bbgo_origin/config/xfunding.yaml

---
notifications:
  slack:
    defaultChannel: "dev-bbgo"
    errorChannel: "bbgo-error"

  switches:
    trade: true
    orderUpdate: true
    submitOrder: true

persistence:
  redis:
    host: 127.0.0.1
    port: 6379
    db: 1

sessions:
  binance:
    exchange: binance
    envVarPrefix: BINANCE

  binance_futures:
    exchange: binance
    envVarPrefix: BINANCE
    futures: true

crossExchangeStrategies:

- xfunding:
    spotSession: binance
    futuresSession: binance_futures

    ## symbol is the symbol name of the spot market and the futures market
    ## todo: provide option to separate the futures market symbol
    symbol: ETHUSDT

    ## interval is the interval for checking futures premium and the funding rate
    interval: 1m

    ## leverage is the leverage of the reverse futures position size.
    ## for example, you can buy 1 BTC and short 3 BTC in the futures account with 3x leverage.
    leverage: 1.0

    ## incrementalQuoteQuantity is the quote quantity per maker order when creating the positions
    ## when in BTC-USDT 20 means 20 USDT, each buy order will hold 20 USDT quote amount.
    incrementalQuoteQuantity: 20

    ## quoteInvestment is how much you want to invest to create your position.
    ## for example, when 10k USDT is given as the quote investment, and the average executed price of your position is around BTC 18k
    ## you will be holding around 0.555555 BTC
    quoteInvestment: 50

    ## shortFundingRate is the funding rate range you want to create your position
    shortFundingRate:
      ## when funding rate is higher than this high value, the strategy will start buying spot and opening a short position
      high: 0.001%
      ## when funding rate is lower than this low value, the strategy will start closing futures position and sell the spot
      low: -0.01%

    ## reset will reset the spot/futures positions, the transfer stats and the position state.
    # reset: true

    # closeFuturesPosition: true