Futures grid bot FAQ
Futures Grid Strategy Terminology
Term | Definition |
|---|---|
Actual margin | Margin used to place grid orders, directly impacts single grid trade volume |
Reserved Margin | Buffer funds held to reduce risk, not used for grid orders |
Invested amount | Invested amount = Initial investment + Position increased (Both include Actual + Reserved Margin) |
Total PnL | Total PnL = Current Asset Value - Invested amount + Margin Reductions - Margin Additions + Withdrawn Grid Profits |
Grid Profit | Net profit from completed grid cycles (full buy+sell pairs) |
Unpaired PnL | Unpaired PnL = Total PnL - Grid Profit (Includes floating PnL, funding and trading fees, parameter adjustment impacts) |
Avg. Daily Arbitrages | Completed grid cycles per day (Total cycles / days running) |
Total Arbitrages | Cumulative count of completed grid cycles |
Extra Margin | Extra Margin = Reserved Margin + Added Margin - Reduced Margin |
Est. Liquidation Price | Projected liquidation price after pending orders fill (Risk indicator) |
Amount per grid | Contract quantity per grid level buy/sell order |
1. How are orders initialized when I create a futures grid bot?
Long mode
Uses your investment to place buy orders at each grid level to open long positions. Some buy orders may fill immediately, depending on the current market price. The bot only holds long positions.
Short mode
Uses your investment to place sell orders at each grid level to open short positions. Some sell orders may fill immediately, depending on the current market price. The bot only holds short positions.
Neutral mode
Places buy orders below the current price.
Places sell orders above the current price.
Starts with no open positions. Positions are opened only when the market price touches a grid level. The bot can hold both long and short positions over time.
Initialization process
Per‑grid size: The system calculates the contract size for each grid based on:
Your total investment (excluding reserved margin), and
The leverage you select.
Order creation
After the per‑grid size is set, the system places buy and/or sell orders at each grid level according to your chosen direction.Special option – Open position on creation (on by default)If you turn this off:
Long mode: Only places buy orders below the current price, avoiding an immediate long entry.
Short mode: Only places sell orders above the current price, avoiding an immediate short entry.
This helps you avoid heavy initial exposure and lets the bot build positions gradually as price moves.
2. How does a futures grid bot work in Long mode?
After initialization, Long mode places buy orders at each grid level within your price range:
Fill and re‑order logic: When a buy order is filled (price touches that grid), the system automatically places a sell order one grid above. This creates a “buy low → sell high” pair.
Grid cycle: Each completed buy‑then‑sell pair locks in grid profit. The process repeats automatically until you stop the bot.
Example (BTCUSDT Perpetual)
Price range: 100,000 – 110,000 USDT
Grid Mode: Arithmetic
Grids: 10
Leverage: 3x
Current price: 105,800 USDT
Investment currency: USDT
The system will place buy orders at: 100,000, 101,000, …, 109,000 USDT.
Buy orders above the current price (e.g., 105,800) may fill immediately.
When a buy order at 105,000 fills, the system places a sell order at 106,000. Once both the buy at 105,000 and the sell at 106,000 are filled, one grid cycle completes and profit is realized.
This runs in a loop until you manually stop the bot.
Note: if open position on creation is turned off, only buy orders below the current price are placed at the start (in this example, below 105,800). As price goes up (e.g., breaks 106,000), higher‑level buy orders are activated in real time. This reduces initial position concentration, lowers early risk, and lets the bot scale in with the market.
3. How does a futures grid bot work in Short mode?
After initialization, Short mode places sell orders at each grid level within your price range:
Fill and re‑order logic: When a sell order is filled (price touches that grid), the system automatically places a buy order one grid below. This creates a “sell high → buy low” pair.
Grid cycle: Each completed sell‑then‑buy pair locks in grid profit. The process repeats automatically until you stop the bot.
Sell orders below the current price (e.g., 105,800) may fill immediately.
When a sell order at 106,000 fills, the system places a buy order at 105,000. Once both the sell at 106,000 and the buy at 105,000 are filled, one grid cycle completes and profit is realized.
This runs in a loop until you manually stop the bot.
Note: if open position on creation is turned off, only sell orders above the current price are placed at the start (in this example, above 105,800). As price goes down (e.g., breaks 105,000), lower‑level sell orders are activated. This helps avoid heavy initial short exposure and lets positions build as the market moves.
