mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-24 07:45:15 +00:00
55 lines
1.1 KiB
YAML
55 lines
1.1 KiB
YAML
|
sessions:
|
||
|
max:
|
||
|
exchange: max
|
||
|
envVarPrefix: max
|
||
|
makerFeeRate: 0%
|
||
|
takerFeeRate: 0.025%
|
||
|
|
||
|
#services:
|
||
|
# googleSpreadSheet:
|
||
|
# jsonTokenFile: ".credentials/google-cloud/service-account-json-token.json"
|
||
|
# spreadSheetId: "YOUR_SPREADSHEET_ID"
|
||
|
|
||
|
exchangeStrategies:
|
||
|
- on: max
|
||
|
liquiditymaker:
|
||
|
symbol: &symbol USDTTWD
|
||
|
|
||
|
## adjustmentUpdateInterval is the interval for adjusting position
|
||
|
adjustmentUpdateInterval: 1m
|
||
|
|
||
|
## liquidityUpdateInterval is the interval for updating liquidity orders
|
||
|
liquidityUpdateInterval: 1h
|
||
|
|
||
|
numOfLiquidityLayers: 30
|
||
|
askLiquidityAmount: 20_000.0
|
||
|
bidLiquidityAmount: 20_000.0
|
||
|
liquidityPriceRange: 2%
|
||
|
useLastTradePrice: true
|
||
|
spread: 1.1%
|
||
|
|
||
|
liquidityScale:
|
||
|
exp:
|
||
|
domain: [1, 30]
|
||
|
range: [1, 4]
|
||
|
|
||
|
## maxExposure controls how much balance should be used for placing the maker orders
|
||
|
maxExposure: 200_000
|
||
|
minProfit: 0.01%
|
||
|
|
||
|
|
||
|
backtest:
|
||
|
sessions:
|
||
|
- max
|
||
|
startTime: "2023-05-20"
|
||
|
endTime: "2023-06-01"
|
||
|
symbols:
|
||
|
- *symbol
|
||
|
account:
|
||
|
max:
|
||
|
makerFeeRate: 0.0%
|
||
|
takerFeeRate: 0.025%
|
||
|
balances:
|
||
|
USDT: 5000
|
||
|
TWD: 150_000
|