurationTimer(): void {
+    if (this.maxDurationTimer) {
+      clearTimeout(this.maxDurationTimer);
+      this.maxDurationTimer = null;
+    }
+  }
+
+  /**
+   * 强制重连
+   */
+  private forceReconnect(reason: string): void {
+    this.options?.logger?.("binanceDepth", `Force reconnect: ${reason}`);
+    this.stopHeartbeatMonitor();
+    this.stopMaxDurationTimer();
+
+    if (this.ws) {
+      try {
+        this.ws.close();
+      } catch {
+        // ignore
+      }
+      this.ws = null;
+    }
+
+    this.updateConnectionState("disconnected");
+    // 立即重连（不使用指数退避）
+    this.reconnectDelayMs = RECONNECT_DELAY_BASE_MS;
+    this.scheduleReconnect();
+  }
+
+  /**
+   * 更新连接状态并通知监听器
+   */
+  private updateConnectionState(state: BinanceConnectionState): void {
+    if (this.connectionState === state) return;
+    this.connectionState = state;
+    for (const listener of this.connectionListeners) {
+      try {
+        listener(state);
+      } catch (error) {
+        this.options?.logger?.("binanceDepth connectionListener", error);
+      }
+    }
+  }
+
   private handlePayload(data: unknown): void {
     const payload = this.parsePayload(data);
     if (!payload) return;
@@ -158,7 +355,11 @@ export class BinanceDepthTracker {
       updatedAt: Date.now(),
     };
     for (const listener of this.listeners) {
-      listener({ ...this.snapshot });
+      try {
+        listener({ ...this.snapshot });
+      } catch (error) {
+        this.options?.logger?.("binanceDepth listener", error);
+      }
     }
   }
 
@@ -174,4 +375,3 @@ export class BinanceDepthTracker {
     }
   }
 }
-

src/strategy/maker-points-engine.ts

@@ -1,5 +1,5 @@
 import type { MakerPointsConfig } from "../config";
-import type { ExchangeAdapter, ConnectionEventType } from "../exchanges/adapter";
+import type { ExchangeAdapter } from "../exchanges/adapter";
 import type {
   AsterAccountSnapshot,
   AsterDepth,
@@ -86,6 +86,8 @@ const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
 const STOP_LOSS_COOLDOWN_MS = 5_000;
 const STOP_LOSS_CHECK_INTERVAL_MS = 250; // 止损检查最大间隔
 const STOP_LOSS_RETRY_INTERVAL_MS = 500; // 止损失败后重试间隔
+const DATA_STALE_THRESHOLD_MS = 5_000; // 数据过时阈值（5秒）
+const DEFENSE_MODE_CHECK_INTERVAL_MS = 1000; // 防御模式检查间隔
 
 export class MakerPointsEngine {
   private accountSnapshot: AsterAccountSnapshot | null = null;
@@ -153,12 +155,25 @@ export class MakerPointsEngine {
   private lastPositionAmt = 0;
   private lastPositionSide: "LONG" | "SHORT" | "FLAT" = "FLAT";
 
-  // 连接保护相关状态
-  private connectionState: "connected" | "disconnected" = "connected";
+  // 连接保护相关状态（用于断连/重连事件处理）
+  private _standxConnectionState: "connected" | "disconnected" = "connected";
   private reconnectResetPending = false;
   private lastRepriceQueryTime = 0;
   private readonly repriceQueryIntervalMs = 3000; // 最小查询间隔
 
