99 lines
3.2 KiB
Markdown
99 lines
3.2 KiB
Markdown
# 统一网格逻辑
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## 核心规则
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对任意 `grid_index`，两个方向各挂一单：
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| 方向 | 条件 | 价格 | 含义 |
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|------|------|------|------|
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| 卖出（上移） | `grid_index > 0` | `grid[grid_index - 1]` | 涨回到上一格时卖出获利 |
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| 买入（下移） | `grid_index < len(grid)-1` | `grid[grid_index + 1]` | 跌到下一格时补仓 |
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不需要"建仓"概念，`grid_index=0` 自然表示空仓。
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## 流程图
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```mermaid
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flowchart TD
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START["refreshGridOrder()"] --> GUARD{"isMarketActive AND enabled ?"}
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GUARD -->|No| EXIT0["跳过不下单"]
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GUARD -->|Yes| QUERY["查询未成交订单<br/>queryPendingOrder()"]
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QUERY --> IDX["currentIdx = grid_index"]
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IDX --> SELL{"currentIdx > 0 ?"}
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SELL -->|"No<br/>(空仓，无持仓可卖)"| BUY
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SELL -->|"Yes"| SELL_IDX["sellIdx = currentIdx - 1<br/>卖价 = grid[sellIdx]"]
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SELL_IDX --> SELL_EXIST{"已有同 remark 卖单?"}
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SELL_EXIST -->|No| SELL_CHECK{"卖价 > 涨停价 ?"}
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SELL_CHECK -->|Yes| SELL_SKIP["跳过（超出涨停）"]
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SELL_CHECK -->|No| SELL_PLACE["挂卖出单<br/>orderGrid[sellIdx] = seq"]
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SELL_EXIST -->|Yes| SELL_DUP["跳过（已挂单）"]
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SELL_SKIP --> BUY
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SELL_PLACE --> BUY
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SELL_DUP --> BUY
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BUY{"currentIdx < len(grid)-1 ?"}
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BUY -->|"No<br/>(已到最低价)"| EXIT["结束"]
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BUY -->|"Yes"| BUY_IDX["buyIdx = currentIdx + 1<br/>买价 = grid[buyIdx]"]
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BUY_IDX --> BUY_EXIST{"已有同 remark 买单?"}
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BUY_EXIST -->|No| BUY_CHECK{"买价 < 跌停价 ?"}
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BUY_CHECK -->|Yes| BUY_SKIP["跳过（低于跌停）"]
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BUY_CHECK -->|No| BUY_PLACE["挂买入单<br/>orderGrid[buyIdx] = seq"]
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BUY_EXIST -->|Yes| BUY_DUP["跳过（已挂单）"]
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BUY_SKIP --> EXIT
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BUY_PLACE --> EXIT
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BUY_DUP --> EXIT
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```
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## 三种典型状态
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```
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grid = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1, 0]
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↑ ↑ ↑ ↑
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0 1 2 3 ...
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grid_index=0（空仓）:
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┌────┬────┬────┬────┐
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│ 11 │ 10 │ 9 │ 8 │ ...
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└────┴────┴────┴────┘
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sell=无 buy=10 ← 第一笔买单
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grid_index=1（持1份@10元）:
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┌────┬────┬────┬────┐
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│ 11 │ 10 │ 9 │ 8 │ ...
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└────┴────┴────┴────┘
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sell=11 → buy=9 →
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grid_index=3（持3份@8,9,10元）:
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┌────┬────┬────┬────┐
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│ 11 │ 10 │ 9 │ 8 │ ...
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└────┴────┴────┴────┘
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↑ sell=9 buy=7 →
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当前位置=3
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成交后处理（onOrderTrade）:
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卖单成交 gridIdx < currentIdx → grid_index -= 1（上移，赚差价）
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买单成交 gridIdx > currentIdx → grid_index += 1（下移，补仓）
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然后 refreshGridOrder → 在新位置重新挂单
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```
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## 和之前的区别
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| | 之前 | 之后 |
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|---|---|---|
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| 分支数 | 2 个（status=0 / status=1） | 1 个（统一网格逻辑） |
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| 空仓第一笔 | INIT 单 @ grid[0]=11 | 普通买单 @ grid[1]=10 |
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| grid[0]=11 的用途 | 建仓买入 | 永远只卖不买 |
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| 状态字段 | status + grid_index | 仅 grid_index |
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