2021-05-02 16:06:24 +00:00
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---
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riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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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
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orderExecutor:
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# symbol-routed order executor
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bySymbol:
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2021-05-02 16:07:46 +00:00
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USDTTWD:
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2021-05-02 16:06:24 +00:00
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# basic risk control order executor
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basic:
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minQuoteBalance: 100.0
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2021-05-02 16:07:46 +00:00
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maxBaseAssetBalance: 30_000.0
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2021-05-02 16:06:24 +00:00
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minBaseAssetBalance: 0.0
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2021-05-02 16:07:46 +00:00
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maxOrderAmount: 1_000.0
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2021-05-02 16:06:24 +00:00
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exchangeStrategies:
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- on: max
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schedule:
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interval: 1m
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symbol: USDTTWD
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side: buy
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quantity: 10
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aboveMovingAverage:
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type: EWMA
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interval: 1h
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window: 99
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side: sell
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belowMovingAverage:
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type: EWMA
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interval: 1h
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window: 99
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side: buy
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