---
persistence:
  redis:
    host: 127.0.0.1
    port: 6379
    db: 0

sync:
  # userDataStream is used to sync the trading data in real-time
  # it uses the websocket connection to insert the trades
  userDataStream:
    trades: true
    filledOrders: true

  # since is the start date of your trading data
  since: 2021-08-01

  # sessions is the list of session names you want to sync
  # by default, BBGO sync all your available sessions.
  sessions:
    - binance

  # symbols is the list of symbols you want to sync
  # by default, BBGO try to guess your symbols by your existing account balances.
  symbols:
    - NEARBUSD
    - BTCUSDT
    - ETHUSDT
    - LINKUSDT
    - BNBUSDT
    - DOTUSDT
    - DOTBUSD


sessions:
  binance:
    exchange: binance
    envVarPrefix: binance
#    futures: true


exchangeStrategies:
- on: binance
  rsmaker:
    symbol: BTCBUSD
    interval: 1m
#    quantity: 40
    amount: 20
    minProfitSpread: 0.1%

#    uptrendSkew: 0.7

    # downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band.
#    downtrendSkew: 1.3

    # tradeInBand: when tradeInBand is set, you will only place orders in the bollinger band.
#    tradeInBand: true

    # buyBelowNeutralSMA: when this set, it will only place buy order when the current price is below the SMA line.
#    buyBelowNeutralSMA: true

    defaultBollinger:
      interval: "1h"
      window: 21
      bandWidth: 2.0

    # neutralBollinger is the smaller range of the bollinger band
    # If price is in this band, it usually means the price is oscillating.
    neutralBollinger:
      interval: "5m"
      window: 21
      bandWidth: 2.0

    dynamicExposurePositionScale:
      byPercentage:
        # exp means we want to use exponential scale, you can replace "exp" with "linear" for linear scale
        exp:
          # from lower band -100% (-1) to upper band 100% (+1)
          domain: [ -2, 2 ]
          # when in down band, holds 1.0 by maximum
          # when in up band, holds 0.05 by maximum
          range: [ 1, 0.01 ]



backtest:
  sessions:
    - binance
  # 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: "2022-03-26"
  endTime: "2022-04-12"
  symbols:
    - BTCBUSD
  account:
    binance:
      makerFeeRate: 0.0
      balances:
        BTC: 1
        BUSD: 45_000.0