feat: Grid trade feature #248

chrisleekr · 2021-07-23T13:01:35Z

Description

The bot is currently trading single buy/single sell.
There was a suggestion from @domnuprofesor to allow multiple buy/sell feature #158

This PR is to cover the feature

How to test:

$ git pull
$ git checkout feat/support-grid-trade
$ npm run docker:build
$ docker-compose -f docker-compose.server.yml up -d
$ docker ps -a
$ docker logs binance-bot -f --tail=1000 | bunyan

Note that when you use this branch, there is a migration running over your current configuration.
Once start using this PR, you cannot go back to use the previous version including the master branch.

Todo

This PR is not completed yet as require more features.

Save all filled orders to database
Allow removing the saved symbol grid trade manually

Related Issue

#158

Motivation and Context

To provide the feature, massive refactoring was required and changes in setting UI.

The features outlines as below:

Buy

Setting UI

Number of grids: 2
Grids

No# Trigger Percentage Stop Price Percentage Limit price percentage USDT BTC BUSD

1 1 1.05 1.051 50 0.001 50 X

2 0.8 1.03 1.031 100 0.002 50 X

Validation

Buy amount cannot be less than the minimum notional value.
Only 1st trigger percentage can be above or equal to 1.

Scenario

Your 1st grid trading for buying is configured as below:

Grid No#: 1
Trigger percentage: 1
Stop percentage: 1.05
Limit percentage: 1.051
Buy amount: 50 USDT

To make it easier to understand, I will use $ as a USDT symbol. For the simple calculation, I do not take an account for the commission. In real trading, the quantity may be different.

Let's assume the current price is $105 for 1 COIN.

Current price: $105
Lowest price: $100
Trigger price: $100

When the current price is down to the lowest price ($100) and lower than ATH(All-Time High) restricted price if enabled, the bot will place new STOP-LOSS-LIMIT order for buying.

Stop price: $100 * 1.05 = $105
Limit price: $100 * 1.051 = $105.1
Quantity: 0.47573

Let's assume the market changes as below:

Current price: $95

Then the bot will follow the price fall and place new STOP-LOSS-LIMIT order as below:

Stop price: $95 * 1.05 = $99.75
Limit price: $95 * 1.051 = $99.845
Quantity: 0.5

Let's assume the market changes as below:

Current price: $100

Then the bot will execute 1st purchase for the coin. The last buy price will be recorded as $99.845. The purchased quantity will be 0.5.

Once the coin is purchased, the bot will start monitoring the sell signal or the next grid trading for buying.

Your 2nd grid trading for buying is configured as below:

Grid#: 2
Current last buy price: $99.845
Trigger percentage: 0.8
Stop percentage: 1.03
Limit percentage: 1.031
Buy amount: $100

And if the current price is continuously falling to $79.876 (20% lower), then the bot will place new STOP-LOSS-LIMIT order for the 2nd grid trading for the coin.

Let's assume the market changes as below:

Current price: $75

Then the bot will follow the price fall and place new STOP-LOSS-LIMT order as below:

Stop price: $75 * 1.03 = 77.25
Limit price: $75 * 1.031 = 77.325
Quantity: 1.29

Let's assume the market changes as below:

Current price: $78

Then the bot will execute 2nd purchase for the coin. The last buy price will be automatically re-calculated as below:

Final last buy price: ($50 + $100)/(0.5 COIN + 1.29 COIN) = $83.80

Sell

Setting UI

Number of grids: 2
Grids

No# Trigger Percentage Stop Price Percentage Limit price percentage Sell Quantity Percentage

1st 1.05 0.97 0.969 0.5 X

2nd 1.08 0.95 0.949 1 X

Unlike buy, the sell setting will use the percentage of a quantity. If you want to sell all of your coin quantity, then simply configure it as 100.

Validation

The trigger percentage cannot be lower than the previous trigger percentage.
If the grid's sell amount percentage is 1, then a new grid cannot be added.
If the last grid's sell amount percentage is not 1, then display the warning The bot will not sell all quantities. If you want to sell all quantities, configure as 1 for the last grid.

Sell Scenario

From the last buy actions, you now have the following balances:

Current quantity: 1.79
Current last buy price: $83.80

Your 1st grid trading for selling is configured as below:

Grid No# 1
Trigger percentage: 1.05
Stop price percentage: 0.97
Limit price percentage: 0.969
Sell amount percentage: 0.5

Let's assume the market changes as below:

Current price: $88

As the price is higher than the sell trigger price($87.99), then the bot will place new STOP-LOSS-LIMIT order for selling.

