Grid Trading

Grid trading is an automated strategy that profits from price oscillations within a range. It works best in sideways/ranging markets where price bounces between support and resistance.

How It Works

The bot divides a price range into evenly spaced grid levels
Buy orders are placed below the current price
Sell orders are placed above the current price
When a buy fills, a corresponding sell is placed one level up
When a sell fills, a corresponding buy is placed one level down
Each complete buy-sell cycle captures the grid spacing as profit

Price
  ^
  |  -------- SELL @ 65,000  (placed after buy fills)
  |  -------- SELL @ 64,000
  |  ~~~~~~~~ current price ~63,500
  |  -------- BUY  @ 63,000
  |  -------- BUY  @ 62,000  (placed after sell fills)
  |

Profit Per Cycle

Each complete buy-sell round trip earns approximately:

profit = grid_spacing * qty_per_level

For example, with 20 levels across 60,000–70,000 USDT and 0.001 BTC per level:

Grid spacing = (70,000 - 60,000) / 20 = 500 USDT
Profit per cycle = 500 * 0.001 = 0.50 USDT (minus fees)

Configuration

[grid]
symbol = "BTCUSDT"
lower_price = 60000.0    # grid bottom
upper_price = 70000.0    # grid top
levels = 20              # number of grid lines
qty_per_level_base = 0.001  # BTC per order
poll_secs = 3            # check for fills every 3 seconds

More levels = tighter spacing = more frequent trades = smaller profit per trade. Fewer levels = wider spacing = less frequent but larger profits. Find the sweet spot for your market’s typical oscillation range.

Price Range

Too narrow: Price breaks out quickly, grid becomes one-sided
Too wide: Spacing is too large, trades are infrequent
Right size: Covers the recent support/resistance zone

Auto-Rebalance

When price exits the grid range, you can either:

Wait for price to return (default behavior)
Auto-rebalance — shift the entire grid to re-center around current price

auto_rebalance = true

Trailing Profit

Lock in accumulated gains when grid fills exceed a threshold:

trailing_profit_threshold = 50.0  # USDT — take profit above this

When Grid Trading Works

Market Condition	Grid Performance
Ranging/sideways	Excellent — frequent fills, consistent profit
Low volatility range	Good — steady but slower
Trending up	Poor — all buys fill, sells don’t
Trending down	Poor — all sells fill, buys don’t
High volatility	Risky — potential for large unrealized losses

Zooni’s market intelligence detects these regimes and can pause or switch symbols automatically in auto-pilot mode.

Fill Detection

The bot polls open orders every poll_secs seconds. When an order disappears from the open orders list, it’s treated as filled, and a replacement order is placed on the opposite side.

Order Deduplication

Every order gets a unique orderLinkId to prevent duplicate placements during retries or restarts.

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