mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
79 lines
1.4 KiB
YAML
79 lines
1.4 KiB
YAML
|
---
|
||
|
|
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:
|
||
|
|
|
||
|
|
- mobydick:
|
||
|
|
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
|
||
|
|
|