add schedule config example

This commit is contained in:
c9s 2021-05-03 00:06:24 +08:00
parent 8b987dad6e
commit 103095a986

39
config/schedule.yaml Normal file
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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
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