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- from __future__ import annotations
- import time
- from datetime import datetime, timezone
- from src.trader_mcp.strategy_sdk import Strategy
- class Strategy(Strategy):
- LABEL = "Grid Trader"
- TICK_MINUTES = 0.2
- # NOTE:
- # This strategy is currently using a protective workaround for stale order state,
- # because exec-mcp can temporarily report order records that do not reflect the
- # clean post-reset strategy state. The grid prefers its own fresh persisted state
- # first, so the real exchange behavior stays testable while exec-mcp is improved.
- # Expect the reconciliation behavior to change again once exec-mcp is fixed.
- CONFIG_SCHEMA = {
- "grid_levels": {"type": "int", "default": 6, "min": 1, "max": 20},
- "grid_step_pct": {"type": "float", "default": 0.012, "min": 0.001, "max": 0.1},
- "volatility_timeframe": {"type": "string", "default": "1h"},
- "volatility_multiplier": {"type": "float", "default": 0.5, "min": 0.0, "max": 10.0},
- "grid_step_min_pct": {"type": "float", "default": 0.005, "min": 0.0001, "max": 0.5},
- "grid_step_max_pct": {"type": "float", "default": 0.03, "min": 0.0001, "max": 1.0},
- "order_size": {"type": "float", "default": 0.0, "min": 0.0},
- "inventory_cap_pct": {"type": "float", "default": 0.7, "min": 0.0, "max": 1.0},
- "recenter_pct": {"type": "float", "default": 0.05, "min": 0.0, "max": 0.5},
- "fee_rate": {"type": "float", "default": 0.0025, "min": 0.0, "max": 0.05},
- "trade_sides": {"type": "string", "default": "both"},
- "max_notional_per_order": {"type": "float", "default": 0.0, "min": 0.0},
- "order_call_delay_ms": {"type": "int", "default": 250, "min": 0, "max": 10000},
- "enable_trend_guard": {"type": "bool", "default": True},
- "trend_guard_reversal_max": {"type": "float", "default": 0.25, "min": 0.0, "max": 1.0},
- "debug_orders": {"type": "bool", "default": True},
- "use_all_available": {"type": "bool", "default": True},
- }
- STATE_SCHEMA = {
- "center_price": {"type": "float", "default": 0.0},
- "last_price": {"type": "float", "default": 0.0},
- "seeded": {"type": "bool", "default": False},
- "last_action": {"type": "string", "default": "idle"},
- "last_error": {"type": "string", "default": ""},
- "orders": {"type": "list", "default": []},
- "order_ids": {"type": "list", "default": []},
- "debug_log": {"type": "list", "default": []},
- "base_available": {"type": "float", "default": 0.0},
- "counter_available": {"type": "float", "default": 0.0},
- "trend_guard_active": {"type": "bool", "default": False},
- "regimes_updated_at": {"type": "string", "default": ""},
- "account_snapshot_updated_at": {"type": "string", "default": ""},
- }
- def init(self):
- return {
- "center_price": 0.0,
- "last_price": 0.0,
- "seeded": False,
- "last_action": "idle",
- "last_error": "",
- "orders": [],
- "order_ids": [],
- "debug_log": ["init cancel all orders"],
- "base_available": 0.0,
- "counter_available": 0.0,
- "trend_guard_active": False,
- "regimes_updated_at": "",
- "account_snapshot_updated_at": "",
- }
- def _log(self, message: str) -> None:
- state = getattr(self, "state", {}) or {}
- log = list(state.get("debug_log") or [])
- log.append(message)
- state["debug_log"] = log[-12:]
- self.state = state
- def _base_symbol(self) -> str:
- return (self.context.base_currency or self.context.market_symbol or "XRP").split("/")[0].upper()
- def _market_symbol(self) -> str:
- return self.context.market_symbol or f"{self._base_symbol().lower()}usd"
- def _mode(self) -> str:
- return getattr(self.context, "mode", "active") or "active"
- def _price(self) -> float:
- payload = self.context.get_price(self._base_symbol())
- return float(payload.get("price") or 0.0)
- def _regime_snapshot(self) -> dict:
- timeframes = ["1d", "4h", "1h", "15m"]
- snapshot = {}
- for tf in timeframes:
- try:
- snapshot[tf] = self.context.get_regime(self._base_symbol(), tf)
