diff --git a/config/bollgrid.yaml b/config/bollgrid.yaml new file mode 100644 index 000000000..c2e47a5ed --- /dev/null +++ b/config/bollgrid.yaml @@ -0,0 +1,69 @@ +--- +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: + exchange: binance + envVarPrefix: binance + + max: + exchange: max + envVarPrefix: max + +riskControls: + # This is the session-based risk controller, which let you configure different risk controller by session. + sessionBased: + # "binance" is the session name that you want to configure the risk control + binance: + # 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 + +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: "2020-09-01" + endTime: "2020-09-07" + symbols: + - BTCUSDT + account: + makerCommission: 15 + takerCommission: 15 + balances: + BTC: 0.1 + USDT: 10000.0 + +exchangeStrategies: +- on: binance + bollgrid: + symbol: BTCUSDT + interval: 5m + gridNumber: 2 + gridPips: 10.0 + quantity: 0.01 + profitSpread: 100.0