4. How does Neutral mode work in a futures grid bot?
Neutral mode is designed to profit from both up and down moves in a range:Order layout
Below the current price: buy orders
Above the current price: sell orders
Fill logic
When a buy order fills, the system places a sell order one grid above.
When a sell order fills, the system places a buy order one grid below.
Each buy→sell or sell→buy pair forms one complete grid cycle.
Example (BTCUSDT Perpetual)
Price range: 100,000 – 110,000 USDT
Grid Mode: Arithmetic
Grids: 10
Leverage: 3x
Current price: 105,800 USDT
Investment currency: USDT
Initial grid setup
Place buy orders at: 100,000, 101,000, 102,000, 103,000, 104,000, 105,000
Place sell orders at: 107,000, 108,000, 109,000, 110,000
Why is there no sell order at 106,000?
If there is a sell order at 106,000, it would create an arbitrage group between 106,000 and 105,000 for opening short positions and closing short positions, while an arbitrage group between 105,000 and 106,000 would be for opening long positions and closing long positions. This could lead to confusion between opening long and closing long positions, or opening short and closing short positions within the same grid. Therefore, to keep the strategy clear, there will be no sell order at this level, ensuring that the closest sell order remains available.
How it works as the market moves
If a buy at 105,000 fills, the system places a sell at 106,000.
If a sell at 107,000 fills, the system places a buy at 106,000.
This continuous 'buy low / sell high' and 'sell high / buy low' pairing aims to capture profits from two‑way volatility. The process is fully automated and runs until you stop the bot.
5. Why did my futures grid bot stop unexpectedly?
A bot can stop for several reasons:
Liquidation (most common): high leverage plus adverse price moves can cause your margin to be wiped out, triggering forced liquidation.
Trading pair delisting: if a futures or spot pair is delisted (announced on the official site), related grid bots will be stopped. You’ll receive a notification.
Copy trading source stopped: if you are following a lead trader and they stop their bot, your linked grid bot will stop as well.
Position Limit Reached: this occurs when the cumulative positions (manual contracts + strategy contracts) for a trading pair exceed the exchange limits, which include the position value limit and the position percentage limit. Once either limit is reached, all associated strategies will be automatically suspended.
Contract parameter changes: if key parameters (such as maximum leverage) for a contract are adjusted by the exchange for risk control, existing bots on that pair may be stopped.
Other technical or risk‑control reasons: if you’re not sure why your bot stopped, you can contact support with your bot ID for a detailed check.
6. What do the futures grid PnL metrics mean?
Metrics | Formula | Includes |
|---|---|---|
Total PnL | Current account equity − Total invested amount (including reserved margin) + Historical withdrawn grid profit − Added margin | Realized PnL + Unrealized PnL + All fees |
Grid profit | Net profit from all completed grid cycles (full buy + sell loops). | Includes only price spread profit from fully matched buy and sell orders. |
Unpaired profit | Total PnL − Grid profit | PnL from open positions that haven’t completed a full grid cycle + Funding fees + Part of the trading fees |
7. How is futures grid profit calculated?
Grid profit is the sum of profits from all completed buy–sell grid cycles. Only full “buy → sell” loops are counted.
Profit margin per grid = (Sell avg price−Buy avg price) × Volume − Buy fee − Sell fee
Example
Spread PnL = (111,500 – 111,000) × 0.0001 = 50 USDT
Grid profit = 50 – 0.00222 – 0.00223 = 49.99555 USDT
Action | Quantity (BTC) | Price (USDT) | Fee (USDT) |
|---|---|---|---|
Buy | 0.0001 | 111,000 | 0.00222 |
Sell | 0.0001 | 111,500 | 0.00223 |
8. How is futures grid unmatched profit calculated?
Unpaired profit = Total return − Grid profit. It’s the part of your return that cannot be assigned to completed grids, mainly:
Floating PnL from open positions
Funding fees
Liquidation fees when positions are force‑closed
Some trading fees:
Scenario 1: Closing fees from orders that don’t form a complete grid cycle.
Scenario 2: When opening a position or during sharp market moves, your limit order may be filled as a taker order (for example, during a price spike). In this case, the fee will be charged at the taker rate, which is usually higher than the maker rate.
Grid profits are still calculated using the limit-order fee rate, so the extra fee is recorded as Unpaired PnL (as a negative value).
Price gaps between actual fills and theoretical grid prices in special cases (see example below)
Suppose you set up a BTCUSDT perpetual grid, going long, with a price range of 100,000 - 110,000 and 10 grids, while the market price at initialization is 105,800.