- except Exception as exc:
- snapshot[tf] = {"error": str(exc)}
- return snapshot
- def _refresh_regimes(self) -> None:
- self.state["regimes"] = self._regime_snapshot()
- self.state["regimes_updated_at"] = datetime.now(timezone.utc).isoformat()
- def _trend_guard_status(self) -> tuple[bool, str]:
- if not bool(self.config.get("enable_trend_guard", True)):
- return False, "disabled"
- reversal_max = float(self.config.get("trend_guard_reversal_max", 0.25) or 0.0)
- regimes = self.state.get("regimes") or self._regime_snapshot()
- d1 = (regimes.get("1d") or {}) if isinstance(regimes, dict) else {}
- h4 = (regimes.get("4h") or {}) if isinstance(regimes, dict) else {}
- d1_trend = str((d1.get("trend") or {}).get("state") or "unknown")
- h4_trend = str((h4.get("trend") or {}).get("state") or "unknown")
- d1_rev = float((d1.get("reversal") or {}).get("score") or 0.0)
- h4_rev = float((h4.get("reversal") or {}).get("score") or 0.0)
- strong_trend = d1_trend in {"bull", "bear"} and d1_trend == h4_trend
- weak_reversal = max(d1_rev, h4_rev) <= reversal_max
- active = bool(strong_trend and weak_reversal)
- reason = f"1d={d1_trend} 4h={h4_trend} rev={max(d1_rev, h4_rev):.3f}"
- return active, reason
- def _grid_step_pct(self) -> float:
- base_step = float(self.config.get("grid_step_pct", 0.012) or 0.012)
- tf = str(self.config.get("volatility_timeframe", "1h") or "1h")
- multiplier = float(self.config.get("volatility_multiplier", 0.5) or 0.0)
- min_step = float(self.config.get("grid_step_min_pct", 0.005) or 0.0)
- max_step = float(self.config.get("grid_step_max_pct", 0.03) or 1.0)
- try:
- regime = self.context.get_regime(self._base_symbol(), tf)
- short_regime = self.context.get_regime(self._base_symbol(), "15m")
- atr_pct = float((regime or {}).get("volatility", {}).get("atr_percent") or 0.0)
- short_atr_pct = float((short_regime or {}).get("volatility", {}).get("atr_percent") or 0.0)
- atr_pct = max(atr_pct, short_atr_pct)
- self.state["regimes"] = self._regime_snapshot()
- except Exception as exc:
- self._log(f"regime fetch failed: {exc}")
- atr_pct = 0.0
- adaptive = (atr_pct / 100.0) * multiplier if atr_pct > 0 else base_step
- step = adaptive if atr_pct > 0 else base_step
- step = max(step, min_step)
- step = min(step, max_step)
- self.state["grid_step_pct"] = step
- self.state["atr_percent"] = atr_pct
- return step
- def _available_balance(self, asset_code: str) -> float:
- try:
- info = self.context.get_account_info()
- except Exception as exc:
- self._log(f"account info failed: {exc}")
- return 0.0
- balances = info.get("balances") if isinstance(info, dict) else []
- if not isinstance(balances, list):
- return 0.0
- wanted = str(asset_code or "").upper()
- for balance in balances:
- if not isinstance(balance, dict):
- continue
- if str(balance.get("asset_code") or "").upper() != wanted:
- continue
- try:
- return float(balance.get("available") if balance.get("available") is not None else balance.get("total") or 0.0)
- except Exception:
- return 0.0
- return 0.0
- def _refresh_balance_snapshot(self) -> None:
- try:
- info = self.context.get_account_info()
- except Exception as exc:
- self._log(f"balance refresh failed: {exc}")
- return
- balances = info.get("balances") if isinstance(info, dict) else []
- if not isinstance(balances, list):
- return
- base = self._base_symbol()
- quote = self.context.counter_currency or "USD"
- for balance in balances:
- if not isinstance(balance, dict):
- continue
- asset = str(balance.get("asset_code") or "").upper()
- try:
- available = float(balance.get("available") if balance.get("available") is not None else balance.get("total") or 0.0)
- except Exception:
- continue
- if asset == base:
- self.state["base_available"] = available
- if asset == str(quote).upper():
- self.state["counter_available"] = available
