From 103095a98644530a31ac6327bca2c78981dff395 Mon Sep 17 00:00:00 2001 From: c9s Date: Mon, 3 May 2021 00:06:24 +0800 Subject: [PATCH] add schedule config example --- config/schedule.yaml | 39 +++++++++++++++++++++++++++++++++++++++ 1 file changed, 39 insertions(+) create mode 100644 config/schedule.yaml diff --git a/config/schedule.yaml b/config/schedule.yaml new file mode 100644 index 000000000..3a51f03f2 --- /dev/null +++ b/config/schedule.yaml @@ -0,0 +1,39 @@ +--- +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 + max: + # orderExecutor is one of the risk control + orderExecutor: + # symbol-routed order executor + bySymbol: + BTCUSDT: + # basic risk control order executor + basic: + minQuoteBalance: 100.0 + maxBaseAssetBalance: 3.0 + minBaseAssetBalance: 0.0 + maxOrderAmount: 1000.0 + +exchangeStrategies: + +- on: max + schedule: + interval: 1m + symbol: USDTTWD + side: buy + quantity: 10 + + aboveMovingAverage: + type: EWMA + interval: 1h + window: 99 + side: sell + + belowMovingAverage: + type: EWMA + interval: 1h + window: 99 + side: buy +