add max grid config and fix max price formatting

config/grid-max.yaml

@@ -0,0 +1,54 @@
+---
+notifications:
+  slack:
+    defaultChannel: "dev-bbgo"
+    errorChannel: "bbgo-error"
+
+  # if you want to route channel by symbol
+  symbolChannels:
+    "^BTC": "btc"
+    "^ETH": "eth"
+    "^BNB": "bnb"
+
+  # object routing rules
+  routing:
+    trade: "$symbol"
+    order: "$symbol"
+    submitOrder: "$session" # not supported yet
+    pnL: "bbgo-pnl"
+
+sessions:
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+
+  max:
+    exchange: max
+    envVarPrefix: max
+
+riskControls:
+  # This is the session-based risk controller, which let you configure different risk controller by session.
+  sessionBased:
+    # "max" is the session name that you want to configure the risk control
+    max:
+      # orderExecutors is one of the risk control
+      orderExecutors:
+        # symbol-routed order executor
+        bySymbol:
+          MAXUSDT:
+            # basic risk control order executor
+            basic:
+              minQuoteBalance: 1000.0
+              maxBaseAssetBalance: 5000.0
+              minBaseAssetBalance: 10.0
+              maxOrderAmount: 200.0
+
+exchangeStrategies:
+- on: max
+  grid:
+    symbol: MAXUSDT
+    interval: 1m
+    baseQuantity: 200.0
+    gridPips: 0.02
+    gridNumber: 2
+

config/grid.yaml

@@ -22,11 +22,15 @@ sessions:
     exchange: binance
     envVarPrefix: binance
 
+  max:
+    exchange: max
+    envVarPrefix: max
+
 riskControls:
   # This is the session-based risk controller, which let you configure different risk controller by session.
   sessionBased:
     # "max" is the session name that you want to configure the risk control
-    binance:
+    max:
       # orderExecutors is one of the risk control
       orderExecutors:
         # symbol-routed order executor

pkg/bbgo/environment.go

@@ -135,7 +135,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 			for interval := range types.SupportedIntervals {
 				kLines, err := session.Exchange.QueryKLines(ctx, symbol, interval.String(), types.KLineQueryOptions{
 					EndTime: &now,
-					Limit:   100,
+					Limit:   500, // indicators need at least 100
 				})
 				if err != nil {
 					return err

pkg/bbgo/order_execution.go

@@ -28,7 +28,6 @@ func (e *ExchangeOrderExecutionRouter) SubmitOrdersTo(ctx context.Context, sessi
 		return nil, err
 	}
 
-	// e.Notify(":memo: Submitting order to %s %s %s %s with quantity: %s", session, order.Symbol, order.Type, order.Side, order.QuantityString, order)
 	return es.Exchange.SubmitOrders(ctx, formattedOrders...)
 }
 
@@ -44,9 +43,9 @@ func (e *ExchangeOrderExecutor) notifySubmitOrders(orders ...types.SubmitOrder)
 		// pass submit order as an interface object.
 		channel, ok := e.RouteObject(&order)
 		if ok {
-			e.NotifyTo(channel, ":memo: Submitting %s %s %s order with quantity: %s", order.Symbol, order.Type, order.Side, order.QuantityString, &order)
+			e.NotifyTo(channel, ":memo: Submitting %s %s %s order with quantity: %s at price: %s", order.Symbol, order.Type, order.Side, order.QuantityString, order.PriceString, &order)
 		} else {
-			e.Notify(":memo: Submitting %s %s %s order with quantity: %s", order.Symbol, order.Type, order.Side, order.QuantityString, &order)
+			e.Notify(":memo: Submitting %s %s %s order with quantity: %s at price: %s", order.Symbol, order.Type, order.Side, order.QuantityString, order.PriceString, &order)
 		}
 	}
 }

pkg/exchange/max/exchange.go

@@ -362,26 +362,33 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol, interval string, opt
 		limit = options.Limit
 	}
 
+	i, err := maxapi.ParseInterval(interval)
+	if err != nil {
+		return nil, err
+	}
+
+	// workaround for the kline query
+	if options.EndTime != nil && options.StartTime == nil {
+		startTime := options.EndTime.Add(- time.Duration(limit) * time.Minute * time.Duration(i))
+		options.StartTime = &startTime
+	}
+
 	if options.StartTime == nil {
 		return nil, errors.New("start time can not be empty")
 	}
 
-	if options.EndTime != nil {
+	log.Infof("querying kline %s %s %+v", symbol, interval, options)
-		return nil, errors.New("end time is not supported")
-	}
-
-	log.Infof("querying kline %s %s %v", symbol, interval, options)
 
