config: add config doc

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c9s 2022-01-09 22:48:34 +08:00
parent 9ca4e23aaf
commit 51aa45a077

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@ -25,19 +25,63 @@ exchangeStrategies:
- on: max - on: max
bollmaker: bollmaker:
symbol: ETHUSDT symbol: ETHUSDT
interval: 5m
quantity: 0.005
# spread: sell price = middle price + spread, buy price = middle price - spread # interval is how long do you want to update your order price and quantity
# you need to ensure that the spread can cover your trading fee interval: 1m
# for example, the trading fee on binance is 0.075%, so the total fee of your buy/sell orders is 0.075% * 2 = 0.14%
spread: 0.01% # quantity is the base order quantity for your buy/sell order.
quantity: 0.05
# useTickerPrice use the ticker api to get the mid price instead of the closed kline price.
# The back-test engine is kline-based, so the ticker price api is not supported.
# Turn this on if you want to do real trading.
useTickerPrice: false
# spread is the price spread from the middle price.
# For ask orders, the ask price is ((bestAsk + bestBid) / 2 * (1.0 + spread))
# For bid orders, the bid price is ((bestAsk + bestBid) / 2 * (1.0 - spread))
# Spread can be set by percentage or floating number. e.g., 0.1% or 0.001
spread: 0.1%
# minProfitSpread is the minimal order price spread from the current average cost.
# For long position, you will only place sell order above the price (= average cost * (1 + minProfitSpread))
# For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread))
minProfitSpread: 0.1% minProfitSpread: 0.1%
# maxExposurePosition is the maximum position you can hold
# +10 means you can hold 10 ETH long position by maximum
# -10 means you can hold -10 ETH short position by maximum
# maxExposurePosition: 3.0
maxExposurePosition: 10
# strongUptrendSkew is the order quantity skew for strong uptrend band.
# when the bollinger band detect a strong uptrend, what's the order quantity skew we want to use.
# greater than 1.0 means when placing buy order, place sell order with less quantity
# less than 1.0 means when placing sell order, place buy order with less quantity
strongUptrendSkew: 0.3
# strongDowntrendSkew is the order quantity skew for strong downtrend band.
# when the bollinger band detect a strong downtrend, what's the order quantity skew we want to use.
# greater than 1.0 means when placing buy order, place sell order with less quantity
# less than 1.0 means when placing sell order, place buy order with less quantity
strongDowntrendSkew: 2.0
# uptrendSkew, like the strongUptrendSkew, but the price is still in the default band.
uptrendSkew: 0.8
# downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band.
downtrendSkew: 1.2
# DisableShort means you can don't want short position during the market making
disableShort: true
defaultBollinger: defaultBollinger:
interval: "5m" interval: "5m"
window: 21 window: 21
bandWidth: 2.0 bandWidth: 2.0
# neutralBollinger is the smaller range of the bollinger band
# If price is in this band, it usually means the price is oscillating.
neutralBollinger: neutralBollinger:
interval: "5m" interval: "5m"
window: 21 window: 21