grid.go

package main

import (
	"math"

	exchanges "github.com/QuantProcessing/exchanges"

	"github.com/shopspring/decimal"
)

// LevelStatus represents the state of a grid level.
type LevelStatus int

const (
	LevelEmpty        LevelStatus = iota // No order
	LevelOrderPending                    // Order placed, waiting for fill
)

// GridLevel represents a single grid level.
type GridLevel struct {
	Index   int                 // Grid level index (0 = lowest, N = highest)
	Price   decimal.Decimal     // Price at this level
	Side    exchanges.OrderSide // BUY or SELL (determined by current price at init)
	Status  LevelStatus         // Current status
	OrderID string              // Active order ID (empty = no order)
}

// CalculateGridPrices calculates all grid price levels.
// gridCount specifies the number of grids, generating gridCount+1 price points (including bounds).
func CalculateGridPrices(lowerPrice, upperPrice decimal.Decimal, gridCount int, gridType GridType, pricePrecision int32) []decimal.Decimal {
	count := gridCount + 1 // N grids need N+1 price points
	prices := make([]decimal.Decimal, count)

	switch gridType {
	case GridTypeGeometric:
		// Geometric grid: prices[i] = lower * (upper/lower)^(i/N)
		lowerF, _ := lowerPrice.Float64()
		upperF, _ := upperPrice.Float64()
		ratio := upperF / lowerF

		for i := 0; i < count; i++ {
			exp := float64(i) / float64(gridCount)
			price := lowerF * math.Pow(ratio, exp)
			prices[i] = decimal.NewFromFloat(price).Round(pricePrecision)
		}

	default: // arithmetic
		// Arithmetic grid: step = (upper - lower) / N
		step := upperPrice.Sub(lowerPrice).Div(decimal.NewFromInt(int64(gridCount)))
		for i := 0; i < count; i++ {
			prices[i] = lowerPrice.Add(step.Mul(decimal.NewFromInt(int64(i)))).Round(pricePrecision)
		}
	}

	return prices
}

// FindCurrentPriceIndex finds the position of the current price in the grid.
// Returns the level index where prices[index] <= currentPrice < prices[index+1].
// Returns -1 if price is below the lowest level, len(prices)-1 if above the highest.
func FindCurrentPriceIndex(prices []decimal.Decimal, currentPrice decimal.Decimal) int {
	for i := len(prices) - 1; i >= 0; i-- {
		if currentPrice.GreaterThanOrEqual(prices[i]) {
			return i
		}
	}
	return -1
}