- self.state["account_snapshot_updated_at"] = datetime.now(timezone.utc).isoformat()
- def _supported_levels(self, side: str, price: float, min_notional: float) -> int:
- if min_notional <= 0 or price <= 0:
- return 0
- safety = 0.995
- fee_rate = float(self.config.get("fee_rate", 0.0025) or 0.0)
- if side == "buy":
- quote = self.context.counter_currency or "USD"
- quote_available = self._available_balance(quote)
- self.state["counter_available"] = quote_available
- usable_notional = quote_available * safety
- return max(int(usable_notional / min_notional), 0)
- base = self._base_symbol()
- base_available = self._available_balance(base)
- self.state["base_available"] = base_available
- usable_notional = base_available * safety * price / (1 + fee_rate)
- return max(int(usable_notional / min_notional), 0)
- def _side_allowed(self, side: str) -> bool:
- selected = str(self.config.get("trade_sides", "both") or "both").strip().lower()
- if selected == "both":
- return True
- return selected == side
- def _desired_sides(self) -> set[str]:
- selected = str(self.config.get("trade_sides", "both") or "both").strip().lower()
- if selected == "both":
- return {"buy", "sell"}
- if selected in {"buy", "sell"}:
- return {selected}
- return {"buy", "sell"}
- def _suggest_amount(self, side: str, price: float, levels: int, min_notional: float) -> float:
- if levels <= 0 or price <= 0:
- return 0.0
- safety = 0.995
- fee_rate = float(self.config.get("fee_rate", 0.0025) or 0.0)
- max_notional = float(self.config.get("max_notional_per_order", 0.0) or 0.0)
- manual = float(self.config.get("order_size", 0.0) or 0.0)
- min_amount = (min_notional / price) if min_notional > 0 else 0.0
- if side == "buy":
- quote = self.context.counter_currency or "USD"
- quote_available = self._available_balance(quote)
- self.state["counter_available"] = quote_available
- spendable_quote = quote_available * safety
- amount = spendable_quote / (max(levels, 1) * price * (1 + fee_rate))
- else:
- base = self._base_symbol()
- base_available = self._available_balance(base)
- self.state["base_available"] = base_available
- spendable_base = (base_available * safety) / (1 + fee_rate)
- amount = spendable_base / max(levels, 1)
- amount = max(amount, min_amount * 1.05)
- if max_notional > 0 and price > 0:
- amount = min(amount, max_notional / (price * (1 + fee_rate)))
- if manual > 0:
- if manual >= min_amount:
- amount = min(amount, manual)
- else:
- self._log(
- f"manual order_size below minimum: order_size={manual:.6g} min_amount={min_amount:.6g} price={price} min_notional={min_notional}"
- )
- return max(amount, 0.0)
- def _place_grid(self, center: float) -> None:
- mode = self._mode()
- levels = int(self.config.get("grid_levels", 6) or 6)
- step = self._grid_step_pct()
- min_notional = float(self.context.minimum_order_value or 0.0)
- market = self._market_symbol()
- orders = []
- order_ids = []
- def _capture_order_id(result):
- if isinstance(result, dict):
- return result.get("bitstamp_order_id") or result.get("order_id") or result.get("id") or result.get("client_order_id")
- return None
- buy_levels = min(levels, self._supported_levels("buy", center, min_notional)) if (mode == "active" and self._side_allowed("buy")) else (levels if self._side_allowed("buy") else 0)
- sell_levels = min(levels, self._supported_levels("sell", center, min_notional)) if (mode == "active" and self._side_allowed("sell")) else (levels if self._side_allowed("sell") else 0)
- buy_amount = self._suggest_amount("buy", center, max(buy_levels, 1), min_notional)
- sell_amount = self._suggest_amount("sell", center, max(sell_levels, 1), min_notional)
- for i in range(1, levels + 1):
- buy_price = round(center * (1 - (step * i)), 8)
- sell_price = round(center * (1 + (step * i)), 8)
- if mode != "active":
- orders.append({"side": "buy", "price": buy_price, "amount": buy_amount, "result": {"simulated": True}})
