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.

.env.example

@@ -14,8 +14,14 @@ STANDX_SYMBOL=BTC-USD
 # STANDX_BASE_URL=https://perps.standx.com
 # STANDX_WS_URL=wss://perps.standx.com/ws-stream/v1
 # STANDX_SESSION_ID=
-# Optional: request signing key (ed25519 private key, hex or base64)
+# Optional: request signing key (ed25519 private key, supports hex or base58 format)
 # STANDX_REQUEST_PRIVATE_KEY=
+# Token expiry configuration (recommended method: creation date + validity days)
+# Get these values when generating API token at https://standx.com/user/session
+# STANDX_TOKEN_CREATE_DATE=2026-01-15   # Token creation date (YYYY-MM-DD format)
+# STANDX_TOKEN_VALIDITY_DAYS=30         # Token validity period in days
+# Legacy method: direct expiry timestamp (Unix seconds)
+# STANDX_TOKEN_EXPIRY=1737092800
 
 # Core trading symbol and sizing
 TRADE_SYMBOL=BTCUSDT                    # Trading pair symbol
@@ -154,3 +160,8 @@ NADO_MIN_SIZE_POLICY=adjust
 # NADO_ARCHIVE_URL=https://archive.prod.nado.xyz/v1
 # NADO_TRIGGER_URL=https://trigger.prod.nado.xyz/v1
 # NADO_DEBUG=false
+
+# Telegram notification configuration
+# TELEGRAM_BOT_TOKEN=                   # Telegram bot token from @BotFather
+# TELEGRAM_CHAT_ID=                     # Chat ID to receive notifications
+# TELEGRAM_ACCOUNT_LABEL=               # Account label to distinguish multiple bot instances (e.g., "Account-A")

CLAUDE.md

@@ -0,0 +1,12 @@
+# RitMEX Bot - Claude Instructions
+
+## Package Manager
+
+**必须使用 Bun** - 这个项目使用 Bun 作为包管理器和运行时。所有能用 bun 执行的命令都必须使用 bun：
+
+- 安装依赖: `bun install`
+- 运行脚本: `bun run <script>`
+- 执行测试: `bun test`
+- 类型检查: `bun run typecheck`
+
+**不要使用 npm、yarn 或 npx**

README.md

@@ -41,6 +41,7 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
 | Lighter | zkLighter 永续 | `LIGHTER_ACCOUNT_INDEX`, `LIGHTER_API_PRIVATE_KEY` | 默认 `LIGHTER_ENV=testnet`
 | Backpack | USDC 永续 | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | `BACKPACK_SANDBOX=true` 启用沙盒
 | Paradex | StarkEx 永续 | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | `PARADEX_SANDBOX=true` 使用测试网
+| Nado | USDC 永续 | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | `NADO_ENV` 可切换 `inkMainnet`/`inkTestnet`
 
 ## 系统要求
 - Bun ≥ 1.2（需同时包含 `bun`、`bunx` 命令）
@@ -114,21 +115,30 @@ curl -fsSL https://github.com/discountry/ritmex-bot/raw/refs/heads/main/setup.sh
 
 * [StandX 做市策略教程](docs/standx/maker-points-guide.md)
 
-策略需要 StandX 的登录 token 才能下单
+策略需要 StandX 的 API Token 和签名私钥才能下单。
 
-获取方式：
+**获取方式（使用 StandX 官方 API 生成功能）：**
-1. 打开 https://standx.ritmex.one/
+1. 打开 StandX 官方 API 创建页面：https://standx.com/user/session
-2. 连接钱包
+2. 连接钱包并登录
-3. 点击“登录”
+3. 点击 **"Generate API Token"** 按钮
-4. 导出登录信息里面会包含 token和代理钱包私钥，代理钱包仅用于交易签名，有效保证资产钱包安全
+4. 页面会显示以下信息：
+   - **Token**（以 `eyJ` 开头的 JWT 字符串）→ 填入 `STANDX_TOKEN`
+   - **Ed25519 Private Key**（Base58 格式私钥，类似 `HdsyJD7oWgT...`）→ 填入 `STANDX_REQUEST_PRIVATE_KEY`
+   - **创建日期** 和 **有效期天数** → 用于配置 Token 过期提醒
 
-请妥善保存，不要分享给他人
+> Ed25519 Private Key 是系统自动生成的签名私钥，仅用于交易请求签名，你的资产仍在主钱包中，非常安全。
 
+请妥善保存这些凭证，不要分享给他人。
+
+**配置步骤：**
 1. 设置 `EXCHANGE=standx`。
 2. 填写 `STANDX_TOKEN`（Perps API 的 JWT Token）。
-3. 填写 `STANDX_REQUEST_PRIVATE_KEY`（代理钱包私钥）。
+3. 填写 `STANDX_REQUEST_PRIVATE_KEY`（Ed25519 签名私钥，Base58 格式）。
 4. 设置 `STANDX_SYMBOL`（默认 `BTC-USD`），并校准 `PRICE_TICK` / `QTY_STEP`。
-5. 可选：`STANDX_BASE_URL`、`STANDX_WS_URL`、`STANDX_SESSION_ID` 用于自定义环境。
+5. 推荐配置 Token 过期时间：
+   - `STANDX_TOKEN_CREATE_DATE`（创建日期，格式 `YYYY-MM-DD`）
+   - `STANDX_TOKEN_VALIDITY_DAYS`（有效期天数）
+6. 可选：`STANDX_BASE_URL`、`STANDX_WS_URL`、`STANDX_SESSION_ID` 用于自定义环境。
 
 
 ### GRVT

README_en.md

@@ -1,7 +1,11 @@
 # ritmex-bot
 
+**Language Setting**: Set `LANG=en` in your `.env` file to display the CLI interface in English.
+
 A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend engine, a Guardian stop sentinel, and two market-making modes. It offers instant restarts, realtime market data, structured logging, and an Ink-based CLI dashboard.
 
+If you'd like to support this project and get fee discounts, please consider using these referral links:
+
 * [Lighter referral link](https://app.lighter.xyz/?referral=111909FA)
 * [Aster referral link](https://www.asterdex.com/en/referral/4665f3)
 * [StandX referral link](https://standx.com/referral?code=xingxingjun)
@@ -11,11 +15,11 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
 * [Backpack referral link](https://backpack.exchange/join/ritmex)
 * [edgex referral link](https://pro.edgex.exchange/referral/BULL)
 * [Paradex referral link](https://paradex.io/ref/xingxingjun)
-* [Apex referral link](https://join.omni.apex.exchange/RITHMEX)
+* [Apex referral link](https://join.omni.apex.exchange/SEA)
 
 ## Documentation Map
-- [中文 README](README.md)
 - [Beginner-friendly Quick Start](simple-readme.md)
+- [Grid Trading Strategy Guide](grid-trading.md)
 
 ## Highlights
 - **Live data & risk sync** via websockets with REST fallbacks and full reconciliation on restart.
@@ -33,9 +37,10 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
 | Lighter | zkLighter perpetuals | `LIGHTER_ACCOUNT_INDEX`, `LIGHTER_API_PRIVATE_KEY` | Defaults to `LIGHTER_ENV=testnet` |
 | Backpack | USDC perpetuals | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | Set `BACKPACK_SANDBOX=true` for the sandbox |
 | Paradex | StarkEx perpetuals | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | Toggle `PARADEX_SANDBOX=true` for the testnet |
+| Nado | USDC perpetuals | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | Switch `NADO_ENV` between `inkMainnet` and `inkTestnet` |
 
 ## Requirements
-- Bun ≥ 1.2 (both `bun` and `bunx` on PATH)
+- Bun >= 1.2 (both `bun` and `bunx` on PATH)
 - macOS, Linux, or Windows via WSL (native Windows works but WSL is recommended)
 - Node.js is optional unless your tooling requires it
 
@@ -96,6 +101,7 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
 > ```
 
 ## Exchange Setup Guides
+
 ### Aster
 1. Keep `EXCHANGE=aster` (default value).
 2. Supply `ASTER_API_KEY` and `ASTER_API_SECRET`.
@@ -103,11 +109,33 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
 4. The bootstrap script auto-populates these variables; manual installs must maintain them.
 
 ### StandX
+
+* [StandX Maker Points Strategy Guide](docs/standx/maker-points-guide.md)
+
+The strategy requires a StandX API Token and signing private key to place orders.
+
+**How to obtain (using StandX's official API generation feature):**
+1. Open the StandX official API creation page: https://standx.com/user/session
+2. Connect your wallet and log in
+3. Click the **"Generate API Token"** button
+4. The page will display the following information:
+   - **Token** (JWT string starting with `eyJ`) → Fill in `STANDX_TOKEN`
+   - **Ed25519 Private Key** (Base58 format, like `HdsyJD7oWgT...`) → Fill in `STANDX_REQUEST_PRIVATE_KEY`
+   - **Creation date** and **Validity days** → Used to configure token expiry reminders
+
+> The Ed25519 Private Key is an auto-generated signing key used only for trade request signatures. Your assets remain in your main wallet and are completely safe.
+
+Please keep these credentials safe and do not share them with anyone.
+
+**Configuration steps:**
 1. Set `EXCHANGE=standx`.
 2. Provide `STANDX_TOKEN` (JWT token for perps API).
-3. Set `STANDX_SYMBOL` (defaults to `BTC-USD`) and align `PRICE_TICK` / `QTY_STEP`.
+3. Provide `STANDX_REQUEST_PRIVATE_KEY` (Ed25519 signing private key, Base58 format).
-4. Optional: `STANDX_BASE_URL`, `STANDX_WS_URL`, or `STANDX_SESSION_ID` for custom endpoints.
+4. Set `STANDX_SYMBOL` (defaults to `BTC-USD`) and align `PRICE_TICK` / `QTY_STEP`.
-5. Optional: `STANDX_REQUEST_PRIVATE_KEY` if the API requires body signatures.
+5. Recommended: configure token expiry settings:
+   - `STANDX_TOKEN_CREATE_DATE` (creation date, format `YYYY-MM-DD`)
+   - `STANDX_TOKEN_VALIDITY_DAYS` (validity days)
+6. Optional: `STANDX_BASE_URL`, `STANDX_WS_URL`, or `STANDX_SESSION_ID` for custom endpoints.
 
 ### GRVT
 1. Set `EXCHANGE=grvt` inside `.env`.
@@ -117,25 +145,25 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
 
 ### Lighter
 1. Set `EXCHANGE=lighter`.
-2. Provide `LIGHTER_ACCOUNT_INDEX` and `LIGHTER_API_PRIVATE_KEY` (40-byte hex private key).
+2. Provide `LIGHTER_ACCOUNT_INDEX` and `LIGHTER_API_PRIVATE_KEY` (40-byte hex private key). `LIGHTER_ACCOUNT_INDEX` is your account index, which you can find by opening DevTools (F12) on the official website and observing API requests. `LIGHTER_API_PRIVATE_KEY` is your API private key.
 3. Switch `LIGHTER_ENV` to `mainnet`, `staging`, or `dev` when necessary; override `LIGHTER_BASE_URL` if endpoints differ.
 4. `LIGHTER_SYMBOL` defaults to `BTCUSDT`; override price/size decimals when markets differ.
 
 ### Backpack
 1. Set `EXCHANGE=backpack`.
-2. Populate `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, and `BACKPACK_PASSWORD`; add `BACKPACK_SUBACCOUNT` if you trade from a subaccount.
+2. Populate `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, and `BACKPACK_PASSWORD`; add `BACKPACK_SUBACCOUNT` if you trade from a subaccount (defaults to main account ID).
 3. Toggle `BACKPACK_SANDBOX=true` for the sandbox environment and verify `BACKPACK_SYMBOL` matches the contract (defaults to `BTC_USD_PERP`).
 4. Enable `BACKPACK_DEBUG=true` for verbose adapter logging.
 
 ### Paradex
 1. Set `EXCHANGE=paradex`.
-2. Provide `PARADEX_PRIVATE_KEY` (EVM private key) and `PARADEX_WALLET_ADDRESS`.
+2. Provide `PARADEX_PRIVATE_KEY` (EVM private key) and `PARADEX_WALLET_ADDRESS`. Note: These are your EVM wallet address and private key. It is recommended to create a brand new wallet and avoid storing unrelated assets in it.
 3. The adapter connects to mainnet by default; enable `PARADEX_SANDBOX=true` and adjust `PARADEX_SYMBOL` for testnet usage.
 4. Advanced tuning: use `PARADEX_USE_PRO`, `PARADEX_RECONNECT_DELAY_MS`, or debug flags as needed.
 
 ### Nado
 1. Set `EXCHANGE=nado`.
-2. On the Nado web app, open DevTools → switch to the `Application` tab → `Local Storage`, locate `nado.userSettings`, then grab the `privateKey` field from its JSON value and paste it into `.env` as `NADO_SIGNER_PRIVATE_KEY`.
+2. On the Nado web app (trading interface), open DevTools (F12) -> switch to the `Application` tab -> `Local Storage`, locate `nado.userSettings`, then grab the `privateKey` field from its JSON value and paste it into `.env` as `NADO_SIGNER_PRIVATE_KEY`.
 3. Provide `NADO_SUBACCOUNT_OWNER` (or `NADO_EVM_ADDRESS`).
 4. Select network via `NADO_ENV=inkMainnet` (mainnet) or `inkTestnet` (testnet).
 5. Set `NADO_SYMBOL` using Nado product symbols like `BTC-PERP` (it also accepts `BTCUSDT0` and maps it to `BTC-PERP`).
@@ -187,7 +215,7 @@ bun x vitest --watch
 ```
 
 ## Troubleshooting
-- Keep at least 50–100 USDT in the account before deploying a live strategy.
+- Keep at least 50-100 USDT in the account before deploying a live strategy.
 - Configure leverage on the exchange manually (~50x is recommended); the bot will not change it.
 - Ensure your server or workstation clock is in sync to avoid signature errors.
 - Accounts must run in one-way position mode.

docs/standx/auth.md

@@ -1,5 +1,9 @@
 ## StandX Perps Authentication
 
+官网创建的 API 提供了
+
+API Token 以及 Ed25519 Private Key，用于签名交易。
+
 ⚠️ This document is under construction.
 
 This document explains how to obtain JWT access tokens for the StandX Perps API through wallet signatures.
@@ -69,7 +73,7 @@ curl 'https://api.standx.com/v1/offchain/certs'
 
 Sign `payload.message` with your wallet private key to generate the `signature`.
 
-#### TypeScript/ES6 Implementation Reference
+#### BSC (EVM) Implementation Reference
 
 ```
 import { ethers } from "ethers";
@@ -84,6 +88,38 @@ const wallet = new ethers.Wallet(privateKey, provider);
 const signature = await wallet.signMessage(payload.message);
 ```
 
+#### Solana Implementation Reference
+
+```
+import bs58 from "bs58";
+import { ed25519 } from "@noble/curves/ed25519";
+import { Keypair } from "@solana/web3.js";
+ 
+const privateKey = "<your_base58_encoded_private_key>"; // Keep secure; use environment variables
+const walletKeypair = Keypair.fromSecretKey(bs58.decode(privateKey));
+ 
+// Sign using the message from the parsed payload
+const messageBytes = new TextEncoder().encode(payload.message);
+const signatureBytes = ed25519.sign(
+  messageBytes,
+  walletKeypair.secretKey.slice(0, 32) // First 32 bytes are the private key
+);
+ 
+// Solana requires a specific signature format
+const signature = Buffer.from(
+  JSON.stringify({
+    input: payload,
+    output: {
+      signedMessage: Array.from(messageBytes),
+      signature: Array.from(signatureBytes),
+      account: {
+        publicKey: Array.from(walletKeypair.publicKey.toBytes()),
+      },
+    },
+  })
+).toString("base64");
+```
+
 ### 5\. Get Access Token
 
 Submit the `signature` and original `signedData` to the login endpoint.
@@ -220,14 +256,38 @@ fetch("/api/request_need_body_signature", {
 });
 ```
 