When the bot starts, theoretical buy orders above 105,800 (from 106,000 to 109,000) get filled at the market price (around 105,800).
For example: if the top grid (between 109,000 and 110,000) executes its sell order at 110,000, the grid profit comes from the difference between 110,000 and 109,000. The gap between 109,000 and the actual fill price (105,800) is recorded as unpaired PnL.
9. What is “Auto‑reserved margin” in a futures grid bot?
When you create a futures grid, your total investment is split into:
Active margin: The part used to place grid orders and calculate per‑grid order size.
Reserved margin: A safety buffer that does not go into per‑grid size and is only kept as extra margin.
Why reserve margin?
Lowers liquidation risk
Helps cover funding fees
How to set reserved margin？
Auto allocation: The system automatically keeps a portion as reserved margin.
Manual adjustment: You can manually set how much to reserve.
Notes:
Reserved margin will affect your liquidation price. Keeping enough margin is recommended to reduce liquidation risk.
After the bot starts, you can still adjust margin (add or reduce) to control your risk and margin level.
10. Can I add funds to a running futures grid bot？
Yes. You can add more funds to a running futures grid bot at any time. The added asset must be the same currency as the one you used when creating the bot.
How are added funds allocated?
Risk buffer first: The system keeps part of the added funds as extra reserved margin to strengthen your position against volatility and reduce liquidation risk. The remaining amount goes into tradable funds.
Dynamic order size update: Based on the new total investment and current market data, the bot recalculates the per‑grid order size.
How it applies to different orders
Unfilled orders:
Open pending orders (for example, waiting buy orders in a long grid) are updated immediately to the new, larger size.
Ongoing grid cycles:
If a grid cycle is already in progress (e.g., buy filled, sell pending), the current sell order keeps its original size.
The new order size only takes effect from the next full grid cycle after the current “buy → sell” or “sell → buy” loop completes.
What risks increase after adding funds?
Exposure and risk increase together
Adding funds increases your position size and margin usage.
With leverage, both potential profit and potential loss are scaled up. A sharp move against your position can lead to larger losses.
Limited fund withdrawal while running
In most cases, you can’t directly reduce the original investment amount while the bot is running.
To take funds out, you normally need to withdraw margin or realized profit instead of shrinking the initial investment.
11. Can I change grid parameters while the bot is running?
Yes. You can edit core parameters such as price range and grid count while the bot is running, but this will trigger a re‑initialization of the bot and may introduce extra risk.
What happens to existing orders after parameter changes?
Once you confirm the core parameter changes, the system will automatically handle the following steps. You don’t need to stop the bot yourself.
Order reset & re‑init: After you confirm the changes, the system cancels all existing unfilled grid orders.It then recalculates and places a new set of buy and sell grid orders based on your new settings and your current assets in the bot (including margin and existing positions).
Reallocating current assets: To match the new grid structure, the system may need to do some small market buys or sells at current prices to rebalance margin and positions. This can generate extra realized PnL, and this portion of the PnL will be included in the Unpaired PnL.
Effectively a seamless “restart”: In practice, this works like stopping the old bot and instantly starting a new one, using your current equity instead of your original investment.
Example: if you initially invested 1,000 USDT and your bot equity is now 800 USDT when you edit the parameters, you’re effectively restarting with 800 USDT. Even if the price later returns to the original entry level, closing the bot might still return less than 1,000 USDT.Grid cycles and profit reinvestment: All existing grid cycles are considered complete. Any realized but unwithdrawn grid profit is rolled into your available balance and used to build the new grid, effectively reinvesting it.
Important notes
Modifying a live bot is an advanced action. Please make sure you understand the following risks:
Market orders may cause losses: The re‑init process may use market orders to adjust your positions. If the market moves against you during this, you can incur immediate losses.
Editing parameters may trigger the strategy to stop: If parameters are adjusted during significant market fluctuations and the assets within the strategy are minimal, the resulting buy and sell amounts for the individual grid may be zero, causing the strategy to automatically stop.
Liquidation price can change a lot: New parameters change your position structure and risk exposure, which directly affects your liquidation price. Always check your new liquidation price after editing, and consider adding margin if needed.
Reserved margin is not used: Margin you initially reserved stays reserved during re‑init and is not used to place new orders.
12. What settings are copied when I copy a futures grid bot?
When you copy a bot from a lead trader (with profit sharing), most of the lead’s core settings are copied:
Which grid settings are copied from the lead trader?
