docs(grid): document smart-follow shift and new grid env vars

2026-09-10 08:48:07 +00:00 · 2026-07-21 15:20:49 +08:00
parent ab47c82ebc
commit e8c49e1c9d
2 changed files with 139 additions and 54 deletions
@@ -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)