2023-03-10 08:29:49 +00:00
|
|
|
---
|
2023-10-11 04:12:57 +00:00
|
|
|
backtest:
|
|
|
|
|
startTime: "2023-01-01"
|
|
|
|
|
endTime: "2023-05-31"
|
|
|
|
|
symbols:
|
|
|
|
|
- USDCUSDT
|
|
|
|
|
sessions:
|
|
|
|
|
- max
|
|
|
|
|
accounts:
|
|
|
|
|
max:
|
|
|
|
|
balances:
|
|
|
|
|
USDC: 500.0
|
|
|
|
|
USDT: 500.0
|
|
|
|
|
|
2023-03-10 08:29:49 +00:00
|
|
|
exchangeStrategies:
|
|
|
|
|
- on: max
|
2023-03-10 09:39:31 +00:00
|
|
|
fixedmaker:
|
2023-10-11 04:12:57 +00:00
|
|
|
symbol: USDCUSDT
|
2023-12-21 08:29:46 +00:00
|
|
|
interval: 1m
|
2023-09-28 17:12:53 +00:00
|
|
|
halfSpread: 0.05%
|
2023-10-11 04:12:57 +00:00
|
|
|
quantity: 15
|
2023-09-28 17:12:53 +00:00
|
|
|
orderType: LIMIT_MAKER
|
2023-12-21 08:29:46 +00:00
|
|
|
dryRun: true
|
2023-10-11 04:12:57 +00:00
|
|
|
|
|
|
|
|
positionHardLimit: 1500
|
|
|
|
|
maxPositionQuantity: 1500
|
|
|
|
|
circuitBreakLossThreshold: -0.15
|
2023-12-21 08:29:46 +00:00
|
|
|
circuitBreakEMA:
|
|
|
|
|
interval: 1m
|
|
|
|
|
window: 14
|
|
|
|
|
|
|
|
|
|
inventorySkew:
|
|
|
|
|
inventoryRangeMultiplier: 1.0
|
|
|
|
|
targetBaseRatio: 0.5
|
