Merge branch 'main' into feat/mm

Feat/mm

README.md

@@ -111,11 +111,25 @@ curl -fsSL https://github.com/discountry/ritmex-bot/raw/refs/heads/main/setup.sh
 4. 一键脚本会自动写入这些变量，手动部署时需自行维护。
 
 ### StandX
+
+* [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
+
+获取方式：
+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
+
+请妥善保存，不要分享给他人
+
 1. 设置 `EXCHANGE=standx`。
 2. 填写 `STANDX_TOKEN`（Perps API 的 JWT Token）。
-3. 设置 `STANDX_SYMBOL`（默认 `BTC-USD`），并校准 `PRICE_TICK` / `QTY_STEP`。
+3. 填写 `STANDX_REQUEST_PRIVATE_KEY`（代理钱包私钥）。
-4. 可选：`STANDX_BASE_URL`、`STANDX_WS_URL`、`STANDX_SESSION_ID` 用于自定义环境。
+4. 设置 `STANDX_SYMBOL`（默认 `BTC-USD`），并校准 `PRICE_TICK` / `QTY_STEP`。
-5. 可选：如需请求签名，补充 `STANDX_REQUEST_PRIVATE_KEY`。
+5. 可选：`STANDX_BASE_URL`、`STANDX_WS_URL`、`STANDX_SESSION_ID` 用于自定义环境。
+
 
 ### GRVT
 1. 在 `.env` 中设置 `EXCHANGE=grvt`。

docs/standx/maker-points-guide.md

@@ -0,0 +1,112 @@
+# StandX 做市积分策略使用教程（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。
+
+---
+
+## 1. 准备工作
+
+### 1.1 安装 Bun
+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：
+- https://bun.sh/
+
+安装完成后，进入项目目录执行：
+```bash
+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：
+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。
+
+---
+
+## 2. 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：
+
+```bash
+EXCHANGE=standx
+STANDX_REQUEST_PRIVATE_KEY=你的代理钱包私钥
+STANDX_TOKEN=你的token
+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
+```
+
+### 配置说明（新手可直接照抄）
+- `STANDX_TOKEN`: 登录后导出的 token（必须）
+- `STANDX_SYMBOL`: 交易对（默认 `BTC-USD`）
+- `MAKER_POINTS_ORDER_AMOUNT`: 每一笔挂单数量
+- `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）
+- `MAKER_POINTS_STOP_LOSS_USD`: 亏损超过该值时市价平仓（0 表示关闭）
+- `MAKER_POINTS_MIN_REPRICE_BPS`: 盘口变动达到多少 bps 才会重算并撤单（默认 3）
+- `MAKER_POINTS_BAND_0_10` / `10_30` / `30_100`: 三个档位开关
+
+---
+
+## 3. 启动策略
+
+### 3.1 普通启动
+```bash
+bun run index.ts --strategy maker-points --exchange standx
+```
+
+### 3.2 使用 PM2 后台运行（推荐）
+```bash
+bun run pm2:start:maker-points
+```
+
+PM2 会自动重启策略，适合长期运行。
+
+---
+
+## 4. 运行后你会看到什么
+
+启动后会显示仪表盘，包含：
+- 当前交易对与盘口
+- 当前仓位与浮动盈亏
+- 目标挂单列表
+- 已挂单列表
+- Binance 深度失衡状态
+
+---
+
+## 5. 新手常见问题
+
+### Q1：为什么会撤单重挂？
+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。
+
+### Q2：担心平掉手动持仓怎么办？
+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
+
+1. 请确保钱包里有足够的保证金/资金。
+2. 不要泄露 `STANDX_TOKEN`。
+3. 初次使用请先用小仓位测试。
+
+---
+
+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。

package.json

@@ -13,7 +13,8 @@
     "start:offset:silent": "bun run index.ts --strategy offset-maker --silent",
     "pm2:start:trend": "pm2 start bun --name ritmex-trend --cwd . --restart-delay 5000 -- run index.ts --strategy trend --silent",
     "pm2:start:maker": "pm2 start bun --name ritmex-maker --cwd . --restart-delay 5000 -- run index.ts --strategy maker --silent",
-    "pm2:start:offset": "pm2 start bun --name ritmex-offset --cwd . --restart-delay 5000 -- run index.ts --strategy offset-maker --silent"
+    "pm2:start:offset": "pm2 start bun --name ritmex-offset --cwd . --restart-delay 5000 -- run index.ts --strategy offset-maker --silent",
+    "pm2:start:maker-points": "pm2 start bun --name ritmex-maker-points --cwd . --restart-delay 5000 -- run index.ts --strategy maker-points --exchange standx --silent"
   },
   "devDependencies": {
     "@types/bun": "latest",

src/cli/args.ts

@@ -1,4 +1,4 @@
-export type StrategyId = "trend" | "guardian" | "maker" | "offset-maker" | "basis" | "grid";
+export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid";
 
 export interface CliOptions {
   strategy?: StrategyId;
@@ -11,6 +11,7 @@ const STRATEGY_VALUES = new Set<StrategyId>([
   "trend",
   "guardian",
   "maker",
+  "maker-points",
   "offset-maker",
   "basis",
   "grid",
@@ -69,6 +70,8 @@ function assignStrategy(options: CliOptions, raw: string): void {
     options.strategy = normalized as StrategyId;
   } else if (normalized === "offset" || normalized === "offsetmaker" || normalized === "offset-maker") {
     options.strategy = "offset-maker";
+  } else if (normalized === "makerpoints" || normalized === "maker-points" || normalized === "maker_points") {
+    options.strategy = "maker-points";
   }
 }
 
@@ -92,7 +95,7 @@ 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|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|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` +

src/cli/strategy-runner.ts

@@ -1,9 +1,10 @@
-import { basisConfig, gridConfig, isBasisStrategyEnabled, makerConfig, tradingConfig } from "../config";
+import { basisConfig, gridConfig, isBasisStrategyEnabled, 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 { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
 import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
 import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
 import { BasisArbEngine, type BasisArbSnapshot } from "../strategy/basis-arb-engine";
@@ -21,6 +22,7 @@ export const STRATEGY_LABELS: Record<StrategyId, string> = {
   trend: "Trend Following",
   guardian: "Guardian",
   maker: "Maker",
+  "maker-points": "Maker Points",
   "offset-maker": "Offset Maker",
   basis: "Basis Arbitrage",
   grid: "Grid",
@@ -74,6 +76,23 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
       offUpdate: (emitter) => engine.off("update", emitter),
     });
   },
+  "maker-points": async (opts) => {
+    const exchangeId = resolveExchangeId();
+    if (exchangeId !== "standx") {
+      throw new Error("Maker Points strategy only supports the StandX exchange.");
+    }
+    const config = makerPointsConfig;
+    const adapter = createAdapterOrThrow(config.symbol);
+    const engine = new MakerPointsEngine(config, adapter);
+    await runEngine({
+      engine,
+      strategy: "maker-points",
+      silent: opts.silent,
+      getSnapshot: () => engine.getSnapshot(),
+      onUpdate: (emitter) => engine.on("update", emitter),
+      offUpdate: (emitter) => engine.off("update", emitter),
+    });
+  },
   "offset-maker": async (opts) => {
     const config = makerConfig;
     const adapter = createAdapterOrThrow(config.symbol);
@@ -135,6 +154,7 @@ async function runEngine<
     | TrendEngineSnapshot
     | GuardianEngineSnapshot
     | MakerEngineSnapshot
+    | MakerPointsSnapshot
     | OffsetMakerEngineSnapshot
     | BasisArbSnapshot
     | GridEngineSnapshot

