openclaw/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!)

openmm trade --strategy grid --exchange mexc --symbol INDY/USDT --dry-run

2. Start Grid with Defaults

openmm trade --strategy grid --exchange mexc --symbol INDY/USDT

3. Custom Configuration

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.

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.

openmm trade --strategy grid --exchange mexc --symbol INDY/USDT \
  --levels 5 --size 50 --size-model pyramidal

Grid Profiles

JSON files for complete grid configuration:

{
  "name": "balanced-geometric",
  "description": "Geometric spacing with pyramidal sizing",
  "levels": 10,
  "spacingModel": "geometric",
  "baseSpacing": 0.005,
  "spacingFactor": 1.3,
  "sizeModel": "pyramidal",
  "baseSize": 50
}

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)

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

openmm trade --strategy grid --exchange bitget --symbol SNEK/USDT \
  --levels 2 \
  --spacing 0.02 \
  --size 20

Active

openmm trade --strategy grid --exchange mexc --symbol BTC/USDT \
  --levels 7 \
  --spacing 0.005 \
  --size 25

Dynamic (Geometric + Pyramidal)

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