bbgo_origin/config/xmaker-ethusdt.yaml

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