- orders.append({"side": "sell", "price": sell_price, "amount": sell_amount, "result": {"simulated": True}})
- self._log(f"plan level {i}: buy {buy_price} amount {buy_amount:.6g} / sell {sell_price} amount {sell_amount:.6g}")
- continue
- if i > buy_levels and i > sell_levels:
- self._log(f"skip level {i}: no capacity on either side")
- continue
- min_size_buy = (min_notional / buy_price) if buy_price > 0 else 0.0
- min_size_sell = (min_notional / sell_price) if sell_price > 0 else 0.0
- try:
- if i <= buy_levels and buy_amount >= min_size_buy:
- buy = self.context.place_order(side="buy", order_type="limit", amount=buy_amount, price=buy_price, market=market)
- orders.append({"side": "buy", "price": buy_price, "amount": buy_amount, "result": buy})
- buy_id = _capture_order_id(buy)
- if buy_id is not None:
- order_ids.append(str(buy_id))
- if i <= sell_levels and sell_amount >= min_size_sell:
- sell = self.context.place_order(side="sell", order_type="limit", amount=sell_amount, price=sell_price, market=market)
- orders.append({"side": "sell", "price": sell_price, "amount": sell_amount, "result": sell})
- sell_id = _capture_order_id(sell)
- if sell_id is not None:
- order_ids.append(str(sell_id))
- self._log(f"seed level {i}: buy {buy_price} amount {buy_amount:.6g} / sell {sell_price} amount {sell_amount:.6g}")
- except Exception as exc: # best effort for first draft
- self.state["last_error"] = str(exc)
- self._log(f"seed level {i} failed: {exc}")
- continue
- delay = max(int(self.config.get("order_call_delay_ms", 250) or 0), 0) / 1000.0
- if delay > 0:
- time.sleep(delay)
- self.state["orders"] = orders
- self.state["order_ids"] = order_ids
- self.state["last_action"] = "seeded grid"
- def _place_side_grid(self, side: str, center: float, *, start_level: int = 1) -> None:
- levels = int(self.config.get("grid_levels", 6) or 6)
- step = self._grid_step_pct()
- min_notional = float(self.context.minimum_order_value or 0.0)
- fee_rate = float(self.config.get("fee_rate", 0.0025) or 0.0)
- safety = 0.995
- market = self._market_symbol()
- orders = list(self.state.get("orders") or [])
- order_ids = list(self.state.get("order_ids") or [])
- side_levels = min(levels, self._supported_levels(side, center, min_notional))
- amount = self._suggest_amount(side, center, max(side_levels, 1), min_notional)
- if side == "buy":
- quote = self.context.counter_currency or "USD"
- quote_available = self._available_balance(quote)
- max_affordable_amount = (quote_available * safety) / (center * (1 + fee_rate)) if center > 0 else 0.0
- min_amount = (min_notional / center) if center > 0 and min_notional > 0 else 0.0
- if max_affordable_amount < min_amount:
- self._log(
- f"skip side buy: insufficient counter balance quote={quote_available:.6g} max_affordable_amount={max_affordable_amount:.6g} min_amount={min_amount:.6g} fee_rate={fee_rate}"
- )
- return
- amount = min(amount, max_affordable_amount)
- if side_levels <= 0 and min_notional > 0 and center > 0:
- min_amount = min_notional / center
- if amount >= min_amount:
- side_levels = 1
- self._log(f"side {side} restored to 1 level because amount clears minimum: amount={amount:.6g} min_amount={min_amount:.6g}")
- self._log(
- f"prepare side {side}: market={market} center={center} levels={side_levels} amount={amount:.6g} min_notional={min_notional} existing_ids={order_ids}"
- )
- for i in range(start_level, levels + 1):
- price = round(center * (1 - (step * i)) if side == "buy" else center * (1 + (step * i)), 8)
- min_size = (min_notional / price) if price > 0 else 0.0
- if i > side_levels or amount < min_size:
- self._log(
- f"skip side {side} level {i}: amount={amount:.6g} below min_size={min_size:.6g} min_notional={min_notional} price={price}"
- )
- continue
- try:
- self._log(f"place side {side} level {i}: price={price} amount={amount:.6g}")
