bbgo/config/liquiditymaker.yaml

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sessions:
max:
exchange: max
envVarPrefix: max
makerFeeRate: 0%
takerFeeRate: 0.025%
#services:
# googleSpreadSheet:
# jsonTokenFile: ".credentials/google-cloud/service-account-json-token.json"
# spreadSheetId: "YOUR_SPREADSHEET_ID"
exchangeStrategies:
- on: max
liquiditymaker:
symbol: &symbol USDTTWD
## adjustmentUpdateInterval is the interval for adjusting position
adjustmentUpdateInterval: 1m
## liquidityUpdateInterval is the interval for updating liquidity orders
liquidityUpdateInterval: 1h
numOfLiquidityLayers: 30
askLiquidityAmount: 20_000.0
bidLiquidityAmount: 20_000.0
liquidityPriceRange: 2%
useLastTradePrice: true
spread: 1.1%
liquidityScale:
exp:
domain: [1, 30]
range: [1, 4]
## maxExposure controls how much balance should be used for placing the maker orders
maxExposure: 200_000
minProfit: 0.01%
backtest:
sessions:
- max
startTime: "2023-05-20"
endTime: "2023-06-01"
symbols:
- *symbol
account:
max:
makerFeeRate: 0.0%
takerFeeRate: 0.025%
balances:
USDT: 5000
TWD: 150_000