feat: add symmetrical grid strategy #12
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Signed-off-by: William Hankins <william@sundae.fi>
Signed-off-by: William Hankins <william@sundae.fi>
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This PR introduces a symmetrical grid trading strategy that places static price levels above and below an initial center price and executes batched fills as those levels are crossed.
The strategy relies on
StrategyAuthorizationremaining constant in the datum for self destination orders. This authorization is used as the stable key for persistingGridStatein the kv store, allowing the strategy to retain its initial deposit amounts, center price, and grid progress across executions.Partial fills are supported when available inventory is insufficient to cover all crossed grid levels, and the grid offset is advanced only for levels that are actually filled.