bbgo_origin/config/scmaker.yaml

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sessions:
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max:
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exchange: max
envVarPrefix: max
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makerFeeRate: 0%
takerFeeRate: 0.025%
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#services:
# googleSpreadSheet:
# jsonTokenFile: ".credentials/google-cloud/service-account-json-token.json"
# spreadSheetId: "YOUR_SPREADSHEET_ID"
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exchangeStrategies:
- on: max
scmaker:
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symbol: &symbol USDCUSDT
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## adjustmentUpdateInterval is the interval for adjusting position
adjustmentUpdateInterval: 1m
## liquidityUpdateInterval is the interval for updating liquidity orders
liquidityUpdateInterval: 1h
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liquiditySkew: 1.5
numOfLiquidityLayers: 10
liquidityLayerTickSize: 0.0001
liquidityScale:
exp:
domain: [0, 9]
range: [1, 4]
## maxExposure controls how much balance should be used for placing the maker orders
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maxExposure: 10_000
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## circuitBreakEMA is used for calculating the price for circuitBreak
circuitBreakEMA:
interval: 1m
window: 14
## circuitBreakLossThreshold is the maximum loss threshold for realized+unrealized PnL
circuitBreakLossThreshold: -10.0
## positionHardLimit is the maximum position limit
positionHardLimit: 500.0
## maxPositionQuantity is the maximum quantity per order that could be controlled in positionHardLimit,
## this parameter is used with positionHardLimit togerther
maxPositionQuantity: 10.0
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midPriceEMA:
interval: 1h
window: 99
## priceRangeBollinger is used for the liquidity price range
priceRangeBollinger:
interval: 1h
window: 10
k: 1.0
strengthInterval: 1m
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minProfit: 0.01%
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backtest:
sessions:
- max
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startTime: "2023-05-20"
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endTime: "2023-06-01"
symbols:
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- *symbol
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account:
max:
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makerFeeRate: 0.0%
takerFeeRate: 0.025%
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balances:
USDC: 5000
USDT: 5000