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Simple Grid

A symmetric grid with Avellaneda-Stoikov optimal spread pricing. Orders are placed evenly on both sides of the current price — no directional bias, no signals, pure math-driven market making.

How it works​

The bot calculates the optimal spread using the Avellaneda-Stoikov model. The spread adapts to current volatility and your inventory level. When you're flat, the grid is centered. As you accumulate a position, the spread shifts to encourage exits.

Orders are split into 2 tiers:

  • Inner tier — close to mid price, requotes on small moves (2+ bps)
  • Outer tier — further out, requotes on larger moves (8+ bps)

Both sides requote together. When price drops, buy and sell orders both reposition. There's no attempt to predict which direction price will go next.

When to use​

  • Range-bound markets with no strong trend
  • When you want full manual control over spread and levels
  • As a baseline to compare against more advanced modes

When to move up​

If you notice inventory building in one direction during trends, Directional mode solves this by only requoting the stale side while leaving the favorable side in place.