-### Complete Authentication Class Example
+### Complete Authentication Examples
 
-Here’s a complete implementation using a class-based approach:
+For complete, runnable implementations, see the chain-specific examples:
+
+- [EVM (BSC) Example](https://docs.standx.com/standx-api/perps-auth-evm-example) - Authentication using ethers.js for BSC and other EVM-compatible chains
+- [Solana (SVM) Example](https://docs.standx.com/standx-api/perps-auth-svm-example) - Authentication using @solana/web3.js for Solana
+
+Last updated on
+
+[About StandX API](https://docs.standx.com/standx-api/standx-api "About StandX API") [Perps Auth EVM Example](https://docs.standx.com/standx-api/perps-auth-evm-example "Perps Auth EVM Example")
+
+## StandX Perps Authentication - EVM Example
+
+This example demonstrates how to authenticate with the StandX Perps API using an EVM-compatible wallet (e.g., BSC).
+
+## Prerequisites
+
+- Node.js environment with TypeScript support
+- EVM wallet with private key
+- Required packages:
+	```
+	npm install @noble/curves @scure/base ethers
+	```
+
+## Complete Implementation
 
 ```
 import { ed25519 } from "@noble/curves/ed25519";
 import { base58 } from "@scure/base";
+import { ethers } from "ethers";
  
+// Types
 export type Chain = "bsc" | "solana";
  
 export interface SignedData {
@@ -260,6 +320,7 @@ export interface RequestSignatureHeaders {
   "x-request-signature": string;
 }
  
+// Authentication Class
 export class StandXAuth {
   private ed25519PrivateKey: Uint8Array;
   private ed25519PublicKey: Uint8Array;
@@ -343,9 +404,7 @@ export class StandXAuth {
 }
  
 // Usage Example
-import { ethers } from "ethers";
+async function main() {
- 
-async function example() {
   // Initialize auth
   const auth = new StandXAuth();
  
@@ -389,8 +448,270 @@ async function example() {
     body: payload,
   });
 }
+ 
+main().catch(console.error);
 ```
 
-Last updated on
+## Key Points
 
-[About StandX API](https://docs.standx.com/standx-api/standx-api "About StandX API") [Perps HTTP API](https://docs.standx.com/standx-api/perps-http "Perps HTTP API")
+1. **Wallet Setup**: Uses `ethers.js` to create a wallet from a private key
+2. **Message Signing**: EVM wallets sign the message directly using `wallet.signMessage()`
+3. **Signature Format**: The signature is returned as-is from the wallet (hex string)
+
+## Environment Variables
+
+Create a `.env` file with:
+
+```
+WALLET_PRIVATE_KEY=your_private_key_here
+```
+
+> **Security Note**: Never commit private keys to version control. Use environment variables or secure key management solutions.
+
+[Perps Auth](https://docs.standx.com/standx-api/perps-auth "Perps Auth") [Perps Auth SVM Example](https://docs.standx.com/standx-api/perps-auth-svm-example "Perps Auth SVM Example")
+
+## StandX Perps Authentication - Solana (SVM) Example
+
+This example demonstrates how to authenticate with the StandX Perps API using a Solana wallet.
+
+## Prerequisites
+
+- Node.js environment with TypeScript support
+- Solana wallet with private key (base58-encoded)
+- Required packages:
+	```
+	npm install @noble/curves @scure/base @solana/web3.js bs58
+	```
+
+## Complete Implementation
+
+```
+import { ed25519 } from "@noble/curves/ed25519";
+import { base58 } from "@scure/base";
+import bs58 from "bs58";
+import { Keypair } from "@solana/web3.js";
+ 
+// Types
+export type Chain = "bsc" | "solana";
+ 
+export interface SignedData {
+  domain: string;
+  uri: string;
+  statement: string;
+  version: string;
+  chainId: number;
+  nonce: string;
+  address: string;
+  requestId: string;
+  issuedAt: string;
+  message: string;
+  exp: number;
+  iat: number;
+}
+ 
+export interface LoginResponse {
+  token: string;
+  address: string;
+  alias: string;
+  chain: string;
+  perpsAlpha: boolean;
+}
+ 
+export interface RequestSignatureHeaders {
+  "x-request-sign-version": string;
+  "x-request-id": string;
+  "x-request-timestamp": string;
+  "x-request-signature": string;
+}
+ 
+// Authentication Class
+export class StandXAuth {
+  private ed25519PrivateKey: Uint8Array;
+  private ed25519PublicKey: Uint8Array;
+  private requestId: string;
+  private baseUrl = "https://api.standx.com";
+ 
+  constructor() {
+    const privateKey = ed25519.utils.randomSecretKey();
+    this.ed25519PrivateKey = privateKey;
+    this.ed25519PublicKey = ed25519.getPublicKey(privateKey);
+    this.requestId = base58.encode(this.ed25519PublicKey);
+  }
+ 
+  async authenticate(
+    chain: Chain,
+    walletAddress: string,
+    signMessage: (msg: string, payload: SignedData) => Promise<string>
+  ): Promise<LoginResponse> {
+    const signedDataJwt = await this.prepareSignIn(chain, walletAddress);
+    const payload = this.parseJwt<SignedData>(signedDataJwt);
+    const signature = await signMessage(payload.message, payload);
+    return this.login(chain, signature, signedDataJwt);
+  }
+ 
+  private async prepareSignIn(chain: Chain, address: string): Promise<string> {
+    const res = await fetch(
+      \`${this.baseUrl}/v1/offchain/prepare-signin?chain=${chain}\`,
+      {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ address, requestId: this.requestId }),
+      }
+    );
+    const data = await res.json();
+    if (!data.success) throw new Error("Failed to prepare sign-in");
+    return data.signedData;
+  }
+ 
+  private async login(
+    chain: Chain,
+    signature: string,
+    signedData: string,
+    expiresSeconds: number = 604800 // default: 7 days
+  ): Promise<LoginResponse> {
+    const res = await fetch(
+      \`${this.baseUrl}/v1/offchain/login?chain=${chain}\`,
+      {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ signature, signedData, expiresSeconds }),
+      }
+    );
+    return res.json();
+  }
+ 
+  signRequest(
+    payload: string,
+    requestId: string,
+    timestamp: number
+  ): RequestSignatureHeaders {
+    const version = "v1";
+    const message = \`${version},${requestId},${timestamp},${payload}\`;
+    const signature = ed25519.sign(
+      Buffer.from(message, "utf-8"),
+      this.ed25519PrivateKey
+    );
+ 
+    return {
+      "x-request-sign-version": version,
+      "x-request-id": requestId,
+      "x-request-timestamp": timestamp.toString(),
+      "x-request-signature": Buffer.from(signature).toString("base64"),
+    };
+  }
+ 
+  private parseJwt<T>(token: string): T {
+    const base64Url = token.split(".")[1];
+    const base64 = base64Url.replace(/-/g, "+").replace(/_/g, "/");
+    return JSON.parse(Buffer.from(base64, "base64").toString("utf-8"));
+  }
+}
+ 
+// Usage Example
+async function main() {
+  // Initialize auth
+  const auth = new StandXAuth();
+ 
+  // Setup wallet from base58-encoded private key
+  const privateKey = process.env.SOLANA_PRIVATE_KEY!;
+  const walletKeypair = Keypair.fromSecretKey(bs58.decode(privateKey));
+  const walletAddress = walletKeypair.publicKey.toBase58();
+ 
+  // Authenticate
+  const loginResponse = await auth.authenticate(
+    "solana",
+    walletAddress,
+    async (message, payload) => {
+      const messageBytes = new TextEncoder().encode(message);
+      const signatureBytes = ed25519.sign(
+        messageBytes,
+        walletKeypair.secretKey.slice(0, 32) // First 32 bytes are the private key
+      );
+ 
+      // Solana requires a specific signature format
+      return Buffer.from(
+        JSON.stringify({
+          input: payload,
+          output: {
+            signedMessage: Array.from(messageBytes),
+            signature: Array.from(signatureBytes),
+            account: {
+              publicKey: Array.from(walletKeypair.publicKey.toBytes()),
+            },
+          },
+        })
+      ).toString("base64");
+    }
+  );
+ 
+  console.log("Access Token:", loginResponse.token);
+ 
+  // Sign a request
+  const payload = JSON.stringify({
+    symbol: "BTC-USD",
+    side: "buy",
+    order_type: "limit",
+    qty: "0.1",
+    price: "50000",
+    time_in_force: "gtc",
+    reduce_only: false,
+  });
+ 
+  const headers = auth.signRequest(payload, crypto.randomUUID(), Date.now());
+ 
+  // Make authenticated request
+  await fetch("https://perps.standx.com/api/new_order", {
+    method: "POST",
+    headers: {
+      "Content-Type": "application/json",
+      Authorization: \`Bearer ${loginResponse.token}\`,
+      ...headers,
+    },
+    body: payload,
+  });
+}
+ 
+main().catch(console.error);
+```
+
+## Key Points
+
+1. **Wallet Setup**: Uses `@solana/web3.js` Keypair with a base58-encoded private key
+2. **Message Signing**: Uses `@noble/curves/ed25519` for Ed25519 signing with `walletKeypair.secretKey.slice(0, 32)` (first 32 bytes are the private key)
+3. **Signature Format**: Solana requires a specific JSON structure containing:
+	- `input`: The original payload from the server
+	- `output.signedMessage`: The message bytes as an array
+	- `output.signature`: The signature bytes as an array
+	- `output.account.publicKey`: The wallet’s public key bytes as an array
+	This JSON is then base64-encoded before being sent to the server.
+
+## Signature Format Explanation
+
+Unlike EVM wallets that return a simple hex signature, Solana authentication requires a structured response:
+
+```
+{
+  input: payload,           // Original SignedData from server
+  output: {
+    signedMessage: [...],   // Message bytes as number array
+    signature: [...],       // Ed25519 signature bytes as number array
+    account: {
+      publicKey: [...]      // Wallet public key bytes as number array
+    }
+  }
+}
+```
+
+This format allows the server to verify both the signature and the signing account.
+
+## Environment Variables
+
+Create a `.env` file with:
+
+```
+SOLANA_PRIVATE_KEY=your_base58_encoded_private_key_here
+```
+
+> **Security Note**: Never commit private keys to version control. Use environment variables or secure key management solutions.
+
+[Perps Auth EVM Example](https://docs.standx.com/standx-api/perps-auth-evm-example "Perps Auth EVM Example") [Perps HTTP API](https://docs.standx.com/standx-api/perps-http "Perps HTTP API")

docs/standx/http.md

@@ -679,6 +679,8 @@ To receive order updates via [Order Response Stream](https://docs.standx.com/sta
 
 `GET /api/query_depth_book`
 
+**⚠️ Note: The sequence of price levels in the asks and bids arrays is not guaranteed. Please implement local sorting on the client side based on your specific requirements.**
+
 **Required Parameters**
 
 | Parameter | Type | Description |
@@ -791,7 +793,7 @@ To receive order updates via [Order Response Stream](https://docs.standx.com/sta
 
 | Parameter | Type | Description |
 | --- | --- | --- |
-| countBack | u64 | The required amount of bars to load |
+| countback | u64 | The required amount of bars to load |
 
 **Response Example**:
 
@@ -840,4 +842,4 @@ For enums, constants, and error codes, see [API Reference](https://docs.standx.c
 
 Last updated on
 
-[Perps Auth](https://docs.standx.com/standx-api/perps-auth "Perps Auth") [Perps WebSocket API](https://docs.standx.com/standx-api/perps-ws "Perps WebSocket API")
+[Perps Auth SVM Example](https://docs.standx.com/standx-api/perps-auth-svm-example "Perps Auth SVM Example") [Perps WebSocket API](https://docs.standx.com/standx-api/perps-ws "Perps WebSocket API")

docs/standx/maker-points-guide.md

@@ -1,112 +1,357 @@
-# StandX 做市积分策略使用教程（新手版）
+# StandX 做市积分策略使用教程（超详细新手版）
 
-本教程用于帮助你快速上手 StandX 做市积分策略（Maker Points）。无需交易经验，照着步骤做即可。
+本教程会 **手把手** 教你如何运行 StandX 做市积分策略。每一步都有详细说明，按顺序操作即可。
 
 ---
 
-## 1. 准备工作
+## 第一步：安装 Bun（运行环境）
 
-### 1.1 安装 Bun
+本项目需要 Bun 才能运行。
-本项目使用 Bun 运行。
 
-如果你还没有安装 Bun，请先参考官方文档完成安装：
+### macOS / Linux 用户：
-- https://bun.sh/
+打开终端，复制粘贴以下命令后按回车：
-
-安装完成后，进入项目目录执行：
 ```bash
+curl -fsSL https://bun.sh/install | bash
+```
+
+### Windows 用户：
+打开 PowerShell，复制粘贴以下命令后按回车：
+```powershell
+powershell -c "irm bun.sh/install.ps1 | iex"
+```
+
+安装完成后，**关闭终端，重新打开一个新的终端窗口**，然后输入：
+```bash
+bun -v
+```
+如果显示版本号（如 `1.2.x`），说明安装成功。
+
+---
+
+## 第二步：下载项目并安装依赖
+
+```bash
+git clone https://github.com/discountry/ritmex-bot.git
+cd ritmex-bot
 bun install
 ```
 
-### 1.2 获取 StandX 登录凭证（Token）
+---
-策略需要 StandX 的登录 token 才能下单。
 
-获取方式：
+## 第三步：获取 StandX API Token（最重要的一步）
-1. 打开 https://standx.ritmex.one/
-2. 连接钱包
-3. 点击“登录”
-4. 导出登录信息（里面会包含 token）
 
-请妥善保存，不要分享给他人。
+> ⚠️ **这一步是 90% 新手卡住的地方，请仔细阅读！**
+>
+> ⚠️ **这一步是 90% 新手卡住的地方，请仔细阅读！**
+>
+> ⚠️ **这一步是 90% 新手卡住的地方，请仔细阅读！**
+
+策略需要两样东西才能帮你下单：
+1. **TOKEN**（API 令牌）
+2. **代理钱包私钥**（用于签名交易）
+
+### 获取步骤（图文说明）：
+
+#### 3.1 打开 StandX 官方 API 创建页面
+
+在浏览器打开这个网址：
+```
+https://standx.com/user/session
+```
+
+> **现在可以直接在 StandX 官网创建 API Token 了！**
+
+#### 3.2 连接你的钱包并登录
+
+如果还没登录，先连接钱包并登录你的 StandX 账户。
+
+#### 3.3 生成 API Token
+
+点击页面上的 **"Generate API Token"** 按钮。
+
+你会看到类似这样的信息：
+- **Token**（很长一串以 eyJ 开头的字符串）
+- **Ed25519 Private Key**（Base58 格式的私钥，类似 `HdsyJD7oWgT756124j3taSPGv...`）
+- **创建日期**（例如：2026-01-15）
+- **有效期天数**（例如：30 天）
+
+> 🔴 **请把这些值复制保存下来！**
+>
+> 🔴 **请把这些值复制保存下来！**
+>
+> 🔴 **请把这些值复制保存下来！**
+
+### 什么是 Ed25519 Private Key？
+
+- 这是系统 **自动为你生成** 的一个 Ed25519 签名私钥
+- 它 **只用于签名交易请求**，不存放你的资金
+- 你的资产仍然在你自己的钱包里，非常安全
+- **你不需要手动创建**，生成 API Token 时系统会自动创建
+- 格式为 Base58 编码（类似 `HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f`）
 