- result = self.context.place_order(side=side, order_type="limit", amount=amount, price=price, market=market)
- status = None
- order_id = None
- if isinstance(result, dict):
- status = result.get("status")
- order_id = result.get("bitstamp_order_id") or result.get("order_id") or result.get("id") or result.get("client_order_id")
- self._log(f"place side {side} level {i} result status={status} order_id={order_id} raw={result}")
- orders.append({"side": side, "price": price, "amount": amount, "result": result})
- if order_id is not None:
- order_ids.append(str(order_id))
- self._log(f"seed side {side} level {i}: {price} amount {amount:.6g}")
- except Exception as exc:
- self.state["last_error"] = str(exc)
- self._log(f"seed side {side} level {i} failed: {exc}")
- continue
- delay = max(int(self.config.get("order_call_delay_ms", 250) or 0), 0) / 1000.0
- if delay > 0:
- time.sleep(delay)
- self.state["orders"] = orders
- self.state["order_ids"] = order_ids
- self._log(f"side {side} placement complete: tracked_ids={order_ids}")
- def _top_up_missing_levels(self, center: float, live_orders: list[dict]) -> None:
- target_levels = int(self.config.get("grid_levels", 6) or 6)
- if target_levels <= 0:
- return
- for side in ("buy", "sell"):
- count = 0
- for order in live_orders:
- if not isinstance(order, dict):
- continue
- if str(order.get("side") or "").lower() == side:
- count += 1
- if 0 < count < target_levels:
- self._log(f"top up side {side}: have {count}, want {target_levels}")
- self._place_side_grid(side, center, start_level=count + 1)
- def _cancel_obsolete_side_orders(self, open_orders: list[dict], desired_sides: set[str]) -> list[str]:
- removed: list[str] = []
- for order in open_orders:
- if not isinstance(order, dict):
- continue
- side = str(order.get("side") or "").lower()
- order_id = str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "")
- if not order_id or side in desired_sides:
- continue
- try:
- self.context.cancel_order(order_id)
- removed.append(order_id)
- self._log(f"cancelled obsolete {side} order {order_id}")
- except Exception as exc:
- self.state["last_error"] = str(exc)
- self._log(f"cancel obsolete {side} order {order_id} failed: {exc}")
- return removed
- def _sync_open_orders_state(self) -> list[dict]:
- try:
- open_orders = self.context.get_open_orders()
- except Exception as exc:
- self.state["last_error"] = str(exc)
- self._log(f"open orders sync failed: {exc}")
- return []
- if not isinstance(open_orders, list):
- open_orders = []
- live_orders = [order for order in open_orders if isinstance(order, dict)]
- live_ids = [str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "") for order in live_orders]
- live_ids = [oid for oid in live_ids if oid]
- live_sides = [str(order.get("side") or "").lower() for order in live_orders]
- self.state["orders"] = live_orders
- self.state["order_ids"] = live_ids
- self.state["open_order_count"] = len(live_ids)
- self._log(f"sync live orders: count={len(live_ids)} sides={live_sides} ids={live_ids}")
- return live_orders
- def _cancel_orders(self, order_ids) -> None:
- for order_id in order_ids or []:
- self._log(f"dropping stale order {order_id} from state")
- def on_tick(self, tick):
- self._refresh_balance_snapshot()
- price = self._price()
- self.state["last_price"] = price
- self.state["last_error"] = ""
- self._refresh_regimes()
- try:
- live_orders = self._sync_open_orders_state()
- live_ids = list(self.state.get("order_ids") or [])
- open_order_count = len(live_ids)
- expected_ids = [str(oid) for oid in (self.state.get("order_ids") or []) if oid]
- stale_ids = []
- missing_ids = []
- except Exception as exc:
- open_order_count = -1
- live_orders = []
- live_ids = []
- expected_ids = []
- stale_ids = []
- missing_ids = []
- self.state["last_error"] = str(exc)
- self._log(f"open orders check failed: {exc}")
- # Workaround: after a reset, trust the fresh strategy state first.
