Enhance Binance depth health monitoring and defense mode logic

- Updated translations for Binance depth status messages to include depth window information.
- Modified `MakerPointsEngine` to incorporate health checks for the Binance depth tracker, including handling of unhealthy states.
- Improved defense mode activation logic to respond to Binance depth health status, ensuring appropriate logging and notifications.
- Added integration tests for defense mode behavior based on Binance depth health, validating transitions into and out of defense mode.
- Refactored `BinanceDepthTracker` to support health checks and improved connection management.

.env.example

@@ -59,10 +59,6 @@ MAKER_REFRESH_INTERVAL_MS=500          # Maker refresh cadence (ms)
 MAKER_MAX_CLOSE_SLIPPAGE_PCT=0.05       # Maker close slippage guard (fallbacks to MAX_CLOSE_SLIPPAGE_PCT)
 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=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)
 GRID_UPPER_PRICE=35000                  # Grid upper bound price

docs/standx/maker-points-guide.md

@@ -132,8 +132,6 @@ 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=3
-MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=9
 
 # ===== 挂单档位开关 =====
 MAKER_POINTS_BAND_0_10=true
@@ -175,8 +173,6 @@ 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=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 +214,6 @@ 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 `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

@@ -227,11 +227,7 @@ 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 3 */
-  binanceDepthWindowBps?: number;
-  /** 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 */
+  /** 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 50 */
   filterMinDepth: number;
 }
 
@@ -258,9 +254,7 @@ 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, 3),
-  binanceDepthImbalanceRatio: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO, 9),
-  filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 10),
+  filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 50),
 };
 
 export interface BasisArbConfig {

src/i18n/index.ts

@@ -248,8 +248,8 @@ const translations: Record<string, TranslationEntry> = {
     en: "Quote mode: {mode} | BUY {buy} | SELL {sell}",
   },
   "makerPoints.binanceLine": {
-    zh: "Binance 深度(±{windowBps}bps): 买 {buy} ｜ 卖 {sell} ｜ 状态: {status}",
-    en: "Binance depth (±{windowBps}bps): bid {buy} | ask {sell} | Status: {status}",
+    zh: "Binance 深度(±9bps): 买 {buy} ｜ 卖 {sell} ｜ 状态: {status}",
+    en: "Binance depth (±9bps): bid {buy} | ask {sell} | Status: {status}",
   },
   "makerPoints.bandDepthLine": {
     zh: "StandX 档位 {band}bps 深度: 买 {buy} ｜ 卖 {sell}",

src/strategy/common/binance-depth.ts

@@ -19,7 +19,7 @@ const RECONNECT_DELAY_MAX_MS = 60_000;
 
 const DEFAULT_REFRESH_SYNC_INTERVAL_MS = 30_000;
 const DEFAULT_DEPTH_WINDOW_BPS = 9;
-const DEFAULT_IMBALANCE_RATIO = 2;
+const DEFAULT_IMBALANCE_RATIO = 9;
 const MAX_BUFFER_SIZE = 5000;
 const SYNC_SNAPSHOT_MAX_RETRIES = 5;
 const REST_FAILURE_DEFENSE_THRESHOLD = 1;

src/strategy/maker-points-engine.ts

@@ -128,7 +128,6 @@ export class MakerPointsEngine {
   private processing = false;
   private stopLossProcessing = false;
   private stopLossCooldownUntil = 0;
-  private forceTickRequested = false;
   private desiredOrders: DesiredOrder[] = [];
   private accountUnrealized = 0;
   private initialOrderSnapshotReady = false;
@@ -206,12 +205,8 @@ export class MakerPointsEngine {
       baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL,
       restBaseUrl: process.env.BINANCE_REST_URL,
       levels: 20,
-      ratio: Number.isFinite(this.config.binanceDepthImbalanceRatio)
-        ? Math.max(1.01, Number(this.config.binanceDepthImbalanceRatio))
-        : 9,
-      depthWindowBps: Number.isFinite(this.config.binanceDepthWindowBps)
-        ? Math.max(1, Number(this.config.binanceDepthWindowBps))
-        : 3,
+      ratio: 9,
+      depthWindowBps: 9,
       speedMs: 100,
       logger: (context, error) => {
         this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`);
@@ -346,10 +341,6 @@ export class MakerPointsEngine {
         this.lastStandxDepthTime = Date.now();
         this.feedStatus.depth = true;
         this.emitUpdate();
-        if (this.shouldTriggerImmediateDepthProtection(depth) || this.shouldTriggerImmediateReprice(depth)) {
-          this.forceTickRequested = true;
-          void this.tick();
-        }
       },
       log,
       {
@@ -577,9 +568,7 @@ export class MakerPointsEngine {
     this.processing = true;
     let hadRateLimit = false;
     try {
-      const forceRun = this.forceTickRequested;
-      this.forceTickRequested = false;
-      const decision = forceRun ? "run" : this.rateLimit.beforeCycle();
+      const decision = this.rateLimit.beforeCycle();
       if (decision === "paused") {
         this.emitUpdate();
         return;
@@ -776,17 +765,17 @@ export class MakerPointsEngine {
       const shouldCheckDepth = minDepth > 0;
 
