Bybit Grid Trading Bot in Python: Architecture and Risk (opens in new tab)

Grid trading is one of those strategies that sounds simple until you implement it in live markets. The concept: place buy orders below the current price at fixed intervals, place sell orders above at the same intervals. When price moves down, you fill buys. When it moves back up, you fill sells. The spread between grid levels is your profit. In practice, you're dealing with a futures exchange, perpetual funding rates, partial fills, exchange API quirks, crash recovery when your VPS restarts a...