bbgo/config/support-margin.yaml

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---
notifications:
slack:
defaultChannel: "dev-bbgo"
errorChannel: "bbgo-error"
switches:
trade: true
orderUpdate: true
submitOrder: true
sessions:
binance_margin_linkusdt:
exchange: binance
margin: true
isolatedMargin: true
isolatedMarginSymbol: LINKUSDT
riskControls:
# This is the session-based risk controller, which let you configure different risk controller by session.
sessionBased:
max:
orderExecutor:
bySymbol:
BTCUSDT:
basic:
minQuoteBalance: 100.0
maxBaseAssetBalance: 3.0
minBaseAssetBalance: 0.0
maxOrderAmount: 1000.0
backtest:
# for testing max draw down (MDD) at 03-12
# see here for more details
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
startTime: "2020-09-04"
endTime: "2020-09-14"
symbols:
- LINKUSDT
account:
binance:
makerFeeRate: 0.075%
takerFeeRate: 0.075%
balances:
LINK: 0.0
USDT: 10000.0
exchangeStrategies:
- on: binance_margin_linkusdt
support:
symbol: LINKUSDT
interval: 1m
minVolume: 2_000
marginOrderSideEffect: borrow
scaleQuantity:
byVolume:
exp:
domain: [ 1_000, 200_000 ]
range: [ 3.0, 5.0 ]
maxBaseAssetBalance: 1000.0
minQuoteAssetBalance: 2000.0
targets:
- profitPercentage: 0.02
quantityPercentage: 0.5
marginOrderSideEffect: repay