From 84c3d386ca48a117bdac78837647a3369e63c119 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Wed, 9 Nov 2022 16:20:40 +0800
Subject: [PATCH] grid2: implement find next higher/lower pin

---
 pkg/strategy/grid2/grid.go      | 28 +++++++++++++++++++++++++
 pkg/strategy/grid2/grid_test.go | 36 +++++++++++++++++++++++++++++++++
 2 files changed, 64 insertions(+)

diff --git a/pkg/strategy/grid2/grid.go b/pkg/strategy/grid2/grid.go
index 35633f633..20aa541b2 100644
--- a/pkg/strategy/grid2/grid.go
+++ b/pkg/strategy/grid2/grid.go
@@ -86,6 +86,34 @@ func (g *Grid) HasPin(pin Pin) (ok bool) {
 	return ok
 }
 
+// NextHigherPin finds the next higher pin
+func (g *Grid) NextHigherPin(price fixedpoint.Value) (Pin, bool) {
+	i := g.SearchPin(price)
+	if i < len(g.Pins) && fixedpoint.Value(g.Pins[i]).Compare(price) == 0 && i+1 < len(g.Pins) {
+		return g.Pins[i+1], true
+	}
+
+	return Pin(fixedpoint.Zero), false
+}
+
+// NextLowerPin finds the next lower pin
+func (g *Grid) NextLowerPin(price fixedpoint.Value) (Pin, bool) {
+	i := g.SearchPin(price)
+	if i < len(g.Pins) && fixedpoint.Value(g.Pins[i]).Compare(price) == 0 && i-1 >= 0 {
+		return g.Pins[i-1], true
+	}
+
+	return Pin(fixedpoint.Zero), false
+}
+
+func (g *Grid) SearchPin(price fixedpoint.Value) int {
+	i := sort.Search(len(g.Pins), func(i int) bool {
+		a := fixedpoint.Value(g.Pins[i])
+		return a.Compare(price) >= 0
+	})
+	return i
+}
+
 func (g *Grid) ExtendUpperPrice(upper fixedpoint.Value) (newPins []Pin) {
 	if upper.Compare(g.UpperPrice) <= 0 {
 		return nil
diff --git a/pkg/strategy/grid2/grid_test.go b/pkg/strategy/grid2/grid_test.go
index 18e5c8095..742c2116f 100644
--- a/pkg/strategy/grid2/grid_test.go
+++ b/pkg/strategy/grid2/grid_test.go
@@ -100,6 +100,42 @@ func TestGrid_ExtendLowerPrice(t *testing.T) {
 	}
 }
 
+func TestGrid_NextLowerPin(t *testing.T) {
+	upper := number(500.0)
+	lower := number(100.0)
+	size := number(4.0)
+	grid := NewGrid(lower, upper, size, number(0.01))
+	t.Logf("pins: %+v", grid.Pins)
+
+	next, ok := grid.NextLowerPin(number(200.0))
+	assert.True(t, ok)
+	assert.Equal(t, Pin(number(100.0)), next)
+
+	next, ok = grid.NextLowerPin(number(150.0))
+	assert.False(t, ok)
+	assert.Equal(t, Pin(fixedpoint.Zero), next)
+}
+
+func TestGrid_NextHigherPin(t *testing.T) {
+	upper := number(500.0)
+	lower := number(100.0)
+	size := number(4.0)
+	grid := NewGrid(lower, upper, size, number(0.01))
+	t.Logf("pins: %+v", grid.Pins)
+
+	next, ok := grid.NextHigherPin(number(100.0))
+	assert.True(t, ok)
+	assert.Equal(t, Pin(number(200.0)), next)
+
+	next, ok = grid.NextHigherPin(number(400.0))
+	assert.True(t, ok)
+	assert.Equal(t, Pin(number(500.0)), next)
+
+	next, ok = grid.NextHigherPin(number(500.0))
+	assert.False(t, ok)
+	assert.Equal(t, Pin(fixedpoint.Zero), next)
+}
+
 func Test_calculateArithmeticPins(t *testing.T) {
 	type args struct {
 		lower    fixedpoint.Value