src/config.ts

@@ -110,6 +110,41 @@ export const makerConfig: MakerConfig = {
   priceTick: parseNumber(process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
 };
 
+export interface MakerPointsConfig {
+  symbol: string;
+  perOrderAmount: number;
+  closeThreshold: number;
+  stopLossUsd: number;
+  refreshIntervalMs: number;
+  maxLogEntries: number;
+  maxCloseSlippagePct: number;
+  priceTick: number;
+  qtyStep: number;
+  enableBand0To10: boolean;
+  enableBand10To30: boolean;
+  enableBand30To100: boolean;
+  minRepriceBps: number;
+}
+
+export const makerPointsConfig: MakerPointsConfig = {
+  symbol: resolveSymbolFromEnv("standx"),
+  perOrderAmount: parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001)),
+  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),
+  maxLogEntries: parseNumber(process.env.MAKER_POINTS_MAX_LOG_ENTRIES, 200),
+  maxCloseSlippagePct: parseNumber(
+    process.env.MAKER_POINTS_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
+    0.05
+  ),
+  priceTick: parseNumber(process.env.MAKER_POINTS_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
+  qtyStep: parseNumber(process.env.MAKER_POINTS_QTY_STEP ?? process.env.QTY_STEP, 0.001),
+  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),
+  minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
+};
+
 export interface BasisArbConfig {
   futuresSymbol: string;
   spotSymbol: string;

src/i18n/index.ts

@@ -35,6 +35,11 @@ const translations: Record<string, TranslationEntry> = {
     zh: "双边挂单提供流动性，自动追价与风控止损",
     en: "Places two-sided quotes, auto-chases and risk-manages stops.",
   },
+  "app.strategy.makerPoints.label": { zh: "StandX 积分做市策略", en: "StandX Maker Points" },
+  "app.strategy.makerPoints.desc": {
+    zh: "基于标记价/盘口挂单赚取 StandX Maker Points",
+    en: "Quotes by mark-price bands to farm StandX maker points.",
+  },
   "app.strategy.grid.label": { zh: "基础网格策略", en: "Grid Strategy" },
   "app.strategy.grid.desc": {
     zh: "在上下边界之间布设等比网格，自动加仓与减仓",
@@ -174,6 +179,23 @@ const translations: Record<string, TranslationEntry> = {
   },
   "maker.targetOrders": { zh: "目标挂单", en: "Target Orders" },
   "maker.noTargetOrders": { zh: "暂无目标挂单", en: "No target orders" },
+  "makerPoints.title": { zh: "Maker Points 策略仪表盘", en: "Maker Points Dashboard" },
+  "makerPoints.initializing": { zh: "正在初始化 Maker Points 策略…", en: "Initializing Maker Points strategy..." },
+  "makerPoints.headerLine": {
+    zh: "交易所: {exchange} ｜ 交易对: {symbol} ｜ 买一价: {bid} ｜ 卖一价: {ask} ｜ 点差: {spread}",
+    en: "Exchange: {exchange} | Symbol: {symbol} | Best Bid: {bid} | Best Ask: {ask} | Spread: {spread}",
+  },
+  "makerPoints.quoteLine": {
+    zh: "挂单模式: {mode} ｜ BUY {buy} ｜ SELL {sell}",
+    en: "Quote mode: {mode} | BUY {buy} | SELL {sell}",
+  },
+  "makerPoints.binanceLine": {
+    zh: "Binance 深度: 买10 {buy} ｜ 卖10 {sell} ｜ 状态: {status}",
+    en: "Binance depth: bid10 {buy} | ask10 {sell} | Status: {status}",
+  },
+  "makerPoints.mode.closeOnly": { zh: "平仓", en: "Close only" },
+  "makerPoints.mode.normal": { zh: "正常", en: "Normal" },
+  "makerPoints.feed.binance": { zh: "Binance", en: "Binance" },
   "offset.name": { zh: "偏移做市策略", en: "offset maker strategy" },
   "offset.title": { zh: "偏移做市策略仪表盘", en: "Offset Maker Strategy Dashboard" },
   "offset.initializing": { zh: "正在初始化偏移做市策略…", en: "Initializing offset maker strategy..." },