       if (!skipBuy) {
-        const targetPrice = this.normalizeDepthTargetPrice(bid1 * (1 - bps / 10000), priceDecimals);
-        if (targetPrice != null) {
+        const price = bid1 * (1 - bps / 10000);
+        if (Number.isFinite(price) && price > 0) {
           if (shouldCheckDepth) {
-            const depthQty = getDepthBetweenPrices(depth, "BUY", targetPrice);
+            const depthQty = getDepthBetweenPrices(depth, "BUY", price);
             if (depthQty < minDepth) {
               this.logThinDepthSkip("BUY", bps, depthQty, minDepth);
             } else {
               this.resetThinDepthSkip("BUY", bps);
               desired.push({
                 side: "BUY",
-                price: formatPriceToString(targetPrice, priceDecimals),
+                price: formatPriceToString(price, priceDecimals),
                 amount,
                 reduceOnly: false,
               });
@@ -794,7 +783,7 @@ export class MakerPointsEngine {
           } else {
             desired.push({
               side: "BUY",
-              price: formatPriceToString(targetPrice, priceDecimals),
+              price: formatPriceToString(price, priceDecimals),
               amount,
               reduceOnly: false,
             });
@@ -802,17 +791,17 @@ export class MakerPointsEngine {
         }
       }
       if (!skipSell) {
-        const targetPrice = this.normalizeDepthTargetPrice(ask1 * (1 + bps / 10000), priceDecimals);
-        if (targetPrice != null) {
+        const price = ask1 * (1 + bps / 10000);
+        if (Number.isFinite(price) && price > 0) {
           if (shouldCheckDepth) {
-            const depthQty = getDepthBetweenPrices(depth, "SELL", targetPrice);
+            const depthQty = getDepthBetweenPrices(depth, "SELL", price);
             if (depthQty < minDepth) {
               this.logThinDepthSkip("SELL", bps, depthQty, minDepth);
             } else {
               this.resetThinDepthSkip("SELL", bps);
               desired.push({
                 side: "SELL",
-                price: formatPriceToString(targetPrice, priceDecimals),
+                price: formatPriceToString(price, priceDecimals),
                 amount,
                 reduceOnly: false,
               });
@@ -820,7 +809,7 @@ export class MakerPointsEngine {
           } else {
             desired.push({
               side: "SELL",
-              price: formatPriceToString(targetPrice, priceDecimals),
+              price: formatPriceToString(price, priceDecimals),
               amount,
               reduceOnly: false,
             });
@@ -843,7 +832,6 @@ export class MakerPointsEngine {
   ): boolean {
     const minDepth = this.config.filterMinDepth;
     if (minDepth <= 0) return false;
-    const priceDecimals = this.getPriceDecimals();
 
     // 获取启用的所有档位
     const targets = buildBpsTargets({
@@ -855,11 +843,11 @@ export class MakerPointsEngine {
     let changed = false;
 
     for (const bps of targets) {
-      const buyTargetPrice = this.normalizeDepthTargetPrice(bid1 * (1 - bps / 10000), priceDecimals);
-      const sellTargetPrice = this.normalizeDepthTargetPrice(ask1 * (1 + bps / 10000), priceDecimals);
+      const buyPrice = bid1 * (1 - bps / 10000);
+      const sellPrice = ask1 * (1 + bps / 10000);
 
-      const buyDepthQty = getDepthBetweenPrices(depth, "BUY", buyTargetPrice ?? 0);
-      const sellDepthQty = getDepthBetweenPrices(depth, "SELL", sellTargetPrice ?? 0);
+      const buyDepthQty = getDepthBetweenPrices(depth, "BUY", buyPrice);
+      const sellDepthQty = getDepthBetweenPrices(depth, "SELL", sellPrice);
       const currentBuyOk = buyDepthQty >= minDepth;
       const currentSellOk = sellDepthQty >= minDepth;
 
