2020-10-29 13:09:26 +00:00
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---
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notifications:
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slack:
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defaultChannel: "dev-bbgo"
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errorChannel: "bbgo-error"
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# if you want to route channel by symbol
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symbolChannels:
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"^BTC": "btc"
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"^ETH": "eth"
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"^BNB": "bnb"
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# object routing rules
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routing:
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trade: "$symbol"
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order: "$symbol"
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submitOrder: "$session" # not supported yet
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pnL: "bbgo-pnl"
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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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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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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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2020-11-11 09:55:16 +00:00
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quantity: 0.01
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2020-11-12 08:34:57 +00:00
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gridNumber: 10
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2020-11-10 11:06:20 +00:00
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profitSpread: 50.0
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upperPrice: 11000.0
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lowerPrice: 9000.0
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