src/strategy/common/binance-depth.ts

@@ -0,0 +1,177 @@
+import NodeWebSocket from "ws";
+import { computeDepthStats, type DepthImbalance } from "../../utils/depth";
+
+const WebSocketCtor: typeof globalThis.WebSocket =
+  typeof globalThis.WebSocket !== "undefined"
+    ? globalThis.WebSocket
+    : ((NodeWebSocket as unknown) as typeof globalThis.WebSocket);
+
+const DEFAULT_BASE_URL = "wss://fstream.binance.com/ws";
+
+export interface BinanceDepthSnapshot {
+  symbol: string;
+  buySum: number;
+  sellSum: number;
+  skipBuySide: boolean;
+  skipSellSide: boolean;
+  imbalance: DepthImbalance;
+  updatedAt: number;
+}
+
+export class BinanceDepthTracker {
+  private ws: WebSocket | null = null;
+  private reconnectTimer: ReturnType<typeof setTimeout> | null = null;
+  private reconnectDelayMs = 3000;
+  private stopped = false;
+  private snapshot: BinanceDepthSnapshot | null = null;
+  private listeners = new Set<(snapshot: BinanceDepthSnapshot) => void>();
+
+  constructor(
+    private readonly symbol: string,
+    private readonly options?: {
+      baseUrl?: string;
+      levels?: number;
+      ratio?: number;
+      logger?: (context: string, error: unknown) => void;
+    }
+  ) {}
+
+  start(): void {
+    this.stopped = false;
+    this.connect();
+  }
+
+  stop(): void {
+    this.stopped = true;
+    if (this.reconnectTimer) {
+      clearTimeout(this.reconnectTimer);
+      this.reconnectTimer = null;
+    }
+    if (this.ws) {
+      try {
+        this.ws.close();
+      } catch {
+        // Ignore close errors
+      }
+      this.ws = null;
+    }
+  }
+
+  onUpdate(handler: (snapshot: BinanceDepthSnapshot) => void): void {
+    this.listeners.add(handler);
+  }
+
+  offUpdate(handler: (snapshot: BinanceDepthSnapshot) => void): void {
+    this.listeners.delete(handler);
+  }
+
+  getSnapshot(): BinanceDepthSnapshot | null {
+    return this.snapshot ? { ...this.snapshot } : null;
+  }
+
+  private connect(): void {
+    if (this.ws || this.stopped) return;
+    const url = this.buildUrl();
+    this.ws = new WebSocketCtor(url);
+
+    const handleOpen = () => {
+      this.reconnectDelayMs = 3000;
+    };
+
+    const handleClose = () => {
+      this.ws = null;
+      if (!this.stopped) {
+        this.scheduleReconnect();
+      }
+    };
+
+    const handleError = (error: unknown) => {
+      this.options?.logger?.("binanceDepth", error);
+    };
+
+    const handleMessage = (event: { data: unknown }) => {
+      this.handlePayload(event.data);
+    };
+
+    const handlePing = (data: unknown) => {
+      if (this.ws && "pong" in this.ws && typeof this.ws.pong === "function") {
+        this.ws.pong(data as any);
+      }
+    };
+
+    if ("addEventListener" in this.ws && typeof this.ws.addEventListener === "function") {
+      this.ws.addEventListener("open", handleOpen);
+      this.ws.addEventListener("message", handleMessage as any);
+      this.ws.addEventListener("close", handleClose);
+      this.ws.addEventListener("error", handleError as any);
+      this.ws.addEventListener("ping", handlePing as any);
+    } else if ("on" in this.ws && typeof (this.ws as any).on === "function") {
+      const nodeSocket = this.ws as any;
+      nodeSocket.on("open", handleOpen);
+      nodeSocket.on("message", (data: unknown) => handleMessage({ data }));
+      nodeSocket.on("close", handleClose);
+      nodeSocket.on("error", handleError);
+      nodeSocket.on("ping", handlePing);
+    } else {
+      (this.ws as any).onopen = handleOpen;
+      (this.ws as any).onmessage = handleMessage;
+      (this.ws as any).onclose = handleClose;
+      (this.ws as any).onerror = handleError;
+    }
+  }
+
+  private buildUrl(): string {
+    const base = this.options?.baseUrl ?? DEFAULT_BASE_URL;
+    const stream = `${this.symbol.toLowerCase()}@depth10@100ms`;
+    return `${base}/${stream}`;
+  }
+
+  private scheduleReconnect(): void {
+    if (this.reconnectTimer || this.stopped) return;
+    this.reconnectTimer = setTimeout(() => {
+      this.reconnectTimer = null;
+      this.reconnectDelayMs = Math.min(this.reconnectDelayMs * 2, 60_000);
+      this.connect();
+    }, this.reconnectDelayMs);
+  }
+
+  private handlePayload(data: unknown): void {
+    const payload = this.parsePayload(data);
+    if (!payload) return;
+    const bids = Array.isArray(payload.b) ? payload.b : [];
+    const asks = Array.isArray(payload.a) ? payload.a : [];
+    const depth = {
+      lastUpdateId: Number(payload.u ?? Date.now()),
+      bids,
+      asks,
+    };
+    const levels = this.options?.levels ?? 10;
+    const ratio = this.options?.ratio ?? 3;
+    const stats = computeDepthStats(depth, levels, ratio);
+    this.snapshot = {
+      symbol: this.symbol,
+      buySum: stats.buySum,
+      sellSum: stats.sellSum,
+      skipBuySide: stats.skipBuySide,
+      skipSellSide: stats.skipSellSide,
+      imbalance: stats.imbalance,
+      updatedAt: Date.now(),
+    };
+    for (const listener of this.listeners) {
+      listener({ ...this.snapshot });
+    }
+  }
+
+  private parsePayload(data: unknown): { b?: [string, string][]; a?: [string, string][]; u?: number } | null {
+    try {
+      const text = typeof data === "string" ? data : Buffer.isBuffer(data) ? data.toString("utf-8") : null;
+      if (!text) return null;
+      const parsed = JSON.parse(text);
+      if (!parsed || typeof parsed !== "object") return null;
+      return parsed as { b?: [string, string][]; a?: [string, string][]; u?: number };
+    } catch {
+      return null;
+    }
+  }
+}
+

