Merge pull request #405 from andycheng123/main

doc: grid strategy

README.md

@@ -202,6 +202,25 @@ bbgo sync --session max
 bbgo sync --session binance
 ```
 
+## Using Redis to keep persistence between BBGO sessions
+
+To use Redis, first you need to install your Redis server:
+
+```sh
+# For Ubuntu/Debian Linux
+sudo apt-get install -y redis
+```
+
+Set the following environment variables in your `bbgo.yaml`:
+
+```yaml
+persistence:
+  redis:
+    host: 127.0.0.1  # The IP address or the hostname to your Redis server, 127.0.0.1 if same as BBGO  
+    port: 6379  # Port to Redis server, default 6379
+    db: 0  # DB number to use. You can set to another DB to avoid conflict if other applications are using Redis too.
+```
+
 ## Built-in Strategies
 
 Check out the strategy directory [strategy](pkg/strategy) for all built-in strategies:
@@ -214,7 +233,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
   order [buyandhold](pkg/strategy/pricedrop)
 - `bollgrid` strategy implements a basic grid strategy with the built-in bollinger
   indicator [bollgrid](pkg/strategy/bollgrid)
-- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid)
+- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See
+  [document](./doc/strategy/grid.md).
 - `support` strategy implements the fixed price band grid strategy [support](pkg/strategy/support). See
   [document](./doc/strategy/support.md).
 - `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)

doc/strategy/grid.md

@@ -0,0 +1,31 @@
+### Grid Strategy
+
+This strategy places buy and sell orders within the specified price range. The gap between orders are equal, thus they
+form `grids`. The price gap is calculated from price range and the number of grids. 
+
+
+#### Parameters
+
+- `symbol`
+    - The trading pair symbol, e.g., `BTCUSDT`, `ETHUSDT`
+- `quantity`
+    - Quantity per order
+- `gridNumber`
+    - Number of grids, which is the maximum numbers of orders minus one.
+- `profitSpread`
+    - The arbitrage profit amount of a set of buy and sell orders. In other words, the profit you want to add to your
+      sell order when your buy order is executed.  
+- `upperPrice`
+    - The upper bond price
+- `lowerPrice`
+    - The lower bond price
+- `long`
+    - If true, the sell order is submitted in the same order amount as the filled corresponding buy order, rather than
+      the same quantity, which means the arbitrage profit is accumulated in the base asset rather than the quote asset. 
+- `catchUp`
+    - If true, BBGO will try to submit orders for missing grids. 
+
+
+#### Examples
+
+See [grid.yaml](../../config/grid.yaml)