mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 01:05:15 +00:00
33 lines
1.2 KiB
Markdown
33 lines
1.2 KiB
Markdown
### 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 of asset per order.
|
|
You can also instead specify an amount of fiat per order with the `amount` parameter.
|
|
- `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)
|