feat: Grid trade feature (#248)

chrisleekr · Jul 29, 2021 · 5df1cda · 5df1cda
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diff --git a/.env.dist b/.env.dist
@@ -21,3 +21,4 @@ BINANCE_LOCAL_TUNNEL_SUBDOMAIN=default
 ## Feature Toggles
 BINANCE_FEATURE_TOGGLE_NOTIFY_ORDER_CONFIRM=true
 BINANCE_FEATURE_TOGGLE_NOTIFY_DEBUG=false
+BINANCE_FEATURE_TOGGLE_NOTIFY_ORDER_EXECUTE=true
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -5,6 +5,8 @@ All notable changes to this project will be documented in this file.
 ## Unreleased
 
 - Make the local tunnel to be disabled by default. Thanks [@pedrohusky](https://github.com/pedrohusky)
+- Support Grid strategy for buy/sell to mitigate loss/increasing profit - [#158](https://github.com/chrisleekr/binance-trading-bot/issues/158)
+- Add frontend option to disable sorting or improve sorting - [#244](https://github.com/chrisleekr/binance-trading-bot/issues/244)
 
 ## [0.0.72] - 2021-07-07
 

diff --git a/Dockerfile b/Dockerfile
@@ -3,6 +3,9 @@ FROM node:14-alpine AS dev-stage
 
 RUN apk add --no-cache make gcc g++ python
 
+# Add configuration files
+COPY image-files/ /
+
 WORKDIR /srv
 
 COPY package*.json ./
@@ -23,6 +26,8 @@ ARG NODE_ENV=development
 ENV NODE_ENV=${NODE_ENV}
 LABEL com.chrisleekr.binance-trading-bot.node-env=${NODE_ENV}
 
+ENTRYPOINT [ "docker-entrypoint.sh" ]
+
 CMD [ "npm", "run", "dev" ]
 
 # build stage
@@ -49,8 +54,13 @@ ARG NODE_ENV=production
 ENV NODE_ENV=${NODE_ENV}
 LABEL com.chrisleekr.binance-trading-bot.node-env=${NODE_ENV}
 
+# Add configuration files
+COPY image-files/ /
+
 WORKDIR /srv
 
 COPY --from=build-stage /srv /srv
 
+ENTRYPOINT [ "docker-entrypoint.sh" ]
+
 CMD [ "npm", "start"]
diff --git a/README.ko.md b/README.ko.md
diff --git a/README.md b/README.md
diff --git a/README.zh-cn.md b/README.zh-cn.md
@@ -33,122 +33,197 @@
 >
 > 简单来说就是在价格变化时，按固定的数值或百分比进行委托。利用这个特性可以在下跌买入时买到尽可能低的价格，在上涨卖出时卖出最高的价格。
 
-- 该机器人可以监测多个代币，并对每个代币的价格进行每秒监测。
-- 这个机器人只在 USDT 交易对中测试过，比如 BTC/USDT，ETH/USDT。你也可以添加其他与法币锚定的稳定币，比如 BUSD、AUD。但是我并没有使用这些稳定币在生产环境测试过，请自行承担风险。
-- 该机器人使用 MongoDB 数据库。然而，它并没有没有使用最新的 MongoDB 来支持Raspberry Pi 32bit，使用的 MongoDB 版本是3.2.20，这是由 [apcheamitru](https://hub.docker.com/r/apcheamitru/arm32v7-mongo) 提供的。
+- The bot supports multiple buy/sell orders based on the configuration.
+- The bot can monitor multiple symbols. All symbols will be monitored per second.
+- The bot is using MongoDB to provide a persistence database. However, it does not use the latest MongoDB to support Raspberry Pi 32bit. Used MongoDB version
+  is 3.2.20, which is provided by [apcheamitru](https://hub.docker.com/r/apcheamitru/arm32v7-mongo).
+- The bot is tested/working with Linux and Raspberry Pi 4 32bit. Other platforms are not tested.
 
 #### 买入信号（Buy Signal）
 
-该机器人将持续监测一段时间内的最低值。一旦当前价格达到最低价格，那么机器人将下达买入的 "止损限价单（STOP-LOSS-LIMIT）"指令。如果当前价格持续下跌。那么机器人将取消之前的订单，并重新放置新的"止损限价单（STOP-LOSS-LIMIT）"订单。
+The bot will continuously monitor the coin based on the grid trade configuration.
 
-- 当达到卖出的触发价格时，如果有足够的持仓（通常超过10美元），机器人就不会再下买单。
+For grid trade #1, the bot will place a STOP-LOSS-LIMIT order to buy when the current price reaches the lowest price. If the current price continuously falls, then the bot will cancel the previous order and re-place the new STOP-LOSS-LIMIT order with the new price.
+
+After grid trade #1, the bot will monitor the COIN based on the last buy price.
+
+- The bot will not place a buy order of the grid trade #1 if has enough coin (typically over $10 worth) to sell when reaches the trigger price for selling.
+- The bot will remove the last buy price if the estimated value is less than the last buy price removal threshold.
 
