Merge pull request #1056 from c9s/fix/grid2/upper-price

grid2: fix upper price error

pkg/strategy/grid2/grid.go

@@ -40,13 +40,16 @@ func calculateArithmeticPins(lower, upper, spread, tickSize fixedpoint.Value) []
 	var ts = tickSize.Float64()
 	var prec = int(math.Round(math.Log10(ts) * -1.0))
 	var pow10 = math.Pow10(prec)
-	for p := lower; p.Compare(upper) <= 0; p = p.Add(spread) {
+	for p := lower; p.Compare(upper.Sub(spread)) <= 0; p = p.Add(spread) {
 		pp := math.Round(p.Float64()*pow10*10.0) / 10.0
 		pp = math.Trunc(pp) / pow10
 		pin := Pin(fixedpoint.NewFromFloat(pp))
 		pins = append(pins, pin)
 	}
 
+	// this makes sure there is no error at the upper price
+	pins = append(pins, Pin(upper))
+
 	return pins
 }
 

pkg/strategy/grid2/strategy.go

@@ -956,7 +956,8 @@ func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoin
 				})
 				usedBase = usedBase.Add(quantity)
 			} else if i > 0 {
-				// next price
+				// if we don't have enough base asset
+				// then we need to place a buy order at the next price.
 				nextPin := pins[i-1]
 				nextPrice := fixedpoint.Value(nextPin)
 				submitOrders = append(submitOrders, types.SubmitOrder{
@@ -975,10 +976,17 @@ func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoin
 				// skip i == 0
 			}
 		} else {
+			// if price spread is not enabled, and we have already placed a sell order index on the top of this price,
+			// then we should skip
 			if s.ProfitSpread.IsZero() && i+1 == si {
 				continue
 			}
 
+			// should never place a buy order at the upper price
+			if i == len(pins)-1 {
+				continue
+			}
+
 			submitOrders = append(submitOrders, types.SubmitOrder{
 				Symbol:      s.Symbol,
 				Type:        types.OrderTypeLimit,