Grid Trading

import { RestClient } from 'okx-api';

const client = new RestClient({
  apiKey: process.env.API_KEY!,
  apiSecret: process.env.API_SECRET!,
  apiPass: process.env.API_PASS!,
});

const [grid] = await client.placeGridAlgoOrder({
  instId: 'BTC-USDT',
  algoOrdType: 'grid',        // 'grid' = spot grid
  maxPx: '70000',             // upper price boundary
  minPx: '50000',             // lower price boundary
  gridNum: '10',              // number of grid levels
  runType: '1',               // '1' = arithmetic spacing
  investmentAmt: '1000',      // total investment in USDT
  investmentCcy: 'USDT',
});

console.log('Grid algo ID:', grid.algoId);

const client = new RestClient(); // no auth

const [params] = await client.getGridAIParameter({
  algoOrdType: 'grid',
  instId: 'BTC-USDT',
  direction: 'long',
  duration: '7D',  // look-back window: '7D', '30D', '180D'
});

console.log('Recommended max price:', params.maxPx);
console.log('Recommended min price:', params.minPx);
console.log('Recommended grid count:', params.gridNum);
console.log('Annualized return estimate:', params.annualizedRate);

const result = await client.stopGridAlgoOrder([
  {
    algoId: 'your-algo-id',
    instId: 'BTC-USDT',
    algoOrdType: 'grid',
    stopType: '1',  // '1' = sell all positions, '2' = keep positions
  },
]);
console.log('Stopped:', result[0].algoId);

const activeGrids = await client.getGridAlgoOrderList({
  algoOrdType: 'grid',
});

for (const g of activeGrids) {
  console.log(`Grid ${g.algoId}: ${g.instId} ${g.minPx}-${g.maxPx}`);
  console.log(`  PnL: ${g.pnlRatio}, Running since: ${g.cTime}`);
}

// Compute how much to add
const [compute] = await client.computeGridMarginBalance({
  algoId: 'your-algo-id',
  type: 'add',
  amt: '200',
});
console.log('Fee to add margin:', compute.fee);

// Apply the adjustment
await client.adjustGridMarginBalance({
  algoId: 'your-algo-id',
  type: 'add',
  amt: '200',
});

const client = new RestClient();

const [result] = await client.getRSIBackTesting({
  instId: 'BTC-USDT',
  timeframe: '1H',
  thold: '30',      // RSI threshold
  timePeriod: '14', // RSI period
  triggerCond: 'cross_down', // trigger when RSI crosses below threshold
  duration: '1M',
});

console.log('Number of triggers in back-test:', result.triggerNum);