 ---
 
-## 2. 配置环境变量
+## 第四步：配置环境变量
 
-在项目根目录新建 `.env` 文件（或修改已有 `.env`），填入以下配置：
+在项目根目录创建一个 `.env` 文件（如果已存在就修改它）。
+
+### 4.1 创建/编辑 .env 文件
+
+**macOS / Linux：**
+```bash
+nano .env
+```
+
+**Windows：**
+用记事本打开项目文件夹，新建一个文本文件，命名为 `.env`（注意前面有个点）
+
+### 4.2 填入以下内容
+
+> ⚠️ **请务必把下面的示例值替换成你自己的！**
+>
+> ⚠️ **请务必把下面的示例值替换成你自己的！**
+>
+> ⚠️ **请务必把下面的示例值替换成你自己的！**
 
 ```bash
+# ===== 交易所设置 =====
 EXCHANGE=standx
+
+# ===== 你的 API 凭证（第三步获取的） =====
+# 把下面的 "你的TOKEN" 替换成你生成的 Token（很长一串以 eyJ 开头的）
+STANDX_TOKEN=你的TOKEN
+
+# 把下面的 "你的私钥" 替换成页面中显示的代理钱包私钥（按页面原样粘贴即可）
 STANDX_REQUEST_PRIVATE_KEY=你的代理钱包私钥
-STANDX_TOKEN=你的token
+
+# ===== 交易品种 =====
 STANDX_SYMBOL=BTC-USD
 
+# ===== 策略参数（新手直接用默认值就行） =====
 MAKER_POINTS_ORDER_AMOUNT=0.01
 MAKER_POINTS_CLOSE_THRESHOLD=0.1
 MAKER_POINTS_STOP_LOSS_USD=0
 MAKER_POINTS_MIN_REPRICE_BPS=3
 
+# ===== 挂单档位开关 =====
 MAKER_POINTS_BAND_0_10=true
 MAKER_POINTS_BAND_10_30=true
 MAKER_POINTS_BAND_30_100=true
+
+# ===== Token 过期时间配置（推荐配置） =====
+# 填写你创建 API Token 时显示的创建日期和有效期天数
+# 创建日期格式：YYYY-MM-DD（例如：2026-01-15）
+STANDX_TOKEN_CREATE_DATE=2026-01-15
+# 有效期天数（例如：30）
+STANDX_TOKEN_VALIDITY_DAYS=30
+
+# ===== Telegram 通知配置（可选） =====
+# 配置后，策略会通过 Telegram 发送重要通知（订单成交、开仓、平仓、止损、Token过期等）
+# 如何获取 Bot Token：在 Telegram 搜索 @BotFather，发送 /newbot 创建机器人，获取 Token
+# 如何获取 Chat ID：在 Telegram 搜索 @userinfobot，发送任意消息即可看到你的 Chat ID
+# TELEGRAM_BOT_TOKEN=你的BotToken
+# TELEGRAM_CHAT_ID=你的ChatID
+# TELEGRAM_ACCOUNT_LABEL=我的账户（可选，用于区分多个账户的通知）
 ```
 
-### 配置说明（新手可直接照抄）
+### 正确填写示例
-- `STANDX_TOKEN`: 登录后导出的 token（必须）
+
-- `STANDX_SYMBOL`: 交易对（默认 `BTC-USD`）
+假设你生成的 API Token 信息是：
-- `MAKER_POINTS_ORDER_AMOUNT`: 每一笔挂单数量
+- Token: `eyJhbGciOiJFUzI1NiIsImtpZCI6IlhnaEJQSVNuN0RQVHlMcWJtLUVHVkVhOU1lMFpwdU9iMk1Qc2gtbUFlencifQ...`
-- `MAKER_POINTS_CLOSE_THRESHOLD`: 持仓达到该数值进入平仓模式（0 表示不自动平仓）
+- Ed25519 Private Key: `HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f`
-- `MAKER_POINTS_STOP_LOSS_USD`: 亏损超过该值时市价平仓（0 表示关闭）
+- 创建日期: `2026-01-15`
-- `MAKER_POINTS_MIN_REPRICE_BPS`: 盘口变动达到多少 bps 才会重算并撤单（默认 3）
+- 有效期: `30` 天
-- `MAKER_POINTS_BAND_0_10` / `10_30` / `30_100`: 三个档位开关
+
+那么你的 `.env` 应该这样写：
+
+```bash
+EXCHANGE=standx
+STANDX_TOKEN=eyJhbGciOiJFUzI1NiIsImtpZCI6IlhnaEJQSVNuN0RQVHlMcWJtLUVHVkVhOU1lMFpwdU9iMk1Qc2gtbUFlencifQ...
+STANDX_REQUEST_PRIVATE_KEY=HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f
+STANDX_SYMBOL=BTC-USD
+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_BAND_0_10=true
+MAKER_POINTS_BAND_10_30=true
+MAKER_POINTS_BAND_30_100=true
+STANDX_TOKEN_CREATE_DATE=2026-01-15
+STANDX_TOKEN_VALIDITY_DAYS=30
+# TELEGRAM_BOT_TOKEN=你的BotToken
+# TELEGRAM_CHAT_ID=你的ChatID
+```
+
+> 🔴 **不要加引号！不要加空格！直接粘贴值！**
+>
+> 🔴 **不要加引号！不要加空格！直接粘贴值！**
+>
+> 🔴 **不要加引号！不要加空格！直接粘贴值！**
 
 ---
 
-## 3. 启动策略
+## 第五步：启动策略
 
-### 3.1 普通启动
+### 普通启动（看实时仪表盘）
 ```bash
 bun run index.ts --strategy maker-points --exchange standx
 ```
 
-### 3.2 使用 PM2 后台运行（推荐）
+### 后台运行（推荐长期挂机）
 ```bash
 bun run pm2:start:maker-points
 ```
 
-PM2 会自动重启策略，适合长期运行。
+---
+
+## 配置参数说明
+
+| 参数 | 含义 | 新手建议 |
+|------|------|----------|
+| `STANDX_TOKEN` | API 令牌 | 必填，从第三步获取 |
+| `STANDX_REQUEST_PRIVATE_KEY` | 代理钱包私钥 | 必填，从第三步获取 |
+| `STANDX_SYMBOL` | 交易品种 | 默认 `BTC-USD` |
+| `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_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 |
+| `TELEGRAM_BOT_TOKEN` | Telegram 机器人 Token | 可选，用于接收通知 |
+| `TELEGRAM_CHAT_ID` | Telegram 聊天 ID | 可选，配合 Bot Token 使用 |
+| `TELEGRAM_ACCOUNT_LABEL` | Telegram 通知账户标签 | 可选，用于区分多个账户 |
+
+### Token 过期时间配置详解
+
+`STANDX_TOKEN_CREATE_DATE` 和 `STANDX_TOKEN_VALIDITY_DAYS` 用于设置 Token 的过期时间。配置后，策略会：
+
+1. **Token 过期前 1 小时**：在日志中提醒你 Token 即将过期
+2. **Token 过期后**：
+   - 如果有持仓：进入**平仓模式**，只允许平仓和止损，不再开新仓
+   - 如果无持仓但有挂单：**自动取消所有挂单**
+   - 如果无持仓无挂单：进入**静默模式**，只接收数据，不下单
+
+**推荐配置方式（创建日期 + 有效期天数）：**
+
+在 StandX 官网生成 API Token 时，页面会显示创建日期和有效期天数，直接填入即可：
+
+```bash
+# 创建日期（格式：YYYY-MM-DD）
+STANDX_TOKEN_CREATE_DATE=2026-01-15
+# 有效期天数
+STANDX_TOKEN_VALIDITY_DAYS=30
+```
+
+**示例计算：**
+- 创建日期：2026-01-15
+- 有效期：30 天
+- 过期时间：2025-02-14 00:00:00 UTC
+
+**兼容旧版配置（直接指定过期时间戳）：**
+
+如果你之前使用的是 `STANDX_TOKEN_EXPIRY`，仍然可以继续使用：
+
+```bash
+# 方式1：使用时间戳（秒）
+STANDX_TOKEN_EXPIRY=1735689600
+
+# 方式2：使用 ISO 日期字符串
+STANDX_TOKEN_EXPIRY=2025-01-01T00:00:00Z
+```
+
+> 💡 **提示**：推荐使用新的创建日期 + 有效期天数方式，更直观易懂。
+
+### Telegram 通知配置详解
+
+配置 Telegram 通知后，策略会在以下情况发送通知：
+
+- 📝 **订单成交**：挂单被成交时
+- 📈 **开仓**：持仓从 0 变为非 0 时
+- 📉 **平仓**：持仓从非 0 变为 0 时
+- 🛑 **止损触发**：触发止损平仓时
+- ⏰ **Token 过期**：Token 过期时
+
+**配置步骤：**
+
+1. **创建 Telegram 机器人**：
+   - 在 Telegram 搜索 `@BotFather`
+   - 发送 `/newbot` 命令
+   - 按提示设置机器人名称和用户名
+   - 获取 Bot Token（格式类似：`123456789:ABCdefGHIjklMNOpqrsTUVwxyz`）
+
+2. **获取你的 Chat ID**：
+   - 在 Telegram 搜索 `@userinfobot`
+   - 发送任意消息
+   - 机器人会返回你的 Chat ID（一串数字，例如：`123456789`）
+
+3. **配置环境变量**：
+   ```bash
+   TELEGRAM_BOT_TOKEN=123456789:ABCdefGHIjklMNOpqrsTUVwxyz
+   TELEGRAM_CHAT_ID=123456789
+   TELEGRAM_ACCOUNT_LABEL=我的账户（可选）
+   ```
+
+4. **测试通知**：
+   - 启动策略后，如果配置正确，会在 Token 过期或重要事件时收到通知
+   - 如果收不到通知，检查 Bot Token 和 Chat ID 是否正确
+
+> 💡 **提示**：`TELEGRAM_ACCOUNT_LABEL` 是可选的，如果你有多个账户在运行策略，可以用这个标签区分不同账户的通知。
 
 ---
 
-## 4. 运行后你会看到什么
+## 常见问题
 
-启动后会显示仪表盘，包含：
+### Q：报错说 Token 无效怎么办？
-- 当前交易对与盘口
+
-- 当前仓位与浮动盈亏
+重新去 https://standx.com/user/session 生成新的 API Token。Token 可能过期了。
-- 目标挂单列表
+
-- 已挂单列表
+### Q：Ed25519 Private Key 从哪来的？
-- Binance 深度失衡状态
+
+在 StandX 官网（https://standx.com/user/session）点击 "Generate API Token" 按钮时会显示。
+私钥格式为 Base58 编码（类似 `HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f`）。
+**你不需要自己创建，系统会自动生成！**
+**你不需要自己创建，系统会自动生成！**
+**你不需要自己创建，系统会自动生成！**
+
+### Q：.env 文件放在哪？
+
+放在项目根目录，就是 `ritmex-bot` 文件夹里，和 `package.json` 同一个目录。
+
+### Q：为什么策略没有下单？
+
+1. 检查账户里有没有足够的保证金
+2. 检查 TOKEN 和私钥是否正确填写
+3. 检查 .env 文件是否保存成功
+
+### Q：担心平掉我手动开的仓位？
+
+把 `MAKER_POINTS_CLOSE_THRESHOLD` 设为 `0` 或者设置成一个比你持仓大的数字。
+
+### Q：如何知道 Token 什么时候过期？
+
+配置 `STANDX_TOKEN_CREATE_DATE`（创建日期）和 `STANDX_TOKEN_VALIDITY_DAYS`（有效期天数），策略会在 Token 过期前 1 小时提醒你。这两个值在生成 API Token 时会显示。Token 过期后，如果有持仓会进入平仓模式，只允许平仓和止损。
+
+### Q：Telegram 通知收不到怎么办？
+
+1. 检查 `TELEGRAM_BOT_TOKEN` 和 `TELEGRAM_CHAT_ID` 是否正确填写
+2. 确保没有在 Bot Token 和 Chat ID 前后加引号或空格
+3. 在 Telegram 中先给机器人发送一条消息（任意内容），然后再启动策略
+4. 检查网络连接是否正常
 
 ---
 
-## 5. 新手常见问题
+## 安全提示
 
-### Q1：为什么会撤单重挂？
+1. **绝对不要把 TOKEN 和私钥分享给任何人！**
-策略只有在盘口变化超过 `MAKER_POINTS_MIN_REPRICE_BPS` 或 Binance 深度状态变化时才会重算挂单。
+2. **绝对不要把 TOKEN 和私钥分享给任何人！**
+3. **绝对不要把 TOKEN 和私钥分享给任何人！**
 
-### Q2：担心平掉手动持仓怎么办？
+代理钱包只用于签名，你的资产始终在你自己的主钱包里。但如果泄露了 TOKEN，别人可以用你的账户交易。
-把 `MAKER_POINTS_CLOSE_THRESHOLD` 设为 0 或者设成大于你的持仓即可。
-
-### Q3：我只想挂某个档位？
-把不需要的档位开关设为 `false` 即可。
 
 ---
 
-## 6. 注意事项
+## 还是不会？
 
-1. 请确保钱包里有足够的保证金/资金。
+把你的报错信息截图发到 Telegram 群里，会有人帮你：
-2. 不要泄露 `STANDX_TOKEN`。
-3. 初次使用请先用小仓位测试。
 
----
+Telegram 群：https://t.me/+4fdo0quY87o4Mjhh
-
-如果你需要我帮你定制参数或排查问题，直接把日志贴给我即可。

docs/standx/websocket.md

@@ -8,6 +8,12 @@ The WebSocket API provides two streams: **Market Stream** for market data and us
 
 Both WebSocket streams implement the following connection management behavior:
 
+### Connection Duration Limit
+
+- **Maximum Duration**: A single WebSocket connection can be maintained for a maximum of **24 hours**
+- After 24 hours, the connection will be automatically terminated
+- Clients should implement reconnection logic to handle this gracefully
+
 ### Ping/Pong Mechanism
 
 - **Server Ping Interval**: The server sends a WebSocket Ping frame every 10 seconds
@@ -45,6 +51,7 @@ Base Endpoint: `wss://perps.standx.com/ws-stream/v1`
   // public channels
   { channel: "price", symbol: "<symbol>" },
   { channel: "depth_book", symbol: "<symbol>" },
+  { channel: "public_trade", symbol: "<symbol>" },
   // user-level authenticated channels
   { channel: "order" },
   { channel: "position" },
@@ -55,6 +62,8 @@ Base Endpoint: `wss://perps.standx.com/ws-stream/v1`
 