src/strategy/maker-points-engine.ts

@@ -0,0 +1,837 @@
+import type { MakerPointsConfig } from "../config";
+import type { ExchangeAdapter } from "../exchanges/adapter";
+import type {
+  AsterAccountSnapshot,
+  AsterDepth,
+  AsterOrder,
+  AsterTicker,
+} 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 { isOrderActiveStatus } from "../utils/order-status";
+import { getPosition, parseSymbolParts } from "../utils/strategy";
+import type { PositionSnapshot } from "../utils/strategy";
+import { computePositionPnl } from "../utils/pnl";
+import { getMidOrLast, getTopPrices } from "../utils/price";
+import {
+  marketClose,
+  placeOrder,
+  unlockOperating,
+} from "../core/order-coordinator";
+import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
+import { makeOrderPlan } from "../core/lib/order-plan";
+import { safeCancelOrder } from "../core/lib/orders";
+import { RateLimitController } from "../core/lib/rate-limit";
+import { StrategyEventEmitter } from "./common/event-emitter";
+import { safeSubscribe, type LogHandler } from "./common/subscriptions";
+import { SessionVolumeTracker } from "./common/session-volume";
+import { BinanceDepthTracker, type BinanceDepthSnapshot } from "./common/binance-depth";
+import { buildBpsTargets } from "./maker-points-logic";
+import { t } from "../i18n";
+
+interface DesiredOrder {
+  side: "BUY" | "SELL";
+  price: string;
+  amount: number;
+  reduceOnly: boolean;
+}
+
+export interface MakerPointsSnapshot {
+  ready: boolean;
+  symbol: string;
+  topBid: number | null;
+  topAsk: number | null;
+  spread: number | null;
+  priceDecimals: number;
+  position: PositionSnapshot;
+  pnl: number;
+  accountUnrealized: number;
+  sessionVolume: number;
+  openOrders: AsterOrder[];
+  desiredOrders: DesiredOrder[];
+  tradeLog: TradeLogEntry[];
+  lastUpdated: number | null;
+  feedStatus: {
+    account: boolean;
+    orders: boolean;
+    depth: boolean;
+    ticker: boolean;
+    binance: boolean;
+  };
+  binanceDepth: BinanceDepthSnapshot | null;
+  quoteStatus: {
+    closeOnly: boolean;
+    skipBuy: boolean;
+    skipSell: boolean;
+  };
+}
+
+type MakerPointsEvent = "update";
+type MakerPointsListener = (snapshot: MakerPointsSnapshot) => void;
+
+const EPS = 1e-5;
+const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
+const STOP_LOSS_COOLDOWN_MS = 10_000;
+
+export class MakerPointsEngine {
+  private accountSnapshot: AsterAccountSnapshot | null = null;
+  private depthSnapshot: AsterDepth | null = null;
+  private tickerSnapshot: AsterTicker | null = null;
+  private openOrders: AsterOrder[] = [];
+
+  private readonly locks: OrderLockMap = {};
+  private readonly timers: OrderTimerMap = {};
+  private readonly pending: OrderPendingMap = {};
+  private readonly pendingCancelOrders = new Set<string>();
+
+  private readonly tradeLog: ReturnType<typeof createTradeLog>;
+  private readonly events = new StrategyEventEmitter<MakerPointsEvent, MakerPointsSnapshot>();
+  private readonly sessionVolume = new SessionVolumeTracker();
+  private readonly rateLimit: RateLimitController;
+  private readonly binanceDepth: BinanceDepthTracker;
+
+  private priceTick: number = 0.1;
+  private qtyStep: number = 0.001;
+  private precisionSync: Promise<void> | null = null;
+
+  private timer: ReturnType<typeof setInterval> | null = null;
+  private stopLossTimer: ReturnType<typeof setInterval> | null = null;
+  private processing = false;
+  private stopLossProcessing = false;
+  private stopLossCooldownUntil = 0;
+  private desiredOrders: DesiredOrder[] = [];
+  private accountUnrealized = 0;
+  private initialOrderSnapshotReady = false;
+  private initialOrderResetDone = false;
+  private lastDesiredSummary: string | null = null;
+  private lastCloseOnly = false;
+  private lastSkipBuy = false;
+  private lastSkipSell = false;
+  private lastQuoteBid1: number | null = null;
+  private lastQuoteAsk1: number | null = null;
+
+  private readinessLogged = {
+    account: false,
+    depth: false,
+    ticker: false,
+    orders: false,
+  };
+  private feedStatus = {
+    account: false,
+    depth: false,
+    ticker: false,
+    orders: false,
+    binance: false,
+  };
+  private insufficientBalanceCooldownUntil = 0;
+  private insufficientBalanceNotified = false;
+  private lastInsufficientMessage: string | null = null;
+
+  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.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), {
+      baseUrl: process.env.BINANCE_WS_URL,
+      levels: 10,
+      ratio: 3,
+      logger: (context, error) => {
+        this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`);
+      },
+    });
+    this.binanceDepth.onUpdate(() => {
+      this.feedStatus.binance = true;
+      this.emitUpdate();
+    });
+    this.syncPrecision();
+    this.bootstrap();
+  }
+
+  start(): void {
+    if (this.timer) return;
+    this.timer = setInterval(() => {
+      void this.tick();
+    }, this.config.refreshIntervalMs);
+    if (!this.stopLossTimer) {
+      this.stopLossTimer = setInterval(() => {
+        void this.checkStopLoss();
+      }, Math.max(500, this.config.refreshIntervalMs));
+    }
+    this.binanceDepth.start();
+  }
+
+  stop(): void {
+    if (this.timer) {
+      clearInterval(this.timer);
+      this.timer = null;
+    }
+    if (this.stopLossTimer) {
+      clearInterval(this.stopLossTimer);
+      this.stopLossTimer = null;
+    }
+    this.binanceDepth.stop();
+  }
+
+  on(event: MakerPointsEvent, handler: MakerPointsListener): void {
+    this.events.on(event, handler);
+  }
+
+  off(event: MakerPointsEvent, handler: MakerPointsListener): void {
+    this.events.off(event, handler);
+  }
+
+  getSnapshot(): MakerPointsSnapshot {
+    return this.buildSnapshot();
+  }
+
+  private bootstrap(): void {
+    const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
+
+    safeSubscribe<AsterAccountSnapshot>(
+      this.exchange.watchAccount.bind(this.exchange),
+      (snapshot) => {
+        this.accountSnapshot = snapshot;
+        const totalUnrealized = Number(snapshot.totalUnrealizedProfit ?? "0");
+        if (Number.isFinite(totalUnrealized)) {
+          this.accountUnrealized = totalUnrealized;
+        }
+        const position = getPosition(snapshot, this.config.symbol);
+        this.sessionVolume.update(position, this.getReferencePrice());
+        this.feedStatus.account = true;
+        this.emitUpdate();
+      },
+      log,
+      {
+        subscribeFail: (error) => t("log.subscribe.accountFail", { error: String(error) }),
+        processFail: (error) => t("log.process.accountError", { error: String(error) }),
+      }
+    );
+
+    safeSubscribe<AsterOrder[]>(
