WIP: Recreate infinity grid

apps/backtest-report/components/TradingViewChart.tsx

@@ -176,7 +176,7 @@ const ordersToMarkets = (interval: string, orders: Array<Order> | void): Array<M
           position: 'belowBar',
           color: '#239D10',
           shape: 'arrowUp',
-          text: ''+order.price
+          text: ''+order.price.toFixed(0),
           //text: 'B',
         });
         break;
@@ -186,7 +186,7 @@ const ordersToMarkets = (interval: string, orders: Array<Order> | void): Array<M
           position: 'aboveBar',
           color: '#e91e63',
           shape: 'arrowDown',
-          text: ''+order.price
+          text: ''+order.price.toFixed(0),
           //text: 'S',
         });
         break;

config/infinity-grid.yaml

@@ -0,0 +1,69 @@
+---
+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:
+      # orderExecutor is one of the risk control
+      orderExecutor:
+        # symbol-routed order executor
+        bySymbol:
+          ETHUSDT:
+            # basic risk control order executor
+            basic:
+              minQuoteBalance: 10.0
+              maxBaseAssetBalance: 3.0
+              minBaseAssetBalance: 0.0
+              maxOrderAmount: 1000.0
+
+# example command:
+#    godotenv -f .env.local -- go run ./cmd/bbgo backtest --sync-from 2020-11-01 --config config/grid.yaml --base-asset-baseline
+backtest:
+  startTime: "2022-06-01"
+  endTime: "2022-06-17"
+  symbols:
+    - ETHUSDT
+  sessions: [binance]
+  accounts:
+    binance:
+      balances:
+        ETH: 0
+        USDT: 5000.0
+
+exchangeStrategies:
+
+#- on: binance
+  #grid:
+    #symbol: BTCUSDT
+    ##quantity: 0.001
+    ##amount: 50
+    #quantityScale:
+      #byPrice:
+        #exp:
+          #domain: [20_000, 70_000]
+          #range: [0.001, 0.0007]
+    #gridNumber: 33 # 33: spread = 1785
+    #profitSpread: 2000.0  # The profit price spread that you want to add to your sell order when your buy order is executed
+    #upperPrice: 70_000.0
+    #lowerPrice: 20_000.0
+    #long: true  # The sell order is submitted in the same order amount as the filled corresponding buy order, rather than the same quantity.
+- on: binance
+  infinity-grid:
+    symbol: ETHUSDT
+    interval: 1m
+    quantity: 0.05
+    initialOrderQuantity: 1
+    gridNumber: 10
+    countOfMoreOrders: 3 # +2
+    margin: 0.030
+    lowerPrice: 700
+    long: true

pkg/cmd/builtin.go

@@ -14,6 +14,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/fmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/funding"
 	_ "github.com/c9s/bbgo/pkg/strategy/grid"
+	_ "github.com/c9s/bbgo/pkg/strategy/infinity-grid"
 	_ "github.com/c9s/bbgo/pkg/strategy/kline"
 	_ "github.com/c9s/bbgo/pkg/strategy/marketcap"
 	_ "github.com/c9s/bbgo/pkg/strategy/pivotshort"

pkg/fixedpoint/convert.go

@@ -430,6 +430,10 @@ func (a Value) MulExp(exp int) Value {
 	return Value(int64(float64(a) * math.Pow(10, float64(exp))))
 }
 
+func (a Value) MulPow(v Value, exp Value) Value {
+	return Value(int64(float64(a) * math.Pow(v.Float64(), exp.Float64())))
+}
+
 func (a Value) NumIntDigits() int {
 	digits := 0
 	target := int64(a)

pkg/fixedpoint/dec_test.go

@@ -61,6 +61,8 @@ func TestMulExp(t *testing.T) {
 	assert.Equal(t, digits, 3)
 	step := x.MulExp(-digits + 1)
 	assert.Equal(t, "1.66", step.String())
+	step = x.MulPow(NewFromInt(10), NewFromInt(int64(-digits+1)))
+	assert.Equal(t, "1.66", step.String())
 }
 
 func TestNew(t *testing.T) {