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Feat/grid (#26)

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* feat(grid): add grid shift, exchange stops, and reconcile safeguards

* docs(grid): document smart-follow shift and new grid env vars
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Disney
2026-07-21 15:30:45 +08:00
committed by GitHub
parent 7efd64ef29
commit b7ace263b1
18 changed files with 4182 additions and 1913 deletions
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.env.example
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@@ -87,6 +87,14 @@ GRID_STOP_LOSS_PCT=0.01 # Stop loss trigger percentage beyond bo
GRID_RESTART_TRIGGER_PCT=0.01 # Restart buffer percentage inside bounds
GRID_AUTO_RESTART_ENABLED=true # Automatically resume grid when price re-enters range
GRID_MAX_CLOSE_SLIPPAGE_PCT=0.05 # Close-order slippage guard relative to mark price
GRID_SHIFT_ENABLED=false # Smart-follow grid: shift the whole grid when price drifts from anchor
GRID_SHIFT_TRIGGER_PCT=0.05 # Shift trigger: |price/anchor - 1| threshold (0.05 => 5%)
GRID_SHIFT_RANGE_PCT=0.05 # New grid half-range around the new anchor after a shift
GRID_SHIFT_CONFIRM_MS=3000 # Deviation must persist this long before shifting (anti-wick)
GRID_USE_REDUCE_ONLY=false # Attach reduceOnly to EXIT orders (some venues reject it alongside entries)
GRID_EXCHANGE_STOP_ENABLED=true # Keep an exchange-side STOP_MARKET backstop (aster/binance/grvt/ondoperps)
GRID_RECONCILE_INTERVAL_MS=30000 # Periodic REST reconcile cadence when the venue supports order queries
GRID_UNCOVERED_GRACE_MS=5000 # Grace before the coverage audit acts on uncovered position
# GRID_PRICE_TICK=0.1 # Optional override for grid price tick (falls back to PRICE_TICK)
# GRID_QTY_STEP=0.001 # Optional override for grid quantity step (falls back to QTY_STEP)