+      this.exchange.watchOrders.bind(this.exchange),
+      (orders) => {
+        this.syncLocksWithOrders(orders);
+        this.openOrders = Array.isArray(orders)
+          ? orders.filter(
+              (order) =>
+                order.type !== "MARKET" &&
+                order.symbol === this.config.symbol &&
+                isOrderActiveStatus(order.status)
+            )
+          : [];
+        const currentIds = new Set(this.openOrders.map((order) => String(order.orderId)));
+        for (const id of Array.from(this.pendingCancelOrders)) {
+          if (!currentIds.has(id)) {
+            this.pendingCancelOrders.delete(id);
+          }
+        }
+        this.initialOrderSnapshotReady = true;
+        this.feedStatus.orders = true;
+        this.emitUpdate();
+      },
+      log,
+      {
+        subscribeFail: (error) => t("log.subscribe.orderFail", { error: String(error) }),
+        processFail: (error) => t("log.process.orderError", { error: String(error) }),
+      }
+    );
+
+    safeSubscribe<AsterDepth>(
+      this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
+      (depth) => {
+        this.depthSnapshot = depth;
+        this.feedStatus.depth = true;
+        this.emitUpdate();
+      },
+      log,
+      {
+        subscribeFail: (error) => t("log.subscribe.depthFail", { error: String(error) }),
+        processFail: (error) => t("log.process.depthError", { error: String(error) }),
+      }
+    );
+
+    safeSubscribe<AsterTicker>(
+      this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
+      (ticker) => {
+        this.tickerSnapshot = ticker;
+        this.feedStatus.ticker = true;
+        this.emitUpdate();
+      },
+      log,
+      {
+        subscribeFail: (error) => t("log.subscribe.tickerFail", { error: String(error) }),
+        processFail: (error) => t("log.process.tickerError", { error: String(error) }),
+      }
+    );
+  }
+
+  private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
+    const list = Array.isArray(orders) ? orders : [];
+    Object.keys(this.pending).forEach((type) => {
+      const pendingId = this.pending[type];
+      if (!pendingId) return;
+      const match = list.find((order) => String(order.orderId) === pendingId);
+      if (!match || (match.status && match.status !== "NEW" && match.status !== "PARTIALLY_FILLED")) {
+        unlockOperating(this.locks, this.timers, this.pending, type);
+      }
+    });
+  }
+
+  private isReady(): boolean {
+    return Boolean(
+      this.feedStatus.account &&
+        this.feedStatus.depth &&
+        this.feedStatus.ticker &&
+        this.feedStatus.orders
+    );
+  }
+
+  private async tick(): Promise<void> {
+    if (this.processing) return;
+    this.processing = true;
+    let hadRateLimit = false;
+    try {
+      const decision = this.rateLimit.beforeCycle();
+      if (decision === "paused") {
+        this.emitUpdate();
+        return;
+      }
+      if (decision === "skip") {
+        return;
+      }
+      if (!this.isReady()) {
+        this.logReadinessBlockers();
+        this.emitUpdate();
+        return;
+      }
+      this.resetReadinessFlags();
+      if (!(await this.ensureStartupOrderReset())) {
+        this.emitUpdate();
+        return;
+      }
+
+      const depth = this.depthSnapshot!;
+      const { topBid, topAsk } = getTopPrices(depth);
+      if (topBid == null || topAsk == null) {
+        this.emitUpdate();
+        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) &&
+        closeThreshold > 0 &&
+        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");
+        this.lastCloseOnly = closeOnly;
+      }
+
+
+      const binanceSnapshot = this.binanceDepth.getSnapshot();
+      const rawSkipBuy = Boolean(binanceSnapshot?.skipBuySide);
+      const rawSkipSell = Boolean(binanceSnapshot?.skipSellSide);
+      const skipBuy = closeOnly ? false : rawSkipBuy;
+      const skipSell = closeOnly ? false : rawSkipSell;
+      const prevSkipBuy = this.lastSkipBuy;
+      const prevSkipSell = this.lastSkipSell;
+      if (skipBuy !== prevSkipBuy || skipSell !== prevSkipSell) {
+        if (skipBuy || skipSell) {
+          const summary = `${skipBuy ? "BUY" : ""}${skipBuy && skipSell ? "/" : ""}${skipSell ? "SELL" : ""}`;
+          this.tradeLog.push("info", `Binance 深度失衡，暂停 ${summary} 挂单`);
+        } else {
+          this.tradeLog.push("info", "Binance 深度恢复，继续挂单");
+        }
+        this.lastSkipBuy = skipBuy;
+        this.lastSkipSell = skipSell;
+      }
+
+      const closeOnlyChanged = closeOnly !== prevCloseOnly;
+      const skipChanged = skipBuy !== prevSkipBuy || skipSell !== prevSkipSell;
+      const repriceNeeded = closeOnly ? true : this.shouldReprice(topBid, topAsk);
+      const shouldRecompute =
+        closeOnly ||
+        repriceNeeded ||
+        closeOnlyChanged ||
+        skipChanged ||
+        this.desiredOrders.length === 0;
+
+      const desired = shouldRecompute
+        ? closeOnly
+          ? this.buildCloseOnlyOrders(position, topBid, topAsk)
+          : this.buildDesiredOrders({
+              bid1: topBid,
+              ask1: topAsk,
+              skipBuy,
+              skipSell,
+            })
+        : this.desiredOrders;
+
+      if (shouldRecompute) {
+        if (closeOnly) {
+          this.lastQuoteBid1 = null;
+          this.lastQuoteAsk1 = null;
+        } else {
+          this.lastQuoteBid1 = topBid;
+          this.lastQuoteAsk1 = topAsk;
+        }
+      }
+
+      this.desiredOrders = desired;
+      this.logDesiredOrders(desired);
+      this.sessionVolume.update(position, this.getReferencePrice());
+      await this.syncOrders(desired, closeOnly);
+      this.emitUpdate();
+    } catch (error) {
+      if (isRateLimitError(error)) {
+        hadRateLimit = true;
+        this.rateLimit.registerRateLimit("maker-points");
+        this.tradeLog.push("warn", `限频触发，暂停挂单: ${extractMessage(error)}`);
+      } else {
+        this.tradeLog.push("error", `MakerPoints 主循环异常: ${extractMessage(error)}`);
+      }
+      this.emitUpdate();
+    } finally {
+      this.rateLimit.onCycleComplete(hadRateLimit);
+      this.processing = false;
+    }
+  }
+
+  private buildDesiredOrders(params: {
+    bid1: number;
+    ask1: number;
+    skipBuy: boolean;
+    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,
+      band10To30: this.config.enableBand10To30,
+      band30To100: this.config.enableBand30To100,
+    }).sort((a, b) => b - a);
+
+    if (!targets.length) return [];
+
+    const priceDecimals = this.getPriceDecimals();
+    const desired: DesiredOrder[] = [];
+
+    for (const bps of targets) {
+      if (!skipBuy) {
