Futures Grid Tutorial
Futures Grid Creation Steps
1. Strategy Creation
- Lowest or Highest Price: The price range within which the strategy operates.
- Number of Grids: The number of grids within the price range (affects the profit per grid).
2. Strategy Operation - When the price falls to a buy price of a grid and a transaction occurs, the strategy will place an order to close the long position in the grid above.
- When the price rises to a sell price of a grid and a transaction occurs, the strategy will place an order to open a long position in the grid below.
3. Strategy Termination - All orders will be canceled when the grid is terminated.
- "Close Position at Termination" is enabled by default, meaning all positions opened by the Futures strategy will be closed at market price when the grid stops.
Tutorial (Using the BTCUSDT Pair as Example)
Setting Parameters
- Trading Pair: BTCUSDT
- Grid Type: Neutral
- Lowest Price Range: 26,500 USDT
- Highest Price Range: 27,000 USDT
- Number of Grids: 5
- Grid Mode: Arithmetic
- Leverage: 10x
- Investment Amount: 100 USDT
- BTC/USDT Price at Strategy Creation: 26,702 USDT
The price range is from 26,500 to 27,000 USDT, split into 5 grids. Each grid width = (27,000 – 26,500) / 5 = 100 USDT.
Grid ranges are
- 26500 - 26600
- 26600 - 26700
- 26700 - 26800
- 26800 - 26900
- 26900 - 27000
At the time of creation, the BTC/USDT market price is 26,702, which falls within the grid range. Since this is a neutral grid, no position is opened immediately. Buy orders are placed below the current price. Sell orders are placed above the current price. No order is placed in the grid closest to the market price.
Each grid order size is calculated as: 100*10 / ((26500+26600+26700+26800+26900+27000)*(1+0.002)) = 0.006BTC
Initial Order Placement:
| Price | Order Type |
|---|---|
| 26,500 | Buy |
| 26,600 | Buy |
| 26,700 | No Order |
| 26,800 | Sell |
| 26,900 | Sell |
| 27,000 | Sell |
Grid Execution Example:
1. Price drops to 26,600 - The bot places its first buy order, acquiring 0.006 BTC in a long position and a sell order is placed at the next higher grid (26,700).
| Price | Order Type |
|---|---|
| 26,500 | Buy |
| 26,600 | No Order |
| 26,700 | Sell |
| 26,800 | Sell |
| 26,900 | Sell |
| 27,000 | Sell |
2. Price continues down to 26,500 - A second buy order is executed. Total long position becomes 0.012 BTC and a new sell order is placed at 26,600.
| Price | Order Type |
|---|---|
| 26,500 | No Order |
| 26,600 | Sell |
| 26,700 | Sell |
| 26,800 | Sell |
| 26,900 | Sell |
| 27,000 | Sell |
3. Price drops below 26500 (e.g. 26499) - The price is outside the defined grid range, so grid operations are paused. No new orders are placed, and existing orders remain unchanged.
4. Price rises back to 26,600 - The bot sells 0.006 BTC, locking in grid profit. A new buy order is placed at 26,500.
| Price | Order Type |
|---|---|
| 26,500 | Buy |
| 26,600 | No Order |
| 26,700 | Sell |
| 26,800 | Sell |
| 26,900 | Sell |
| 27,000 | Sell |
Operational Logic Summary
- Once the grid bot is active, there will always be one grid level without an order — the one closest to the current price.
- The bot repeats this buy low / sell high logic across the grid levels until the strategy is manually stopped or the price remains outside the range for an extended time.
Disclaimer: Futures grid trading is a tool and not financial or investment advice from BYDFi. Profits can be affected by unilateral markets or improper price interval settings. Adjust strategies according to market conditions. Users accept all terms and risks when using this tool on BYDFi.com. Users should recognize the risks of cryptocurrency investment and operate cautiously. All investment actions on BYDFi.com represent the user's true investment intentions, and they accept the potential risks and rewards of their investment decisions.
