bbgo_origin/config/bollgrid.yaml

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---
notifications:
slack:
defaultChannel: "dev-bbgo"
errorChannel: "bbgo-error"
# if you want to route channel by symbol
symbolChannels:
"^BTC": "btc"
"^ETH": "eth"
"^BNB": "bnb"
# object routing rules
routing:
trade: "$symbol"
order: "$symbol"
submitOrder: "$session" # not supported yet
pnL: "bbgo-pnl"
sessions:
binance:
exchange: binance
envVarPrefix: binance
max:
exchange: max
envVarPrefix: max
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:
minQuoteBalance: 100.0
maxBaseAssetBalance: 3.0
minBaseAssetBalance: 0.0
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maxOrderAmount: 2000.0
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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:
makerCommission: 15
takerCommission: 15
balances:
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BTC: 0.0
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USDT: 10000.0
exchangeStrategies:
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- on: max
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bollgrid:
symbol: BTCUSDT
interval: 5m
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gridNumber: 20
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quantity: 0.01
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profitSpread: 30.0