+        const price = bid1 * (1 - bps / 10000);
+        if (Number.isFinite(price) && price > 0) {
+          desired.push({
+            side: "BUY",
+            price: formatPriceToString(price, priceDecimals),
+            amount,
+            reduceOnly: false,
+          });
+        }
+      }
+      if (!skipSell) {
+        const price = ask1 * (1 + bps / 10000);
+        if (Number.isFinite(price) && price > 0) {
+          desired.push({
+            side: "SELL",
+            price: formatPriceToString(price, priceDecimals),
+            amount,
+            reduceOnly: false,
+          });
+        }
+      }
+    }
+
+    return desired;
+  }
+
+  private buildCloseOnlyOrders(
+    position: PositionSnapshot,
+    bid1: number,
+    ask1: number
+  ): DesiredOrder[] {
+    const absPosition = Math.abs(position.positionAmt);
+    if (absPosition < EPS) return [];
+    const priceDecimals = this.getPriceDecimals();
+    if (position.positionAmt > 0) {
+      return [
+        {
+          side: "SELL",
+          price: formatPriceToString(bid1, priceDecimals),
+          amount: absPosition,
+          reduceOnly: true,
+        },
+      ];
+    }
+    return [
+      {
+        side: "BUY",
+        price: formatPriceToString(ask1, priceDecimals),
+        amount: absPosition,
+        reduceOnly: true,
+      },
+    ];
+  }
+
+  private shouldReprice(bid1: number, ask1: number): boolean {
+    const threshold = Number(this.config.minRepriceBps);
+    if (!Number.isFinite(threshold) || threshold <= 0) return true;
+    if (!Number.isFinite(bid1) || !Number.isFinite(ask1)) return false;
+    if (!Number.isFinite(this.lastQuoteBid1 ?? NaN) || !Number.isFinite(this.lastQuoteAsk1 ?? NaN)) {
+      return true;
+    }
+    if ((this.lastQuoteBid1 ?? 0) <= 0 || (this.lastQuoteAsk1 ?? 0) <= 0) return true;
+    const bidMove = Math.abs(bid1 - (this.lastQuoteBid1 ?? bid1)) / (this.lastQuoteBid1 ?? bid1) * 10000;
+    const askMove = Math.abs(ask1 - (this.lastQuoteAsk1 ?? ask1)) / (this.lastQuoteAsk1 ?? ask1) * 10000;
+    return bidMove >= threshold || askMove >= threshold;
+  }
+
+  private async ensureStartupOrderReset(): Promise<boolean> {
+    if (this.initialOrderResetDone) return true;
+    if (!this.initialOrderSnapshotReady) return false;
+    if (!this.openOrders.length) {
+      this.initialOrderResetDone = true;
+      return true;
+    }
+    try {
+      await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
+      this.pendingCancelOrders.clear();
+      unlockOperating(this.locks, this.timers, this.pending, "LIMIT");
+      this.openOrders = [];
+      this.emitUpdate();
+      this.tradeLog.push("order", "启动时清理历史挂单");
+      this.initialOrderResetDone = true;
+      return true;
+    } catch (error) {
+      if (isUnknownOrderError(error)) {
+        this.tradeLog.push("order", "历史挂单已消失，跳过启动清理");
+        this.initialOrderResetDone = true;
+        this.openOrders = [];
+        this.emitUpdate();
+        return true;
+      }
+      this.tradeLog.push("error", `启动撤单失败: ${String(error)}`);
+      return false;
+    }
+  }
+
+  private async syncOrders(targets: DesiredOrder[], closeOnly: boolean): Promise<void> {
+    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);
+
+    for (const order of toCancel) {
+      if (this.pendingCancelOrders.has(String(order.orderId))) continue;
+      this.pendingCancelOrders.add(String(order.orderId));
+      await safeCancelOrder(
+        this.exchange,
+        this.config.symbol,
+        order,
+        () => {
+          this.tradeLog.push(
+            "order",
+            `撤销不匹配订单 ${order.side} @ ${order.price} reduceOnly=${order.reduceOnly}`
+          );
+        },
+        () => {
+          this.tradeLog.push("order", "撤销时发现订单已被成交/取消，忽略");
+          this.pendingCancelOrders.delete(String(order.orderId));
+          this.openOrders = this.openOrders.filter((existing) => existing.orderId !== order.orderId);
+        },
+        (error) => {
+          this.tradeLog.push("error", `撤销订单失败: ${String(error)}`);
+          this.pendingCancelOrders.delete(String(order.orderId));
+          this.openOrders = this.openOrders.filter((existing) => existing.orderId !== order.orderId);
+        }
+      );
+    }
+
+    const insufficientActive = this.applyInsufficientBalanceState(Date.now());
+    if (this.rateLimit.shouldBlockEntries() || insufficientActive) {
+      return;
+    }
+
+    for (const target of toPlace) {
+      if (!target) continue;
+      if (target.amount < EPS) continue;
+      try {
+        await placeOrder(
+          this.exchange,
+          this.config.symbol,
+          this.openOrders,
+          this.locks,
+          this.timers,
+          this.pending,
+          target.side,
+          target.price,
+          target.amount,
+          (type, detail) => this.tradeLog.push(type, detail),
+          target.reduceOnly,
+          undefined,
+          {
+            priceTick: this.priceTick,
+            qtyStep: this.qtyStep,
+            skipDedupe: true,
+          }
+        );
+      } catch (error) {
+        if (isInsufficientBalanceError(error)) {
+          this.registerInsufficientBalance(error);
+          break;
+        }
+        this.tradeLog.push(
+          "error",
+          `挂单失败 ${target.side} @ ${target.price}: ${extractMessage(error)}`
+        );
+      }
+    }
+  }
+
+  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;
+
+    const now = Date.now();
+    if (now < this.stopLossCooldownUntil) return;
+    if (position.unrealizedProfit > -lossLimit) return;
+
+    this.stopLossProcessing = true;
+    this.stopLossCooldownUntil = now + STOP_LOSS_COOLDOWN_MS;
+    this.tradeLog.push(
+      "stop",
+      `触发止损: 未实现亏损 ${position.unrealizedProfit.toFixed(4)} USDT`
+    );
+    try {
+      await this.flushOrders();
+      await marketClose(
+        this.exchange,
+        this.config.symbol,
+        this.openOrders,
+        this.locks,
+        this.timers,
+        this.pending,
+        position.positionAmt > 0 ? "SELL" : "BUY",
+        absPosition,
+        (type, detail) => this.tradeLog.push(type, detail),
+        undefined,
+        { qtyStep: this.qtyStep }
+      );
+    } catch (error) {
+      if (isUnknownOrderError(error)) {
+        this.tradeLog.push("order", "止损平仓时订单已不存在");
+      } else {
+        this.tradeLog.push("error", `止损平仓失败: ${extractMessage(error)}`);
+      }
+    } finally {
+      this.stopLossProcessing = false;
+      this.emitUpdate();
+    }
+  }
+
+  private async flushOrders(): Promise<void> {
+    if (!this.openOrders.length) return;
+    for (const order of this.openOrders) {
+      if (this.pendingCancelOrders.has(String(order.orderId))) continue;