- # This prevents stale exec-mcp records from blocking the next clean test.
- if not (self.state.get("order_ids") or []):
- live_orders = []
- live_ids = []
- open_order_count = 0
- expected_ids = []
- stale_ids = []
- missing_ids = []
- self.state["open_order_count"] = open_order_count
- desired_sides = self._desired_sides()
- mode = self._mode()
- guard_active, guard_reason = self._trend_guard_status()
- self.state["trend_guard_active"] = guard_active
- if mode == "active" and guard_active:
- self._log(f"trend guard active: {guard_reason}")
- try:
- self.context.cancel_all_orders()
- except Exception as exc:
- self.state["last_error"] = str(exc)
- self._log(f"trend guard cancel failed: {exc}")
- self.state["last_action"] = "trend_guard"
- return {"action": "guard", "price": price, "reason": guard_reason}
- if mode != "active":
- if not self.state.get("seeded") or not self.state.get("center_price"):
- self.state["center_price"] = price
- self._place_grid(price)
- self.state["seeded"] = True
- self._log(f"planned grid at {price}")
- return {"action": "plan", "price": price}
- center = float(self.state.get("center_price") or price)
- recenter_pct = float(self.config.get("recenter_pct", 0.05) or 0.05)
- deviation = abs(price - center) / center if center else 0.0
- if deviation >= recenter_pct:
- self.state["center_price"] = price
- self._place_grid(price)
- self._log(f"planned recenter to {price}")
- return {"action": "plan", "price": price, "deviation": deviation}
- self.state["last_action"] = "observe monitor"
- self._log(f"observe at {price} dev {deviation:.4f}")
- return {"action": "observe", "price": price, "deviation": deviation}
- if stale_ids:
- self._log(f"stale live orders: {stale_ids}")
- self._cancel_orders(stale_ids)
- live_ids = [oid for oid in live_ids if oid not in stale_ids]
- if missing_ids:
- self._log(f"missing tracked orders: {missing_ids}")
- self.state["order_ids"] = live_ids
- cancelled_obsolete = self._cancel_obsolete_side_orders(live_orders, desired_sides)
- if cancelled_obsolete:
- live_orders = self._sync_open_orders_state()
- live_ids = list(self.state.get("order_ids") or [])
- open_order_count = len(live_ids)
- if desired_sides != {"buy", "sell"}:
- current_sides = {str(order.get("side") or "").lower() for order in live_orders if isinstance(order, dict)}
- missing_side = next((side for side in desired_sides if side not in current_sides), None)
- if missing_side and self.state.get("center_price"):
- self._log(f"adding missing {missing_side} side after trade_sides change, live_sides={sorted(current_sides)} live_ids={live_ids}")
- self._place_side_grid(missing_side, float(self.state.get("center_price") or price))
- live_orders = self._sync_open_orders_state()
- self._log(f"post-add sync: open_order_count={self.state.get('open_order_count', 0)} live_ids={self.state.get('order_ids') or []}")
- self.state["last_action"] = f"added {missing_side} side"
- return {"action": "add_side", "price": price, "side": missing_side}
- if desired_sides == {"buy", "sell"}:
- current_sides = {str(order.get("side") or "").lower() for order in live_orders if isinstance(order, dict)}
- missing_sides = [side for side in ("buy", "sell") if side not in current_sides]
- if missing_sides and self.state.get("center_price"):
- for side in missing_sides:
- self._log(f"adding missing {side} side after trade_sides change, live_sides={sorted(current_sides)} live_ids={live_ids}")
- self._place_side_grid(side, float(self.state.get("center_price") or price))
- live_orders = self._sync_open_orders_state()
- self._log(f"post-add sync: open_order_count={self.state.get('open_order_count', 0)} live_ids={self.state.get('order_ids') or []}")
- self.state["last_action"] = f"added {','.join(missing_sides)} side(s)"
- return {"action": "add_side", "price": price, "side": ",".join(missing_sides)}
- if live_orders and self.state.get("center_price"):
- self._top_up_missing_levels(float(self.state.get("center_price") or price), live_orders)
