
Automated grid trading system with gap compensation and crash-resilient order management for US equities
A fully automated grid trading bot for US equities. A market-maker-like system that places a ladder of limit bids below a configurable price ceiling, and for every filled bid, immediately posts a corresponding ask one interval higher. The key complexity was handling gap-up and gap-down market openings, where the price opens outside the active grid and requires intelligent compensation logic to resynchronise bids, asks, and position state. The system needed to be configurable, paper-trade first, survive crashes and reconnects via a persistent order database, and include kill-switch controls for live deployment safety.




