bbgo/config/xdepthmaker.yaml

68 lines
1.2 KiB
YAML
Raw Normal View History

---
notifications:
slack:
defaultChannel: "dev-bbgo"
errorChannel: "bbgo-error"
switches:
trade: true
orderUpdate: false
submitOrder: false
persistence:
json:
directory: var/data
redis:
host: 127.0.0.1
port: 6379
db: 0
logging:
trade: true
order: true
fields:
env: staging
sessions:
max:
exchange: max
envVarPrefix: max
binance:
exchange: binance
envVarPrefix: binance
crossExchangeStrategies:
- xdepthmaker:
symbol: "BTCUSDT"
makerExchange: max
hedgeExchange: binance
# disableHedge disables the hedge orders on the source exchange
# disableHedge: true
hedgeInterval: 10s
notifyTrade: true
margin: 0.004
askMargin: 0.4%
bidMargin: 0.4%
depthScale:
byLayer:
linear:
domain: [1, 30]
range: [50, 20_000]
# numLayers means how many order we want to place on each side. 3 means we want 3 bid orders and 3 ask orders
numLayers: 30
# pips is the fraction numbers between each order. for BTC, 1 pip is 0.1,
# 0.1 pip is 0.01, here we use 10, so we will get 18000.00, 18001.00 and
# 18002.00
pips: 10
persistence:
type: redis