Stop price: $88 * 0.97 = $85.36
Limit price: $88 * 0.969 = $85.272
Quantity: 0.895

Let's assume the market changes as below:

Current price: $90

Then the bot will follow the price rise and place new STOP-LOSS-LIMIT order as below:

Stop price: $90 * 0.97 = $87.30
Limit price: $90 * 0.969 = $87.21
Quantity: 0.895

Let's assume the market changes as below:

Current price: $87

Then the bot will execute 1st sell for the coin. Then the bot will now wait for 2nd selling trigger price ($83.80 * 1.08 = $90.504).

Current quantity: 0.895
Current last buy price: 83.80 USDT

Let's assume the market changes as below:

Current price: $91

Then the current price($91) is higher than 2nd selling trigger price ($90.504), the bot will place new STOP-LOSS-LIMIT order as below:

Stop price: $91 * 0.95 = $86.45
Limit price: $91 * 0.949 = $86.359
Quantity: 0.895

Let's assume the market changes as below:

Current price: $100

Then the bot will follow the price rise and place new STOP-LOSS-LIMT order as below:

Stop price: $100 * 0.95 = $95
Limit price: $100 * 0.949 = $94.9
Quantity: 0.895

Let's assume the market changes as below:

Current price: $94

Then the bot will execute 2nd sell for the coin.

The final profit would be

1st sell: $94.9 * 0.895 = $84.9355
2nd sell: $87.21 * 0.895 = $78.05295
162 USDT (8% profit)

Symbol configuration

The symbol configuration should allow overriding the grid setting.
The symbol configuration should allow setting executed status manually.

How Has This Been Tested?

I am currently testing this feature and fixed some unforeseen issues.
It is now fairly stable. However, I will continue to test until I am confident with stability.

Welcome to test and suggest if you find any issue.

Screenshots (if appropriate):

Global Setting UI - Buy	Global Setting UI - Sell	Symbol Setting UI

Frontend 1	Frontend 2

habibalkhabbaz

Thanks @chrisleekr for this big update!
I added some comments before testing, they are just enhancements and not issues.

app/cronjob/trailingTrade/step/determine-action.js

app/cronjob/trailingTrade/step/place-buy-order.js

habibalkhabbaz

I am testing the feature now, and it's working great until now.
However, I figured out these small issues that need to be fixed.

public/js/SymbolSettingIconGridBuy.js

public/js/SettingIconGridBuy.js

app/cronjob/trailingTrade/step/determine-action.js

app/frontend/websocket/configure.js

habibalkhabbaz · 2021-07-27T06:48:20Z

Thanks a lot @chrisleekr, I like your updates.
However, there is a bug when changing grid trades in the global settings, they will override the customized symbol grid trades.

Steps to reproduce the bug:

Add (one) grid trade for one symbol for buy & sell and customize them.
Add multiple grid trades for buy & sell in the global settings and apply them.
Check the customized grid trades of that symbol, you will see they are overridden.

chrisleekr · 2021-07-27T11:17:21Z

@habibalkhabbaz
Another good find. Let me fix it up.

Updated:

I fixed up and added more tests for those cases.
Let me know if you find any issues.

habibalkhabbaz · 2021-07-27T15:26:43Z

@habibalkhabbaz
Another good find. Let me fix it up.

Updated:

I fixed up and added more tests for those cases.
Let me know if you find any issues.

Just updated my local branch and it seems working very well!
I will let you know when I find something else.

habibalkhabbaz · 2021-07-28T11:13:23Z

Finally we have sorting 😍 , let me test this

habibalkhabbaz

I just tested the latest update and I found these small issues.

public/js/AppSorting.js

habibalkhabbaz · 2021-07-28T11:28:32Z

public/js/AppSorting.js

+      if (s.sell.difference) {
+        return (s.sell.difference + 1000) * -10;
+      }
+      return s.buy.difference;


Same comment in line 26

habibalkhabbaz · 2021-07-28T11:31:19Z

Oh, I didn't see the latest update.
However, why we don't use + for the numbers instead of conditions. It make sense, doesn't ?

chrisleekr · 2021-07-28T11:47:14Z

Oh, I didn't see the latest update.
However, why we don't use + for the numbers instead of conditions. It make sense, doesn't ?

The reason I don't use + is that it returns null as a value. It will give you the wrong order such as the below image. Below image is for the sort Sell Profit (ASC).