Basic settings: price range, grid count, direction, etc.
Advanced settings: start/stop conditions, take‑profit/stop‑loss, and other key rules.
Some advanced or proprietary settings may be hidden, as they are part of the lead trader’s configuration.
Which settings can I customize myself?
Your investment amount
How much to keep as reserved margin to reduce liquidation risk
The leverage you want to use
Which lead trader actions are not synced?
Any actions the lead trader takes after you start copying—such as editing parameters or adding margin—are not mirrored to your running bot.
If the lead trader stops their bot, your copied bot will also stop and all positions will be closed at market price.
Other limitation
Because copy trading involves profit sharing, copied grid bots cannot use the “Withdraw profit” feature.
13. How do take‑profit and stop‑loss work in futures grid bots?
Currently, TP/SL can be triggered in two ways:
By price: The system monitors the last traded price. When it reaches your TP or SL price, the system cancels all open orders and closes your positions at the best available market price.
By total PnL: The system monitors your total return rate. When it hits your TP or SL target, the system cancels all open orders and closes your positions at market.
Note: TP/SL values are trigger conditions, not guaranteed execution prices. Due to volatility and market depth, the actual close price and final total return may differ from your TP/SL settings.
14. How can I stop a futures grid bot?
You can stop a bot in several ways:
Manual stop
Open the bot details page and click/tap “Stop.”
If you are not a lead trader, you’ll usually see two options: a) Stop the bot and close all positions at market; b) Stop the bot but keep positions open
Lead traders can only stop the bot by stopping and closing all positions at market.
Take‑profit / stop‑loss
Set TP/SL when you create the bot, or edit them at any time while it’s running.
When triggered, the system cancels all open orders and closes positions at market based on your TP/SL rules.
Custom stop conditions
You can configure more advanced stop conditions based on: Price or RSI triggers; TradingView signals.
Once the condition is met, the system follows your stop settings. If you’ve chosen “stop and close all positions at market,” your positions will be closed at market when the condition is triggered.
15.Can grid arbitrage ever generate negative returns?
Yes, negative arbitrage can happen in some cases.
Built‑in protection
When you create or edit a bot, the system checks your fee tier (VIP level) and your grid settings (price range, grid count, etc.).It only allows settings where, under current conditions, the expected spread profit from a full “buy low, sell high” grid cycle is higher than the taker/maker fees needed to complete that cycle.This is designed to give you a positive edge at the start.
When can negative arbitrage appear?
If your VIP level is downgraded (for example, from VIP 3 to VIP 1), your actual fee rate goes up.Then the original grid spacing may no longer cover the higher fees, turning what used to be positive arbitrage into ongoing net loss.
Risk warning
The platform continuously monitors for potential negative‑arbitrage situations.If it detects that a bot may be losing money mainly due to fees, it will show a clear warning on the bot management page.If you see this warning, it means the bot might be slowly burning your principal to pay fees. We strongly recommend you review the bot and consider closing it in time to avoid unnecessary losses.
16. Will my grid bot stop when a pre‑market futures contract becomes a regular contract?
No. When a pre‑market futures contract switches to a regular contract, your grid bot will continue running and will not be stopped automatically.
17. What do yellow grid orders mean?
Yellow orders are alerts, indicating that a grid order at that level can’t be placed normally and is temporarily blocked or pending. Our goal is to ensure you can fully utilize your margin and not miss out on any arbitrage opportunities. Therefore, please pay attention to the following two situations and take appropriate actions based on the prompts. This will help you better manage investment risks and protect your interests.
What causes yellow grid orders due to insufficient margin and how can I fix it?
Cause: Your running positions are in a loss or market volatility has increased, so the margin required to maintain current positions and orders has gone up. Your available margin is no longer enough to place new grid orders.
When it happens: Common when the bot has taken some losses.
What to do: This is the most frequent cause. Consider adding more margin to the bot to restore available margin. Once margin is sufficient, yellow orders will automatically switch back to normal active orders.
What causes yellow grid orders due to leverage limit changes and how can I fix it?
Cause: For risk control, the platform may lower the maximum allowed leverage for a certain contract (for example, from 50x to 20x). If your bot is using leverage higher than the new cap, some grid orders will no longer meet the risk rules and can’t be placed.
When it happens: After an official risk‑control adjustment for that contract.
What to do: Check the official announcements for leverage changes. If this is the reason for the yellow orders, it’s usually best to close the current bot and recreate a new one that complies with the new leverage limits, so it can run normally again.