Quant tools
A few quant tools you'll reach for: estimate grid parameters, work out what a month of fees comes to, and compare which market each strategy type suits. Everything is computed locally in your browser, and no data is uploaded.
Enter the range, grid count and capital to estimate how much one grid earns and what's left after both-side fees. Arithmetic grid, with a fixed price step per grid. Work it out before you build a bot on the exchange.
The step can't cover the fees. Widen the range or cut the grid count, or every filled grid loses money.
Net profit ≈ step as % of reference price − 2× one-side fee rate. It's a rough estimate of one grid filling once in the ideal case, and ignores slippage, unfilled orders and market direction. For reference only.
Grid trading slices a price range into a number of equal steps. Each step down, you buy a little; each step up, you sell a little — earning the spread step by step as price swings back and forth inside the range. In an arithmetic grid, the step per grid equals (upper bound − lower bound) divided by the grid count: the more grids, the smaller each step, so fills come more often but each grid's profit is thinner.
What really decides whether a grid earns is whether "the step as a percentage of the reference price" can cover "the both-side fee of buying plus selling." We use the range midpoint as the reference price, and subtract twice the one-side fee rate from the gross per-grid margin to get a rough net profit per grid. If that figure is near zero or negative, your grids are too dense and your range too narrow — the step still can't beat the fees, and the harder it runs the faster it loses. The tool flags this in red right away.
To be clear: this is a static estimate that assumes one grid is fully bought and then sold once. It doesn't account for whether orders actually fill, whether the market is one-way or choppy, slippage, or funding rates, and it doesn't predict how many grids will trigger over a period. The fee rate defaults to an example value; the real number depends on what OKX currently publishes — check the OKX site and edit the field yourself. Treat it as a quick "do these parameters make sense" check, not a return forecast. How the range, grid count and funds per grid constrain one another, and how much is tied up if price falls to the lower limit, is covered in OKX Grid Bot Settings.
Based on your trade size and monthly trade count, estimate the fees you'd pay over a month and a year. Every figure is an example estimate, not a promise.
Example estimate, not a promise; the real fee rate and VIP tier depend on what OKX currently publishes. This calculates with the taker rate only — maker orders and unfilled orders aren't counted.
Exchanges charge fees on spot and derivatives by trade size, split into maker (resting orders) and taker (filling orders) rates. For anyone running quant or grids, a fee is paid on every fill — small on a single trade, and only visible for what it is once you multiply by a month's worth of trades.
The math is two steps: monthly volume equals trade size times trades per month, and monthly fees equal monthly volume times the taker rate; times twelve gives the year.
The fee rate on this page is an example figure, not OKX's official quote. Real rates shift with your VIP tier and the product you trade, so check the OKX site and edit the input yourself. Treat the result as a sense of scale for your costs, not a precise bill.
Which permissions to tick when you create an API key, whether to bind an IP, and how to keep quant funds apart from your main holdings are covered point by point in What Happens When an API Key Leaks: Permission Design and Least Privilege.
Grid, Futures Grid, Martingale, Recurring Buy, Arbitrage, Copy and Signal Bot compared side by side: suited market, risk level, difficulty, typical pitfalls. Filter by risk/difficulty/market. All OKX built-in, no code. Martingale carries the highest risk level of the group.
Open the comparison →