bbgo_origin/config/bollgrid.yaml

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---
notifications:
slack:
defaultChannel: "dev-bbgo"
errorChannel: "bbgo-error"
switches:
trade: true
orderUpdate: true
submitOrder: true
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sessions:
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# binance:
# exchange: binance
# envVarPrefix: binance
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max:
exchange: max
envVarPrefix: MAX
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riskControls:
# This is the session-based risk controller, which let you configure different risk controller by session.
sessionBased:
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# "max" is the session name that you want to configure the risk control
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max:
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# orderExecutor is one of the risk control
orderExecutor:
# symbol-routed order executor
bySymbol:
BTCUSDT:
# basic risk control order executor
basic:
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minQuoteBalance: 1000.0
maxBaseAssetBalance: 0
minBaseAssetBalance: 1.0
maxOrderAmount: 3000.0
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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
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startTime: "2020-09-04"
endTime: "2020-09-14"
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symbols:
- BTCUSDT
account:
max:
makerFeeRate: 15
takerFeeRate: 15
balances:
BTC: 0.0
USDT: 10000.0
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exchangeStrategies:
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- on: max
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bollgrid:
symbol: BTCUSDT
interval: 5m
gridNumber: 2
quantity: 0.001
profitSpread: 100.0