@@ -876,62 +864,6 @@ export class MakerPointsEngine {
     return changed;
   }
 
-  /**
-   * 当深度从“满足阈值”切换到“不满足阈值”时，立即触发一次主循环，优先撤销不再安全的挂单。
-   */
-  private shouldTriggerImmediateDepthProtection(depth: AsterDepth | null): boolean {
-    if (!depth) return false;
-    if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
-
-    const minDepth = this.config.filterMinDepth;
-    if (minDepth <= 0) return false;
-
-    const { topBid, topAsk } = getTopPrices(depth);
-    if (topBid == null || topAsk == null) return false;
-
-    const targets = buildBpsTargets({
-      band0To10: this.config.enableBand0To10,
-      band10To30: this.config.enableBand10To30,
-      band30To100: this.config.enableBand30To100,
-    });
-    const priceDecimals = this.getPriceDecimals();
-
-    for (const bps of targets) {
-      const lastStatus = this.lastDepthOkStatus[bps];
-      if (!lastStatus) continue;
-
-      const buyTargetPrice = this.normalizeDepthTargetPrice(topBid * (1 - bps / 10000), priceDecimals);
-      const sellTargetPrice = this.normalizeDepthTargetPrice(topAsk * (1 + bps / 10000), priceDecimals);
-      const buyDepthQty = getDepthBetweenPrices(depth, "BUY", buyTargetPrice ?? 0);
-      const sellDepthQty = getDepthBetweenPrices(depth, "SELL", sellTargetPrice ?? 0);
-      const currentBuyOk = buyDepthQty >= minDepth;
-      const currentSellOk = sellDepthQty >= minDepth;
-
-      if (lastStatus.buy && !currentBuyOk) return true;
-      if (lastStatus.sell && !currentSellOk) return true;
-    }
-
-    return false;
-  }
-
-  /**
-   * 当盘口相对上次报价偏移超过 minRepriceBps 时，立即触发一次主循环，优先撤销旧报价。
-   */
-  private shouldTriggerImmediateReprice(depth: AsterDepth | null): boolean {
-    if (!depth) return false;
-    if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
-
-    const hasActiveEntryOrders = this.openOrders.some(
-      (order) => order.symbol === this.config.symbol && !order.reduceOnly && isOrderActiveStatus(order.status)
-    );
-    if (!hasActiveEntryOrders) return false;
-
-    const { topBid, topAsk } = getTopPrices(depth);
-    if (topBid == null || topAsk == null) return false;
-
-    return this.shouldReprice(topBid, topAsk);
-  }
-
   private buildCloseOnlyOrders(
     position: PositionSnapshot,
     bid1: number,
@@ -1368,13 +1300,6 @@ export class MakerPointsEngine {
     return Math.max(0, Math.floor(raw + 1e-9));
   }
 
-  private normalizeDepthTargetPrice(price: number, priceDecimals: number): number | null {
-    if (!Number.isFinite(price) || price <= 0) return null;
-    const normalized = Number(formatPriceToString(price, priceDecimals));
-    if (!Number.isFinite(normalized) || normalized <= 0) return null;
-    return normalized;
-  }
-
   private emitUpdate(): void {
     try {
       const snapshot = this.buildSnapshot();
@@ -1429,13 +1354,12 @@ export class MakerPointsEngine {
     if (!this.depthSnapshot || topBid == null || topAsk == null) {
       return bands;
     }
-    const priceDecimals = this.getPriceDecimals();
 
     return bands.map((band) => {
-      const buyTargetPrice = this.normalizeDepthTargetPrice(topBid * (1 - band.bps / 10000), priceDecimals);
-      const sellTargetPrice = this.normalizeDepthTargetPrice(topAsk * (1 + band.bps / 10000), priceDecimals);
-      const buyDepth = getDepthBetweenPrices(this.depthSnapshot, "BUY", buyTargetPrice ?? 0);
-      const sellDepth = getDepthBetweenPrices(this.depthSnapshot, "SELL", sellTargetPrice ?? 0);
+      const buyPrice = topBid * (1 - band.bps / 10000);
+      const sellPrice = topAsk * (1 + band.bps / 10000);
+      const buyDepth = getDepthBetweenPrices(this.depthSnapshot, "BUY", buyPrice);
+      const sellDepth = getDepthBetweenPrices(this.depthSnapshot, "SELL", sellPrice);
       return { ...band, buyDepth, sellDepth };
     });
   }