 ### Subscribe to Depth Book
 
+**⚠️ Note: The sequence of price levels in the asks and bids arrays is not guaranteed. Please implement local sorting on the client side based on your specific requirements.**
+
 - Request:
 - Response:
 	```

src/cli/args.ts

@@ -1,4 +1,4 @@
-export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid";
+export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
 
 export interface CliOptions {
   strategy?: StrategyId;
@@ -13,6 +13,7 @@ const STRATEGY_VALUES = new Set<StrategyId>([
   "maker",
   "maker-points",
   "offset-maker",
+  "liquidity-maker",
   "basis",
   "grid",
 ]);
@@ -72,6 +73,8 @@ function assignStrategy(options: CliOptions, raw: string): void {
     options.strategy = "offset-maker";
   } else if (normalized === "makerpoints" || normalized === "maker-points" || normalized === "maker_points") {
     options.strategy = "maker-points";
+  } else if (normalized === "liquidity" || normalized === "liquiditymaker" || normalized === "liquidity-maker" || normalized === "liquidity_maker") {
+    options.strategy = "liquidity-maker";
   }
 }
 
@@ -95,10 +98,11 @@ function assignExchange(options: CliOptions, raw: string): void {
 
 export function printCliHelp(): void {
   // eslint-disable-next-line no-console
-  console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
+  console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|liquidity-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
     `Options:\n` +
     `  --strategy, -s    Automatically start the specified strategy without the interactive menu.\n` +
     `                    Aliases: offset, offset-maker for the offset maker engine.\n` +
+    `                    Aliases: liquidity, liquidity-maker for the liquidity maker engine.\n` +
     `  --exchange, -e    Choose exchange. Overrides EXCHANGE/TRADE_EXCHANGE environment variables.\n` +
     `  --silent, -q      Reduce console output. When used with --strategy, runs in silent daemon mode.\n` +
     `  --help, -h        Show this help message.\n`);

src/cli/strategy-runner.ts

@@ -1,9 +1,10 @@
-import { basisConfig, gridConfig, isBasisStrategyEnabled, makerConfig, makerPointsConfig, tradingConfig } from "../config";
+import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig, makerConfig, makerPointsConfig, tradingConfig } from "../config";
 import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
 import type { ExchangeAdapter } from "../exchanges/adapter";
 import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
 import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
 import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine";
+import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
 import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
 import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
 import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
@@ -24,6 +25,7 @@ export const STRATEGY_LABELS: Record<StrategyId, string> = {
   maker: "Maker",
   "maker-points": "Maker Points",
   "offset-maker": "Offset Maker",
+  "liquidity-maker": "Liquidity Maker",
   basis: "Basis Arbitrage",
   grid: "Grid",
 };
@@ -106,6 +108,19 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
       offUpdate: (emitter) => engine.off("update", emitter),
     });
   },
+  "liquidity-maker": async (opts) => {
+    const config = liquidityMakerConfig;
+    const adapter = createAdapterOrThrow(config.symbol);
+    const engine = new LiquidityMakerEngine(config, adapter);
+    await runEngine({
+      engine,
+      strategy: "liquidity-maker",
+      silent: opts.silent,
+      getSnapshot: () => engine.getSnapshot(),
+      onUpdate: (emitter) => engine.on("update", emitter),
+      offUpdate: (emitter) => engine.off("update", emitter),
+    });
+  },
   basis: async (opts) => {
     if (!isBasisStrategyEnabled()) {
       throw new Error("Basis arbitrage strategy is disabled. Set ENABLE_BASIS_STRATEGY=true to enable it.");
@@ -156,6 +171,7 @@ async function runEngine<
     | MakerEngineSnapshot
     | MakerPointsSnapshot
     | OffsetMakerEngineSnapshot
+    | LiquidityMakerEngineSnapshot
     | BasisArbSnapshot
     | GridEngineSnapshot
 >(

src/config.ts

@@ -6,6 +6,70 @@
 import { resolveExchangeId, type SupportedExchangeId } from "./exchanges/create-adapter";
 import { language, type Language } from "./i18n";
 
+export interface StandxTokenConfig {
+  expiryTimestamp: number | null;
+}
+
+function parseTokenExpiry(): number | null {
+  // Method 1: Use creation date + validity days (recommended for official API tokens)
+  const createDate = process.env.STANDX_TOKEN_CREATE_DATE?.trim();
+  const validityDays = process.env.STANDX_TOKEN_VALIDITY_DAYS?.trim();
+
+  if (createDate && validityDays) {
+    // Parse date in YYYY-MM-DD format
+    const dateMatch = createDate.match(/^(\d{4})-(\d{2})-(\d{2})$/);
+    if (dateMatch) {
+      const [, year, month, day] = dateMatch;
+      const createTimestamp = Date.UTC(
+        Number(year),
+        Number(month) - 1, // Month is 0-indexed
+        Number(day),
+        0, 0, 0, 0
+      );
+      const days = Number(validityDays);
+      if (Number.isFinite(createTimestamp) && Number.isFinite(days) && days > 0) {
+        return createTimestamp + days * 24 * 60 * 60 * 1000;
+      }
+    }
+  }
+
+  // Method 2: Use legacy STANDX_TOKEN_EXPIRY (timestamp or ISO date string)
+  const legacyExpiry = process.env.STANDX_TOKEN_EXPIRY?.trim();
+  if (legacyExpiry) {
+    const asNumber = Number(legacyExpiry);
+    if (Number.isFinite(asNumber) && asNumber > 0) {
+      return asNumber < 1e12 ? asNumber * 1000 : asNumber;
+    }
+    const asDate = Date.parse(legacyExpiry);
+    if (Number.isFinite(asDate) && asDate > 0) {
+      return asDate;
+    }
+  }
+
+  return null;
+}
+
+export const standxTokenConfig: StandxTokenConfig = {
+  expiryTimestamp: parseTokenExpiry(),
+};
+
+export function isStandxTokenExpired(): boolean {
+  const expiry = standxTokenConfig.expiryTimestamp;
+  if (expiry == null) return false;
+  return Date.now() >= expiry;
+}
+
+export function getStandxTokenExpiryInfo(): { expired: boolean; expiryTimestamp: number | null; remainingMs: number | null } {
+  const expiry = standxTokenConfig.expiryTimestamp;
+  if (expiry == null) {
+    return { expired: false, expiryTimestamp: null, remainingMs: null };
+  }
+  const now = Date.now();
+  const expired = now >= expiry;
+  const remainingMs = expired ? 0 : expiry - now;
+  return { expired, expiryTimestamp: expiry, remainingMs };
+}
+
 export interface TradingConfig {
   symbol: string;
   tradeAmount: number;
@@ -93,6 +157,8 @@ export interface MakerConfig {
   maxLogEntries: number;
   maxCloseSlippagePct: number;
   priceTick: number;
+  /** 开仓挂单档位：1=买1/卖1，2=买2/卖2，以此类推。仅影响无仓位时的开仓挂单，平仓逻辑不受影响。默认1 */
+  entryDepthLevel: number;
 }
 
 export const makerConfig: MakerConfig = {
@@ -108,6 +174,7 @@ export const makerConfig: MakerConfig = {
     0.05
   ),
   priceTick: parseNumber(process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
+  entryDepthLevel: Math.max(1, Math.floor(parseNumber(process.env.MAKER_ENTRY_DEPTH_LEVEL, 1))),
 };
 
 export interface MakerPointsConfig {
@@ -123,12 +190,22 @@ export interface MakerPointsConfig {
   enableBand0To10: boolean;
   enableBand10To30: boolean;
   enableBand30To100: boolean;
+  /** 0-10 bps 档位挂单数量，未配置时使用 perOrderAmount */
+  band0To10Amount: number;
+  /** 10-30 bps 档位挂单数量，未配置时使用 perOrderAmount */
+  band10To30Amount: number;
+  /** 30-100 bps 档位挂单数量，未配置时使用 perOrderAmount */
+  band30To100Amount: number;
   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;
 }
 
+const defaultMakerPointsAmount = parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001));
+
 export const makerPointsConfig: MakerPointsConfig = {
   symbol: resolveSymbolFromEnv("standx"),
-  perOrderAmount: parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001)),
+  perOrderAmount: defaultMakerPointsAmount,
   closeThreshold: parseNumber(process.env.MAKER_POINTS_CLOSE_THRESHOLD, 0),
   stopLossUsd: parseNumber(process.env.MAKER_POINTS_STOP_LOSS_USD, 0),
   refreshIntervalMs: parseNumber(process.env.MAKER_POINTS_REFRESH_INTERVAL_MS, 500),
@@ -142,7 +219,11 @@ export const makerPointsConfig: MakerPointsConfig = {
   enableBand0To10: parseBoolean(process.env.MAKER_POINTS_BAND_0_10, true),
   enableBand10To30: parseBoolean(process.env.MAKER_POINTS_BAND_10_30, true),
   enableBand30To100: parseBoolean(process.env.MAKER_POINTS_BAND_30_100, true),
+  band0To10Amount: parseNumber(process.env.MAKER_POINTS_BAND_0_10_AMOUNT, defaultMakerPointsAmount),
+  band10To30Amount: parseNumber(process.env.MAKER_POINTS_BAND_10_30_AMOUNT, defaultMakerPointsAmount),
+  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),
 };
 
 export interface BasisArbConfig {
@@ -255,6 +336,42 @@ export const gridConfig: GridConfig = {
 
 gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.orderSize, gridConfig.gridLevels);
 
+export interface LiquidityMakerConfig {
+  symbol: string;
+  tradeAmount: number;
+  lossLimit: number;
+  bidOffset: number;
+  askOffset: number;
+  refreshIntervalMs: number;
+  maxLogEntries: number;
+  maxCloseSlippagePct: number;
+  priceTick: number;
+  /** 平仓挂单距成交价的档位数，默认1档 */
+  closeTickOffset: number;
+  /** 偏移判断阈值倍数，当一侧深度超出另一侧此倍数时取消薄端订单，默认2 */
+  depthImbalanceRatio: number;
+  /** 开仓挂单档位：1=买1/卖1，2=买2/卖2，以此类推。仅影响无仓位时的开仓挂单，平仓逻辑不受影响。默认1 */
+  entryDepthLevel: number;
+}
+
+export const liquidityMakerConfig: LiquidityMakerConfig = {
+  symbol: resolveSymbolFromEnv(),
+  tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
+  lossLimit: parseNumber(process.env.LIQUIDITY_MAKER_LOSS_LIMIT, parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03))),
+  bidOffset: parseNumber(process.env.LIQUIDITY_MAKER_BID_OFFSET, parseNumber(process.env.MAKER_BID_OFFSET, 0)),
+  askOffset: parseNumber(process.env.LIQUIDITY_MAKER_ASK_OFFSET, parseNumber(process.env.MAKER_ASK_OFFSET, 0)),
+  refreshIntervalMs: parseNumber(process.env.LIQUIDITY_MAKER_REFRESH_INTERVAL_MS, parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 500)),
+  maxLogEntries: parseNumber(process.env.LIQUIDITY_MAKER_MAX_LOG_ENTRIES, parseNumber(process.env.MAKER_MAX_LOG_ENTRIES, 200)),
+  maxCloseSlippagePct: parseNumber(
+    process.env.LIQUIDITY_MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
+    0.05
+  ),
+  priceTick: parseNumber(process.env.LIQUIDITY_MAKER_PRICE_TICK ?? process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
+  closeTickOffset: Math.max(1, Math.floor(parseNumber(process.env.LIQUIDITY_MAKER_CLOSE_TICK_OFFSET, 1))),
+  depthImbalanceRatio: Math.max(1.1, parseNumber(process.env.LIQUIDITY_MAKER_DEPTH_IMBALANCE_RATIO, 2)),
+  entryDepthLevel: Math.max(1, Math.floor(parseNumber(process.env.MAKER_ENTRY_DEPTH_LEVEL, 1))),
+};
+
 export function isBasisStrategyEnabled(): boolean {
   const raw = process.env.ENABLE_BASIS_STRATEGY;
   if (!raw) return false;

src/core/order-coordinator.ts

@@ -132,6 +132,8 @@ type PlaceOrderOptions = {
   priceTick: number;
   qtyStep: number;
   skipDedupe?: boolean;
+  slPrice?: number;
+  tpPrice?: number;
 };
 
 export async function placeOrder(
@@ -176,9 +178,11 @@ export async function placeOrder(
       timeInForce: reduceOnly ? "GTC" : "GTX",
       reduceOnly: reduceOnly ? true : undefined,
       closePosition,
+      slPrice: opts?.slPrice,
+      tpPrice: opts?.tpPrice,
     });
     pendings[type] = String(order.orderId);
-    log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}`);
+    log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${opts?.slPrice ? ` sl=${opts.slPrice}` : ""}`);
     return order;
   } catch (err) {
     unlockOperating(locks, timers, pendings, type);

src/exchanges/adapter.ts

@@ -47,6 +47,11 @@ export interface ExchangePrecision {
   minQuoteAmount?: number;
 }
 
+export type ConnectionEventType = "disconnected" | "reconnected";
+export interface ConnectionEventListener {
+  (event: ConnectionEventType, symbol: string): void;
+}
+
 export interface ExchangeAdapter {
   readonly id: string;
   supportsTrailingStops(): boolean;
@@ -61,4 +66,9 @@ export interface ExchangeAdapter {
   cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
   cancelAllOrders(params: { symbol: string }): Promise<void>;
   getPrecision?(): Promise<ExchangePrecision | null>;
+  // 连接保护相关方法（可选，仅 StandX 支持）
+  onConnectionEvent?(listener: ConnectionEventListener): void;
+  offConnectionEvent?(listener: ConnectionEventListener): void;
+  queryOpenOrders?(): Promise<AsterOrder[]>;
+  forceCancelAllOrders?(): Promise<boolean>;
 }

src/exchanges/order-schema.ts

@@ -13,6 +13,9 @@ export interface BaseOrderIntent {
 
 export interface LimitOrderIntent extends BaseOrderIntent {
   price: number;
+  // StandX TPSL 参数
+  slPrice?: number; // 止损价格
+  tpPrice?: number; // 止盈价格
 }
 
 export interface MarketOrderIntent extends BaseOrderIntent {

src/exchanges/standx/adapter.ts

@@ -11,7 +11,9 @@ import type {
 } from "../adapter";
 import type { AsterOrder, CreateOrderParams } from "../types";
 import { extractMessage } from "../../utils/errors";
-import { StandxGateway, type StandxGatewayOptions } from "./gateway";
+import { StandxGateway, type StandxGatewayOptions, type ConnectionEventListener, type ConnectionEventType } from "./gateway";
+
+export type { ConnectionEventListener, ConnectionEventType };
 
 export interface StandxCredentials {
   token?: string;
@@ -122,6 +124,38 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
     }
   }
 
+  /**
+   * 监听连接事件（断连/重连）
+   */
+  onConnectionEvent(listener: ConnectionEventListener): void {
+    this.gateway.onConnectionEvent(listener);
+  }
+
+  /**
+   * 取消连接事件监听
+   */
+  offConnectionEvent(listener: ConnectionEventListener): void {
+    this.gateway.offConnectionEvent(listener);
+  }
+
+  /**
+   * 查询当前真实的挂单状态（通过 HTTP API）
+   * 用于验证实际挂单情况，防止取消请求丢失
+   */
+  async queryOpenOrders(): Promise<AsterOrder[]> {
+    await this.ensureInitialized("queryOpenOrders");
+    return this.gateway.queryOpenOrders(this.symbol);
+  }
+
+  /**
+   * 强制取消所有挂单
+   * 会查询当前挂单然后取消，并验证取消成功
+   */
+  async forceCancelAllOrders(): Promise<boolean> {
+    await this.ensureInitialized("forceCancelAllOrders");
+    return this.gateway.forceCancelAllOrders(this.symbol);
+  }
+
   private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
     const wrapped = ((...args: any[]) => {
       try {

src/exchanges/standx/gateway.ts

@@ -80,6 +80,9 @@ export interface StandxGatewayOptions {
   logger?: (context: string, error: unknown) => void;
 }
 
+export type ConnectionEventType = "disconnected" | "reconnected";
+export type ConnectionEventListener = (event: ConnectionEventType, symbol: string) => void;
+
 class StandxRequestSigner {
   private readonly privateKey: Uint8Array | null;
 
@@ -107,21 +110,66 @@ class StandxRequestSigner {
   }
 }
 
+const BASE58_ALPHABET = "123456789ABCDEFGHJKLMNPQRSTUVWXYZabcdefghijkmnopqrstuvwxyz";
+
+function decodeBase58(input: string): Uint8Array | null {
+  try {
