bbgo/config/fixedmaker.yaml

35 lines
625 B
YAML

---
backtest:
startTime: "2023-01-01"
endTime: "2023-05-31"
symbols:
- USDCUSDT
sessions:
- max
accounts:
max:
balances:
USDC: 500.0
USDT: 500.0
exchangeStrategies:
- on: max
fixedmaker:
symbol: USDCUSDT
interval: 1m
halfSpread: 0.05%
quantity: 15
orderType: LIMIT_MAKER
dryRun: true
positionHardLimit: 1500
maxPositionQuantity: 1500
circuitBreakLossThreshold: -0.15
circuitBreakEMA:
interval: 1m
window: 14
inventorySkew:
inventoryRangeMultiplier: 1.0
targetBaseRatio: 0.5