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add rebalance doc
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@ -412,6 +412,7 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
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- `irr` - return rate strategy.
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- `drift` - drift strategy.
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- `grid2` - the second-generation grid strategy.
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- `rebalance` - rebalances your portfolio based on target weights. [rebalance](pkg/strategy/rebalance). See [document](./doc/strategy/rebalance.md).
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To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example, if
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you want to run
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doc/strategy/rebalance.md
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31
doc/strategy/rebalance.md
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### Rebalance Strategy
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This strategy automatically rebalances your portfolio based on target weights.
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#### Parameters
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- `schedule`
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- The CRON expression used to schedule rebalance executions, for example: `@every 5m`, `@every 1h`, `0 0 * * * *`.
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- [CRON Expression Format](https://pkg.go.dev/github.com/robfig/cron#hdr-CRON_Expression_Format)
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- `quoteCurrency`
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- The quote currency in trading markets, e.g., `USDT`, `TWD`.
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- `targetWeights`
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- A map defining the desired target weights for each base currency in the portfolio.
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- `threshold`
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- The threshold represents the maximum allowable difference between the current weight and the target weight that will initiate rebalancing. For instance, with a threshold set at `1%`, if the current weight of `BTC` is `52%` and the target weight is `50%`, the strategy will sell `BTC` until it reaches `50%`.
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- `maxAmount`
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- The highest allowable value for each order in the quote currency.
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- `orderType`
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- The type of order to be placed, e.g., `LIMIT`, `LIMIT_MAKER`, `MARKET`
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- `priceType`
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- The method used to determine the price for buying or selling the currency, for example, `MAKER`, `TAKER`, `MID`, `LAST`
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- `balanceType`
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- Determines how the current weights are calculated. If set to `TOTAL`, the weights will include locked funds. e.g. `TOTAL`, `AVAILABLE`.
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- `dryRun`
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- If set to `true`, the strategy will simulate rebalancing without actually placing orders.
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- `onStart`
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- Indicates whether to rebalance the portfolio when the strategy starts.
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#### Examples
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See [rebalance.yaml](../../config/rebalance.yaml)
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