2021-03-21 03:13:33 +00:00
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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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# if you want to route channel by symbol
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symbolChannels:
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"^BTC": "btc"
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"^ETH": "eth"
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# if you want to route channel by exchange session
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sessionChannels:
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max: "bbgo-max"
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binance: "bbgo-binance"
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# routing rules
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routing:
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trade: "$symbol"
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order: "$silent"
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submitOrder: "$silent"
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pnL: "bbgo-pnl"
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persistence:
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json:
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directory: var/data
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redis:
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host: 127.0.0.1
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port: 6379
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db: 0
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sessions:
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max:
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exchange: max
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envVarPrefix: max
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binance:
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exchange: binance
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envVarPrefix: binance
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2021-03-21 03:21:33 +00:00
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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" is the session name that you want to configure the risk control
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max:
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# orderExecutor is one of the risk control
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orderExecutor:
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# symbol-routed order executor
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bySymbol:
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ETHUSDT:
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# basic risk control order executor
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basic:
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# keep at least X USDT (keep cash)
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minQuoteBalance: 100.0
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# maximum ETH balance (don't buy too much)
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maxBaseAssetBalance: 10.0
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# minimum ETH balance (don't sell too much)
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minBaseAssetBalance: 0.0
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maxOrderAmount: 1000.0
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2021-03-21 03:13:33 +00:00
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crossExchangeStrategies:
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2021-03-21 04:43:41 +00:00
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- xmaker:
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2021-03-21 03:13:33 +00:00
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symbol: ETHUSDT
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sourceExchange: binance
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makerExchange: max
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2021-03-21 04:43:41 +00:00
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updateInterval: 2s
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2021-03-21 03:13:33 +00:00
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# disableHedge disables the hedge orders on the source exchange
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# disableHedge: true
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hedgeInterval: 10s
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margin: 0.004
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askMargin: 0.004
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bidMargin: 0.004
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2021-03-21 04:43:41 +00:00
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quantity: 0.01
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2021-03-21 03:13:33 +00:00
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quantityMultiplier: 2
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# numLayers means how many order we want to place on each side. 3 means we want 3 bid orders and 3 ask orders
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numLayers: 2
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# pips is the fraction numbers between each order. for BTC, 1 pip is 0.1,
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# 0.1 pip is 0.01, here we use 10, so we will get 18000.00, 18001.00 and
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# 18002.00
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pips: 10
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persistence:
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type: redis
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