 ##### 买入方案
 
-比方说，使用如下买入配置设置：
+Let say, if the buy grid trade configurations are set as below:
+
+- Number of grids: 2
+- Grids
+  | No# | Trigger Percentage  | Stop Price Percentage | Limit price percentage | USDT |
+  | --- | ------------------- | --------------------- | ---------------------- | ---- |
+  | 1   | 1                   | 1.05                  | 1.051                  | 50   |
+  | 2   | 0.8                 | 1.03                  | 1.031                  | 100  |
+
+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.
+
+Your 1st grid trading for buying is configured as below:
+
+- Grid No#: 1
+- Trigger percentage: 1
+- Stop percentage: 1.05 (5.00%)
+- Limit percentage: 1.051 (5.10%)
+- Max purchase amount: $50
+
+And the market is as below:
 
-- 最大购买金额(Maximum purchase amount): $50
-- 触发百分比(Trigger percentage): 1.005 (0.5%)
-- 止损百分比(Stop price percentage): 1.01 (1.0%)
-- 限价百分比(Limit price percentage): 1.011 (1.1%)
+- Current price: $105
+- Lowest price: $100
+- Trigger price: $100
 
-市场情况如下：
+When the current price is falling 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.
 
-- 市场价: $101
-- 限价: $100
-- 触发价: $100.5
+- Stop price: $100 * 1.05 = $105
+- Limit price: $100 * 1.051 = $105.1
+- Quantity: 0.47573
 
-现在机器人不会下单，因为触发价（100.5）低于现价（101）
+Let's assume the market changes as below:
 
-在下一次市场成交后（next tick），市场情况现在如下：
+- Current price: $95
 
-- 市场价: $100
-- 限价: $100
-- 触发价: $100.5
+Then the bot will follow the price fall and place new STOP-LOSS-LIMIT order as below:
 
-现在，机器人会新建一个限价止损单来买入，因为现价(\$100)已经低于了触发价(\$100.5)。为了简化计算，这里没有考虑佣金。在真实的交易中，数量会有不同。新的买入订单会被执行如下：
+- Stop price: $95 * 1.05 = $99.75
+- Limit price: $95 * 1.051 = $99.845
+- Quantity: 0.5
 
-- 止损价 Stop price: \$100 \* 1.01 = $101
-- 限价 Limit price: \$100 \* 1.011 = $101.1
-- 数量: 0.49
+Let's assume the market changes as below:
 
-在下一次市场成交后（next tick），市场情况现在如下：
+- Current price: $100
 
-- 现价: $99
-- 当前限价 Current limit price: $99 \* 1.011 = 100.089
-- 未平仓止损价 Open order stop price: $101
+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`.
 
-由于当前的未平仓止损价 101 高于当前限价 100.089，机器人会取消当前的订单并按以下方式重新下单
+Once the coin is purchased, the bot will start monitoring the sell signal and at the same time, monitor the next grid trading for buying.
 
-- 止损价 Stop price: \$99 \* 1.01 = $99.99
-- 限价 Limit price: \$99 \* 1.011 = $100.089
-- 数量 Quantity: 0.49
+Your 2nd grid trading for buying is configured as below:
 
-如果价格不断下跌，这个新的买单也会不断更新报价。
+- Grid#: 2
+- Current last buy price: $99.845
+- Trigger percentage: 0.8 (20%)
+- Stop percentage: 1.03 (3.00%)
+- Limit percentage: 1.031 (3.10%)
+- Max purchase amount: $100
 
-接下来在一次市场成交后（next tick），市场情况如下：
+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.
 
-- 现价 Current price: $100
+Let's assume the market changes as below:
 
-现在当前价格到了止损价（99.99），因此，买单将会按限价 100.089 报价下单。
+- 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
 
 ### 卖出信号
 
-如果有足够的余额用于卖出，并且最后的买入价格已被记录，那么机器人将开始监测卖出信号。一旦当前价格达到触发价格，机器人将下达一个止损限价单来卖出。如果当前价格持续上涨，那么机器人将取消之前的订单，并重新以新的价格重新下新的止损限价单。
+If there is enough balance for selling and the last buy price is recorded in the bot, then the bot will start monitoring the sell signal of the grid trade #1. Once the current price reaches the trigger price of the grid trade #1, then the bot will place a STOP-LOSS-LIMIT order to sell. If the current price continuously rises, then the bot will cancel the previous order and re-place the new STOP-LOSS-LIMIT order with the new price.
 
-- 如果该币的价值低于10美元（最低名义价值），那么机器人将删除最后的买入价格，因为Binance不允许下低于10美元的订单。
-- 如果机器人没有最后买入价格的记录，机器人将不会卖出该币。
+- If the bot does not have a record for the last buy price, the bot will not sell the coin.
+- If the coin is worth less than the last buy price removal threshold, then the bot will remove the last buy price.
+- If the coin is not worth than the minimum notional value, then the bot will not place an order.
 
