mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 09:15:15 +00:00
31 lines
790 B
YAML
31 lines
790 B
YAML
|
---
|
||
|
|
riskControls:
|
||
|
|
# This is the session-based risk controller, which let you configure different risk controller by session.
|
||
|
|
sessionBased:
|
||
|
|
# "max" is the session name that you want to configure the risk control
|
||
|
|
max:
|
||
|
|
# orderExecutor is one of the risk control
|
||
|
|
orderExecutor:
|
||
|
|
# symbol-routed order executor
|
||
|
|
bySymbol:
|
||
|
|
BTCUSDT:
|
||
|
|
# basic risk control order executor
|
||
|
|
basic:
|
||
|
|
minQuoteBalance: 1000.0
|
||
|
|
maxBaseAssetBalance: 500.0
|
||
|
|
minBaseAssetBalance: 300.0
|
||
|
|
maxOrderAmount: 1000.0
|
||
|
|
|
||
|
|
exchangeStrategies:
|
||
|
|
|
||
|
|
- on: max
|
||
|
|
schedule:
|
||
|
|
interval: 1h
|
||
|
|
symbol: BTCUSDT
|
||
|
|
side: buy
|
||
|
|
quantity: 0.001
|
||
|
|
belowMovingAverage:
|
||
|
|
type: EWMA
|
||
|
|
interval: 1h
|
||
|
|
window: 99
|