config: update support example configs

config/support-margin.yaml

@@ -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
+

config/support.yaml

@@ -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