 #### 卖出方案
 
-比方说，使用如下卖出配置设置：
+Let say, if the sell grid trade configurations are set as below:
+
+- 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                      |
+  | 2nd | 1.08                | 0.95                  | 0.949                  | 1                        |
+
+Unlike buy, the sell configuration will use the percentage of a quantity. If you want to sell all of your coin quantity, then simply configure it as `1` (100%).
+
+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 current 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
 
-- 触发百分比 Trigger percentage: 1.05 (5.0%)
-- 止损百分比 Stop price percentage: 0.98 (-2.0%)
-- 限价百分比 Limit price percentage: 0.979 (-2.1%)
+Let's assume the market changes as below:
 
-同时市场行情如下：
+- Current price: $87
 
-- 剩余代币数量 Coin owned: 0.5
-- 市场价 Current price: $100
-- Last buy price: $100
-- 触发价 Trigger price: \$100 \* 1.05 = $105
+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).
 
-这时机器人将不会提交订单，因为触发价(\$105)低于市场价(\$100)
+- Current quantity: 0.895
+- Current last buy price: $83.80
 
-如果价格持续走低，机器会持续监控价格，直到价格达到触发价
+Let's assume the market changes as below:
 
-接下来在一次市场成交后（next tick），市场行情如下：
+- Current price: $91
 
-- 市场价 Current price: $105
-- 触发价 Trigger price: $105
+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:
 
-机器人将提交新的止损限价单进行卖出，因为当前的价格（\$105）高于或等于触发价格（\$105）。
-为了简化计算，我没有考虑佣金。在实际交易中，数量可能会有所不同。新的卖单将被提交如下：
+- Stop price: $91 * 0.95 = $86.45
+- Limit price: $91 * 0.949 = $86.359
+- Quantity: 0.895
 
-- 止损价 Stop price: \$105 \* 0.98 = $102.9
-- 限价 Limit price: \$105 \* 0.979 = $102.795
-- 数量 Quantity: 0.5
+Let's assume the market changes as below:
 
-接下来在一次市场成交后（next tick），市场情况如下：
+- Current price: $100
 
-- 市场价 Current price: $106
-- 当前限价 Current limit price: $103.774
-- 开仓止损价 Open order stop price: $102.29
+Then the bot will follow the price rise and place new STOP-LOSS-LIMT order as below:
 
-由于未平仓订单的止损价格（\$102.29）低于当前的限价(\$103.774)，机器人将取消未平仓订单，并提交新的止损限价单，如下所示：
+- Stop price: $100 * 0.95 = $95
+- Limit price: $100 * 0.949 = $94.9
+- Quantity: 0.895
 
-- 止损价 Stop price: \$106 \* 0.98 = $103.88
-- 限价 Limit price: \$106 \* 0.979 = $103.774
-- 数量 Quantity: 0.5
+Let's assume the market changes as below:
 
-如果市场价不断升高，新的卖单也会更新报价。
+- Current price: $94
 
-如果市场价格变化：
+Then the bot will execute 2nd sell for the coin.
 
-- 市场价 Current price: $103
+The final profit would be
 
-目前的价格达到了止损价（\$103.88）；因此，订单将以限价（$103.774）执行。
+- 1st sell: $94.9 * 0.895 = $84.9355
+- 2nd sell: $87.21 * 0.895 = $78.05295
+- Final profit: $162 (8% profit)
 
 ### [功能](https://github.com/chrisleekr/binance-trading-bot/wiki/Features)
 
@@ -246,11 +321,11 @@
 
 | 前端 移动端 | 设置 | 手工交易 |
 | --------- | ---- | ------ |
-| ![Frontend Mobile](https://user-images.githubusercontent.com/5715919/124752399-262e5f00-df6b-11eb-9dc1-e8f06b98aa9a.png) | ![Setting](https://user-images.githubusercontent.com/5715919/124752414-2890b900-df6b-11eb-90f4-7fa79a84bf1d.png) | ![Manual Trade](https://user-images.githubusercontent.com/5715919/124752425-2c244000-df6b-11eb-97d9-d81e494d7e40.png) |
+| ![Frontend Mobile](https://user-images.githubusercontent.com/5715919/127318555-31216c7e-f27c-4e05-a3b1-1ebda386e439.png) | ![Setting](https://user-images.githubusercontent.com/5715919/127318581-4e422ac9-b145-4e83-a90d-5c05c61d6e2f.png) | ![Manual Trade](https://user-images.githubusercontent.com/5715919/127318630-f2180e1b-3feb-48fa-a083-4cb7f90f743f.png) |
 
 | Frontend Desktop                                                                                                          |
 | ------------------------------------------------------------------------------------------------------------------------- |
-| ![Frontend Desktop](https://user-images.githubusercontent.com/5715919/124752605-668ddd00-df6b-11eb-887b-8cf79048d798.png) |
+| ![Frontend Desktop](https://user-images.githubusercontent.com/5715919/127318831-1cbfab93-6300-4251-b757-7d51eb5fbc2d.png) |
 
 ### Sample Trade