+  // ========== 数据过时防御模式 ==========
+  // 各数据源最后更新时间
+  private lastStandxDepthTime = 0;
+  private lastStandxAccountTime = 0;
+  private lastBinanceDepthTime = 0;
+  // 防御模式状态
+  private defenseMode = false;
+  private defenseModeNotified = false;
+  private defenseModeTimer: ReturnType<typeof setInterval> | null = null;
+  // 防御模式下的 REST 轮询定时器
+  private defenseRestPollTimer: ReturnType<typeof setTimeout> | null = null;
+  private defenseRestPollActive = false;
+
   constructor(private readonly config: MakerPointsConfig, private readonly exchange: ExchangeAdapter) {
     this.tradeLog = createTradeLog(this.config.maxLogEntries);
     this.rateLimit = new RateLimitController(this.config.refreshIntervalMs, (type, detail) =>
@@ -177,6 +192,20 @@ export class MakerPointsEngine {
     });
     this.binanceDepth.onUpdate(() => {
       this.feedStatus.binance = true;
+      this.lastBinanceDepthTime = Date.now();
+      this.emitUpdate();
+    });
+    // 监听 Binance 连接状态变化
+    this.binanceDepth.onConnectionChange((state) => {
+      if (state === "disconnected") {
+        this.feedStatus.binance = false;
+        this.tradeLog.push("warn", "Binance 深度连接断开");
+      } else if (state === "stale") {
+        this.tradeLog.push("warn", "Binance 深度数据过时");
+      } else if (state === "connected") {
+        this.feedStatus.binance = true;
+        this.tradeLog.push("info", "Binance 深度连接恢复");
+      }
       this.emitUpdate();
     });
     this.syncPrecision();
@@ -185,6 +214,12 @@ export class MakerPointsEngine {
 
   start(): void {
     if (this.timer) return;
+    // 初始化数据时间戳
+    const now = Date.now();
+    this.lastStandxDepthTime = now;
+    this.lastStandxAccountTime = now;
+    this.lastBinanceDepthTime = now;
+
     this.timer = setInterval(() => {
       void this.tick();
     }, this.config.refreshIntervalMs);
@@ -193,6 +228,12 @@ export class MakerPointsEngine {
         void this.checkStopLoss();
       }, Math.min(STOP_LOSS_CHECK_INTERVAL_MS, this.config.refreshIntervalMs));
     }
+    // 启动防御模式检测定时器
+    if (!this.defenseModeTimer) {
+      this.defenseModeTimer = setInterval(() => {
+        this.checkDataStaleAndDefense();
+      }, DEFENSE_MODE_CHECK_INTERVAL_MS);
+    }
     this.binanceDepth.start();
   }
 
@@ -205,6 +246,11 @@ export class MakerPointsEngine {
       clearInterval(this.stopLossTimer);
       this.stopLossTimer = null;
     }
+    if (this.defenseModeTimer) {
+      clearInterval(this.defenseModeTimer);
+      this.defenseModeTimer = null;
+    }
+    this.stopDefenseRestPoll();
     this.binanceDepth.stop();
   }
 
@@ -227,6 +273,7 @@ export class MakerPointsEngine {
       this.exchange.watchAccount.bind(this.exchange),
       (snapshot) => {
         this.accountSnapshot = snapshot;
+        this.lastStandxAccountTime = Date.now();
         const totalUnrealized = Number(snapshot.totalUnrealizedProfit ?? "0");
         if (Number.isFinite(totalUnrealized)) {
           this.accountUnrealized = totalUnrealized;
@@ -277,6 +324,7 @@ export class MakerPointsEngine {
       this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
       (depth) => {
         this.depthSnapshot = depth;
+        this.lastStandxDepthTime = Date.now();
         this.feedStatus.depth = true;
         this.emitUpdate();
       },
@@ -325,7 +373,7 @@ export class MakerPointsEngine {
    * 处理断连事件
    */
   private handleDisconnect(symbol: string): void {
-    this.connectionState = "disconnected";
+    this._standxConnectionState = "disconnected";
     this.tradeLog.push("warn", `WebSocket 断连 (${symbol})，启动断连保护`);
     this.notify({
       type: "token_expired",
@@ -342,7 +390,7 @@ export class MakerPointsEngine {
    * 重连后需要重新查询挂单并取消所有挂单
    */
   private async handleReconnect(symbol: string): Promise<void> {
-    this.connectionState = "connected";
+    this._standxConnectionState = "connected";
     this.reconnectResetPending = true;
     this.tradeLog.push("info", `WebSocket 重连成功 (${symbol})，开始重连保护流程`);
 
