update maker points config

.env.example

@@ -60,8 +60,8 @@ MAKER_MAX_CLOSE_SLIPPAGE_PCT=0.05       # Maker close slippage guard (fallbacks
 MAKER_PRICE_TICK=0.1                    # Maker price tick size (defaults to PRICE_TICK)
 
 # Maker-points Binance depth imbalance monitor
-MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=5       # Binance depth monitor window around best bid/ask (bps)
-MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=8  # Imbalance threshold ratio (e.g. 8 => one side >= 8x)
+MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=3       # Binance depth monitor window around best bid/ask (bps)
+MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=9  # Imbalance threshold ratio (e.g. 9 => one side >= 9x)
 
 # Grid strategy defaults
 GRID_LOWER_PRICE=25000                  # Grid lower bound price (quote currency)

docs/standx/maker-points-guide.md

@@ -132,8 +132,8 @@ MAKER_POINTS_ORDER_AMOUNT=0.01
 MAKER_POINTS_CLOSE_THRESHOLD=0.1
 MAKER_POINTS_STOP_LOSS_USD=0
 MAKER_POINTS_MIN_REPRICE_BPS=3
-MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=5
-MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=8
+MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=3
+MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=9
 
 # ===== 挂单档位开关 =====
 MAKER_POINTS_BAND_0_10=true
@@ -175,8 +175,8 @@ MAKER_POINTS_ORDER_AMOUNT=0.01
 MAKER_POINTS_CLOSE_THRESHOLD=0.1
 MAKER_POINTS_STOP_LOSS_USD=0
 MAKER_POINTS_MIN_REPRICE_BPS=3
-MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=5
-MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=8
+MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=3
+MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=9
 MAKER_POINTS_BAND_0_10=true
 MAKER_POINTS_BAND_10_30=true
 MAKER_POINTS_BAND_30_100=true
@@ -218,8 +218,8 @@ bun run pm2:start:maker-points
 | `MAKER_POINTS_ORDER_AMOUNT` | 每笔挂单数量 | 建议 `0.01` 起步 |
 | `MAKER_POINTS_CLOSE_THRESHOLD` | 持仓达到多少开始平仓 | 设为 `0` 表示不自动平仓 |
 | `MAKER_POINTS_STOP_LOSS_USD` | 亏损多少美元强制平仓 | 设为 `0` 表示关闭止损 |
-| `MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS` | Binance 失衡检测窗口（bps） | 默认 `5` |
-| `MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO` | Binance 失衡比例阈值 | 默认 `8` |
+| `MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS` | Binance 失衡检测窗口（bps） | 默认 `3` |
+| `MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO` | Binance 失衡比例阈值 | 默认 `9` |
 | `MAKER_POINTS_BAND_*` | 三个挂单档位的开关 | 全部 `true` 即可 |
 | `STANDX_TOKEN_CREATE_DATE` | Token 创建日期 | 推荐配置，格式 YYYY-MM-DD |
 | `STANDX_TOKEN_VALIDITY_DAYS` | Token 有效期天数 | 推荐配置，与创建日期配合使用 |

src/config.ts

@@ -227,9 +227,9 @@ export interface MakerPointsConfig {
   minRepriceBps: number;
   /** 是否根据 Binance 盘口深度失衡自动取消单边挂单，默认 true */
   enableBinanceDepthCancel: boolean;
-  /** Binance 深度监控窗口（bps），默认 5 */
+  /** Binance 深度监控窗口（bps），默认 3 */
   binanceDepthWindowBps?: number;
-  /** Binance 深度失衡比例阈值，默认 8 */
+  /** Binance 深度失衡比例阈值，默认 9 */
   binanceDepthImbalanceRatio?: number;
   /** 各档位最小深度阈值 (BTC)，盘口到目标价之间的挂单量低于此值则跳过该档位，默认 10 */
   filterMinDepth: number;
@@ -258,8 +258,8 @@ export const makerPointsConfig: MakerPointsConfig = {
   band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount),
   minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
   enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true),
-  binanceDepthWindowBps: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS, 5),
-  binanceDepthImbalanceRatio: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO, 8),
+  binanceDepthWindowBps: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS, 3),
+  binanceDepthImbalanceRatio: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO, 9),
   filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 10),
 };
 

src/strategy/maker-points-engine.ts

@@ -208,10 +208,10 @@ export class MakerPointsEngine {
       levels: 20,
       ratio: Number.isFinite(this.config.binanceDepthImbalanceRatio)
         ? Math.max(1.01, Number(this.config.binanceDepthImbalanceRatio))
-        : 8,
+        : 9,
       depthWindowBps: Number.isFinite(this.config.binanceDepthWindowBps)
         ? Math.max(1, Number(this.config.binanceDepthWindowBps))
-        : 5,
+        : 3,
       speedMs: 100,
       logger: (context, error) => {
         this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`);

tests/maker-points-binance-depth-config.test.ts

@@ -27,7 +27,7 @@ class StubAdapter implements ExchangeAdapter {
 }
 
 describe("MakerPointsEngine Binance depth monitor config", () => {
-  it("uses default 5bps window and ratio 8", () => {
+  it("uses default 3bps window and ratio 9", () => {
     const engine = new MakerPointsEngine(
       {
         symbol: "BTC-USD",
@@ -55,8 +55,8 @@ describe("MakerPointsEngine Binance depth monitor config", () => {
     const trackerOptions = ((engine as any).binanceDepth as { options?: { depthWindowBps?: number; ratio?: number } })
       .options;
 
-    expect(trackerOptions?.depthWindowBps).toBe(5);
-    expect(trackerOptions?.ratio).toBe(8);
+    expect(trackerOptions?.depthWindowBps).toBe(3);
+    expect(trackerOptions?.ratio).toBe(9);
 
     engine.stop();
   });