lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 14:55:16 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

config: add document to the xfunding options

Browse Source
This commit is contained in:
c9s 2023-03-26 02:07:54 +08:00
parent 425952d76c
commit 6349566ce9
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 18 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

19
config/xfunding.yaml
View File

@ -30,11 +30,28 @@ crossExchangeStrategies:
- xfunding:
spotSession: binance
futuresSession: binance_futures
## symbol is the symbol name of the spot market and the futures market
## todo: provide option to separate the futures market symbol
symbol: ETHUSDT
## interval is the interval for checking futures premium and the funding rate
interval: 1m
## leverage is the leverage of the reverse futures position size.
## for example, you can buy 1 BTC and short 3 BTC in the futures account with 3x leverage.
leverage: 1.0
## incrementalQuoteQuantity is the quote quantity per maker order when creating the positions
## when in BTC-USDT 20 means 20 USDT, each buy order will hold 20 USDT quote amount.
incrementalQuoteQuantity: 20
## quoteInvestment is how much you want to invest to create your position.
## for example, when 10k USDT is given as the quote investment, and the average executed price of your position is around BTC 18k
## you will be holding around 0.555555 BTC
quoteInvestment: 50
## shortFundingRate is the funding rate range you want to create your position
shortFundingRate:
## when funding rate is higher than this high value, the strategy will start buying spot and opening a short position
high: 0.001%
@ -42,4 +59,4 @@ crossExchangeStrategies:
low: -0.01%
## reset will reset the spot/futures positions, the transfer stats and the position state.
# reset: true
reset: true