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