bbgo_origin/config/xmaker.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"
# if you want to route channel by exchange session
sessionChannels:
max: "bbgo-max"
binance: "bbgo-binance"
# routing rules
routing:
trade: "$symbol"
order: "$silent"
submitOrder: "$silent"
pnL: "bbgo-pnl"
reportPnL:
- averageCostBySymbols:
- "BTCUSDT"
- "BNBUSDT"
of: binance
when:
- "@daily"
- "@hourly"
persistence:
json:
directory: var/data
redis:
host: 127.0.0.1
port: 6379
db: 0
sessions:
max:
exchange: max
envVarPrefix: max
binance:
exchange: binance
envVarPrefix: binance
crossExchangeStrategies:
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- xmaker:
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symbol: "BTCUSDT"
sourceExchange: binance
makerExchange: max
updateInterval: 1s
# disableHedge disables the hedge orders on the source exchange
# disableHedge: true
hedgeInterval: 10s
margin: 0.004
askMargin: 0.004
bidMargin: 0.004
quantity: 0.001
quantityMultiplier: 2
# numLayers means how many order we want to place on each side. 3 means we want 3 bid orders and 3 ask orders
numLayers: 1
# pips is the fraction numbers between each order. for BTC, 1 pip is 0.1,
# 0.1 pip is 0.01, here we use 10, so we will get 18000.00, 18001.00 and
# 18002.00
pips: 10
persistence:
type: redis