2022-12-03 03:16:29 +00:00
|
|
|
---
|
|
|
|
|
sessions:
|
|
|
|
|
max:
|
|
|
|
|
exchange: max
|
|
|
|
|
envVarPrefix: max
|
|
|
|
|
|
|
|
|
|
# example command:
|
|
|
|
|
# godotenv -f .env.local -- go run ./cmd/bbgo backtest --config config/grid2-max.yaml --base-asset-baseline
|
|
|
|
|
backtest:
|
|
|
|
|
startTime: "2022-01-01"
|
|
|
|
|
endTime: "2022-11-25"
|
|
|
|
|
symbols:
|
|
|
|
|
- BTCUSDT
|
|
|
|
|
sessions: [max]
|
|
|
|
|
accounts:
|
|
|
|
|
binance:
|
|
|
|
|
balances:
|
|
|
|
|
BTC: 0.0
|
|
|
|
|
USDT: 10000.0
|
|
|
|
|
|
|
|
|
|
exchangeStrategies:
|
|
|
|
|
|
|
|
|
|
- on: max
|
|
|
|
|
grid2:
|
|
|
|
|
symbol: BTCUSDT
|
2022-12-03 06:58:53 +00:00
|
|
|
upperPrice: 18_000.0
|
|
|
|
|
lowerPrice: 12_000.0
|
|
|
|
|
gridNumber: 100
|
2022-12-03 03:16:29 +00:00
|
|
|
|
2022-12-03 08:49:46 +00:00
|
|
|
## compound is used for buying more inventory when the profit is made by the filled SELL order.
|
|
|
|
|
## when compound is disabled, fixed quantity is used for each grid order.
|
|
|
|
|
## default: false
|
2022-12-03 07:22:15 +00:00
|
|
|
compound: true
|
|
|
|
|
|
2022-12-03 08:49:46 +00:00
|
|
|
## earnBase is used to profit base quantity instead of quote quantity.
|
|
|
|
|
## meaning that earn BTC instead of USDT when trading in the BTCUSDT pair.
|
|
|
|
|
# earnBase: true
|
|
|
|
|
|
2022-12-03 08:03:01 +00:00
|
|
|
stopLossPrice: 10_000.0
|
|
|
|
|
takeProfitPrice: 20_000.0
|
|
|
|
|
|
2022-12-03 03:16:29 +00:00
|
|
|
## profitSpread is the profit spread of the arbitrage order (sell order)
|
|
|
|
|
## greater the profitSpread, greater the profit you make when the sell order is filled.
|
|
|
|
|
## you can set this instead of the default grid profit spread.
|
|
|
|
|
## by default, profitSpread = (upperPrice - lowerPrice) / gridNumber
|
|
|
|
|
## that is, greater the gridNumber, lesser the profit of each grid.
|
|
|
|
|
# profitSpread: 1000.0
|
|
|
|
|
|
|
|
|
|
## There are 3 kinds of setup
|
|
|
|
|
## NOTICE: you can only choose one, uncomment the config to enable it
|
|
|
|
|
##
|
|
|
|
|
## 1) fixed amount: amount is the quote unit (e.g. USDT in BTCUSDT)
|
|
|
|
|
# amount: 10.0
|
|
|
|
|
|
|
|
|
|
## 2) fixed quantity: it will use your balance to place orders with the fixed quantity. e.g. 0.001 BTC
|
|
|
|
|
# quantity: 0.001
|
|
|
|
|
|
|
|
|
|
## 3) quoteInvestment and baseInvestment: when using quoteInvestment, the strategy will automatically calculate your best quantity for the whole grid.
|
|
|
|
|
## quoteInvestment is required, and baseInvestment is optional (could be zero)
|
|
|
|
|
## if you have existing BTC position and want to reuse it you can set the baseInvestment.
|
|
|
|
|
quoteInvestment: 10_000
|
|
|
|
|
baseInvestment: 1.0
|