src/ui/MakerPointsApp.tsx

@@ -162,7 +162,6 @@ export function MakerPointsApp({ onExit }: MakerPointsAppProps) {
           {t("makerPoints.binanceLine", {
             buy: formatNumber(snapshot.binanceDepth?.buySum ?? 0, 4),
             sell: formatNumber(snapshot.binanceDepth?.sellSum ?? 0, 4),
-            windowBps: snapshot.binanceDepth?.windowBps ?? 5,
             status: imbalanceLabel,
           })}
         </Text>

tests/config-inline-comments.test.ts

@@ -28,14 +28,10 @@ describe("config env parsing", () => {
     process.env.EXCHANGE = "standx";
     process.env.MAKER_POINTS_STOP_LOSS_USD = "1 # comment";
     process.env.MAKER_POINTS_CLOSE_THRESHOLD = "2 ; comment";
-    process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS = "6 # comment";
-    process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO = "9 ; comment";
 
     const { makerPointsConfig } = await loadConfig();
     expect(makerPointsConfig.stopLossUsd).toBe(1);
     expect(makerPointsConfig.closeThreshold).toBe(2);
-    expect(makerPointsConfig.binanceDepthWindowBps).toBe(6);
-    expect(makerPointsConfig.binanceDepthImbalanceRatio).toBe(9);
   });
 
   it("parses boolean maker-points env values with inline comments", async () => {
@@ -46,3 +42,4 @@ describe("config env parsing", () => {
     expect(makerPointsConfig.enableBand10To30).toBe(false);
   });
 });
+

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

@@ -1,109 +0,0 @@
-import { describe, expect, it } from "vitest";
-import type { ExchangeAdapter } from "../src/exchanges/adapter";
-import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
-import { t } from "../src/i18n";
-import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
-
-class StubAdapter implements ExchangeAdapter {
-  id = "standx";
-
-  supportsTrailingStops(): boolean {
-    return false;
-  }
-
-  watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
-  watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
-  watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
-  watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
-  watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
-
-  async createOrder(): Promise<AsterOrder> {
-    throw new Error("not implemented");
-  }
-
-  async cancelOrder(): Promise<void> {}
-  async cancelOrders(): Promise<void> {}
-  async cancelAllOrders(): Promise<void> {}
-}
-
-describe("MakerPointsEngine Binance depth monitor config", () => {
-  it("uses default 3bps window and ratio 9", () => {
-    const engine = new MakerPointsEngine(
-      {
-        symbol: "BTC-USD",
-        perOrderAmount: 0.01,
-        closeThreshold: 0,
-        stopLossUsd: 1,
-        refreshIntervalMs: 500,
-        maxLogEntries: 20,
-        maxCloseSlippagePct: 0.05,
-        priceTick: 0.1,
-        qtyStep: 0.001,
-        enableBand0To10: true,
-        enableBand10To30: false,
-        enableBand30To100: false,
-        band0To10Amount: 0.01,
-        band10To30Amount: 0.01,
-        band30To100Amount: 0.01,
-        minRepriceBps: 3,
-        enableBinanceDepthCancel: true,
-        filterMinDepth: 0,
-      },
-      new StubAdapter()
-    );
-
-    const trackerOptions = ((engine as any).binanceDepth as { options?: { depthWindowBps?: number; ratio?: number } })
-      .options;
-
-    expect(trackerOptions?.depthWindowBps).toBe(3);
-    expect(trackerOptions?.ratio).toBe(9);
-
-    engine.stop();
-  });
-
-  it("uses configured window and ratio", () => {
-    const engine = new MakerPointsEngine(
-      {
-        symbol: "BTC-USD",
-        perOrderAmount: 0.01,
-        closeThreshold: 0,
-        stopLossUsd: 1,
-        refreshIntervalMs: 500,
-        maxLogEntries: 20,
-        maxCloseSlippagePct: 0.05,
-        priceTick: 0.1,
-        qtyStep: 0.001,
-        enableBand0To10: true,
-        enableBand10To30: false,
-        enableBand30To100: false,
-        band0To10Amount: 0.01,
-        band10To30Amount: 0.01,
-        band30To100Amount: 0.01,
-        minRepriceBps: 3,
-        enableBinanceDepthCancel: true,
-        binanceDepthWindowBps: 7,
-        binanceDepthImbalanceRatio: 11,
-        filterMinDepth: 0,
-      },
-      new StubAdapter()
-    );
-
-    const trackerOptions = ((engine as any).binanceDepth as { options?: { depthWindowBps?: number; ratio?: number } })
-      .options;
-
-    expect(trackerOptions?.depthWindowBps).toBe(7);
-    expect(trackerOptions?.ratio).toBe(11);
-
-    engine.stop();
-  });
-
-  it("renders binance depth line with dynamic window bps", () => {
-    const line = t(
-      "makerPoints.binanceLine",
-      { windowBps: 5, buy: "1.23", sell: "1.11", status: "Balanced" },
-      "en"
-    );
-
-    expect(line).toContain("±5bps");
-  });
-});

