2023-10-05 06:36:08 +00:00
|
|
|
---
|
|
|
|
|
sessions:
|
|
|
|
|
max:
|
|
|
|
|
exchange: max
|
|
|
|
|
envVarPrefix: max
|
|
|
|
|
binance:
|
|
|
|
|
exchange: binance
|
|
|
|
|
envVarPrefix: binance
|
2023-12-21 08:34:05 +00:00
|
|
|
publicOnly: true
|
2023-10-05 06:36:08 +00:00
|
|
|
|
2023-10-12 06:31:20 +00:00
|
|
|
backtest:
|
|
|
|
|
startTime: "2023-01-01"
|
|
|
|
|
endTime: "2023-01-02"
|
|
|
|
|
symbols:
|
|
|
|
|
- BTCUSDT
|
|
|
|
|
sessions:
|
|
|
|
|
- max
|
|
|
|
|
- binance
|
|
|
|
|
accounts:
|
|
|
|
|
max:
|
|
|
|
|
balances:
|
|
|
|
|
BTC: 0.5
|
|
|
|
|
USDT: 15000.0
|
|
|
|
|
|
2023-10-05 06:36:08 +00:00
|
|
|
crossExchangeStrategies:
|
|
|
|
|
- xfixedmaker:
|
|
|
|
|
tradingExchange: max
|
|
|
|
|
symbol: BTCUSDT
|
2023-12-21 08:34:05 +00:00
|
|
|
interval: 1m
|
2023-10-12 06:31:20 +00:00
|
|
|
halfSpread: 0.01%
|
2023-10-05 06:36:08 +00:00
|
|
|
quantity: 0.005
|
|
|
|
|
orderType: LIMIT_MAKER
|
2023-12-21 08:34:05 +00:00
|
|
|
dryRun: true
|
2023-10-05 06:36:08 +00:00
|
|
|
|
|
|
|
|
referenceExchange: binance
|
|
|
|
|
referencePriceEMA:
|
|
|
|
|
interval: 1m
|
|
|
|
|
window: 14
|
|
|
|
|
orderPriceLossThreshold: -10
|
2023-10-12 06:31:20 +00:00
|
|
|
|
|
|
|
|
positionHardLimit: 200
|
|
|
|
|
maxPositionQuantity: 0.005
|
|
|
|
|
|
|
|
|
|
circuitBreakLossThreshold: -10
|
|
|
|
|
circuitBreakEMA:
|
|
|
|
|
interval: 1m
|
|
|
|
|
window: 14
|
2023-12-21 08:34:05 +00:00
|
|
|
|
|
|
|
|
inventorySkew:
|
|
|
|
|
inventoryRangeMultiplier: 1.0
|
|
|
|
|
targetBaseRatio: 0.5
|