+    const bytes: number[] = [];
+    for (const char of input) {
+      const value = BASE58_ALPHABET.indexOf(char);
+      if (value === -1) return null;
+      let carry = value;
+      for (let i = 0; i < bytes.length; i += 1) {
+        const current = bytes[i] ?? 0;
+        carry += current * 58;
+        bytes[i] = carry & 0xff;
+        carry >>= 8;
+      }
+      while (carry > 0) {
+        bytes.push(carry & 0xff);
+        carry >>= 8;
+      }
+    }
+    // Handle leading zeros
+    for (const char of input) {
+      if (char !== "1") break;
+      bytes.push(0);
+    }
+    return Uint8Array.from(bytes.reverse());
+  } catch {
+    return null;
+  }
+}
+
 function parseSigningKey(value?: string): Uint8Array | null {
   if (!value) return null;
   const trimmed = value.trim();
   if (!trimmed) return null;
+  // 0x-prefixed hex
   if (/^0x[0-9a-fA-F]+$/.test(trimmed)) {
     return Uint8Array.from(Buffer.from(trimmed.slice(2), "hex"));
   }
+  // Pure hex (64 chars = 32 bytes for ed25519 private key)
   if (/^[0-9a-fA-F]+$/.test(trimmed)) {
     return Uint8Array.from(Buffer.from(trimmed, "hex"));
   }
-  try {
+  // Base58 (official StandX API format)
-    return Uint8Array.from(Buffer.from(trimmed, "base64"));
+  if (/^[1-9A-HJ-NP-Za-km-z]+$/.test(trimmed)) {
-  } catch {
+    const decoded = decodeBase58(trimmed);
-    return null;
+    if (decoded && decoded.length === 32) {
+      return decoded;
+    }
   }
+  // Base64 fallback
+  try {
+    const decoded = Uint8Array.from(Buffer.from(trimmed, "base64"));
+    if (decoded.length === 32) {
+      return decoded;
+    }
+  } catch {
+    // ignore
+  }
+  return null;
 }
 
 function normalizeSymbol(raw: string): string {
@@ -351,6 +399,7 @@ export class StandxGateway {
   private readonly tickerListeners = new Map<string, Set<TickerListener>>();
   private readonly klineListeners = new Map<string, Set<KlineListener>>();
   private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
+  private readonly connectionListeners = new Set<ConnectionEventListener>();
 
   private readonly openOrders = new Map<string, AsterOrder>();
   private readonly positions = new Map<string, AsterAccountPosition>();
@@ -372,6 +421,12 @@ export class StandxGateway {
 
   private lastPriceBySymbol = new Map<string, number>();
 
+  // 断连保护相关
+  private disconnectCancelRetryTimer: ReturnType<typeof setTimeout> | null = null;
+  private disconnectCancelRetryActive = false;
+  private lastKnownOpenOrders: Array<{ orderId: string; clOrdId?: string }> = [];
+  private disconnectedSymbol: string | null = null;
+
   constructor(options: StandxGatewayOptions) {
     this.token = options.token ?? process.env.STANDX_TOKEN ?? "";
     if (!this.token) {
@@ -466,6 +521,54 @@ export class StandxGateway {
     this.startFundingPolling(key);
   }
 
+  onConnectionEvent(listener: ConnectionEventListener): void {
+    this.connectionListeners.add(listener);
+  }
+
+  offConnectionEvent(listener: ConnectionEventListener): void {
+    this.connectionListeners.delete(listener);
+  }
+
+  /**
+   * 查询当前真实的挂单状态（通过 HTTP API）
+   * 用于在网络恢复后验证实际挂单情况
+   */
+  async queryOpenOrders(symbol: string): Promise<AsterOrder[]> {
+    const normalized = normalizeSymbol(symbol);
+    const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
+      method: "GET",
+      params: { symbol: normalized },
+    });
+    const orders = extractOrders(ordersPayload);
+    const result: AsterOrder[] = [];
+    for (const raw of orders) {
+      const order = this.mapOrder(raw);
+      result.push(order);
+    }
+    return result;
+  }
+
+  /**
+   * 强制取消所有挂单（用于断连保护）
+   * 会不断重试直到成功或确认没有挂单
+   */
+  async forceCancelAllOrders(symbol: string): Promise<boolean> {
+    const normalized = normalizeSymbol(symbol);
+    try {
+      const currentOrders = await this.queryOpenOrders(normalized);
+      if (currentOrders.length === 0) {
+        return true;
+      }
+      await this.cancelAllOrders({ symbol: normalized });
+      // 再次查询确认
+      const afterCancel = await this.queryOpenOrders(normalized);
+      return afterCancel.length === 0;
+    } catch (error) {
+      this.logger("forceCancelAllOrders", error);
+      return false;
+    }
+  }
+
   async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
     const normalizedSymbol = normalizeSymbol(params.symbol);
     if (params.type === "STOP_MARKET") {
@@ -696,6 +799,13 @@ export class StandxGateway {
       }
       payload.price = price;
     }
+    // StandX TPSL 参数
+    if (params.slPrice != null && Number.isFinite(params.slPrice)) {
+      payload.sl_price = toDecimalString(params.slPrice);
+    }
+    if (params.tpPrice != null && Number.isFinite(params.tpPrice)) {
+      payload.tp_price = toDecimalString(params.tpPrice);
+    }
     const response = await this.requestJson<{ code?: number; message?: string; request_id?: string }>(
       "/api/new_order",
       {
@@ -746,15 +856,26 @@ export class StandxGateway {
       this.sendAuthIfNeeded();
     };
     const handleClose = () => {
+      const wasReady = this.marketWsReady;
       this.marketWsReady = false;
       this.marketWsAuthed = false;
       this.marketWsAuthRequested = false;
       this.marketWs = null;
       this.logDebug("ws close");
+      // 触发断连事件，启动断连保护
+      if (wasReady) {
+        this.onDisconnect();
+      }
       this.scheduleReconnect();
     };
     const handleError = (error: unknown) => {
       this.logger("marketWs", error);
+      // 如果连接从未成功建立（握手失败），需要清理并重连
+      // 因为某些 WebSocket 实现在握手失败时可能不触发 close 事件
+      if (this.marketWs && !this.marketWsReady) {
+        this.marketWs = null;
+        this.scheduleReconnect();
+      }
     };
 
     if ("addEventListener" in this.marketWs && typeof this.marketWs.addEventListener === "function") {
@@ -778,8 +899,10 @@ export class StandxGateway {
 
   private scheduleReconnect(): void {
     if (this.marketReconnectTimer) return;
+    this.logDebug("scheduling reconnect in 2s");
     this.marketReconnectTimer = setTimeout(() => {
       this.marketReconnectTimer = null;
+      this.logDebug("attempting reconnect");
       this.connectMarketWs();
     }, WS_RECONNECT_DELAY);
   }
@@ -809,6 +932,8 @@ export class StandxGateway {
         this.marketWsAuthed = true;
         this.marketWsAuthRequested = false;
         this.flushSubscriptions();
+        // 触发重连事件
+        this.onReconnect();
       }
       return;
     }
@@ -1072,9 +1197,8 @@ export class StandxGateway {
         const order = this.mapOrder(raw);
         mergeOrderSnapshot(this.openOrders, order);
       }
-      if (orders.length) {
+      // 无论是否有挂单都触发推送，确保上层状态更新
-        this.emitOrders();
+      this.emitOrders();
-      }
     } catch (error) {
       this.logger("openOrders", error);
     }
@@ -1348,4 +1472,140 @@ export class StandxGateway {
       return text as unknown as T;
     }
   }
+
+  /**
+   * 断连时触发，记录当前挂单状态并启动持久重试取消
+   */
+  private onDisconnect(): void {
+    // 记录最后已知的挂单状态
+    this.lastKnownOpenOrders = Array.from(this.openOrders.values()).map((order) => ({
+      orderId: String(order.orderId),
+      clOrdId: order.clientOrderId,
+    }));
+
+    // 获取当前订阅的 symbol
+    const symbols = new Set<string>();
+    for (const key of this.subscriptions) {
+      const [, symbol] = key.split(":");
+      if (symbol) symbols.add(symbol);
+    }
+    this.disconnectedSymbol = symbols.size > 0 ? Array.from(symbols)[0] ?? null : null;
+
+    this.logDebug("disconnect protection", {
+      openOrderCount: this.lastKnownOpenOrders.length,
+      symbol: this.disconnectedSymbol,
+    });
+
+    // 触发断连事件
+    for (const listener of this.connectionListeners) {
+      try {
+        listener("disconnected", this.disconnectedSymbol ?? "");
+      } catch (error) {
+        this.logger("connectionListener", error);
+      }
+    }
+
+    // 启动断连保护：持续重试取消所有挂单
+    if (this.lastKnownOpenOrders.length > 0 && this.disconnectedSymbol) {
+      this.startDisconnectCancelRetry(this.disconnectedSymbol);
+    }
+  }
+
+  /**
+   * 重连成功时触发，停止断连保护并通知监听器
+   */
+  private onReconnect(): void {
+    this.logDebug("reconnect protection", {
+      wasRetrying: this.disconnectCancelRetryActive,
+      symbol: this.disconnectedSymbol,
+    });
+
+    // 停止断连保护重试
+    this.stopDisconnectCancelRetry();
+
+    // 清空本地挂单状态（重连后需要重新同步）
+    this.openOrders.clear();
+
+    // 主动触发一次数据推送，确保上层 feedStatus 能更新
+    this.emitOrders();
+    this.emitAccountSnapshot();
+
+    // 主动刷新账户和挂单数据
+    void this.refreshAccountSnapshot();
+
+    // 获取当前订阅的 symbols 并刷新数据
+    const subscribedSymbols = new Set<string>();
+    for (const key of this.subscriptions) {
+      const [, symbol] = key.split(":");
+      if (symbol) subscribedSymbols.add(symbol);
+    }
+    if (this.disconnectedSymbol) {
+      subscribedSymbols.add(this.disconnectedSymbol);
+    }
+
+    // 刷新每个 symbol 的数据
+    for (const symbol of subscribedSymbols) {
+      void this.refreshOpenOrders(symbol);
+      void this.fetchDepthSnapshot(symbol).catch((e) => this.logger("depthSnapshot", e));
+      void this.fetchTickerSnapshot(symbol).catch((e) => this.logger("tickerSnapshot", e));
+    }
+
+    // 触发重连事件
+    for (const listener of this.connectionListeners) {
+      try {
+        listener("reconnected", this.disconnectedSymbol ?? "");
+      } catch (error) {
+        this.logger("connectionListener", error);
+      }
+    }
+
+    this.disconnectedSymbol = null;
+    this.lastKnownOpenOrders = [];
+  }
+
+  /**
+   * 启动断连保护：持续重试取消所有挂单
+   * 即使网络不通也不停止重试
+   */
+  private startDisconnectCancelRetry(symbol: string): void {
+    if (this.disconnectCancelRetryActive) return;
+    this.disconnectCancelRetryActive = true;
+
+    const retryCancel = async () => {
+      if (!this.disconnectCancelRetryActive) return;
+
+      this.logDebug("disconnect cancel retry attempt", { symbol });
+
+      try {
+        const success = await this.forceCancelAllOrders(symbol);
+        if (success) {
+          this.logDebug("disconnect cancel retry success");
+          this.stopDisconnectCancelRetry();
+          return;
+        }
+      } catch (error) {
+        this.logger("disconnectCancelRetry", error);
+      }
+
+      // 如果仍在重试状态，继续下一次重试
+      if (this.disconnectCancelRetryActive) {
+        this.disconnectCancelRetryTimer = setTimeout(() => {
+          void retryCancel();
+        }, 2000); // 每 2 秒重试一次
+      }
+    };
+
+    void retryCancel();
+  }
+
+  /**
+   * 停止断连保护重试
+   */
+  private stopDisconnectCancelRetry(): void {
+    this.disconnectCancelRetryActive = false;
+    if (this.disconnectCancelRetryTimer) {
+      clearTimeout(this.disconnectCancelRetryTimer);
+      this.disconnectCancelRetryTimer = null;
+    }
+  }
 }

src/exchanges/standx/order.ts

@@ -34,6 +34,8 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
       quantity: intent.quantity,
       price: intent.price,
       timeInForce: intent.timeInForce ?? "GTX",
+      slPrice: intent.slPrice,
+      tpPrice: intent.tpPrice,
     },
     intent
   );

src/exchanges/types.ts

@@ -25,6 +25,9 @@ export interface CreateOrderParams {
   reduceOnly?: StringBoolean;
   closePosition?: StringBoolean;
   triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
+  // StandX TPSL 参数
+  slPrice?: number; // 止损价格
+  tpPrice?: number; // 止盈价格
 }
 
 export interface AsterAccountPosition {

src/i18n/index.ts

@@ -55,6 +55,15 @@ const translations: Record<string, TranslationEntry> = {
     zh: "监控期货与现货盘口差价，辅助发现套利机会",
     en: "Monitors futures/spot spread to surface arbitrage windows.",
   },
+  "app.strategy.liquidityMaker.label": { zh: "流动性做市商", en: "Liquidity Maker" },
+  "app.strategy.liquidityMaker.desc": {
+    zh: "成交后在更优价位挂单平仓，更敏感的深度偏移判断",
+    en: "Places close orders at better prices after fills, with sensitive depth imbalance detection.",
+  },
+  "liquidityMaker.title": { zh: "流动性做市商 (Liquidity Maker)", en: "Liquidity Maker" },
+  "liquidityMaker.initializing": { zh: "流动性做市商初始化中...", en: "Initializing Liquidity Maker..." },
+  "liquidityMaker.lastFill": { zh: "最近成交: {info}", en: "Last fill: {info}" },
+  "liquidityMaker.noFill": { zh: "无", en: "None" },
   "app.integrity.warning": {
     zh: "警告: 版权校验失败，当前版本可能被篡改。",
     en: "Warning: Copyright integrity check failed; build may be tampered.",

src/notifications/index.ts

@@ -0,0 +1,12 @@
+export type {
+  NotificationLevel,
+  TradeNotification,
+  NotificationSender,
+  NotificationConfig,
+} from "./types";
+
+export {
+  TelegramNotifier,
+  createTelegramNotifier,
+  type TelegramConfig,
+} from "./telegram";

src/notifications/telegram.ts

@@ -0,0 +1,117 @@
+import type { NotificationSender, TradeNotification, NotificationConfig } from "./types";
+
+export interface TelegramConfig extends NotificationConfig {
+  botToken: string;
+  chatId: string;
+}
+
+const LEVEL_EMOJI: Record<string, string> = {
+  info: "ℹ️",
+  warn: "⚠️",
+  error: "🚨",
+  success: "✅",
+};
+
+const TYPE_EMOJI: Record<string, string> = {
+  order_filled: "📝",
+  position_opened: "📈",
+  position_closed: "📉",
+  stop_loss: "🛑",
+  token_expired: "⏰",
+  custom: "📢",
+};
+
+const LOG_PREFIX = "[Telegram]";
+
+function formatNotificationMessage(notification: TradeNotification, accountLabel?: string): string {
+  const levelEmoji = LEVEL_EMOJI[notification.level] ?? "";
+  const typeEmoji = TYPE_EMOJI[notification.type] ?? "";
+  const timestamp = notification.timestamp ?? Date.now();
+  const time = new Date(timestamp).toISOString().replace("T", " ").substring(0, 19);
+
+  const label = notification.accountLabel ?? accountLabel ?? notification.symbol;
+
+  const lines: string[] = [
+    `${typeEmoji}${levelEmoji} [${label}] ${notification.title}`,
+    ``,
+    `${notification.message}`,
+  ];
+
+  if (notification.details && Object.keys(notification.details).length > 0) {
+    lines.push(``);
+    for (const [key, value] of Object.entries(notification.details)) {
+      if (value != null) {
+        lines.push(`• ${key}: ${value}`);
+      }
+    }
+  }
+
+  lines.push(``);
+  lines.push(`🕐 ${time} UTC`);
+  lines.push(`📊 ${notification.symbol}`);
+
+  return lines.join("\n");
+}
+
+export class TelegramNotifier implements NotificationSender {
+  private readonly config: TelegramConfig;
+  private readonly baseUrl: string;
+  private sendQueue: Promise<void> = Promise.resolve();
+
+  constructor(config: Partial<TelegramConfig> = {}) {
+    this.config = {
+      enabled: Boolean(config.botToken && config.chatId),
+      botToken: config.botToken ?? "",
+      chatId: config.chatId ?? "",
+      accountLabel: config.accountLabel,
+    };
+    this.baseUrl = `https://api.telegram.org/bot${this.config.botToken}`;
+  }
+
+  isEnabled(): boolean {
+    return this.config.enabled;
+  }
+
+  async send(notification: TradeNotification): Promise<void> {
+    if (!this.isEnabled()) {
+      return;
+    }
+
+    this.sendQueue = this.sendQueue
+      .then(() => this.doSend(notification))
+      .catch(() => {});
+  }
+
+  private async doSend(notification: TradeNotification): Promise<void> {