tests/maker-points-immediate-depth-protection.test.ts

@@ -1,97 +0,0 @@
-import { afterEach, describe, expect, it, vi } from "vitest";
-import type { ExchangeAdapter } from "../src/exchanges/adapter";
-import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
-import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
-
-class StubAdapter implements ExchangeAdapter {
-  id = "standx";
-
-  private depthListeners: Array<(depth: AsterDepth) => void> = [];
-
-  supportsTrailingStops(): boolean {
-    return false;
-  }
-
-  watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
-  watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
-  watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
-  watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
-
-  watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
-    this.depthListeners.push(cb);
-  }
-
-  emitDepth(depth: AsterDepth): void {
-    for (const listener of this.depthListeners) {
-      listener(depth);
-    }
-  }
-
-  async createOrder(): Promise<AsterOrder> {
-    throw new Error("not implemented");
-  }
-
-  async cancelOrder(): Promise<void> {}
-  async cancelOrders(): Promise<void> {}
-  async cancelAllOrders(): Promise<void> {}
-
-  async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
-    return null;
-  }
-}
-
-afterEach(() => {
-  vi.restoreAllMocks();
-  vi.useRealTimers();
-});
-
-describe("MakerPointsEngine immediate depth protection", () => {
-  it("triggers an immediate tick when depth drops below threshold", () => {
-    vi.useFakeTimers();
-    const adapter = new StubAdapter();
-
-    const engine = new MakerPointsEngine(
-      {
-        symbol: "BTC-USD",
-        perOrderAmount: 0.01,
-        closeThreshold: 0,
-        stopLossUsd: 1,
-        refreshIntervalMs: 10_000,
-        maxLogEntries: 20,
-        maxCloseSlippagePct: 0.05,
-        priceTick: 0.1,
-        qtyStep: 0.001,
-        enableBand0To10: true,
-        enableBand10To30: false,
-        enableBand30To100: false,
-        band0To10Amount: 0.01,
-        band10To30Amount: 0.01,
-        band30To100Amount: 0.01,
-        minRepriceBps: 3,
-        enableBinanceDepthCancel: false,
-        filterMinDepth: 10,
-      },
-      adapter
-    );
-
-    (engine as any).feedStatus = { account: true, depth: true, ticker: true, orders: true, binance: true };
-    (engine as any).initialOrderSnapshotReady = true;
-    (engine as any).defenseMode = false;
-    (engine as any).reconnectResetPending = false;
-    (engine as any).stopLossProcessing = false;
-    (engine as any).lastDepthOkStatus[9] = { buy: true, sell: true };
-
-    const tickSpy = vi.spyOn(engine as any, "tick").mockResolvedValue(undefined);
-
-    adapter.emitDepth({
-      lastUpdateId: 1,
-      bids: [["100", "1"]],
-      asks: [["101", "1"]],
-      eventTime: Date.now(),
-      symbol: "BTC-USD",
-    });
-
-    expect(tickSpy).toHaveBeenCalledTimes(1);
-    engine.stop();
-  });
-});

