bbgo_origin/config/xfixedmaker.yaml

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---
sessions:
max:
exchange: max
envVarPrefix: max
binance:
exchange: binance
envVarPrefix: binance
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publicOnly: true
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backtest:
startTime: "2023-01-01"
endTime: "2023-01-02"
symbols:
- BTCUSDT
sessions:
- max
- binance
accounts:
max:
balances:
BTC: 0.5
USDT: 15000.0
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crossExchangeStrategies:
- xfixedmaker:
tradingExchange: max
symbol: BTCUSDT
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interval: 1m
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halfSpread: 0.01%
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quantity: 0.005
orderType: LIMIT_MAKER
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dryRun: true
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referenceExchange: binance
referencePriceEMA:
interval: 1m
window: 14
orderPriceLossThreshold: -10
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positionHardLimit: 200
maxPositionQuantity: 0.005
circuitBreakLossThreshold: -10
circuitBreakEMA:
interval: 1m
window: 14
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inventorySkew:
inventoryRangeMultiplier: 1.0
targetBaseRatio: 0.5