openmm-grid-trading

# OpenMM Grid Trading Create automated grid trading strategies that profit from market volatility. ## What is Grid Trading? Grid trading places multiple buy and sell orders at preset price intervals around the current center price. As price oscillates, the bot automatically: - **Buys low** — places buy orders below the center price - **Sells high** — places sell orders above the center price - **Profits from volatility** — each complete cycle captures the spread The grid uses **levels per side** and **spacing** to distribute orders. With 5 levels and 2% spacing (linear), orders are placed at 2%, 4%, 6%, 8%, 10% from center on both sides (10 total orders). ## When to Use **Good for:** - Sideways/ranging markets - High volatility pairs - Passive income generation - 24/7 automated trading **Avoid when:** - Strong trending markets (risk of holding losing positions) - Low liquidity pairs - High fee environments ## Quick Start ### 1. Dry Run First (Always!) ```bash openmm trade --strategy grid --exchange mexc --symbol INDY/USDT --dry-run ``` ### 2. Start Grid with Defaults ```bash openmm trade --strategy grid --exchange mexc --symbol INDY/USDT ``` ### 3. Custom Configuration ```bash openmm trade --strategy grid --exchange mexc --symbol INDY/USDT \ --levels 5 \ --spacing 0.02 \ --size 50 \ --max-position 0.6 \ --safety-reserve 0.3 ``` ### 4. Stop the Strategy Press `Ctrl+C` to gracefully stop. The system will: 1. Cancel all open orders 2. Disconnect from exchange 3. Display final status ## Command Options ### Required Parameters - `--strategy grid` — Specifies grid trading strategy - `--exchange <exchange>` — Exchange to trade on (mexc, bitget, gateio, kraken) - `--symbol <symbol>` — Trading pair (e.g., INDY/USDT, SNEK/USDT, ADA/EUR) ### Grid Parameters | Parameter | Description | Default | |-----------|-------------|---------| | `--levels <number>` | Grid levels each side (max: 10, total = levels x 2) | 5 | | `--spacing <decimal>` | Base price spacing between levels (0.02 = 2%) | 0.02 | | `--size <number>` | Base order size in quote currency | 50 | | `--confidence <decimal>` | Minimum price confidence to trade | 0.6 | | `--deviation <decimal>` | Price deviation to trigger grid recreation | 0.015 | | `--debounce <ms>` | Delay between grid adjustments | 2000 | | `--max-position <decimal>` | Max position size as % of balance | 0.8 | | `--safety-reserve <decimal>` | Safety reserve as % of balance | 0.2 | | `--dry-run` | Simulate without placing real orders | — | ### Dynamic Grid Parameters | Parameter | Description | Default | |-----------|-------------|---------| | `--spacing-model <model>` | linear, geometric, or custom | linear | | `--spacing-factor <number>` | Geometric spacing multiplier per level | 1.3 | | `--size-model <model>` | flat, pyramidal, or custom | flat | | `--grid-profile <path>` | Load grid config from a JSON profile file | — | ### Volatility Parameters | Parameter | Description | Default | |-----------|-------------|---------| | `--volatility` | Enable volatility-based spread adjustment | off | | `--volatility-low <decimal>` | Low volatility threshold | 0.02 | | `--volatility-high <decimal>` | High volatility threshold | 0.05 | ## Spacing Models **Linear (default):** Equal spacing between all levels. ``` With --spacing 0.02 and 5 levels: Level 1: 2% from center Level 2: 4% from center Level 3: 6% from center Level 4: 8% from center Level 5: 10% from center ``` **Geometric:** Tighter spacing near center, wider gaps at outer levels. ```bash openmm trade --strategy grid --exchange kraken --symbol BTC/USD \ --levels 5 --spacing 0.005 --spacing-model geometric --spacing-factor 1.5 ``` ``` Level 1: 0.50% from center Level 2: 1.25% from center Level 3: 2.38% from center Level 4: 4.06% from center Level 5: 6.59% from center ``` **Custom:** Define exact spacing offsets per level using a grid profile JSON file. ## Size Models **Flat (default):** All levels get equal order sizes. **Pyramidal:** Larger orders near center price where fills are more likely, tapering at outer levels. ```bash openmm trade --strategy grid --exchange mexc --symbol INDY/USDT \ --levels 5 --size 50 --size-model pyramidal ``` ## Grid Profiles JSON files for complete grid configuration: ```json { "name": "balanced-geometric", "description": "Geometric spacing with pyramidal sizing", "levels": 10, "spacingModel": "geometric", "baseSpacing": 0.005, "spacingFactor": 1.3, "sizeModel": "pyramidal", "baseSize": 50 } ``` ```bash openmm trade --strategy grid --exchange gateio --symbol SNEK/USDT \ --grid-profile ./profiles/balanced-geometric.json ``` ## Volatility-Based Spread Adjustment When enabled, the grid automatically widens during volatile conditions and tightens when the market calms. Tracks price changes over a 5-minute rolling window. - Below low threshold (default 2%): Normal spacing (1.0x) - Between thresholds: Elevated spacing (1.5x) - Above high threshold (default 5%): Wide spacing (2.0x) ```bash openmm trade --strategy grid --exchange mexc --symbol INDY/USDT \ --levels 10 \ --spacing 0.005 \ --spacing-model geometric \ --spacing-factor 1.3 \ --size-model pyramidal \ --size 5 \ --volatility ``` ## Trading Examples ### Conservative ```bash openmm trade --strategy grid --exchange bitget --symbol SNEK/USDT \ --levels 2 \ --spacing 0.02 \ --size 20 ``` ### Active ```bash openmm trade --strategy grid --exchange mexc --symbol BTC/USDT \ --levels 7 \ --spacing 0.005 \ --size 25 ``` ### Dynamic (Geometric + Pyramidal) ```bash openmm trade --strategy grid --exchange kraken --symbol SNEK/EUR \ --levels 10 \ --spacing 0.005 \ --spacing-model geometric \ --spacing-factor 1.5 \ --size-model pyramidal \ --size 5 ``` ## Risk Management - `--max-position` — Maximum % of balance used for trading (default: 80%) - `--safety-reserve` — % of balance kept as reserve (default: 20%) - `--confidence` — Minimum price confidence required (default: 60%) - Grid is automatically recreated when orders are filled - Adjusts to significant price movements (configurable via `--deviation`) ## Exchange-Specific Notes **MEXC/Gate.io:** Minimum order value 1 USDT per order **Bitget:** Minimum 1 USDT. Requires API key, secret, and passphrase. 6 decimal price precision for SNEK/NIGHT pairs. **Kraken:** Minimum 5 EUR/USD per order. Supports major fiat pairs (EUR, USD, GBP). ## Tips for Agents 1. **Always dry-run first** — show user the plan before executing 2. **Check balance** — verify sufficient funds with `openmm balance --exchange <ex>` 3. **Check current price** — use `openmm ticker --exchange <ex> --symbol <sym>` 4. **Respect minimum order values** — ensure `--size` divided by `--levels` meets exchange minimums 5. **Use Ctrl+C to stop** — graceful shutdown cancels all open orders