tests/maker-points-immediate-reprice.test.ts

@@ -1,116 +0,0 @@
-import { afterEach, describe, expect, it, vi } from "vitest";
-import type { ExchangeAdapter } from "../src/exchanges/adapter";
-import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
-import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
-
-class StubAdapter implements ExchangeAdapter {
-  id = "standx";
-
-  private depthListeners: Array<(depth: AsterDepth) => void> = [];
-
-  supportsTrailingStops(): boolean {
-    return false;
-  }
-
-  watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
-  watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
-  watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
-  watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
-
-  watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
-    this.depthListeners.push(cb);
-  }
-
-  emitDepth(depth: AsterDepth): void {
-    for (const listener of this.depthListeners) {
-      listener(depth);
-    }
-  }
-
-  async createOrder(): Promise<AsterOrder> {
-    throw new Error("not implemented");
-  }
-
-  async cancelOrder(): Promise<void> {}
-  async cancelOrders(): Promise<void> {}
-  async cancelAllOrders(): Promise<void> {}
-
-  async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
-    return null;
-  }
-}
-
-afterEach(() => {
-  vi.restoreAllMocks();
-  vi.useRealTimers();
-});
-
-describe("MakerPointsEngine immediate reprice", () => {
-  it("triggers an immediate tick when min reprice bps threshold is reached", () => {
-    vi.useFakeTimers();
-    const adapter = new StubAdapter();
-
-    const engine = new MakerPointsEngine(
-      {
-        symbol: "BTC-USD",
-        perOrderAmount: 0.01,
-        closeThreshold: 0,
-        stopLossUsd: 1,
-        refreshIntervalMs: 10_000,
-        maxLogEntries: 20,
-        maxCloseSlippagePct: 0.05,
-        priceTick: 0.1,
-        qtyStep: 0.001,
-        enableBand0To10: true,
-        enableBand10To30: false,
-        enableBand30To100: false,
-        band0To10Amount: 0.01,
-        band10To30Amount: 0.01,
-        band30To100Amount: 0.01,
-        minRepriceBps: 3,
-        enableBinanceDepthCancel: false,
-        filterMinDepth: 0,
-      },
-      adapter
-    );
-
-    (engine as any).feedStatus = { account: true, depth: true, ticker: true, orders: true, binance: true };
-    (engine as any).initialOrderSnapshotReady = true;
-    (engine as any).defenseMode = false;
-    (engine as any).reconnectResetPending = false;
-    (engine as any).stopLossProcessing = false;
-    (engine as any).lastQuoteBid1 = 100;
-    (engine as any).lastQuoteAsk1 = 101;
-    (engine as any).openOrders = [
-      {
-        orderId: 1,
-        clientOrderId: "entry-order",
-        symbol: "BTC-USD",
-        side: "BUY",
-        type: "LIMIT",
-        status: "NEW",
-        price: "99.0",
-        origQty: "0.01",
-        executedQty: "0",
-        stopPrice: "0",
-        time: Date.now(),
-        updateTime: Date.now(),
-        reduceOnly: false,
-        closePosition: false,
-      },
-    ];
-
-    const tickSpy = vi.spyOn(engine as any, "tick").mockResolvedValue(undefined);
-
-    adapter.emitDepth({
-      lastUpdateId: 1,
-      bids: [["99.9", "1"]],
-      asks: [["100.9", "1"]],
-      eventTime: Date.now(),
-      symbol: "BTC-USD",
-    });
-
-    expect(tickSpy).toHaveBeenCalledTimes(1);
-    engine.stop();
-  });
-});

tests/price-depth-filter-boundary.test.ts

@@ -1,37 +0,0 @@
-import { describe, expect, it } from "vitest";
-import { getDepthBetweenPrices } from "../src/utils/price";
-import type { AsterDepth } from "../src/exchanges/types";
-
-describe("getDepthBetweenPrices boundary", () => {
-  it("SELL side excludes quantity exactly at target price", () => {
-    const depth: AsterDepth = {
-      lastUpdateId: 1,
-      bids: [],
-      asks: [
-        ["69345", "1"],
-        ["69349", "2"],
-        ["69350", "999"],
-        ["69351", "3"],
-      ],
-    };
-
-    const total = getDepthBetweenPrices(depth, "SELL", 69350);
-    expect(total).toBe(3); // 仅 69345 + 69349
-  });
-
-  it("BUY side excludes quantity exactly at target price", () => {
-    const depth: AsterDepth = {
-      lastUpdateId: 1,
-     bids: [
-        ["69355", "1"],
-        ["69351", "2"],
-        ["69350", "999"],
-        ["69349", "3"],
-      ],
-      asks: [],
-    };
-
-    const total = getDepthBetweenPrices(depth, "BUY", 69350);
-    expect(total).toBe(3); // 仅 69355 + 69351
-  });
-});