The correct order would be like below:

It is achieved by adding the condition as below:

s.sell.currentProfitPercentage !== null
        ? s.sell.currentProfitPercentage
        : direction === 'asc'
        ? 999
        : -999,

And lodash order by _.orderBy should handle string/number correctly if I am not wrong.

chrisleekr · 2021-07-29T12:17:50Z

I think this PR is pretty stable. I will release it tomorrow or this weekend.
Actually, let me release now.

elvishp2006 · 2021-07-30T11:08:33Z

Hey @chrisleekr, it's already closed, but maybe I have found a strange situation, two buy orders have been executed to MATIC, but it's showing that only the first grid was executed

chrisleekr · 2021-07-30T11:10:26Z

@elvishp2006 Let's open new issue and follow from there.

elvishp2006 · 2021-07-30T11:21:06Z

Done @chrisleekr #252

Added grid trade feature

852eba0

chrisleekr added the enhancement New feature or request label Jul 23, 2021

chrisleekr linked an issue Jul 23, 2021 that may be closed by this pull request

allow multiple orders per coin via configuration #158

Closed

chrisleekr self-assigned this Jul 23, 2021

chrisleekr mentioned this pull request Jul 23, 2021

allow multiple orders per coin via configuration #158

Closed

Updated README.md

40b5581

habibalkhabbaz reviewed Jul 23, 2021

View reviewed changes

app/cronjob/trailingTrade/step/determine-action.js Outdated Show resolved Hide resolved

app/cronjob/trailingTrade/step/place-buy-order.js Outdated Show resolved Hide resolved

habibalkhabbaz suggested changes Jul 24, 2021

View reviewed changes

public/js/SymbolSettingIconGridBuy.js Outdated Show resolved Hide resolved

public/js/SymbolSettingIconGridBuy.js Outdated Show resolved Hide resolved

public/js/SettingIconGridBuy.js Outdated Show resolved Hide resolved

public/js/SettingIconGridBuy.js Outdated Show resolved Hide resolved

chrisleekr added 7 commits July 24, 2021 13:40

Housekeeping

307f4b2

Updated ensure-grid-trade-order-executed step

784cc64

Updated determine-action step

ff91759

Now save orders

afb8013

Updated saveOrder

d822abe

Fix UI

ff8cf7e

Fix UI

24b51ec

habibalkhabbaz reviewed Jul 24, 2021

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app/cronjob/trailingTrade/step/determine-action.js Show resolved Hide resolved

chrisleekr added 2 commits July 25, 2021 17:00

Added remove grid trade

0e15fba

Fixed the issue with remove-last-buy-price and added trigger buy action

6d74eab

habibalkhabbaz reviewed Jul 26, 2021

View reviewed changes

app/frontend/websocket/configure.js Show resolved Hide resolved

Housekeeping

4d6eb7d

chrisleekr added 2 commits July 27, 2021 22:07

Fixed symbol configuration

875e974

Updated README.md

1b42b5e

Added sorting

444eda5

chrisleekr added 2 commits July 28, 2021 21:14

Fixed sorting

5506543

Fixed sorting UI

b4c1a74

habibalkhabbaz suggested changes Jul 28, 2021

View reviewed changes

chrisleekr added 2 commits July 28, 2021 22:00

Updated README.md

1f1ae2f

Updated README.md

cf2a17a

chrisleekr linked an issue Jul 28, 2021 that may be closed by this pull request

UX issue with coin sorting #244

Closed

Updated README.md

47ce716

chrisleekr merged commit 5df1cda into master Jul 29, 2021

chrisleekr deleted the feat/support-grid-trade branch July 30, 2021 12:46

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feat: Grid trade feature #248

feat: Grid trade feature #248

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elvishp2006 commented Jul 30, 2021

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elvishp2006 commented Jul 30, 2021

No#	Trigger Percentage	Stop Price Percentage	Limit price percentage	USDT	BTC	BUSD
1	1	1.05	1.051	50	0.001	50	X
2	0.8	1.03	1.031	100	0.002	50	X

No#	Trigger Percentage	Stop Price Percentage	Limit price percentage	Sell Quantity Percentage
1st	1.05	0.97	0.969	0.5	X
2nd	1.08	0.95	0.949	1	X

feat: Grid trade feature #248

feat: Grid trade feature #248

Conversation

chrisleekr commented Jul 23, 2021 • edited Loading

Description

Todo

Related Issue

Motivation and Context

Buy

Setting UI

Validation

Scenario

Sell

Setting UI

Validation

Sell Scenario

Symbol configuration

How Has This Been Tested?

Screenshots (if appropriate):

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