2020-10-28 08:27:25 +00:00
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---
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notifications:
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slack:
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2020-10-28 09:44:37 +00:00
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defaultChannel: "dev-bbgo"
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errorChannel: "bbgo-error"
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2020-10-28 08:27:25 +00:00
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# if you want to route channel by symbol
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symbolChannels:
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2020-10-28 09:44:37 +00:00
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"^BTC": "btc"
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"^ETH": "eth"
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"^BNB": "bnb"
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2020-10-28 08:27:25 +00:00
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# object routing rules
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routing:
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trade: "$symbol"
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order: "$symbol"
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submitOrder: "$session" # not supported yet
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2020-10-28 09:44:37 +00:00
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pnL: "bbgo-pnl"
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2020-10-28 08:27:25 +00:00
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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sessionBased:
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# "max" is the session name that you want to configure the risk control
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binance:
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# orderExecutors is one of the risk control
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orderExecutors:
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# symbol-routed order executor
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bySymbol:
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BNBUSDT:
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# basic risk control order executor
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basic:
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minQuoteBalance: 1000.0
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maxBaseAssetBalance: 50.0
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minBaseAssetBalance: 10.0
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maxOrderAmount: 100.0
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exchangeStrategies:
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- on: binance
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swing:
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symbol: BNBUSDT
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interval: 1m
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minChange: 0.01
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baseQuantity: 1.0
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movingAverageType: EWMA
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movingAverageInterval: 1m
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movingAverageWindow: 99
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