bbgo_origin/config/grid-usdttwd.yaml

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---
sessions:
max:
exchange: max
envVarPrefix: max
riskControls:
# This is the session-based risk controller, which let you configure different risk controller by session.
sessionBased:
# "max" is the session name that you want to configure the risk control
max:
# orderExecutor is one of the risk control
orderExecutor:
# symbol-routed order executor
bySymbol:
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USDTTWD:
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# basic risk control order executor
basic:
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minQuoteBalance: 100.0 # keep 100 twd
maxBaseAssetBalance: 100_000.0
minBaseAssetBalance: 1_000.0
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maxOrderAmount: 2000.0 # 1000 twd
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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
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startTime: "2021-01-01"
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endTime: "2021-01-30"
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sessions:
- max
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symbols:
- USDTTWD
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feeMode: quote
accounts:
max:
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makerFeeRate: 0.0125%
takerFeeRate: 0.075%
balances:
BTC: 0.0
USDT: 10_000.0
TWD: 100_000.0
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exchangeStrategies:
- on: max
grid:
symbol: USDTTWD
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quantity: 10.0 # 10 USDT per grid
gridNumber: 100 # 50 GRID, Total Amount will be 10 USDT * 50 GRID = 500 USDT
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profitSpread: 0.1 # When buying USDT at 28.1, we will sell it at 28.1 + 0.1 = 28.2, When selling USDT at 28.1, we will buy it back at 28.1 - 0.1 = 28.0
upperPrice: 28.90
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lowerPrice: 27.90
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long: true # long mode means we don't keep cash when we sell usdt, we will use the same amount of twd to buy more usdt back