2022-11-26 16:19:59 +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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# example command:
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2022-12-03 03:16:29 +00:00
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# go run ./cmd/bbgo backtest --config config/grid2.yaml --base-asset-baseline
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2022-11-26 16:19:59 +00:00
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backtest:
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startTime: "2022-01-01"
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endTime: "2022-11-25"
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symbols:
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- BTCUSDT
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2022-12-03 03:16:29 +00:00
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sessions: [binance]
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2022-11-26 16:19:59 +00:00
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accounts:
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binance:
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balances:
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BTC: 0.0
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USDT: 10000.0
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exchangeStrategies:
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2022-12-03 03:16:29 +00:00
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- on: binance
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2022-11-26 16:19:59 +00:00
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grid2:
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symbol: BTCUSDT
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2022-12-03 03:16:29 +00:00
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upperPrice: 15_000.0
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lowerPrice: 10_000.0
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2022-11-26 16:19:59 +00:00
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gridNumber: 10
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2022-12-02 05:46:09 +00:00
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## profitSpread is the profit spread of the arbitrage order (sell order)
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## greater the profitSpread, greater the profit you make when the sell order is filled.
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## you can set this instead of the default grid profit spread.
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## by default, profitSpread = (upperPrice - lowerPrice) / gridNumber
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## that is, greater the gridNumber, lesser the profit of each grid.
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# profitSpread: 1000.0
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## There are 3 kinds of setup
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## NOTICE: you can only choose one, uncomment the config to enable it
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##
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## 1) fixed amount: amount is the quote unit (e.g. USDT in BTCUSDT)
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# amount: 10.0
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## 2) fixed quantity: it will use your balance to place orders with the fixed quantity. e.g. 0.001 BTC
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# quantity: 0.001
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## 3) quoteInvestment and baseInvestment: when using quoteInvestment, the strategy will automatically calculate your best quantity for the whole grid.
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## quoteInvestment is required, and baseInvestment is optional (could be zero)
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## if you have existing BTC position and want to reuse it you can set the baseInvestment.
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quoteInvestment: 10_000
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baseInvestment: 1.0
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