The venue says $53. Your grid needs $522.

"What is the minimum deposit for a trading bot?" has two correct answers that differ by an order of magnitude, and most tools only tell you the smaller one.

On 18 September 2026 we asked a live OKX account for the order constraints of twelve instruments and combined them with our own sizing formula. For an ETH perpetual grid, the venue will accept an order from a $53 deposit. The same grid does not behave as configured until about $522.

Both numbers are right. They answer different questions.

What we measured

Three fields per instrument, asked from the venue rather than remembered: limits.cost.min (smallest order it accepts), limits.amount.min and precision.amount (the lot step). The size of the smallest order in a ladder comes from our own sizing owner, not recomputed — a second definition of sizing would drift from the form on the first edit.

Twelve instruments (six symbols, spot and perpetual) × four sizing shapes. Live venue, not testnet.

Finding 1: on a perpetual, the lot step IS the whole minimum

All six perpetuals: 100.0 %. All six spot markets: between 0.0 % and 1.0 %.

This is not a quirk of one symbol. A perpetual is quoted in contracts, and one contract is the minimum order. So the only order sizes that exist are 1 contract, 2 contracts, 3 contracts. On spot the step is a rounding detail; on a perpetual it is the unit of the entire ladder.

Finding 2: there are two floors, and tools quote the lower one

Mechanical floor — the deposit at which the smallest rung clears the venue minimum. Below it nothing happens at all: the order is rejected, the cycle never starts.

Workable floor — the deposit at which the ladder you configured is the ladder that actually gets placed. We set it where the smallest order is at least ten lot steps, so quantisation error is at most 10 %.

On spot the two floors are identical. On perpetuals they differ by about ten times, and the gap comes entirely from the indivisible contract.

Finding 3: spot and perpetual are not the same product for sizing

Same venue, same day, same nominal strategy, same symbol: an ETH grid works from $6 on spot and from about $522 on the perpetual. Eighty-seven times apart.

Nothing about the strategy changed. The instrument did.

Why this quietly breaks a ladder

A grid is configured with a first-order fraction and a martingale step: each rung is a bit larger than the last. That is the whole point — the average entry improves as price falls.

Now put that ladder near the mechanical floor of a perpetual. Rung sizes come out as 1.0, 1.05, 1.10, 1.16 contracts — and every one of them rounds to 1 contract. The martingale is gone. The first-order fraction is gone. You configured a weighted ladder and the venue received ten identical orders.

Nothing errors. The orders are accepted. The system trades. It simply is not the system you designed — and, importantly, not the system your backtest modelled, because a backtest works in continuous sizes unless it is told otherwise.

The failure is silent in both directions: no rejection to warn you, and no visible difference on the screen.

How to check this yourself

Three lines against your own venue, before you fund anything:

const m = exchange.markets['ETH/USDT:USDT'];
console.log(m.limits.cost.min);      // smallest order the venue accepts
console.log(m.precision.amount);     // the lot step
console.log(m.contractSize);         // how much one contract is worth

Then the only question that matters: how many lot steps is my smallest rung? If the answer is one or two, your ladder is a stack of identical orders whatever the form shows you. Ten is a reasonable bar; below five the quantisation error is comparable to the edge you are trying to capture.

Limits of this measurement

• •One venue, one day, twelve instruments. OKX on 18 September 2026. Minimums differ by venue, by instrument and over time — this is a method, not a table to copy.
• •The "ten steps" bar is our choice, not a law. It is where quantisation error falls to 10 %. A different tolerance moves every workable number proportionally.
• •Prices move the floors. These are notional minimums, so a symbol that doubles in price moves its own floor.
• •Leverage is not in these numbers. Our sizing expresses the smallest order as a fraction of the deposit, so the table above does not answer what leverage does to the floor. We have not measured that here, and we are not going to guess at it.
• •This is not investment advice, and none of the above is a recommendation to trade.

What this says about our own product

Our platform refuses outright when the smallest order is below $1 and warns below $5. Those are common-sense lower bounds, not a measurement of any venue — and the measurement above shows the venue floor sitting higher than both on most perpetuals.

We are saying it plainly because it is the honest reading of our own instrument: the venue is the arbiter of what it will accept, and a product that answers this question from its own constants is answering a different question than the user asked.