mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 11:03:53 +00:00
79 lines
1.6 KiB
YAML
79 lines
1.6 KiB
YAML
|
---
|
||
|
|
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_margin_linkusdt:
|
||
|
|
exchange: binance
|
||
|
|
margin: true
|
||
|
|
isolatedMargin: true
|
||
|
|
isolatedMarginSymbol: LINKUSDT
|
||
|
|
|
||
|
|
riskControls:
|
||
|
|
# This is the session-based risk controller, which let you configure different risk controller by session.
|
||
|
|
sessionBased:
|
||
|
|
max:
|
||
|
|
orderExecutor:
|
||
|
|
bySymbol:
|
||
|
|
BTCUSDT:
|
||
|
|
basic:
|
||
|
|
minQuoteBalance: 100.0
|
||
|
|
maxBaseAssetBalance: 3.0
|
||
|
|
minBaseAssetBalance: 0.0
|
||
|
|
maxOrderAmount: 1000.0
|
||
|
|
|
||
|
|
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
|
||
|
|
startTime: "2020-09-04"
|
||
|
|
endTime: "2020-09-14"
|
||
|
|
symbols:
|
||
|
|
- BTCUSDT
|
||
|
|
- ETHUSDT
|
||
|
|
account:
|
||
|
|
makerCommission: 15
|
||
|
|
takerCommission: 15
|
||
|
|
balances:
|
||
|
|
BTC: 0.0
|
||
|
|
USDT: 10000.0
|
||
|
|
|
||
|
|
exchangeStrategies:
|
||
|
|
|
||
|
|
- on: binance_margin_linkusdt
|
||
|
|
support:
|
||
|
|
symbol: LINKUSDT
|
||
|
|
interval: 1m
|
||
|
|
minVolume: 1_000
|
||
|
|
marginOrderSideEffect: borrow
|
||
|
|
|
||
|
|
scaleQuantity:
|
||
|
|
byVolume:
|
||
|
|
exp:
|
||
|
|
domain: [ 1_000, 200_000 ]
|
||
|
|
range: [ 0.5, 1.0 ]
|
||
|
|
|
||
|
|
maxBaseAssetBalance: 1000.0
|
||
|
|
minQuoteAssetBalance: 2000.0
|
||
|
|
|
||
|
|
targets:
|
||
|
|
- profitPercentage: 0.02
|
||
|
|
quantityPercentage: 0.5
|
||
|
|
marginOrderSideEffect: repay
|
||
|
|
|