The grid template on paper

grid is a two-sided ladder maker, and it is a good first mount because everything it does is visible in a few minutes of bars: it rests limits, they fill, it takes profit one step back, and it re-arms. Mounting it on paper puts it on the PRODUCTION live core — the single-writer runtime, the ingest lanes, the RiskGate, the one live order path — with vike_paper::PaperExecutionClient standing in for a venue, so there is no real money, no credential and no geo risk anywhere in the run.

What the strategy does

crates/vike-strategy/src/grid_dca.rs's Grid rests rungs buy limits BELOW and rungs sell limits ABOVE an anchor, spaced by step, size units each — the sell side is an opening short when flat. Each rung is an oscillator: when its ENTRY limit fills, the strategy places a take-profit limit one step back toward the anchor; when THAT fills — a completed round trip — the entry re-arms. Inventory is therefore bounded by rungs · size per side.

A HARD STOP fires when price leaves [anchor − band, anchor + band]: the strategy flattens the net position and HALTS — no re-arms, no new legs.

The knobs, with the defaults Grid::from_params falls back to:

The profile, and the four refusals it must pass

A vike-tradehub profile names the mount and the strategy in the same vocabulary a backtest profile uses, resolved through the same vike_strategy::strategy_by_name registry — so the profile that was backtested is the profile that trades.

venue = "binance"
symbol = "BTCUSDT"
interval = "1m"
seed_cash = 10000.0

[strategy]
name = "grid"

[strategy.params]
step = 40.0
rungs = 4
size = 0.001
band = 600.0

[strategy.params] faces four separate refusals at profile LOAD, and each one is the case the previous passes:

1. unknown_params — a key no reader reads. A from_params reader ignores what it does not recognise, so sizee = 2 is not an error but size at the compiled default. vike_strategy::PARAM_KEYS declares what each name actually reads.
2. mistyped_params — a known key carrying an unusable value. and_then(Value::as_…) yields None for a wrong type exactly as it does for an absent key, so quoting a number (size = "2") mounts the default just as surely as misspelling it does.
3. misrouted_params — a key that is read, well-typed, and then OVERWRITTEN by the mount. resolve_intent_symbol and resolve_intent_venue stamp the MOUNT's own venue and symbol onto every intent, so a params symbol that disagrees with the mount would pass the first two rules and send orders somewhere else. PARAM_ROUTES declares which keys those are.
4. unarmable_params — a whole table that passes all three and still describes NO ORDER AT ALL. grid is one of the two measured instances: bounded01 = true with step left at its compiled 1.0 is one rung spacing across the entire 0..1 domain, and it was measured at zero broker calls. Grid::arms_no_rung answers that from the same code that rests the rungs. It is decidable only because arm builds its whole order set from the params plus one anchor, once — the wider rule "refuse a mount that would place no orders" is not safe, because a strategy waiting on a market condition places none either.

The mount then ECHOES the RESOLVED configuration, including knobs the profile never states — a log that merely repeats the operator's table is a claim about the operator, and it is false in exactly the case worth logging.

Paper, and what it is faithful to

vike_paper::PaperExecutionClient owns a resting book and fills it with the backtest ENGINE'S OWN public primitives — BarFillModel::fill_price, resolve_intrabar_fills, adverse_fill_price and fee — so "backtest equals paper" is true by construction rather than by review, and gated bit for bit by vike-backtest's tests/r7_gate.rs. The equivalence holds for Gtc / Ioc / Fok; it does not hold for the expiring time-in-forces, where paper enforces the resting deadline and the simulator ignores TIF — a divergence no strategy can reach today, since every request the runtime builds is Gtc.

Getting a live feed behind it

The daemon's DEFAULT paper mount proves the lifecycle and the stdio control channel with NO live feed at all. To watch the grid react to a real market while every order stays on paper, arm the tradehub_live flag, which mounts the same strategy on the real twelve-venue build_node core AND wires that venue's own live feed — and leave the arming ceiling where it is.

policy.venues.<venue> in <project>/settings/policy.toml is a per-venue ceiling (paper < demo < live) that vike_mount::make_engine consults FIRST, above the credential read: a paper venue returns the paper client having loaded no credential, fetched no instrument grid and opened no socket. Its default is paper for every venue, so a box with no [venues] table mounts all paper whatever the credential store holds, and the ceiling can only ever REFUSE — a live line arms nothing by itself. The daemon additionally validates the venue and symbol against the set it has actually wired for live, and hard-errors rather than falling back silently.

Where next

• The grid template and The strategy registry.
• The paper exchange and Risk and arming.
• Arm a venue and Policies.
• The A-S maker on paper.