+      this.pendingCancelOrders.add(String(order.orderId));
+      await safeCancelOrder(
+        this.exchange,
+        this.config.symbol,
+        order,
+        () => {
+          // No log on successful cancel
+        },
+        () => {
+          this.tradeLog.push("order", "撤销时发现订单已被成交/取消，忽略");
+          this.pendingCancelOrders.delete(String(order.orderId));
+          this.openOrders = this.openOrders.filter((existing) => existing.orderId !== order.orderId);
+        },
+        (error) => {
+          this.tradeLog.push("error", `撤销订单失败: ${String(error)}`);
+          this.pendingCancelOrders.delete(String(order.orderId));
+          this.openOrders = this.openOrders.filter((existing) => existing.orderId !== order.orderId);
+        }
+      );
+    }
+  }
+
+  private syncPrecision(): void {
+    if (this.precisionSync) return;
+    const getPrecision = this.exchange.getPrecision?.bind(this.exchange);
+    if (!getPrecision) return;
+    this.precisionSync = getPrecision()
+      .then((precision) => {
+        if (!precision) return;
+        let updated = false;
+        if (Number.isFinite(precision.priceTick) && precision.priceTick > 0) {
+          if (Math.abs(precision.priceTick - this.priceTick) > 1e-12) {
+            this.priceTick = precision.priceTick;
+            this.config.priceTick = precision.priceTick;
+            updated = true;
+          }
+        }
+        if (Number.isFinite(precision.qtyStep) && precision.qtyStep > 0) {
+          if (Math.abs(precision.qtyStep - this.qtyStep) > 1e-12) {
+            this.qtyStep = precision.qtyStep;
+            updated = true;
+          }
+        }
+        if (updated) {
+          this.tradeLog.push(
+            "info",
+            t("log.common.precisionSynced", {
+              priceTick: precision.priceTick,
+              qtyStep: precision.qtyStep,
+            })
+          );
+        }
+      })
+      .catch((error) => {
+        this.tradeLog.push("error", t("log.common.precisionFailed", { error: extractMessage(error) }));
+        this.precisionSync = null;
+        setTimeout(() => this.syncPrecision(), 2000);
+      });
+  }
+
+  private getPriceDecimals(): number {
+    const tick = Math.max(1e-9, this.priceTick);
+    const raw = Math.log10(1 / tick);
+    if (!Number.isFinite(raw)) return 0;
+    return Math.max(0, Math.floor(raw + 1e-9));
+  }
+
+  private emitUpdate(): void {
+    try {
+      const snapshot = this.buildSnapshot();
+      this.events.emit("update", snapshot, (error) => {
+        this.tradeLog.push("error", `更新监听异常: ${String(error)}`);
+      });
+    } catch (err) {
+      this.tradeLog.push("error", `快照生成异常: ${String(err)}`);
+    }
+  }
+
+  private buildSnapshot(): MakerPointsSnapshot {
+    const position = getPosition(this.accountSnapshot, this.config.symbol);
+    const { topBid, topAsk } = getTopPrices(this.depthSnapshot);
+    const spread = topBid != null && topAsk != null ? topAsk - topBid : null;
+    const pnl = computePositionPnl(position, topBid, topAsk);
+
+    return {
+      ready: this.isReady(),
+      symbol: this.config.symbol,
+      topBid,
+      topAsk,
+      spread,
+      priceDecimals: this.getPriceDecimals(),
+      position,
+      pnl,
+      accountUnrealized: this.accountUnrealized,
+      sessionVolume: this.sessionVolume.value,
+      openOrders: this.openOrders,
+      desiredOrders: this.desiredOrders,
+      tradeLog: this.tradeLog.all(),
+      lastUpdated: Date.now(),
+      feedStatus: { ...this.feedStatus },
+      binanceDepth: this.binanceDepth.getSnapshot(),
+      quoteStatus: {
+        closeOnly: this.lastCloseOnly,
+        skipBuy: this.lastSkipBuy,
+        skipSell: this.lastSkipSell,
+      },
+    };
+  }
+
+  private getReferencePrice(): number | null {
+    return getMidOrLast(this.depthSnapshot, this.tickerSnapshot);
+  }
+
+  private logReadinessBlockers(): void {
+    if (!this.feedStatus.account && !this.readinessLogged.account) {
+      this.tradeLog.push("info", t("log.maker.waitAccount"));
+      this.readinessLogged.account = true;
+    }
+    if (!this.feedStatus.depth && !this.readinessLogged.depth) {
+      this.tradeLog.push("info", t("log.maker.waitDepth"));
+      this.readinessLogged.depth = true;
+    }
+    if (!this.feedStatus.ticker && !this.readinessLogged.ticker) {
+      this.tradeLog.push("info", t("log.maker.waitTicker"));
+      this.readinessLogged.ticker = true;
+    }
+    if (!this.feedStatus.orders && !this.readinessLogged.orders) {
+      this.tradeLog.push("info", t("log.maker.waitOrders"));
+      this.readinessLogged.orders = true;
+    }
+  }
+
+  private resetReadinessFlags(): void {
+    this.readinessLogged = {
+      account: false,
+      depth: false,
+      ticker: false,
+      orders: false,
+    };
+  }
+
+  private logDesiredOrders(desired: DesiredOrder[]): void {
+    if (!desired.length) {
+      if (this.lastDesiredSummary !== "none") {
+        this.tradeLog.push("info", "暂无目标挂单");
+        this.lastDesiredSummary = "none";
+      }
+      return;
+    }
+    const summary = desired
+      .map((order) => `${order.side}@${order.price}${order.reduceOnly ? "(RO)" : ""}`)
+      .join(" | ");
+    if (summary !== this.lastDesiredSummary) {
+      this.tradeLog.push("info", `目标挂单: ${summary}`);
+      this.lastDesiredSummary = summary;
+    }
+  }
+
+  private registerInsufficientBalance(error: unknown): void {
+    const now = Date.now();
+    const detail = extractMessage(error);
+    const alreadyActive = now < this.insufficientBalanceCooldownUntil;
+    if (alreadyActive && detail === this.lastInsufficientMessage) {
+      this.insufficientBalanceCooldownUntil = now + INSUFFICIENT_BALANCE_COOLDOWN_MS;
+      return;
+    }
+    this.insufficientBalanceCooldownUntil = now + INSUFFICIENT_BALANCE_COOLDOWN_MS;
+    this.lastInsufficientMessage = detail;
+    const seconds = Math.ceil(INSUFFICIENT_BALANCE_COOLDOWN_MS / 1000);
+    this.tradeLog.push("warn", `余额不足，暂停挂单 ${seconds}s: ${detail}`);
+    this.insufficientBalanceNotified = true;
+  }
+
+  private applyInsufficientBalanceState(now: number): boolean {
+    const active = now < this.insufficientBalanceCooldownUntil;
+    if (!active && this.insufficientBalanceNotified) {
+      this.tradeLog.push("info", "余额恢复，继续挂单");
+      this.insufficientBalanceNotified = false;
+      this.lastInsufficientMessage = null;
+    }
+    return active;
+  }
+}
+
+function resolveBinanceSymbol(symbol: string): string {
+  const parts = parseSymbolParts(symbol);
+  const base = (parts.base ?? symbol).replace(/[^a-zA-Z0-9]/g, "").toUpperCase();
+  return base ? `${base}USDT` : "BTCUSDT";
+}