- live_orders = self._sync_open_orders_state()
- if not self.state.get("seeded") or not self.state.get("center_price"):
- self.state["center_price"] = price
- self._place_grid(price)
- live_orders = self._sync_open_orders_state()
- self.state["seeded"] = True
- mode = self._mode()
- self._log(f"{'seeded' if mode == 'active' else 'planned'} grid at {price}")
- return {"action": "seed" if mode == "active" else "plan", "price": price}
- if open_order_count == 0 or (expected_ids and not set(expected_ids).intersection(set(live_ids))):
- self._log("no open orders, reseeding grid")
- self.state["center_price"] = price
- self._place_grid(price)
- live_orders = self._sync_open_orders_state()
- mode = self._mode()
- self.state["last_action"] = "reseeded" if mode == "active" else f"{mode} monitor"
- return {"action": "reseed" if mode == "active" else "plan", "price": price}
- center = float(self.state.get("center_price") or price)
- recenter_pct = float(self.config.get("recenter_pct", 0.05) or 0.05)
- deviation = abs(price - center) / center if center else 0.0
- if deviation >= recenter_pct:
- try:
- self.context.cancel_all_orders()
- except Exception as exc:
- self.state["last_error"] = str(exc)
- self.state["center_price"] = price
- self._place_grid(price)
- live_orders = self._sync_open_orders_state()
- mode = self._mode()
- self.state["last_action"] = "recentered" if mode == "active" else f"{mode} monitor"
- self._log(f"recentered grid to {price}")
- return {"action": "recenter" if mode == "active" else "plan", "price": price, "deviation": deviation}
- mode = self._mode()
- self.state["last_action"] = "hold" if mode == "active" else f"{mode} monitor"
- self._log(f"hold at {price} dev {deviation:.4f}")
- return {"action": "hold" if mode == "active" else "plan", "price": price, "deviation": deviation}
- def render(self):
- return {
- "widgets": [
- {"type": "metric", "label": "market", "value": self._market_symbol()},
- {"type": "metric", "label": "center", "value": round(float(self.state.get("center_price") or 0.0), 6)},
- {"type": "metric", "label": "last price", "value": round(float(self.state.get("last_price") or 0.0), 6)},
- {"type": "metric", "label": "state", "value": self.state.get("last_action", "idle")},
- {"type": "metric", "label": "orders", "value": len(self.state.get("orders") or [])},
- {"type": "metric", "label": "open orders", "value": self.state.get("open_order_count", 0)},
- {"type": "metric", "label": "ATR %", "value": round(float(self.state.get("atr_percent") or 0.0), 4)},
- {"type": "metric", "label": "grid step %", "value": round(float(self.state.get("grid_step_pct") or 0.0) * 100.0, 4)},
- {"type": "metric", "label": "1d", "value": ((self.state.get('regimes') or {}).get('1d') or {}).get('trend', {}).get('state', 'n/a')},
- {"type": "metric", "label": "4h", "value": ((self.state.get('regimes') or {}).get('4h') or {}).get('trend', {}).get('state', 'n/a')},
- {"type": "metric", "label": "1h", "value": ((self.state.get('regimes') or {}).get('1h') or {}).get('trend', {}).get('state', 'n/a')},
- {"type": "metric", "label": "15m", "value": ((self.state.get('regimes') or {}).get('15m') or {}).get('trend', {}).get('state', 'n/a')},
- {"type": "metric", "label": f"{self._base_symbol()} avail", "value": round(float(self.state.get("base_available") or 0.0), 8)},
- {"type": "metric", "label": f"{self.context.counter_currency or 'USD'} avail", "value": round(float(self.state.get("counter_available") or 0.0), 8)},
- *([
- {"type": "metric", "label": "trend guard active", "value": "on"},
- {"type": "text", "label": "trend guard reason", "value": "higher-timeframe trend conflict"},
- ] if self.state.get("trend_guard_active") else []),
- {"type": "text", "label": "error", "value": self.state.get("last_error", "") or "none"},
- {"type": "log", "label": "debug log", "lines": self.state.get("debug_log") or []},
- ]
- }
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