bbgo/config/tri.yaml

36 lines
587 B
YAML

---
notifications:
slack:
defaultChannel: "dev-bbgo"
errorChannel: "bbgo-error"
sessions:
binance:
exchange: binance
envVarPrefix: binance
exchangeStrategies:
## triangular arbitrage strategy
- on: binance
tri:
minSpreadRatio: 1.0011
separateStream: true
# resetPosition: true
limits:
BTC: 0.001
ETH: 0.01
USDT: 20.0
symbols:
- BNBUSDT
- BNBBTC
- BNBETH
- BTCUSDT
- ETHUSDT
- ETHBTC
paths:
- [ BTCUSDT, ETHBTC, ETHUSDT ]
- [ BNBBTC, BNBUSDT, BTCUSDT ]
- [ BNBETH, BNBUSDT, ETHUSDT ]