src/strategy/maker-points-logic.test.ts

@@ -0,0 +1,22 @@
+import { describe, expect, it } from "vitest";
+import { buildBpsTargets } from "./maker-points-logic";
+
+describe("maker points target builder", () => {
+  it("builds fixed bps targets per enabled band", () => {
+    const targets = buildBpsTargets({
+      band0To10: true,
+      band10To30: true,
+      band30To100: true,
+    });
+    expect(targets).toEqual([9, 29, 99]);
+  });
+
+  it("skips disabled bands", () => {
+    const targets = buildBpsTargets({
+      band0To10: true,
+      band10To30: false,
+      band30To100: true,
+    });
+    expect(targets).toEqual([9, 99]);
+  });
+});

src/strategy/maker-points-logic.ts

@@ -0,0 +1,13 @@
+export interface MakerPointsBandConfig {
+  band0To10: boolean;
+  band10To30: boolean;
+  band30To100: boolean;
+}
+
+export function buildBpsTargets(config: MakerPointsBandConfig): number[] {
+  const targets: number[] = [];
+  if (config.band0To10) targets.push(9);
+  if (config.band10To30) targets.push(29);
+  if (config.band30To100) targets.push(99);
+  return targets.sort((a, b) => a - b);
+}

src/ui/App.tsx

@@ -3,6 +3,7 @@ import { Box, Text, useInput } from "ink";
 import { TrendApp } from "./TrendApp";
 import { GuardianApp } from "./GuardianApp";
 import { MakerApp } from "./MakerApp";
+import { MakerPointsApp } from "./MakerPointsApp";
 import { OffsetMakerApp } from "./OffsetMakerApp";
 import { GridApp } from "./GridApp";
 import { BasisApp } from "./BasisApp";
@@ -12,7 +13,7 @@ import { resolveExchangeId } from "../exchanges/create-adapter";
 import { t } from "../i18n";
 
 interface StrategyOption {
-  id: "trend" | "guardian" | "maker" | "offset-maker" | "basis" | "grid";
+  id: "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid";
   label: string;
   description: string;
   component: React.ComponentType<{ onExit: () => void }>;
@@ -60,19 +61,25 @@ export function App() {
   const integrityOk = useMemo(() => verifyCopyrightIntegrity(), []);
   const exchangeId = useMemo(() => resolveExchangeId(), []);
   const strategies = useMemo(() => {
-    if (!isBasisStrategyEnabled()) {
+    const next: StrategyOption[] = [...BASE_STRATEGIES];
-      return BASE_STRATEGIES;
+    if (exchangeId === "standx") {
+      next.splice(3, 0, {
+        id: "maker-points" as const,
+        label: t("app.strategy.makerPoints.label"),
+        description: t("app.strategy.makerPoints.desc"),
+        component: MakerPointsApp,
+      });
     }
-    return [
+    if (isBasisStrategyEnabled()) {
-      ...BASE_STRATEGIES,
+      next.push({
-      {
         id: "basis" as const,
         label: t("app.strategy.basis.label"),
         description: t("app.strategy.basis.desc"),
         component: BasisApp,
-      },
+      });
-    ];
+    }
-  }, []);
+    return next;
+  }, [exchangeId]);
 
   useInput(
     (input, key) => {

src/ui/MakerPointsApp.tsx

@@ -0,0 +1,238 @@
+import React, { useEffect, useMemo, useRef, useState } from "react";
+import { Box, Text, useInput } from "ink";
+import { makerPointsConfig } from "../config";
+import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
+import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
+import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
+import { DataTable, type TableColumn } from "./components/DataTable";
+import { formatNumber } from "../utils/format";
+import { t } from "../i18n";
+
+interface MakerPointsAppProps {
+  onExit: () => void;
+}
+
+const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
+
+export function MakerPointsApp({ onExit }: MakerPointsAppProps) {
+  const [snapshot, setSnapshot] = useState<MakerPointsSnapshot | null>(null);
+  const [error, setError] = useState<Error | null>(null);
+  const engineRef = useRef<MakerPointsEngine | 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 {
+      if (exchangeId !== "standx") {
+        throw new Error("Maker Points strategy only supports the StandX exchange.");
+      }
+      const adapter = buildAdapterFromEnv({ exchangeId, symbol: makerPointsConfig.symbol });
+      const engine = new MakerPointsEngine(makerPointsConfig, adapter);
+      engineRef.current = engine;
+      setSnapshot(engine.getSnapshot());
+      const handler = (next: MakerPointsSnapshot) => {
+        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("makerPoints.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 feedStatus = snapshot.feedStatus;
+  const feedEntries: Array<{ key: keyof typeof feedStatus; label: string }> = [
+    { key: "account", label: t("maker.feed.account") },
+    { key: "orders", label: t("maker.feed.orders") },
+    { key: "depth", label: t("maker.feed.depth") },
+    { key: "ticker", label: t("maker.feed.ticker") },
+    { key: "binance", label: t("makerPoints.feed.binance") },
+  ];
+  const readyStatus = snapshot.ready ? t("status.live") : t("status.waitingData");
+  const imbalanceStatus = snapshot.binanceDepth?.imbalance ?? "balanced";
+  const imbalanceLabel =
+    imbalanceStatus === "buy_dominant"
+      ? t("offset.imbalance.buy")
+      : imbalanceStatus === "sell_dominant"
+        ? t("offset.imbalance.sell")
+        : t("offset.imbalance.balanced");
+  const quoteMode = snapshot.quoteStatus.closeOnly ? t("makerPoints.mode.closeOnly") : t("makerPoints.mode.normal");
+
+  return (
+    <Box flexDirection="column" paddingX={1}>
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="cyanBright">{t("makerPoints.title")}</Text>
+        <Text>
+          {t("makerPoints.headerLine", {
+            exchange: exchangeName,
+            symbol: snapshot.symbol,
+            bid: formatNumber(topBid, priceDigits),
+            ask: formatNumber(topAsk, priceDigits),
+            spread: spreadDisplay,
+          })}
+        </Text>
+        <Text color="gray">{t("trend.statusLine", { status: readyStatus })}</Text>
+        <Text>
+          {t("makerPoints.quoteLine", {
+            mode: quoteMode,
+            buy: snapshot.quoteStatus.skipBuy ? t("common.disabled") : t("common.enabled"),
+            sell: snapshot.quoteStatus.skipSell ? t("common.disabled") : t("common.enabled"),
+          })}
+        </Text>
+        <Text>
+          {t("makerPoints.binanceLine", {
+            buy: formatNumber(snapshot.binanceDepth?.buySum ?? 0, 4),
+            sell: formatNumber(snapshot.binanceDepth?.sellSum ?? 0, 4),
+            status: imbalanceLabel,
+          })}
+        </Text>
+        <Text>
+          {t("maker.dataStatus")}
+          {feedEntries.map((entry, index) => (
+            <Text key={entry.key} color={feedStatus[entry.key] ? "green" : "red"}>
+              {index === 0 ? " " : " "}
+              {entry.label}
+            </Text>
+          ))}
+        </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>
+  );
+}