mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
config: update support example configs
This commit is contained in:
parent
40c3a5870f
commit
41daea9e05
78
config/support-margin.yaml
Normal file
78
config/support-margin.yaml
Normal file
|
@ -0,0 +1,78 @@
|
|||
---
|
||||
notifications:
|
||||
slack:
|
||||
defaultChannel: "dev-bbgo"
|
||||
errorChannel: "bbgo-error"
|
||||
|
||||
# if you want to route channel by symbol
|
||||
symbolChannels:
|
||||
"^BTC": "btc"
|
||||
"^ETH": "eth"
|
||||
"^BNB": "bnb"
|
||||
|
||||
# object routing rules
|
||||
routing:
|
||||
trade: "$symbol"
|
||||
order: "$symbol"
|
||||
submitOrder: "$session" # not supported yet
|
||||
pnL: "bbgo-pnl"
|
||||
|
||||
sessions:
|
||||
binance_margin_linkusdt:
|
||||
exchange: binance
|
||||
margin: true
|
||||
isolatedMargin: true
|
||||
isolatedMarginSymbol: LINKUSDT
|
||||
|
||||
riskControls:
|
||||
# This is the session-based risk controller, which let you configure different risk controller by session.
|
||||
sessionBased:
|
||||
max:
|
||||
orderExecutor:
|
||||
bySymbol:
|
||||
BTCUSDT:
|
||||
basic:
|
||||
minQuoteBalance: 100.0
|
||||
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
|
||||
startTime: "2020-09-04"
|
||||
endTime: "2020-09-14"
|
||||
symbols:
|
||||
- BTCUSDT
|
||||
- ETHUSDT
|
||||
account:
|
||||
makerCommission: 15
|
||||
takerCommission: 15
|
||||
balances:
|
||||
BTC: 0.0
|
||||
USDT: 10000.0
|
||||
|
||||
exchangeStrategies:
|
||||
|
||||
- on: binance_margin_linkusdt
|
||||
support:
|
||||
symbol: LINKUSDT
|
||||
interval: 1m
|
||||
minVolume: 1_000
|
||||
marginOrderSideEffect: borrow
|
||||
|
||||
scaleQuantity:
|
||||
byVolume:
|
||||
exp:
|
||||
domain: [ 1_000, 200_000 ]
|
||||
range: [ 0.5, 1.0 ]
|
||||
|
||||
maxBaseAssetBalance: 1000.0
|
||||
minQuoteAssetBalance: 2000.0
|
||||
|
||||
targets:
|
||||
- profitPercentage: 0.02
|
||||
quantityPercentage: 0.5
|
||||
marginOrderSideEffect: repay
|
||||
|
|
@ -18,11 +18,8 @@ notifications:
|
|||
pnL: "bbgo-pnl"
|
||||
|
||||
sessions:
|
||||
binance_margin_linkusdt:
|
||||
binance:
|
||||
exchange: binance
|
||||
margin: true
|
||||
isolatedMargin: true
|
||||
isolatedMarginSymbol: LINKUSDT
|
||||
|
||||
riskControls:
|
||||
# This is the session-based risk controller, which let you configure different risk controller by session.
|
||||
|
@ -55,17 +52,21 @@ backtest:
|
|||
|
||||
exchangeStrategies:
|
||||
|
||||
- on: binance_margin_linkusdt
|
||||
- on: binance
|
||||
support:
|
||||
symbol: LINKUSDT
|
||||
interval: 1m
|
||||
minVolume: 1_000
|
||||
marginOrderSideEffect: borrow
|
||||
|
||||
scaleQuantity:
|
||||
byVolume:
|
||||
exp:
|
||||
domain: [ 1_000, 200_000 ]
|
||||
range: [ 0.5, 1.0 ]
|
||||
|
||||
maxBaseAssetBalance: 1000.0
|
||||
minQuoteAssetBalance: 2000.0
|
||||
|
||||
targets:
|
||||
- profitPercentage: 0.02
|
||||
quantityPercentage: 0.5
|
||||
|
|
Loading…
Reference in New Issue
Block a user