bbgo_origin/config/grid.yaml

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---
sessions:
binance:
exchange: binance
envVarPrefix: binance
max:
exchange: max
envVarPrefix: max
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riskControls:
# This is the session-based risk controller, which let you configure different risk controller by session.
sessionBased:
# "max" is the session name that you want to configure the risk control
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max:
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# orderExecutor is one of the risk control
orderExecutor:
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# symbol-routed order executor
bySymbol:
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BTCUSDT:
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# basic risk control order executor
basic:
minQuoteBalance: 100.0
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maxBaseAssetBalance: 3.0
minBaseAssetBalance: 0.0
maxOrderAmount: 1000.0
backtest:
# for testing max draw down (MDD) at 03-12
# see here for more details
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2020-09-04"
endTime: "2020-09-14"
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symbols:
- BTCUSDT
account:
makerCommission: 15
takerCommission: 15
balances:
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BTC: 0.0
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USDT: 10000.0
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exchangeStrategies:
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- on: max
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grid:
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symbol: BTCUSDT
# quantity: 0.001
scaleQuantity:
byPrice:
exp:
domain: [20_000, 30_000]
range: [0.2, 0.001]
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gridNumber: 30
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profitSpread: 50.0
upperPrice: 20_000.0
lowerPrice: 30_000.0
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long: true