 	// avoid rate limit
 	time.Sleep(100 * time.Millisecond)
 
-	localKlines, err := e.client.PublicService.KLines(toLocalSymbol(symbol), interval, *options.StartTime, limit)
+	localKLines, err := e.client.PublicService.KLines(toLocalSymbol(symbol), interval, *options.StartTime, limit)
 	if err != nil {
 		return nil, err
 	}
 
 	var kLines []types.KLine
-	for _, k := range localKlines {
+	for _, k := range localKLines {
 		kLines = append(kLines, k.KLine())
 	}
 

pkg/exchange/max/maxapi/public.go

@@ -152,7 +152,7 @@ func mustParseTicker(v *fastjson.Value) Ticker {
 
 type Interval int64
 
-func parseResolution(a string) (Interval, error) {
+func ParseInterval(a string) (Interval, error) {
 	switch strings.ToLower(a) {
 
 	case "1m":
@@ -170,12 +170,21 @@ func parseResolution(a string) (Interval, error) {
 	case "1h":
 		return 60, nil
 
+	case "2h":
+		return 60 * 2, nil
+
 	case "3h":
 		return 60 * 3, nil
 
+	case "4h":
+		return 60 * 4, nil
+
 	case "6h":
 		return 60 * 6, nil
 
+	case "8h":
+		return 60 * 8, nil
+
 	case "12h":
 		return 60 * 12, nil
 
@@ -190,7 +199,7 @@ func parseResolution(a string) (Interval, error) {
 
 	}
 
-	return 0, errors.New("incorrect resolution")
+	return 0, errors.Errorf("incorrect resolution: %q", a)
 }
 
 type KLine struct {
@@ -224,7 +233,7 @@ func (s *PublicService) KLines(symbol string, resolution string, start time.Time
 	queries := url.Values{}
 	queries.Set("market", symbol)
 
-	interval, err := parseResolution(resolution)
+	interval, err := ParseInterval(resolution)
 	if err != nil {
 		return nil, err
 	}
@@ -232,7 +241,7 @@ func (s *PublicService) KLines(symbol string, resolution string, start time.Time
 
 	nilTime := time.Time{}
 	if start != nilTime {
-		queries.Set("timestamp", strconv.FormatInt(start.Unix(), 64))
+		queries.Set("timestamp", strconv.FormatInt(start.Unix(), 10))
 	}
 
 	if limit > 0 {

pkg/indicator/boll.go

@@ -39,10 +39,18 @@ type BOLL struct {
 }
 
 func (inc *BOLL) LastUpBand() float64 {
+	if len(inc.UpBand) == 0 {
+		return 0.0
+	}
+
 	return inc.UpBand[len(inc.UpBand)-1]
 }
 
 func (inc *BOLL) LastDownBand() float64 {
+	if len(inc.DownBand) == 0 {
+		return 0.0
+	}
+
 	return inc.DownBand[len(inc.DownBand)-1]
 }
 
@@ -85,6 +93,8 @@ func (inc *BOLL) calculateAndUpdate(kLines []types.KLine) {
 	// update end time
 	inc.EndTime = kLines[index].EndTime
 
+	// log.Infof("update boll: sma=%f, up=%f, down=%f", sma, upBand, downBand)
+
 	inc.EmitUpdate(sma, upBand, downBand)
 }
 

pkg/strategy/grid/strategy.go

@@ -89,6 +89,10 @@ func (s *Strategy) updateBidOrders(orderExecutor bbgo.OrderExecutor, session *bb
 	}
 
 	var downBand = s.boll.LastDownBand()
+	if downBand <= 0.0 {
+		return
+	}
+
 	var startPrice = downBand
 
 	var submitOrders []types.SubmitOrder
@@ -130,6 +134,10 @@ func (s *Strategy) updateAskOrders(orderExecutor bbgo.OrderExecutor, session *bb
 	}
 
 	var upBand = s.boll.LastUpBand()
+	if upBand <= 0.0 {
+		return
+	}
+
 	var startPrice = upBand
 
 	var submitOrders []types.SubmitOrder

pkg/types/market.go

@@ -45,11 +45,10 @@ func (m Market) FormatPriceCurrency(val float64) string {
 
 func (m Market) FormatPrice(val float64) string {
 	// p := math.Pow10(m.PricePrecision)
-
 	prec := int(math.Abs(math.Log10(m.MinPrice)))
 	p := math.Pow10(prec)
 	val = math.Trunc(val*p) / p
-	return strconv.FormatFloat(val, 'f', m.PricePrecision, 64)
+	return strconv.FormatFloat(val, 'f', prec, 64)
 }
 
 func (m Market) FormatQuantity(val float64) string {