2020-10-29 13:09:26 +00:00
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---
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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2020-10-31 12:36:58 +00:00
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max:
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exchange: max
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envVarPrefix: max
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2020-10-29 13:09:26 +00:00
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riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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sessionBased:
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# "max" is the session name that you want to configure the risk control
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2020-11-12 08:34:57 +00:00
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max:
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2020-11-09 06:56:54 +00:00
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# orderExecutor is one of the risk control
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orderExecutor:
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2020-10-29 13:09:26 +00:00
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# symbol-routed order executor
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bySymbol:
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2020-11-10 11:06:20 +00:00
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BTCUSDT:
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2020-10-29 13:09:26 +00:00
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# basic risk control order executor
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basic:
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minQuoteBalance: 100.0
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2020-11-10 11:06:20 +00:00
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maxBaseAssetBalance: 3.0
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minBaseAssetBalance: 0.0
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maxOrderAmount: 1000.0
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backtest:
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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2020-11-12 04:55:54 +00:00
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startTime: "2020-09-04"
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endTime: "2020-09-14"
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2020-11-10 11:06:20 +00:00
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symbols:
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- BTCUSDT
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2020-12-14 06:40:50 +00:00
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- ETHUSDT
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2020-11-10 11:06:20 +00:00
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account:
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makerCommission: 15
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takerCommission: 15
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balances:
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2020-11-12 04:55:54 +00:00
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BTC: 0.0
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2020-11-10 11:06:20 +00:00
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USDT: 10000.0
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2020-10-29 13:09:26 +00:00
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exchangeStrategies:
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2021-02-20 03:52:56 +00:00
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2020-11-12 08:34:57 +00:00
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- on: max
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2020-10-29 13:09:26 +00:00
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grid:
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2020-11-10 11:06:20 +00:00
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symbol: BTCUSDT
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2021-02-28 04:12:03 +00:00
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# quantity: 0.001
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scaleQuantity:
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byPrice:
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exp:
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domain: [20_000, 30_000]
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range: [0.2, 0.001]
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2020-12-29 10:32:59 +00:00
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gridNumber: 30
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2020-11-10 11:06:20 +00:00
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profitSpread: 50.0
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2021-02-28 04:12:03 +00:00
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upperPrice: 20_000.0
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lowerPrice: 30_000.0
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2021-02-20 03:52:56 +00:00
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long: true
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