@@ -420,6 +468,12 @@ export class MakerPointsEngine {
 
   private async tick(): Promise<void> {
     if (this.processing) return;
+    // 重连处理期间不执行主循环，避免状态竞争
+    if (this.reconnectResetPending) return;
+    // 止损执行期间不执行主循环，避免订单冲突
+    if (this.stopLossProcessing) return;
+    // 防御模式下不执行正常挂单逻辑
+    if (this.defenseMode) return;
     this.processing = true;
     let hadRateLimit = false;
     try {
@@ -747,6 +801,11 @@ export class MakerPointsEngine {
   }
 
   private async syncOrders(targets: DesiredOrder[], _closeOnly: boolean): Promise<void> {
+    // 止损执行期间不进行挂单操作，避免订单冲突
+    if (this.stopLossProcessing) return;
+    // 重连处理期间不进行挂单操作
+    if (this.reconnectResetPending) return;
+
     // 价格变化保护：如果需要 reprice 且距上次查询已过足够时间，先查询真实挂单
     const shouldVerifyOrders = await this.verifyOrdersIfNeeded();
     if (shouldVerifyOrders) {
@@ -1356,7 +1415,7 @@ export class MakerPointsEngine {
     this.lastPositionSide = currentSide;
   }
 
-  private async handleTokenExpiry(position: PositionSnapshot, absPosition: number): Promise<boolean> {
+  private async handleTokenExpiry(position: PositionSnapshot, _absPosition: number): Promise<boolean> {
     if (!isTokenExpiryConfigured()) {
       return false;
     }
@@ -1439,6 +1498,189 @@ export class MakerPointsEngine {
 