+    const text = formatNotificationMessage(notification, this.config.accountLabel);
+    const url = `${this.baseUrl}/sendMessage`;
+
+    try {
+      const response = await fetch(url, {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({
+          chat_id: this.config.chatId,
+          text,
+        }),
+      });
+
+      if (response.ok) {
+        console.info(`${LOG_PREFIX} Notification sent (status ${response.status}).`);
+        return;
+      }
+      const errorText = await response.text().catch(() => "unknown error");
+      console.error(`${LOG_PREFIX} Failed to send notification: ${response.status} ${errorText}`);
+    } catch (error) {
+      console.error(`${LOG_PREFIX} Failed to send notification: ${error instanceof Error ? error.message : String(error)}`);
+    }
+  }
+}
+
+export function createTelegramNotifier(): TelegramNotifier {
+  return new TelegramNotifier({
+    botToken: process.env.TELEGRAM_BOT_TOKEN,
+    chatId: process.env.TELEGRAM_CHAT_ID,
+    accountLabel: process.env.TELEGRAM_ACCOUNT_LABEL,
+  });
+}

src/notifications/types.ts

@@ -0,0 +1,22 @@
+export type NotificationLevel = "info" | "warn" | "error" | "success";
+
+export interface TradeNotification {
+  type: "order_filled" | "position_opened" | "position_closed" | "stop_loss" | "token_expired" | "custom";
+  level: NotificationLevel;
+  symbol: string;
+  title: string;
+  message: string;
+  accountLabel?: string;
+  details?: Record<string, string | number | boolean | null>;
+  timestamp?: number;
+}
+
+export interface NotificationSender {
+  send(notification: TradeNotification): Promise<void>;
+  isEnabled(): boolean;
+}
+
+export interface NotificationConfig {
+  enabled: boolean;
+  accountLabel?: string;
+}

src/strategy/maker-engine.ts

@@ -14,7 +14,7 @@ import { isOrderActiveStatus } from "../utils/order-status";
 import { getPosition } from "../utils/strategy";
 import type { PositionSnapshot } from "../utils/strategy";
 import { computePositionPnl } from "../utils/pnl";
-import { getTopPrices, getMidOrLast } from "../utils/price";
+import { getTopPrices, getPricesAtLevel, getMidOrLast } from "../utils/price";
 import { shouldStopLoss } from "../utils/risk";
 import {
   marketClose,
@@ -305,10 +305,18 @@ export class MakerEngine {
 
       // 直接使用orderbook价格，格式化为字符串避免精度问题
       const priceDecimals = this.getPriceDecimals();
+      // 平仓价格始终使用买1/卖1
       const closeBidPrice = formatPriceToString(topBid, priceDecimals);
       const closeAskPrice = formatPriceToString(topAsk, priceDecimals);
-      const bidPrice = formatPriceToString(topBid - this.config.bidOffset, priceDecimals);
+
-      const askPrice = formatPriceToString(topAsk + this.config.askOffset, priceDecimals);
+      // 开仓价格根据 entryDepthLevel 使用指定档位
+      const entryLevel = this.config.entryDepthLevel ?? 1;
+      const { bidAtLevel: entryBid, askAtLevel: entryAsk } = getPricesAtLevel(depth, entryLevel);
+      const entryBidBase = entryBid ?? topBid;
+      const entryAskBase = entryAsk ?? topAsk;
+
+      const bidPrice = formatPriceToString(entryBidBase - this.config.bidOffset, priceDecimals);
+      const askPrice = formatPriceToString(entryAskBase + this.config.askOffset, priceDecimals);
       const position = getPosition(this.accountSnapshot, this.config.symbol);
       const absPosition = Math.abs(position.positionAmt);
       const desired: DesiredOrder[] = [];

src/strategy/maker-points-engine.ts

@@ -1,5 +1,5 @@
 import type { MakerPointsConfig } from "../config";
-import type { ExchangeAdapter } from "../exchanges/adapter";
+import type { ExchangeAdapter, ConnectionEventType } from "../exchanges/adapter";
 import type {
   AsterAccountSnapshot,
   AsterDepth,
@@ -8,7 +8,7 @@ import type {
 } from "../exchanges/types";
 import { formatPriceToString } from "../utils/math";
 import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
-import { extractMessage, isInsufficientBalanceError, isRateLimitError, isUnknownOrderError } from "../utils/errors";
+import { extractMessage, isInsufficientBalanceError, isPrecisionError, isRateLimitError, isUnknownOrderError } from "../utils/errors";
 import { isOrderActiveStatus } from "../utils/order-status";
 import { getPosition, parseSymbolParts } from "../utils/strategy";
 import type { PositionSnapshot } from "../utils/strategy";
@@ -29,6 +29,17 @@ import { SessionVolumeTracker } from "./common/session-volume";
 import { BinanceDepthTracker, type BinanceDepthSnapshot } from "./common/binance-depth";
 import { buildBpsTargets } from "./maker-points-logic";
 import { t } from "../i18n";
+import {
+  checkStandxTokenExpiry,
+  formatTokenExpiryMessage,
+  isTokenExpiryConfigured,
+  type TokenExpiryState,
+} from "../utils/standx-token-expiry";
+import {
+  createTelegramNotifier,
+  type NotificationSender,
+  type TradeNotification,
+} from "../notifications";
 
 interface DesiredOrder {
   side: "BUY" | "SELL";
@@ -72,7 +83,9 @@ type MakerPointsListener = (snapshot: MakerPointsSnapshot) => void;
 
 const EPS = 1e-5;
 const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
-const STOP_LOSS_COOLDOWN_MS = 10_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
 
 export class MakerPointsEngine {
   private accountSnapshot: AsterAccountSnapshot | null = null;
@@ -90,6 +103,7 @@ export class MakerPointsEngine {
   private readonly sessionVolume = new SessionVolumeTracker();
   private readonly rateLimit: RateLimitController;
   private readonly binanceDepth: BinanceDepthTracker;
+  private readonly notifier: NotificationSender;
 
   private priceTick: number = 0.1;
   private qtyStep: number = 0.001;
@@ -128,11 +142,27 @@ export class MakerPointsEngine {
   private insufficientBalanceNotified = false;
   private lastInsufficientMessage: string | null = null;
 
+  private tokenExpiryState: TokenExpiryState = "active";
+  private tokenExpiryLogged = false;
+  private tokenExpiryCancelDone = false;
+  private tokenExpiredCloseOnlyMode = false;
+  private tokenExpiryNotified = false;
+
+  private lastPositionAmt = 0;
+  private lastPositionSide: "LONG" | "SHORT" | "FLAT" = "FLAT";
+
+  // 连接保护相关状态
+  private connectionState: "connected" | "disconnected" = "connected";
+  private reconnectResetPending = false;
+  private lastRepriceQueryTime = 0;
+  private readonly repriceQueryIntervalMs = 3000; // 最小查询间隔
+
   constructor(private readonly config: MakerPointsConfig, private readonly exchange: ExchangeAdapter) {
     this.tradeLog = createTradeLog(this.config.maxLogEntries);
     this.rateLimit = new RateLimitController(this.config.refreshIntervalMs, (type, detail) =>
       this.tradeLog.push(type, detail)
     );
+    this.notifier = createTelegramNotifier();
     this.priceTick = Math.max(1e-9, this.config.priceTick);
     this.qtyStep = Math.max(1e-9, this.config.qtyStep);
     this.binanceDepth = new BinanceDepthTracker(resolveBinanceSymbol(this.config.symbol), {
@@ -159,7 +189,7 @@ export class MakerPointsEngine {
     if (!this.stopLossTimer) {
       this.stopLossTimer = setInterval(() => {
         void this.checkStopLoss();
-      }, Math.max(500, this.config.refreshIntervalMs));
+      }, Math.min(STOP_LOSS_CHECK_INTERVAL_MS, this.config.refreshIntervalMs));
     }
     this.binanceDepth.start();
   }
@@ -201,6 +231,7 @@ export class MakerPointsEngine {
         }
         const position = getPosition(snapshot, this.config.symbol);
         this.sessionVolume.update(position, this.getReferencePrice());
+        this.detectPositionChange(position);
         this.feedStatus.account = true;
         this.emitUpdate();
       },
@@ -267,6 +298,101 @@ export class MakerPointsEngine {
         processFail: (error) => t("log.process.tickerError", { error: String(error) }),
       }
     );
+
+    // 注册连接事件监听（如果交易所支持）
+    this.setupConnectionProtection();
+  }
+
+  /**
+   * 设置连接保护机制
+   * 监听断连/重连事件，实现保护逻辑
+   */
+  private setupConnectionProtection(): void {
+    if (!this.exchange.onConnectionEvent) return;
+
+    this.exchange.onConnectionEvent((event, symbol) => {
+      if (event === "disconnected") {
+        this.handleDisconnect(symbol);
+      } else if (event === "reconnected") {
+        this.handleReconnect(symbol);
+      }
+    });
+  }
+
+  /**
+   * 处理断连事件
+   */
+  private handleDisconnect(symbol: string): void {
+    this.connectionState = "disconnected";
+    this.tradeLog.push("warn", `WebSocket 断连 (${symbol})，启动断连保护`);
+    this.notify({
+      type: "token_expired",
+      level: "warn",
+      symbol: this.config.symbol,
+      title: "连接断开",
+      message: "WebSocket 断连，正在尝试取消所有挂单",
+      details: { symbol },
+    });
+  }
+
+  /**
+   * 处理重连事件
+   * 重连后需要重新查询挂单并取消所有挂单
+   */
+  private async handleReconnect(symbol: string): Promise<void> {
+    this.connectionState = "connected";
+    this.reconnectResetPending = true;
+    this.tradeLog.push("info", `WebSocket 重连成功 (${symbol})，开始重连保护流程`);
+
+    try {
+      // 查询真实挂单状态
+      if (this.exchange.queryOpenOrders) {
+        const realOrders = await this.exchange.queryOpenOrders();
+        this.tradeLog.push("info", `重连后查询到 ${realOrders.length} 个挂单`);
+
+        if (realOrders.length > 0) {
+          // 取消所有挂单
+          if (this.exchange.forceCancelAllOrders) {
+            const success = await this.exchange.forceCancelAllOrders();
+            if (success) {
+              this.tradeLog.push("order", "重连保护：已取消所有挂单");
+            } else {
+              this.tradeLog.push("warn", "重连保护：取消挂单未完全成功，将在下次循环重试");
+            }
+          } else {
+            await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
+            this.tradeLog.push("order", "重连保护：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");
+
+      // 重置 reprice 基准，强制下一次重新计算
+      this.lastQuoteBid1 = null;
+      this.lastQuoteAsk1 = null;
+      this.desiredOrders = [];
+      this.lastDesiredSummary = null;
+
+      // 标记启动重置需要重新执行
+      this.initialOrderResetDone = false;
+
+      this.notify({
+        type: "position_opened",
+        level: "info",
+        symbol: this.config.symbol,
+        title: "重连完成",
+        message: "WebSocket 重连成功，已清理挂单状态",
+        details: { symbol },
+      });
+    } catch (error) {
+      this.tradeLog.push("error", `重连保护流程失败: ${extractMessage(error)}`);
+    } finally {
+      this.reconnectResetPending = false;
+    }
   }
 
   private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
@@ -314,6 +440,14 @@ export class MakerPointsEngine {
         return;
       }
 
+      const position = getPosition(this.accountSnapshot, this.config.symbol);
+      const absPosition = Math.abs(position.positionAmt);
+
+      if (await this.handleTokenExpiry(position, absPosition)) {
+        this.emitUpdate();
+        return;
+      }
+
       const depth = this.depthSnapshot!;
       const { topBid, topAsk } = getTopPrices(depth);
       if (topBid == null || topAsk == null) {
@@ -321,13 +455,12 @@ export class MakerPointsEngine {
         return;
       }
 
-      const position = getPosition(this.accountSnapshot, this.config.symbol);
-      const absPosition = Math.abs(position.positionAmt);
       const closeThreshold = Number(this.config.closeThreshold);
       const closeOnly =
-        Number.isFinite(closeThreshold) &&
+        this.tokenExpiredCloseOnlyMode ||
+        (Number.isFinite(closeThreshold) &&
         closeThreshold > 0 &&
-        absPosition >= closeThreshold - EPS;
+        absPosition >= closeThreshold - EPS);
       const prevCloseOnly = this.lastCloseOnly;
       if (closeOnly !== prevCloseOnly) {
         this.tradeLog.push("info", closeOnly ? "进入平仓模式，仅挂 reduce-only" : "退出平仓模式");
@@ -336,8 +469,8 @@ export class MakerPointsEngine {
 
 
       const binanceSnapshot = this.binanceDepth.getSnapshot();
-      const rawSkipBuy = Boolean(binanceSnapshot?.skipBuySide);
+      const rawSkipBuy = this.config.enableBinanceDepthCancel && Boolean(binanceSnapshot?.skipBuySide);
-      const rawSkipSell = Boolean(binanceSnapshot?.skipSellSide);
+      const rawSkipSell = this.config.enableBinanceDepthCancel && Boolean(binanceSnapshot?.skipSellSide);
       const skipBuy = closeOnly ? false : rawSkipBuy;
       const skipSell = closeOnly ? false : rawSkipSell;
       const prevSkipBuy = this.lastSkipBuy;
@@ -411,8 +544,6 @@ export class MakerPointsEngine {
     skipSell: boolean;
   }): DesiredOrder[] {
     const { bid1, ask1, skipBuy, skipSell } = params;
-    const amount = Number(this.config.perOrderAmount);
-    if (!Number.isFinite(amount) || amount <= 0) return [];
 
     const targets = buildBpsTargets({
       band0To10: this.config.enableBand0To10,
@@ -425,7 +556,16 @@ export class MakerPointsEngine {
     const priceDecimals = this.getPriceDecimals();
     const desired: DesiredOrder[] = [];
 
+    const getAmountForBps = (bps: number): number => {
+      if (bps <= 10) return Number(this.config.band0To10Amount);
+      if (bps <= 30) return Number(this.config.band10To30Amount);
+      return Number(this.config.band30To100Amount);
+    };
+
     for (const bps of targets) {
+      const amount = getAmountForBps(bps);
+      if (!Number.isFinite(amount) || amount <= 0) continue;
+
       if (!skipBuy) {
         const price = bid1 * (1 - bps / 10000);
         if (Number.isFinite(price) && price > 0) {
@@ -523,7 +663,14 @@ export class MakerPointsEngine {
     }
   }
 
-  private async syncOrders(targets: DesiredOrder[], closeOnly: boolean): Promise<void> {
+  private async syncOrders(targets: DesiredOrder[], _closeOnly: boolean): Promise<void> {
+    // 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) {
+      // 如果发现有未预期的挂单，先取消所有挂单
+      return;
+    }
+
     const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
     const openOrders = availableOrders.filter((order) => isOrderActiveStatus(order.status));
     const { toCancel, toPlace } = makeOrderPlan(openOrders, targets);
@@ -563,6 +710,13 @@ export class MakerPointsEngine {
       if (!target) continue;
       if (target.amount < EPS) continue;
       try {
+        // reduce-only 订单不能设置 tp/sl，仅开仓单设置止损
+        const priceNum = Number(target.price);
+        const slPrice = target.reduceOnly
+          ? undefined
+          : target.side === "BUY"
+            ? priceNum - 1
+            : priceNum + 1;
         await placeOrder(
           this.exchange,
           this.config.symbol,
@@ -580,6 +734,7 @@ export class MakerPointsEngine {
             priceTick: this.priceTick,
             qtyStep: this.qtyStep,
             skipDedupe: true,
+            slPrice,
           }
         );
       } catch (error) {
@@ -587,6 +742,10 @@ export class MakerPointsEngine {
           this.registerInsufficientBalance(error);
           break;
         }
+        if (isPrecisionError(error)) {
+          this.tradeLog.push("warn", `检测到精度错误，重新同步: ${extractMessage(error)}`);
+          this.syncPrecision(true);
+        }
         this.tradeLog.push(
           "error",
           `挂单失败 ${target.side} @ ${target.price}: ${extractMessage(error)}`
@@ -595,46 +754,201 @@ export class MakerPointsEngine {
