价格范围内的网格数量及其宽度

Question

所以我正在尝试创建一个类似于 Binance 交易网格的结构：

我的尝试：

grid_start = 2.5
grid_gap = 5

total_grids = 10

grids = 0

buy_grid_start = grid_start

buy_grids = []

# CALCULATE GRID
while True:
    if grids == total_grids:
        break
    else:
        grids += 1
        buy_grid_start += (buy_grid_start * grid_gap / 100)
        buy_grids.append(f"{buy_grid_start:0.3f}")

print(buy_grids)
print(f"Total grids: {grids}")

这只给了我 10 个网格，每个网格比前一个网格（价格）高 5%。

我的问题是如何获得网格结构，例如您可以在其中输入较低价格和较高价格以及网格数量 - 这将显示每个网格之间的百分比？

参见示例：

ATTEMPT 2: 

import math

grid_start = 1.1
grid_end = 2.2

total_grids = 10
grids = 0

buy_grid_start = grid_start
buy_grid_end = grid_end

ratio = math.pow(buy_grid_start / buy_grid_end, 1 / total_grids) * 100

buy_grids = []


# CALCULATE GRID
while True:
    if grids == total_grids:
        break
    else:
        grids += 1

        buy_grid_end == buy_grid_start * math.pow(ratio, grids)

        buy_grids.append(f"{buy_grid_start:0.3f}")

print(buy_grids)
print(f"Total grids: {grids}")

输出：

['1.100', '1.100', '1.100', '1.100', '1.100', '1.100', '1.100', '1.100', '1.100', '1.100']
Total grids: 10

Answer 1

数学。

---

对于网格之间的线性间距

所需的相等：

grid_end == grid_start + (total_grids * grid_gap)

解决方案：

grid_gap = (grid_end - grid_start) / total_grids

根据您的使用方式，可能需要将 total_grids 替换为 (total_grids - 1)以上。

---

对于网格之间的指数（“比率”）间距

也就是说，每个网格的价格乘以前一个网格价格的比率。或者换句话说，从 lower_price 开始，反复乘以比率。

期望的相等：

upper_price == lower_price * math.pow(ratio, total_grids)

解决方案：

ratio = math.pow(upper_price / lower_price, 1 / total_grids)

期望比率略大于1。例如1.05代表每次增加5%。

对于百分比形式的比率：

ratio * 100   // %

要从比率中删除“1”，以显示增加，对于百分比形式：

grid_gap = (ratio - 1) * 100   // %

根据需要舍入。

注意：与线性情况一样，您可能需要在公式中使用 (total_grids - 1)。