GridTradingMode: Backtesting with 0 fees creates less trades (trailing by order)

[blueyed]

Version 3.0.0-beta2.

I am backtesting GridTradingMode with data from 20 days (1m timeframe).

When using the default of 0.1/0.1 fees in Profile / Trading it is not profitable, but creates orders during the whole period.

When changing fees to 0/0 it stops after a few days to create sell orders.

btw: there is also a sell market order in those 21 orders, although the mode is configured to not scale down.

[blueyed]

This (no trailing sell order being created) just happened with real trading also.
It might be a good setup for reproducing a bug then.

[blueyed]

The log shows this:

WARNING GridTradingModeConsumer No order created for OrderData(side=<TradeOrderSide.SELL: 'sell'>, quantity=Decimal('0.27'), price=Decimal('1.5164'), symbol='XRP/USDT', is_virtual=False, associated_entry_id=None) (cost: 0.409428): incompatible with exchange minimum rules. Limits: {'leverage': {'min': None, 'max': None}, 'amount': {'min': 0.1, 'max': None}, 'price': {'min': None, 'max': None}, 'cost': {'min': 1.0, 'max': 2000000.0}}

What happens here seems to be that the lowest buy order gets cancelled, then a mirroring buy limit order gets created, and then the market order to create the trailing stop order either fails (silently), or has a low cost. But it seems like what is being tried to use for the trailing stop order are just the leftovers.
It seems like no mirroring buy order should be created, until the market order is done.

[blueyed]

Indeed there is a market order that is not fitting the exchange rules:

XRP/USDT BUY MARKET 1.5142 0.42 mexc 0.63596 USDT 0.63596 0 USDT 2026-08-24 14:31:18 a51d593d-0582-4eb4-b889-db76cdc904fa Real

I could not find this order in the trade history...

[blueyed]

It can also happen that the trailing sell order gets executed right away (if price is already higher). Then the grid is left without a sell order. And additionally no mirror sell orders get created afterwards..!