Grid Trading Bot

Automated grid trading strategy inspired by Pionex. Places a series of buy and sell orders at regular price intervals to profit from market volatility.

Features

• Spot Grid Trading: Classic grid for ranging markets
• Infinity Grid: No upper limit, profits from uptrends
• Reverse Grid: For downtrend markets
• Arithmetic & Geometric Grids: Different spacing methods
• Auto Profit Taking: Automatic profit per grid
• Backtesting: Test grid parameters before live trading

How Grid Trading Works

Upper Price ─────────────────────── SELL ← Takes Profit
           │   │   │   │   │   │
Grid Level │ ─ ┼ ─ ┼ ─ ┼ ─ ┼ ─ ┼ ─ SELL
           │   │   │   │   │   │
Grid Level │ ─ ┼ ─ ┼ ─ ┼ ─ ┼ ─ ┼ ─ SELL
           │   │   │   │   │   │
Current ───┼───●───────────────────
           │   │   │   │   │   │
Grid Level │ ─ ┼ ─ ┼ ─ ┼ ─ ┼ ─ ┼ ─ BUY
           │   │   │   │   │   │
Grid Level │ ─ ┼ ─ ┼ ─ ┼ ─ ┼ ─ ┼ ─ BUY
           │   │   │   │   │   │
Lower Price ─────────────────────── BUY ← Accumulates

When price moves up → Sells at next grid → Takes profit When price moves down → Buys at next grid → Accumulates position

Quick Start

1. Calculate Grid Parameters

python grid_bot.py calculate \
    --symbol BTCUSDT \
    --lower 40000 \
    --upper 50000 \
    --grids 10 \
    --investment 1000

Output:

Grid Bot Calculator
═══════════════════════════════════════
Symbol:        BTCUSDT
Investment:    $1,000.00
Price Range:   $40,000 - $50,000
Grid Count:    10
Grid Spacing:  $1,000 (2.50%)
Profit/Grid:   ~2.44%
Total Orders:  20 (10 buy + 10 sell)
Order Size:    $100 per grid

2. Start Grid Bot

python grid_bot.py start \
    --symbol BTCUSDT \
    --lower 40000 \
    --upper 50000 \
    --grids 10 \
    --investment 1000

3. Check Status

python grid_bot.py status

4. Stop Bot

python grid_bot.py stop --symbol BTCUSDT

Configuration

Create config.yaml:

grid_bot:
  # Default exchange
  exchange: binance

  # Default parameters
  default_grids: 20
  min_profit_per_grid: 0.3  # 0.3%

  # Risk management
  max_investment: 10000
  stop_loss_percent: 15
  take_profit_percent: 50

  # Notification
  notify_on_fill: true
  notify_on_profit: true

Grid Types

1. Spot Grid (Default)

• Best for: Sideways/ranging markets
• Buys low, sells high within range
• Requires defining upper and lower price

python grid_bot.py start --type spot --lower 40000 --upper 50000

2. Infinity Grid

• Best for: Long-term uptrends
• No upper price limit
• Uses geometric spacing
• Never sells all holdings

python grid_bot.py start --type infinity --lower 40000 --grids 50

3. Reverse Grid

• Best for: Downtrends (short selling)
• Sells high, buys low
• Profits from price decreases

python grid_bot.py start --type reverse --upper 50000 --lower 40000

Grid Spacing Methods

Arithmetic (Equal $ spacing)

Each grid level is equally spaced in dollar terms.

• Example: $40000, $41000, $42000, $43000...

python grid_bot.py start --spacing arithmetic

Geometric (Equal % spacing)

Each grid level is equally spaced in percentage terms.

• Example: $40000, $41200 (+3%), $42436 (+3%)...

python grid_bot.py start --spacing geometric

Profit Calculation

Profit per grid = (Grid spacing / Grid price) × Investment per grid

Example:

• Grid spacing: $1,000
• Grid price: $45,000
• Investment per grid: $100

Profit per grid = ($1,000 / $45,000) × $100 = $2.22 per filled grid

Annualized return depends on volatility:

• Low volatility: 10-30% APY
• Medium volatility: 30-80% APY
• High volatility: 80-200%+ APY

Risk Management

Stop Loss

Automatically stops bot and sells all if price drops below threshold:

python grid_bot.py start --stop-loss 35000

Take Profit

Automatically stops bot and sells all if price rises above threshold:

python grid_bot.py start --take-profit 55000

Max Position

Limit maximum position size:

python grid_bot.py start --max-position 0.5  # Max 0.5 BTC

Backtesting

Test your grid parameters with historical data:

python grid_bot.py backtest \
    --symbol BTCUSDT \
    --lower 40000 \
    --upper 50000 \
    --grids 20 \
    --investment 1000 \
    --days 30

Output:

Backtest Results (30 days)
═══════════════════════════════════════
Total Trades:      156
Win Rate:          100% (grid always profits)
Total Profit:      $127.45 (12.7%)
Annualized:        154.7%
Max Drawdown:      -8.2%
Price in Range:    78.5% of time

API Integration

Supported Exchanges

• Binance
• Bybit
• OKX
• Kraken

Environment Variables

export BINANCE_API_KEY="your-key"
export BINANCE_API_SECRET="your-secret"

Troubleshooting

"Price out of range"

Current price is outside your grid range. Either:

1. Adjust your upper/lower prices
2. Wait for price to return to range
3. Use Infinity Grid for no upper limit

"Insufficient balance"

Not enough funds for all grid orders. Either:

1. Reduce investment amount
2. Reduce number of grids
3. Add more funds

"Min order size"

Order size too small for exchange. Either:

1. Increase investment
2. Reduce number of grids

Advanced Usage

Multiple Bots

Run multiple grid bots on different pairs:

python grid_bot.py start --symbol BTCUSDT --lower 40000 --upper 50000
python grid_bot.py start --symbol ETHUSDT --lower 2000 --upper 3000

Dynamic Grid Adjustment

Enable auto-adjustment based on volatility:

python grid_bot.py start --auto-adjust --volatility-factor 1.5

Integration with K.I.T.

The Grid Bot integrates with K.I.T. for:

• Unified portfolio tracking
• Cross-strategy risk management
• Telegram/Discord notifications
• Performance analytics