     return true;
   }
+
+  // ========== 数据过时防御模式方法 ==========
+
+  /**
+   * 检查数据是否过时，进入或退出防御模式
+   * 仅检查深度数据（持续推送），账户数据只在变化时推送，不应作为过时判断依据
+   */
+  private checkDataStaleAndDefense(): void {
+    const now = Date.now();
+    const standxDepthStale = this.lastStandxDepthTime > 0 && (now - this.lastStandxDepthTime) > DATA_STALE_THRESHOLD_MS;
+    // 账户数据只在有变化时推送，不作为过时判断依据
+    // const standxAccountStale = this.lastStandxAccountTime > 0 && (now - this.lastStandxAccountTime) > DATA_STALE_THRESHOLD_MS;
+    const binanceStale = this.lastBinanceDepthTime > 0 && (now - this.lastBinanceDepthTime) > DATA_STALE_THRESHOLD_MS;
+
+    const shouldDefend = standxDepthStale || binanceStale;
+
+    if (shouldDefend && !this.defenseMode) {
+      // 进入防御模式
+      this.enterDefenseMode({
+        standxDepthStale,
+        binanceStale,
+        standxDepthAge: now - this.lastStandxDepthTime,
+        binanceAge: now - this.lastBinanceDepthTime,
+      });
+    } else if (!shouldDefend && this.defenseMode) {
+      // 退出防御模式
+      this.exitDefenseMode();
+    }
+  }
+
+  /**
+   * 进入防御模式
+   * 取消所有挂单，启动 REST 轮询保护仓位
+   */
+  private enterDefenseMode(staleInfo: {
+    standxDepthStale: boolean;
+    binanceStale: boolean;
+    standxDepthAge: number;
+    binanceAge: number;
+  }): void {
+    this.defenseMode = true;
+
+    // 构建过时信息描述
+    const staleItems: string[] = [];
+    if (staleInfo.standxDepthStale) {
+      staleItems.push(`StandX深度(${Math.round(staleInfo.standxDepthAge / 1000)}s)`);
+    }
+    if (staleInfo.binanceStale) {
+      staleItems.push(`Binance深度(${Math.round(staleInfo.binanceAge / 1000)}s)`);
+    }
+
+    this.tradeLog.push("warn", `数据过时检测: ${staleItems.join(", ")}，进入防御模式`);
+
+    // 发送通知
+    if (!this.defenseModeNotified) {
+      this.notify({
+        type: "token_expired",
+        level: "warn",
+        symbol: this.config.symbol,
+        title: "防御模式",
+        message: `数据推送中断: ${staleItems.join(", ")}，已取消所有挂单`,
+        details: staleInfo,
+      });
+      this.defenseModeNotified = true;
+    }
+
+    // 立即取消所有挂单
+    void this.defenseCancelAllOrders();
+
+    // 启动 REST 轮询保护仓位
+    this.startDefenseRestPoll();
+  }
+
+  /**
+   * 退出防御模式
+   */
+  private exitDefenseMode(): void {
+    this.defenseMode = false;
+    this.defenseModeNotified = false;
+
+    this.tradeLog.push("info", "数据推送恢复正常，退出防御模式");
+
+    this.notify({
+      type: "position_opened",
+      level: "info",
+      symbol: this.config.symbol,
+      title: "防御模式解除",
+      message: "数据推送恢复正常，恢复正常交易",
+      details: {},
+    });
+
+    // 停止 REST 轮询
+    this.stopDefenseRestPoll();
+
+    // 重置本地状态，强制下一轮重新计算挂单
+    this.desiredOrders = [];
+    this.lastDesiredSummary = null;
+    this.lastQuoteBid1 = null;
+    this.lastQuoteAsk1 = null;
+  }
+
+  /**
+   * 防御模式下取消所有挂单
+   */
+  private async defenseCancelAllOrders(): Promise<void> {
+    try {
+      if (this.exchange.forceCancelAllOrders) {
+        const success = await this.exchange.forceCancelAllOrders();
+        if (success) {
+          this.tradeLog.push("order", "防御模式: 已强制取消所有挂单");
+        } else {
+          this.tradeLog.push("warn", "防御模式: 取消挂单未完全成功，将继续重试");
+        }
+      } else {
+        await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
+        this.tradeLog.push("order", "防御模式: 已取消所有挂单");
+      }
+
+      // 重置本地挂单状态
+      this.openOrders = [];
+      this.pendingCancelOrders.clear();
+      unlockOperating(this.locks, this.timers, this.pending, "LIMIT");
+    } catch (error) {
+      if (isUnknownOrderError(error)) {
+        this.tradeLog.push("order", "防御模式: 挂单已不存在");
+        this.openOrders = [];
+        this.pendingCancelOrders.clear();
+      } else {
+        this.tradeLog.push("error", `防御模式取消挂单失败: ${extractMessage(error)}`);
+      }
+    }
+  }
+
+  /**
+   * 启动防御模式下的 REST 轮询
+   * 使用 REST API 拉取数据，确保止损逻辑能正常工作
+   */
+  private startDefenseRestPoll(): void {
+    if (this.defenseRestPollActive) return;
+    this.defenseRestPollActive = true;
+
+    this.tradeLog.push("info", "防御模式: 启动 REST 数据轮询");
+
+    const poll = async () => {
+      if (!this.defenseRestPollActive || !this.defenseMode) return;
+
+      try {
+        // 如果有查询挂单的方法，定期检查并取消
+        if (this.exchange.queryOpenOrders) {
+          const realOrders = await this.exchange.queryOpenOrders();
+          if (realOrders.length > 0) {
+            this.tradeLog.push("warn", `防御模式: 发现 ${realOrders.length} 个挂单，执行取消`);
+            await this.defenseCancelAllOrders();
+          }
+        }
+
+        // 检查止损条件（使用当前账户快照中的数据）
+        // checkStopLoss 会继续运行，使用最后收到的数据进行止损判断
+      } catch (error) {
+        this.tradeLog.push("error", `防御模式 REST 轮询失败: ${extractMessage(error)}`);
+      }
+
+      // 继续下一次轮询
+      if (this.defenseRestPollActive && this.defenseMode) {
+        this.defenseRestPollTimer = setTimeout(() => void poll(), 2000);
+      }
+    };
+
+    void poll();
+  }
+
+  /**
+   * 停止防御模式下的 REST 轮询
+   */
+  private stopDefenseRestPoll(): void {
+    if (!this.defenseRestPollActive) return;
+    this.defenseRestPollActive = false;
+    if (this.defenseRestPollTimer) {
+      clearTimeout(this.defenseRestPollTimer);
+      this.defenseRestPollTimer = null;
+    }
+    this.tradeLog.push("info", "防御模式: 停止 REST 数据轮询");
+  }
 }
 
 function resolveBinanceSymbol(symbol: string): string {