bbgo_origin/config/funding.yaml

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2022-01-13 11:35:05 +00:00
---
notifications:
slack:
defaultChannel: "dev-bbgo"
errorChannel: "bbgo-error"
# if you want to route channel by symbol
symbolChannels:
"^BTC": "btc"
"^ETH": "eth"
# object routing rules
routing:
trade: "$symbol"
order: "$symbol"
submitOrder: "$session" # not supported yet
pnL: "bbgo-pnl"
sessions:
binance:
exchange: binance
envVarPrefix: binance
futures: true
exchangeStrategies:
- on: binance
funding:
symbol: ETHUSDT
fundingRate:
high: 0.01%
supportDetection:
- interval: 5m
movingAverageType: EMA
movingAverageInterval: 1h
movingAverageWindow: 99
minVolume: 8_000