2020-11-11 15:19:08 +00:00
|
|
|
---
|
|
|
|
|
notifications:
|
|
|
|
|
slack:
|
|
|
|
|
defaultChannel: "dev-bbgo"
|
|
|
|
|
errorChannel: "bbgo-error"
|
|
|
|
|
|
|
|
|
|
# if you want to route channel by symbol
|
|
|
|
|
symbolChannels:
|
|
|
|
|
"^BTC": "btc"
|
|
|
|
|
"^ETH": "eth"
|
|
|
|
|
"^BNB": "bnb"
|
|
|
|
|
|
|
|
|
|
# object routing rules
|
|
|
|
|
routing:
|
|
|
|
|
trade: "$symbol"
|
|
|
|
|
order: "$symbol"
|
|
|
|
|
submitOrder: "$session" # not supported yet
|
|
|
|
|
pnL: "bbgo-pnl"
|
|
|
|
|
|
|
|
|
|
sessions:
|
|
|
|
|
binance:
|
|
|
|
|
exchange: binance
|
|
|
|
|
envVarPrefix: binance
|
|
|
|
|
|
|
|
|
|
max:
|
|
|
|
|
exchange: max
|
|
|
|
|
envVarPrefix: max
|
|
|
|
|
|
|
|
|
|
riskControls:
|
|
|
|
|
# This is the session-based risk controller, which let you configure different risk controller by session.
|
|
|
|
|
sessionBased:
|
2020-11-12 08:34:57 +00:00
|
|
|
# "max" is the session name that you want to configure the risk control
|
2020-11-12 06:50:08 +00:00
|
|
|
max:
|
2020-11-11 15:19:08 +00:00
|
|
|
# orderExecutor is one of the risk control
|
|
|
|
|
orderExecutor:
|
|
|
|
|
# symbol-routed order executor
|
|
|
|
|
bySymbol:
|
|
|
|
|
BTCUSDT:
|
|
|
|
|
# basic risk control order executor
|
|
|
|
|
basic:
|
|
|
|
|
minQuoteBalance: 100.0
|
|
|
|
|
maxBaseAssetBalance: 3.0
|
|
|
|
|
minBaseAssetBalance: 0.0
|
2020-11-12 08:31:09 +00:00
|
|
|
maxOrderAmount: 2000.0
|
2020-11-11 15:19:08 +00:00
|
|
|
|
|
|
|
|
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
|
2020-11-12 00:28:59 +00:00
|
|
|
startTime: "2020-09-04"
|
|
|
|
|
endTime: "2020-09-14"
|
2020-11-11 15:19:08 +00:00
|
|
|
symbols:
|
|
|
|
|
- BTCUSDT
|
|
|
|
|
account:
|
|
|
|
|
makerCommission: 15
|
|
|
|
|
takerCommission: 15
|
|
|
|
|
balances:
|
2020-11-12 00:28:59 +00:00
|
|
|
BTC: 0.0
|
2020-11-11 15:19:08 +00:00
|
|
|
USDT: 10000.0
|
|
|
|
|
|
|
|
|
|
exchangeStrategies:
|
2020-11-12 06:50:08 +00:00
|
|
|
- on: max
|
2020-11-11 15:19:08 +00:00
|
|
|
bollgrid:
|
|
|
|
|
symbol: BTCUSDT
|
|
|
|
|
interval: 5m
|
2020-11-12 00:28:59 +00:00
|
|
|
gridNumber: 20
|
2020-11-11 15:19:08 +00:00
|
|
|
quantity: 0.01
|
2020-11-12 00:28:59 +00:00
|
|
|
profitSpread: 30.0
|
