fix grid strategy order placing

config/grid.yaml

@@ -1,22 +1,4 @@
 ---
-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
@@ -63,7 +45,7 @@ exchangeStrategies:
 - on: max
   grid:
     symbol: BTCUSDT
-    quantity: 0.01
+    quantity: 0.001
     gridNumber: 10
     profitSpread: 50.0
     upperPrice: 11000.0

pkg/bbgo/environment.go

@@ -241,7 +241,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 				if lastPriceTime == emptyTime {
 					session.lastPrices[symbol] = lastKLine.Close
 					lastPriceTime = lastKLine.EndTime
-				} else if lastPriceTime.Before(lastKLine.EndTime) {
+				} else if lastKLine.EndTime.After(lastPriceTime) {
 					session.lastPrices[symbol] = lastKLine.Close
 					lastPriceTime = lastKLine.EndTime
 				}
@@ -251,6 +251,8 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 					marketDataStore.AddKLine(k)
 				}
 			}
+
+			log.Infof("last price: %f", session.lastPrices[symbol])
 		}
 
 		if environ.TradeService != nil {

pkg/exchange/max/maxapi/websocket.go

@@ -153,10 +153,12 @@ func (s *WebSocketService) read(ctx context.Context) {
 				continue
 			}
 
+			if m != nil {
 				s.dispatch(m)
 			}
 		}
 	}
+}
 
 func (s *WebSocketService) dispatch(msg interface{}) {
 	switch e := msg.(type) {

pkg/strategy/grid/strategy.go

@@ -65,16 +65,14 @@ type Strategy struct {
 }
 
 func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) {
+	log.Infof("placing grid orders...")
+
 	quoteCurrency := s.Market.QuoteCurrency
 	balances := session.Account.Balances()
 
-	balance, ok := balances[quoteCurrency]
-	if !ok || balance.Available <= 0 {
-		return
-	}
-
 	currentPrice, ok := session.LastPrice(s.Symbol)
 	if !ok {
+		log.Warn("last price not found, skipping")
 		return
 	}
 
@@ -83,6 +81,10 @@ func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bb
 	gridSize := priceRange.Div(fixedpoint.NewFromInt(s.GridNum))
 
 	var orders []types.SubmitOrder
+
+	baseBalance, ok := balances[s.Market.BaseCurrency]
+	if ok && baseBalance.Available > 0 {
+		log.Infof("placing sell order from %f ~ %f per grid %f", (currentPriceF + gridSize).Float64(), s.UpperPrice.Float64(), gridSize.Float64())
 		for price := currentPriceF + gridSize; price <= s.UpperPrice; price += gridSize {
 			order := types.SubmitOrder{
 				Symbol:      s.Symbol,
@@ -95,8 +97,15 @@ func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bb
 			}
 			orders = append(orders, order)
 		}
+	} else {
+		log.Warnf("base balance is not enough, we can't place ask orders")
+	}
 
-	for price := currentPriceF - gridSize; price <= s.LowerPrice; price -= gridSize {
+	quoteBalance, ok := balances[quoteCurrency]
+	if ok && quoteBalance.Available > 0 {
+		log.Infof("placing buy order from %f ~ %f per grid %f", (currentPriceF - gridSize).Float64(), s.LowerPrice.Float64(), gridSize.Float64())
+
+		for price := currentPriceF - gridSize; price >= s.LowerPrice; price -= gridSize {
 			order := types.SubmitOrder{
 				Symbol:      s.Symbol,
 				Side:        types.SideTypeBuy,
@@ -108,6 +117,9 @@ func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bb
 			}
 			orders = append(orders, order)
 		}
+	} else {
+		log.Warnf("quote balance is not enough, we can't place bid orders")
+	}
 
 	createdOrders, err := orderExecutor.SubmitOrders(context.Background(), orders...)
 	if err != nil {

scripts/setup-bollgrid.sh

@@ -1,6 +1,6 @@
 #!/bin/bash
 osf=$(uname | tr '[:upper:]' '[:lower:]')
-version=v1.3.1
+version=v1.5.0
 
 echo "Downloading bbgo"
 curl -L -o bbgo https://github.com/c9s/bbgo/releases/download/$version/bbgo-$osf

scripts/setup-grid.sh

@@ -1,6 +1,6 @@
 #!/bin/bash
 osf=$(uname | tr '[:upper:]' '[:lower:]')
-version=v1.3.1
+version=v1.5.0
 
 echo "Downloading bbgo"
 curl -L -o bbgo https://github.com/c9s/bbgo/releases/download/$version/bbgo-$osf

scripts/setup.sh

@@ -1,6 +1,6 @@
 #!/bin/bash
 osf=$(uname | tr '[:upper:]' '[:lower:]')
-version=v1.3.1
+version=v1.5.0
 
 echo "Downloading bbgo"
 curl -L -o bbgo https://github.com/c9s/bbgo/releases/download/$version/bbgo-$osf