Faithful translation of the supplied executable grid strategy, including its implementation quirks. Source defaults remain grid_step=2.0, profit_step=2.0, trading_size=0.5, max_pos=7.0, profit_orders_counts=3, trailing_stop_multiplier=2.0 and stop_minutes=360.0. Price steps are absolute quote-currency amounts, not percentages. Trade LTCUSDT.OKX using quotes, fill callbacks and one-second simulated-clock timer events; bars must not replace quotes or timer events. The platform adaptation is a linear OKX margin instrument with one net position, actual limit-order matching, maker fee 0.0200% and taker fee 0.0500% per fill from src/backtesting/venue_configs.py. Opposing buy/sell orders adjust one net inventory rather than independently hedged positions. Preserve the source's bid/ask-priced LIMIT liquidation orders; they are not stop-market orders or guaranteed immediate exits. The author's claims about ranging-market performance remain unverified. Retrieve GridPositionCalculator and the source timer cadence from the same pinned commit before implementation; their behavior must not be guessed.