Create a BasicGridTradingBot

[perplover]

Summary

Adds a basic grid trading bot implementation that creates and maintains a grid of buy and sell orders around a central price. The bot automatically replaces filled orders with new ones on the opposite side, creating a mean-reversion trading strategy.

Features

• Creates a symmetric grid of buy/sell orders around the current market price
• Configurable grid size and price spacing
• Automatic order replacement when orders are filled
• Error handling and retries for continuous operation. TODO: exponential backoff and quit after X tries
• Adds tests

Implementation

• GridTradingBot class in examples/basic_grid_trading_bot.py
• Uses Hyperliquid's L2 book data for price discovery
• Places limit orders with GTC (Good Till Cancel) time in force
• Monitors order status and replaces filled orders
• Input validation for grid parameters

Example

from examples.basic_grid_trading_bot import GridTradingBot

bot = GridTradingBot(
    coin="ETH",          # Trading ETH
    grid_size=5,         # 5 orders on each side
    price_spacing_percent=0.01,  # 1% between each level
    order_size=0.1       # 0.1 ETH per order
)
bot.run()