     }
   }
 
+  /**
+   * 验证真实挂单状态，防止取消请求丢失
+   * 在每次 reprice 时查询真实挂单，发现未预期的挂单时取消所有挂单
+   * @returns true 表示发现问题并执行了取消操作，调用方应跳过本轮挂单
+   */
+  private async verifyOrdersIfNeeded(): Promise<boolean> {
+    // 如果交易所不支持查询挂单，跳过验证
+    if (!this.exchange.queryOpenOrders) return false;
+
+    // 限制查询频率
+    const now = Date.now();
+    if (now - this.lastRepriceQueryTime < this.repriceQueryIntervalMs) {
+      return false;
+    }
+
+    try {
+      const realOrders = await this.exchange.queryOpenOrders();
+      this.lastRepriceQueryTime = now;
+
+      // 比较真实挂单与本地记录
+      const realOrderIds = new Set(realOrders.map((o) => String(o.orderId)));
+      const localOrderIds = new Set(this.openOrders.map((o) => String(o.orderId)));
+
+      // 查找本地以为已取消但实际还存在的订单
+      const unexpectedOrders = realOrders.filter((order) => {
+        const orderId = String(order.orderId);
+        // 如果本地没有这个订单，说明我们以为它已经被取消了
+        if (!localOrderIds.has(orderId)) {
+          return true;
+        }
+        // 如果本地记录这个订单在等待取消，但实际还存在
+        if (this.pendingCancelOrders.has(orderId)) {
+          return true;
+        }
+        return false;
+      });
+
+      if (unexpectedOrders.length > 0) {
+        this.tradeLog.push(
+          "warn",
+          `发现 ${unexpectedOrders.length} 个未预期挂单，执行强制取消`
+        );
+
+        // 强制取消所有挂单
+        if (this.exchange.forceCancelAllOrders) {
+          await this.exchange.forceCancelAllOrders();
+        } else {
+          await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
+        }
+
+        // 重置本地状态
+        this.openOrders = [];
+        this.pendingCancelOrders.clear();
+        this.tradeLog.push("order", "已强制取消所有挂单，重置本地状态");
+        return true;
+      }
+
+      // 更新本地挂单状态以匹配真实状态
+      if (realOrders.length !== this.openOrders.length) {
+        // 移除本地记录中不存在于服务器的订单
+        this.openOrders = this.openOrders.filter((o) => realOrderIds.has(String(o.orderId)));
+      }
+    } catch (error) {
+      this.tradeLog.push("error", `验证挂单状态失败: ${extractMessage(error)}`);
+    }
+
+    return false;
+  }
+
+  /**
+   * 使用实时深度数据计算仓位的未实现盈亏
+   * 优先使用实时数据，回退到账户快照数据
+   */
+  private computeRealtimePnl(position: PositionSnapshot): number | null {
+    const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
+    // 使用实时深度计算 PnL
+    if (topBid != null && topAsk != null) {
+      return computePositionPnl(position, topBid, topAsk);
+    }
+    // 回退到账户推送的数据
+    if (Number.isFinite(position.unrealizedProfit)) {
+      return position.unrealizedProfit;
+    }
+    return null;
+  }
+
   private async checkStopLoss(): Promise<void> {
     if (this.stopLossProcessing) return;
     const lossLimit = Number(this.config.stopLossUsd);
     if (!Number.isFinite(lossLimit) || lossLimit <= 0) return;
     if (!this.accountSnapshot) return;
+
     const position = getPosition(this.accountSnapshot, this.config.symbol);
     const absPosition = Math.abs(position.positionAmt);
     if (absPosition < EPS) return;
-    if (!Number.isFinite(position.unrealizedProfit)) return;
+
+    // 使用实时计算的 PnL
+    const realtimePnl = this.computeRealtimePnl(position);
+    if (realtimePnl == null) return;
 
     const now = Date.now();
     if (now < this.stopLossCooldownUntil) return;
-    if (position.unrealizedProfit > -lossLimit) return;
+    if (realtimePnl > -lossLimit) return;
 
     this.stopLossProcessing = true;
-    this.stopLossCooldownUntil = now + STOP_LOSS_COOLDOWN_MS;
+    // 不在这里设置冷却期，只有成功平仓后才设置
     this.tradeLog.push(
       "stop",
-      `触发止损: 未实现亏损 ${position.unrealizedProfit.toFixed(4)} USDT`
+      `触发止损: 实时未实现亏损 ${realtimePnl.toFixed(4)} USDT`
     );
+    this.notify({
+      type: "stop_loss",
+      level: "error",
+      symbol: this.config.symbol,
+      title: "止损触发",
+      message: `实时未实现亏损 ${realtimePnl.toFixed(4)} USDT，强制平仓`,
+      details: {
+        side: position.positionAmt > 0 ? "LONG" : "SHORT",
+        size: absPosition,
+        unrealizedPnl: realtimePnl,
+        lossLimit: -lossLimit,
+      },
+    });
+
+    // 循环重试止损，直到仓位为0
+    await this.executeStopLossWithRetry(position.positionAmt > 0 ? "SELL" : "BUY");
+  }
+
+  /**
+   * 执行止损平仓，失败后自动重试直到仓位为0
+   */
+  private async executeStopLossWithRetry(side: "BUY" | "SELL"): Promise<void> {
+    const maxRetries = 10;
+    let retryCount = 0;
+
     try {
-      await this.flushOrders();
+      while (retryCount < maxRetries) {
-      await marketClose(
+        // 每次重试前重新检查仓位
-        this.exchange,
+        const currentPosition = getPosition(this.accountSnapshot, this.config.symbol);
-        this.config.symbol,
+        const currentAbsPosition = Math.abs(currentPosition.positionAmt);
-        this.openOrders,
+
-        this.locks,
+        // 仓位已清零，止损成功
-        this.timers,
+        if (currentAbsPosition < EPS) {
-        this.pending,
+          this.tradeLog.push("stop", "止损成功: 仓位已清零");
-        position.positionAmt > 0 ? "SELL" : "BUY",
+          this.stopLossCooldownUntil = Date.now() + STOP_LOSS_COOLDOWN_MS;
-        absPosition,
+          break;
-        (type, detail) => this.tradeLog.push(type, detail),
+        }
-        undefined,
+
-        { qtyStep: this.qtyStep }
+        try {
-      );
+          // 强制解锁 MARKET 类型，确保不被之前的操作阻塞
-    } catch (error) {
+          unlockOperating(this.locks, this.timers, this.pending, "MARKET");
-      if (isUnknownOrderError(error)) {
+
-        this.tradeLog.push("order", "止损平仓时订单已不存在");
+          // 先取消所有挂单
-      } else {
+          await this.flushOrders();
-        this.tradeLog.push("error", `止损平仓失败: ${extractMessage(error)}`);
+
+          // 执行市价平仓
+          await marketClose(
+            this.exchange,
+            this.config.symbol,
+            this.openOrders,
+            this.locks,
+            this.timers,
+            this.pending,
+            side,
+            currentAbsPosition,
+            (type, detail) => this.tradeLog.push(type, detail),
+            undefined,
+            { qtyStep: this.qtyStep }
+          );
+
+          // 等待一小段时间让账户数据更新
+          await this.sleep(STOP_LOSS_RETRY_INTERVAL_MS);
+
+        } catch (error) {
+          retryCount++;
+          if (isUnknownOrderError(error)) {
+            this.tradeLog.push("order", "止损平仓时订单已不存在，继续检查仓位");
+          } else if (isPrecisionError(error)) {
+            this.tradeLog.push("warn", `止损平仓精度错误，重新同步: ${extractMessage(error)}`);
+            this.syncPrecision(true);
+          } else {
+            this.tradeLog.push("error", `止损平仓失败 (重试 ${retryCount}/${maxRetries}): ${extractMessage(error)}`);
+          }
+
+          // 失败后等待一段时间再重试
+          if (retryCount < maxRetries) {
+            await this.sleep(STOP_LOSS_RETRY_INTERVAL_MS);
+          }
+        }
+      }
+
+      if (retryCount >= maxRetries) {
+        this.tradeLog.push("error", `止损重试已达上限 (${maxRetries} 次)，请手动检查仓位`);
+        // 达到重试上限后设置冷却期，避免持续重试
+        this.stopLossCooldownUntil = Date.now() + STOP_LOSS_COOLDOWN_MS;
       }
     } finally {
       this.stopLossProcessing = false;
@@ -642,6 +956,10 @@ export class MakerPointsEngine {
     }
   }
 
+  private sleep(ms: number): Promise<void> {
+    return new Promise((resolve) => setTimeout(resolve, ms));
+  }
+
   private async flushOrders(): Promise<void> {
     if (!this.openOrders.length) return;
     for (const order of this.openOrders) {
@@ -668,12 +986,13 @@ export class MakerPointsEngine {
     }
   }
 
-  private syncPrecision(): void {
+  private syncPrecision(force = false): void {
-    if (this.precisionSync) return;
+    if (this.precisionSync && !force) return;
     const getPrecision = this.exchange.getPrecision?.bind(this.exchange);
     if (!getPrecision) return;
     this.precisionSync = getPrecision()
       .then((precision) => {
+        this.precisionSync = null;
         if (!precision) return;
         let updated = false;
         if (Number.isFinite(precision.priceTick) && precision.priceTick > 0) {
@@ -759,6 +1078,10 @@ export class MakerPointsEngine {
     return getMidOrLast(this.depthSnapshot, this.tickerSnapshot);
   }
 
+  private notify(notification: TradeNotification): void {
+    this.notifier.send(notification);
+  }
+
   private logReadinessBlockers(): void {
     if (!this.feedStatus.account && !this.readinessLogged.account) {
       this.tradeLog.push("info", t("log.maker.waitAccount"));
@@ -828,6 +1151,180 @@ export class MakerPointsEngine {
     }
     return active;
   }
+
+  private detectPositionChange(position: PositionSnapshot): void {
+    const currentAmt = position.positionAmt;
+    const currentSide: "LONG" | "SHORT" | "FLAT" =
+      currentAmt > EPS ? "LONG" : currentAmt < -EPS ? "SHORT" : "FLAT";
+    const prevAmt = this.lastPositionAmt;
+    const prevSide = this.lastPositionSide;
+
+    if (Math.abs(currentAmt - prevAmt) < EPS && currentSide === prevSide) {
+      return;
+    }
+
+    const absChange = Math.abs(currentAmt - prevAmt);
+    const reference = this.getReferencePrice() ?? 0;
+
+    if (prevSide === "FLAT" && currentSide !== "FLAT") {
+      this.notify({
+        type: "position_opened",
+        level: "info",
+        symbol: this.config.symbol,
+        title: "开仓",
+        message: `${currentSide === "LONG" ? "做多" : "做空"} ${Math.abs(currentAmt).toFixed(6)}`,
+        details: {
+          side: currentSide,
+          size: Math.abs(currentAmt),
+          price: reference > 0 ? reference : null,
+        },
+      });
+    } else if (currentSide === "FLAT" && prevSide !== "FLAT") {
+      const pnl = position.unrealizedProfit;
+      const closeType = this.tokenExpiredCloseOnlyMode ? "Token过期平仓" : "平仓";
+      this.notify({
+        type: "position_closed",
+        level: "success",
+        symbol: this.config.symbol,
+        title: closeType,
+        message: `已平仓 ${Math.abs(prevAmt).toFixed(6)} (${prevSide === "LONG" ? "多" : "空"})`,
+        details: {
+          prevSide,
+          closedSize: Math.abs(prevAmt),
+          pnl: Number.isFinite(pnl) ? pnl : null,
+        },
+      });
+    } else if (currentSide === prevSide && absChange > EPS) {
+      const isIncrease = Math.abs(currentAmt) > Math.abs(prevAmt);
+      if (isIncrease) {
+        this.notify({
+          type: "order_filled",
+          level: "info",
+          symbol: this.config.symbol,
+          title: "加仓",
+          message: `${currentSide === "LONG" ? "做多" : "做空"} +${absChange.toFixed(6)} → ${Math.abs(currentAmt).toFixed(6)}`,
+          details: {
+            side: currentSide,
+            added: absChange,
+            totalSize: Math.abs(currentAmt),
+          },
+        });
+      } else {
+        this.notify({
+          type: "order_filled",
+          level: "info",
+          symbol: this.config.symbol,
+          title: "减仓",
+          message: `${currentSide === "LONG" ? "多" : "空"} -${absChange.toFixed(6)} → ${Math.abs(currentAmt).toFixed(6)}`,
+          details: {
+            side: currentSide,
+            reduced: absChange,
+            totalSize: Math.abs(currentAmt),
+          },
+        });
+      }
+    } else if (currentSide !== prevSide && currentSide !== "FLAT" && prevSide !== "FLAT") {
+      this.notify({
+        type: "position_opened",
+        level: "info",
+        symbol: this.config.symbol,
+        title: "反向开仓",
+        message: `${prevSide === "LONG" ? "多→空" : "空→多"} ${Math.abs(currentAmt).toFixed(6)}`,
+        details: {
+          prevSide,
+          newSide: currentSide,
+          size: Math.abs(currentAmt),
+        },
+      });
+    }
+
+    this.lastPositionAmt = currentAmt;
+    this.lastPositionSide = currentSide;
+  }
+
+  private async handleTokenExpiry(position: PositionSnapshot, absPosition: number): Promise<boolean> {
+    if (!isTokenExpiryConfigured()) {
+      return false;
+    }
+
+    const expiryStatus = checkStandxTokenExpiry({
+      positionAmt: position.positionAmt,
+      openOrderCount: this.openOrders.length,
+    });
+
+    if (!expiryStatus.expired) {
+      if (this.tokenExpiryState !== "active") {
+        this.tokenExpiryState = "active";
+        this.tokenExpiryLogged = false;
+        this.tokenExpiryCancelDone = false;
+        this.tokenExpiredCloseOnlyMode = false;
+        this.tokenExpiryNotified = false;
+      }
+      return false;
+    }
+
+    const prevState = this.tokenExpiryState;
+    this.tokenExpiryState = expiryStatus.state;
+
+    if (!this.tokenExpiryLogged) {
+      const message = formatTokenExpiryMessage(expiryStatus);
+      if (message) {
+        this.tradeLog.push("warn", message);
+      }
+      this.tokenExpiryLogged = true;
+    }
+
+    if (!this.tokenExpiryNotified) {
+      this.notify({
+        type: "token_expired",
+        level: "warn",
+        symbol: this.config.symbol,
+        title: "Token 已过期",
+        message: expiryStatus.hasPosition
+          ? "Token 已过期，进入平仓模式，不再开新仓"
+          : "Token 已过期，策略进入静默模式",
+        details: {
+          hasPosition: expiryStatus.hasPosition,
+          hasOpenOrders: expiryStatus.hasOpenOrders,
+          state: expiryStatus.state,
+        },
+      });
+      this.tokenExpiryNotified = true;
+    }
+
+    if (!this.tokenExpiryCancelDone && this.openOrders.length > 0) {
+      try {
+        await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
+        this.tradeLog.push("order", "Token 过期，已撤销所有挂单");
+        this.openOrders = [];
+        this.tokenExpiryCancelDone = true;
+      } catch (error) {
+        if (isUnknownOrderError(error)) {
+          this.tradeLog.push("order", "Token 过期撤单时订单已不存在");
+          this.tokenExpiryCancelDone = true;
+        } else {
+          this.tradeLog.push("error", `Token 过期撤单失败: ${extractMessage(error)}`);
+        }
+      }
+    }
+
+    if (expiryStatus.state === "expired_with_position") {
+      if (!this.tokenExpiredCloseOnlyMode) {
+        this.tokenExpiredCloseOnlyMode = true;
+        this.tradeLog.push("info", "Token 过期，强制进入平仓模式，仅允许 reduce-only 订单");
+      }
+      return false;
+    }
+
+    if (expiryStatus.state === "silent") {
+      if (prevState !== "silent") {
+        this.tradeLog.push("info", "进入静默数据接收模式，不再进行任何交易操作");
+      }
+      return true;
+    }
+
+    return true;
+  }
 }
 
 function resolveBinanceSymbol(symbol: string): string {

src/strategy/offset-maker-engine.ts

@@ -15,7 +15,7 @@ import { getPosition, parseSymbolParts } from "../utils/strategy";
 import type { PositionSnapshot } from "../utils/strategy";
 import { computeDepthStats } from "../utils/depth";
 import { computePositionPnl } from "../utils/pnl";
-import { getTopPrices, getMidOrLast } from "../utils/price";
+import { getTopPrices, getPricesAtLevel, getMidOrLast } from "../utils/price";
 import { shouldStopLoss } from "../utils/risk";
 import {
   marketClose,
@@ -356,10 +356,18 @@ export class OffsetMakerEngine {
 
       // 直接使用orderbook价格，格式化为字符串避免精度问题
       const priceDecimals = this.getPriceDecimals();
+      // 平仓价格始终使用买1/卖1
       const closeBidPrice = formatPriceToString(finalBid, priceDecimals);
