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grid2: add doc comment for gridNumber

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This commit is contained in:
c9s 2022-12-06 10:47:19 +08:00
parent c2e219e180
commit 68e7d0ec24
2 changed files with 14 additions and 7 deletions
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8
config/grid2.yaml
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@ -35,9 +35,13 @@ exchangeStrategies:
- on: binance
grid2:
symbol: BTCUSDT
upperPrice: 50_000.0
lowerPrice: 28_000.0
gridNumber: 1000
upperPrice: 50_000.0
## gridNumber is the total orders between the upper price and the lower price
## gridSpread = (upperPrice - lowerPrice) / gridNumber
## Make sure your gridNumber satisfy this: MIN(gridSpread/lowerPrice, gridSpread/upperPrice) > (makerFeeRate * 2)
gridNumber: 150
## compound is used for buying more inventory when the profit is made by the filled SELL order.
## when compound is disabled, fixed quantity is used for each grid order.

13
pkg/strategy/grid2/strategy.go
View File

@ -131,12 +131,15 @@ func (s *Strategy) Validate() error {
}
if !s.ProfitSpread.IsZero() {
percent := s.ProfitSpread.Div(s.LowerPrice)
// the min fee rate from 2 maker/taker orders (with 0.1 rate for profit)
gridFeeRate := s.FeeRate.Mul(fixedpoint.NewFromFloat(2.01))
// the min fee rate from 2 maker/taker orders
minProfitSpread := s.FeeRate.Mul(fixedpoint.NewFromInt(2))
if percent.Compare(minProfitSpread) < 0 {
return fmt.Errorf("profitSpread %f %s is too small, less than the fee rate: %s", s.ProfitSpread.Float64(), percent.Percentage(), s.FeeRate.Percentage())
if s.ProfitSpread.Div(s.LowerPrice).Compare(gridFeeRate) < 0 {
return fmt.Errorf("profitSpread %f %s is too small for lower price, less than the fee rate: %s", s.ProfitSpread.Float64(), s.ProfitSpread.Div(s.LowerPrice).Percentage(), s.FeeRate.Percentage())
}
if s.ProfitSpread.Div(s.UpperPrice).Compare(gridFeeRate) < 0 {
return fmt.Errorf("profitSpread %f %s is too small for upper price, less than the fee rate: %s", s.ProfitSpread.Float64(), s.ProfitSpread.Div(s.UpperPrice).Percentage(), s.FeeRate.Percentage())
}
}