Tap mode is now here on the web app! Glhf

Grid Options now have a Nautilus Trader adapter. Here's why we built it, and how it works. A Grid Option is one tile on a price-vs-time grid. BTC between $109,000 and $109,100, from 23:00 to 23:05 UTC. Each share pays $1 if BTC trades inside that range during that window, and $0 if it doesn't. Every share is backed by $1 of USDC held by the contract on Sui, and settlement is a signed oracle proof that anyone can check onchain. That design creates a lot of instruments. A single BTC grid is hundreds of tiles across 5-minute, 1-hour and 1-day windows, and each one needs a two-sided market. Nobody quotes that by hand. It's a job for code, and we want more than one firm doing it. So we made it simple to write that code: - Every tile is a Nautilus BinaryOption, with an id like BTC-5M-20260927T2300-109000-109100.PARAMX. A strategy can build tile ids itself from the grid spec. - The data client streams L2 books, top of book, trades and the underlying's price. It reconnects and resubscribes on its own, and resyncs if a message is missed. - The execution client signs orders locally with your trading key. It supports GTC, GTD, IOC and post-only orders, and batches bursts of submits and cancels so a full requote costs only a few requests. - You can short from flat (it locks $1 a share), so a single account can quote both sides of a tile. → After a restart, reconciliation rebuilds your resting orders, positions and fills from the exchange. → Makers pay 0 fees. Takers pay 30 bps. Custody stays with you. A bot account is a plain Sui address with two keys you hold. The wallet key holds your USDC. The trading key can sign orders but can't move funds out of the exchange. Our gas sponsor pays for account setup, so you don't need any SUI. The same strategy code runs in three places, with no changes: 1. Paper, in Nautilus's sandbox, against ParamX's live order books 2. Devnet, a second exchange with free test USDC from a faucet 3. Mainnet The repo includes a small example market maker. It quotes the band holding the current price, skews its quotes against inventory, and rolls forward with each window. That's about 200 lines of code to get a strategy quoting. The public interface of the exchange contract is published separately, so you can read exactly what gets signed and what settles. The signing docs include test vectors. If you run systematic strategies and want to make markets in a product that most of the market can't price yet, the books are open. Start on devnet.