       const closeAskPrice = formatPriceToString(finalAsk, priceDecimals);
-      const rawBidPrice = finalBid - this.config.bidOffset;
+
-      const rawAskPrice = finalAsk + this.config.askOffset;
+      // 开仓价格根据 entryDepthLevel 使用指定档位
+      const entryLevel = this.config.entryDepthLevel ?? 1;
+      const { bidAtLevel: entryBid, askAtLevel: entryAsk } = getPricesAtLevel(latestDepth, entryLevel);
+      const entryBidBase = entryBid ?? finalBid;
+      const entryAskBase = entryAsk ?? finalAsk;
+
+      const rawBidPrice = entryBidBase - this.config.bidOffset;
+      const rawAskPrice = entryAskBase + this.config.askOffset;
       const safeBid = this.ensureMakerPrice("BUY", rawBidPrice, finalBid, finalAsk);
       const safeAsk = this.ensureMakerPrice("SELL", rawAskPrice, finalBid, finalAsk);
       const bidPrice = safeBid != null ? formatPriceToString(safeBid, priceDecimals) : null;

src/ui/App.tsx

@@ -5,6 +5,7 @@ import { GuardianApp } from "./GuardianApp";
 import { MakerApp } from "./MakerApp";
 import { MakerPointsApp } from "./MakerPointsApp";
 import { OffsetMakerApp } from "./OffsetMakerApp";
+import { LiquidityMakerApp } from "./LiquidityMakerApp";
 import { GridApp } from "./GridApp";
 import { BasisApp } from "./BasisApp";
 import { isBasisStrategyEnabled } from "../config";
@@ -13,7 +14,7 @@ import { resolveExchangeId } from "../exchanges/create-adapter";
 import { t } from "../i18n";
 
 interface StrategyOption {
-  id: "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid";
+  id: "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
   label: string;
   description: string;
   component: React.ComponentType<{ onExit: () => void }>;
@@ -50,6 +51,12 @@ const BASE_STRATEGIES: StrategyOption[] = [
     description: t("app.strategy.offset.desc"),
     component: OffsetMakerApp,
   },
+  {
+    id: "liquidity-maker",
+    label: t("app.strategy.liquidityMaker.label"),
+    description: t("app.strategy.liquidityMaker.desc"),
+    component: LiquidityMakerApp,
+  },
 ];
 
 const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);

src/ui/LiquidityMakerApp.tsx

@@ -0,0 +1,220 @@
+import React, { useEffect, useMemo, useRef, useState } from "react";
+import { Box, Text, useInput } from "ink";
+import { liquidityMakerConfig } from "../config";
+import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
+import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
+import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
+import { DataTable, type TableColumn } from "./components/DataTable";
+import { formatNumber } from "../utils/format";
+import { t } from "../i18n";
+
+interface LiquidityMakerAppProps {
+  onExit: () => void;
+}
+
+const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
+
+export function LiquidityMakerApp({ onExit }: LiquidityMakerAppProps) {
+  const [snapshot, setSnapshot] = useState<LiquidityMakerEngineSnapshot | null>(null);
+  const [error, setError] = useState<Error | null>(null);
+  const engineRef = useRef<LiquidityMakerEngine | null>(null);
+  const exchangeId = useMemo(() => resolveExchangeId(), []);
+  const exchangeName = useMemo(() => getExchangeDisplayName(exchangeId), [exchangeId]);
+
+  useInput(
+    (input, key) => {
+      if (key.escape) {
+        engineRef.current?.stop();
+        onExit();
+      }
+    },
+    { isActive: inputSupported }
+  );
+
+  useEffect(() => {
+    try {
+      const adapter = buildAdapterFromEnv({ exchangeId, symbol: liquidityMakerConfig.symbol });
+      const engine = new LiquidityMakerEngine(liquidityMakerConfig, adapter);
+      engineRef.current = engine;
+      setSnapshot(engine.getSnapshot());
+      const handler = (next: LiquidityMakerEngineSnapshot) => {
+        setSnapshot({ ...next, tradeLog: [...next.tradeLog] });
+      };
+      engine.on("update", handler);
+      engine.start();
+      return () => {
+        engine.off("update", handler);
+        engine.stop();
+      };
+    } catch (err) {
+      console.error(err);
+      setError(err instanceof Error ? err : new Error(String(err)));
+    }
+  }, [exchangeId]);
+
+  if (error) {
+    return (
+      <Box flexDirection="column" padding={1}>
+        <Text color="red">{t("common.startFailed", { message: error.message })}</Text>
+        <Text color="gray">{t("common.checkEnv")}</Text>
+      </Box>
+    );
+  }
+
+  if (!snapshot) {
+    return (
+      <Box padding={1}>
+        <Text>{t("liquidityMaker.initializing")}</Text>
+      </Box>
+    );
+  }
+
+  const topBid = snapshot.topBid;
+  const topAsk = snapshot.topAsk;
+  const priceDigits = snapshot.priceDecimals ?? 2;
+  const spreadDigits = Math.max(priceDigits + 1, 4);
+  const spreadDisplay =
+    snapshot.spread != null ? `${formatNumber(snapshot.spread, spreadDigits)} USDT` : "-";
+  const hasPosition = Math.abs(snapshot.position.positionAmt) > 1e-5;
+  const sortedOrders = [...snapshot.openOrders].sort((a, b) =>
+    (Number(b.updateTime ?? 0) - Number(a.updateTime ?? 0)) || Number(b.orderId) - Number(a.orderId)
+  );
+  const openOrderRows = sortedOrders.slice(0, 8).map((order) => ({
+    id: order.orderId,
+    side: order.side,
+    price: order.price,
+    qty: order.origQty,
+    filled: order.executedQty,
+    reduceOnly: order.reduceOnly ? "yes" : "no",
+    status: order.status,
+  }));
+  const openOrderColumns: TableColumn[] = [
+    { key: "id", header: "ID", align: "right", minWidth: 6 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "qty", header: "Qty", align: "right", minWidth: 8 },
+    { key: "filled", header: "Filled", align: "right", minWidth: 8 },
+    { key: "reduceOnly", header: "RO", minWidth: 4 },
+    { key: "status", header: "Status", minWidth: 10 },
+  ];
+
+  const desiredRows = snapshot.desiredOrders.map((order, index) => ({
+    index: index + 1,
+    side: order.side,
+    price: order.price,
+    amount: order.amount,
+    reduceOnly: order.reduceOnly ? "yes" : "no",
+  }));
+  const desiredColumns: TableColumn[] = [
+    { key: "index", header: "#", align: "right", minWidth: 2 },
+    { key: "side", header: "Side", minWidth: 4 },
+    { key: "price", header: "Price", align: "right", minWidth: 10 },
+    { key: "amount", header: "Qty", align: "right", minWidth: 8 },
+    { key: "reduceOnly", header: "RO", minWidth: 4 },
+  ];
+
+  const lastLogs = snapshot.tradeLog.slice(-5);
+  const imbalanceLabel =
+    snapshot.depthImbalance === "balanced"
+      ? t("offset.imbalance.balanced")
+      : snapshot.depthImbalance === "buy_dominant"
+        ? t("offset.imbalance.buy")
+        : t("offset.imbalance.sell");
+  const readyStatus = snapshot.ready ? t("status.live") : t("status.waitingData");
+
+  // 显示最近成交信息
+  const lastFillInfo = snapshot.lastFill
+    ? `${snapshot.lastFill.side} ${formatNumber(snapshot.lastFill.amount, 6)} @ ${formatNumber(snapshot.lastFill.price, priceDigits)}`
+    : t("liquidityMaker.noFill");
+
+  return (
+    <Box flexDirection="column" paddingX={1}>
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="cyanBright">{t("liquidityMaker.title")}</Text>
+        <Text>
+          {t("offset.headerLine", {
+            exchange: exchangeName,
+            symbol: snapshot.symbol,
+            bid: formatNumber(topBid, priceDigits),
+            ask: formatNumber(topAsk, priceDigits),
+            spread: spreadDisplay,
+          })}
+        </Text>
+        <Text>
+          {t("offset.depthLine", {
+            buy: formatNumber(snapshot.buyDepthSum10, 4),
+            sell: formatNumber(snapshot.sellDepthSum10, 4),
+            status: imbalanceLabel,
+          })}
+        </Text>
+        <Text color="gray">
+          {t("offset.strategyStatus", {
+            buyStatus: snapshot.skipBuySide ? t("common.disabled") : t("common.enabled"),
+            sellStatus: snapshot.skipSellSide ? t("common.disabled") : t("common.enabled"),
+          })}
+        </Text>
+        <Text color="gray">{t("liquidityMaker.lastFill", { info: lastFillInfo })}</Text>
+        <Text color="gray">{t("trend.statusLine", { status: readyStatus })}</Text>
+      </Box>
+
+      <Box flexDirection="row" marginBottom={1}>
+        <Box flexDirection="column" marginRight={4}>
+          <Text color="greenBright">{t("common.section.position")}</Text>
+          {hasPosition ? (
+            <>
+              <Text>
+                {t("maker.positionLine", {
+                  direction:
+                    snapshot.position.positionAmt > 0 ? t("common.direction.long") : t("common.direction.short"),
+                  qty: formatNumber(Math.abs(snapshot.position.positionAmt), 4),
+                  entry: formatNumber(snapshot.position.entryPrice, priceDigits),
+                })}
+              </Text>
+              <Text>
+                {t("maker.pnlLine", {
+                  pnl: formatNumber(snapshot.pnl, 4),
+                  accountPnl: formatNumber(snapshot.accountUnrealized, 4),
+                })}
+              </Text>
+            </>
+          ) : (
+            <Text color="gray">{t("common.noPosition")}</Text>
+          )}
+        </Box>
+        <Box flexDirection="column">
+          <Text color="greenBright">{t("maker.targetOrders")}</Text>
+          {desiredRows.length > 0 ? (
+            <DataTable columns={desiredColumns} rows={desiredRows} />
+          ) : (
+            <Text color="gray">{t("maker.noTargetOrders")}</Text>
+          )}
+          <Text>
+            {t("trend.volumeLine", { volume: formatNumber(snapshot.sessionVolume, 2) })}
+          </Text>
+        </Box>
+      </Box>
+
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="yellow">{t("common.section.orders")}</Text>
+        {openOrderRows.length > 0 ? (
+          <DataTable columns={openOrderColumns} rows={openOrderRows} />
+        ) : (
+          <Text color="gray">{t("common.noOrders")}</Text>
+        )}
+      </Box>
+
+      <Box flexDirection="column">
+        <Text color="yellow">{t("common.section.recent")}</Text>
+        {lastLogs.length > 0 ? (
+          lastLogs.map((item, index) => (
+            <Text key={`${item.time}-${index}`}>
+              [{item.time}] [{item.type}] {item.detail}
+            </Text>
+          ))
+        ) : (
+          <Text color="gray">{t("common.noLogs")}</Text>
+        )}
+      </Box>
+    </Box>
+  );
+}

src/utils/errors.ts

@@ -61,3 +61,27 @@ export function isInsufficientBalanceError(error: unknown): boolean {
     message.includes("NOT ENOUGH")
   );
 }
+
+export function isPrecisionError(error: unknown): boolean {
+  const message = extractMessage(error).toUpperCase();
+  return (
+    message.includes("PRECISION") ||
+    message.includes("TICK_SIZE") ||
+    message.includes("TICKSIZE") ||
+    message.includes("STEP_SIZE") ||
+    message.includes("STEPSIZE") ||
+    message.includes("LOT_SIZE") ||
+    message.includes("LOTSIZE") ||
+    message.includes("INVALID_QUANTITY") ||
+    message.includes("INVALID QUANTITY") ||
+    message.includes("QUANTITY_INVALID") ||
+    message.includes("INVALID_PRICE") ||
+    message.includes("INVALID PRICE") ||
+    message.includes("PRICE_INVALID") ||
+    message.includes("QTY_STEP") ||
+    message.includes("PRICE_TICK") ||
+    message.includes("DECIMAL") ||
+    message.includes("FILTER_FAILURE") ||
+    message.includes("NOTIONAL")
+  );
+}

src/utils/price.ts

@@ -9,6 +9,46 @@ export function getTopPrices(depth?: AsterDepth | null): { topBid: number | null
   };
 }
 
+/**
+ * 获取指定档位的盘口价格
+ * @param depth 深度数据
+ * @param level 档位（1=买1/卖1，2=买2/卖2，以此类推）
+ * @returns 指定档位的买卖价格，如果该档位不存在则回退到最近的有效档位
+ */
+export function getPricesAtLevel(
+  depth?: AsterDepth | null,
+  level: number = 1
+): { bidAtLevel: number | null; askAtLevel: number | null } {
+  const index = Math.max(0, level - 1);
+
+  // 尝试获取指定档位，如果不存在则回退到最近的有效档位
+  const bids = depth?.bids ?? [];
+  const asks = depth?.asks ?? [];
+
+  let bidAtLevel: number | null = null;
+  let askAtLevel: number | null = null;
+
+  // 从指定档位向前查找第一个有效的买价
+  for (let i = Math.min(index, bids.length - 1); i >= 0; i--) {
+    const bid = Number(bids[i]?.[0]);
+    if (Number.isFinite(bid)) {
+      bidAtLevel = bid;
+      break;
+    }
+  }
+
+  // 从指定档位向前查找第一个有效的卖价
+  for (let i = Math.min(index, asks.length - 1); i >= 0; i--) {
+    const ask = Number(asks[i]?.[0]);
+    if (Number.isFinite(ask)) {
+      askAtLevel = ask;
+      break;
+    }
+  }
+
+  return { bidAtLevel, askAtLevel };
+}
+
 export function getMidOrLast(depth?: AsterDepth | null, ticker?: AsterTicker | null): number | null {
   const { topBid, topAsk } = getTopPrices(depth);
   if (topBid != null && topAsk != null) return (topBid + topAsk) / 2;

src/utils/standx-token-expiry.ts

@@ -0,0 +1,92 @@
+import { isStandxTokenExpired, getStandxTokenExpiryInfo, standxTokenConfig } from "../config";
+
+export type TokenExpiryState = "active" | "expired" | "expired_with_position" | "silent";
+
+export interface TokenExpiryStatus {
+  state: TokenExpiryState;
+  expired: boolean;
+  expiryTimestamp: number | null;
+  remainingMs: number | null;
+  hasPosition: boolean;
+  hasOpenOrders: boolean;
+}
+
+export interface TokenExpiryCheckParams {
+  positionAmt: number;
+  openOrderCount: number;
+}
+
+export function checkStandxTokenExpiry(params: TokenExpiryCheckParams): TokenExpiryStatus {
+  const info = getStandxTokenExpiryInfo();
+  const hasPosition = Math.abs(params.positionAmt) > 1e-8;
+  const hasOpenOrders = params.openOrderCount > 0;
+
+  if (!info.expired) {
+    return {
+      state: "active",
+      expired: false,
+      expiryTimestamp: info.expiryTimestamp,
+      remainingMs: info.remainingMs,
+      hasPosition,
+      hasOpenOrders,
+    };
+  }
+
+  if (hasPosition) {
+    return {
+      state: "expired_with_position",
+      expired: true,
+      expiryTimestamp: info.expiryTimestamp,
+      remainingMs: 0,
+      hasPosition: true,
+      hasOpenOrders,
+    };
+  }
+
+  if (!hasOpenOrders) {
+    return {
+      state: "silent",
+      expired: true,
+      expiryTimestamp: info.expiryTimestamp,
+      remainingMs: 0,
+      hasPosition: false,
+      hasOpenOrders: false,
+    };
+  }
+
+  return {
+    state: "expired",
+    expired: true,
+    expiryTimestamp: info.expiryTimestamp,
+    remainingMs: 0,
+    hasPosition,
+    hasOpenOrders,
+  };
+}
+
+export function formatTokenExpiryMessage(status: TokenExpiryStatus): string | null {
+  if (!status.expired) {
+    if (status.remainingMs != null && status.remainingMs < 3600_000) {
+      const mins = Math.ceil(status.remainingMs / 60_000);
+      return `StandX Token 将在 ${mins} 分钟后过期`;
+    }
+    return null;
+  }
+
+  switch (status.state) {
+    case "expired":
+      return "StandX Token 已过期，正在取消所有挂单";
+    case "expired_with_position":
+      return "StandX Token 已过期，仅保留平仓/止损逻辑";
+    case "silent":
+      return "StandX Token 已过期，进入静默数据接收模式";
+    default:
+      return null;
+  }
+}
+
+export function isTokenExpiryConfigured(): boolean {
+  return standxTokenConfig.expiryTimestamp != null;
+}
+
+export { isStandxTokenExpired, getStandxTokenExpiryInfo };