1 files changed, 77 insertions, 0 deletions
diff --git a/services/strategy-engine/strategies/grid_strategy.py b/services/strategy-engine/strategies/grid_strategy.py
new file mode 100644
index 0000000..f669f09
--- /dev/null
+++ b/services/strategy-engine/strategies/grid_strategy.py
@@ -0,0 +1,77 @@
+from decimal import Decimal
+from typing import Optional
+
+import numpy as np
+
+from shared.models import Candle, Signal, OrderSide
+from strategies.base import BaseStrategy
+
+
+class GridStrategy(BaseStrategy):
+    name: str = "grid"
+
+    def __init__(self) -> None:
+        self._lower_price: float = 0.0
+        self._upper_price: float = 0.0
+        self._grid_count: int = 5
+        self._quantity: Decimal = Decimal("0.01")
+        self._grid_levels: list[float] = []
+        self._last_zone: Optional[int] = None
+
+    def configure(self, params: dict) -> None:
+        self._lower_price = float(params["lower_price"])
+        self._upper_price = float(params["upper_price"])
+        self._grid_count = int(params.get("grid_count", 5))
+        self._quantity = Decimal(str(params.get("quantity", "0.01")))
+        self._grid_levels = list(
+            np.linspace(self._lower_price, self._upper_price, self._grid_count + 1)
+        )
+        self._last_zone = None
+
+    def reset(self) -> None:
+        self._last_zone = None
+
+    def _get_zone(self, price: float) -> int:
+        """Return the grid zone index for a given price.
+
+        Zone 0 is below the lowest level, zone grid_count is above the highest level.
+        Zones 1..grid_count-1 are between levels.
+        """
+        for i, level in enumerate(self._grid_levels):
+            if price < level:
+                return i
+        return len(self._grid_levels)
+
+    def on_candle(self, candle: Candle) -> Signal | None:
+        price = float(candle.close)
+        current_zone = self._get_zone(price)
+
+        if self._last_zone is None:
+            self._last_zone = current_zone
+            return None
+
+        prev_zone = self._last_zone
+        self._last_zone = current_zone
+
+        if current_zone < prev_zone:
+            # Price moved to a lower zone → BUY
+            return Signal(
+                strategy=self.name,
+                symbol=candle.symbol,
+                side=OrderSide.BUY,
+                price=candle.close,
+                quantity=self._quantity,
+                reason=f"Grid: price crossed down from zone {prev_zone} to {current_zone}",
+            )
+        elif current_zone > prev_zone:
+            # Price moved to a higher zone → SELL
+            return Signal(
+                strategy=self.name,
+                symbol=candle.symbol,
+                side=OrderSide.SELL,
+                price=candle.close,
+                quantity=self._quantity,
+                reason=f"Grid: price crossed up from zone {prev_zone} to {current_zone}",
+            )
+
+        return None